Jones Quantum Cockpit v9.0 [Final Integrated]🐺 The Final Piece of the Ecosystem: The "Brain"
Jones Quantum Cockpit v9.0 is not just an indicator; it is a Tactical Command Center (HQ) designed to replicate the environment analysis of an institutional Bloomberg terminal.
Most traders fail not because they lack entry signals, but because they use the wrong strategy in the wrong environment. You cannot use a Trend Following strategy in a Choppy Market, nor can you use a Range strategy during a Liquidity Crash.
This tool calculates Macro Correlations, Chaos Theory (Market Structure), and Institutional Flow in real-time to tell you exactly "Which Weapon to Use" right now.
📊 1. MACRO DRIVER (The Global Context)
Top Row
Markets do not move in isolation. They are driven by Yields, Currencies, and Equities.
The Quantum Engine runs a real-time correlation matrix against US10Y, DXY, SPX, and Crude Oil to identify the current "Ruler" of the chart.
DRIVER: YIELDS (Sync): The asset is moving in lockstep with Bond Yields. High reliability.
DRIVER: NONE (RANDOM): The asset has detached from macro reality. Pure speculative noise. Caution advised.
🔬 2. QUANT METRICS (Quality & Quantity)
Middle Row
Before taking a trade, we must assess the "Health" of the market.
STR (Structure): Measures the "Order" of price action using Fractal/Chaos analysis. High STR means a clean trend; Low STR means Random Walk (Noise).
NRG (Energy): Measures Volatility Baseline. Is the engine running hot enough to move price?
FLW (Flow): Relative Volume (RVOL) monitor.
💧 = Low Liquidity.
🔥 = Institutional Activity (High Rvol).
ADR (Reach): Average Daily Range exhaustion.
If ADR > 100%, the gas tank is empty.
(O.B) = Overbought/Oversold. Do not chase the trend here.
🌐 3. MTF MATRIX (The Trend)
Main Table
Monitors Trend Direction, Regime, and Statistical Anomalies (Z-Score) from 5m to 4H timeframes.
Note: If the Chaos Engine detects a "Random Market," the Signal column will force a "NOISE" status, preventing you from trading false breakouts.
🧠 4. TACTICAL ADVISOR (The Conclusion)
Bottom Row
This is the core of the system. Based on all the data above, the AI determines the optimal strategy for the current session.
🚀 USE: ESSENTIAL:
Condition: Perfect Order + High Flow + Macro Sync.
Action: Aggressive Trend Following.
🎯 USE: KINETIC:
Condition: Trend exists, but Flow/Macro is weak.
Action: Filtered, precision entries only.
🛡️ USE: ELASTIC:
Condition: Panic, Crash, or Extreme Anomaly (>2.5σ).
Action: NO TREND TRADING. Switch to Mean Reversion (Snap-backs) only.
✋ STAY CASH:
Condition: No clear edge.
Action: The best position is no position.
🚨 CRISIS MODE (Red Background)
If the panel turns RED, the market is in a state of Panic/Anomaly.
Volatility has exploded, or price has deviated too far from the mean (Z-Score > 2.5).
DO NOT CHASE PRICE. Switch to Jones Elastic logic or wait for the storm to pass.
This tool is designed to work as the "Manager" for the Jones Algo Series (Essential, Kinetic, Elastic).
"Stop guessing. Start measuring."
-----------
Jones Quantum Cockpit v9.0 取扱説明書
Institutional Grade Environment Analysis System
1. 概要
Jones Quantum Cockpitは、単なる売買シグナルツールではありません。
市場の**「外部環境（マクロ）」「内部構造（カオス理論）」「需給（資金フロー）」をリアルタイムで複合演算し、現在の相場環境に最適な「戦術（どのJonesツールを使うべきか）」**を指揮する、トレードの司令塔（ヘッドクォーター）です。
本システムは、機関投資家がBloomberg端末で行う高度な環境認識を、TradingView上で再現することを目的としています。
2. インターフェース詳細解説
パネルは上から順に「マクロ要因」「クオンツ分析」「マルチタイム分析」「戦術指令」の4層構造になっています。
【最上段】 MACRO DRIVER（市場の支配者）
「今、このチャートは何に連動して動いているか？」
通貨や株価は単独では動きません。AIが裏側で「米金利(US10Y)」「ドル指数(DXY)」「米国株(SPX)」「原油(OIL)」との相関を総当たり計算し、現在最も強い影響を与えている要因（ドライバー）を表示します。
表示例: DRIVER: YIELDS (US10Y) (Sync)
要因名: 今は「米金利」が主導しています。
Sync / Inverse: Syncは正相関（連動）、Inverseは逆相関（逆の動き）を意味します。
: 連動率の強さです。80%以上あれば非常に強い根拠となります。
注意: DRIVER: NONE (RANDOM)
どのマクロ指標とも連動していません。投機的なランダムウォーク状態であるため、ダマシに合う確率が高い「危険な時間帯」です。
【中段】 QUANT METRICS（相場の質と量）
「このトレンドは本物か？ 燃料はあるか？」
行1：QUALITY（相場の質）
STR (Structure / 構造効率)
概念: カオス理論（フラクタル解析）を用い、値動きの「秩序」を数値化します。
見方: 数値が高いほど「ノイズの少ない綺麗なトレンド」です。数値が低すぎると「ランダム（カオス）」と判定され、トレード不適格となります。
バー表示: ▮▮▮▮▯ (右に行くほど高品質)
NRG (Energy / 変動エネルギー)
概念: 相場の基礎代謝（ボラティリティ）を計測します。
見方: 車のエンジン回転数です。数値が低すぎると、エントリーしても価格が動きません。逆に高すぎるとパニックの予兆となります。
行2：QUANTITY（相場の量・需給）
FLW (Flow / 資金流入)
概念: 機関投資家レベルの大口注文（出来高）が流入しているかを監視します。
見方: **100%**を基準とします。
💧 (100%未満): 閑散としています。
🌊 (100%前後): 通常の状態です。
🔥 (150%超): 機関投資家が介入しています。 強いトレンドが発生する合図です。
ADR (Reach / 到達度)
概念: 「その銘柄が1日に動ける平均距離」に対し、今日すでにどれくらい動いたか？
見方:
~80%: まだ伸びる余地があります。
100%超: ガス欠の可能性があります。深追いは禁物です。
(O.B): Over Bought/Sold（行き過ぎ）。ここからの順張りは危険です。逆張りの優位性が高まります。
【メイン】 MTF MATRIX（マルチタイム分析）
「全時間足の方向は揃っているか？」
5分足〜4時間足までのトレンド状態を一覧表示します。
REGIME: トレンド相場か、レンジ（サイクル）相場かを判定。
TREND: トレンドの方向（▲上昇 / ▼下降）。
ANOMALY: 現在価格の統計的異常値（Zスコア）。
赤文字 (例: 2.50σ): 異常な加熱状態です。平均回帰（反転）のリスクが高まっています。
SIGNAL: 最終的な売買判断。
重要: トレンドが出ていても、STR（構造）が悪かったり、マクロ相関がない場合は、安全装置が作動し強制的に**「NOISE（グレー）」**と表示されます。これにより無駄なエントリーを防ぎます。
【最下段】 TACTICAL ADVISOR（戦術指令）
「結論、どのツールでどう戦うべきか？」
上記すべてのデータをAIが統合判断し、推奨される戦略（Jonesシリーズ）を提示します。
1. 🚀 USE: ESSENTIAL (TREND FOLLOW)
条件: マクロ連動あり・構造きれい・燃料あり・加熱感なし。
戦略: ボーナスステージです。 Jones Essential のシグナルに従い、積極的に順張りを狙ってください。利益を最大化できる局面です。
2. 🎯 USE: KINETIC (FILTERED ENTRY)
条件: トレンドはあるが、燃料不足やマクロ乖離が見られる。
戦略: Jones Algo (Pro Max/Kinetic) を使用してください。HTFフィルターや各種条件が揃った「堅いポイント」だけを狙う精密射撃モードです。
3. 🛡️ USE: ELASTIC (REVERSION / SNAP)
条件: パニック相場、またはADR/異常値の限界突破。
戦略: 順張りは禁止です。Jones Elastic に切り替え、ゴムが伸び切った瞬間の「反発（SNAP）」だけを狙う逆張り戦術をとってください。
4. ✋ STAY CASH (NO CLEAR EDGE)
条件: 優位性がありません。
戦略: 「何もしない」ことが利益になります。 ポジションを持たず、次のチャンスまで静観してください。
3. CRISIS MODE（緊急事態モード）について
パネルの背景色が**「赤色」に変化した場合、「CRISIS MODE」**が発動しています。
発生要因:
統計的異常値（±2.5σ以上）の検知。
ボラティリティの爆発的拡大（パニック売り/買い）。
ADR（限界値幅）の極端な超過。
アクション:
すべての順張り戦略（ブレイクアウト等）を即時停止してください。
相場が「壊れている」状態です。テクニカル分析が通用しないため、Elasticでの短期逆張り以外は手を出さないのが賢明です。
4. 推奨環境
データフィード:
「FLW（資金流入）」は出来高データを参照します。OANDA、FXCM、Binanceなど、出来高データが豊富なブローカーのチャートで使用することを強く推奨します。
時間足:
本システムは全時間足で動作しますが、特に15分足〜1時間足での表示において、デイトレードの環境認識として最高のパフォーマンスを発揮します。
Statistics
Volume Weighted Intra Bar LR KurtosisThis indicator analyzes market character by decomposing total
Excess Kurtosis ("Fat Tails") of a SINGLE BAR into four distinct,
interpretable components based on a Linear Regression model.
