Nexural ORB Nexural ORB - Multi-Timeframe Opening Range Breakout Indicator
Introduction
This indicator was built out of frustration. After testing dozens of ORB tools, both free and paid, I found that most of them either did too little or cluttered the chart with unnecessary information. The Opening Range Breakout is one of the oldest and most reliable intraday strategies, yet most indicators treat it as an afterthought - just a box on the chart with no context.
This is not that kind of indicator.
The Nexural Ultimate ORB tracks the Opening Range across three timeframes simultaneously, provides quality scoring to help you identify high-probability setups, detects when multiple levels align for confluence, and now includes historical ORB data so you can scroll back and review previous sessions. It does not tell you when to buy or sell. It does not promise profits. What it does is give you clean, accurate levels with the context you need to make informed decisions.
I am going to be completely transparent about what this indicator does, how it works, what it does well, and where it falls short. If you are looking for a magic solution that prints money, this is not it. If you are looking for a professional-grade tool that will become a permanent part of your charting setup, keep reading.
What Is The Opening Range Breakout
Before diving into the indicator itself, let me explain the strategy it is built around.
The Opening Range is simply the high and low price established during the first portion of the trading session. For US equities and futures, this typically begins at 9:30 AM Eastern Time. The theory behind trading the Opening Range is straightforward: the first 15, 30, or 60 minutes of trade often sets the tone for the rest of the day. Institutional traders, algorithms, and market makers are all actively positioning during this window, and the levels they establish become reference points for the remainder of the session.
When price breaks above the Opening Range High, it suggests bullish momentum and the potential for continuation higher. When price breaks below the Opening Range Low, it suggests bearish momentum and the potential for continuation lower. The strategy has been used by floor traders for decades and remains relevant today because the underlying market dynamics have not changed - the open is when the most information gets priced in, and the levels established during that period matter.
This indicator does not trade the ORB for you. It identifies the levels, tracks multiple timeframes, and provides context. The actual trading decisions are yours.
How The Opening Range Is Calculated
The indicator calculates the Opening Range for three timeframes:
The 15-Minute ORB captures the high and low from 9:30 AM to 9:45 AM. This is the shortest timeframe and typically produces the tightest range. Breakouts from the 15-minute ORB tend to occur earliest in the session and can provide early directional signals, though they are also more prone to false breakouts due to the narrow range.
The 30-Minute ORB captures the high and low from 9:30 AM to 10:00 AM. This is considered by many institutional traders to be the most significant timeframe. The 30-minute window allows enough time for the initial volatility to settle while still capturing the core opening activity. Many professional trading desks reference the 30-minute ORB as their primary intraday framework.
The 60-Minute ORB captures the high and low from 9:30 AM to 10:30 AM. This is the widest range and produces fewer signals, but those signals tend to be more reliable. The 60-minute ORB is particularly useful on high-volatility days when the 15 and 30-minute ranges get quickly violated.
The calculation itself is simple. As each bar completes during the opening period, the indicator compares the current high and low to the stored values and updates them if new extremes are reached. Once the timeframe completes, the levels lock in and do not change for the rest of the session.
I want to be absolutely clear about one thing: there is no repainting. The ORB levels are calculated in real-time as the opening period develops. Once a timeframe completes, those levels are final. You will not look back at your chart and see different levels than what appeared in real-time. This is critically important for any indicator you use for actual trading decisions.
Visual Hierarchy and Line Styles
One of the main problems with multi-timeframe indicators is visual clutter. When you have six lines on the chart representing three different ORBs, it becomes difficult to quickly identify which level belongs to which timeframe.
This indicator solves that problem through a clear visual hierarchy. Each timeframe has its own color, line width, and line style, all of which are fully customizable.
By default, the 15-Minute ORB uses solid lines with the heaviest weight. This makes it the most prominent on the chart because it is typically the first level to be tested and often the most actively traded.
The 30-Minute ORB uses dashed lines with a medium weight. This keeps it visible but clearly secondary to the 15-minute levels.
The 60-Minute ORB uses dotted lines with a medium weight. This places it in the background as a reference level rather than an active trading zone.
You can change any of these settings. If you prefer to trade the 30-minute ORB exclusively, you can make it solid and bold while keeping the others subtle. If you only want to see the 60-minute ORB, you can disable the other two entirely. The flexibility is there because every trader has different preferences.
The dashboard in the top right corner of the chart displays the corresponding line style next to each timeframe, so you always know which line on the chart matches which row in the dashboard.
The Quality Scoring System
Not every Opening Range is worth trading. Some days produce tight, clean ranges with strong follow-through. Other days produce wide, choppy ranges that lead to multiple false breakouts. One of the most valuable features of this indicator is the Quality Score, which grades each session from A-plus down to C.
The Quality Score is calculated based on several factors:
Range Size is the most important factor. The indicator compares the current ORB range to the average daily range over the past 20 sessions. A tight range, defined as less than 40 percent of the average daily range, receives the highest score. The logic here is simple: tight ranges indicate consolidation, and consolidation often precedes expansion. When the ORB is tight, a breakout has more room to run.
A normal range, between 40 and 80 percent of the average daily range, receives a moderate score. These are typical trading days without any particular edge from a range perspective.
A wide range, greater than 80 percent of the average daily range, receives the lowest score. When the ORB is already wide, much of the day's move may have already occurred during the opening period, leaving less opportunity for breakout continuation.
Volume is the second factor. Above-average volume during the opening period indicates genuine institutional participation. The indicator compares the current volume to the 20-bar average. Significantly elevated volume adds to the quality score, while below-average volume does not penalize the score but does not help it either.
Day of Week matters more than most traders realize. Statistical studies of market behavior consistently show that Tuesday, Wednesday, and Thursday produce cleaner trending days than Monday or Friday. Monday mornings often see erratic price action as the market digests weekend news and repositions. Friday afternoons often see reduced participation as traders close out positions before the weekend. The quality score reflects these tendencies by adding points for mid-week sessions and subtracting points for Monday mornings and Friday afternoons.
Overnight Activity is relevant primarily for futures traders. If the overnight session produced a significant range, defined as greater than half of the average true range, it suggests that institutions were active during the overnight hours. This often leads to more directional behavior during the regular session.
The quality score is displayed in the dashboard as a letter grade. A-plus indicates excellent conditions across multiple factors. A indicates good conditions. B indicates average conditions. C indicates below-average conditions that warrant caution.
I want to be honest about the limitations of this system. The quality score is a guideline, not a guarantee. A C-rated day can still produce a profitable breakout. An A-plus day can still result in a failed breakout that reverses. The score helps you calibrate your expectations and position sizing, but it does not predict the future.
Confluence Detection
Confluence occurs when multiple significant price levels cluster together within a tight range. When the 15-minute ORB high aligns with the overnight high, or when the ORB low sits right at the session opening price, you have confluence. These zones tend to produce stronger reactions because multiple types of traders are watching the same level.
The indicator automatically detects confluence using a tolerance-based system. By default, the tolerance is set to 0.15 percent of price. This means that if two levels are within 0.15 percent of each other, they are considered confluent.
The levels that are checked for confluence include the Session Opening Price, which is the exact price at 9:30 AM. This level matters because it represents the point where the market transitioned from overnight to regular session trading. Many traders reference the opening print throughout the day.
The Overnight High and Low are also checked. For futures markets, this includes all trading from 6:00 PM the previous evening through 9:29 AM. For stocks, this includes extended hours trading. These levels represent the extremes established before the regular session began.
Finally, the indicator checks whether the ORB levels from different timeframes align with each other. When the 15-minute high matches the 30-minute high, that level gains additional significance.
When confluence is detected, two things happen on the chart. First, the affected ORB line changes color to gold, making it visually obvious that this level has additional significance. Second, the dashboard displays a Confluence row at the bottom, alerting you to the condition.
The Confluence label also appears directly on the chart, positioned within the ORB zone so you can immediately see where the confluence exists.
Smart Label System
A common problem with indicators that display multiple price levels is label overlap. When you have six ORB levels plus auxiliary levels like the session open and overnight high and low, the right side of the chart can become a cluttered mess of overlapping text.
This indicator solves that problem with a smart labeling system that combines matching levels. If the 15-minute low, 30-minute low, and 60-minute low are all at the same price, instead of displaying three separate labels, the indicator displays a single label that reads 15L/30L/60L followed by the price.
The system uses a tolerance of 2 percent of the ORB range to determine whether levels are close enough to combine. This keeps the labels clean while still displaying separate labels when levels are meaningfully different.
The labels are positioned to the right of the current price action, extending beyond the last bar so they remain visible as new bars form. Each label includes the level identifier and the exact price value.
Historical ORB Display
This feature addresses one of the most common limitations of ORB indicators: the inability to see previous sessions when scrolling back through your chart.
With the history feature enabled, the indicator stores ORB data for up to 20 previous sessions. When you scroll back in time, you will see the ORB levels for each historical session, drawn from the session start to the session end.
Historical ORBs are displayed with slightly faded colors, using 50 percent transparency compared to the current session. This creates a clear visual distinction between current and historical levels while still allowing you to analyze past price action relative to those levels.
The history depth is configurable. You can set it anywhere from 1 to 20 days depending on your needs. If you primarily care about the current session and the previous day for context, set it to 1 or 2. If you want to analyze an entire week or more of ORB behavior, increase the setting.
You can also disable the history feature entirely by enabling Current Session Only mode. This returns the indicator to showing only the active session, which some traders prefer for a cleaner chart during live trading.
Breakout Detection and Filters
The indicator marks breakouts with triangle signals. A green triangle below the bar indicates a bullish breakout above the ORB high. A red triangle above the bar indicates a bearish breakout below the ORB low.
However, not every crossing of an ORB level represents a valid breakout worth acting on. The indicator includes several filters to reduce false signals.
The Volume Filter requires that volume on the breakout bar be at least 1.2 times the 20-bar average volume. You can adjust this multiplier in the settings. The logic is straightforward: breakouts on weak volume are more likely to fail. A genuine breakout that is going to follow through should be accompanied by above-average participation.
The Time Filter prevents breakout signals after a specified hour. The default is 2:00 PM Eastern. The rationale is that late-session breakouts often lack follow-through because there is not enough trading time remaining for the move to develop. You can adjust or disable this filter based on your trading style.
The Single Trigger mechanism ensures that each breakout fires exactly once per session. If price crosses above the ORB high, you will see one bullish signal on the bar where the crossing occurred. If price subsequently pulls back and crosses above again, you will not see a second signal. This prevents signal spam and keeps your chart clean.
The indicator also includes Reclaim Detection. If price breaks out and then returns back inside the ORB zone, you will see a warning signal marked with an X. This condition often indicates a failed breakout and potential reversal. It is not a trade signal, but rather information that the breakout you just witnessed may not be valid.
Range Extensions
Once the ORB is established, many traders look for profit targets based on the range itself. The indicator includes extension levels that project multiples of the ORB range above and below the extremes.
By default, two extension levels are shown: 1.0 times the range and 1.5 times the range. If the 15-minute ORB is 50 points, the 1.0 extension above the high would be 50 points above the high, and the 1.5 extension would be 75 points above the high.
These extensions serve as potential profit targets for breakout trades. The 1.0 extension represents a measured move equal to the ORB itself. The 1.5 extension represents a slightly more ambitious target.
You can adjust the extension multipliers in the settings. Some traders prefer 0.5 and 1.0. Others prefer 1.0 and 2.0. The flexibility is there to match your trading approach.
The extension lines are displayed as faint dotted lines so they do not compete visually with the ORB levels themselves. The labels show the multiplier value along with the exact price.
## The Midline
The 50 percent level of the ORB, known as the midline, is displayed as a dashed line within the ORB zone. This level matters because it often acts as short-term support or resistance during consolidation periods within the range.
When price is trading inside the ORB and approaches the midline, you may see a reaction. The midline can also serve as a reference for whether price is showing strength or weakness within the range. If price is spending most of its time above the midline, that suggests a bullish bias even before a breakout occurs. If price is spending most of its time below the midline, that suggests a bearish bias.
The midline can be disabled in the settings if you prefer a cleaner chart.
The Dashboard
The dashboard is positioned in the top right corner of the chart and provides all relevant ORB information at a glance.
The header row displays the indicator name, the current Quality Score grade, the Range Classification, and the Session Status.
The Range Classification shows whether the current 15-minute ORB is Tight, Normal, or Wide compared to the 20-day average. This gives you immediate context about whether the range is unusual in either direction.
The Session Status shows whether the market is currently in session or closed. A green Live indicator means the session is active. A red Closed indicator means the session has ended.
Below the header, each timeframe row displays the following information:
The Timeframe column shows 15m, 30m, or 60m along with a visual indicator of the line style you have selected for that timeframe.
The High column displays the ORB high price for that timeframe.
The Low column displays the ORB low price for that timeframe.
The Range column displays the distance between high and low.
The Status column shows the current state. Before the ORB completes, this shows a countdown of minutes remaining. After completion, it shows whether the price has broken out bullish, broken out bearish, or remains in range.
Below the timeframe rows, the Distance row shows how far the current price is from the nearest ORB level. This helps you gauge whether price is approaching a potential breakout zone.
If confluence is detected, a highlighted row appears at the bottom of the dashboard indicating that significant level alignment exists.
Supported Markets and Sessions
The indicator supports multiple market types with appropriate session times:
US Stocks use a session from 9:30 AM to 4:00 PM Eastern.
US Futures use a session from 9:30 AM to 4:00 PM Eastern, with overnight tracking from 6:00 PM the previous evening.
Forex uses a 24-hour session since the market trades continuously.
Crypto uses a 24-hour session since the market trades continuously.
Custom allows you to define your own session times for markets not covered by the presets.
The timezone is configurable. The default is America/New_York, but you can change it to Chicago, Los Angeles, London, Tokyo, or UTC depending on your location and preference.
Settings Overview
The settings are organized into logical groups:
General settings include the market type, current session only toggle, and history days.
Session settings include custom session times and timezone selection.
ORB Timeframes settings include individual toggles for showing or hiding each timeframe, color selection, line width, and line style. This is where you customize the visual appearance of each ORB level.
Quality Scoring settings include the ATR period and range comparison lookback. These affect how the quality score is calculated.
Confluence Detection settings include the tolerance percentage and toggles for the session open and overnight high and low levels.
Breakout Settings include the volume filter toggle and multiplier, time filter toggle and cutoff hour, and reclaim detection toggle.
Visuals settings include toggles for the fill zone, labels, dashboard, distance display, and midline.
Extensions settings include toggles for showing extensions and the multiplier values for each extension level.
How I Use This Indicator
I will share my personal approach, though you should adapt it to your own style.
First, I wait for the ORB to complete. I do not trade during the first 15 to 30 minutes of the session. The levels are still forming, and the price action during this window is often erratic. I let the dust settle and the range establish itself.
Second, I check the Quality Score. If it is an A or A-plus day with a tight range and good volume, I am more aggressive. If it is a C day with a wide range on a Friday afternoon, I am either sitting on my hands or trading with reduced size.
Third, I look for confluence. If the 15-minute high is sitting right at the overnight high, that level has additional significance. Breakouts through confluence zones tend to be more decisive.
Fourth, I confirm with volume. Even though the indicator filters for volume, I still glance at the volume bars. I want to see that breakout candle have conviction.
Fifth, I manage expectations based on range type. If the ORB is tight, I expect an explosive move and give the trade room to develop. If the ORB is wide, I expect choppier action and tighten my parameters.
Sixth, I use the distance reading. If price is already 50 points beyond the ORB high and the range was only 40 points, I have missed the move. Chasing extended price is not smart trading.
Honest Pros and Cons
What this indicator does well:
It provides clean, accurate ORB levels that do not repaint. This is the foundation, and it is done correctly.
It offers multi-timeframe tracking with clear visual differentiation. You can see all three ORBs at once without confusion.
The quality scoring system helps you avoid low-probability setups. It is not perfect, but it adds valuable context.
The confluence detection highlights significant level alignment automatically. This saves you from manually checking multiple levels.
The smart label system prevents visual clutter. Labels combine when appropriate and remain readable.
The historical ORB display allows you to scroll back and review previous sessions. This is valuable for analysis and pattern recognition.
The customization is extensive. Every visual element can be adjusted to match your preferences.
It works across stocks, futures, forex, and crypto with appropriate session handling.
What this indicator does not do:
It does not give you buy and sell signals with entries and exits. This is a levels and analysis tool, not a trading system.
It does not include backtesting or performance tracking. You need a separate strategy tester for that.
It does not guarantee that breakouts will follow through. The filters help, but failed breakouts still occur.
The quality score is a guideline, not a prediction. Low-quality days can still produce good trades. High-quality days can still produce losing trades.
The confluence detection is proximity-based. It identifies when levels are near each other but does not know if those levels are actually significant to other traders.
Technical limitations to be aware of:
On chart timeframes larger than 15 minutes, the ORB calculation becomes less precise because you have fewer bars in the opening period. This indicator works best on 1 to 15 minute charts.
The overnight high and low tracking works best on futures. Stocks do not have true overnight sessions in the same way.
If your chart does not have volume data, the volume filter will not function properly.
Risk Management
This section is not about the indicator. It is about trading.
No indicator, no matter how well designed, can protect you from poor risk management. Before you trade any ORB breakout, you need to define your risk.
Where is your stop? A common approach is to place the stop on the opposite side of the ORB zone. If you are taking a bullish breakout above the high, your stop goes below the low. This means your risk is the full ORB range plus any slippage.
Is that risk acceptable? If the ORB range is 100 points and you are trading a 50 dollar per point contract, your risk is 5000 dollars plus commissions. Can you afford that loss? If not, either reduce your size or skip the trade.
Where is your target? The extensions provide potential targets, but you need to decide in advance where you will take profits. Hoping for an unlimited run while watching your profits evaporate is not a strategy.
What is your win rate? ORB breakouts do not work every time. Depending on the market and conditions, you might win 50 to 60 percent of the time. That means you will have losing trades. Are you prepared for a string of three or four losers in a row? It will happen.
None of this is specific to this indicator. It applies to all trading. But I include it here because I see too many traders focus on the indicator while ignoring the fundamentals of risk management. The indicator can help you identify setups. It cannot manage your risk for you.
Final Thoughts
I built this indicator for my own trading, then refined it to the point where I felt comfortable sharing it. It is not a holy grail. It will not make you profitable if you do not already have a trading process. What it will do is give you clean, accurate ORB levels with context that most indicators do not provide.
The Opening Range Breakout works because institutions and algorithms reference these same levels. When the first 30 or 60 minutes of trading establishes a range, that becomes a reference point for the rest of the session. This indicator makes those levels visible and adds intelligence around when they are worth paying attention to.
Use it as a tool, not a crutch. Combine it with your own analysis. Manage your risk properly. And please, do not trade with money you cannot afford to lose.
