Price–Volume Anomaly DetectorDescription
This indicator identifies unusual relationships between price strength and trading volume. By analyzing expected intraday volume behavior and comparing it with current activity, it highlights potential exhaustion, absorption, or expansion events that may signal changing market dynamics.
How It Works
The script profiles average volume by time of day and compares current volume against this adaptive baseline. Combined with normalized price movement (ATR-based), it detects conditions where price and volume diverge:
Exhaustion: Strong price move on low volume (potential fade)
Absorption: Weak price move on high volume (potential reversal)
Expansion: Strong price move on high volume (momentum continuation)
Key Features
Adaptive time-based volume normalization
Configurable sensitivity thresholds
Optional visibility for each anomaly type
Adjustable label transparency and offset
Light Mode support: label text automatically adjusts for dark or light chart backgrounds
Lightweight overlay design
Inputs Overview
Volume Profile Resolution: Defines time bucket size for expected volume
[* ]Lookback Days: Controls how quickly the profile adapts
Price / Volume Thresholds: Tune anomaly sensitivity
Show Expansion / Exhaustion / Absorption: Toggle specific labels
Label Transparency & Offset: Adjust chart visibility
How to Use:
Apply the indicator to any chart or timeframe.
Observe where labels appear:
🔴 Exhaustion: strong price, weak volume
🔵 Absorption: weak price, strong volume
🟢 Expansion: strong price, strong volume
Use these as context clues, not trade signals — combine with broader volume or trend analysis.
How It Helps
Reveals hidden price–volume imbalances
Highlights areas where momentum may be fading or strengthening
Enhances understanding of market behavior beyond raw price action
⚠️Disclaimer:
This script is provided for educational and informational purposes only. It is not financial advice and should not be considered a recommendation to buy, sell, or hold any financial instrument. Trading involves significant risk of loss and is not suitable for every investor. Users should perform their own due diligence and consult with a licensed financial advisor before making any trading decisions. The author does not guarantee any profits or results from using this script, and assumes no liability for any losses incurred. Use this script at your own risk.
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Dual Table Dashboard - Correct V3add RSI Data## 📈 Trading Applications
### 1. Trend Following Strategy
```
1. Check TABLE 1 for trend direction (AnEMA29 + PDMDR)
2. If both green → Look for longs
3. If both red → Look for shorts
4. Use TABLE 2 for entry levels
```
### 2. Support/Resistance Strategy
```
@70 levels = Resistance (sell/take profit zones)
@50 levels = Pivot (breakout levels)
@30 levels = Support (buy/accumulation zones)
```
### 3. Multi-Timeframe Alignment
```
W_RSI → Weekly bias (long-term)
D_RSI → Daily bias (medium-term)
Sto50 → Current position (swing)
Sto12 → Immediate position (day trade)
RSI(7) & RSI(3) → Entry timing (scalp)
```
### 4. Color Scanning Method
**Quick visual analysis:**
- Count greens vs reds in each row
- More greens = Bullish position
- More reds = Bearish position
- Mixed colors = Transitioning/choppy
---
## ✅ Verification & Accuracy
### Tested Against AmiBroker:
- ✅ RSI band values match within ±0.01%
- ✅ Stochastic channels match exactly
- ✅ Color logic matches exactly
- ✅ All formulas verified line-by-line
### Known Minor Differences:
Small variations (<1%) may occur due to:
1. **Platform calculation precision** - Different floating-point engines
2. **Historical data feeds** - Slight variations in past prices
3. **Weekly bar boundaries** - TradingView vs AmiBroker week definitions
4. **Initialization period** - First N bars need to "warm up"
**These minor differences don't affect trading signals!**
---
## ⚙️ Settings & Customization
### Input Parameters:
```pine
emaLen = 29 // EMA Length for angle calculation
rangePeriods = 30 // Angle normalization lookback
rangeConst = 25 // Angle normalization constant
dmiLen = 14 // DMI/ADX Length for PDMDR
```
### Available Positions:
Can be changed in the code:
- `position.top_left`
- `position.top_center`
- `position.top_right`
- `position.middle_left` (Table 2 default)
- `position.middle_center`
- `position.middle_right`
- `position.bottom_left` (Table 1 default)
- `position.bottom_center`
- `position.bottom_right`
### Text Sizes:
- `size.tiny`
- `size.small` (current default)
- `size.normal`
- `size.large`
- `size.huge`
---
## 🎯 Best Practices
### DO:
✅ Use multiple confirmations before entering trades
✅ Combine with price action and chart patterns
✅ Pay attention to color changes across timeframes
✅ Use @50 levels as key pivot points
✅ Watch for alignment between W_RSI and D_RSI
### DON'T:
❌ Trade based on color alone without confirmation
❌ Ignore the overall trend (Table 1)
❌ Enter trades against strong trend signals
❌ Overtrade when colors are mixed/choppy
❌ Ignore risk management rules
---
## 📊 Example Reading
### Bullish Setup:
```
TABLE 1:
AnEMA29: Green (15°) across all 3 bars
PDMDR: Green (1.65) and rising
TABLE 2:
W_RSI@50: Green (price above)
D_RSI@50: Green (price above)
Sto50@50: Green (price above midpoint)
Sto12@50: Green (price above midpoint)
Interpretation: Strong bullish trend confirmed across multiple timeframes
Action: Look for long entries on pullbacks to @50 or @30 levels
```
### Bearish Setup:
```
TABLE 1:
AnEMA29: Red (-12°) across all 3 bars
PDMDR: Red (0.45) and falling
TABLE 2:
W_RSI@50: Red (price below)
D_RSI@50: Red (price below)
Sto50@50: Red (price below midpoint)
Interpretation: Strong bearish trend confirmed
Action: Look for short entries on rallies to @50 or @70 levels
```
### Reversal Signal:
```
TABLE 1:
-2D: Red, -1D: Yellow, 0D: Green (momentum shifting)
TABLE 2:
Price just crossed above multiple @50 levels
Colors changing from red to green
Interpretation: Potential trend reversal in progress
Action: Wait for confirmation, consider early long entry with tight stop
```
---
## 🔍 Troubleshooting
### "Values don't match AmiBroker exactly"
- Check you're on the same timeframe
- Verify the symbol is identical
- Compare historical data (last 20 closes)
- Small differences (<1%) are normal
### "Tables are overlapping"
- Adjust positions in code
- Use different combinations (top/middle/bottom with left/center/right)
### "Colors seem wrong"
- Verify current close price
- Check if you're comparing same bar
- Ensure both platforms use same session times
### "Script takes too long"
- Use on Daily or higher timeframes
- The RSI band calculation is computationally intensive
- Don't run on tick-by-tick data
---
## 📝 Version History
**v3.0 (Final)** - Current version
- RSI band calculation verified correct
- Tables positioned bottom-left and middle-left
- All values match AmiBroker
- Production ready ✅
**v2.0**
- Fixed RSI band algorithm order (calculate before updating P/N)
- Improved variable scope handling
**v1.0**
- Initial implementation
- Had incorrect RSI band calculation
---
## 📄 Files in Package
Stock Fundamental Overlay [DarwinDarma]Stock Fundamental Overlay
Stock Fundamental Overlay is a comprehensive valuation indicator that displays multiple fundamental analysis metrics directly on your price chart.
Key Features:
• Graham Number - Benjamin Graham's intrinsic value formula
• Book Value Per Share (BVPS) - Net asset value baseline
• DCF Valuation - Discounted Cash Flow analysis (non-financial stocks)
• DDM Valuation - Dividend Discount Model (dividend-paying stocks)
• Visual Value Zones - Color-coded undervalued/overvalued regions
• Real-time Fundamental Table - Live metrics and valuations
• Price vs Graham Comparison - Quick valuation assessment
• Built-in Alerts - Notification when price crosses key levels
Valuation Models:
• Graham Number: √(22.5 × EPS × BVPS)
• DCF: Customizable discount rate, growth rate, and forecast period
• DDM: Gordon Growth Model for dividend analysis
Visual Elements:
• Plot lines for BVPS, Graham Number, and DCF values
• Shaded value zone between BVPS and Graham Number
• Background coloring: Deep value (below BVPS), Undervalued (below Graham), Overvalued (>1.5x Graham)
• Dynamic table showing all metrics with theme-aware text colors
Special Handling:
• Financial sector detection - DCF disabled for banks/financials where FCF metrics are distorted
• Automatic light/dark theme adaptation
• TTM (Trailing Twelve Months) data for current metrics
How to Use - Value Investing Approach:
1. Identifying Undervalued Stocks:
• Look for price trading BELOW the Graham Number (green zone) - potential value opportunity
• Deep value: Price below BVPS indicates trading below net asset value
• Check "Price vs Graham" % in table - negative values suggest undervaluation
• Compare multiple models: When price is below Graham, DCF, and BVPS simultaneously, stronger buy signal
2. Margin of Safety:
• Benjamin Graham recommended buying at 2/3 of intrinsic value (33% margin of safety)
• Monitor the gap between current price and valuation lines
• Larger gaps = greater margin of safety = lower downside risk
• Use the shaded "Value Zone" as your target buying range
3. Setting Alerts:
• "Price Below Graham Number" - Notifies when stock enters value territory
• "Price Below Book Value" - Extreme value alert for deep value hunters
• "Price Below DCF Value" - Cash flow-based value signal
• Set alerts on watchlist stocks to catch value opportunities
4. Customizing for Your Strategy:
• Conservative investors: Use lower growth rates (3-4%) and higher discount rates (12-15%)
• Growth-value investors: Adjust growth rate (6-8%) for quality compounders
• Dividend investors: Focus on DDM value and Div/Share metrics
• Adjust forecast years based on business predictability (stable = 10 years, cyclical = 5 years)
5. Red Flags to Avoid:
• Negative EPS or FCF (red values in table) - proceed with caution
• Financial sector stocks - Use DDM and Graham, ignore DCF
• Price far above Graham (>1.5x) with red background = overvalued territory
• No fundamental data = "N/A" in table - stock may lack reporting or be too small
• Stock persistently below BVPS for extended periods - potential value trap or business in distress
• Price significantly above ALL models (BVPS, Graham, DCF) - sentiment-driven, lacks intrinsic value foundation (fragile)
⚠️ Important Value Investing Warnings:
• Value Trap Alert: A stock staying below BVPS for months/years may signal fundamental deterioration, asset impairments, or dying industry - not just "cheap." Investigate WHY it's cheap before buying
• Sentiment Bubble Risk: When price trades far above BVPS, Graham Number, AND DCF simultaneously, the stock has no intrinsic value basis. Examples: commodity stocks during boom cycles (gold miners in gold rallies), meme stocks, hype-driven sectors. These are highly fragile and vulnerable to mean reversion
• Cyclical Trap: Commodity/cyclical stocks can appear "cheap" at peak earnings (low P/E, high FCF) but are actually expensive. Normalize earnings across the cycle before valuing
• Quality Matters: Some excellent businesses (asset-light, high ROIC) naturally trade above book value. Don't avoid quality - adjust expectations for business model
6. Monitoring Positions:
• Watch for price approaching or exceeding Graham Number - consider taking profits
• Track EPS and FCF trends quarter-to-quarter in the table
• If fundamentals deteriorate (falling BVPS, negative FCF), reassess thesis
• Use background colors for quick visual check: green = hold/buy, red = overvalued
Perfect for:
Value investors seeking multi-model fundamental analysis, long-term investors comparing intrinsic value to market price, dividend investors evaluating yield stocks, and fundamental traders looking for entry/exit signals.
Note: Only works with stocks that have financial data available. Not applicable to crypto, forex, or futures. This indicator provides analysis tools; always conduct thorough research and due diligence before investing.
PM Range Breaker [CHE] PM Range Breaker — Premarket bias with first-five range breaks, optional SWDEMA regime latch, and simple two-times-range targets
Summary
This indicator sets a once-per-day directional bias during New York premarket and then tracks a strict first-five-minutes range from the session open. After the first five complete, it marks clean breakouts and can project targets at two times the measured range. A second mode latches an EMA-based regime to inform the bias and optional background tinting. A compact panel reports live state, first-five levels, and rolling hit rates of both bias modes using a user-defined midday close for statistics.
Motivation: Why this design?
Intraday traders often get whipsawed by early noise or by fast flips in trend filters. This script commits to a bias at a single premarket minute and then waits for the market to present an objective structure: the first-five range. Breaks after that window are clearer and easier to manage. The alternative SWDEMA regime gives a slower, latched context for users who prefer a trend scaffold rather than a midpoint reference.
What’s different vs. standard approaches?
Baseline: Typical open-range-breakout lines or a single moving-average filter without daily commitment.
Architecture differences:
Bias decision at a fixed New York time using either a midpoint lookback (“Classic”) or a two-EMA regime latch (“SWDEMA”).
Strict five-minute window from session open; breakout shapes print only after that window.
Single-shot breakout direction per session (debounce) and optional two-times-range targets.
On-chart panel with hit rates using a configurable midday close for statistics.
Practical effect: Cleaner visuals, fewer repeated signals, and a traceable daily decision that can be evaluated over time.
How it works (technical)
Time handling uses New York session times for premarket decision, open, first-five end, and a midday statistics checkpoint.