Key Features:
1. **Intra-Bar LR Kurtosis Decomposition:** For each bar on the chart,
the indicator analyzes the underlying price action on a smaller
timeframe ('Intra-Bar Timeframe'). It fits a Linear Regression
line through the intra-bar data to decompose the 4th Moment:
- **Trend Kurtosis (Gold):** Peakedness of the regression line
itself. High values indicate the price path within the bar
moves in sudden jumps, steps, or gaps (discontinuous path).
- **Residual Kurtosis (Red):** Excess Kurtosis of the noise
around the regression line. Captures "Hidden Tail Risk" or
extreme outliers within the bar relative to the trend.
- **Within-Bar Kurtosis (Blue):** Fat tails derived from the
microstructure of individual intra-bar candles.
- **Interaction Variance (Dark Grey):** The comovement of variance
and mean deviations (volatility clustering relative to trend).
- **Interaction Skewness (Darker Grey):** The comovement of skewness
and mean deviations (asymmetry relative to trend).
2. **Visual Decomposition Logic:** Total Excess Kurtosis is the
primary metric displayed. Since statistical moments are additive,
this indicator calculates the *exact* Total Kurtosis and partitions
the columns based on the Law of Total Moments.
3. **Dual Display Modes:** The indicator offers two modes to
visualize this decomposition:
- **Absolute Mode:** Plots the *total* kurtosis as a
stacked column chart. Stacking logic groups components to
ensure visual clarity of the magnitude.
- **Relative Mode:** Plots the direct *contribution ratio*
(proportion) of each component relative to the total sum,
ideal for identifying the dominant driver (Trend vs. Noise).
4. **Calculation Options:**
- **Normalization:** An optional 'Normalize' setting
transforms inputs into logarithmic space, analyzing the
kurtosis of *returns* rather than absolute prices.
- **Volume Weighting:** An option (`Volume weighted`) applies
volume weighting to all regression and moment calculations,
emphasizing high-participation moves.
5. **Kurtosis Cycle Analysis:**
- **Pivot Detection:** Includes a built-in pivot detector
that identifies significant turning points (peaks/valleys) in
the *total* kurtosis line. (Note: This is only visible
in 'Absolute Mode').
- **Flexible Pivot Algorithms:** Supports various underlying
mathematical models for pivot detection provided by the
core library.
6. **Note on Confirmation (Lag):** Pivot signals are confirmed
using a lookback method. A pivot is only plotted *after*
the `Pivot Right Bars` input has passed, which introduces
an inherent lag.
7. **Multi-Timeframe (MTF) Capability:**
- **MTF Analysis Lines:** The entire intra-bar analysis can be
run on a higher timeframe (using the `Timeframe` input),
with standard options to handle gaps (`Fill Gaps`) and
prevent repainting (`Wait for...`).
- **Limitation:** The Pivot detection (`Calculate Pivots`) is
**disabled** if a Higher Timeframe (HTF) is selected.
8. **Integrated Alerts:** Includes comprehensive alerts for:
- Kurtosis magnitude (High Positive / High Negative).
- Character changes (Trend Jumps vs. Noise Outliers).
- Total Kurtosis pivot (High/Low) detection.
**Caution: Real-Time Data Behavior (Intra-Bar Repainting)**
This indicator uses high-resolution intra-bar data. As a result, the
values on the **current, unclosed bar** (the real-time bar) will
update dynamically as new intra-bar data arrives. This behavior is
normal and necessary for this type of analysis. Signals should only
be considered final **after the main chart bar has closed.**
---
**DISCLAIMER**
1. **For Informational/Educational Use Only:** This indicator is
provided for informational and educational purposes only. It does
not constitute financial, investment, or trading advice, nor is
it a recommendation to buy or sell any asset.
2. **Use at Your Own Risk:** All trading decisions you make based on
the information or signals generated by this indicator are made
solely at your own risk.
3. **No Guarantee of Performance:** Past performance is not an
indicator of future results. The author makes no guarantee
regarding the accuracy of the signals or future profitability.
4. **No Liability:** The author shall not be held liable for any
financial losses or damages incurred directly or indirectly from
the use of this indicator.
5. **Signals Are Not Recommendations:** The alerts and visual signals
(e.g., crossovers) generated by this tool are not direct
recommendations to buy or sell. They are technical observations
for your own analysis and consideration.
Volume Weighted Intra Bar KurtosisThis indicator analyzes market sentiment by providing a detailed
view of Excess Kurtosis ("Fat Tails"). It uses data from a lower,
intra-bar timeframe to separate the total kurtosis of a single bar
into distinct, interpretable components.
Key Features:
1. **Intra-Bar Kurtosis Decomposition:** For each bar on the chart,
the indicator analyzes the underlying price action on a smaller
timeframe ('Intra-Bar Timeframe'). Unlike Variance, the Fourth
Central Moment (Kurtosis) decomposes into three parts:
- **Between-Bar Kurtosis (Gold):** Peakedness of the price
path *between* the intra-bar candles. High values indicate
that the macro movement happened in jumps or gaps rather
than a smooth progression.
- **Within-Bar Kurtosis (Blue):** Fat tails derived from the
microstructure (extreme wicks) *inside* the intra-bar candles.
- **Interaction Variance (Dark Grey):** The comovement of variance
and mean deviations (volatility clustering relative to trend).
- **Interaction Skewness (Darker Grey):** The comovement of skewness
and mean deviations (asymmetry relative to trend).
2. **Visual Decomposition Logic:** Total Excess Kurtosis is the
primary metric displayed. Since Kurtosis coefficients are not
linearly additive, this indicator calculates the *exact* Total
Kurtosis and partitions the columns based on the additive
Fourth Moment Decomposition (`M4Tot = M4Btw + M4Wtn + M4Int`).
3. **Dual Display Modes:** The indicator offers two modes to
visualize this information:
- **Absolute Mode:** Plots the *total* kurtosis as a
stacked column chart, showing the *absolute magnitude* of
tail risk and the contribution of each component.