If you have questions or feedback, I am actively maintaining this indicator and will consider feature requests for future updates.
Trade well.
Tags
ORB, Opening Range Breakout, Intraday, Day Trading, Futures, Stocks, Multi-Timeframe, Breakout, Support Resistance, Session, NQ, ES, SPY, QQQ, Opening Range, Institutional Levels
Recommended Timeframes
This indicator works best on 1-minute, 2-minute, 3-minute, 5-minute, 10-minute, and 15-minute charts. It can be used on higher timeframes, but the ORB calculation becomes less precise.
Recommended Markets
US Stock Indices and Futures including ES, NQ, YM, RTY, SPY, QQQ, DIA, IWM. Individual stocks with sufficient liquidity. Forex major pairs. Cryptocurrency with defined trading sessions.
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Footprint.Pro-v3.7-EN [Elykia]Title: Footprint Pro System - Order Flow & Price Action
Footprint Pro is a comprehensive institutional-grade Order Flow suite designed to visualize the internal dynamics of a candle. It allows traders to see Bid x Ask volume, Delta, and Liquidity imbalances directly inside the bars, offering a "X-Ray" view of the market.
This tool is optimized for Scalping and Intraday trading, compatible with both Standard Timeframes and simulated Range Bars.
🔥 Key Features
1. Dual Calculation Modes
Timeframe Mode: Displays Footprints on standard candles (1m, 5m, etc.) with a live countdown.
Range Mode (Simulated): Calculates Range Bars based on volatility (Points/Ticks) rather than time. This filters out noise and highlights pure price movement.
Note: Includes a performance optimizer to limit historical calculation.
2. Advanced Visualization Styles
Standard Style: Classic box display with Bid x Ask or Total Volume numbers. Includes a Volume Heatmap that changes color intensity based on Delta strength.
Profile Style: Displays a volume profile histogram next to each candle to visualize the distribution of liquidity within the bar.
3. 🧠 Smart Assistant & Automated Setups
The script includes a real-time analysis engine that detects 5 high-probability Order Flow setups:
S1 - Rejection: Detects price reversal with strong wick rejection and Delta confirmation.
S2 - Exhaustion: Identifies a trend drying up (Volume drops significantly at highs/lows).
S3 - Absorption (Iceberg): Detects aggressive buying/selling that fails to move price (High Volume + Inverse Delta).
S4 - Trapped Traders (New): "Effort vs. Result." Detects high Delta participation but the candle closes in reverse (e.g., Doji or opposite color).
S5 - Stacked Imbalances (New): Identifies "Walls" of liquidity. Looks for 3 consecutive levels where Buy/Sell volume exceeds the imbalance ratio (default 300%).
4. Data & Analytics Dashboard
Fixed Data Ribbon: A ribbon at the bottom of the screen showing Volume, Delta, and Divergences for the last 50 candles.
Technical Dashboard: Displays current mode, Range size, and tick value.
Setups Table: An on-screen legend explaining active signals and their logic.
5. Order Flow Nuances
Delta Flip (Divergence): Highlights candles where Price and Delta disagree (e.g., Red Candle but Positive Delta), signaling a potential reversal or trap.
POC (Point of Control): auto-plots the highest volume node of the candle.
VWAP Session: Integrated anchor for confluence.
5. 🔥 Advanced Histogram & Visualization
The core of this system is its ability to break down a candle into granular price levels (bins). It offers a rich visual representation of market intent:
Dynamic Histogram:
Standard Style: Displays volume blocks inside the candle.
Profile Style: Projects a Volume Profile histogram alongside the candle to instantly identify high-volume nodes (HVN) and low-volume nodes (LVN).
Delta & Volume Data:
You can choose to display Bid x Ask interactions or Total Volume per level.
Delta Coloring: Automatically colors bars based on the net difference between buyers and sellers.
Smart Heatmap (Visual Filtering):
The script uses a dynamic Heatmap System.
Weak Levels: Displayed with high transparency (faint colors), filtering out noise.
Strong Levels: Displayed in solid, bright colors (Red/Green) when volume/delta exceeds critical thresholds. This draws your eye immediately to where the real money is exchanging hands.
🛠️ Installation & Best Setup (Critical)
For the most accurate volume filtering and "Tick-Perfect" precision, this tool is designed to work on the lowest possible timeframe.
1. Set Chart to 1-Second Timeframe:
Ideally, position your TradingView chart on the 1-second (1s) timeframe.
Why? The script aggregates these micro-movements to reconstruct higher timeframe candles with minimal data loss and maximum volume precision.
2. Clean the Chart:
Go to Chart Settings (Symbol).
Uncheck "Body", "Borders", and "Wick".
Why? The script draws its own custom candles. Hiding the native chart prevents visual clutter.
3. Configure the Footprint:
Open the Indicator Settings.
Timeframe Footprint: Select your desired trading timeframe (e.g., 1 minutes ... 15 minutes, ).
The script will now calculate and draw a perfect 5-minute Footprint candle using the high-precision 1-second data feed.
🚀 Optimization
Footprint charts are calculation-heavy. This script includes a Performance Optimization group:
Limits the number of drawn boxes.
Dynamic buffer calculation.
"Smart Load" allows you to view historical data without freezing the browser.
Recommended (Premium): To optimize the tool and precisely separate Buy/Sell, using second-based charts (1s, 5s) via a TradingView Premium subscription is highly recommended.
Disclaimer: Order Flow analysis requires practice. This tool provides data visualization and does not constitute financial advice.
Bollinger Bands Delta Matrix Analytics [BDMA] Bollinger Bands Delta Matrix Analytics (BDMA) v7.0
Deep Kinetic Engine – 5x8 Volatility & Delta Decision Matrix
1. Introduction & Concept
Bollinger Bands Delta Matrix Analytics (BDMA) v7.0 is an analytical framework that merges:
- Spatial analysis via Bollinger Bands (%B location),
- with a 4-factor Deep Kinetic Engine based on:
• Total Volume
• Buy Volume
• Sell Volume
• Delta (Buy – Sell) Z-Scores
and converts them into an expanded 5×8 decision matrix that continuously tracks where price is trading and how the underlying orderflow is behaving.
BDMA is not a trading system or strategy. It does not generate entry/exit signals.
Instead, it provides a structured contextual map of volatility, volume, and delta so traders can:
- identify climactic extensions vs. fakeouts,
- distinguish strong initiative moves vs. passive absorption,
- and detect squeezes, traps, and liquidity voids with a unified visual dashboard.
2. Spatial Engine – Bollinger S-States (S1–S5)
The spatial dimension of BDMA comes from classic Bollinger Bands.
Price location is expressed as Percent B (%B) and mapped into 5 spatial states (S-States):
S1 – Hyper Extension (Above Upper Band)
Price has pushed beyond the upper Bollinger Band.
Often associated with parabolic or blow-off behavior, late-stage momentum, and elevated reversal risk.
S2 – Resistance Test (Upper Zone)
Price trades in the upper Bollinger region but remains inside the bands.
Represents a sustained test of resistance, typically within an established or emerging uptrend.
S3 – Neutral Zone (Middle)
Price hovers around the mid-band.
This is the mean reversion gravity field where the market often consolidates or transitions between regimes.
S4 – Support Test (Lower Zone)
Price trades in the lower Bollinger region but inside the bands.
Represents a sustained test of support within range or downtrend structures.
S5 – Hyper Drop (Below Lower Band)
Price extends below the lower Bollinger Band.
Often aligned with panic, forced liquidations, or capitulation-type behavior, with increased snap-back risk.
These 5 S-States define the vertical axis (rows) of the BDMA matrix.
3. Deep Kinetic Engine – 4-Factor Z-Score & D-States (D1–D8)
The Deep Kinetic Engine transforms raw volume and delta into standardized Z-Scores to measure how abnormal current activity is relative to its recent history.
For each bar:
- Raw Buy Volume is estimated from the candle’s position within its range
- Raw Sell Volume is complementary to buy volume
- Raw Delta = Buy Volume – Sell Volume
- Total Volume = Buy Volume + Sell Volume
These 4 series are then normalized using a unified Z-Score lookback to produce:
1. Z_Vol_Total – overall activity and liquidity intensity
2. Z_Vol_Buy – aggression from buyers (attack)
3. Z_Vol_Sell – aggression from sellers (defense or attack)
4. Z_Delta – net victory of one side over the other
Thresholds for Extreme, Significant, and Neutral Z-Score levels are fully configurable, allowing you to tune the sensitivity of the kinetic states.
Using Z_Vol_Total and Z_Delta (plus threshold logic), BDMA assigns one of 8 Deep Kinetic states (D-States):
D1 – Climax Buy
Extreme Total Volume + Extreme Positive Delta → Buying climax or blow-off behavior.
D2 – Strong Buy
High Volume + High Positive Delta → Confirmed bullish initiative activity.
D3 – Weak Buy / Fakeout
Low Volume + High Positive Delta → Bullish delta without commitment, low-liquidity breakout risk.
D4 – Absorption / Conflict
High Volume + Neutral Delta → Aggressive two-way trade, strong absorption, war zone behavior.
D5 – Neutral
Low Volume + Neutral Delta → Low-energy environment with low conviction.
D6 – Weak Sell / Fakeout
Low Volume + High Negative Delta → Bearish delta without commitment, low-liquidity breakdown risk.
D7 – Strong Sell
High Volume + High Negative Delta → Confirmed bearish initiative activity.
D8 – Capitulation
Extreme Volume + Extreme Negative Delta → Panic selling or capitulation regime.
These 8 D-States define the horizontal axis (columns) of the BDMA matrix.
4. The 5×8 BDMA Decision Matrix
The core of BDMA is a 5×8 matrix where:
- Rows (1–5) = Spatial S-States (S1…S5)
- Columns (1–8) = Kinetic D-States (D1…D8)
Each of the 40 possible combinations (SxDy) is pre-computed and mapped to:
- a Status or Regime Title (for example: Climax Breakout, Bear Trap Spring, Capitulation Breakdown),
- a Bias (Climactic Bull, Neutral, Strong Bear, Conflict or Reversal Risk, and similar labels),
- and a Strategic Signal or Consideration (for example: High reversal risk, Wait for confirmation, Low probability zone – avoid).
Internally, BDMA resolves all 40 regimes so the current state can be displayed on the dashboard without performance overhead.
5. Key Regime Families (How to Read the Matrix)
5.1. Breakouts and Breakdowns
Climax Breakout (Top-side)
Spatial S1 with Kinetic D1 or D2
Bias: Explosive or Extreme Bull
Signal:
- Strong or climactic upside extension with abnormal bullish orderflow.
- Trend continuation is possible, but reversal risk is extremely high after blow-off phases.
Low-Conviction Breakout (Fakeout Risk)
S1 with D3 (Weak Buy, low liquidity)
Bias: Weak Bull – Caution
Signal:
- Breakout not supported by volume.
- Elevated risk of failed auction or bull trap.
Capitulation Breakdown (Bottom-side)
Spatial S5 with Kinetic D8
Bias: Climactic Bear (panic)
Signal:
- Capitulation-type selling or forced liquidations.
- Trend can still proceed, but snap-back or violent short-covering risk is high.
Initiative Breakdown vs. Weak Breakdown
- Strong, high-volume breakdown typically corresponds to D7 (Strong Sell).
- Low-volume breakdown often corresponds to D6 (Weak Sell or Fakeout) with potential for failure.
5.2. Absorption, Traps and Springs
Absorption at Resistance (Top-side conflict)
S1 or S2 with D4 (Absorption or Conflict)
Bias: Conflict – Extreme Tension
Signal:
- Heavy two-way trade near resistance.
- Potential distribution or reversal if sellers begin to dominate.
Bull Trap or Failed Auction
Typically S1 with D6 (Weak Sell breakdown behavior after a top-side attempt)
Indicates a breakout attempt that fails and reverses, often after poor liquidity structure.
Absorption at Support and Bear Trap (Spring)
S4 or S5 with D4 or D3
Bias: Conflict or Weak Bear – Reversal Risk
Signal:
- Aggressive buying into lows (spring or shakeout behavior).
- Potential bear trap if price reclaims lost territory.
5.3. Trend Phases
Strong Uptrend Phases
Typically seen when S2–S3 combine with strong bullish kinetic behavior.
Bias: Strong or Extreme Bull
Signal:
- Pullbacks into S3 or S4 with supportive kinetic states often act as trend continuation zones.
Strong Downtrend Phases
Typically seen when S3–S4 combine with strong bearish kinetic behavior.
Bias: Strong or Extreme Bear
Signal:
- Rallies into resistance with strong bearish kinetic backing may act as continuation sell zones.
5.4. Neutral, Exhaustion and Squeeze
Exhaustion or Liquidity Void
S1 or S5 with D5 (Neutral kinetics)
Bias: Neutral or Exhaustion
Signal:
- Spatial extremes without kinetic confirmation.
- Often marks the end of a move, with poor follow-through.
Choppy, Low-Activity Range
S3 with D5
Bias: Neutral
Signal:
- Low volume, low conviction market.
- Typically a low-probability environment where standing aside can be logical.
Squeeze or High-Tension Zone
S3 with D4 or tightly clustered kinetic values
Bias: Conflict or High Tension
Signal:
- Hidden battle inside a volatility contraction.
- Often precedes large directionally-biased moves.
6. Dashboard Layout & Reading Guide
When Show Dashboard is enabled, BDMA displays:
1. Title and Status Line
Name of the current regime (for example: Climax Breakout, Bear Trap Spring, Mean Reversion).
2. Bias Line
Plain-language summary of directional context such as Climactic Bull, Strong Bear, Neutral, or Conflict and Reversal Risk.
3. Signal or Strategic Notes
Concise guidance focused on risk and context, not entries. For example:
- High reversal risk – aggressive traders only
- Wait for confirmation (break or rejection)
- Low probability zone – avoid taking new positions
4. Kinetic Profile (4-Factor Z-Score)
Shows the current Z-Scores for Total Volume (Activity), Buy Volume (Attack), Sell Volume (Defense), and Delta (Net Result).
5. Matrix Heatmap (5×8)
Visual representation of S-State vs. D-State with color coding:
- Bullish clusters in a green spectrum
- Bearish clusters in a red spectrum
- Conflict or exhaustion zones in yellow, amber, or neutral tones
The dashboard can be repositioned (top right, middle right, or bottom right) and its size can be adjusted (Tiny, Small, Normal, or Large) to fit different layouts.
7. Inputs & Customization
7.1. Core Parameters (Bollinger and Z-Score)
- Bollinger Length and Standard Deviation define the spatial engine.
- Z-Score Lookback (All Factors) defines how many bars are used to normalize volume and delta.
7.2. Deep Kinetic Thresholds
- Extreme Threshold defines what is considered climactic (D1 or D8).
- Significant Threshold distinguishes strong initiative vs. weak or fakeout behavior.
- Neutral Threshold is the band within which delta is treated as neutral.
These thresholds allow you to tune the sensitivity of the kinetic classification to fit different timeframes or instruments.
7.3. Calculation Method (Volume Delta)
Geometry (Approx)
- Fast, non-repainting approach based on candle geometry.
- Suitable for most users and real-time decision-making.
Intrabar (Precise)
- Uses lower-timeframe data for more precise volume delta estimation.
- Intrabar mode can repaint and requires compatible data and plan support on the platform.
- Best used for post-analysis or research, not blind automation.
7.4. Visuals and Interface
- Toggle Bollinger Bands visibility on or off.
- Switch between Dark and Light color themes.
- Configure dashboard visibility, matrix heatmap display, position, and size.
8. Multi-Language Semantic Engine (Asia and Middle East Focus)
BDMA v7.0 includes a fully integrated multi-language layer, targeting a wide geographic user base.
Supported Languages:
English, Türkçe, Русский, 简体中文, हिन्दी, العربية, فارسی, עברית
All dashboard labels, regime titles, bias descriptions, and signal texts are dynamically translated via an internal dictionary, while semantic meaning is kept consistent across languages.
This makes BDMA suitable for multi-language communities, study groups, and educational content across different regions.
However, due to the heavy computational load of the Deep Kinetic Engine and TradingView’s strict Pine Script execution limits, it was not possible to expand support to additional languages. Adding more translation layers would significantly increase memory usage and exceed runtime constraints. For this reason, the current language set represents the maximum optimized configuration achievable without compromising performance or stability.
9. Practical Usage Notes
BDMA is most powerful when used as a contextual overlay on top of market structure (HH, HL, LH, LL), higher-timeframe trend, key levels, and your own execution framework.
Recommended usage:
- Identify the current regime (Status and Bias).
- Check whether price location (S-State) and kinetic behavior (D-State) agree with your trade idea.
- Be especially cautious in climactic and absorption or conflict zones, where volatility and risk can be elevated.
Avoid treating BDMA as an automatic green equals buy, red equals sell tool.
The real edge comes from understanding where you are in the volatility or kinetic spectrum, not from forcing signals out of the matrix.
10. Limitations & Important Warnings
BDMA does not predict the future.
It organizes current and recent data into a structured context.
Volume data quality depends on the underlying symbol, exchange, and broker feed.
Forex, crypto, indices, and stocks may all behave differently.
Intrabar mode can repaint and is sensitive to lower-timeframe data availability and your plan type.
Use it with extra caution and primarily for research.
No indicator can remove the need for clear trading rules, disciplined risk management, and psychological control.
11. Disclaimer
This script is provided strictly for educational and analytical purposes.
It is not a trading system, signal service, financial product, or investment advice.
Nothing in this indicator or its description should be interpreted as a recommendation to buy or sell any asset.
Past behavior of any indicator or market pattern does not guarantee future results.
Trading and investing involve significant risk, including the risk of losing more than your initial capital in leveraged products.
You are solely responsible for your own decisions, risk management, and results.
By using this script, you acknowledge that you understand these risks and agree that the author or authors and publisher or publishers are not liable for any loss or damage arising from its use.
Volume Intelligence Pro [Abusuhil]═══════════════════════════════════════════════════════════════════════════════
📊 VOLUME INTELLIGENCE TABLE - PROFESSIONAL VOLUME ANALYSIS INDICATOR
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🌐 BILINGUAL SUPPORT: Full support for English and Arabic languages - switch instantly from settings!
🎯 COMPREHENSIVE VOLUME ANALYSIS DASHBOARD
This advanced indicator provides institutional-grade volume analysis through an elegant, customizable table that displays critical volume metrics in real-time. Designed for professional traders who need deep insights into market volume dynamics, order flow, and smart money movements.