Classic bias: A midpoint is computed from the highest and lowest over a user period; at the premarket minute, the bias is set long when the close is above the midpoint, short otherwise.
SWDEMA bias: Two EMAs define a regime score that requires price and trend agreement; when both agree on a confirmed bar, the regime latches. At the premarket minute, the daily bias is set from the current regime.
The first-five range captures high and low from open until the end minute, then freezes. Breakouts are detected after that window using close-based cross logic.
The script draws range lines and optional targets at two times the frozen range. A session break direction latch prevents duplicate break markers.
Statistics compare daily open and a configurable midday close to record if the chosen bias aligned with the move.
Optional elements include EMA lines, midpoint line, latched-regime background, and regime switch markers.
Data aggregation for day logic and the first-five window is sampled on one-minute data with explicit lookahead off. On charts above one minute, values update intra-bar until the underlying minute closes.
Parameter Guide
Premarket Start (NY) — Minute when the bias is decided — Default: 08:30 — Move earlier for more stability; later for recency.
Market Open (NY) — Session start used for the first-five window — Default: 09:30 — Align to instrument’s RTH if different.
First-5 End (NY) — End of the first-five window — Default: 09:35 — Extend slightly to capture wider opening ranges.
Day End (NY) for Stats — Midday checkpoint for hit rate — Default: 12:00 — Use a later time for a longer evaluation window.
Show First-5 Lines — Draw the frozen range lines — Default: On — Turn off if your chart is crowded.
Show Bias Background (Session) — Tint by daily bias during session — Default: On — Useful for directional context.
Show Break Shapes — Print breakout triangles — Default: On — Disable if you only want lines and alerts.
Show 2R Targets (Optional) — Plot targets at two times the range — Default: On — Switch off if you manage exits differently.
Line Length Right — Extension length of drawn lines — Default: 20 (bars) — Increase for slower timeframes.
High/Low Line Colors — Visual colors for range levels — Defaults: Green/Red — Adjust to your theme.
Long/Short Bias Colors — Background tints — Defaults: Green/Red with high transparency — Lower transparency for stronger emphasis.
Show Corner Panel — Enable the info panel — Default: On — Centralizes status and numbers.
Show Hit Rates in Panel — Include success rates — Default: On — Turn off to reduce panel rows.
Panel Position — Anchor on chart — Default: Top right — Move to avoid overlap.
Panel Size — Text size in panel — Default: Small — Increase on high-resolution displays.
Dark Panel — Dark theme for the panel — Default: On — Match your chart background.
Show EMA Lines — Plot blue and red EMAs — Default: Off — Enable for SWDEMA context.
Show Midpoint Line — Plot the midpoint — Default: Off — Useful for Classic mode visualization.
Midpoint Lookback Period — Bars for high-low midpoint — Default: 300 — Larger values stabilize; smaller values respond faster.
Midpoint Line Color — Color for midpoint — Default: Gray — A neutral line works best.
SWDEMA Lengths (Blue/Red) — Periods for the two EMAs — Defaults: 144 and 312 — Longer values reduce flips.
Sources (Blue/Red) — Price sources — Defaults: Close and HLC3 — Adjust if you prefer consistency.
Offsets (Blue/Red) — Pixel offsets for EMA plots — Defaults: zero — Use only for visual shift.
Show Latched Regime Background — Background by SWDEMA regime — Default: Off — Separate from session bias.
Latched Background Transparency — Opacity of regime background — Default: eighty-eight — Lower value for stronger tint.
Show Latch Switch Markers — Plot regime change markers — Default: Off — For auditing regime changes.
Bias Mode — Classic midpoint or SWDEMA latch — Default: Classic — Choose per your style.
Background Mode — Session bias or SWDEMA regime — Default: Session — Decide which background narrative you want.
Reading & Interpretation
Panel: Shows the active bias, first-five high and low, and a state that reads Building during the window, Ready once frozen, and Break arrows when a breakout occurs. Hit rates show the percentage of days where each bias mode aligned with the midday move.
Colors and shapes: Green background implies long bias; red implies short bias. Triangle markers denote the first valid breakout after the first-five window. Optional regime markers flag regime changes.
Lines: First-five high and low form the core structure. Optional targets mark a level at two times the frozen range from the breakout side.
Practical Workflows & Combinations
Trend following: Choose a bias mode. Wait for the first clean breakout after the first-five window in the direction of the bias. Confirm with structure such as higher highs and higher lows or lower highs and lower lows.
Exits and risk: Conservative users can trail behind the opposite side of the first-five range. Aggressive users can scale near the two-times-range target.
Multi-asset and multi-TF: Works well on intraday timeframes from one minute upward. For non-US sessions, adjust the time inputs to the instrument’s regular trading hours.
Behavior, Constraints & Performance
Repaint and confirmation: Bias and regime decisions use confirmed bars. Breakout signals evaluate on bar close at the chart timeframe. On higher timeframes, minute-based sources update within the live bar until the minute closes.
security and HTF: The script samples one-minute data. Lookahead is off. Values stabilize once the source minute closes.
Resources: `max_bars_back` is five thousand. Drawing objects and the panel update efficiently, with position extensions handled on the last bar.
Known limits: Midday statistics use the configured time, not the official daily close. Session logic assumes New York session timing. Targets are simple multiples of the first-five range and do not adapt to volatility beyond that structure.
Sensible Defaults & Quick Tuning
Start with Classic bias, midpoint lookback at three hundred, and all visuals on.
Too many flips in context → switch to SWDEMA mode or increase EMA lengths.
Breakouts feel noisy → extend the first-five end by a minute or two, or wait for a retest by your own rules.
Too sluggish → reduce midpoint lookback or shorten EMA lengths.
Chart cluttered → hide EMA or midpoint lines and keep only range levels and breakout shapes.
What this indicator is—and isn’t
This is a visualization and signal layer for session bias and first-five structure. It does not manage orders, position sizing, or risk. It is not predictive. Use it alongside market structure, execution rules, and independent risk controls.
Disclaimer
The content provided, including all code and materials, is strictly for educational and informational purposes only. It is not intended as, and should not be interpreted as, financial advice, a recommendation to buy or sell any financial instrument, or an offer of any financial product or service. All strategies, tools, and examples discussed are provided for illustrative purposes to demonstrate coding techniques and the functionality of Pine Script within a trading context.
Any results from strategies or tools provided are hypothetical, and past performance is not indicative of future results. Trading and investing involve high risk, including the potential loss of principal, and may not be suitable for all individuals. Before making any trading decisions, please consult with a qualified financial professional to understand the risks involved.
By using this script, you acknowledge and agree that any trading decisions are made solely at your discretion and risk.
Do not use this indicator on Heikin-Ashi, Renko, Kagi, Point-and-Figure, or Range charts, as these chart types can produce unrealistic results for signal markers and alerts.
Best regards and happy trading
Chervolino
Many thanks to LonesomeTheBlue
for the original work. I adapted the midpoint calculation for this script. www.tradingview.com
[LTS] Marubozu Candle StrategyOVERVIEW
The Marubozu Candle Strategy identifies and trades wickless candles (Marubozu patterns) with dynamic take-profit and stop-loss levels based on market volatility. This indicator combines traditional Japanese candlestick pattern recognition with modern volatility-adjusted risk management and includes a comprehensive performance tracking dashboard.
A Marubozu candle is a powerful continuation pattern characterized by the complete absence of wicks on one side, indicating strong directional momentum. This strategy specifically detects:
- Bullish Marubozu: Close > Open AND Low = Open (no lower wick)
- Bearish Marubozu: Close < Open AND High = Open (no upper wick)
When price returns to test these levels, the indicator generates trading signals with predefined risk-reward parameters.
CORE METHODOLOGY
Detection Logic:
The script scans each bar for Marubozu formations using precise price comparisons. When a wickless candle appears, a horizontal line extends from the opening price, marking it as a potential support (bullish) or resistance (bearish) level. These levels remain active until price touches them or until the maximum line limit is reached.
EMA Filter (Optional):
An exponential moving average filter enhances signal quality by requiring proper trend alignment. For bullish signals, price must be above the EMA when touching the level. For bearish signals, price must be below the EMA. This filter reduces counter-trend trades and improves win rates in trending markets. Users can disable this filter for range-bound conditions.
Dynamic Risk Management:
The strategy employs ATR-based (Average True Range) position sizing rather than fixed point values. This approach adapts to market volatility automatically:
- In low volatility: Tighter stops and targets
- In high volatility: Wider stops and targets proportional to market movement
Default settings use a 2:1 reward-to-risk ratio (1x ATR for take-profit, 0.5x ATR for stop-loss), but users can adjust these multipliers to match their trading style.
HOW IT WORKS
Step 1 - Pattern Detection:
On each bar, the indicator evaluates whether the candle qualifies as a Marubozu by comparing the high, low, open, and close prices. When detected, the opening price becomes the key level.
Step 2 - Level Management:
Horizontal lines extend from each Marubozu's opening price. The indicator maintains two separate arrays: one for unbroken levels (actively extending) and one for broken levels (historical reference). Users can configure how many of each type to display, preventing chart clutter while maintaining relevant context.
Step 3 - Signal Generation:
When price returns to touch a Marubozu level, the indicator evaluates the EMA filter condition. If the filter passes (or is disabled), the script draws TP/SL boxes showing the expected profit and loss zones based on current ATR values.
Step 4 - Trade Tracking:
Each valid signal enters the tracking system, which monitors subsequent price action to determine outcomes. The script identifies whether the take-profit or stop-loss was hit first (discarding trades where both trigger on the same candle to avoid ambiguous results).
PERFORMANCE DASHBOARD
The integrated dashboard provides real-time strategy analytics to automatically convert results to dollar values for any instrument:
Tracked Metrics:
- Total Trades: Complete count of closed positions
- Wins/Losses: Individual counts with color coding
- Win Rate: Success percentage with dynamic color (green >= 50%, red < 50%)
- Total P&L: Cumulative profit/loss in dollars
- Avg Win: Mean dollar amount per winning trade
- Avg Loss: Mean dollar amount per losing trade
NOTE: The dollar values shown in the dashboard are for trading only a single share/contract/etc. You will need to manually multiply those numbers by the amount of shares/contracts you are trading to get a true value.
The dollar conversion works automatically across all markets:
- Futures contracts (ES, NQ, CL, etc.) use their contract specifications
- Forex pairs use standard lot calculations
- Stocks and crypto use their respective point values
This eliminates manual calculation and provides immediate performance feedback in meaningful currency terms.
CUSTOMIZATION OPTIONS
ATR Settings:
- ATR Period: Lookback length for volatility calculation (default: 14)
- TP Multiplier: Take-profit distance as multiple of ATR (default: 3.0)
- SL Multiplier: Stop-loss distance as multiple of ATR (default: 1.5)
EMA Settings:
- EMA Length: Period for trend filter calculation (default: 9)
- Use EMA Filter: Toggle trend confirmation requirement (default: enabled)
Visual Settings:
- Bullish Color: Color for long signals and wins (default: green)
- Bearish Color: Color for short signals and losses (default: red)
- EMA Color: Color for trend filter line (default: orange)
- Line Width: Thickness of Marubozu level lines (1-5, default: 2)
- EMA Width: Thickness of EMA line (1-5, default: 2)
Line Management:
- Max Unbroken Lines: Limit for active extending lines (default: 10)
- Max Broken Lines: Limit for historical touched lines (default: 5)
Dashboard Settings:
- Show Dashboard: Toggle performance display on/off
- Dashboard Position: Corner placement (4 options)
- Dashboard Size: Text size selection (Tiny/Small/Normal/Large)
HOW TO USE
1. Add the indicator to your chart
2. Adjust ATR multipliers based on your risk tolerance (higher values = more conservative)
3. Configure the EMA filter based on market conditions (enable for trending, disable for ranging)
4. Set line limits to match your visual preference and chart timeframe
5. Monitor the dashboard to track strategy performance in real-time
6. Use the TP/SL boxes as reference levels for manual trades or automation
Best Practices:
- Enable EMA filter in strongly trending markets
- Disable EMA filter if you want more trade signals but at lower quality
- Increase ATR multipliers in highly volatile markets
- Decrease ATR multipliers for tighter, more frequent trades
- Review avg win/loss ratio to ensure positive expectancy
UNIQUE FEATURES
Unlike basic Marubozu detectors, this strategy provides:
1. Automatic level tracking with memory management
2. Volatility-adjusted risk parameters instead of fixed values
3. Optional trend confirmation via EMA filter
4. Real-time performance analytics with automatic dollar conversion
5. Separate tracking of wins/losses with individual averages
6. Configurable visual display to prevent chart clutter
7. Complete transparency with all logic visible in open-source code
Alerts Killzones + PD/WL/ML Levels (No Labels)This indicator automatically highlights the London and New York killzones and triggers alerts at key price levels — without adding any labels or text clutter to the chart.
Features:
Highlights London (10:00–13:00) and New York (15:00–17:00) sessions (GMT+3, Romania).
Draws and updates key levels automatically:
PDH / PDL – Previous Day High & Low
WH / WL – Previous Week High & Low
MH / ML – Previous Month High & Low
Alerts when price touches any of these levels.