- **Relative Mode:** Plots the components as a 100% stacked
column chart (scaled from 0 to 1), focusing purely on the
*energy ratio* of the components.
4. **Calculation Options:**
- **Normalization:** An optional 'Normalize' setting
calculates an **Exponential Regression Curve** (log-space),
making the analysis suitable for comparing assets with
different scales (e.g., BTC vs EURUSD).
- **Volume Weighting:** An option (`Volume weighted`) applies
volume weighting to all mean and moment calculations.
5. **Kurtosis Cycle Analysis:**
- **Pivot Detection:** Includes a built-in pivot detector
that identifies significant turning points (peaks/valleys) in
the *total* kurtosis line. (Note: This is only visible
in 'Absolute Mode').
- **Flexible Pivot Algorithms:** Supports various underlying
mathematical models for pivot detection provided by the
core library.
6. **Note on Confirmation (Lag):** Pivot signals are confirmed
using a lookback method. A pivot is only plotted *after*
the `Pivot Right Bars` input has passed, which introduces
an inherent lag.
7. **Multi-Timeframe (MTF) Capability:**
- **MTF Analysis Lines:** The entire intra-bar analysis can be
run on a higher timeframe (using the `Timeframe` input),
with standard options to handle gaps (`Fill Gaps`) and
prevent repainting (`Wait for...`).
- **Limitation:** The Pivot detection (`Calculate Pivots`) is
**disabled** if a Higher Timeframe (HTF) is selected.
8. **Integrated Alerts:** Includes alerts for:
- Kurtosis magnitude (High Positive / High Negative).
- Kurtosis character changes/emerging/fading.
- Total Kurtosis pivot (High/Low) detection.
**Caution: Real-Time Data Behavior (Intra-Bar Repainting)**
This indicator uses high-resolution intra-bar data. As a result, the
values on the **current, unclosed bar** (the real-time bar) will
update dynamically as new intra-bar data arrives. This behavior is
normal and necessary for this type of analysis. Signals should only
be considered final **after the main chart bar has closed.**
---
**DISCLAIMER**
1. **For Informational/Educational Use Only:** This indicator is
provided for informational and educational purposes only. It does
not constitute financial, investment, or trading advice, nor is
it a recommendation to buy or sell any asset.
2. **Use at Your Own Risk:** All trading decisions you make based on
the information or signals generated by this indicator are made
solely at your own risk.
3. **No Guarantee of Performance:** Past performance is not an
indicator of future results. The author makes no guarantee
regarding the accuracy of the signals or future profitability.
4. **No Liability:** The author shall not be held liable for any
financial losses or damages incurred directly or indirectly from
the use of this indicator.
5. **Signals Are Not Recommendations:** The alerts and visual signals
(e.g., crossovers) generated by this tool are not direct
recommendations to buy or sell. They are technical observations
for your own analysis and consideration.
Volume Weighted LR KurtosisThis indicator analyzes market character by decomposing total
Excess Kurtosis ("Fat Tails") into four distinct, interpretable
components based on a Linear Regression model.
Key Features:
1. **Four-Component Kurtosis Decomposition:** The indicator
separates market tail risk based on the 'Estimate Bar Statistics' option.
It leverages the Law of Total Moments to provide an additive
breakdown of the 4th Statistical Moment:
- **Trend Kurtosis (Gold):** Peakedness of the regression line
itself. High values indicate the trend moves in sudden jumps,
steps, or gaps (discontinuous path).
- **Residual Kurtosis (Red):** Excess Kurtosis of the noise
around the regression line. This captures the "Hidden Tail Risk"
(extreme outliers relative to the trend).
- **Within-Bar Kurtosis (Blue):** Fat tails derived from the
microstructure of individual bars (requires 'Estimate Bar Statistics').
- **Interaction Variance (Dark Grey):** The comovement of variance
and mean deviations (volatility clustering relative to trend).
- **Interaction Skewness (Darker Grey):** The comovement of skewness
and mean deviations (asymmetry relative to trend).
2. **Visual Decomposition Logic:** Total Excess Kurtosis is the
primary metric displayed. Since statistical moments are additive,
this indicator calculates the *exact* Total Kurtosis and partitions
the area to visualize the contribution (weight) of each
structural source to the overall tail risk.
3. **Dual Display Modes:** The indicator offers two modes to
visualize this decomposition:
- **Absolute Mode:** Displays the *total* kurtosis as a
stacked area chart, allowing to see the magnitude of tail risk.
Stacking logic groups components to ensure visual clarity.
- **Relative Mode:** Displays the direct *contribution ratio*
(proportion) of each component relative to the total sum,
ideal for identifying the dominant driver of the risk.
4. **Calculation Options:**
- **Normalization:** An optional 'Normalize' setting
transforms inputs into logarithmic space, analyzing the
kurtosis of *returns* rather than absolute prices.
- **Volume Weighting:** An option (`Volume weighted`) applies
volume weighting to all regression and moment calculations,
emphasizing high-participation moves.
5. **Kurtosis Cycle Analysis:**
- **Pivot Detection:** Includes a built-in pivot detector
that identifies significant turning points (peaks/valleys) in
the *total* kurtosis line. This helps identify extremes in
market fragility or structural changes.
- **Flexible Pivot Algorithms:** Supports various underlying
mathematical models for pivot detection provided by the
core library.
6. **Note on Confirmation (Lag):** Pivot signals are confirmed
using a lookback method. A pivot is only plotted *after*
the `Pivot Right Bars` input has passed, which introduces
an inherent lag.
7. **Multi-Timeframe (MTF) Capability:**
- **MTF Kurtosis Lines:** The kurtosis lines can be
calculated on a higher timeframe, with standard options
to handle gaps (`Fill Gaps`) and prevent repainting
(`Wait for...`).
- **Limitation:** The Pivot detection (`Calculate Pivots`) is
**disabled** if a Higher Timeframe (HTF) is selected.
8. **Integrated Alerts:** Includes comprehensive alerts for:
- Kurtosis magnitude (High Positive / High Negative).
- Kurtosis character changes/emerging/fading.
- Total Kurtosis pivot (High/Low) detection.
---
**DISCLAIMER**
1. **For Informational/Educational Use Only:** This indicator is
provided for informational and educational purposes only. It does
not constitute financial, investment, or trading advice, nor is
it a recommendation to buy or sell any asset.
2. **Use at Your Own Risk:** All trading decisions you make based on
the information or signals generated by this indicator are made
solely at your own risk.
3. **No Guarantee of Performance:** Past performance is not an
indicator of future results. The author makes no guarantee
regarding the accuracy of the signals or future profitability.
4. **No Liability:** The author shall not be held liable for any
financial losses or damages incurred directly or indirectly from
the use of this indicator.
5. **Signals Are Not Recommendations:** The alerts and visual signals
(e.g., crossovers) generated by this tool are not direct
recommendations to buy or sell. They are technical observations
for your own analysis and consideration.
Volume Weighted KurtosisThis indicator analyzes market sentiment by decomposing total
Excess Kurtosis ("Fat Tails") into distinct, interpretable components:
"Between-Bar" (Trend Path) and "Within-Bar" (Microstructure).
Key Features:
1. **Moment-Based Kurtosis Decomposition:** The indicator
separates kurtosis based on the 'Estimate Bar Statistics' option.
It leverages the additive property of the Fourth Central Moment
(Cumulants) to ensure mathematical rigor:
- **Standard Mode (`Estimate Bar Statistics` = OFF):** Calculates
simple kurtosis of the selected `Source`.
- **Decomposition Mode (`Estimate Bar Statistics` = ON):** The
indicator uses a statistical model ('Estimator') to
calculate *within-bar* kurtosis.
This separates the tail risk into:
- **Between-Bar Kurtosis (Gold):** Peakedness of the price
path itself. High values indicate the trend moves in jumps
or gaps rather than a smooth progression.