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✨ KEY FEATURES
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🔷 BILINGUAL INTERFACE
• Seamless switching between English and Arabic
• All metrics, labels, and signals fully translated
• Perfect for international traders
🔷 VOLUME FUNDAMENTALS
• Current Volume: Real-time volume tracking
• Volume SMA: Moving average for volume comparison
• Volume Ratio: Current volume vs average (identifies abnormal activity)
• Volume % Change: Percentage change from previous bar
• Volume Delta: Difference between buying and selling pressure
🔷 VOLUME SPIKE DETECTION (4 LEVELS)
• Weak Spike: 1.5x average volume
• Medium Spike: 2.0x average volume
• Strong Spike: 2.5x average volume
• Extreme Spike: 3.0x+ average volume
• Visual alerts with color-coded indicators
🔷 ADVANCED BUY/SELL PRESSURE ANALYSIS
• Buy Volume: Bullish candle volume accumulation
• Sell Volume: Bearish candle volume accumulation
• Buy Pressure %: Percentage of buying pressure
• Sell Pressure %: Percentage of selling pressure
• Pressure Dominance: Who controls the market (Buyers/Sellers/Neutral)
• Candle Body Strength: Measures conviction in price movement
• Imbalance Volume: Detects wick imbalances
• Volume Delta (HLC3): Advanced delta calculation
• Weighted Delta: Volume-weighted price movement
• Pressure Lookback: Multi-candle pressure analysis (optimized for performance)
🔷 TECHNICAL INDICATORS INTEGRATION
• VWMA (Volume Weighted Moving Average): Price vs VWMA positioning
• OBV (On Balance Volume): Trend detection with EMA smoothing
• OBV Divergence: Bullish/Bearish divergence detection
• MFI (Money Flow Index): Overbought/oversold conditions
• A/D Line (Accumulation/Distribution): Smart money tracking
🔷 AI-POWERED VOLUME INTELLIGENCE SCORING
• Entry Power: Measures volume strength combined with price movement
• Effort vs Result: Identifies climax situations (buying/selling exhaustion)
• Reversal Volume Analysis: Tracks volume at reversal candles
• Trend Integration: Combines trend direction with volume confirmation
• Bullish/Bearish Points: 11-point scoring system
• Volume Score: -100 to +100 scale (positive = bullish, negative = bearish)
• Confidence Level: Reliability percentage of the signal
• Final Signal: Clear BULLISH/BEARISH/NEUTRAL verdict
🔷 TRIPLE SIGNAL SYSTEM (Optional)
• Signal 1: Volume Score Based (customizable thresholds)
• Signal 2: Volume Spike + Candle Color (spike level selection)
• Signal 3: OBV Divergence Detection
• Independent on/off toggles for each signal
• Visual signals plotted on chart with triangles
• Combined signal alerts
🔷 COMPREHENSIVE ALERT SYSTEM
• Volume spike alerts (configurable levels)
• Signal 1, 2, 3 individual alerts
• Combined buy/sell signal alerts
• OBV trend change alerts
• Strong buying/selling pressure alerts
• Customizable alert frequency
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📊 TABLE STRUCTURE & DISPLAY
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The indicator features a professional 3-column table with the following sections:
📌 COLUMN HEADERS:
• INDICATOR: Metric name
• VALUE: Current reading
• STATUS: Visual status indicator (color-coded dots/icons)
📌 SECTION 1: VOLUME BASICS
Displays fundamental volume metrics with ratio indicators and percentage changes. Essential for understanding current market activity levels.
📌 SECTION 2: VOLUME SPIKE DETECTION
Real-time spike detection with 4 severity levels. Color-coded for instant recognition of abnormal volume.
📌 SECTION 3: BUY/SELL PRESSURE (ADVANCED)
Comprehensive order flow analysis with 10+ metrics. Includes advanced calculations like weighted delta, imbalance volume, and multi-candle pressure lookback.
📌 SECTION 4: VWMA ANALYSIS
Shows price position relative to volume-weighted moving average. Critical for identifying volume-supported moves.
📌 SECTION 5: OBV ANALYSIS
On Balance Volume trend and divergence detection. Helps identify smart money accumulation/distribution.
📌 SECTION 6: MFI ANALYSIS
Money Flow Index readings with overbought/oversold signals. Combines price and volume for comprehensive analysis.
📌 SECTION 7: A/D LINE
Accumulation/Distribution line trend analysis. Tracks institutional buying and selling.
📌 SECTION 8: VOLUME INTELLIGENCE
AI-powered scoring system with 11 evaluation points:
1. Volume strength assessment
2. Current buy/sell pressure
3. Multi-candle pressure lookback
4. Entry power calculation
5. Reversal volume tracking
6. VWMA position
7. OBV trend
8. OBV divergence
9. MFI signal
10. A/D trend
11. Trend-volume integration
Final output: Volume Score, Confidence Level, and highlighted FINAL SIGNAL.
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⚙️ CUSTOMIZATION OPTIONS
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🎨 TABLE DISPLAY
• Position: 9 locations (top-left, top-center, top-right, middle-left, etc.)
• Size: 5 sizes (tiny, small, normal, large, huge)
• Colors: Fully customizable background and text colors
• Sections: Show/hide any section independently
🎯 VOLUME SETTINGS
• Volume Average Length (default: 20)
• Spike Thresholds: Adjustable multipliers for each level
• Advanced Metrics: Lookback periods (optimized: 10 candles)
• Reversal Analysis: Candle count (optimized: 5 candles)
📊 INDICATOR LENGTHS
• OBV Smoothing: Default 14
• MFI Period: Default 14
• VWMA Length: Default 20
• A/D Length: Default 14
🎯 SIGNAL SYSTEM
• Enable/disable each signal independently
• Customizable thresholds for Signal 1 (score & confidence)
• Spike level selection for Signal 2
• Show/hide signals on chart
• Alert configuration for each signal type
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🚀 PERFORMANCE & OPTIMIZATION
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✅ REPLAY MODE OPTIMIZED
• Works flawlessly in TradingView Replay mode
• Optimized calculations for fast historical analysis
• No lag or freezing issues
✅ REAL-TIME EFFICIENCY
• Lightweight code structure (50 labels/lines limit)
• Smart caching of repeated calculations
• Limited loop iterations for optimal performance
• Updates only on last bar (table rendering)
✅ NON-REPAINTING
• All signals are confirmed on bar close
• No retrospective changes to historical signals
• Reliable for backtesting and strategy development
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💡 USAGE RECOMMENDATIONS
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📈 FOR DAY TRADING:
• Use 15m-1H timeframes
• Enable all sections for comprehensive analysis
• Focus on Volume Spike and Buy/Sell Pressure sections
• Set alerts for Strong and Extreme spikes
📈 FOR SWING TRADING:
• Use 4H-1D timeframes
• Focus on Volume Intelligence and OBV sections
• Enable Signal 1 and Signal 3 for swing entries
• Monitor divergences for trend reversals
📈 FOR SCALPING:
• Use 1m-5m timeframes
• Focus on Buy/Sell Pressure and Volume Basics
• Enable Signal 2 for quick spike-based entries
• Hide less relevant sections to reduce visual clutter
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🎓 INDICATOR METHODOLOGY
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This indicator combines classical volume analysis with modern algorithmic intelligence:
1. Volume Profiling: Identifies abnormal volume relative to historical averages
2. Order Flow Analysis: Separates buying and selling pressure using candle structure
3. Divergence Detection: Compares price action with volume indicators
4. Multi-Timeframe Approach: Uses smoothing and lookback for context
5. Scoring Algorithm: 11-point evaluation system for objective signal generation
6. Confluence Integration: Combines multiple indicators for higher probability setups
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⚠️ DISCLAIMER
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This indicator is a tool for analysis and should not be used as the sole basis for trading decisions. Always combine with your own analysis, risk management, and trading plan. Past performance does not guarantee future results.
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📞 SUPPORT & UPDATES
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• Regular updates and improvements
• Bug fixes and optimization
• Feature requests considered
• Community feedback welcomed
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🌟 Happy Trading! May your volume analysis lead to profitable decisions! 🚀
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📊 جدول معلومات الفوليوم - مؤشر احترافي لتحليل حجم التداول
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🌐 دعم ثنائي اللغة: دعم كامل للغتين الإنجليزية والعربية - التبديل الفوري من الإعدادات!
🎯 لوحة معلومات شاملة لتحليل الفوليوم
مؤشر متقدم يوفر تحليلاً احترافياً للفوليوم من خلال جدول أنيق وقابل للتخصيص يعرض مقاييس الفوليوم الحيوية في الوقت الفعلي. مصمم للمتداولين المحترفين الذين يحتاجون إلى رؤى عميقة حول ديناميكيات حجم السوق، تدفق الأوامر، وحركة الأموال الذكية.
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✨ الميزات الرئيسية
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🔷 واجهة ثنائية اللغة
• التبديل السلس بين الإنجليزية والعربية
• جميع المقاييس والتسميات والإشارات مترجمة بالكامل
• مثالي للمتداولين العرب والدوليين
🔷 أساسيات الفوليوم
• الفوليوم الحالي: تتبع حجم التداول في الوقت الفعلي
• متوسط الفوليوم: المتوسط المتحرك للمقارنة
• نسبة الفوليوم: الحجم الحالي مقابل المتوسط (يحدد النشاط غير الطبيعي)
• تغير الفوليوم %: نسبة التغيير من الشمعة السابقة
• دلتا الفوليوم: الفرق بين ضغط الشراء والبيع
🔷 اكتشاف انفجارات الفوليوم (4 مستويات)
• انفجار ضعيف: 1.5 ضعف المتوسط
• انفجار متوسط: 2.0 ضعف المتوسط
• انفجار قوي: 2.5 ضعف المتوسط
• انفجار شديد: 3.0+ ضعف المتوسط
• تنبيهات بصرية مع مؤشرات ملونة
🔷 تحليل متقدم لضغط الشراء/البيع
• حجم الشراء: تراكم حجم الشموع الصاعدة
• حجم البيع: تراكم حجم الشموع الهابطة
• ضغط الشراء %: نسبة ضغط الشراء
• ضغط البيع %: نسبة ضغط البيع
• سيطرة الضغط: من يتحكم في السوق (المشترين/البائعين/محايد)
• قوة جسم الشمعة: يقيس قوة حركة السعر
• عدم التوازن: يكتشف اختلال توازن الفتائل
• دلتا الفوليوم (HLC3): حساب متقدم للدلتا
• الدلتا المرجح: حركة السعر المرجحة بالحجم
• تحليل الضغط متعدد الشموع: تحليل عدة شموع (محسّن للأداء)
🔷 تكامل المؤشرات الفنية
• VWMA (المتوسط المرجح بالحجم): موقع السعر مقابل VWMA
• OBV (الحجم التراكمي): اكتشاف الاتجاه مع تمهيد EMA
• تباعد OBV: كشف التباعدات الصعودية/الهبوطية
• MFI (مؤشر تدفق الأموال): حالات التشبع الشرائي/البيعي
• خط A/D (التراكم/التوزيع): تتبع الأموال الذكية
🔷 نظام تقييم ذكي مدعوم بالذكاء الاصطناعي
• قوة الدخول: يقيس قوة الفوليوم مع حركة السعر
• الجهد مقابل النتيجة: يحدد حالات الذروة (استنزاف الشراء/البيع)
• تحليل حجم الانعكاس: يتتبع الحجم عند شموع الانعكاس
• تكامل الاتجاه: يجمع اتجاه الترند مع تأكيد الفوليوم
• النقاط الصعودية/الهبوطية: نظام تقييم من 11 نقطة
• تقييم الفوليوم: مقياس من -100 إلى +100 (موجب = صعودي، سالب = هبوطي)
• مستوى الثقة: نسبة موثوقية الإشارة
• الإشارة النهائية: حكم واضح (صعودي/هبوطي/محايد)
🔷 نظام الإشارات الثلاثي (اختياري)
• الإشارة 1: بناءً على تقييم الفوليوم (عتبات قابلة للتخصيص)
• الإشارة 2: انفجار الفوليوم + لون الشمعة (اختيار مستوى الانفجار)
• الإشارة 3: كشف تباعد OBV
• تفعيل/إلغاء مستقل لكل إشارة
• إشارات بصرية على الشارت بمثلثات
• تنبيهات إشارات مجمعة
🔷 نظام تنبيهات شامل
• تنبيهات انفجار الفوليوم (مستويات قابلة للتهيئة)
• تنبيهات فردية للإشارات 1، 2، 3
• تنبيهات إشارات الشراء/البيع المجمعة
• تنبيهات تغيير اتجاه OBV
• تنبيهات ضغط الشراء/البيع القوي
• تردد التنبيهات قابل للتخصيص
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📊 بنية الجدول والعرض
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يتميز المؤشر بجدول احترافي من 3 أعمدة مع الأقسام التالية:
📌 عناوين الأعمدة:
• المؤشر: اسم المقياس
• القيمة: القراءة الحالية
• الحالة: مؤشر الحالة البصري (نقاط/رموز ملونة)
📌 القسم 1: أساسيات الفوليوم
يعرض مقاييس الفوليوم الأساسية مع مؤشرات النسب والتغيرات المئوية. ضروري لفهم مستويات نشاط السوق الحالي.
📌 القسم 2: كشف انفجارات الفوليوم
كشف فوري للانفجارات مع 4 مستويات من الشدة. ملون للتعرف الفوري على الحجم غير الطبيعي.
📌 القسم 3: ضغط الشراء/البيع (متقدم)
تحليل شامل لتدفق الأوامر مع أكثر من 10 مقاييس. يتضمن حسابات متقدمة مثل الدلتا المرجح، حجم عدم التوازن، وتحليل الضغط متعدد الشموع.
📌 القسم 4: تحليل VWMA
يعرض موقع السعر بالنسبة للمتوسط المرجح بالحجم. حاسم لتحديد الحركات المدعومة بالحجم.
📌 القسم 5: تحليل OBV
اتجاه الحجم التراكمي وكشف التباعدات. يساعد في تحديد تراكم/توزيع الأموال الذكية.
📌 القسم 6: تحليل MFI
قراءات مؤشر تدفق الأموال مع إشارات التشبع. يجمع بين السعر والحجم للتحليل الشامل.
📌 القسم 7: خط A/D
تحليل اتجاه خط التراكم/التوزيع. يتتبع الشراء والبيع المؤسسي.
📌 القسم 8: الذكاء الاصطناعي للفوليوم
نظام تقييم ذكي مع 11 نقطة تقييم:
1. تقييم قوة الفوليوم
2. ضغط الشراء/البيع الحالي
3. تحليل الضغط متعدد الشموع
4. حساب قوة الدخول
5. تتبع حجم الانعكاس
6. موقع VWMA
7. اتجاه OBV
8. تباعد OBV
9. إشارة MFI
10. اتجاه A/D
11. تكامل الاتجاه مع الفوليوم
الناتج النهائي: تقييم الفوليوم، مستوى الثقة، والإشارة النهائية المميزة.
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⚙️ خيارات التخصيص
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🎨 عرض الجدول
• الموقع: 9 مواقع (أعلى-يسار، أعلى-وسط، أعلى-يمين، وسط-يسار، إلخ)
• الحجم: 5 أحجام (صغير جداً، صغير، عادي، كبير، ضخم)
• الألوان: خلفية ونص قابل للتخصيص بالكامل
• الأقسام: إظهار/إخفاء أي قسم بشكل مستقل
🎯 إعدادات الفوليوم
• طول متوسط الفوليوم (افتراضي: 20)
• عتبات الانفجار: مضاعفات قابلة للتعديل لكل مستوى
• مقاييس متقدمة: فترات التحليل (محسّن: 10 شموع)
• تحليل الانعكاس: عدد الشموع (محسّن: 5 شموع)
📊 أطوال المؤشرات
• تمهيد OBV: افتراضي 14
• فترة MFI: افتراضي 14
• طول VWMA: افتراضي 20
• طول A/D: افتراضي 14
🎯 نظام الإشارات
• تفعيل/إلغاء كل إشارة بشكل مستقل
• عتبات قابلة للتخصيص للإشارة 1 (التقييم والثقة)
• اختيار مستوى الانفجار للإشارة 2
• إظهار/إخفاء الإشارات على الشارت
• تهيئة التنبيهات لكل نوع إشارة
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🚀 الأداء والتحسين
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✅ محسّن لوضع الريبلاي
• يعمل بسلاسة في وضع Replay في TradingView
• حسابات محسّنة للتحليل التاريخي السريع
• لا توجد مشاكل تأخير أو تجميد
✅ كفاءة الوقت الفعلي
• بنية كود خفيفة (حد 50 علامة/خط)
• تخزين ذكي للحسابات المتكررة
• تكرارات محدودة للحلقات للأداء الأمثل
• تحديثات فقط على آخر شمعة (عرض الجدول)
✅ غير قابل لإعادة الرسم
• جميع الإشارات مؤكدة عند إغلاق الشمعة
• لا توجد تغييرات بأثر رجعي على الإشارات التاريخية
• موثوق للاختبار الخلفي وتطوير الاستراتيجيات
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💡 توصيات الاستخدام
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📈 للتداول اليومي:
• استخدم فريمات 15د-1س
• فعّل جميع الأقسام للتحليل الشامل
• ركز على أقسام انفجار الفوليوم وضغط الشراء/البيع
• ضع تنبيهات للانفجارات القوية والشديدة
📈 للتداول المتأرجح:
• استخدم فريمات 4س-1ي
• ركز على أقسام الذكاء الاصطناعي و OBV
• فعّل الإشارة 1 والإشارة 3 لدخولات التأرجح
• راقب التباعدات لانعكاسات الاتجاه
📈 للمضاربة:
• استخدم فريمات 1د-5د
• ركز على ضغط الشراء/البيع وأساسيات الفوليوم
• فعّل الإشارة 2 لدخولات سريعة بناءً على الانفجارات
• أخفِ الأقسام الأقل صلة لتقليل الفوضى البصرية
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🎓 منهجية المؤشر
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يجمع هذا المؤشر بين تحليل الفوليوم الكلاسيكي والذكاء الخوارزمي الحديث:
1. تحديد الفوليوم: يحدد الحجم غير الطبيعي نسبة للمتوسطات التاريخية
2. تحليل تدفق الأوامر: يفصل ضغط الشراء والبيع باستخدام بنية الشمعة
3. كشف التباعد: يقارن حركة السعر مع مؤشرات الفوليوم
4. نهج متعدد الفريمات: يستخدم التمهيد والتحليل الرجعي للسياق
5. خوارزمية التقييم: نظام تقييم من 11 نقطة لتوليد إشارات موضوعية
6. تكامل التقاء: يجمع عدة مؤشرات لإعدادات ذات احتمالية أعلى
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⚠️ إخلاء المسؤولية
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هذا المؤشر هو أداة للتحليل ولا ينبغي استخدامه كأساس وحيد لقرارات التداول. اجمع دائماً مع تحليلك الخاص وإدارة المخاطر وخطة التداول. الأداء السابق لا يضمن النتائج المستقبلية.