Alerts at session opens and closes for both London and New York.
Clean interface – no labels or extra markers on chart.
Ideal for:
Traders who follow ICT concepts, session-based setups, or liquidity sweeps and want precise alerts without chart noise.
RSI Divergence Strategy v6 What this does
Detects regular and hidden divergences between price and RSI using confirmed RSI pivots. Adds RSI@pivot entry gates, a normalized strength + volume filter, optional volume gate, delayed entries, and transparent risk management with rigid SL and activatable trailing. Visuals are throttled for clarity and include a gap-free horizontal RSI gradient.
How it works (simple)
🧮 RSI is calculated on your selected source/period.
📌 RSI pivots are confirmed with left/right lookbacks (lbL/lbR). A pivot becomes final only after lbR bars; before that, it can move (expected).
🔎 The latest confirmed pivot is compared against the previous confirmed pivot within your bar window:
• Regular Bullish = price lower low + RSI higher low
• Hidden Bullish = price higher low + RSI lower low
• Regular Bearish = price higher high + RSI lower high
• Hidden Bearish = price lower high + RSI higher high
💪 Each divergence gets a strength score that multiplies price % change, RSI change, and a volume ratio (Volume SMA / Baseline Volume SMA).
• Set Min divergence strength to filter tiny/noisy signals.
• Turn on the volume gate to require volume ratio ≥ your threshold (e.g., 1.0).
🎯 RSI@pivot gating:
• Longs only if RSI at the bullish pivot ≤ 30 (default).
• Shorts only if RSI at the bearish pivot ≥ 70 (default).
⏱ Entry timing:
• Immediate: on divergence confirm (delay = 0).
• Delayed: after N bars if RSI is still valid.
• RSI-only mode: ignore divergences; use RSI thresholds only.
🛡 Risk:
• Rigid SL is placed from average entry.
• Trailing activates only after unrealized gain ≥ threshold; it re-anchors on new highs (long) or new lows (short).
What’s NEW here (vs. the reference) — and why you may care
• Improved pivots + bar window → fewer early/misaligned signals; cleaner drawings.
• RSI@pivot gates → entries aligned with true oversold/overbought at the exact decision bar.
• Normalized strength + volume gate → ignore weak or low-volume divergences.
• Delayed entries → require the signal to persist N bars if you want more confirmation.
• Rigid SL + activatable trailing → trailing engages only after a cushion, so it’s less noisy.
• Clutter control + gradient → readable chart with a smooth RSI band look.
Suggested starting values (clear ranges)
• RSI@pivot thresholds: LONG ≤ 30 (oversold), SHORT ≥ 70 (overbought).
• Min divergence strength:
0.0 = off
3–6 = moderate filter
7–12 = strict filter for noisy LTFs
• Volume gate (ratio):
1.0 = at least baseline volume
1.2–1.5 = strong-volume only (fewer but cleaner signals)
• Pivot lookbacks:
lbL 1–2, lbR 3–4 (raise lbR to confirm later and reduce noise)
• Bar window (between pivots):
Min 5–10, Max 30–60 (increase Min if you see micro-pivots; increase Max for wider structures)
• Risk:
Rigid SL 2–5% on liquid majors; 5–10% on higher-volatility symbols
Trailing activation 1–3%, trailing 0.5–1.5% are common intraday starts
Plain-text examples
• BTCUSDT 1h → RSI 9, lbL 1, lbR 3, Min strength 5.0, Volume gate 1.0, SL 4.5%, Trail on 2.0%, Trail 1.0%.
• SPY 15m → RSI 8, lbL 1, lbR 3, Min strength 7.0, Volume gate 1.2, SL 3.0%, Trail on 1.5%, Trail 0.8%.
• EURUSD 4h → RSI 14, lbL 2, lbR 4, Min strength 4.0, Volume gate 1.0, SL 2.5%, Trail on 1.0%, Trail 0.5%.
Notes & limitations
• Pivot confirmation means the newest candidate pivot can move until lbR confirms it (expected).
• Results vary by timeframe/symbol/settings; always forward-test.
• Educational tool — no performance or profit claims.
Credits
• RSI by J. Welles Wilder Jr. (1978).
• Reference divergence script by eemani123:
• This version by tagstrading 2025 adds: improved pivot engine, RSI@pivot gating, normalized strength + optional volume gate, delayed entries, rigid SL and activatable trailing, and a gap-free RSI gradient.
Advanced HMM - 3 States CompleteHidden Markov Model
Aconsistent challenge for quantitative traders is the frequent behaviour modification of financial
markets, often abruptly, due to changing periods of government policy, regulatory environment
and other macroeconomic effects. Such periods are known as market regimes. Detecting such
changes is a common, albeit difficult, process undertaken by quantitative market participants.
These various regimes lead to adjustments of asset returns via shifts in their means, variances,
autocorrelation and covariances. This impacts the effectiveness of time series methods that rely
on stationarity. In particular it can lead to dynamically-varying correlation, excess kurtosis ("fat
tails"), heteroskedasticity (volatility clustering) and skewed returns.
There is a clear need to effectively detect these regimes. This aids optimal deployment of
quantitative trading strategies and tuning the parameters within them. The modeling task then
becomes an attempt to identify when a new regime has occurred adjusting strategy deployment,
risk management and position sizing criteria accordingly.
A principal method for carrying out regime detection is to use a statistical time series tech
nique known as a Hidden Markov Model . These models are well-suited to the task since they
involve inference on "hidden" generative processes via "noisy" indirect observations correlated
to these processes. In this instance the hidden, or latent, process is the underlying regime state,
while the asset returns are the indirect noisy observations that are influenced by these states.
MAIN FEATURES OF THE INDICATOR
The "Advanced HMM - 3 States Complete" indicator is an advanced technical analysis tool that uses Hidden Markov Model (HMM) to identify three main market regimes: BULL, BEAR, and SIDEWAYS.
🎯 KEY FEATURES:
1. HMM-based Trend Detection
3 market states: Bull (0), Bear (1), Sideways (2)
Dynamic probabilities: Calculates probability for each state based on price data
Transition matrix: Models state transitions between regimes
2. Analytical Features
Price volatility: Log returns and standard deviation
Momentum: Rate of Change (ROC)
Volume: Volume ratio vs moving average
Data normalization: Standardizes features to common scale
3. Visual Trading Signals
text
📍 BUY Signals:
- Green upward triangle below bars
- "LONG" label in green
📍 SELL Signals:
- Red downward triangle above bars
- "SHORT" label in red
📍 EXIT Signals:
- Orange X marks when transitioning to sideways
4. Information Display
Probability table (top-right): Shows percentage for each state
State label: Current regime with probability percentages
Chart background color: Reflects dominant market state
5. Automated Alerts
Alerts when new Bull/Bear market detected
Alerts when market transitions to sideways
Configurable TradingView notifications
6. Customizable Parameters
pinescript
length: 100 // Lookback period
smoothing_period: 20 // Probability smoothing
volatility_threshold: 0.5 // Volatility threshold
💡 PRACTICAL APPLICATIONS:
Identify primary trends with quantified probabilities
Entry/exit signals based on state transitions
Risk management during sideways markets
Trend confirmation when combined with other indicators
This indicator is particularly useful for market regime analysis and identifying trend transition points using advanced statistical probability methods.
🔧 TECHNICAL IMPLEMENTATION:
Composite observation: Weighted combination of returns (40%), momentum (30%), and volatility (30%)
Gaussian emission probabilities: Different distributions for each state
Manual HMM updates: Avoids matrix computation limitations in Pine Script
Real-time smoothing: EMA applied to state probabilities
The indicator provides institutional-grade regime detection in a visually intuitive package suitable for both discretionary and systematic traders.
Pivot Regime Anchored VWAP [CHE] Pivot Regime Anchored VWAP — Detects body-based pivot regimes to classify swing highs and lows, anchoring volume-weighted average price lines directly at higher highs and lower lows for adaptive reference levels.
Summary
This indicator identifies shifts between top and bottom regimes through breakouts in candle body highs and lows, labeling swing points as higher highs, lower highs, lower lows, or higher lows. It then draws anchored volume-weighted average price lines starting from the most recent higher high and lower low, providing dynamic support and resistance that evolve with volume flow. These anchored lines differ from standard volume-weighted averages by resetting only at confirmed swing extremes, reducing noise in ranging markets while highlighting momentum shifts in trends.
Motivation: Why this design?
Traders often struggle with static reference lines that fail to adapt to changing market structures, leading to false breaks in volatile conditions or missed continuations in trends. By anchoring volume-weighted average price calculations to body pivot regimes—specifically at higher highs for resistance and lower lows for support—this design creates reference levels tied directly to price structure extremes. This approach addresses the problem of generic moving averages lagging behind swing confirmations, offering a more context-aware tool for intraday or swing trading.
What’s different vs. standard approaches?
- Baseline reference: Traditional volume-weighted average price indicators compute a running total from session start or fixed periods, often ignoring price structure.
- Architecture differences:
- Regime detection via body breakout logic switches between high and low focus dynamically.
- Anchoring limited to confirmed higher highs and lower lows, with historical recalculation for accurate line drawing.
- Polyline rendering rebuilds only on the last bar to manage performance.
- Practical effect: Charts show fewer, more meaningful lines that start at swing points, making it easier to spot confluences with structure breaks rather than cluttered overlays from continuous calculations.
How it works (technical)
The indicator first calculates the maximum and minimum of each candle's open and close to define body highs and lows. It then scans a lookback window for the highest body high and lowest body low. A top regime triggers when the body high from the lookback period exceeds the window's highest, and a bottom regime when the body low falls below the window's lowest. These regime shifts confirm pivots only when crossing from one state to the other.
For top pivots, it compares the new body high against the previous swing high: if greater, it marks a higher high and anchors a new line; otherwise, a lower high. The same logic applies inversely for bottom pivots. Anchored lines use cumulative price-volume products and volumes from the anchor bar onward, subtracting prior cumulatives to isolate the segment. On pivot confirmation, it loops backward from the current bar to the anchor, computing and storing points for the line. New points append as bars advance, ensuring the line reflects ongoing volume weighting.
Initialization uses persistent variables to track the last swing values and anchor bars, starting with neutral states. Data flows from regime detection to pivot classification, then to anchoring and point accumulation, with lines rendered globally on the final bar.
Parameter Guide
Pivot Length — Controls the lookback window for detecting body breakouts, influencing pivot frequency and sensitivity to recent action. Shorter values catch more pivots in choppy conditions; longer smooths for major swings. Default: 30 (bars). Trade-offs/Tips: Min 1; for intraday, try 10–20 to reduce lag but watch for noise; on daily, 50+ for stability.
Show Pivot Labels — Toggles display of text markers at swing points, aiding quick identification of higher highs, lower highs, lower lows, or higher lows. Default: true. Trade-offs/Tips: Disable in multi-indicator setups to declutter; useful for backtesting structure.
HH Color — Sets the line and label color for higher high anchored lines, distinguishing resistance levels. Default: Red (solid). Trade-offs/Tips: Choose contrasting hues for dark/light themes; pair with opacity for fills if added later.
LL Color — Sets the line and label color for lower low anchored lines, distinguishing support levels. Default: Lime (solid). Trade-offs/Tips: As above; green shades work well for bullish contexts without overpowering candles.
Reading & Interpretation
Higher high labels and red lines indicate potential resistance zones where volume weighting begins at a new swing top, suggesting sellers may defend prior highs. Lower low labels and lime lines mark support from a fresh swing bottom, with the line's slope reflecting buyer commitment via volume. Lower highs or higher lows appear as labels without new anchors, signaling possible range-bound action. Line proximity to price shows overextension; crosses may hint at regime shifts, but confirm with volume spikes.
Practical Workflows & Combinations
- Trend following: Enter longs above a rising lower low anchored line after higher low confirmation; filter with rising higher highs for uptrends. Use line breaks as trailing stops.
- Exits/Stops: In downtrends, exit shorts below a higher high line; set aggressive stops above it for scalps, conservative below for swings. Pair with momentum oscillators for divergence.
- Multi-asset/Multi-TF: Defaults suit forex/stocks on 1H–4H; on crypto 15M, shorten length to 15. Scale colors for dark themes; combine with higher timeframe anchors for confluence.
Behavior, Constraints & Performance
Closed-bar logic ensures pivots confirm after the lookback period, with no repainting on historical bars—live bars may adjust until regime shift. No higher timeframe calls, so minimal repaint risk beyond standard delays. Resources include a 2000-bar history limit, label/polyline caps at 200/50, and loops for historical point filling (up to current bar count from anchor, typically under 500 iterations). Known limits: In extreme gaps or low-volume periods, anchors may skew; lines absent until first pivots.
Sensible Defaults & Quick Tuning
Start with the 30-bar length for balanced pivot detection across most assets. For too-frequent pivots in ranges, increase to 50 for fewer signals. If lines lag in trends, reduce to 20 and enable labels for visual cues. In low-volatility assets, widen color contrasts; test on 100-bar history to verify stability.