- **Within-Bar Kurtosis (Blue):** Fat tails within the
microstructure. High values imply significant outliers
inside the bars (e.g., extreme wicks).
- **Interaction Variance (Dark Grey):** The comovement of variance
and mean deviations (volatility clustering relative to trend).
- **Interaction Skewness (Darker Grey):** The comovement of skewness
and mean deviations (asymmetry relative to trend).
2. **Visual Decomposition Logic:** Total Excess Kurtosis is the
primary metric displayed. Since Kurtosis coefficients are not
linearly additive, this indicator calculates the *exact* Total
Kurtosis and partitions the area/ratios based on the additive
Fourth Moment Decomposition (`M4Tot = M4Btw + M4Wtn + M4Int`). This
ensures the displayed total kurtosis remains mathematically accurate.
3. **Dual Display Modes:** The indicator offers two modes to
visualize this decomposition:
- **Absolute Mode:** Displays the *Total Kurtosis* as the main
line, with the background filled by the stacked components.
Shows the *magnitude* of the tail risk.
- **Relative Mode:** Displays the **Contribution Ratios**
of each component (-1.0 to 1.0). This isolates the
*structure/quality* of the risk (e.g., "Is the risk
driven by the trend jumps or by the candle instability?").
4. **Calculation Options:**
- **Normalization:** An optional 'Normalize' setting
transforms inputs into logarithmic space, analyzing the
kurtosis of *returns* rather than absolute prices.
(Essential for correct statistical properties).
- **Volume Weighting:** An option (`Volume weighted`) applies
volume weighting to all moment calculations, emphasizing
high-participation moves.
5. **Kurtosis Cycle Analysis:**
- **Pivot Detection:** Includes a built-in pivot detector
that identifies significant turning points (peaks/valleys) in
the *Total Kurtosis* line. (Note: This is only visible
in 'Absolute Mode').
- **Flexible Pivot Algorithms:** Supports various underlying
mathematical models for pivot detection provided by the
core library.
6. **Note on Confirmation (Lag):** Pivot signals are confirmed
using a lookback method. A pivot is only plotted *after*
the `Pivot Right Bars` input has passed, which introduces
an inherent lag.
7. **Multi-Timeframe (MTF) Capability:**
- **MTF Kurtosis Lines:** The kurtosis lines can be
calculated on a higher timeframe, with standard options
to handle gaps (`Fill Gaps`) and prevent repainting
(`Wait for...`).
- **Limitation:** The Pivot detection (`Calculate Pivots`) is
**disabled** if a Higher Timeframe (HTF) is selected.
8. **Integrated Alerts:** Includes comprehensive alerts for:
- Kurtosis magnitude (High Positive / High Negative).
- Character changes (Inter-Bar vs. Intra-Bar dominance).
- Total Kurtosis pivot (High/Low) detection.
---
**DISCLAIMER**
1. **For Informational/Educational Use Only:** This indicator is
provided for informational and educational purposes only. It does
not constitute financial, investment, or trading advice, nor is
it a recommendation to buy or sell any asset.
2. **Use at Your Own Risk:** All trading decisions you make based on
the information or signals generated by this indicator are made
solely at your own risk.
3. **No Guarantee of Performance:** Past performance is not an
indicator of future results. The author makes no guarantee
regarding the accuracy of the signals or future profitability.
4. **No Liability:** The author shall not be held liable for any
financial losses or damages incurred directly or indirectly from
the use of this indicator.
5. **Signals Are Not Recommendations:** The alerts and visual signals
(e.g., crossovers) generated by this tool are not direct
recommendations to buy or sell. They are technical observations
for your own analysis and consideration.
Volume Weighted Intra Bar LR SkewnessThis indicator analyzes market character by decomposing total
skewness (asymmetry) of a SINGLE BAR into four distinct,
interpretable components based on a Linear Regression model.
Key Features:
1. **Intra-Bar LR Skewness Decomposition:** For each bar on the chart,
the indicator analyzes the underlying price action on a smaller
timeframe ('Intra-Bar Timeframe'). It fits a Linear Regression
line through the intra-bar data to decompose the 3rd Moment:
- **Trend Skewness (Green/Red):** Asymmetry originating from
the slope of the intra-bar regression line. Indicates if the
price path within the bar is geometrically trend-driven.
- **Residual Skewness (Yellow):** Asymmetry of the noise
around the regression line. Captures "Tail Risk" or sudden
shocks within the bar that deviate from the main path.
- **Within-Bar Skewness (Blue):** Asymmetry derived from the
microstructure of individual intra-bar candles.
- **Interaction Skewness (Dark Grey):** Asymmetry caused by
the correlation between price levels and volatility within
the bar (e.g., volatility expanding as price drops).
2. **Visual Decomposition Logic:** Total Skewness is the
primary metric displayed. Since statistical moments are additive,
this indicator calculates the *exact* Total Skewness and partitions
the columns based on the Law of Total Moments.
3. **Dual Display Modes:** The indicator offers two modes to
visualize this decomposition:
- **Absolute Mode:** Plots the *total* skewness as a
stacked column chart. Stacking logic groups components with
the same sign to ensure visual clarity.
- **Relative Mode:** Plots the direct *contribution ratio*
(proportion) of each component relative to the total sum,
ideal for identifying the dominant driver (Trend vs. Noise).
4. **Calculation Options:**
- **Normalization:** An optional 'Normalize' setting
transforms inputs into logarithmic space, analyzing the
skewness of *returns* rather than absolute prices.
- **Volume Weighting:** An option (`Volume weighted`) applies
volume weighting to all regression and moment calculations,
emphasizing high-participation moves.
5. **Skewness Cycle Analysis:**
- **Pivot Detection:** Includes a built-in pivot detector
that identifies significant turning points (peaks/valleys) in
the *total* skewness line. (Note: This is only visible
in 'Absolute Mode').
- **Flexible Pivot Algorithms:** Supports various underlying
mathematical models for pivot detection provided by the
core library.
6. **Note on Confirmation (Lag):** Pivot signals are confirmed
using a lookback method. A pivot is only plotted *after*
the `Pivot Right Bars` input has passed, which introduces
an inherent lag.
7. **Multi-Timeframe (MTF) Capability:**
- **MTF Analysis Lines:** The entire intra-bar analysis can be
run on a higher timeframe (using the `Timeframe` input),
with standard options to handle gaps (`Fill Gaps`) and
prevent repainting (`Wait for...`).
- **Limitation:** The Pivot detection (`Calculate Pivots`) is
**disabled** if a Higher Timeframe (HTF) is selected.
8. **Integrated Alerts:** Includes comprehensive alerts for:
- Skewness magnitude (High Positive / High Negative).
- Character changes (Trend vs. Noise dominance).
- Total Skewness pivot (High/Low) detection.
**Caution: Real-Time Data Behavior (Intra-Bar Repainting)**
This indicator uses high-resolution intra-bar data. As a result, the
values on the **current, unclosed bar** (the real-time bar) will
update dynamically as new intra-bar data arrives. This behavior is
normal and necessary for this type of analysis. Signals should only
be considered final **after the main chart bar has closed.**
---
**DISCLAIMER**
1. **For Informational/Educational Use Only:** This indicator is
provided for informational and educational purposes only. It does
not constitute financial, investment, or trading advice, nor is
it a recommendation to buy or sell any asset.
2. **Use at Your Own Risk:** All trading decisions you make based on
the information or signals generated by this indicator are made
solely at your own risk.
3. **No Guarantee of Performance:** Past performance is not an
indicator of future results. The author makes no guarantee
regarding the accuracy of the signals or future profitability.
4. **No Liability:** The author shall not be held liable for any
financial losses or damages incurred directly or indirectly from
the use of this indicator.
5. **Signals Are Not Recommendations:** The alerts and visual signals
(e.g., crossovers) generated by this tool are not direct
recommendations to buy or sell. They are technical observations
for your own analysis and consideration.