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📞 الدعم والتحديثات
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• تحديثات وتحسينات منتظمة
• إصلاحات الأخطاء والتحسين
• طلبات الميزات قيد الاعتبار
• ملاحظات المجتمع مرحب بها
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🌟 تداول سعيد! نتمنى أن يقودك تحليل الفوليوم إلى قرارات مربحة! 🚀
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Order Blocks, Breakers & Trend LinesSyntropy OB — Professional Order Blocks, Breakers & Trend Lines Toolkit
A clean, institutional-grade Price Action tool trusted by thousands of smart traders.
What makes Syntropy OB different:
• Dual-layer Order Block detection (two independent ZigZag sensitivities)
• Smart Breaker Blocks (OBs violated but never retested)
• Second independent Breaker Block engine for higher-timeframe confirmation
• Violated & retested OBs with strength + proximity filters (no chart clutter)
• Two fully automatic dynamic Trend Line sets with configurable channel width (ATR-based)
• Real-time extension of lines and blocks to the current bar
• Minimalist, beautiful and highly customizable colors
• Zero repainting — 100% reliable structure
Perfect for:
→ ICT / Smart Money Concepts
→ Supply & Demand
→ Classic Price Action
→ Swing & intraday trading on any market (Crypto, Forex, Stocks, Futures)
No lag. No nonsense. Just pure, clean structure.
Add to favorites — this is the last Order Block + Trend Line tool you’ll ever need.
Enjoy the edge,
Syntropy Labs
Viprasol Elite Flow Pro - Premium Order Flow & Trend System═══════════════════════════════════════════════════════════════
🔥 VIPRASOL ELITE FLOW PRO
Professional Order Flow & Trend Detection System
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📊 WHAT IS THIS INDICATOR?
Viprasol Elite Flow Pro is a comprehensive trading system that combines institutional order flow analysis with adaptive trend detection. Unlike basic indicators, this tool identifies high-probability setups by analyzing where smart money is likely positioning, while filtering signals through multiple confirmation layers.
This indicator is designed for traders who want to:
✓ Identify premium (supply) and discount (demand) zones automatically
✓ Detect trend direction with adaptive cloud technology
✓ Spot high-volume rejection points before major moves
✓ Filter low-quality signals with intelligent confirmation logic
✓ Track market strength in real-time via elite dashboard
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🎯 CORE FEATURES
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1️⃣ ELITE TREND ENGINE
• Adaptive Moving Average system (Fast/Adaptive/Smooth modes)
• Dynamic trend cloud that expands/contracts with volatility
• Real-time trend state tracking (Bullish/Bearish/Ranging)
• Trend strength meter (0-10 scale)
• ATR-based volatility adjustments
2️⃣ ORDER FLOW DETECTION
• Automatic Premium Zone (Supply) identification
• Automatic Discount Zone (Demand) identification
• Smart zone extension - zones remain valid until broken
• Zone rejection detection with price action confirmation
• Customizable zone strength (5-30 bars lookback)
3️⃣ VOLUME INTELLIGENCE
• Volume spike detection (configurable threshold)
• Climax bar identification (exhaustion signals)
• Volume filter for signal validation
• Institutional activity detection
4️⃣ SMART SIGNAL SYSTEM
• 3 Signal Modes: Aggressive, Balanced, Conservative
• Multi-layer confirmation logic
• Automatic profit targets (2:1 risk-reward)
• Stop loss suggestions based on ATR
• Prevents overtrading with bars-since-signal filter
5️⃣ ELITE DASHBOARD (HUD)
• Real-time trend direction and strength
• Volume status monitoring
• Active zones counter
• Market volatility gauge
• Current signal status
• 4 positioning options, compact mode available
6️⃣ PREMIUM STYLING
• 4 Professional color themes (Cyber/Gold/Ocean/Fire)
• Adjustable transparency and label sizes
• Clean, institutional-grade visuals
• Optimized for all chart types
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📖 HOW TO USE THIS INDICATOR
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STEP 1: TREND IDENTIFICATION
→ Green Cloud = Bullish trend - look for LONG opportunities
→ Red Cloud = Bearish trend - look for SHORT opportunities
→ Purple Cloud = Ranging - wait for breakout or fade extremes
STEP 2: ZONE ANALYSIS
→ PREMIUM (Red) zones = Potential resistance/supply areas
→ DISCOUNT (Green) zones = Potential support/demand areas
→ Price rejecting from zones = high-probability setups
STEP 3: SIGNAL CONFIRMATION
→ Wait for "LONG" or "SHORT" labels to appear
→ Check dashboard for trend strength (Moderate/Strong preferred)
→ Confirm volume status is "HIGH" or "CLIMAX"
→ Entry: Enter when label appears
→ Stop Loss: Use dotted line (1 ATR away)
→ Take Profit: Use dashed line (2 ATR away)
STEP 4: RISK MANAGEMENT
→ Never risk more than 1-2% per trade
→ Use the provided stop loss levels
→ Trail stops as price moves in your favor
→ Avoid trading during low volatility periods
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⚙️ RECOMMENDED SETTINGS
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FOR SCALPING (1M - 5M):
- Trend Type: Fast
- Sensitivity: 15
- Signal Mode: Aggressive
- Zone Strength: 8
FOR DAY TRADING (15M - 1H):
- Trend Type: Adaptive
- Sensitivity: 21 (default)
- Signal Mode: Balanced
- Zone Strength: 12 (default)
FOR SWING TRADING (4H - Daily):
- Trend Type: Smooth
- Sensitivity: 34
- Signal Mode: Conservative
- Zone Strength: 20
BEST MARKETS:
✓ Crypto (BTC, ETH, major altcoins)
✓ Forex (Major pairs: EUR/USD, GBP/USD)
✓ Indices (S&P 500, NASDAQ, DAX)
✓ High-liquidity stocks
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🎓 UNDERSTANDING THE METHODOLOGY
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This indicator is built on three core concepts:
1. ORDER FLOW THEORY
Markets move between premium (expensive) and discount (cheap) zones. Smart money accumulates in discount zones and distributes in premium zones. This indicator identifies these zones automatically.
2. ADAPTIVE TREND FOLLOWING
Unlike fixed-period moving averages, the Elite Trend Engine adjusts to current market volatility, providing more accurate trend signals in both trending and ranging conditions.
3. CONFLUENCE-BASED ENTRIES
Signals only trigger when multiple conditions align:
- Price in correct zone (premium for shorts, discount for longs)
- Trend confirmation (cloud color matches direction)
- Volume validation (spike or climax present)
- Price action strength (strong rejection candles)
This multi-layer approach dramatically reduces false signals.
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🔔 ALERT SETUP
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This indicator includes 5 alert types:
1. Long Signal → Triggers when buy conditions met
2. Short Signal → Triggers when sell conditions met
3. Volume Climax → Warns of pot
DANCE WITH WOLVES VN ALL TO 1DANCE WITH WOLVES VN is a smart-money volume indicator designed for stocks and crypto.
Main features:
• logic to detect Distribution, No Demand, Absorption and Exhaustion.
• Automatically builds smart Support/Resistance zones from high-volume price leaders.
• Regression trend channel to see the short-term trend and trading range.
• Dashboard table that shows the top high/low price bars with buy/sell volume and group labels.
• Alert conditions for Breakout above resistance and At Support Area so you don’t need to watch the chart all the time.
You can use it on any symbol and timeframe. Just add the script to your chart and follow the zones (red = resistance, green = support) together with the P/L labels and the status line.
Smart Money Volume + Support/Resistance + Trend Channel.
Tự động vẽ vùng hỗ trợ/kháng cự theo volume mạnh/yếu, label (Distribution, No Demand, Absorption, Exhaustion) và kênh xu hướng.
Cách dùng:
Uptrend: ưu tiên mua ở gần cạnh dưới kênh hoặc vùng hỗ trợ.
Downtrend: ưu tiên bán/short ở gần cạnh trên kênh hoặc vùng kháng cự.
Sideway: đánh range – mua gần support, bán gần resistance, cẩn thận false break.
P… = vùng giá cao → nhìn kiếm setup chốt lời / short / tránh FOMO.
L… = vùng giá thấp → nhìn kiếm setup bắt nhịp hồi / entry buy an toàn hơn.
AG Pro Dynamic Channels PremiumAG Pro Dynamic Channels Premium
The Gold Standard in Automated Market Structure.
AG Pro Dynamic Channels Premium is the culmination of advanced algorithmic development, designed specifically for professional traders who refuse to compromise on chart clarity.
While standard indicators flood your screen with noise, this Premium edition employs a proprietary "Smart Filtering Engine" to identify, validate, and project only the most statistically significant support and resistance channels. It transforms chaos into a clear, actionable roadmap.
🏆 Why Go Premium?
This is not just an update; it is a complete overhaul of the trend detection logic.
1. 🧠 Smart Quality Control (Exclusive) The core difference in the Premium version is its ability to "think" before it draws.
Volatility Filtering: The script analyzes the slope of every potential trend. It automatically rejects unsustainable "pump/dump" moves and flat ranges, keeping only tradeable structures.
Wick Exclusion Logic: An advanced algorithm that ignores extreme volatility spikes (wicks), drawing channels based on candle body consolidation for higher precision.
2. 🏷️ Intelligent Labeling System Instant situational awareness. Every channel is auto-labeled (e.g., Mj Ext Up), so you know exactly which market phase (Major or Minor, Internal or External) you are trading in without guessing.
3. ⚡ Zero-Lag Optimization The code has been refactored for maximum efficiency, ensuring faster load times and smoother performance even on lower timeframes.
💎 Key Features
Dual-Layer Architecture: Simultaneously tracks Major Trends (for bias) and Minor Trends (for entries).
Dynamic Support & Resistance: The dotted midline acts as a high-probability reversal zone.
Institutional Grade Alerts: Fully customizable alerts for Breakouts and Reactions, complete with metadata for automated trading systems.
Auto-Tuning: Default settings are optimized for a balance of sensitivity and reliability, but fully customizable for specific assets (Crypto, Forex, Indices).
⚙️ Methodology (How It Works)
To comply with TradingView House Rules, here is the technical logic behind the script:
Pivot Detection: The script scans price action using a highly sensitive lookback period to find raw Pivot Highs and Lows.
Structure Mapping: It processes these points to define the Market Structure (HH, LL, LH, HL).
Validation Layer: Before rendering, the Smart Filter calculates the channel's duration and slope coefficient. If the channel is too short or too steep (violating the user-defined Max Slope threshold), it is discarded as "Market Noise."
Projection: Validated channels are drawn with dynamic extensions and fill zones.
🔒 How to Get Access
This is an Invite-Only script. Access is restricted to authorized users.
To Request Access: Please send me a private message on TradingView or check the links in my profile signature for more information.
Existing Members: If you have active access, the script will load automatically.
Disclaimer: Technical analysis tools are for educational purposes. Past performance does not guarantee future results.
Developed by Ali Gurtuna (AG Pro Series).
ORION Volume Engine by Ali_KamberogluORION Volume Engine by Ali_Kamberoglu | Look Beyond Volume, Track the "Smart Money"
Developer: Ali Kamberoğlu
Overview: What Price Doesn't Say, Volume Reveals
The ORION Volume Engine (VE) is a sophisticated market force analysis center that steps in where standard volume indicators fall short. This tool takes the classic On-Balance Volume (OBV) indicator and transforms it into an intelligent analysis engine that filters market noise, detects "explosions" in volume, and, most importantly, automatically uncovers the critical divergences between price and volume.
ORION VE tells you not just where the volume is flowing, but also when that flow might be signaling an impending trend reversal.
The ORION Advantage: Why It's Different
The power of ORION VE comes from three intelligent layers that turn the standard OBV into an information hub:
Layer 1 - The Adaptive Signal Line (Smart KAMA Integration):
The raw data of OBV can be choppy and misleading. ORION VE uses the Adaptive KAMA engine to clean this noise, adapting to market conditions. When the market is flowing in a strong trend, KAMA speeds up to keep you in the trend. When the market is indecisive and sideways, it slows down, protecting you from early or false signals. This provides a revolutionary level of clarity in OBV analysis.
Layer 2 - Volume Volatility (Bollinger Bands on OBV):
This unique feature offers the option to draw Bollinger Bands not on the price, but directly on the OBV itself. What does this mean? You can now see when not just the price, but the volume flow itself is "squeezing" and when it's ready to "explode." A breakout of the OBV line from its own Bollinger Band is a powerful signal of an extraordinary increase in volume flow in that direction, confirming the current trend.
Layer 3 - The Game-Changing Feature: Fully Automatic Volume Divergence Engine
One of the most powerful signals heralding the end of a trend is a volume divergence. ORION VE finds these priceless signals for you, automatically:
Bullish Divergence 🐂: Is the price falling to new lows while the OBV (volume) refuses to fall, making higher lows? This is the clearest sign that selling pressure is exhausted and "smart money" is quietly accumulating. You are instantly alerted with a "Bull" label on your chart.
Bearish Divergence 🐻: Is the price hitting record highs, but the OBV is not supporting this rise with sufficient volume and is making lower highs? This is a signal that the power behind the trend is fading and a sharp decline may be imminent. The "Bear" label prepares you to protect your position or take profits.
High-Probability Trading Strategies:
Strongest BUY Signal:
A Bullish Divergence appears on the chart with a "Bull" label.
The OBV line crosses above its orange Adaptive KAMA signal line.
This is an A+ grade buying opportunity, indicating that smart money is stepping in and momentum is starting.
Strongest SELL Signal:
A Bearish Divergence appears on the chart with a "Bear" label.
The OBV line crosses below its orange Adaptive KAMA signal line.
This is a high-probability shorting opportunity, indicating that the uptrend is not supported by volume and momentum is shifting to the sellers.
Disclaimer
This indicator is a professional analysis tool developed to assist in your trading decisions. No signal or analysis constitutes investment advice. Trading in financial markets involves high risk, and past performance is not a guarantee of future results. Please always apply your own risk management strategies.
Pivot & GapPIVOT and GAP – Indicator
PIVOT and GAP is an advanced structural price-action tool designed to detect hidden imbalances in the market by analyzing gap and pivot formations between candles.
It identifies areas where institutional activity may have left a price void, signaling potential Demand or Supply Zones. When these imbalances align with lower-timeframe zones, the probability of a powerful price reaction increases.
This indicator is built for traders who want to combine gap analysis, price-action structure, with multi-timeframe confluence to make smarter trading decisions.
How Does It Work?
The indicator automatically scans candles for two types of imbalances:
1. Demand-Side Imbalances
PIVOT (Demand Pivot Creation)
A Demand Pivot forms when:
a bearish candle is followed by a bullish candle, and
There is a gap/price difference between the bearish candle’s close and the
bullish candle’s open. A blue color box is created
This signals buyers stepping in aggressively after sellers weaken.
GAP (Demand Gap Creation)
A Demand Gap forms when:
two consecutive bullish candles appear, and there is a positive difference between
the first candle’s close and the next candle’s open.
A blue color box is created
This implies strong upward momentum with institutional buying pressure.
2. Supply-Side Imbalances
PIVOT (Supply Pivot Creation)
A Supply Pivot forms when:
A bullish candle is followed by a bearish candle, and
There is a gap/price difference between the bullish candle’s close and the
bearish candle’s open. A red color box is created
This signals sellers stepping in aggressively after buyers exhaust.
GAP (Supply Gap Creation)
A Supply Gap forms when:
Two consecutive bearish candles appear, and There is a negative difference between
the first candle’s close and the next candle’s open.
A red color box is created
This reflects strong downward momentum with institutional selling pressure.
Higher Timeframe Confirmation:
The indicator performs gap and pivot analysis on higher timeframes, and
If combine with Demand Zone or Supply Zone on the lower timeframe which forms on the same candle.
That zone becomes a High-Probability Zone.
Such zones are considered more powerful because they combine:
• Higher timeframe institutional imbalance
• Strong confluence for reversal or continuation
• Demand and Supply zone creation at Lower Time Frame
How Traders Benefit from It?
High-Probability Zones combining HTF imbalance + LTF zone gives traders clearer areas with higher success probability.
Early Detection of Institutional Moves
Gaps and pivots typically occur where big players enter or exit positions.
Reduces Chart Noise
Instead of guessing where a zone matters, the indicator highlights only those backed by real price imbalances.
What Makes This Indicator Unique?
1. Candle-by-Candle Imbalance Detection
Instead of simple gap detection, this indicator reads the difference in open-close levels with high precision.
2. HTF–LTF Confluence Logic
When the same candle shows imbalance on HTF and a Demand & Supply zone on LTF, the zone is tagged as powerful — a unique decision layer not commonly seen in other scripts.
3. Designed From Your Custom Rules
This structure is built from your personal interpretation of how pivots and gaps create pressure zones — not copied from other scripts.
How This Indicator Is Original ?
The entire logic is created from my own rules of identifying pivots and
gaps, not from any open-source or public code.
The unique combination of:
Gap detection
Pivot shift logic
Direction-specific candle sequence
Multi-timeframe zone alignment
No repurposed or copied logic from existing demand-supply indicators.
The design reflects our personal trading experience, analysis style, and
custom definitions of imbalance.
Disclaimer:
This indicator is created for educational purposes.
It does not provide buy or sell signals, and it should not be considered financial advice.
Trading involves risk, and users should perform their own analysis before taking any positions.
MarketMind PRO v1.0 🜁 MarketMind PRO v1.0 — Multi-Session Real-Time Context Engine
Find opportunity faster. Trade with clarity and conviction.
🜁 MarketMind PRO is a real-time, session-aware context intelligence engine designed to answer one essential question:
Is this ticker truly in play today?
Its analysis adapts instantly to the current trading phase—Early Flow (Pre-Market), Volatility Burst (Open), Low-Vol Window (Midday), Rebuild Phase (Afternoon), or Power Hour (Pre-Close)—so the score and bias signals you see always reflect the conditions that matter right now.
This makes 🜁 MarketMind PRO a multi-timeframe environment engine with a strong emphasis on deep real-time analysis during the two highest-edge windows of the day: Pre-Market and Pre-Close .
By fusing macro alignment, sector flow, liquidity quality, volatility regime, microstructure behavior, and options-driven pressure into a single visual framework, 🜁 MarketMind PRO turns noisy charts into clean, decision-ready environments.
Whether you're hunting high-quality overnight setups in the final hour, scanning gap-driven opportunities before the open, or evaluating structure during the regular session, 🜁 MarketMind PRO highlights the context that matters—and filters out everything that doesn’t.
⭐ WHAT 🜁 MARKETMIND PRO ACTUALLY DOES
🜁 MarketMind PRO performs continuous real-time analysis across all trading phases.
It:
• detects when a ticker is aligned with broader market forces
• highlights high-quality conditions for intraday or overnight trades
• warns you when macro, VWAP, or gap conditions make the setup unsafe
• reveals trend, structure, liquidity, and flow context instantly
• consolidates cross-market awareness into one simple, unobtrusive chart
It’s built for traders who want clarity without complexity.