What this indicator is—and isn’t
This is a structure-aware visualization layer for anchoring volume-weighted references at swing extremes, enhancing manual analysis of regimes and levels. It is not a standalone signal generator or predictive model—always integrate with broader context like order flow or news. Use alongside risk management and position sizing, not as isolated buy/sell triggers.
Many thanks to LuxAlgo for the original script "McDonald's Pattern ". The implementation for body pivots instead of wicks uses a = max(open, close), b = min(open, close) and then highest(a, length) / lowest(b, length). This filters noise from the wicks and detects breakouts over/under bodies. Unusual and targeted, super innovative.
Disclaimer
The content provided, including all code and materials, is strictly for educational and informational purposes only. It is not intended as, and should not be interpreted as, financial advice, a recommendation to buy or sell any financial instrument, or an offer of any financial product or service. All strategies, tools, and examples discussed are provided for illustrative purposes to demonstrate coding techniques and the functionality of Pine Script within a trading context.
Any results from strategies or tools provided are hypothetical, and past performance is not indicative of future results. Trading and investing involve high risk, including the potential loss of principal, and may not be suitable for all individuals. Before making any trading decisions, please consult with a qualified financial professional to understand the risks involved.
By using this script, you acknowledge and agree that any trading decisions are made solely at your discretion and risk.
Do not use this indicator on Heikin-Ashi, Renko, Kagi, Point-and-Figure, or Range charts, as these chart types can produce unrealistic results for signal markers and alerts.
Best regards and happy trading
Chervolino
USD Session 8FX - LDN & NY (TF-invariant, Live + Table)What it is
A USD strength/weakness meter for the London (08:00–08:45) or New York (15:30–16:00/16:15) session. It blends the movement of 8 markets—EURUSD, GBPUSD, AUDUSD, NZDUSD, USDCHF, USDCAD, USDJPY, XAUUSD—into one Score that is timeframe-invariant (it uses a 1-minute “boundary TF” under the hood so changing chart TF doesn’t change the math).
Core logic (simple)
During the chosen session window, it records each symbol’s start and live end prices, computes returns, optionally normalizes by ATR (volatility), applies your weights, and averages anti-USD (EUR/GBP/AUD/NZD/XAU) vs USD-base (CHF/CAD/JPY) groups.
The final Score is the normalized sum of weighted contributions:
Score > 0 → “USD Strong”
Score < 0 → “USD Weak”
At the session close it freezes (“Locked”) the results so you can review them later.
What you see
Main plot: the USD Score line (with a 0 baseline).
Optional lines: Anti-USD average vs USD-base average (post-normalization, pre-weights).
Session background shading (London silver, New York aqua).
Live table with:
Each symbol’s % change, its weight, and its contribution to the Score.
TOP badges for the two biggest drivers (by absolute contribution).
A Side column (only for the two TOPs) showing BUY/SELL aligned with the USD verdict (e.g., if USD Strong → SELL anti-USD pairs like EURUSD, BUY USD-base like USDCHF).
Verdict row with USD Strong/Weak, the Score value, the window text, and whether you’re LIVE / CLOSED / FROZEN.
Trade Gate panel:
Shows Verdict (USD Strong/Weak), Bias OK/weak (|Score| vs your threshold), Top-1/Top-2 VWAP checks, an overall GATE: OK/NO, and an Entry hint string (e.g., “SELL EURUSD, BUY USDCHF”) when conditions align.
VWAP “Trade Gate”
It confirms alignment between the USD bias and price vs VWAP for the top movers:
If USD Strong: anti-USD symbols should be below VWAP (short bias), USD-base symbols above VWAP (long bias).
If USD Weak: the opposite.
Gate = OK only if |Score| ≥ minAbsScore and at least one of the two TOP symbols is on the correct side of VWAP.
Tip: set vwapTF to an intraday value (“1”, “5”, “15”) for reliable VWAP on higher-TF charts.
Alerts
At session close: “USD Strong/Weak – session close”.
Live threshold: alerts when |Score| crosses your intraday threshold up/down.
Entry hint (Gate OK): triggers when the Gate flips from NO → OK inside the window.
If you create an alert of type “Any alert() function call”, you also get a dynamic message like:
ENTRY HINT • Hint: SELL EURUSD, BUY USDCHF
Key inputs you can tweak
Session: London vs New York; NY end time 16:00 or 16:15.
Timezone: default Europe/Tirane.
Boundary TF: default “1” (keeps the indicator TF-invariant).
minAbsScore: sensitivity threshold for “Bias OK”.
ATR normalization (len): stabilizes comparisons across different volatility regimes.
VWAP settings: toggle panel and set vwapTF.
How to use (playbook)
Choose the session (e.g., New York 15:30–16:15), keep Boundary TF = 1.
If you’re on a higher-TF chart, set vwapTF = "1" or "5".
Watch Score and Verdict; when |Score| ≥ minAbsScore, bias is meaningful.
Check Top-1/Top-2 and the Trade Gate:
If Gate = OK, use the Entry hint (e.g., “SELL EURUSD, BUY USDCHF”) as the aligned idea.
Use your own execution rules (e.g., structure, risk, stops) on the suggested symbols.
After close, review the Frozen table to validate behavior and refine thresholds/weights.
Notes & edge cases
If some markets are illiquid/holiday, a few returns may be na; the script handles that gracefully.
If ta.vwap is na on high TFs, the Gate will simply not confirm—set vwapTF intraday.
You can customize weights (e.g., reduce XAUUSD to -0.3 or similar) to suit your basket philosophy.
If you want, I can add toggles to show Side for all 8 symbols, or print a one-line summary (e.g., “USD Strong • Score 0.23 • Gate OK • SELL EURUSD, BUY USDCHF”) in the top-left of the pane.
Historical Matrix Analyzer [PhenLabs]📊Historical Matrix Analyzer
Version: PineScriptv6
📌Description
The Historical Matrix Analyzer is an advanced probabilistic trading tool that transforms technical analysis into a data-driven decision support system. By creating a comprehensive 56-cell matrix that tracks every combination of RSI states and multi-indicator conditions, this indicator reveals which market patterns have historically led to profitable outcomes and which have not.
At its core, the indicator continuously monitors seven distinct RSI states (ranging from Extreme Oversold to Extreme Overbought) and eight unique indicator combinations (MACD direction, volume levels, and price momentum). For each of these 56 possible market states, the system calculates average forward returns, win rates, and occurrence counts based on your configurable lookback period. The result is a color-coded probability matrix that shows you exactly where you stand in the historical performance landscape.
The standout feature is the Current State Panel, which provides instant clarity on your active market conditions. This panel displays signal strength classifications (from Strong Bullish to Strong Bearish), the average return percentage for similar past occurrences, an estimated win rate using Bayesian smoothing to prevent small-sample distortions, and a confidence level indicator that warns you when insufficient data exists for reliable conclusions.
🚀Points of Innovation
Multi-dimensional state classification combining 7 RSI levels with 8 indicator combinations for 56 unique trackable market conditions
Bayesian win rate estimation with adjustable smoothing strength to provide stable probability estimates even with limited historical samples
Real-time active cell highlighting with “NOW” marker that visually connects current market conditions to their historical performance data
Configurable color intensity sensitivity allowing traders to adjust heat-map responsiveness from conservative to aggressive visual feedback
Dual-panel display system separating the comprehensive statistics matrix from an easy-to-read current state summary panel
Intelligent confidence scoring that automatically warns traders when occurrence counts fall below reliable thresholds
🔧Core Components
RSI State Classification: Segments RSI readings into 7 distinct zones (Extreme Oversold <20, Oversold 20-30, Weak 30-40, Neutral 40-60, Strong 60-70, Overbought 70-80, Extreme Overbought >80) to capture momentum extremes and transitions
Multi-Indicator Condition Tracking: Simultaneously monitors MACD crossover status (bullish/bearish), volume relative to moving average (high/low), and price direction (rising/falling) creating 8 binary-encoded combinations
Historical Data Storage Arrays: Maintains rolling lookback windows storing RSI states, indicator states, prices, and bar indices for precise forward-return calculations
Forward Performance Calculator: Measures price changes over configurable forward bar periods (1-20 bars) from each historical state, accumulating total returns and win counts per matrix cell
Bayesian Smoothing Engine: Applies statistical prior assumptions (default 50% win rate) weighted by user-defined strength parameter to stabilize estimated win rates when sample sizes are small
Dynamic Color Mapping System: Converts average returns into color-coded heat map with intensity adjusted by sensitivity parameter and transparency modified by confidence levels
🔥Key Features
56-Cell Probability Matrix: Comprehensive grid displaying every possible combination of RSI state and indicator condition, with each cell showing average return percentage, estimated win rate, and occurrence count for complete statistical visibility
Current State Info Panel: Dedicated display showing your exact position in the matrix with signal strength emoji indicators, numerical statistics, and color-coded confidence warnings for immediate situational awareness
Customizable Lookback Period: Adjustable historical window from 50 to 500 bars allowing traders to focus on recent market behavior or capture longer-term pattern stability across different market cycles
Configurable Forward Performance Window: Select target holding periods from 1 to 20 bars ahead to align probability calculations with your trading timeframe, whether day trading or swing trading
Visual Heat Mapping: Color-coded cells transition from red (bearish historical performance) through gray (neutral) to green (bullish performance) with intensity reflecting statistical significance and occurrence frequency
Intelligent Data Filtering: Minimum occurrence threshold (1-10) removes unreliable patterns with insufficient historical samples, displaying gray warning colors for low-confidence cells
Flexible Layout Options: Independent positioning of statistics matrix and info panel to any screen corner, accommodating different chart layouts and personal preferences
Tooltip Details: Hover over any matrix cell to see full RSI label, complete indicator status description, precise average return, estimated win rate, and total occurrence count
🎨Visualization
Statistics Matrix Table: A 9-column by 8-row grid with RSI states labeling vertical axis and indicator combinations on horizontal axis, using compact abbreviations (XOverS, OverB, MACD↑, Vol↓, P↑) for space efficiency
Active Cell Indicator: The current market state cell displays “⦿ NOW ⦿” in yellow text with enhanced color saturation to immediately draw attention to relevant historical performance
Signal Strength Visualization: Info panel uses emoji indicators (🔥 Strong Bullish, ✅ Bullish, ↗️ Weak Bullish, ➖ Neutral, ↘️ Weak Bearish, ⛔ Bearish, ❄️ Strong Bearish, ⚠️ Insufficient Data) for rapid interpretation
Histogram Plot: Below the price chart, a green/red histogram displays the current cell’s average return percentage, providing a time-series view of how historical performance changes as market conditions evolve
Color Intensity Scaling: Cell background transparency and saturation dynamically adjust based on both the magnitude of average returns and the occurrence count, ensuring visual emphasis on reliable patterns
Confidence Level Display: Info panel bottom row shows “High Confidence” (green), “Medium Confidence” (orange), or “Low Confidence” (red) based on occurrence counts relative to minimum threshold multipliers
📖Usage Guidelines
RSI Period
Default: 14
Range: 1 to unlimited
Description: Controls the lookback period for RSI momentum calculation. Standard 14-period provides widely-recognized overbought/oversold levels. Decrease for faster, more sensitive RSI reactions suitable for scalping. Increase (21, 28) for smoother, longer-term momentum assessment in swing trading. Changes affect how quickly the indicator moves between the 7 RSI state classifications.
MACD Fast Length
Default: 12
Range: 1 to unlimited
Description: Sets the faster exponential moving average for MACD calculation. Standard 12-period setting works well for daily charts and captures short-term momentum shifts. Decreasing creates more responsive MACD crossovers but increases false signals. Increasing smooths out noise but delays signal generation, affecting the bullish/bearish indicator state classification.
MACD Slow Length
Default: 26
Range: 1 to unlimited
Description: Defines the slower exponential moving average for MACD calculation. Traditional 26-period setting balances trend identification with responsiveness. Must be greater than Fast Length. Wider spread between fast and slow increases MACD sensitivity to trend changes, impacting the frequency of indicator state transitions in the matrix.
MACD Signal Length
Default: 9
Range: 1 to unlimited
Description: Smoothing period for the MACD signal line that triggers bullish/bearish state changes. Standard 9-period provides reliable crossover signals. Shorter values create more frequent state changes and earlier signals but with more whipsaws. Longer values produce more confirmed, stable signals but with increased lag in detecting momentum shifts.
Volume MA Period
Default: 20
Range: 1 to unlimited
Description: Lookback period for volume moving average used to classify volume as “high” or “low” in indicator state combinations. 20-period default captures typical monthly trading patterns. Shorter periods (10-15) make volume classification more reactive to recent spikes. Longer periods (30-50) require more sustained volume changes to trigger state classification shifts.
Statistics Lookback Period
Default: 200
Range: 50 to 500
Description: Number of historical bars used to calculate matrix statistics. 200 bars provides substantial data for reliable patterns while remaining responsive to regime changes. Lower values (50-100) emphasize recent market behavior and adapt quickly but may produce volatile statistics. Higher values (300-500) capture long-term patterns with stable statistics but slower adaptation to changing market dynamics.
Forward Performance Bars
Default: 5
Range: 1 to 20
Description: Number of bars ahead used to calculate forward returns from each historical state occurrence. 5-bar default suits intraday to short-term swing trading (5 hours on hourly charts, 1 week on daily charts). Lower values (1-3) target short-term momentum trades. Higher values (10-20) align with position trading and longer-term pattern exploitation.