Volume Weighted Intra Bar SkewnessThis indicator analyzes market sentiment by providing a detailed
view of skewness (asymmetry). It uses data from a lower, intra-bar
timeframe to separate the total skewness of a single bar into
distinct, interpretable components.
Key Features:
1. **Intra-Bar Skewness Decomposition:** For each bar on the chart,
the indicator analyzes the underlying price action on a smaller
timeframe ('Intra-Bar Timeframe'). Unlike Variance, the Third
Central Moment (Skewness) decomposes into three parts:
- **Between-Bar Skewness (Gold):** Asymmetry of the price
path *between* the intra-bar candles. Indicates if the macro
movements within the bar accelerated in one direction.
- **Within-Bar Skewness (Blue):** Asymmetry of the
microstructure (wicks vs. tails) *inside* the intra-bar candles.
- **Interaction Skewness (Grey):** The component arising from
the comovement of local means and local variances (e.g.,
does volatility increase when price drops?).
2. **Visual Decomposition Logic:** Total Skewness is the
primary metric displayed. Since Skewness coefficients are not
linearly additive, this indicator calculates the *exact* Total
Skewness and partitions the columns based on the additive
Third Moment Decomposition (`M3Tot = M3Btw + M3Wtn + M3Int`).
3. **Dual Display Modes:** The indicator offers two modes to
visualize this information:
- **Absolute Mode:** Plots the *total* skewness as a
stacked column chart, showing the *absolute magnitude* of
asymmetry and the contribution of each component.
- **Relative Mode:** Plots the components as a 100% stacked
column chart (scaled from 0 to 1), focusing purely on the
*energy ratio* of the components.
4. **Calculation Options:**
- **Normalization:** An optional 'Normalize' setting
calculates an **Exponential Regression Curve** (log-space),
making the analysis suitable for comparing assets with
different scales (e.g., BTC vs EURUSD).
- **Volume Weighting:** An option (`Volume weighted`) applies
volume weighting to all mean and moment calculations.
5. **Skewness Cycle Analysis:**
- **Pivot Detection:** Includes a built-in pivot detector
that identifies significant turning points (highs and lows) in
the *total* skewness line. (Note: This is only visible
in 'Absolute Mode').
- **Flexible Pivot Algorithms:** Supports various underlying
mathematical models for pivot detection provided by the
core library.
6. **Note on Confirmation (Lag):** Pivot signals are confirmed
using a lookback method. A pivot is only plotted *after*
the `Pivot Right Bars` input has passed, which introduces
an inherent lag.
7. **Multi-Timeframe (MTF) Capability:**
- **MTF Analysis Lines:** The entire intra-bar analysis can be
run on a higher timeframe (using the `Timeframe` input),
with standard options to handle gaps (`Fill Gaps`) and
prevent repainting (`Wait for...`).
- **Limitation:** The Pivot detection (`Calculate Pivots`) is
**disabled** if a Higher Timeframe (HTF) is selected.
8. **Integrated Alerts:** Includes alerts for:
- Skewness magnitude (High Positive / High Negative).
- Skewness character changes/emerging/fading.
- Total Skewness pivot (High/Low) detection.
**Caution: Real-Time Data Behavior (Intra-Bar Repainting)**
This indicator uses high-resolution intra-bar data. As a result, the
values on the **current, unclosed bar** (the real-time bar) will
update dynamically as new intra-bar data arrives. This behavior is
normal and necessary for this type of analysis. Signals should only
be considered final **after the main chart bar has closed.**
---
**DISCLAIMER**
1. **For Informational/Educational Use Only:** This indicator is
provided for informational and educational purposes only. It does
not constitute financial, investment, or trading advice, nor is
it a recommendation to buy or sell any asset.
2. **Use at Your Own Risk:** All trading decisions you make based on
the information or signals generated by this indicator are made
solely at your own risk.
3. **No Guarantee of Performance:** Past performance is not an
indicator of future results. The author makes no guarantee
regarding the accuracy of the signals or future profitability.
4. **No Liability:** The author shall not be held liable for any
financial losses or damages incurred directly or indirectly from
the use of this indicator.
5. **Signals Are Not Recommendations:** The alerts and visual signals
(e.g., crossovers) generated by this tool are not direct
recommendations to buy or sell. They are technical observations
for your own analysis and consideration.
Volume Weighted SkewnessThis indicator analyzes market sentiment by decomposing total
skewness (asymmetry) into two distinct, interpretable components:
"Between-Bar" (Inter-Bar) and "Within-Bar" (Intra-Bar) skewness.
Key Features:
1. **Moment-Based Skewness decomposition:** The indicator
separates skewness based on the 'Estimate Bar Statistics' option.
It leverages the additive property of the Third Central Moment
to ensure mathematical rigor:
- **Standard Mode (`Estimate Bar Statistics` = OFF):** Calculates
simple skewness of the selected `Source`.
- **Decomposition Mode (`Estimate Bar Statistics` = ON):** The
indicator uses a statistical model ('Estimator') to
calculate *within-bar* skewness.
This separates the asymmetry into:
- **Between-Bar Skewness (Gold):** Asymmetry of the price
path itself. A positive value indicates that the trend
moves more aggressively upwards than downwards.
- **Within-Bar Skewness (Blue):** Asymmetry of the
microstructure (wicks vs. tails). A positive value implies
strong buying pressure within the bars (long tails).
2. **Visual Decomposition Logic:** Total Skewness is the
primary metric displayed. Since Skewness coefficients are not
linearly additive, this indicator calculates the *exact* Total
Skewness and partitions the area/ratios based on the additive
Third Moment Decomposition (`M3Tot = M3Btw + M3Wtn`). This
ensures the displayed total skewness remains mathematically accurate.
3. **Dual Display Modes:** The indicator offers two modes to
visualize this decomposition:
- **Absolute Mode:** Displays the *Total Skewness* as the main
line, with the background filled by the stacked components.
Shows the *magnitude* and direction of the tail risk.
- **Relative Mode:** Displays the **Contribution Ratios**
of each component (-1.0 to 1.0). This isolates the
*structure/quality* of the asymmetry (e.g., "Is the skewness
driven by the trend or by the candle shapes?").
4. **Calculation Options:**
- **Normalization:** An optional 'Normalize' setting
transforms inputs into logarithmic space, analyzing the
skewness of *returns* rather than absolute prices.
(Essential for correct statistical properties).
- **Volume Weighting:** An option (`Volume weighted`) applies
volume weighting to all moment calculations, emphasizing
high-participation moves.
5. **Skewness Cycle Analysis:**
- **Pivot Detection:** Includes a built-in pivot detector
that identifies significant turning points (peaks/valleys) in
the *Total Skewness* line. (Note: This is only visible
in 'Absolute Mode').
- **Flexible Pivot Algorithms:** Supports various underlying
mathematical models for pivot detection provided by the
core library.
6. **Note on Confirmation (Lag):** Pivot signals are confirmed
using a lookback method. A pivot is only plotted *after*
the `Pivot Right Bars` input has passed, which introduces
an inherent lag.
7. **Multi-Timeframe (MTF) Capability:**
- **MTF Skewness Lines:** The skewness lines can be
calculated on a higher timeframe, with standard options
to handle gaps (`Fill Gaps`) and prevent repainting
(`Wait for...`).
- **Limitation:** The Pivot detection (`Calculate Pivots`) is
**disabled** if a Higher Timeframe (HTF) is selected.
8. **Integrated Alerts:** Includes comprehensive alerts for:
- Skewness magnitude (High Positive / High Negative).
- Character changes (Inter-Bar vs. Intra-Bar dominance).
- Total Skewness pivot (High/Low) detection.
---
**DISCLAIMER**
1. **For Informational/Educational Use Only:** This indicator is
provided for informational and educational purposes only. It does
not constitute financial, investment, or trading advice, nor is
it a recommendation to buy or sell any asset.