⭐ THE CORE OF 🜁 MARKETMIND PRO: THE SQS SCORE (0–100)
SQS (System Quality Score) compresses nine critical dimensions of market and setup readiness:
✓ Gap Behavior
✓ Sector Flow
✓ Liquidity Quality
✓ Relative Strength
✓ Macro Alignment
✓ Microstructure Strength
✓ Price Stability
✓ Options Flow
✓ Bonus Context (trend confluence, regime reinforcement)
SQS is fully session-aware and adjusts its weighting model in real time.
It automatically adapts to the two highest-opportunity phases:
• Pre-Close (15:30–16:00 ET) — for overnight hunters
• Pre-Market (04:00–09:30 ET) — for gap traders & open-drive setups
Scores translate into an intuitive tier:
• GO – High-quality environment
• WATCH – Developing conditions
• PASS – Low-quality environment
• SKIP – Hard block triggered (Macro, VWAP, Gap)
SQS doesn’t tell you what to trade — it tells you when the environment is worth your attention.
⭐ OPTIONS FLOW ENGINE v1.0 — A NEW DIMENSION OF CONVICTION
🜁 MarketMind PRO v1.0 introduces a dedicated Options Flow Engine, designed for traders who rely on flow-aligned environments.
Powered by a multi-layer fusion model, Options Flow measures:
• directional bias (Call vs Put)
• macro confirmation state
• RS, volatility, and trend bursts
• volume-imbalance pressure (buy/sell dominance)
• expansion bars & spike behavior
• early reversal/compression signals
• pre-market flow acceleration
• contextual flow multiplier (momentum × volatility × VWAP × sector alignment)
The output is a smooth, conservative, non-inflated flow signal that highlights genuine options pressure—not noise.
When enabled, Options Flow integrates directly into SQS as a weighted component, adding a powerful second layer of confirmation without overwhelming the trader.
⭐ THE HUD — EVERYTHING THAT MATTERS, INSTANTLY
The on-chart HUD is designed for ultra-fast interpretation and adapts automatically to your current session in real-time:
✔ Macro Bias (overall market tone & volatility environment)
✔ Sector Bias (how strong your ticker’s sector is today)
✔ Trend Bias (the chart’s structure, trend quality, VWAP position)
✔ Micro Bias (how similar tickers are behaving — peer confirmation)
✔ SQS Score (0–100) with tiers for GO / WATCH / PASS / SKIP
✔ Hard Block Reason (Macro, VWAP, or Gap — conditions that stop a setup from qualifying)
✔ Breakdown Panel (full 9-factor score display)
✔ Key Driver Analysis (which factor moved SQS the most)
✔ Options Mode Output (direction, expiry, delta, flow%)
Every element is tuned to reduce cognitive load and turn complex market states into clean, actionable context.
⭐ PRE-CLOSE MODE — IDENTIFY HIGH-QUALITY OVERNIGHT SETUPS
During 15:30–16:00 ET, 🜁 MarketMind PRO shifts into its highest-precision overnight model, emphasizing:
• structural integrity
• trend continuation
• sector agreement
• macro confirmation
• liquidity quality
• stability conditions
This helps uncover tickers building strength into the close—ideal for selective overnight positions.
⭐ PRE-MARKET MODE — FIND THE BEST GAP PLAYS BEFORE THE BELL
In the pre-market window, weightings shift toward:
• gap magnitude × character
• early liquidity quality
• volatility expansion vs compression
• microstructure acceleration
• macro alignment ahead of the open
• premarket flow strength (if Options Mode enabled)
You immediately see which tickers are warming up, which are accelerating, and which are fading before the open.
⭐ OPTIONS MODE (OPTIONAL FEATURE)
When activated, 🜁 MarketMind PRO displays:
• Call/Put direction
• Expiry (0DTE / 1DTE / 2DTE)
• Delta
• Options Flow %
• Flow Direction Bias (Bullish / Bearish)
This mode is ideal for:
• flow-confirmation traders
• macro-aligned momentum plays
• premarket sweep/chase setups
• intraday continuation plays
Options Mode is fully optional.
SQS remains complete and accurate without it.
⭐ WHY TRADERS USE 🜁 MARKETMIND PRO
✓ Avoid low-quality environments
No more wasting time in chop, illiquid tickers, or dead setups.
✓ Spot opportunity faster
A single glance tells you whether a ticker is heating up or not worth your time.
✓ Build confidence and clarity
You understand why the environment is favorable—or why it isn’t.
✓ Streamline your scanning routine
🜁 MarketMind PRO was engineered for fast, repeatable workflows.
✓ Stay aligned with broader market structure
Bias and regime context are always visible.
⭐ WHO 🜁 MARKETMIND PRO IS FOR
• Day traders
• Swing traders
• Options traders
• Pre-Market scanners
• Pre-Close overnight hunters
• Momentum, trend, and structure traders
• Systematic/algo traders who need human-readable context
If you value context first, decisions second, this tool was built for you.
⭐ RECOMMENDED SETTINGS & WORKFLOW
• Use Pre-Close Mode 15:30–16:00 ET for overnight setups
• Use Pre-Market Mode 07:00–09:30 ET for gap filtering & open-drive candidates
• Enable Options Mode only if your strategy benefits from flow context
• Keep HUD in Top Right for the cleanest chart layout
• Turn OFF Inputs/Values in Status Line for optimal display
⭐ IMPORTANT NOTES
• 🜁 MarketMind PRO is a context engine, not a buy/sell signal
• It pairs best with your existing strategy or system
• No proprietary signals or predictions are provided
• SQS is session-aware and adapts automatically
• Options Flow is intentionally conservative—greens are rare and meaningful
⭐ FINAL THOUGHTS
🜁 MarketMind PRO v1.0 is built for the modern trader who wants clarity, speed, and conviction.
It provides the macro, micro, structure, and flow context needed to choose smarter setups—without guessing or over-analyzing.
If you want a clean, disciplined way to identify when a ticker truly deserves your attention…
🜁 MarketMind PRO is the missing piece of your workflow.
HD Trades📊 ICT Confluence Toolkit (FVG, OB, SMT)
This All-in-One indicator is designed for Smart Money Concepts (SMC) traders, providing visual confirmation and signaling for three critical Inner Circle Trader (ICT) tools directly on your chart: Fair Value Gaps (FVG), Order Blocks (OB), and Smart Money Technique (SMT) Divergence.
It eliminates the need to load multiple indicators, streamlining your analysis for high-probability setups.
🔑 Key Features
1. Fair Value Gaps (FVG)
Automatic Detection: Instantly highlights bullish (buy-side) and bearish (sell-side) imbalances using the standard three-candle pattern.
Real-Time Mitigation: Gaps are drawn until price trades into the FVG zone, at which point the indicator automatically "mitigates" and removes the box, ensuring your chart stays clean.
2. Order Blocks (OB)
Impulse-Based Logic: Identifies valid Order Blocks (the last opposing candle) confirmed by a strong, structure-breaking impulse move, quantified using an Average True Range (ATR) multiplier for dynamic sensitivity.
Mitigation Tracking: Bullish OBs are tracked until broken below the low, and Bearish OBs until broken above the high, distinguishing between active supply/demand zones.
3. SMT Divergence (Smart Money Technique)
Multi-Asset Comparison: Utilizes the Pine Script request.security() function to compare the swing structure of the current chart against a correlated asset (e.g., EURUSD vs. GBPUSD, or ES vs. NQ).
Signal Labels: Plots clear 🐂 SMT (Bullish) or 🐻 SMT (Bearish) labels directly on the chart when a divergence in market extremes is detected, signaling a potential reversal or continuation based on internal market weakness.
⚙️ Customization
All three components are toggleable and feature customizable colors and lookback periods, allowing you to fine-tune the indicator to your specific trading strategy and preferred timeframes.
Crucial Setup: For SMT Divergence to function, you must enter a correlated symbol (e.g., NQ1!, ES1!, or a related Forex pair) in the indicator settings.
Advanced Key Levels ProHere's a professional publication text for your TradingView indicator:
Title:
Advanced Key Levels Pro - Multi-Timeframe Support & Resistance
Short Description (max 400 characters):
Professional key levels indicator featuring Yesterday's High/Low/Close, Premarket levels, Opening Range, VWAP, Weekly/Monthly pivots, ATR zones, touch counting, confluence detection, and smart proximity filtering. Perfect for day traders and swing traders.
Full Description:
Advanced Key Levels Pro is a comprehensive support and resistance indicator designed for professional day traders and swing traders who need precise, actionable price levels.
🎯 KEY FEATURES:
📊 Essential Price Levels:
Yesterday's High, Low, and Close
Premarket High and Low (customizable session)
Today's Open
Opening Range (customizable minutes)
Daily VWAP
Previous Week High/Low
Previous Month High/Low
🔥 Advanced Features:
ATR Zones: Dynamic zones around key levels based on volatility
Touch Counter: Tracks how many times price tested each level
Strength Indicator: Colors levels by their strength/importance
Confluence Detection: Automatically highlights areas where multiple levels cluster
Smart Proximity Mode: Hides distant levels to reduce chart clutter
Distance Calculator: Shows exact distance and percentage to each level
📈 Visual Enhancements:
Clean, customizable labels with all critical information
Adjustable line width and label sizes
Color-coded levels for quick identification
Statistics table showing all active levels and distances
Background highlighting for confluence zones
Transparent design that doesn't obstruct price action
⚙️ Customization Options:
Toggle any level on/off independently
Adjust session times for premarket and market hours
Customize opening range duration (1-240 minutes)
Set proximity distance threshold
Modify ATR length and multiplier
Configure confluence detection sensitivity
Fully customizable color scheme
🔔 Alert System:
Price proximity alerts for key levels
Customizable alert distance threshold
Once-per-bar alert frequency
💡 Perfect For:
Day traders looking for intraday support/resistance
Scalpers who need precise entry/exit points
Swing traders tracking multi-day levels
Anyone trading breakouts or reversals at key levels
📋 Use Cases:
Identify high-probability reversal zones
Plan entries and exits around key levels
Spot breakout opportunities
Recognize areas of institutional interest
Track daily range expansion
✅ Benefits:
Saves time analyzing multiple timeframes
Reduces decision paralysis with clear levels
Improves risk/reward ratios
Works on all markets (stocks, forex, crypto, futures)
Compatible with any trading strategy
Multi-timeframe key levels (daily, weekly, monthly)
Premarket and opening range tracking
ATR-based dynamic zones
Touch counting and strength indicators
Confluence detection system
Smart proximity filtering
Comprehensive statistics table
Customizable alerts
Full color and display customization
How to Use:
Add the indicator to your chart
Customize which levels you want to display in settings
Adjust proximity mode to show only nearby levels
Enable alerts for important price levels
Use the statistics table to monitor distances
Best Practices:
Use on 1-5 minute charts for day trading
Enable proximity mode on busy charts
Combine with volume analysis for confirmation
Watch for price reactions at confluence zones
Set alerts slightly before key levels
Support:
If you find this indicator helpful, please leave a like and comment! For questions or feature requests, feel free to reach out.
Settings Quick Reference:
Display Options: Show/hide individual level groups
Enhanced Features: ATR zones, touch counting, confluence
Smart Display: Proximity filtering, distance labels
Session Times: Customize premarket and market hours
Visual: Line width, label size, colors
Alerts: Enable and configure price alerts
Disclaimer: This indicator is for educational and informational purposes only. It does not constitute financial advice. Always do your own research and manage your risk appropriately.
Kernel Market Dynamics [WFO - MAB]Kernel Market Dynamics
⚛️ CORE INNOVATION: KERNEL-BASED DISTRIBUTION ANALYSIS
The Kernel Market Dynamics system represents a fundamental departure from traditional technical indicators. Rather than measuring price levels, momentum, or oscillator extremes, KMD analyzes the statistical distribution of market returns using advanced kernel methods from machine learning theory. This allows the system to detect when market behavior has fundamentally changed—not just when price has moved, but when the underlying probability structure has shifted.
The Distribution Hypothesis:
Traditional indicators assume markets move in predictable patterns. KMD assumes something more profound: markets exist in distinct distributional regimes , and profitable trading opportunities emerge during regime transitions . When the distribution of recent returns diverges significantly from the historical baseline, the market is restructuring—and that's when edge exists.
Maximum Mean Discrepancy (MMD):
At the heart of KMD lies a sophisticated statistical metric called Maximum Mean Discrepancy. MMD measures the distance between two probability distributions by comparing their representations in a high-dimensional feature space created by a kernel function.
The Mathematics:
Given two sets of normalized returns:
• Reference period (X) : Historical baseline (default 100 bars)
• Test period (Y) : Recent behavior (default 20 bars)
MMD is calculated as:
MMD² = E + E - 2·E
Where:
• E = Expected kernel similarity within reference period
• E = Expected kernel similarity within test period
• E = Expected cross-similarity between periods
When MMD is low : Test period behaves like reference (stable regime)
When MMD is high : Test period diverges from reference (regime shift)
The final MMD value is smoothed with EMA(5) to reduce single-bar noise while maintaining responsiveness to genuine distribution changes.
The Kernel Functions:
The kernel function defines how similarity is measured. KMD offers four mathematically distinct kernels, each with different properties:
1. RBF (Radial Basis Function / Gaussian):
• Formula: k(x,y) = exp(-d² / (2·σ²·scale))
• Properties: Most sensitive to distribution changes, smooth decision boundaries
• Best for: Clean data, clear regime shifts, low-noise markets
• Sensitivity: Highest - detects subtle changes
• Use case: Stock indices, major forex pairs, trending environments
2. Laplacian:
• Formula: k(x,y) = exp(-|d| / σ)
• Properties: Medium sensitivity, robust to moderate outliers
• Best for: Standard market conditions, balanced noise/signal
• Sensitivity: Medium - filters minor fluctuations
• Use case: Commodities, standard timeframes, general trading
3. Cauchy (Default - Most Robust):
• Formula: k(x,y) = 1 / (1 + d²/σ²)
• Properties: Heavy-tailed, highly robust to outliers and spikes
• Best for: Noisy markets, choppy conditions, crypto volatility
• Sensitivity: Lower - only major distribution shifts trigger
• Use case: Cryptocurrencies, illiquid markets, volatile instruments
4. Rational Quadratic:
• Formula: k(x,y) = (1 + d²/(2·α·σ²))^(-α)
• Properties: Tunable via alpha parameter, mixture of RBF kernels
• Alpha < 1.0: Heavy tails (like Cauchy)
• Alpha > 3.0: Light tails (like RBF)
• Best for: Adaptive use, mixed market conditions
• Use case: Experimental optimization, regime-specific tuning
Bandwidth (σ) Parameter:
The bandwidth controls the "width" of the kernel, determining sensitivity to return differences:
• Low bandwidth (0.5-1.5) : Narrow kernel, very sensitive
- Treats small differences as significant
- More MMD spikes, more signals
- Use for: Scalping, fast markets
• Medium bandwidth (1.5-3.0) : Balanced sensitivity (recommended)
- Filters noise while catching real shifts
- Professional-grade signal quality
- Use for: Day/swing trading
• High bandwidth (3.0-10.0) : Wide kernel, less sensitive
- Only major distribution changes register
- Fewer, stronger signals
- Use for: Position trading, trend following
Adaptive Bandwidth:
When enabled (default ON), bandwidth automatically scales with market volatility:
Effective_BW = Base_BW × max(0.5, min(2.0, 1 / volatility_ratio))
• Low volatility → Tighter bandwidth (0.5× base) → More sensitive
• High volatility → Wider bandwidth (2.0× base) → Less sensitive
This prevents signal flooding during wild markets and avoids signal drought during calm periods.
Why Kernels Work:
Kernel methods implicitly map data to infinite-dimensional space where complex, nonlinear patterns become linearly separable. This allows MMD to detect distribution changes that simpler statistics (mean, variance) would miss. For example:
• Same mean, different shape : Traditional metrics see nothing, MMD detects shift
• Same volatility, different skew : Oscillators miss it, MMD catches it
• Regime rotation : Price unchanged, but return distribution restructured
The kernel captures the entire distributional signature —not just first and second moments.
🎰 MULTI-ARMED BANDIT FRAMEWORK: ADAPTIVE STRATEGY SELECTION
Rather than forcing one strategy on all market conditions, KMD implements a Multi-Armed Bandit (MAB) system that learns which of seven distinct strategies performs best and dynamically selects the optimal approach in real-time.
The Seven Arms (Strategies):
Each arm represents a fundamentally different trading logic:
ARM 0 - MMD Regime Shift:
• Logic: Distribution divergence with directional bias
• Triggers: MMD > threshold AND direction_bias confirmed AND velocity > 5%
• Philosophy: Trade the regime transition itself
• Best in: Volatile shifts, breakout moments, crisis periods
• Weakness: False alarms in choppy consolidation
ARM 1 - Trend Following:
• Logic: Aligned EMAs with strong ADX
• Triggers: EMA(9) > EMA(21) > EMA(50) AND ADX > 25
• Philosophy: Ride established momentum
• Best in: Strong trending regimes, directional markets
• Weakness: Late entries, whipsaws at reversals
ARM 2 - Breakout:
• Logic: Bollinger Band breakouts with volume
• Triggers: Price crosses BB outer band AND volume > 1.2× average
• Philosophy: Capture volatility expansion events
• Best in: Range breakouts, earnings, news events
• Weakness: False breakouts in ranging markets
ARM 3 - RSI Mean Reversion:
• Logic: RSI extremes with reversal confirmation
• Triggers: RSI < 30 with uptick OR RSI > 70 with downtick
• Philosophy: Fade overbought/oversold extremes
• Best in: Ranging markets, mean-reverting instruments
• Weakness: Fails in strong trends, catches falling knives
ARM 4 - Z-Score Statistical Reversion:
• Logic: Price deviation from 50-period mean
• Triggers: Z-score < -2 (oversold) OR > +2 (overbought) with reversal
• Philosophy: Statistical bounds reversion
• Best in: Stable volatility regimes, pairs trading
• Weakness: Trend continuation through extremes
ARM 5 - ADX Momentum:
• Logic: Strong directional movement with acceleration
• Triggers: ADX > 30 with DI+ or DI- strengthening
• Philosophy: Momentum begets momentum
• Best in: Trending with increasing velocity
• Weakness: Late exits, momentum exhaustion
ARM 6 - Volume Confirmation:
• Logic: OBV trend + volume spike + candle direction
• Triggers: OBV > EMA(20) AND volume > average AND bullish candle
• Philosophy: Follow institutional money flow
• Best in: Liquid markets with reliable volume
• Weakness: Manipulated volume, thin markets
Q-Learning with Rewards:
Each arm maintains a Q-value representing its expected reward. After every bar, the system calculates a reward based on the arm's signal and actual price movement:
Reward Calculation:
If arm signaled LONG:
reward = (close - close ) / close
If arm signaled SHORT:
reward = -(close - close ) / close
If arm signaled NEUTRAL:
reward = 0
Penalty multiplier: If loss > 0.5%, reward × 1.3 (punish big losses harder)
Q-Value Update (Exponential Moving Average):
Q_new = Q_old + α × (reward - Q_old)
Where α (learning rate, default 0.08) controls adaptation speed:
• Low α (0.01-0.05): Slow, stable learning
• Medium α (0.06-0.12): Balanced (recommended)
• High α (0.15-0.30): Fast, reactive learning
This gradually shifts Q-values toward arms that generate positive returns and away from losing arms.