Color Intensity Sensitivity
Default: 2.0
Range: 0.5 to 5.0, step 0.5
Description: Amplifies or dampens the color intensity response to average return magnitudes in the matrix heat map. 2.0 default provides balanced visual emphasis. Lower values (0.5-1.0) create subtle coloring requiring larger returns for full saturation, useful for volatile instruments. Higher values (3.0-5.0) produce vivid colors from smaller returns, highlighting subtle edges in range-bound markets.
Minimum Occurrences for Coloring
Default: 3
Range: 1 to 10
Description: Required minimum sample size before applying color-coded performance to matrix cells. Cells with fewer occurrences display gray “insufficient data” warning. 3-occurrence default filters out rare patterns. Lower threshold (1-2) shows more data but includes unreliable single-event statistics. Higher thresholds (5-10) ensure only well-established patterns receive visual emphasis.
Table Position
Default: top_right
Options: top_left, top_right, bottom_left, bottom_right
Description: Screen location for the 56-cell statistics matrix table. Position to avoid overlapping critical price action or other indicators on your chart. Consider chart orientation and candlestick density when selecting optimal placement.
Show Current State Panel
Default: true
Options: true, false
Description: Toggle visibility of the dedicated current state information panel. When enabled, displays signal strength, RSI value, indicator status, average return, estimated win rate, and confidence level for active market conditions. Disable to declutter charts when only the matrix table is needed.
Info Panel Position
Default: bottom_left
Options: top_left, top_right, bottom_left, bottom_right
Description: Screen location for the current state information panel (when enabled). Position independently from statistics matrix to optimize chart real estate. Typically placed opposite the matrix table for balanced visual layout.
Win Rate Smoothing Strength
Default: 5
Range: 1 to 20
Description: Controls Bayesian prior weighting for estimated win rate calculations. Acts as virtual sample size assuming 50% win rate baseline. Default 5 provides moderate smoothing preventing extreme win rate estimates from small samples. Lower values (1-3) reduce smoothing effect, allowing win rates to reflect raw data more directly. Higher values (10-20) increase conservatism, pulling win rate estimates toward 50% until substantial evidence accumulates.
✅Best Use Cases
Pattern-based discretionary trading where you want historical confirmation before entering setups that “look good” based on current technical alignment
Swing trading with holding periods matching your forward performance bar setting, using high-confidence bullish cells as entry filters
Risk assessment and position sizing, allocating larger size to trades originating from cells with strong positive average returns and high estimated win rates
Market regime identification by observing which RSI states and indicator combinations are currently producing the most reliable historical patterns
Backtesting validation by comparing your manual strategy signals against the historical performance of the corresponding matrix cells
Educational tool for developing intuition about which technical condition combinations have actually worked versus those that feel right but lack historical evidence
⚠️Limitations
Historical patterns do not guarantee future performance, especially during unprecedented market events or regime changes not represented in the lookback period
Small sample sizes (low occurrence counts) produce unreliable statistics despite Bayesian smoothing, requiring caution when acting on low-confidence cells
Matrix statistics lag behind rapidly changing market conditions, as the lookback period must accumulate new state occurrences before updating performance data
Forward return calculations use fixed bar periods that may not align with actual trade exit timing, support/resistance levels, or volatility-adjusted profit targets
💡What Makes This Unique
Multi-Dimensional State Space: Unlike single-indicator tools, simultaneously tracks 56 distinct market condition combinations providing granular pattern resolution unavailable in traditional technical analysis
Bayesian Statistical Rigor: Implements proper probabilistic smoothing to prevent overconfidence from limited data, a critical feature missing from most pattern recognition tools
Real-Time Contextual Feedback: The “NOW” marker and dedicated info panel instantly connect current market conditions to their historical performance profile, eliminating guesswork
Transparent Occurrence Counts: Displays sample sizes directly in each cell, allowing traders to judge statistical reliability themselves rather than hiding data quality issues
Fully Customizable Analysis Window: Complete control over lookback depth and forward return horizons lets traders align the tool precisely with their trading timeframe and strategy requirements
🔬How It Works
1. State Classification and Encoding
Each bar’s RSI value is evaluated and assigned to one of 7 discrete states based on threshold levels (0: <20, 1: 20-30, 2: 30-40, 3: 40-60, 4: 60-70, 5: 70-80, 6: >80)
Simultaneously, three binary conditions are evaluated: MACD line position relative to signal line, current volume relative to its moving average, and current close relative to previous close
These three binary conditions are combined into a single indicator state integer (0-7) using binary encoding, creating 8 possible indicator combinations
The RSI state and indicator state are stored together, defining one of 56 possible market condition cells in the matrix
2. Historical Data Accumulation
As each bar completes, the current state classification, closing price, and bar index are stored in rolling arrays maintained at the size specified by the lookback period
When the arrays reach capacity, the oldest data point is removed and the newest added, creating a sliding historical window
This continuous process builds a comprehensive database of past market conditions and their subsequent price movements
3. Forward Return Calculation and Statistics Update
On each bar, the indicator looks back through the stored historical data to find bars where sufficient forward bars exist to measure outcomes
For each historical occurrence, the price change from that bar to the bar N periods ahead (where N is the forward performance bars setting) is calculated as a percentage return
This percentage return is added to the cumulative return total for the specific matrix cell corresponding to that historical bar’s state classification
Occurrence counts are incremented, and wins are tallied for positive returns, building comprehensive statistics for each of the 56 cells
The Bayesian smoothing formula combines these raw statistics with prior assumptions (neutral 50% win rate) weighted by the smoothing strength parameter to produce estimated win rates that remain stable even with small samples
💡Note:
The Historical Matrix Analyzer is designed as a decision support tool, not a standalone trading system. Best results come from using it to validate discretionary trade ideas or filter systematic strategy signals. Always combine matrix insights with proper risk management, position sizing rules, and awareness of broader market context. The estimated win rate feature uses Bayesian statistics specifically to prevent false confidence from limited data, but no amount of smoothing can create reliable predictions from fundamentally insufficient sample sizes. Focus on high-confidence cells (green-colored confidence indicators) with occurrence counts well above your minimum threshold for the most actionable insights.
ICT First Presented FVG with Volume Imbalance [1st P. FVG + VI]The indicator identifies and highlights the first presented Fair Value Gap (FVG) occurringthe morning (09:30–10:00) and afternoon (13:30–14:00) session's first 30 minutes. It includes an optional feature to extend FVG zones when a volume imbalance (V.I.) is detected, providing additional context for areas of potential price inefficiency. This powerful combination helps traders identify significant market structure gaps that often act as support/resistance zones and potential price targets.
What is an FVG?
A Fair Value Gap, often abbreviated as FVG, is a price range on a chart where there is an inefficiency or imbalance in trading. This typically happens when price moves rapidly in one direction, leaving a gap between the wicks or bodies of three consecutive candles. For example, in a bullish move, if the low of the third candle is higher than the high of the first candle, the space between them is the FVG.
What is a Volume Imbalance?
A volume imbalance is a smaller, more precise inefficiency within price action, often visible as a "crack" or thin area in the price delivery. It represents a spot where the volume traded was not balanced between buyers and sellers, often seen as a thin wick or a gap between candle bodies.
FVG + Volume Imbalance:
When you have a fair value gap that contains a volume imbalance, it becomes a more significant area of interest. ICT teaches that you should not ignore a volume imbalance if it’s part of an FVG. In fact, you should use the volume imbalance in conjunction with the FVG to define your trading range more accurately
📊 Volume Imbalance Integration
Toggle Option: Enable/disable volume imbalance detection based on preference
Extended Boundaries: When enabled, FVG boundaries expand to include volume imbalance zones
Accurate Gap Sizing: Total gap calculation includes volume imbalance extensions
Multi-Scenario Support: Handles volume imbalances at start, end, or both sides of FVG formations
📈 Multiple Display Modes
Current Day: Shows only today's FVGs for clean chart analysis
Current Week: Displays all weekly FVGs for broader context
Forward Extension: Extends FVG boxes and CE, Upper/Lower Quadrant lines into the future
📊 Visualization
Bullish FVGs appear in semi-transparent blue or purple zones (depending on session).
Bearish FVGs appear in red or orange zones.
Optional dotted lines mark the CE (midpoint) of each FVG for additional reference.
Quadrant Division: Additional 25%/75% lines for large FVGs (configurable minimum gap size)
🎯 Smart Filtering
First Presentation Only: Only displays the initial FVG in each session, avoiding clutter
Minimum Gap Size: Configurable tick-based thresholds for AM and PM sessions
Core FVG Validation: Ensures only valid Fair Value Gaps are displayed
⚙️ Configuration Options
Display Settings
Show Mode: Current Day or Current Week view
Forward Extension: 1-500 bars projection
Day Labels: Toggle weekday labels in weekly mode
Text Color: Customizable label colors
Volume Imbalance Settings
Include Volume Imbalance: Master toggle for enhanced boundary calculation
Automatic Detection: Identifies imbalance scenarios without additional input
Session-Specific Settings
AM Session (09:30-10:00):
Enable/disable AM FVG detection
Customizable bullish/bearish colors
CE line visibility and coloring
Minimum gap size in ticks
PM Session (13:30-14:00):
Enable/disable PM FVG detection
Customizable bullish/bearish colors
CE line visibility and coloring
Minimum gap size in ticks
Quadrant Settings
Enable/Disable: Toggle quadrant line display
Minimum Gap: Tick threshold for quadrant activation
Line Style: Dotted, dashed, or solid
Color: Customizable quadrant line color
How It Works
FVG Boundary Calculation
Traditional FVG: High to Low (bullish) or Low to High (bearish)
Enhanced FVG: Extended boundaries to include volume imbalance zones when enabled
Total Gap Size: Calculated including any volume imbalance extensions
Volume Imbalance Detection
The indicator identifies volume imbalances by detecting bars where:
Bullish Imbalance: Current bar's body is completely above previous bar's body
Bearish Imbalance: Current bar's body is completely below previous bar's body
⚠️ Disclaimer
This script is a technical visualization tool only.
It does not provide financial advice, signals, or predictions. Always perform independent analysis and manage risk appropriately before making trading decisions.
Elite_Pro_SignalsA sophisticated trading indicator that combines 8 powerful technical factors into a single confidence score to identify high-probability reversal signals.
8-Factor Confidence Scoring - Weighted analysis of multiple technical aspects
Smart Trend Alignment - Multi-timeframe EMA convergence
Advanced Pattern Recognition - Pin Bars, Engulfing, Inside Bars, Hammer/Shooting Star
Supply/Demand Zones - Automatic key level detection
Support/Resistance Confluence - Price action at significant levels
⚡ Smart Filters
Market Regime Detection - Avoid choppy/low-volatility conditions
Volume Confirmation - Ensure institutional participation
Liquidity Sweep Validation - Smart money movement detection
Candle Quality Filter - Eliminate false signals from tiny candles
🔧 How It Works
Confidence Scoring System (0-100%)
text
Wick Strength (30%) + Trend Alignment (25%) + Pattern Recognition (15%) +
Supply/Demand Zones (12%) + Support/Resistance (10%) + RSI Momentum (5%) +
Volume & Liquidity (5%)
Signal Generation
🟢 BUY Signals - Bullish rejection + Uptrend + High confidence
🔴 SELL Signals - Bearish rejection + Downtrend + High confidence
🎨 Visual Features
Clear Buy/Sell Arrows - Easy-to-spot signals
Confidence Background - Color-coded confidence levels
Info Table - Real-time metrics and analysis
Multi-Timeframe EMAs - Trend direction visualization
Professional Alerts - Real-time notifications
⚙️ Customization
Confidence Weights
Adjust the importance of each factor to match your trading style
Strategy Parameters
EMA periods (Fast: 20, Slow: 50)
RSI levels (Oversold: 25, Overbought: 80)
Minimum confidence threshold (70% recommended)
Advanced Filters
Volume multiplier settings
Liquidity sweep sensitivity
Market regime filters
Zone detection parameters
📈 Recommended Usage
Timeframes
Primary: 5-minute to 1-hour charts
Best Results: 15-minute with 1-hour trend alignment
Markets
Forex Pairs (EURUSD, GBPUSD, XAUUSD)
Indices (US30, NAS100, DE40)
Commodities (Gold, Oil)
Trading Sessions
London & New York overlap (Highest volatility)
Avoid Asian session (Low signal quality)
🔍 Signal Interpretation
High-Confidence Signals (80%+)
Strong trend alignment
Clear rejection patterns
Volume confirmation
Multiple confluence factors
Medium-Confidence Signals (60-80%)
Good setup but missing 1-2 factors
Requires additional confirmation
Low-Confidence Signals (<60%)
Avoid trading
Wait for better setups
Multi-Timeframe SFP (Swing Failure Pattern)How to Use
1. Set Pivot Timeframe: Choose the timeframe for identifying major swing points (e.g., 'D' for Daily pivots).
2. Set SFP Timeframe: Choose the timeframe to find the SFP candle (e.g., '240' for the 4-Hour chart).
3. Set Confirmation Bars: Set how many SFP Timeframe bars must pass without invalidating the level. A value of '0' confirms immediately on the SFP bar's close. A value of '1' waits for one more bar to close.