2. **Use at Your Own Risk:** All trading decisions you make based on
the information or signals generated by this indicator are made
solely at your own risk.
3. **No Guarantee of Performance:** Past performance is not an
indicator of future results. The author makes no guarantee
regarding the accuracy of the signals or future profitability.
4. **No Liability:** The author shall not be held liable for any
financial losses or damages incurred directly or indirectly from
the use of this indicator.
5. **Signals Are Not Recommendations:** The alerts and visual signals
(e.g., crossovers) generated by this tool are not direct
recommendations to buy or sell. They are technical observations
for your own analysis and consideration.
Volume Weighted Intra Bar CorrelationThis indicator analyzes market character by providing a detailed
view of correlation. It uses data from a lower, intra-bar timeframe
to separate the total correlation of a single bar into two distinct
components.
Key Features:
1. **Intra-Bar Correlation Decomposition:** For each bar on the chart,
the indicator analyzes the underlying price action on a smaller
timeframe ('Intra-Bar Timeframe') and quantifies two types of correlation:
- **Between-Bar Correlation (Directional):** Calculated from price
movements *between* the intra-bar candles. This component
represents the **macro-movement** correlation within the main bar.
- **Within-Bar Correlation (Non-Directional):** Calculated from
price fluctuations *inside* each intra-bar candle. This
component represents the **microstructure/noise** correlation.
2. **Visual Decomposition Logic:** Total Correlation is the
primary metric displayed. Since Correlation Coefficients are not
linearly additive, this indicator plots the *exact* Total
Correlation and partitions the area underneath based on the
Covariance Ratio. This ensures the displayed total correlation
remains mathematically accurate while showing relative composition.
3. **Dual Display Modes:** The indicator offers two modes to
visualize this information:
- **Absolute Mode:** Plots the *total* correlation as a
stacked column chart, showing the *absolute magnitude* of
correlation and the contribution of each component.
- **Relative Mode:** Plots the components as a 100% stacked
column chart (scaled from 0 to 1), focusing purely on the
*energy ratio* of 'between-bar' (macro) and 'within-bar' (micro)
correlation.
4. **Calculation Options:**
- **Normalization:** An optional 'Normalize' setting
calculates an **Exponential Regression Curve** (log-space),
making the analysis suitable for comparing assets with
different scales (e.g., BTC vs EURUSD).
- **Volume Weighting:** An option (`Volume weighted`) applies
volume weighting to all mean and covariance calculations.
5. **Correlation Cycle Analysis:**
- **Pivot Detection:** Includes a built-in pivot detector
that identifies significant turning points (highs and lows) in
the *total* correlation line. (Note: This is only visible
in 'Absolute Mode').
- **Flexible Pivot Algorithms:** Supports various underlying
mathematical models for pivot detection provided by the
core library.
6. **Note on Confirmation (Lag):** Pivot signals are confirmed
using a lookback method. A pivot is only plotted *after*
the `Pivot Right Bars` input has passed, which introduces
an inherent lag.
7. **Multi-Timeframe (MTF) Capability:**
- **MTF Analysis Lines:** The entire intra-bar analysis can be
run on a higher timeframe (using the `Timeframe` input),
with standard options to handle gaps (`Fill Gaps`) and
prevent repainting (`Wait for...`).
- **Limitation:** The Pivot detection (`Calculate Pivots`) is
**disabled** if a Higher Timeframe (HTF) is selected.
8. **Integrated Alerts:** Includes alerts for:
- Correlation magnitude (High Positive / High Inverse).
- Correlation character changes/emerging/fading.
- Total Correlation pivot (High/Low) detection.
**Caution: Real-Time Data Behavior (Intra-Bar Repainting)**
This indicator uses high-resolution intra-bar data. As a result, the
values on the **current, unclosed bar** (the real-time bar) will
update dynamically as new intra-bar data arrives. This behavior is
normal and necessary for this type of analysis. Signals should only
be considered final **after the main chart bar has closed.**
---
**DISCLAIMER**
1. **For Informational/Educational Use Only:** This indicator is
provided for informational and educational purposes only. It does
not constitute financial, investment, or trading advice, nor is
it a recommendation to buy or sell any asset.
2. **Use at Your Own Risk:** All trading decisions you make based on
the information or signals generated by this indicator are made
solely at your own risk.
3. **No Guarantee of Performance:** Past performance is not an
indicator of future results. The author makes no guarantee
regarding the accuracy of the signals or future profitability.
4. **No Liability:** The author shall not be held liable for any
financial losses or damages incurred directly or indirectly from
the use of this indicator.
5. **Signals Are Not Recommendations:** The alerts and visual signals
(e.g., crossovers) generated by this tool are not direct
recommendations to buy or sell. They are technical observations
for your own analysis and consideration.
Volume Weighted LR CorrelationThis indicator analyzes the structural relationship between two
assets by decomposing the Total Correlation into three distinct,
interpretable components using a Weighted Linear Regression model
and a Hybrid Copula Estimator.
Key Features:
1. **Hybrid Copula Estimator:** Unlike standard correlation, which
often fails on High/Low range data, this indicator fuses two
metrics to ensure mathematical rigor:
- **Magnitude:** Derived from Rogers-Satchell Volatility (robust to trend).
- **Direction:** Derived from Log-Returns.
This allows for precise correlation estimates even on intra-bar data.
2. **Three-Component Correlation Decomposition:** The indicator
separates correlation based on the 'Estimate Bar Statistics' option.
- **Standard Mode (`Estimate Bar Statistics` = OFF):** Calculates
correlation based on the selected `Source`.
- **Decomposition Mode (`Estimate Bar Statistics` = ON):** The
indicator uses a statistical model ('Estimator') to
calculate *within-bar* correlation.
This separates the relationship into:
- **Trend Correlation (Green/Red):** Correlation of the regression
slopes. Indicates if assets are trending in the same direction.
- **Residual Correlation (Yellow):** Correlation of the noise
around the trend (Cointegration). Indicates if assets
mean-revert together, even if trends differ.
- **Within-Bar Correlation (Blue):** Correlation of the
microstructure (intra-bar volatility).
3. **Visual Decomposition Logic:** Total Correlation is the
primary metric displayed. Since Correlation Coefficients are not
linearly additive, this indicator calculates the *exact* Total
Correlation and partitions the area/ratios based on the additive
Covariance Decomposition. This ensures the displayed total
correlation remains mathematically accurate.
4. **Dual Display Modes:** The indicator offers two modes to
visualize this decomposition:
- **Absolute Mode:** Displays the *Total Correlation* as the main
line, with the background filled by the stacked components
(Trend, Residual, Within). Shows the *magnitude* of the relationship.
- **Relative Mode:** Displays the **Energy Ratios** (-1.0 to 1.0)
of each component using L1-Normalization. This isolates the
*structure/quality* of the relationship (e.g., "Is the
correlation driven by Trend or just by Noise?").
5. **Calculation Options:**
- **Normalization:** An optional 'Normalize' setting
calculates an **Exponential Regression Curve** (log-space),
creating a constant percentage variance environment. Essential
for comparing assets with different scales (e.g., BTC vs EURUSD).
- **Volume Weighting:** An option (`Volume weighted`) applies
volume weighting to all regression and covariance calculations.
6. **Correlation Cycle Analysis:**
- **Pivot Detection:** Includes a built-in pivot detector
that identifies significant turning points (highs and lows) in
the *Total Correlation* line.
- **Flexible Pivot Algorithms:** Supports various underlying
mathematical models for pivot detection provided by the
core library.
7. **Note on Confirmation (Lag):** Pivot signals are confirmed
using a lookback method. A pivot is only plotted *after*
the `Pivot Right Bars` input has passed, which introduces
an inherent lag.