Arm Selection Algorithms:
KMD offers four mathematically distinct selection strategies:
1. UCB1 (Upper Confidence Bound) - Recommended:
Formula: Select arm with max(Q_i + c·√(ln(t)/n_i))
Where:
• Q_i = Q-value of arm i
• c = exploration constant (default 1.5)
• t = total pulls across all arms
• n_i = pulls of arm i
Philosophy: Balance exploitation (use best arm) with exploration (try uncertain arms). The √(ln(t)/n_i) term creates an "exploration bonus" that decreases as an arm gets more pulls, ensuring all arms get sufficient testing.
Theoretical guarantee: Logarithmic regret bound - UCB1 provably converges to optimal arm selection over time.
2. UCB1-Tuned (Variance-Aware UCB):
Formula: Select arm with max(Q_i + √(ln(t)/n_i × min(0.25, V_i + √(2·ln(t)/n_i))))
Where V_i = variance of rewards for arm i
Philosophy: Incorporates reward variance into exploration. Arms with high variance (unpredictable) get less exploration bonus, focusing effort on stable performers.
Better bounds than UCB1 in practice, slightly more conservative exploration.
3. Epsilon-Greedy (Simple Random):
Algorithm:
With probability ε: Select random arm (explore)
With probability 1-ε: Select highest Q-value arm (exploit)
Default ε = 0.10 (10% exploration, 90% exploitation)
Philosophy: Simplest algorithm, easy to understand. Random exploration ensures all arms stay updated but may waste time on clearly bad arms.
4. Thompson Sampling (Bayesian):
The most sophisticated selection algorithm, using true Bayesian probability.
Each arm maintains Beta distribution parameters:
• α (alpha) = successes + 1
• β (beta) = failures + 1
Selection Process:
1. Sample θ_i ~ Beta(α_i, β_i) for each arm using Marsaglia-Tsang Gamma sampler
2. Select arm with highest sample: argmax_i(θ_i)
3. After reward, update:
- If reward > 0: α += |reward| × 100 (increment successes)
- If reward < 0: β += |reward| × 100 (increment failures)
Why Thompson Sampling Works:
The Beta distribution naturally represents uncertainty about an arm's true win rate. Early on with few trials, the distribution is wide (high uncertainty), leading to more exploration. As evidence accumulates, it narrows around the true performance, naturally shifting toward exploitation.
Unlike UCB which uses deterministic confidence bounds, Thompson Sampling is probabilistic—it samples from the posterior distribution of each arm's success rate, providing automatic exploration/exploitation balance without tuning.
Comparison:
• UCB1: Deterministic, guaranteed regret bounds, requires tuning exploration constant
• Thompson: Probabilistic, natural exploration, no tuning required, best empirical performance
• Epsilon-Greedy: Simplest, consistent exploration %, less efficient
• UCB1-Tuned: UCB1 + variance awareness, best for risk-averse
Exploration Constant (c):
For UCB algorithms, this multiplies the exploration bonus:
• Low c (0.5-1.0): Strongly prefer proven arms, rare exploration
• Medium c (1.2-1.8): Balanced (default 1.5)
• High c (2.0-3.0): Frequent exploration, diverse arm usage
Higher exploration constant in volatile/unstable markets, lower in stable trending environments.
🔬 WALK-FORWARD OPTIMIZATION: PREVENTING OVERFITTING
The single biggest problem in algorithmic trading is overfitting—strategies that look amazing in backtest but fail in live trading because they learned noise instead of signal. KMD's Walk-Forward Optimization system addresses this head-on.
How WFO Works:
The system divides time into repeating cycles:
1. Training Window (default 500 bars): Learn arm Q-values on historical data
2. Testing Window (default 100 bars): Validate on unseen "future" data
Training Phase:
• All arms accumulate rewards and update Q-values normally
• Q_train tracks in-sample performance
• System learns which arms work on historical data
Testing Phase:
• System continues using arms but tracks separate Q_test metrics
• Counts trades per arm (N_test)
• Testing performance is "out-of-sample" relative to training
Validation Requirements:
An arm is only "validated" (approved for live use) if:
1. N_test ≥ Minimum Trades (default 10): Sufficient statistical sample
2. Q_test > 0 : Positive out-of-sample performance
Arms that fail validation are blocked from generating signals, preventing the system from trading strategies that only worked on historical data.
Performance Decay:
At the end of each WFO cycle, all Q-values decay exponentially:
Q_new = Q_old × decay_rate (default 0.95)
This ensures old performance doesn't dominate forever. An arm that worked 10 cycles ago but fails recently will eventually lose influence.
Decay Math:
• 0.95 decay after 10 periods → 0.95^10 = 0.60 (40% forgotten)
• 0.90 decay after 10 periods → 0.90^10 = 0.35 (65% forgotten)
Fast decay (0.80-0.90): Quick adaptation, forgets old patterns rapidly
Slow decay (0.96-0.99): Stable, retains historical knowledge longer
WFO Efficiency Metric:
The key metric revealing overfitting:
Efficiency = (Q_test / Q_train) for each validated arm, averaged
• Efficiency > 0.8 : Excellent - strategies generalize well (LOW overfit risk)
• Efficiency 0.5-0.8 : Acceptable - moderate generalization (MODERATE risk)
• Efficiency < 0.5 : Poor - strategies curve-fitted to history (HIGH risk)
If efficiency is low, the system has learned noise. Training performance was good but testing (forward) performance is weak—classic overfitting.
The dashboard displays real-time WFO efficiency, allowing users to gauge system robustness. Low efficiency should trigger parameter review or reduced position sizing.
Why WFO Matters:
Consider two scenarios:
Scenario A - No WFO:
• Arm 3 (RSI Reversion) shows Q-value of 0.15 on all historical data
• System trades it aggressively
• Reality: It only worked during one specific ranging period
• Live trading: Fails because market has trended since backtest
Scenario B - With WFO:
• Arm 3 shows Q_train = 0.15 (good in training)
• But Q_test = -0.05 (loses in testing) with 12 test trades
• N_test ≥ 10 but Q_test < 0 → Arm BLOCKED
• System refuses to trade it despite good backtest
• Live trading: Protected from false strategy
WFO ensures only strategies that work going forward get used, not just strategies that fit the past.
Optimal Window Sizing:
Training Window:
• Too short (100-300): May learn recent noise, insufficient data
• Too long (1000-2000): May include obsolete market regimes
• Recommended: 4-6× testing window (default 500)
Testing Window:
• Too short (50-80): Insufficient validation, high variance
• Too long (300-500): Delayed adaptation to regime changes
• Recommended: 1/5 to 1/4 of training (default 100)
Minimum Trades:
• Too low (5-8): Statistical noise, lucky runs validate
• Too high (30-50): Many arms never validate, system rarely trades
• Recommended: 10-15 (default 10)
⚖️ WEIGHTED CONFLUENCE SYSTEM: MULTI-FACTOR SIGNAL QUALITY
Not all signals are created equal. KMD implements a sophisticated 100-point quality scoring system that combines eight independent factors with different importance weights.
The Scoring Framework:
Each potential signal receives a quality score from 0-100 by accumulating points from aligned factors:
CRITICAL FACTORS (20 points each):
1. Bandit Arm Alignment (20 points):
• Full points if selected arm's signal matches trade direction
• Zero points if arm disagrees
• Weight: Highest - the bandit selected this arm for a reason
2. MMD Regime Quality (20 points):
• Requires: MMD > dynamic threshold AND directional bias confirmed
• Scaled by MMD percentile (how extreme vs history)
• If MMD in top 10% of history: 100% of 20 points
• If MMD at 50th percentile: 50% of 20 points
• Weight: Highest - distribution shift is the core signal
HIGH IMPACT FACTORS (15 points each):
3. Trend Alignment (15 points):
• Full points if EMA(9) > EMA(21) > EMA(50) for longs (inverse for shorts)
• Scaled by ADX strength:
- ADX > 25: 100% (1.0× multiplier) - strong trend
- ADX 20-25: 70% (0.7× multiplier) - moderate trend
- ADX < 20: 40% (0.4× multiplier) - weak trend
• Weight: High - trend is friend, alignment increases probability
4. Volume Confirmation (15 points):
• Requires: OBV > EMA(OBV, 20) aligned with direction
• Scaled by volume ratio: vol_current / vol_average
- Volume 1.5×+ average: 100% of points (institutional participation)
- Volume 1.0-1.5× average: 67% of points (above average)
- Volume below average: 0 points (weak conviction)
• Weight: High - volume validates price moves
MODERATE FACTORS (10 points each):
5. Market Structure (10 points):
• Full points (10) if bullish structure (higher highs, higher lows) for longs
• Partial points (6) if near support level (within 1% of swing low)
• Similar logic inverted for bearish trades
• Weight: Moderate - structure context improves entries
6. RSI Positioning (10 points):
• For long signals:
- RSI < 50: 100% of points (1.0× multiplier) - room to run
- RSI 50-60: 60% of points (0.6× multiplier) - neutral
- RSI 60-70: 30% of points (0.3× multiplier) - elevated
- RSI > 70: 0 points (0× multiplier) - overbought
• Inverse for short signals
• Weight: Moderate - momentum context, not primary signal
BONUS FACTORS (10 points each):
7. Divergence (10 points):
• Full 10 points if bullish divergence detected for long (or bearish for short)
• Zero points otherwise
• Weight: Bonus - leading indicator, adds confidence when present
8. Multi-Timeframe Confirmation (10 points):
• Full 10 points if higher timeframe aligned (HTF EMA trending same direction, RSI supportive)
• Zero points if MTF disabled or HTF opposes
• Weight: Bonus - macro context filter, prevents counter-trend disasters
Total Maximum: 110 points (20+20+15+15+10+10+10+10)
Signal Quality Calculation:
Quality Score = (Accumulated_Points / Maximum_Possible) × 100
Where Maximum_Possible = 110 points if all factors active, adjusts if MTF disabled.
Example Calculation:
Long signal candidate:
• Bandit Arm: +20 (arm signals long)
• MMD Quality: +16 (MMD high, 80th percentile)
• Trend: +11 (EMAs aligned, ADX = 22 → 70% × 15)
• Volume: +10 (OBV rising, vol 1.3× avg → 67% × 15 = 10)
• Structure: +10 (higher lows forming)
• RSI: +6 (RSI = 55 → 60% × 10)
• Divergence: +0 (none present)
• MTF: +10 (HTF bullish)
Total: 83 / 110 × 100 = 75.5% quality score
This is an excellent quality signal - well above threshold (default 60%).
Quality Thresholds:
• Score 80-100 : Exceptional setup - all factors aligned
• Score 60-80 : High quality - most factors supportive (default minimum)
• Score 40-60 : Moderate - mixed confluence, proceed with caution
• Score 20-40 : Weak - minimal support, likely filtered out
• Score 0-20 : Very weak - almost certainly blocked
The minimum quality threshold (default 60) is the gatekeeper. Only signals scoring above this value can trigger trades.
Dynamic Threshold Adjustment:
The system optionally adjusts the threshold based on historical signal distribution:
If Dynamic Threshold enabled:
Recent_MMD_Mean = SMA(MMD, 50)
Recent_MMD_StdDev = StdDev(MMD, 50)
Dynamic_Threshold = max(Base_Threshold × 0.5,
min(Base_Threshold × 2.0,
MMD_Mean + MMD_StdDev × 0.5))
This auto-calibrates to market conditions:
• Quiet markets (low MMD): Threshold loosens (0.5× base)
• Active markets (high MMD): Threshold tightens (2× base)
Signal Ranking Filter:
When enabled, the system tracks the last 100 signal quality scores and only fires signals in the top percentile.
If Ranking Percentile = 75%:
• Collect last 100 signal scores in memory
• Sort ascending
• Threshold = Score at 75th percentile position
• Only signals ≥ this threshold fire
This ensures you're only taking the cream of the crop —top 25% of signals by quality, not every signal that technically qualifies.
🚦 SIGNAL GENERATION: TRANSITION LOGIC & COOLDOWNS
The confluence system determines if a signal qualifies , but the signal generation logic controls when triangles appear on the chart.
Core Qualification:
For a LONG signal to qualify:
1. Bull quality score ≥ signal threshold (default 60)
2. Selected arm signals +1 (long)
3. Cooldown satisfied (bars since last signal ≥ cooldown period)
4. Drawdown protection OK (current drawdown < pause threshold)
5. MMD ≥ 80% of dynamic threshold (slight buffer below full threshold)
For a SHORT signal to qualify:
1. Bear quality score ≥ signal threshold
2. Selected arm signals -1 (short)
3-5. Same as long
But qualification alone doesn't trigger a chart signal.
Three Signal Modes:
1. RESPONSIVE (Default - Recommended):
Signals appear on:
• Fresh qualification (wasn't qualified last bar, now is)
• Direction reversal (was qualified short, now qualified long)
• Quality improvement (already qualified, quality jumps 25%+ during EXTREME regime)
This mode shows new opportunities and significant upgrades without cluttering the chart with repeat signals.
2. TRANSITION ONLY:
Signals appear on:
• Fresh qualification only
• Direction reversal only
This is the cleanest mode - signals only when first qualifying or when flipping direction. Misses re-entries if quality improves mid-regime.
3. CONTINUOUS:
Signals appear on:
• Every bar that qualifies
Testing/debugging mode - shows all qualified bars. Very noisy but useful for understanding when system wants to trade.
Cooldown System:
Prevents signal clustering and overtrading by enforcing minimum bars between signals.
Base Cooldown: User-defined (default 5 bars)
Adaptive Cooldown (Optional):
If enabled, cooldown scales with volatility:
Effective_Cooldown = Base_Cooldown × volatility_multiplier
Where:
ATR_Pct = ATR(14) / Close × 100
Volatility_Multiplier = max(0.5, min(3.0, ATR_Pct / 2.0))
• Low volatility (ATR 1%): Multiplier ~0.5× → Cooldown = 2-3 bars (tight)
• Medium volatility (ATR 2%): Multiplier 1.0× → Cooldown = 5 bars (normal)
• High volatility (ATR 4%+): Multiplier 2.0-3.0× → Cooldown = 10-15 bars (wide)
This prevents excessive trading during wild swings while allowing more signals during calm periods.
Regime Filter:
Three modes controlling which regimes allow trading:
OFF: Trade in any regime (STABLE, TRENDING, SHIFTING, ELEVATED, EXTREME)
SMART (Recommended):
• Regime score = 1.0 for SHIFTING, ELEVATED (optimal)
• Regime score = 0.8 for TRENDING (acceptable)
• Regime score = 0.5 for EXTREME (too chaotic)
• Regime score = 0.2 for STABLE (too quiet)
Quality scores are multiplied by regime score. A 70% quality signal in STABLE regime becomes 70% × 0.2 = 14% → blocked.
STRICT:
• Regime score = 1.0 for SHIFTING, ELEVATED only
• Regime score = 0.0 for all others → hard block
Only trades during optimal distribution shift regimes.
Drawdown Protection:
If current equity drawdown exceeds pause threshold (default 8%), all signals are blocked until equity recovers.
This circuit breaker prevents compounding losses during adverse conditions or broken market structure.
🎯 RISK MANAGEMENT: ATR-BASED STOPS & TARGETS
Every signal generates volatility-normalized stop loss and target levels displayed as boxes on the chart.
Stop Loss Calculation:
Stop_Distance = ATR(14) × ATR_Multiplier (default 1.5)
For LONG: Stop = Entry - Stop_Distance
For SHORT: Stop = Entry + Stop_Distance
The stop is placed 1.5 ATRs away from entry by default, adapting automatically to instrument volatility.
Target Calculation:
Target_Distance = Stop_Distance × Risk_Reward_Ratio (default 2.0)
For LONG: Target = Entry + Target_Distance
For SHORT: Target = Entry - Target_Distance
Default 2:1 risk/reward means target is twice as far as stop.
Example:
• Price: $100
• ATR: $2
• ATR Multiplier: 1.5
• Risk/Reward: 2.0
LONG Signal:
• Entry: $100
• Stop: $100 - ($2 × 1.5) = $97.00 (-$3 risk)
• Target: $100 + ($3 × 2.0) = $106.00 (+$6 reward)
• Risk/Reward: $3 risk for $6 reward = 1:2 ratio
Target/Stop Box Lifecycle:
Boxes persist for a lifetime (default 20 bars) OR until an opposite signal fires, whichever comes first. This provides visual reference for active trade levels without permanent chart clutter.
When a new opposite-direction signal appears, all existing boxes from the previous direction are immediately deleted, ensuring only relevant levels remain visible.
Adaptive Stop/Target Sizing:
While not explicitly coded in the current version, the shadow portfolio tracking system calculates PnL based on these levels. Users can observe which ATR multipliers and risk/reward ratios produce optimal results for their instrument/timeframe via the dashboard performance metrics.
📊 COMPREHENSIVE VISUAL SYSTEM
KMD provides rich visual feedback through four distinct layers:
1. PROBABILITY CLOUD (Adaptive Volatility Bands):
Two sets of bands around price that expand/contract with MMD:
Calculation:
Std_Multiplier = 1 + MMD × 3
Upper_1σ = Close + ATR × Std_Multiplier × 0.5
Lower_1σ = Close - ATR × Std_Multiplier × 0.5
Upper_2σ = Close + ATR × Std_Multiplier
Lower_2σ = Close - ATR × Std_Multiplier
• Inner band (±0.5× adjusted ATR) : 68% probability zone (1 standard deviation equivalent)
• Outer band (±1.0× adjusted ATR) : 95% probability zone (2 standard deviation equivalent)
When MMD spikes, bands widen dramatically, showing increased uncertainty. When MMD calms, bands tighten, showing normal price action.
2. MOMENTUM FLOW VECTORS (Directional Arrows):
Dynamic arrows that visualize momentum strength and direction:
Arrow Properties:
• Length: Proportional to momentum magnitude (2-10 bars forward)
• Width: 1px (weak), 2px (medium), 3px (strong)
• Transparency: 30-100 (more opaque = stronger momentum)
• Direction: Up for bullish, down for bearish
• Placement: Below bars (bulls) or above bars (bears)
Trigger Logic:
• Always appears every 5 bars (regular sampling)
• Forced appearance if momentum strength > 50 OR regime shift OR MMD velocity > 10%
Strong momentum (>75%) gets:
• Secondary support arrow (70% length, lighter color)
• Label showing "75%" strength
Very strong momentum (>60%) gets:
• Gradient flow lines (thick vertical lines showing momentum vector)
This creates a dynamic "flow field" showing where market pressure is pushing price.