4. Adjust Filters (Optional): Enable the 'Wick % Filter' to add a quality check for strong rejections.
5. Watch & Wait: The indicator will draw lines and labels and fire alerts for fully confirmed signals.
In-Depth Explanation
1. Overview
The Dynamic Pivot SFP Engine is a multi-timeframe tool designed to identify and validate Swing Failure Patterns (SFPs) at significant price levels.
An SFP is a common price action pattern where price briefly trades beyond a previous swing high or low (sweeping liquidity) but then fails to hold those new prices, closing back inside the previous range. This "failure" often signals a reversal.
This indicator enhances SFP detection by separating the Pivot (Liquidity) from the SFP (Rejection), allowing you to monitor them on different timeframes.
2. The Core Multi-Timeframe Logic
The indicator's power comes from two key inputs:
• Pivot Timeframe (Pivot Timeframe)
This is the "high timeframe" used to establish significant support and resistance levels. The script finds standard pivots (swing highs and lows) on this timeframe based on the Pivot Left Strength and Pivot Right Strength inputs. These pivots are the "liquidity" levels the SFP will target. The Pivot Lookback input controls how long (in Pivot Timeframe bars) a pivot remains active and monitored.
• SFP Timeframe (SFP Timeframe)
This is the "execution timeframe" where the script looks for the actual SFP. On every new bar of this timeframe, the script checks if price has swept and rejected any of the active pivots.
Example Setup:
You might set Pivot Timeframe to 'D' (Daily) to find major daily swing points. You then set SFP Timeframe to '240' (4-Hour) to find a 4-hour candle that sweeps a daily pivot and closes back below/above it.
3. The SFP Confirmation Process
An SFP is not confirmed instantly. It must pass a rigorous, multi-step validation process.
Step 1: The SFP Candle (The Sweep)
A potential SFP is identified when an SFP Timeframe bar does the following:
• Bearish SFP: The bar's high trades above an active pivot high, but the bar closes below that same pivot high.
• Bullish SFP: The bar's low trades below an active pivot low, but the bar closes above that same pivot low.
Step 2: The Wick Filter (Optional Quality Check)
If Enable Wick % Filter is checked, the SFP candle from Step 1 is also measured.
• For a bearish SFP, the upper wick (from the high to the open/close) must be at least Min. Wick % of the entire candle's range (high-to-low).
• For a bullish SFP, the lower wick (from the low to the open/close) must meet the same percentage requirement.
If the SFP candle fails this test, it is discarded, even if it met the sweep/close criteria.
Step 3: The Validation Window (The Confirmation)
This is the most critical feature, controlled by Confirmation Bars.
• If Confirmation Bars = 0: The SFP is confirmed immediately on the SFP candle's close (assuming it passed the optional wick check). The label, line, and alert are triggered at this moment.
• If Confirmation Bars > 0: The SFP enters a "pending" state. The script will wait for $N$ more SFP Timeframe bars to close.
o Invalidation: If, during this waiting period, any bar closes back across the pivot (e.g., a close above the pivot for a bearish SFP), the SFP is considered failed and invalidated. All pending plots are deleted.
o Confirmation: If the $N$ confirmation bars all complete without invalidating the level, the SFP is finally confirmed. The label, line, and alert are only triggered after this entire process is complete. This adds a significant layer of robustness, ensuring the rejection holds for a period of time.
4. Visuals & Alerts
• Lines: A horizontal line is drawn from the original pivot to the SFP bar, showing which level was targeted. Note: These lines will only be drawn on chart timeframes equal to or lower than the 'SFP Timeframe'.
• Labels: A label is placed at the SFP's extreme (the high/low of the SFP bar). The label text conveniently includes the Ticker, Pivot TF, SFP TF, and Confirmation bar settings (e.g., "Bearish SFP BTCUSD / Pivot: 1D / SFP: 4H | Conf: 1").
• MTF Boxes (Show SFP Box, Show Conf. Boxes): These boxes highlight the SFP and confirmation bars. Crucially, they are only visible when your chart timeframe is lower than the SFP Timeframe. For example, if your SFP Timeframe is '240' (4H), you will only see these boxes on the 1H, 15M, 5M, etc., charts. This allows you to see the higher-timeframe SFP unfolding on your lower-timeframe chart.
• Alerts (Enable Alerts): An alert is fired only when an SFP is fully confirmed (i.e., after the Confirmation Bars have passed successfully). For efficient, real-time monitoring, it is highly recommended to run this indicator server-side by creating an alert on TradingView set to trigger on "Any alert() function call".
Experimental Supertrend [CHE]Experimental Supertrend — Combines EMA crossovers for trend regime detection with an adaptive ATR-based hull that selects the narrowest band to contain recent highs and lows, minimizing false breaks in varying volatility.
Summary
This indicator overlays a dynamic supertrend boundary around a midline derived from dual EMAs, using EMA crossovers to switch between bullish and bearish regimes. The hull adapts by evaluating multiple ATR periods and selecting the tightest one that fully encloses price action over a specified window, which helps in creating more stable trend lines that hug price without excessive gaps or breaches. Fills between the midline and hull provide visual cues for trend strength, darkening temporarily after regime changes to highlight transitions. Alerts trigger on crossovers, and markers label entry points, making it suitable for trend-following setups where standard supertrends might whipsaw. Overall, it offers robustness through auto-adjustment, reducing sensitivity to noise while maintaining responsiveness to genuine shifts.
Motivation: Why this design?
Standard supertrend indicators often flip prematurely in choppy markets due to fixed multipliers that do not account for localized volatility patterns, leading to frequent false signals and eroded confidence in trends. This design addresses that by incorporating an EMA-based regime filter for directional bias and an auto-adaptive hull that dynamically tunes the band width based on recent price containment needs. By prioritizing the narrowest effective enclosure, it avoids over-wide bands in calm periods that cause lag or under-wide ones in volatility spikes that invite breaks, providing a more consistent trailing reference without manual tweaking.
What’s different vs. standard approaches?
- Reference baseline: Diverges from the classic ATR-multiplier supertrend, which uses a single fixed period and constant factor applied to close or high/low deviations.
- Architecture differences:
- Auto-selection from candidate ATR lengths to find the optimal period for current conditions.
- Dynamic multiplier clamped between floor and cap values, adjusted by padding to ensure reliable containment.
- Regime-gated rendering, where hull position flips based on EMA relative positioning.
- Post-transition visual fading to emphasize change points without altering core logic.
- Practical effect: Charts show tighter, more reactive bands that rarely breach during trends, reducing visual clutter from flips; the adaptive nature means less intervention across assets, as the hull self-adjusts to volatility clusters rather than applying a one-size-fits-all scale.
How it works (technical)
The indicator first computes two EMAs from close prices using lengths derived from a preset pair or manual inputs, establishing a midline as their average. This midline serves as the central reference for the hull. True range values are then smoothed into multiple ATR candidates using exponential weighting over the specified lengths. For each candidate, deviations of recent highs and lows from the midline are ratioed against the ATR to determine a required multiplier that would enclose all extremes in the containment window—the highest ratio plus padding sets the base, clamped to user-defined bounds. Among valid candidates (those with sufficient history), the one yielding the narrowest overall band width is selected. The hull boundaries are then offset from the midline by this multiplier times the chosen ATR, and further smoothed with a fixed EMA to reduce jitter. Regime direction from EMA comparison gates which boundary acts as support or resistance, with initialization seeding arrays on the first bar to handle state persistence. No higher timeframe data is used, so all logic runs on the chart's native bars without lookahead.
Parameter Guide
EMA Pair — Selects preset lengths for fast and slow EMAs, influencing regime sensitivity and midline stability. Default: "21/55". Trade-offs/Tips: Faster pairs like "9/21" increase cross frequency for scalping but raise false signals; slower like "50/200" smooths for swings, potentially missing early turns. Use Manual for fine control.
Manual Fast — Sets fast EMA length when Manual mode is active; shorter values make regime switches quicker. Default: 21. Trade-offs/Tips: Lower than 10 risks over-reactivity; pair with slow at least double for clear separation.
Manual Slow — Sets slow EMA length when Manual mode is active; longer values anchor the midline more firmly. Default: 55. Trade-offs/Tips: Above 100 adds lag in trends; balance with fast to avoid perpetual neutrality.
ATR Lengths (comma-separated) — Defines candidate periods for ATR smoothing; more options allow finer auto-selection. Default: "7,10,14,21,28,35". Trade-offs/Tips: Fewer candidates speed computation but may miss optimal fits; keep under 10 for efficiency.
Containment Window — Number of recent bars the hull must fully enclose highs/lows of; larger windows favor stability. Default: 50. Trade-offs/Tips: Shorter (under 20) adapts faster to breaks but increases breach risk; longer smooths but delays response.
Min Multiplier Floor — Lowest allowed multiplier for hull width; prevents overly tight bands in low volatility. Default: 0.5. Trade-offs/Tips: Raise to 0.75 for conservative enclosures; too low allows pinches that flip easily.
Max Multiplier Cap — Highest allowed multiplier; caps expansion in spikes to avoid wide, lagging bands. Default: 1.0. Trade-offs/Tips: Lower to 0.75 tightens overall; higher permits more room but risks detachment from price.
Padding (+) — Adds buffer to the auto-multiplier for safer containment without exact touches. Default: 0.05. Trade-offs/Tips: Increase to 0.10 in gappy markets; minimal values hug closer but may still breach on outliers.
Fill Between (Mid ↔ Supertrend) — Toggles shaded area between midline and active hull for trend visualization. Default: true. Trade-offs/Tips: Disable for cleaner charts; pairs well with transparency tweaks.
Base Fill Transparency (0..100) — Sets default opacity of fills; higher values make them subtler. Default: 80. Trade-offs/Tips: Under 50 overwhelms price action; adjust with darken boost for emphasis.
Darken on Trend Change — Enables temporary opacity increase after regime shifts to spotlight transitions. Default: true. Trade-offs/Tips: Off for steady visuals; on aids spotting reversals in real-time.
Darken Fade Bars — Duration in bars for the darken effect to ramp back to base; longer prolongs highlight. Default: 8. Trade-offs/Tips: Shorter (4-6) for fast-paced charts; longer holds attention on changes.
Darken Boost at Change (Δ transp) — Intensity of opacity reduction at crossover; higher values make shifts more prominent. Default: 50. Trade-offs/Tips: Cap at 70 to avoid blackout; tune down if fades obscure details.
Show Supertrend Line — Displays the active hull boundary as a line. Default: true. Trade-offs/Tips: Hide for fill-only views; linewidth fixed at 3 for visibility.
Show EMA Cross Markers — Places circles and labels at crossover points for entry cues. Default: true. Trade-offs/Tips: Disable in clutter; labels show "Buy"/"Sell" at absolute positions.
Alert: EMA Cross Up (Long) — Triggers notification on bullish crossover. Default: true. Trade-offs/Tips: Pair with filters; once-per-bar frequency.
Alert: EMA Cross Down (Short) — Triggers notification on bearish crossover. Default: true. Trade-offs/Tips: Use for exits; ensure broker integration.
Show Debug — Reveals internal diagnostics like selected ATR details (if implemented). Default: false. Trade-offs/Tips: Enable for troubleshooting selections; minimal overhead.
Reading & Interpretation
Bullish regime shows a green line below price as support, with upward fill from midline; bearish uses red line above as resistance, downward fill. Crossovers flip the active boundary, marked by tiny green/red circles and "Buy"/"Sell" labels at the hull level. Fills start at base transparency but darken sharply at changes, fading over the specified bars to signal fresh momentum. If the hull rarely breaches during trends, containment is effective; frequent touches without flips indicate tight adaptation. Debug mode (when enabled) overlays text or plots for selected length and multiplier, helping verify auto-choices.
Practical Workflows & Combinations
- Trend following: Enter long on green "Buy" label above prior low structure; confirm with higher high. Trail stops along the green hull line, tightening as fills stabilize post-fade.
- Exits/Stops: Conservative exit on opposite crossover or hull breach; aggressive hold until fade completes if volume supports. Use darken boost as a volatility cue—high delta suggests waiting for confirmation.
- Multi-asset/Multi-TF: Defaults suit forex/stocks on 15m-4h; for crypto, widen containment to 75 for gaps. Layer on volume oscillator for cross filters; avoid on low-liquidity assets where ATR candidates skew.
Behavior, Constraints & Performance
Closed-bar logic ensures signals confirm at bar end, with live bars updating hull adaptively but no repaints since no future data or security calls are used. Arrays persist ATR states across bars, initialized once with candidates parsed from string. Small fixed loops (over 6 lengths max, inner up to 50) run per bar, capped by max_bars_back=500 for history needs. Resources stay low with 500 labels/lines limits, but dense charts may hit on markers. Known limits include initial lag until containment history builds (50+ bars), potential wide bands on gaps, and suboptimal selections if candidates omit ideal lengths.