8. **Multi-Timeframe (MTF) Capability:**
- **MTF Correlation Lines:** The correlation lines can be
calculated on a higher timeframe, with standard options
to handle gaps (`Fill Gaps`) and prevent repainting
(`Wait for...`).
- **Limitation:** The Pivot detection (`Calculate Pivots`) is
**disabled** if a Higher Timeframe (HTF) is selected.
9. **Integrated Alerts:** Includes comprehensive alerts for:
- Correlation magnitude (High Positive / High Inverse).
- Correlation character changes/emerging/fading.
- Total Correlation pivot (High/Low) detection.
---
**DISCLAIMER**
1. **For Informational/Educational Use Only:** This indicator is
provided for informational and educational purposes only. It does
not constitute financial, investment, or trading advice, nor is
it a recommendation to buy or sell any asset.
2. **Use at Your Own Risk:** All trading decisions you make based on
the information or signals generated by this indicator are made
solely at your own risk.
3. **No Guarantee of Performance:** Past performance is not an
indicator of future results. The author makes no guarantee
regarding the accuracy of the signals or future profitability.
4. **No Liability:** The author shall not be held liable for any
financial losses or damages incurred directly or indirectly from
the use of this indicator.
5. **Signals Are Not Recommendations:** The alerts and visual signals
(e.g., crossovers) generated by this tool are not direct
recommendations to buy or sell. They are technical observations
for your own analysis and consideration.
DRAW MULTIPLE HORIZONTAL LINES WITH FORMATTING OPTIONSUse these tool developed by Lawrence Mendonca, to draw multiple horizontal lines, separated by a comma and retains the functionality to format the lines
Kong TrademakerKong Trademaker – Indicator Description
Kong Trademaker is a trading indicator designed to help traders identify clear trade opportunities based on dynamic price levels and market structure.
The indicator uses a central reference line (Center Line) as the main price anchor. From this center line, dynamic grid levels are calculated and displayed above and below the price, allowing traders to clearly visualize potential entry zones, take profit areas, and risk boundaries.
Position Size Calculator [Malibu]# Position Size Calculator
## 📊 Overview
**Position Size Calculator ** is the ultimate risk management tool designed for **prop firm traders**, **forex traders**, and anyone who takes position sizing seriously.
Stop guessing your lot size. Calculate the **exact position size** based on your account balance, risk percentage, and stop loss distance — all in real-time, directly on your chart.
---
## ✨ Key Features
### 🎯 Precise Lot Calculation
- Calculates optimal lot/position size based on your risk parameters
- Supports **floor rounding** to never exceed your intended risk
- Compatible with EarnForex & MyFxBook calculation standards
### 🔍 Auto-Detect Instrument Type
Automatically recognizes and configures settings for:
- **Forex** pairs (majors, minors, crosses, JPY pairs)
- **Gold (XAUUSD)** - 100 oz contract
- **Silver (XAGUSD)** - 5000 oz contract
- **Indices** (NQ, ES, YM, DAX, US30, US100)
- **Crypto** (BTC, ETH, SOL, XRP, and 10+ altcoins)
### 💰 Prop Firm Ready
Built-in **daily loss limit** and **max drawdown** tracking:
- Set your daily loss limit (e.g., 3%)
- Set your maximum drawdown limit (e.g., 8%)
- Indicator warns you when approaching limits
- Prevents over-risking and account blow-ups
### 📈 Real-Time Information Panel
Displays on your chart:
- Entry, Stop Loss, Take Profit levels
- **Calculated Lot Size**
- Dollar risk amount
- Risk-to-Reward ratio
- Required margin
- Pip value per lot
- Remaining daily/total limits
---
## ⚙️ How To Use
1. **Set your account details** in the settings:
- Current Balance
- Daily Starting Balance
- Initial Capital (for max drawdown calculation)
2. **Configure your risk parameters**:
- Daily Loss Limit %
- Maximum Drawdown Limit %
- Risk per trade %
3. **Enter your trade setup**:
- Select LONG or SHORT
- Enter Stop Loss distance or price
- Set your R:R ratio (optional)
4. **Read your position size** from the label on chart
---
## 🎨 Display Options
- Adjustable label position (distance from current bar)
- Three label sizes: Small, Normal, Large
- Color-coded status:
- 🟢 **Green** = LONG trade ready
- 🔴 **Red** = SHORT trade ready / Error
- 🟠 **Orange** = Warning
- 🔵 **Blue** = Waiting for input
---
## 📋 Supported Instruments
| Type | Examples | Contract Size |
|------|----------|---------------|
| Forex | EURUSD, GBPUSD, USDJPY | 100,000 |
| Gold | XAUUSD | 100 oz |
| Silver | XAGUSD | 5,000 oz |
| Nasdaq | NQ, US100 | $20/point |
| S&P 500 | ES, US500 | $50/point |
| Dow Jones | YM, US30 | $5/point |
| DAX | GER40, DE40 | €25/point |
| Crypto | BTCUSD, ETHUSD | 1 coin |
---
## 💡 Why Use This Calculator?
❌ **Without position sizing:**
- Random lot sizes
- Inconsistent risk
- Emotional decisions
- Account blow-ups
✅ **With Malibu Calculator:**
- Precise lot calculation every time
- Consistent 1% (or custom) risk per trade
- Protected by daily/total loss limits
- Professional risk management
---
## ⚠️ Important Notes
- This indicator is for **educational purposes** and risk calculation only
- Does not place trades automatically
- Always verify calculations with your broker's specifications
- Contract sizes may vary between brokers — use "Custom" option if needed
- For non-USD quote currencies, enter the exchange rate manually
---
## 🔄 Updates & Support
This indicator is actively maintained. If you encounter any issues or have feature requests, please leave a comment below.
**If you find this tool helpful, please give it a ⭐ and share with fellow traders!**
---
## 📚 Related Keywords
Position size calculator, lot size calculator, risk management, prop firm trading, forex calculator, risk calculator, money management, FTMO, funded trader, position sizing, lot calculator, forex risk, trading calculator
---
**Trade smart. Manage risk. Stay funded. 🏆**
Institutional Flow Engine - MEI and Execution PressureDescription:
This indicator is NOT based on traditional momentum oscillators.
It is built to measure how efficiently price moves and who controls the auction inside every candle.
Instead of chasing signals, this tool focuses on market structure behavior used by professional money.
📊 Indicator Explanation — How It Works
This indicator analyzes how price moves, not just where it moves 📈
It focuses on flow behavior and auction dynamics, not traditional lagging oscillators.
It is built using two core components:
⚙️ Market Efficiency Index (MEI)
MEI measures how much of the candle range represents real directional movement.
🔹 High MEI = Clean movement
→ Strong displacement
→ Low noise
→ Institutional participation
🔹 Low MEI = Inefficient movement
→ Consolidation
→ Absorption
→ Market indecision
In simple terms:
👉 MEI shows movement quality.
⚖️ Execution Pressure Index (EPI)
EPI measures who dominated the candle execution.
🔹 Close near the high
→ Buyers controlled the auction 🟢
🔹 Close near the low
→ Sellers controlled the auction 🔴
🔹 Neutral close
→ Balanced auction ⚪
In simple terms:
👉 EPI shows who won the candle.
🔗 How MEI and EPI Work Together
Both metrics should always be read together:
🟢 MEI rising + EPI positive
→ Clean buying pressure
→ Strong bullish flow
🔴 MEI rising + EPI negative
→ Clean selling pressure
→ Professional bearish execution
⚠️ MEI falling + EPI changing direction
→ Transition phase
→ Possible absorption
→ Market slowing down
This combination allows traders to identify:
✔ Trend strength
✔ Flow quality
✔ Market transitions
✔ Fake breakouts
✔ Exhaustion zones
🧠 Important Usage Note
This indicator is designed for market reading, not signal chasing.
Always combine with:
📌 Higher timeframe structure
📌 Key price levels
📌 Market context
Price is the effect.
Flow is the cause.