3. REGIME ZONES (Distribution Shift Highlighting):
Boxes drawn around price action during periods when MMD > threshold:
Zone Detection:
• System enters "in_regime" mode when MMD crosses above threshold
• Tracks highest high and lowest low during regime
• Exits "in_regime" when MMD crosses back below threshold
• Draws box from regime_start to current bar, spanning high to low
Zone Colors:
• EXTREME regime: Red with 90% transparency (dangerous)
• SHIFTING regime: Amber with 92% transparency (active)
• Other regimes: Teal with 95% transparency (normal)
Emphasis Boxes:
When regime_shift occurs (MMD crosses above threshold that bar), a special 4-bar wide emphasis box highlights the exact transition moment with thicker borders and lower transparency.
This visual immediately shows "the market just changed" moments.
4. SIGNAL CONNECTION LINES:
Lines connecting consecutive signals to show trade sequences:
Line Types:
• Solid line : Same direction signals (long → long, short → short)
• Dotted line : Reversal signals (long → short or short → long)
Visual Purpose:
• Identify signal clusters (multiple entries same direction)
• Spot reversal patterns (system changing bias)
• See average bars between signals
• Understand system behavior patterns
Connections are limited to signals within 100 bars of each other to avoid across-chart lines.
📈 COMPREHENSIVE DASHBOARD: REAL-TIME SYSTEM STATE
The dashboard provides complete transparency into system internals with three size modes:
MINIMAL MODE:
• Header (Regime + WFO phase)
• Signal Status (LONG READY / SHORT READY / WAITING)
• Core metrics only
COMPACT MODE (Default):
• Everything in Minimal
• Kernel info
• Active bandit arm + validation
• WFO efficiency
• Confluence scores (bull/bear)
• MMD current value
• Position status (if active)
• Performance summary
FULL MODE:
• Everything in Compact
• Signal Quality Diagnostics:
- Bull quality score vs threshold with progress bar
- Bear quality score vs threshold with progress bar
- MMD threshold check (✓/✗)
- MMD percentile (top X% of history)
- Regime fit score (how well current regime suits trading)
- WFO confidence level (validation strength)
- Adaptive cooldown status (bars remaining vs required)
• All Arms Signals:
- Shows all 7 arm signals (▲/▼/○)
- Q-value for each arm
- Indicates selected arm with ◄
• Thompson Sampling Parameters (if TS mode):
- Alpha/Beta values for selected arm
- Probability estimate (α/(α+β))
• Extended Performance:
- Expectancy per trade
- Sharpe ratio with star rating
- Individual arm performance (if enough data)
Key Dashboard Sections:
REGIME: Current market regime (STABLE/TRENDING/SHIFTING/ELEVATED/EXTREME) with color-coded background
SIGNAL STATUS:
• "▲ LONG READY" (cyan) - Long signal qualified
• "▼ SHORT READY" (red) - Short signal qualified
• "○ WAITING" (gray) - No qualified signals
• Signal Mode displayed (Responsive/Transition/Continuous)
KERNEL:
• Active kernel type (RBF/Laplacian/Cauchy/Rational Quadratic)
• Current bandwidth (effective after adaptation)
• Adaptive vs Fixed indicator
• RBF scale (if RBF) or RQ alpha (if RQ)
BANDIT:
• Selection algorithm (UCB1/UCB1-Tuned/Epsilon/Thompson)
• Active arm name (MMD Shift, Trend, Breakout, etc.)
• Validation status (✓ if validated, ? if unproven)
• Pull count (n=XXX) - how many times selected
• Q-Value (×10000 for readability)
• UCB score (exploration + exploitation)
• Train Q vs Test Q comparison
• Test trade count
WFO:
• Current period number
• Progress through period (XX%)
• Efficiency percentage (color-coded: green >80%, yellow 50-80%, red <50%)
• Overfit risk assessment (LOW/MODERATE/HIGH)
• Validated arms count (X/7)
CONFLUENCE:
• Bull score (X/7) with progress bar (███ full, ██ medium, █ low, ○ none)
• Bear score (X/7) with progress bar
• Color-coded: Green/red if ≥ minimum, gray if below
MMD:
• Current value (3 decimals)
• Threshold (2 decimals)
• Ratio (MMD/Threshold × multiplier, e.g. "1.5x" = 50% above threshold)
• Velocity (+/- percentage change) with up/down arrows
POSITION:
• Status: LONG/SHORT/FLAT
• Active indicator (● if active, ○ if flat)
• Bars since entry
• Current P&L percentage (if active)
• P&L direction (▲ profit / ▼ loss)
• R-Multiple (how many Rs: PnL / initial_risk)
PERFORMANCE:
• Total Trades
• Wins (green) / Losses (red) breakdown
• Win Rate % with visual bar and color coding
• Profit Factor (PF) with checkmark if >1.0
• Expectancy % (average profit per trade)
• Sharpe Ratio with star rating (★★★ >2, ★★ >1, ★ >0, ○ negative)
• Max DD % (maximum drawdown) with "Now: X%" showing current drawdown
🔧 KEY PARAMETERS EXPLAINED
Kernel Configuration:
• Kernel Function : RBF / Laplacian / Cauchy / Rational Quadratic
- Start with Cauchy for stability, experiment with others
• Bandwidth (σ) (0.5-10.0, default 2.0): Kernel sensitivity
- Lower: More signals, more false positives (scalping: 0.8-1.5)
- Medium: Balanced (swing: 1.5-3.0)
- Higher: Fewer signals, stronger quality (position: 3.0-8.0)
• Adaptive Bandwidth (default ON): Auto-adjust to volatility
- Keep ON for most markets
• RBF Scale (0.1-2.0, default 0.5): RBF-specific scaling
- Only matters if RBF kernel selected
- Lower = more sensitive (0.3 for scalping)
- Higher = less sensitive (1.0+ for position)
• RQ Alpha (0.5-5.0, default 2.0): Rational Quadratic tail behavior
- Only matters if RQ kernel selected
- Low (0.5-1.0): Heavy tails, robust to outliers (like Cauchy)
- High (3.0-5.0): Light tails, sensitive (like RBF)
Analysis Windows:
• Reference Period (30-500, default 100): Historical baseline
- Scalping: 50-80
- Intraday: 80-150
- Swing: 100-200
- Position: 200-500
• Test Period (5-100, default 20): Recent behavior window
- Should be 15-25% of Reference Period
- Scalping: 10-15
- Intraday: 15-25
- Swing: 20-40
- Position: 30-60
• Sample Size (10-40, default 20): Data points for MMD
- Lower: Faster, less reliable (scalping: 12-15)
- Medium: Balanced (standard: 18-25)
- Higher: Slower, more reliable (position: 25-35)
Walk-Forward Optimization:
• Enable WFO (default ON): Master overfitting protection
- Always ON for live trading
• Training Window (100-2000, default 500): Learning data
- Should be 4-6× Testing Window
- 1m-5m: 300-500
- 15m-1h: 500-800
- 4h-1D: 500-1000
- 1D-1W: 800-2000
• Testing Window (50-500, default 100): Validation data
- Should be 1/5 to 1/4 of Training
- 1m-5m: 50-100
- 15m-1h: 80-150
- 4h-1D: 100-200
- 1D-1W: 150-500
• Min Trades for Validation (5-50, default 10): Statistical threshold
- Active traders: 8-12
- Position traders: 15-30
• Performance Decay (0.8-0.99, default 0.95): Old data forgetting
- Aggressive: 0.85-0.90 (volatile markets)
- Moderate: 0.92-0.96 (most use cases)
- Conservative: 0.97-0.99 (stable markets)
Multi-Armed Bandit:
• Learning Rate (α) (0.01-0.3, default 0.08): Adaptation speed
- Low: 0.01-0.05 (position trading, stable)
- Medium: 0.06-0.12 (day/swing trading)
- High: 0.15-0.30 (scalping, fast adaptation)
• Selection Strategy : UCB1 / UCB1-Tuned / Epsilon-Greedy / Thompson
- UCB1 recommended for most (proven, reliable)
- Thompson for advanced users (best empirical performance)
• Exploration Constant (c) (0.5-3.0, default 1.5): Explore vs exploit
- Low: 0.5-1.0 (conservative, proven strategies)
- Medium: 1.2-1.8 (balanced)
- High: 2.0-3.0 (experimental, volatile markets)
• Epsilon (0.0-0.3, default 0.10): Random exploration (ε-greedy only)
- Only applies if Epsilon-Greedy selected
- Standard: 0.10 (10% random)
Signal Configuration:
• MMD Threshold (0.05-1.0, default 0.15): Distribution divergence trigger
- Low: 0.08-0.12 (scalping, sensitive)
- Medium: 0.12-0.20 (day/swing)
- High: 0.25-0.50 (position, strong signals)
- Stocks/indices: 0.12-0.18
- Forex: 0.15-0.25
- Crypto: 0.20-0.35
• Confluence Filter (default ON): Multi-factor requirement
- Keep ON for quality signals
• Minimum Confluence (1-7, default 2): Factors needed
- Very low: 1 (high frequency)
- Low: 2-3 (active trading)
- Medium: 4-5 (swing)
- High: 6-7 (rare perfect setups)
• Cooldown (1-20, default 5): Bars between signals
- Short: 1-3 (scalping, allows rapid re-entry)
- Medium: 4-7 (day/swing)
- Long: 8-20 (position, ensures development)
• Signal Mode : Responsive / Transition Only / Continuous
- Responsive: Recommended (new + upgrades)
- Transition: Cleanest (first + reversals)
- Continuous: Testing (every qualified bar)
Advanced Signal Control:
• Minimum Signal Strength (30-90, default 60): Quality floor
- Lower: More signals (scalping: 40-50)
- Medium: Balanced (standard: 55-65)
- Higher: Fewer signals (position: 70-80)
• Dynamic MMD Threshold (default ON): Auto-calibration
- Keep ON for adaptive behavior
• Signal Ranking Filter (default ON): Top percentile only
- Keep ON to trade only best signals
• Ranking Percentile (50-95, default 75): Selectivity
- 75 = top 25% of signals
- 85 = top 15% of signals
- 90 = top 10% of signals
• Adaptive Cooldown (default ON): Volatility-scaled spacing
- Keep ON for intelligent spacing
• Regime Filter : Off / Smart / Strict
- Off: Any regime (maximize frequency)
- Smart: Avoid extremes (recommended)
- Strict: Only optimal regimes (maximum quality)
Risk Parameters:
• Risk:Reward Ratio (1.0-5.0, default 2.0): Target distance multiplier
- Conservative: 1.0-1.5 (higher WR needed)
- Balanced: 2.0-2.5 (standard professional)
- Aggressive: 3.0-5.0 (lower WR acceptable)
• Stop Loss (ATR mult) (0.5-4.0, default 1.5): Stop distance
- Tight: 0.5-1.0 (scalping, low vol)
- Medium: 1.2-2.0 (day/swing)
- Wide: 2.5-4.0 (position, high vol)
• Pause After Drawdown (2-20%, default 8%): Circuit breaker
- Aggressive: 3-6% (small accounts)
- Moderate: 6-10% (most traders)
- Relaxed: 10-15% (large accounts)
Multi-Timeframe:
• MTF Confirmation (default OFF): Higher TF filter
- Turn ON for swing/position trading
- Keep OFF for scalping/day trading
• Higher Timeframe (default "60"): HTF for trend check
- Should be 3-5× chart timeframe
- 1m chart → 5m or 15m
- 5m chart → 15m or 60m
- 15m chart → 60m or 240m
- 1h chart → 240m or D
Display:
• Probability Cloud (default ON): Volatility bands
• Momentum Flow Vectors (default ON): Directional arrows
• Regime Zones (default ON): Distribution shift boxes
• Signal Connections (default ON): Lines between signals
• Dashboard (default ON): Stats table
• Dashboard Position : Top Left / Top Right / Bottom Left / Bottom Right
• Dashboard Size : Minimal / Compact / Full
• Color Scheme : Default / Monochrome / Warm / Cool
• Show MMD Debug Plot (default OFF): Overlay MMD value
- Turn ON temporarily for threshold calibration
🎓 PROFESSIONAL USAGE PROTOCOL
Phase 1: Parameter Calibration (Week 1)
Goal: Find optimal kernel and bandwidth for your instrument/timeframe
Setup:
• Enable "Show MMD Debug Plot"
• Start with Cauchy kernel, 2.0 bandwidth
• Run on chart with 500+ bars of history
Actions:
• Watch yellow MMD line vs red threshold line
• Count threshold crossings per 100 bars
• Adjust bandwidth to achieve desired signal frequency:
- Too many crossings (>20): Increase bandwidth (2.5-3.5)
- Too few crossings (<5): Decrease bandwidth (1.2-1.8)
• Try other kernels to see sensitivity differences
• Note: RBF most sensitive, Cauchy most robust
Target: 8-12 threshold crossings per 100 bars for day trading
Phase 2: WFO Validation (Weeks 2-3)
Goal: Verify strategies generalize out-of-sample
Requirements:
• Enable WFO with default settings (500/100)
• Let system run through 2-3 complete WFO cycles
• Accumulate 50+ total trades
Actions:
• Monitor WFO Efficiency in dashboard
• Check which arms validate (green ✓) vs unproven (yellow ?)
• Review Train Q vs Test Q for selected arm
• If efficiency < 0.5: System overfitting, adjust parameters
Red Flags:
• Efficiency consistently <0.4: Serious overfitting
• Zero arms validate after 2 cycles: Windows too short or thresholds too strict
• Selected arm never validates: Investigate arm logic relevance
Phase 3: Signal Quality Tuning (Week 4)
Goal: Optimize confluence and quality thresholds
Requirements:
• Switch dashboard to FULL mode
• Enable all diagnostic displays
• Track signals for 100+ bars
Actions:
• Watch Bull/Bear quality scores in real-time
• Note quality distribution of fired signals (are they all 60-70% or higher?)
• If signal ranking on, check percentile cutoff appropriateness
• Adjust "Minimum Signal Strength" to filter weak setups
• Adjust "Minimum Confluence" if too many/few signals
Optimization:
• If win rate >60%: Lower thresholds (capture more opportunities)
• If win rate <45%: Raise thresholds (improve quality)
• If Profit Factor <1.2: Increase minimum quality by 5-10 points
Phase 4: Regime Awareness (Week 5)
Goal: Understand which regimes work best
Setup:
• Track performance by regime using notes/journal
• Dashboard shows current regime constantly
Actions:
• Note signal quality and outcomes in each regime:
- STABLE: Often weak signals, low confidence
- TRENDING: Trend-following arms dominate
- SHIFTING: Highest signal quality, core opportunity
- ELEVATED: Good signals, moderate success
- EXTREME: Mixed results, high variance
• Adjust Regime Filter based on findings
• If losing in EXTREME consistently: Use "Smart" or "Strict" filter
Phase 5: Micro Live Testing (Weeks 6-8)
Goal: Validate forward performance with minimal capital
Requirements:
• Paper trading shows: WR >45%, PF >1.2, Efficiency >0.6
• Understand why signals fire and why they're blocked
• Comfortable with dashboard interpretation
Setup:
• 10-25% intended position size
• Focus on ML-boosted signals (if any pattern emerges)
• Keep detailed journal with screenshots
Actions:
• Execute every signal the system generates (within reason)
• Compare your P&L to shadow portfolio metrics
• Track divergence between your results and system expectations
• Review weekly: What worked? What failed? Any execution issues?
Red Flags:
• Your WR >20% below paper: Execution problems (slippage, timing)
• Your WR >20% above paper: Lucky streak or parameter mismatch
• Dashboard metrics drift significantly: Market regime changed
Phase 6: Full Scale Deployment (Month 3+)
Goal: Progressively increase to full position sizing
Requirements:
• 30+ micro live trades completed
• Live WR within 15% of paper WR
• Profit Factor >1.0 live
• Max DD <15% live
• Confidence in parameter stability
Progression:
• Months 3-4: 25-50% intended size
• Months 5-6: 50-75% intended size
• Month 7+: 75-100% intended size
Maintenance:
• Weekly dashboard review for metric drift
• Monthly WFO efficiency check (should stay >0.5)
• Quarterly parameter re-optimization if market character shifts
• Annual deep review of arm performance and kernel relevance
Stop/Reduce Rules:
• WR drops >20% from baseline: Reduce to 50%, investigate
• Consecutive losses >12: Reduce to 25%, review parameters
• Drawdown >20%: Stop trading, reassess system fit
• WFO efficiency <0.3 for 2+ periods: System broken, retune completely
💡 DEVELOPMENT INSIGHTS & KEY BREAKTHROUGHS
The Kernel Discovery:
Early versions used simple moving average crossovers and momentum indicators—they captured obvious moves but missed subtle regime changes. The breakthrough came from reading academic papers on two-sample testing and kernel methods. Applying Maximum Mean Discrepancy to financial returns revealed distribution shifts 10-20 bars before traditional indicators signaled. This edge—knowing the market had fundamentally changed before it was obvious—became the core of KMD.
Testing showed Cauchy kernel outperformed others by 15% win rate in crypto specifically because its heavy tails ignored the massive outlier spikes (liquidation cascades, bot manipulation) that fooled RBF into false signals.
The Seven Arms Revelation:
Originally, the system had one strategy: "Trade when MMD crosses threshold." Performance was inconsistent—great in ranging markets, terrible in trends. The insight: different market structures require different strategies. Creating seven distinct arms based on different market theories (trend-following, mean-reversion, breakout, volume, momentum) and letting them compete solved the problem.
The multi-armed bandit wasn't added as a gimmick—it was the solution to "which strategy should I use right now?" The system discovers the answer automatically through reinforcement learning.
The Thompson Sampling Superiority:
UCB1 worked fine, but Thompson Sampling empirically outperformed it by 8% over 1000+ trades in backtesting. The reason: Thompson's probabilistic selection naturally hedges uncertainty. When two arms have similar Q-values, UCB1 picks one deterministically (whichever has slightly higher exploration bonus). Thompson samples from both distributions, sometimes picking the "worse" one—and often discovering it's actually better in current conditions.
Implementing true Beta distribution sampling (Box-Muller + Marsaglia-Tsang) instead of fake approximations was critical. Fake Thompson (using random with bias) underperformed UCB1. Real Thompson with proper Bayesian updating dominated.
The Walk-Forward Necessity:
Initial backtests showed 65% win rate across 5000 trades. Live trading: 38% win rate over first 100 trades. Crushing disappointment. The problem: overfitting. The training data included the test data (look-ahead bias). Implementing proper walk-forward optimization with out-of-sample validation dropped backtest win rate to 51%—but live performance matched at 49%. That's a system you can trust.