Sensible Defaults & Quick Tuning
Start with "21/55" pair, 50-window, 0.5-1.0 multipliers, and 80% transparency for balanced responsiveness on daily charts. For too many flips, raise min floor to 0.75 or add lengths like "42"; for sluggishness, shorten window to 30 or pick faster pair. In high-vol environments, boost padding to 0.10; for smoother visuals, extend fade bars to 12.
What this indicator is—and isn’t
This is a visualization and signal layer for trend regime and adaptive boundaries, aiding entry/exit timing in directional markets. It is not a standalone system—pair with price structure, risk sizing, and broader context. Not predictive of turns, just reactive to containment and crosses.
Disclaimer
The content provided, including all code and materials, is strictly for educational and informational purposes only. It is not intended as, and should not be interpreted as, financial advice, a recommendation to buy or sell any financial instrument, or an offer of any financial product or service. All strategies, tools, and examples discussed are provided for illustrative purposes to demonstrate coding techniques and the functionality of Pine Script within a trading context.
Any results from strategies or tools provided are hypothetical, and past performance is not indicative of future results. Trading and investing involve high risk, including the potential loss of principal, and may not be suitable for all individuals. Before making any trading decisions, please consult with a qualified financial professional to understand the risks involved.
By using this script, you acknowledge and agree that any trading decisions are made solely at your discretion and risk.
Do not use this indicator on Heikin-Ashi, Renko, Kagi, Point-and-Figure, or Range charts, as these chart types can produce unrealistic results for signal markers and alerts.
Happy trading
Chervolino
Swing Points & Liquidity — ENHANCED PRO (Dark/Light Mode)This indicator — “Swing Points & Liquidity — ENHANCED PRO (Dark/Light Mode)” — automatically detects and visualizes swing highs, swing lows, and liquidity levels on the chart with rich analytics and customizable visuals.
🔍 Core Features
Smart Swing Detection: Identifies pivot highs/lows based on adjustable left/right bar settings.
Liquidity Visualization: Draws dynamic boxes and lines for liquidity pools and swing zones.
Volume & OI Integration: Filters and colors levels using volume and Open Interest Δ (change).
Strength Meter: Highlights strong liquidity levels with color gradients based on OI + volume intensity.
Automatic Trendlines: Connects swing points with selectable style and width.
Fibonacci Mapping: Automatically projects fib retracements (23.6%, 38.2%, 50%, 61.8%, 78.6%) from swing-to-swing for confluence zones.
Statistics Panel: Displays live metrics — total levels, active/filled count, success rate, and average strength.
Alerts System: Alerts for new swing formations and when price touches or breaks a level.
Multi-Timeframe Option: Analyze swing structures from higher timeframes on any chart.
Dual Theme Mode: Fully optimized for both Dark and Light interface preferences.
⚙️ Advanced Options
Adjustable lookback range
Hide or extend filled levels
Configurable volume and OI thresholds
Supports multiple OI data sources (Binance, BitMEX, Kraken)
Fully dynamic text, color, and label alignment settings
💡 Use Case
Perfect for Smart Money Concept (SMC) and ICT-style analysis, liquidity sweeps, and swing-based trading.
Traders can quickly visualize where liquidity sits, track how it gets filled, and monitor structure shifts in real time.
USDJPY Fair Value Gap + Session Strategy🎯 Overview
This strategy combines Fair Value Gaps (FVGs) with session-based order flow analysis, specifically optimized for USDJPY. It identifies price inefficiencies left behind by institutional order flow during high-volatility trading sessions, offering a modern alternative to traditional lagging indicators.
🔬 What Are Fair Value Gaps?
Fair Value Gaps represent areas where aggressive institutional buying or selling created "gaps" in the market structure:
Bullish FVG: Price moves up so aggressively that it leaves unfilled buy orders behind
Bearish FVG: Price moves down so quickly that it leaves unfilled sell orders behind
Research shows approximately 80% of FVGs get "filled" (price returns to the gap) within 20-60 bars, making them highly predictable trading zones.
(see the generated image above)
(see the generated image above)
FVG Detection Logic:
text
// Bullish FVG: Gap between high and current low
bullishFVG = low > high and high > high
// Bearish FVG: Gap between low and current high
bearishFVG = high < low and low < low
🌏 Session-Based Trading
Why Sessions Matter for USDJPY
(see the generated image above)
Tokyo Session (00:00-09:00 UTC)
Highest volatility during first hour (00:00-01:00 UTC)
Average movement: 51-60 pips
Best for breakout strategies
London/NY Overlap (13:00-16:00 UTC)
Maximum liquidity and institutional participation
Tightest spreads and most reliable FVG formations
Optimal for continuation trades
Monday Premium Effect
USDJPY moves 120+ pips on Mondays due to weekend positioning
Enhanced FVG formation during session opens
📊 Strategy Components
(see the generated image above)
1. Fair Value Gap Detection
Identifies bullish and bearish FVGs automatically
Age limit: FVGs expire after 20 bars to avoid stale setups
Size filter: Minimum gap size to filter out noise
2. Session Filtering
Tokyo Open focus: Trades during first hour of Asian session
London/NY Overlap: Captures high-liquidity institutional flows
Weekend gap strategy: Enhanced signals on Monday opens
3. Volume Confirmation
Requires 1.5x average volume spike
Confirms institutional participation
Reduces false signals
4. Trend Alignment
50 EMA filter ensures trades align with higher timeframe trend
Long trades above EMA, short trades below
Prevents costly counter-trend trades
5. Risk Management
2:1 Risk/Reward minimum ensures profitability with 40%+ win rate
Percentage-based stops adapt to USDJPY volatility (0.3% default)
Configurable position sizing
🎯 Entry Conditions
(see the generated image above)
Long Entry (BUY)
✅ Bullish FVG detected in previous bars
✅ Price returns to FVG zone during active trading session
✅ Volume spike above 1.5x average
✅ Price above 50 EMA (trend confirmation)
✅ Bullish candle closes within FVG zone
✅ Trading during Tokyo open OR London/NY overlap
Short Entry (SELL)
✅ Bearish FVG detected in previous bars
✅ Price returns to FVG zone during active trading session
✅ Volume spike above 1.5x average
✅ Price below 50 EMA (trend confirmation)
✅ Bearish candle closes within FVG zone
✅ Trading during Tokyo open OR London/NY overlap
📈 Expected Performance
Backtesting Results (Based on Similar Strategies):
Win Rate: 44-59% (profitable due to high R:R ratio)
Average Winner: 60-90 pips during London/NY sessions
Average Loser: 30-40 pips (tight stops at FVG boundaries)
Risk/Reward: 2:1 minimum, often 3:1 during strong trends
Best Performance: Monday Tokyo opens and Wednesday London/NY overlaps
Why This Works for USDJPY:
90% correlation with US-Japan bond yield spreads
High volatility provides sufficient pip movement
Heavy institutional/central bank participation creates clear FVGs
Consistent volatility patterns across trading sessions
⚙️ Configurable Parameters
Session Settings:
Trade Tokyo Session (Enable/Disable)
Trade London/NY Overlap (Enable/Disable)
FVG Settings:
FVG Minimum Size (Filter small gaps)
Maximum FVG Age (20 bars default)
Show FVG Markers (Visual display)
Volume Settings:
Use Volume Filter (Enable/Disable)
Volume Multiplier (1.5x default)
Volume Average Period (20 bars)
Trend Settings:
Use Trend Filter (Enable/Disable)
Trend EMA Period (50 default)
Risk Management:
Risk/Reward Ratio (2.0 default)
Stop Loss Percentage (0.3% default)
🎨 Visual Indicators
🟡 Yellow Line: 50 EMA trend filter
🟢 Green Triangles: Long entry signals
🔴 Red Triangles: Short entry signals
🟢 Green Dots: Bullish FVG zones
🔴 Red Dots: Bearish FVG zones
🟦 Blue Background: Tokyo open session
🟧 Orange Background: London/NY overlap
📊 Recommended Settings
Optimal Timeframes:
Primary: 5-minute charts (scalping)
Secondary: 15-minute charts (swing trading)
Parameter Optimization:
Conservative: Stop Loss 0.2%, R:R 2:1, Volume 2.0x
Balanced: Stop Loss 0.3%, R:R 2:1, Volume 1.5x (default)
Aggressive: Stop Loss 0.4%, R:R 1.5:1, Volume 1.2x
Risk Management:
Maximum 1-2% of account per trade
Daily loss limit: Stop after 3-5 consecutive losses
Use fixed percentage position sizing
⚠️ Important Considerations
Avoid Trading During:
Major news events (BOJ interventions, NFP, FOMC)
Holiday periods with reduced liquidity
Low volatility Asian afternoon sessions
When US-Japan yield differential narrows sharply
Best Practices:
Limit to 2-3 trades per session maximum
Always respect the 50 EMA trend filter
Never risk more than planned per trade
Paper trade for 2-4 weeks before live implementation
Track performance by session and day of week
🚀 How to Use
Add the script to your USDJPY chart
Set timeframe to 5-minute or 15-minute
Adjust parameters based on your risk tolerance
Enable strategy alerts for automated notifications
Wait for visual signals (triangles) to appear
Enter trades according to your risk management rules
📚 Strategy Foundation
This strategy is based on:
Smart Money Concepts (SMC): Institutional order flow tracking
Market Microstructure: Understanding how FVGs form in electronic trading
Quantified Risk Management: Statistical edge through proper R:R ratios
Session Liquidity Patterns: Exploiting predictable volatility cycles
Analyse-Werte im Chart (Multi-Timeframe)Core Components
The indicator evaluates a trend based on four main pillars, which are combined into an overall score:
Momentum (Rate of Change / Standard Deviation): Measures the strength and speed of the current price movement. High momentum indicates a strong, directional move.
Trend Stability (R² - R-Squared): This is the heart of the analysis. The indicator searches for the best-fitting linear regression line within a user-defined period. The R² value (0-100%) indicates how well the price action fits this straight line. A high value signals a very stable, "clean" trend.
Stability/Risk (Rate of Change / Ulcer Index): Compares the trend strength to the pullbacks (drawdowns) it has experienced. A trend that rises steadily without suffering deep declines receives a high rating here.
RSI Proximity to 60: A small bonus factor based on the assumption that strong uptrends often use the 60 RSI level as support.
## The Output Table
The result of this analysis is displayed in a clear table:
Score Value: An overall grade from 0 to 100 that provides a weighted summary of the four components mentioned above.
R2 Value (%): Indicates the percentage of "linearity" of the identified trend.
Regression Length: The number of candles over which the most stable trend was found.
Channel Z-Value: Measures how many standard deviations the current price is away from the trend line. A high positive value (> 1.8) can indicate an over-extended or "overheated" condition.
Evaluation: An auto-generated text that translates the mathematical values into a human-readable assessment. It distinguishes between stable trends, momentum-driven (unstable) trends, corrections, and sideways phases.
Multi-Timeframe Analysis: Shows the "Evaluation" for various timeframes (from 5 minutes to 1 week), allowing for a quick overview of the asset's overall picture.
## Flexibility through Profiles and Manual Control
One of the indicator's greatest strengths is its customizability:
Profiles: You can switch between three predefined analysis profiles with a single click:
Short-Term: Focuses on high momentum for day trading.
Mid-Term: A balanced setting for swing trading (Standard).
Long-Term: Focuses on the stability of the primary trend for investors.
Manual Mode: Allows you to adjust every single setting (R2 lengths, score weights) yourself to perfectly tailor the indicator to your own strategy and the specific chart.
Yuki Leverage RR Calculator**YUKI LEVERAGE RR CALCULATOR**
A professional-grade risk/reward calculator for leveraged crypto or forex trades.
Instantly visualizes entry, stop loss, targets, leverage, and risk-to-reward ratios — helping you plan precise positions with confidence.
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**WHAT IT DOES**
Calculates position value, quantity, stop-loss price, liquidation estimate, and per-target profit.
Displays everything in an on-chart table with optional price tags and alerts.
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**KEY FEATURES**
• Long / Short toggle (only one active at a time)
• Leverage-aware position sizing based on Position Cost ($) and Leverage
• Dynamic Stop Loss: input % → auto price + $ risk
• Up to 3 Take-Profit Targets with scaling logic
• Instant R:R ratios per target
• Liquidation estimate (approximation only)
• ENTRY / SL / T1 / T2 / T3 / LIQ visual tags
• Dark/Light mode, adjustable table and tag size
• Built-in alerts for Targets and Stop Loss
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**INPUTS**
• Long or Short selection
• Entry Price, Stop Loss %
• Target 1 / Target 2 / Target 3 + Take Profit %
• Position Cost ($), Leverage
• Visual preferences: show/hide table, table corner, font size, tag offset, text size
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**TABLE OUTPUTS**
Position Info: Type, Entry, Position Cost, Leverage, Value
Risk Section: Stop Loss %, Stop Loss Price, Total Risk ($), Liquidation % & Price
Targets 1–3: Profit ($), R:R, Take Profit ($), Runner % or PnL
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**ALERTS**
• Target 1 Hit – when price crosses T1
• Target 2 Hit – when price crosses T2
• Target 3 Hit – when price crosses T3
• Stop Loss Hit – triggers based on direction
(Use TradingView Alerts → Condition → Indicator → select desired alert)
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**HOW TO USE**
1. Choose Long or Short
2. Enter Entry Price, Stop Loss %, Position Cost, and Leverage
3. Add Targets 1–3 with optional Take Profit %
4. Adjust visuals as desired
5. Monitor table + alerts for live trade planning
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**NOTES**
• Liquidation values are estimates only
• Fees, slippage, and funding not included
• Designed for educational and planning purposes
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⚠️ **DISCLAIMER**
For educational use only — not financial advice.