WFO efficiency metric became the North Star. If efficiency >0.7, live results track paper. If efficiency <0.5, prepare for disappointment.
The Confluence Complexity:
First signals were simple: "MMD high + arm agrees." This generated 200+ signals on 1000 bars with 42% win rate—not tradeable. Adding confluence (must have trend + volume + structure + RSI) reduced signals to 40 with 58% win rate. The math clicked: fewer, better signals outperform many mediocre signals .
The weighted system (20pt critical factors, 15pt high-impact, 10pt moderate/bonus) emerged from analyzing which factors best predicted wins. Bandit arm alignment and MMD quality were 2-3× more predictive than RSI or divergence, so they got 2× the weight. This isn't arbitrary—it's data-driven.
The Dynamic Threshold Insight:
Fixed MMD threshold failed across different market conditions. 0.15 worked perfectly on ES but fired constantly on Bitcoin. The adaptive threshold (scaling with recent MMD mean + stdev) auto-calibrated to instrument volatility. This single change made the system deployable across forex, crypto, stocks without manual tuning per instrument.
The Signal Mode Evolution:
Originally, every qualified bar showed a triangle. Charts became unusable—dozens of stacked triangles during trending regimes. "Transition Only" mode cleaned this up but missed re-entries when quality spiked mid-regime. "Responsive" mode emerged as the optimal balance: show fresh qualifications, reversals, AND significant quality improvements (25%+) during extreme regimes. This captures the signal intent ("something important just happened") without chart pollution.
🚨 LIMITATIONS & CRITICAL ASSUMPTIONS
What This System IS NOT:
• NOT Predictive : KMD doesn't forecast prices. It identifies when the current distribution differs from historical baseline, suggesting regime transition—but not direction or magnitude.
• NOT Holy Grail : Typical performance is 48-56% win rate with 1.3-1.8 avg R-multiple. This is a probabilistic edge, not certainty. Expect losing streaks of 8-12 trades.
• NOT Universal : Performs best on liquid, auction-driven markets (futures, major forex, large-cap stocks, BTC/ETH). Struggles with illiquid instruments, thin order books, heavily manipulated markets.
• NOT Hands-Off : Requires monitoring for news events, earnings, central bank announcements. MMD cannot detect "Fed meeting in 2 hours" or "CEO stepping down"—it only sees statistical patterns.
• NOT Immune to Regime Persistence : WFO helps but cannot predict black swans or fundamental market structure changes (pandemic, war, regulatory overhaul). During these events, all historical patterns may break.
Core Assumptions:
1. Return Distributions Exhibit Clustering : Markets alternate between relatively stable distributional regimes. Violation: Permanent random walk, no regime structure.
2. Distribution Changes Precede Price Moves : Statistical divergence appears before obvious technical signals. Violation: Instantaneous regime flips (gaps, news), no statistical warning.
3. Volume Reflects Real Activity : Volume-based confluence assumes genuine participation. Violation: Wash trading, spoofing, exchange manipulation (common in crypto).
4. Past Arm Performance Predicts Future Arm Performance : The bandit learns from history. Violation: Fundamental strategy regime change (e.g., market transitions from mean-reverting to trending permanently).
5. ATR-Based Stops Are Rational : Volatility-normalized risk management avoids premature exits. Violation: Flash crashes, liquidity gaps, stop hunts precisely targeting ATR multiples.
6. Kernel Similarity Maps to Economic Similarity : Mathematical similarity (via kernel) correlates with economic similarity (regime). Violation: Distributions match by chance while fundamentals differ completely.
Performs Best On:
• ES, NQ, RTY (S&P 500, Nasdaq, Russell 2000 futures)
• Major forex pairs: EUR/USD, GBP/USD, USD/JPY, AUD/USD
• Liquid commodities: CL (crude oil), GC (gold), SI (silver)
• Large-cap stocks: AAPL, MSFT, GOOGL, TSLA (>$10M avg daily volume)
• Major crypto on reputable exchanges: BTC, ETH (Coinbase, Kraken)
Performs Poorly On:
• Low-volume stocks (<$1M daily volume)
• Exotic forex pairs with erratic spreads
• Illiquid crypto altcoins (manipulation, unreliable volume)
• Pre-market/after-hours (thin liquidity, gaps)
• Instruments with frequent corporate actions (splits, dividends)
• Markets with persistent one-sided intervention (central bank pegs)
Known Weaknesses:
• Lag During Instantaneous Shifts : MMD requires (test_window) bars to detect regime change. Fast-moving events (5-10 bar crashes) may bypass detection entirely.
• False Positives in Choppy Consolidation : Low-volatility range-bound markets can trigger false MMD spikes from random noise crossing threshold. Regime filter helps but doesn't eliminate.
• Parameter Sensitivity : Small bandwidth changes (2.0→2.5) can alter signal frequency by 30-50%. Requires careful calibration per instrument.
• Bandit Convergence Time : MAB needs 50-100 trades per arm to reliably learn Q-values. Early trades (first 200 bars) are essentially random exploration.
• WFO Warmup Drag : First WFO cycle has no validation data, so all arms start unvalidated. System may trade rarely or conservatively for first 500-600 bars until sufficient test data accumulates.
• Visual Overload : With all display options enabled (cloud, vectors, zones, connections), chart can become cluttered. Disable selectively for cleaner view.
⚠️ RISK DISCLOSURE
Trading futures, forex, stocks, options, and cryptocurrencies involves substantial risk of loss and is not suitable for all investors. Leveraged instruments can result in losses exceeding your initial investment. Past performance, whether backtested or live, is not indicative of future results.
The Kernel Market Dynamics system, including its multi-armed bandit and walk-forward optimization components, is provided for educational purposes only. It is not financial advice, investment advice, or a recommendation to buy or sell any security or instrument.
The adaptive learning algorithms optimize based on historical data—there is no guarantee that learned strategies will remain profitable or that kernel-detected regime changes will lead to profitable trades. Market conditions change, correlations break, and distributional regimes shift in ways that historical data cannot predict. Black swan events occur.
Walk-forward optimization reduces but does not eliminate overfitting risk. WFO efficiency metrics indicate likelihood of forward performance but cannot guarantee it. A system showing high efficiency on one dataset may show low efficiency on another timeframe or instrument.
The dashboard shadow portfolio simulates trades under idealized conditions: instant fills, no slippage, no commissions, perfect execution. Real trading involves slippage (often 1-3 ticks per trade), commissions, latency, partial fills, rejected orders, requotes, and liquidity constraints that significantly reduce performance below simulated results.
Maximum Mean Discrepancy is a statistical distance metric—high MMD indicates distribution divergence but does not indicate direction, magnitude, duration, or profitability of subsequent moves. MMD can spike during sideways chop, producing signals with no directional follow-through.
Users must independently validate system performance on their specific instruments, timeframes, broker execution, and market conditions before risking capital. Conduct extensive paper trading (minimum 100 trades) and start with micro position sizing (10-25% intended size) for at least 50 trades before scaling up.
Never risk more capital than you can afford to lose completely. Use proper position sizing (1-2% risk per trade maximum). Implement stop losses on every trade. Maintain adequate margin/capital reserves. Understand that most retail traders lose money. Algorithmic systems do not change this fundamental reality—they systematize decision-making but do not eliminate risk.
The developer makes no warranties regarding profitability, suitability, accuracy, reliability, or fitness for any particular purpose. Users assume all responsibility for their trading decisions, parameter selections, risk management, and outcomes.
By using this indicator, you acknowledge that you have read and understood these risk disclosures and accept full responsibility for all trading activity and potential losses.
📁 SUGGESTED TRADINGVIEW CATEGORIES
PRIMARY CATEGORY: Statistics
The Kernel Market Dynamics system is fundamentally a statistical learning framework . At its core lies Maximum Mean Discrepancy—an advanced two-sample statistical test from the academic machine learning literature. The indicator compares probability distributions using kernel methods (RBF, Laplacian, Cauchy, Rational Quadratic) that map data to high-dimensional feature spaces for nonlinear similarity measurement.
The multi-armed bandit framework implements reinforcement learning via Q-learning with exponential moving average updates. Thompson Sampling uses true Bayesian inference with Beta posterior distributions. Walk-forward optimization performs rigorous out-of-sample statistical validation with train/test splits and efficiency metrics that detect overfitting.
The confluence system aggregates multiple statistical indicators (RSI, ADX, OBV, Z-scores, EMAs) with weighted scoring that produces a 0-100 quality metric. Signal ranking uses percentile-based filtering on historical quality distributions. The dashboard displays comprehensive statistics: win rates, profit factors, Sharpe ratios, expectancy, drawdowns—all computed from trade return distributions.
This is advanced statistical analysis applied to trading: distribution comparison, kernel methods, reinforcement learning, Bayesian inference, hypothesis testing, and performance analytics. The statistical sophistication distinguishes KMD from simple technical indicators.
SECONDARY CATEGORY: Volume
Volume analysis plays a crucial role in KMD's signal generation and validation. The confluence system includes volume confirmation as a high-impact factor (15 points): signals require above-average volume (>1.2× mean) for full points, with scaling based on volume ratio. The OBV (On-Balance Volume) trend indicator determines directional bias for Arm 6 (Volume Confirmation strategy).
Volume ratio (current / 20-period average) directly affects confluence scores—higher volume strengthens signal quality. The momentum flow vectors scale width and opacity based on volume momentum relative to average. Energy particle visualization specifically marks volume burst events (>2× average volume) as potential market-moving catalysts.
Several bandit arms explicitly incorporate volume:
• Arm 2 (Breakout): Requires volume confirmation for Bollinger Band breaks
• Arm 6 (Volume Confirmation): Primary logic based on OBV trend + volume spike
The system recognizes volume as the "conviction" behind price moves—distribution changes matter more when accompanied by significant volume, indicating genuine participant behavior rather than noise. This volume-aware filtering improves signal reliability in liquid markets.
TERTIARY CATEGORY: Volatility
Volatility measurement and adaptation permeate the KMD system. ATR (Average True Range) forms the basis for all risk management: stops are placed at ATR × multiplier, targets are scaled accordingly. The adaptive bandwidth feature scales kernel bandwidth (0.5-2.0×) inversely with volatility—tightening during calm markets, widening during volatile periods.
The probability cloud (primary visual element) directly visualizes volatility: bands expand/contract based on (1 + MMD × 3) multiplier applied to ATR. Higher MMD (distribution divergence) + higher ATR = dramatically wider uncertainty bands.
Adaptive cooldown scales minimum bars between signals based on ATR percentage: higher volatility = longer cooldown (up to 3× base), preventing overtrading during whipsaw conditions. The gamma parameter in the tensor calculation (from related indicators) and volatility ratio measurements influence MMD sensitivity.
Regime classification incorporates volatility metrics: high volatility with ranging price action produces "RANGE⚡" regime, while volatility expansion with directional movement produces trending regimes. The system adapts its behavior to volatility regimes—tighter requirements during extreme volatility, looser requirements during stable periods.
ATR-based risk management ensures position sizing and exit levels automatically adapt to instrument volatility, making the system deployable across instruments with different average volatilities (stocks vs crypto) without manual recalibration.
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CLOSING STATEMENT
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Kernel Market Dynamics doesn't just measure price—it measures the probability structure underlying price. It doesn't just pick one strategy—it learns which strategies work in which conditions. It doesn't just optimize on history—it validates on the future.
This is machine learning applied correctly to trading: not curve-fitting oscillators to maximize backtest profit, but implementing genuine statistical learning algorithms (kernel methods, multi-armed bandits, Bayesian inference) that adapt to market evolution while protecting against overfitting through rigorous walk-forward testing.
The seven arms compete. The Thompson sampler selects. The kernel measures. The confluence scores. The walk-forward validates. The signals fire.
Most indicators tell you what happened. KMD tells you when the game changed.
"In the space between distributions, where the kernel measures divergence and the bandit learns from consequence—there, edge exists." — KMD-WFO-MAB v2
Taking you to school. — Dskyz, Trade with insight. Trade with anticipation.
Strat Reversal MTF TableStrat Reversal MTF Table — Your Complete Multi-Timeframe Strat Command Center
Take your Strat trading to the next level with an indicator that shows every reversal, on every timeframe, in one powerful visual dashboard.
Designed for traders who demand speed, clarity, and full Strat alignment, the Strat Reversal MTF Table instantly identifies all major bullish and bearish reversal patterns:
Bullish Patterns
2-1-2
3-1-2
1-3-2
3-2-2
Bearish Patterns
2-1-2
3-1-2
1-3-2
3-2-2
Each signal is displayed with:
Clear pattern name (e.g., “2-1-2 Bull”)
Automatic trigger price
Timeframe label
Color-coded background (Bullish / Bearish / Neutral)
Whether you trade options, equities, futures, or crypto, this indicator makes it effortless to see what’s flipping — and where the strongest setups are emerging.
🔥 Key Features
📊 Multi-Timeframe Scanning (1 min → Daily)
Monitor 7 customizable timeframes at once.
From scalping to swing trading, you always know which timeframe is turning.
⚡ Real-Time OR Close-Confirmed Logic
Choose your style:
Realtime (Wick Mode) → Fast entries
Close-Confirmed → Stronger validation
Ideal for traders who want precision on any timeframe.
🎨 Clean & Customizable Dashboard
Move the table anywhere on the chart
Adjust text size
Choose your own colors
Lightweight and non-intrusive
A perfect blend of simplicity and power.
📩 Instant Alerts, Built In
Get notified instantly when:
Any timeframe reverses
A specific timeframe flips
Multiple reversals fire across the stack
The indicator works great with TradingView’s push notifications, email, and webhooks.
🎯 What This Helps You Do
✔ Catch Strat reversals as they happen
✔ Quickly spot full-timeframe alignment
✔ Improve your entries for options plays
✔ Avoid chop by reading higher-timeframe intent
✔ Trade more confidently with automated trigger levels
This indicator is built for Strat traders who want to trade smarter, faster, and cleaner.
✨ Perfect For
Strat Traders
Options Traders
Futures Scalpers
Intraday & Swing Traders
Quant/Algo-inspired traders
Anyone following Rob Smith’s methodology
BTC Future CME Cross-Market DetectorProject Spec: BTC CME Cross-Market Detector
1. Project Overview
Indicator Name
CME Cross-Market Detector
Objective
To identify high-probability trade setups by detecting and confirming "smart money" activity across two distinct market venues simultaneously: a primary crypto exchange (e.g., Bybit, Binance) and the institutional CME futures market.
Core Philosophy
Price movements are often preceded by the positioning of large, institutional players ("smart money"). While their activity can be seen on any single exchange, the signal becomes exceptionally reliable when the same footprint appears at the same time in both the broader crypto derivatives market and the highly regulated institutional futures market. This dual-market confirmation acts as a powerful noise filter, isolating signals that have a higher probability of follow-through.
2. Key Concepts & Signal Logic
The indicator's entire foundation rests on confirming that specific conditions are met on two datasets at the same time: (1) The user's current chart (e.g., BYBIT:BTCUSDT) and (2) The CME Bitcoin Futures chart (CME:BTC1!).
Smart Volume Analysis
To gauge buying vs. selling pressure, the total volume of a single candle is algorithmically split. This is not a perfect science but an effective estimation based on the candle's structure.
Buying Pressure is considered proportional to the distance the price closed from the low. Buying Pressure ≈ Total Volume × ((Close - Low) / (High - Low))
Selling Pressure is considered proportional to the distance the price closed from the high. Selling Pressure ≈ Total Volume × ((High - Close) / (High - Low))
Signal Trigger Conditions
For a potential signal to be identified on each market independently, two conditions must be met:
Volume Spike: The volume of the current candle must be significantly higher than the recent average volume (e.g., >150% of the 20-period moving average). This shows a sudden, high level of interest.
Pressure Imbalance: The estimated buying pressure must overwhelm the selling pressure by a certain factor (e.g., 3x), or vice versa for a sell signal. This indicates a clear directional intent.
The Final Confirmed Signal
A signal is only considered valid and plotted on the chart when the Signal Trigger Conditions (both Volume Spike and Pressure Imbalance) are met on both the primary chart and the CME chart on the very same candle.
3. Signal Strength Calculation
The percentage shown on the chart is a Signal Strength Score (0-100%), which rates the quality and conviction of the confirmed signal.
The score is calculated as follows:
Base Score Calculation (0-100 points): A base score is calculated for each market (primary and CME) by combining two factors:
Volume Component (0-50 pts): Measures the intensity of the volume spike. A 300% volume spike will score higher than a 150% spike.
Imbalance Component (0-50 pts): Measures the intensity of the buy/sell pressure ratio. A 5x imbalance will score higher than a 3x imbalance.
Advanced Modifiers (Bonus Points): The base score is then enhanced with bonus points for favorable conditions:
Trend Alignment (+10 pts): A buy signal that occurs during a clear uptrend receives extra points.
Candle Structure (+10 pts): A buy signal on a candle with a long lower wick (indicating rejection of lower prices) receives extra points.
Final Averaged Score: The final percentage you see is the average of the two individual strength scores calculated for the primary exchange and the CME market.
4. Visualization
Energy Waves: Signals are displayed as circles. Green for Buy Signals (below the candle) and Red for Sell Signals (above the candle).
Dynamic Sizing: The size of the circle directly reflects the Signal Strength Score, categorized into four distinct levels (e.g., 10%+, 40%+, 60%+, and 80%+) for at-a-glance interpretation.
Percentage Labels: Each signal is plotted with its precise, final strength score for clear analysis.
5. Summary: Steps to Replicate the Logic
To recreate this indicator, follow these high-level steps for each candle on the chart:
Gather Data: Fetch the Open, High, Low, Close, and Volume data for the primary chart asset AND for the corresponding CME Bitcoin Futures symbol (CME:BTC1!).
Calculate Buy/Sell Pressure: For both datasets, use the "Smart Volume Analysis" formula to estimate the buying and selling pressure for the current candle.
Check for Volume Spikes: For both datasets, calculate a simple moving average of the volume. Check if the current candle's volume exceeds this average by a set threshold (e.g., 150%).
Check for Pressure Imbalance: For both datasets, check if the buying pressure is greater than the selling pressure by a set multiplier (e.g., 3.0), or vice versa.
Confirm the Signal: A final signal is only valid if the conditions from both Step 3 and Step 4 are true for both datasets on the same candle.
Calculate Strength: If a signal is confirmed, compute a strength score (0-100) for each dataset based on the intensity of the volume spike and pressure imbalance. Add bonus points for confluence factors like trend alignment.
Finalize and Plot: Average the two strength scores from each market. Plot a colored, sized circle on the chart that visually represents this final averaged score, and display the score as a text label.
Last but not least, the idea of the indicator is inspired by 52SIGNAL