Trading leveraged products involves high risk of loss.
Always confirm calculations with your exchange and trade responsibly.
X Feigenbaumplots forward “projection zones” derived from a user-defined Feigenbaum Deterministic Range (FDR). Starting from two anchor prices (p01a, p01b) that define the initial condition, the tool computes successive expansion zones above and below that range using fixed scale factors. Each zone is rendered as a shaded box with optional edge outlines, an auto-midline, and an optional label—giving you an at-a-glance map of where price may propagate next.
This indicator is a visual framework, not a signal generator. It’s meant to be combined with your existing structure/flow reads (order flow, VWAPs, ORs, HTF levels, etc.) to plan scenarios, targets, and invalidation.
Key ideas (context)
Initial condition → expansions: You define a deterministic base range (FDR) from which the script projects outward “echoes.”
Bidirectional mapping: Zones are drawn symmetrically as +1, +2, +3, +4 (above) and −1, −2, −3, −4 (below) to reflect potential propagation in either direction.
Diminishing confidence with distance: Farther zones are for scenario planning/targets; nearer zones are more actionable for risk placement and management.
How the levels are built
Feigenbaum Deterministic Range (FDR):
Inputs p01a and p01b define the initial range (FDR = p01a − p01b).
Category “F Range” draws that base box.
Projection Zones:
The script computes zone pairs by offsetting from the initial range using fixed multipliers of FDR. In code, these are the pre-set coefficients:
±1: 0.6714 and 1.5029
±2: 2.5699 and 3.6692
±3: 6.1398 and 8.3384
±4: 13.2796 and 17.6768
Each zone is two prices (a, b) forming a band; the same logic mirrors below the range for the negative side.
Rendering & midlines:
Each enabled category draws a filled box from the anchor bar to the right edge (current bar + extend_len).
Optional outlines (solid/dashed/dotted) for top/bottom/left/right edges.
Optional midline (always dashed) bisects each zone for quick reference.
Anchoring & timeframe logic
Anchor refresh: interval1 sets an HTF “clock” (e.g., Daily). On each new HTF bar, all categories re-anchor at that bar’s index so new projections start cleanly with the fresh session/period.
Extend control: extend_len nudges the right boundary beyond the latest bar for label/edge clarity.
Inputs & styling
Settings group:
Anchor 1 Timeframe (e.g., D) defines the refresh cadence.
Label toggles: show/hide, size, text color, and background.
Feigenbaum DR group:
Enable the base F range, set p01a/p01b, choose fill/line colors, outline style, and the mid toggle.
Ranger Factors groups (Zones ±1…±4):
Each zone can be enabled/disabled, inherits its computed prices, and has independent fill/line color, outline style, and mid toggle.
Practical usage
Scenario mapping: Use +/−1 zones for near-term impulse tracking and intraday targets; treat +/−3 and +/−4 as stretch objectives or “if trend persists” waypoints.
Confluence first: Prioritize trades when a Feigenbaum zone aligns with a known liquidity pool, session level (e.g., OR, ETH/RTH AVWAP), HTF pivot, or key option-derived levels.
Risk & invalidation: The base FDR and nearest zone edges provide clean invalidation references and partial-take structures.
Notes & limitations
The coefficients are fixed in this version (you can expose them as inputs if you want to calibrate per market).
Projections are descriptive, not predictive; treat farther zones as lower-confidence context.
Because anchors reset on the selected HTF, choose interval1 consistent with your playbook (e.g., Daily for RTH framing, Weekly for swing maps).
Output summary
Boxes: FDR (base), Zones +1/−1, +2/−2, +3/−3, +4/−4
Edges: Optional top/bottom/left/right per zone (styleable)
Midlines: Optional dashed mid per zone
Labels: Optional, style-controlled, positioned just beyond the right edge
RSI VWAP v1 [JopAlgo]RSI VWAP v1.1 made stronger by volume-aware!
We know there's nothing new and the original RSI already does an excellent job. We're just working on small, practical improvements – here's our take: The same basic idea, clearer display, and a single, specially developed rolling line: a VWAP of the RSI that incorporates volume (participation) into the calculation.
Do you prefer the pure classic?
You can still use Wilder or Cutler engines –
but the star here is the VW-RSI + rolling line.
This RSI also offers the possibility of illustrating a possible
POC (Point of Control - or the HAL or VAL) level.
However, the indicator does NOT plot any of these levels itself.
We have included an illustration in the chart for this!
We hope this version makes your decision-making easier.
What you’ll see
The RSI line with a 50 midline and optional bands: either static 70/30 or adaptive μ±k·σ of the Rolling Line.
One smoothing concept only: the Rolling Line (light blue) = VWAP of RSI.
Shadow shading between RSI and the Rolling Line (green when RSI > line, red when RSI < line).
A lighter tint only on the parts of that shadow that sit above the upper band or below the lower band (quick overbought/oversold context).
Simple divergence lines drawn from RSI pivots (green for regular bullish, red for regular bearish). No labels, no buy/sell text—kept deliberately clean.
What’s new, and why it helps
VW-RSI engine (default):
RSI can be computed from volume-weighted up/down moves, so momentum reflects how much traded when price moved—not just the direction.
Rolling Line (VWAP of RSI) with pure VWAP adaptation:
Low volume: blends toward a faster VWAP so early, thin starts aren’t missed.
Volume spikes: blends toward a slower VWAP so a single heavy bar doesn’t whip the curve.
You can reveal the Base Rolling (pre-adaptation) line to see exactly how much adaptation is happening.
Adaptive bands (optional):
Instead of fixed 70/30, use mean ± k·stdev of the Rolling Line over a lookback. Levels breathe with the market—useful in strong trends where static bounds stay pinned.
Minimal, readable panel:
One smoothing, one story. The shadow tells you who’s in control; the lighter highlight shows stretch beyond your lines.
How to read it (fast)
Bias: RSI above 50 (and a rising Rolling Line) → bullish bias; below 50 → bearish bias.
Trigger: RSI crossing the Rolling Line with the bias (e.g., above 50 and crossing up).
Stretch: Near/above the upper band, avoid chasing; near/below the lower band, avoid panic—prefer a cross back through the line.
Divergence lines: Use as context, not as standalone signals. They often help you wait for the next cross or avoid late entries into exhaustion.
Settings that actually matter
RSI Engine: VW-RSI (default), Wilder, or Cutler.
Rolling Line Length: the VWAP length on RSI (higher = calmer, lower = earlier).
Adaptive behavior (pure VWAP):
Speed-up on Low Volume → blends toward fast VWAP (factor of your length).
Dampen Spikes (volume z-score) → blends toward slow VWAP.
Fast/Slow Factors → how far those fast/slow variants sit from the base length.
Bands: choose Static 70/30 or Adaptive μ±k·σ (set the lookback and k).
Visuals: show/hide Base Rolling (ref), main shadow, and highlight beyond bands.
Signal gating: optional “ignore first bars” per day/session if you dislike open noise.
Starter presets
Scalp (1–5m): RSI 9–12, Rolling 12–18, FastFactor ~0.5, SlowFactor ~2.0, Adaptive on.
Intraday (15m–1H): RSI 10–14, Rolling 18–26, Bands k = 1.0–1.4.
Swing (4H–1D): RSI 14–20, Rolling 26–40, Bands k = 1.2–1.8, Adaptive on.
Where it shines (and limits)
Best: liquid markets where volume structure matters (majors, indices, large caps).
Works elsewhere: even with imperfect volume, the shadow + bands remain useful.
Limits: very thin/illiquid assets reduce the benefit of volume-weighting—lengthen settings if needed.
Attribution & License
Based on the concept and baseline implementation of the “Relative Strength Index” by TradingView (Pine v6 built-in).
Released as Open-source (MPL-2.0). Please keep the license header and attribution intact.
Disclaimer
For educational purposes only; not financial advice. Markets carry risk. Test first, use clear levels, and manage risk. This project is independent and not affiliated with or endorsed by TradingView.
ICT Killzones & MacrosICT Killzones & Macros (v1.1.5) — configurable ICT session windows + refined “macro” windows with live High/Low levels, optional extensions, next-window previews, and lightweight opening-price lines. Built to be clock-robust, timezone-aware, and performant on intraday charts.
Tip: All times are interpreted in your chosen IANA timezone (default: America/New_York) and auto-handle DST. You can rename, recolor, enable/disable, and retime every window.
What it plots
- Killzones (5) : Asia (19:00–02:00), London (02:00–05:00), NY AM (07:00–09:30), London Close (10:00–12:00), NY PM (13:30–16:00) — full-height boxes with optional header.
- Macros (8) (defaults tailored for common ICT “refined” windows): Asia-1 (18:00–21:00), Asia-2 (21:00–00:00), London-1 (01:00–04:00), AM-1 (09:45–10:15), AM-2 (10:45–11:15), Lunch (12:00–13:00), PM-1 (13:30–14:30), Power Hour (15:10–16:00).
- Live High/Low lines for the current Macro/Killzone window.
- Optional HL extension to the right until price crosses or the trading day rolls (style selectable).
- “Next” previews : earliest upcoming Macro and Killzone header; optional next-window background band.
- Opening Prices (3 lightweight time lines) : defaults 00:00, 08:30, 09:30 with right-edge labels, scoped to a session you choose (auto-cleans at session end).
- Key inputs & styling
- General : Timezone (IANA), “Sessions to show” (per window) to keep only the last N completed windows.
- Header : height (ticks), gap (ticks), fill opacity, border width/style, text size/color, toggle “Next Macro/Killzone” headers.
- Boxes : global fill opacity, global border width/style (used by both Macros & Killzones).
- High/Low : show HL, HL line style, extend on/off + extension style, optional extension labels.
- Opening Prices : enable Time 1/2/3, set HH:MM for each, session window, per-line colors, style (dotted/dashed/solid), width.
- Per-window controls : each Macro/Killzone has Enable, Session (HHMM-HHMM), Label, Fill color.
How to use (quick start)
- Set Timezone to your preference (default America/New_York).
- Toggle on the Macros and Killzones you trade. Adjust session times if needed.
- (Optional) Turn on Extend High/Low to project levels until crossed/day-roll.
- (Optional) Enable Next… headers to see the next upcoming window at a glance.
- (Optional) Configure Opening Prices (00:00 / 08:30 / 09:30 by default) and the session over which they appear.
Behavior & notes
- Time windows are computed by clock, not by guessing bar timestamps, making them robust across brokers and timeframes.
- With HL extension on, the current window’s levels extend until crossed or the end of the trading day (in your timezone). With it off, completed windows keep static HL markers (limited by “Sessions to show”).
- “Sessions to show” applies per Macro/Killzone to automatically prune older windows and keep charts snappy.
- Opening-price lines exist only within the chosen “Opening Prices Session” and are removed when it ends (keeps charts clean).
Defaults (color cues)
Killzones: Asia (blue), London (purple), NY AM (green), London Close (yellow), NY PM (orange).
Macros: neutral greys with Lunch and PM accents out of the box (all customizable).
Performance tips
- Reduce “Sessions to show” if you scroll far back in history.
- Disable “Next…” previews and/or extension labels on very slow machines.
- Narrow the “Opening Prices Session” window to exactly when you need those lines.
Changelog highlights
- v1.1.5 : Internal refinements and stability.
- v1.1.3 : Live High/Low lines for current windows + optional extension.
- v1.1.2 : Added “next Killzone” preview (to match “next Macro”).
- v1.1.0 : Defaults updated (5 KZ, 8 Macros). Removed “snap-to-killzone” behavior.
- v1.0.0 : Independent Macro vs. Killzone rendering; cleaner header logic.
- Known limitations
If your chart warns about drawings, trim “Sessions to show”.
If your broker session times differ from NY hours, adjust the sessions or change the indicator timezone.
Credits & intent
Inspired by ICT timing concepts; provided for education/mark-up, not financial advice.
Built to be flexible so you can mirror your personal playbook and journaling workflow.
Zark CRT Line/Marker Color & Style Meaning
Previous Candle CRT Green (bullish) / Red (bearish) solid line Sweep confirmed on the previous candle
Current Candle CRT Green (bullish) / Red (bearish) dashed line Sweep currently happening on the current candle
Higher Timeframe CRT Orange dotted line Sweep from higher timeframe shown on lower timeframe chart
Target Line Blue dashed line Opposite side of liquidity for potential price target
Breaker Confirmed Aqua solid line (over previous/current CRT) Sweep confirmed with a break of a small swing
CRT Invalidated Gray line Sweep no longer valid (price closed beyond sweep level)
Full-Height HTF Divider Yellow vertical line Marks each higher timeframe bar for visual separation
Labels White text on colored background Shows type (Prev/Curr/HTF) and exact price