StdDev HTF LevelsStdDev HTF Levels - Responsive Linear Regression with Higher Timeframe Deviation Support/Resistance
━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━
OVERVIEW
This indicator combines a sophisticated adaptive linear regression channel with multi-timeframe deviation levels, giving you instant visibility into where price sits relative to key statistical levels across Monthly, Weekly, Daily, and 4-Hour timeframes.
The core regression uses WMA-based calculations with RMSE (Root Mean Square Error) deviation bands, providing more responsive and statistically accurate channels than traditional linear regression indicators.
━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━
HOW IT WORKS
▸ Current Timeframe Regression
The indicator calculates a linear regression channel for your current chart timeframe using an adaptive "smart lookback" system. This automatically adjusts the lookback period based on what timeframe you're viewing — shorter periods for intraday charts, longer periods for daily/weekly charts.
The regression line is calculated using a WMA (Weighted Moving Average) method that weights recent price action more heavily, making it more responsive to current market conditions than a simple linear regression.
Deviation bands are plotted at ±1, ±2, and ±3 standard deviations (with optional half-deviations), calculated using RMSE by default for statistically robust distance measurement.
▸ Higher Timeframe Nearest Levels
Here's where it gets powerful: The indicator pulls regression data from four higher timeframes (Monthly, Weekly, Daily, 4H) and displays only the NEAREST deviation level above and below current price from each.
This means instead of cluttering your chart with dozens of lines, you see exactly which HTF levels are most relevant right now — the immediate support and resistance from the bigger picture.
These HTF lines:
• Follow the slope of their respective timeframe's regression
• Are centered around the current candle (half behind, half ahead)
• Automatically hide when you're viewing that specific timeframe (e.g., Daily lines won't show on the Daily chart since you already see the full regression)
━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━
COLOR CODING
• White — Monthly deviation levels
• Neon Yellow — Weekly deviation levels
• Neon Green — Daily deviation levels
• Pink — 4-Hour deviation levels
Current timeframe regression uses customizable colors for the centerline and each deviation band.
━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━
KEY FEATURES
✦ Smart Lookback System
Automatically calculates optimal lookback periods based on your timeframe. For intraday charts, it uses day-based periods. For higher timeframes, it uses week-based periods. Fully customizable in settings.
✦ Adaptive for Crypto & Stocks
Recognizes whether you're trading crypto (7-day weeks) or stocks (5-day weeks) and adjusts calculations accordingly.
✦ RMSE vs StDev Option
Choose between RMSE (default) for deviation calculation or traditional Standard Deviation. RMSE typically provides tighter, more accurate bands.
✦ R² and Correlation Stats
Displays the correlation coefficient (r) and R-squared value so you can gauge the strength and reliability of the current regression.
✦ Hi/Lo Labels
Optional labels showing the highest high and lowest low within the regression period.
✦ Info Table
A compact table in the corner shows which deviation bands (σ) are nearest above/below price for each HTF, along with their R² values.
━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━
HOW TO USE
1. Add to your chart on any timeframe
2. Watch for price interaction with HTF deviation levels — these act as dynamic support/resistance
3. Use the current TF regression channel for trend direction and mean reversion setups
4. Higher R² values indicate stronger, more reliable trends
5. When multiple HTF levels cluster together, expect stronger S/R zones
Trading Ideas:
• Look for bounces off HTF deviation levels for entries
• Use regression slope direction to confirm trend bias
• Mean reversion trades when price reaches ±2σ or ±3σ bands
• Breakout confirmation when price clears multiple HTF levels
━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━
SETTINGS GUIDE
Regression Settings:
• Source — Price source for calculations (default: HLC3)
• Lookback bars — Manual lookback when smart lookback is disabled
• Use smart lookback — Enable/disable automatic period calculation
• Use StDev instead of RMSE — Toggle deviation calculation method
HTF Deviation Levels:
• Show HTF Nearest Deviation Levels — Master toggle for HTF lines
• HTF Line Width — Thickness of HTF level lines
• Color inputs for each timeframe
Appearance:
• Extend lines — Right, Both, or None
• Hi/Lo labels — Show period high/low markers
• Show stats — Display r and R² values
Deviations:
• Deviation multiplier — Scale the band width
• Deviations shown — How many full deviations (1-3)
• Half-deviations shown — How many half deviations (0-3)
━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━
MOC Multi-TimeframeThis indicator oscillators and shows it on three timeframes at once.
Extra visuals
Background color (current TF only):
Green = composite ≥ BUY level → bullish environment.
Red = composite ≤ SELL level → bearish environment.
Markers:
“BUY” triangle when current composite ≥ BUY level.
“SELL” triangle when current composite ≤ SELL level.
How to use it
Add the script to your chart.
In settings:
Choose TF1 and TF2 (can be seconds, minutes, or higher TF).
Turn Show MOC TF1/TF2 on/off as you like.
Adjust BUY and SELL levels (e.g., 70/30, 80/20).
Trading idea:
Prefer longs when:
Current TF composite is in green zone (BUY marker), and
TF1/TF2 composites are also high or at least not bearish.
Prefer shorts when:
Current TF composite is in red zone (SELL marker), and
TF1/TF2 composites are also low.
So, it’s mainly a multi‑timeframe trend/strength filter: it tells you when many oscillators agree on bullish or bearish direction across several timeframes.
BEP Level by Jitendra
BEP Level Indicator "Break-Even Zone"
Overview Summary of This Indicator
Options Break-Even (BEP) indicator that calculates and plots Call & Put BEP levels using real option premiums.
It helps option sellers identify the true no-profit / no-loss price zone directly on the chart.
This indicator is ideal for NIFTY, BANKNIFTY, SENSEX, BANKEX, and NSE stocks.
Dynamically builds ATM option symbols (CE & PE)
Fetches option premiums from NSE / BSE
Calculates Call BEP & Put BEP
Displays forward-only or historical BEP levels
Highlights the BEP trading zone
Triggers alerts when price enters the BEP zone
Key Features
Accurate Options BEP Calculation
Uses real CE & PE option premiums
Supports Daily / Weekly / Monthly BEP
Manual ATM Strike & Expiry control
BEP Zone visualization
Forward-only clean BEP levels
Historical BEP tracking (optional)
Alert when price enters BEP zone
Designed for option sellers & range traders
How BEP Is Calculated
Call BEP = ATM Strike + Call Premium
Put BEP = ATM Strike − Put Premium
Between Call BEP & Put BEP
Price inside zone → Option sellers break even
Price outside zone → One side starts losing
Premium source can be selected as:
Previous period close
Today’s open
Live premium
Supported Instruments
Fill Right Option Expiry Dates in Setting
NIFTY
BANKNIFTY
SENSEX (BSX)
BANKEX (BKX)
NSE Stocks
Display Modes
Only Next BEP
Shows forward-projected BEP levels only
Best for live trading
Clean & clutter-free view
Next + Historical
Displays past BEP levels
Optional shaded BEP zone
Useful for analysis & back testing
ATM & EXPIRY SETTING
Premium Data Retrieval (Core Logic)
Previous Period Close
request.security(symbol, tf, close )
Current Period Open
request.security(symbol, tf, open)
Live Premium
request.security(symbol, timeframe.period, close)
Data Flow Summary
Chart Symbol
↓
Instrument Detection
↓
Prefix + Expiry + Strike
↓
Option Symbol (CE / PE)
↓
request.security()
↓
Premium Selection
↓
BEP Calculation
Data Safety & Performance Considerations
Uses dynamic_requests=true to allow runtime symbol creation
No loops → avoids request limit issues
Premiums are fetched only for:
One Call option
One Put option
Optimized for real-time usage
Thanks
TradingView Community
Position Size Gev_Risk ($)
The amount of money you are willing to lose if the stop-loss is hit.
Base Stop Price
The stop-loss price you set. The stop is recalculated in real time as price moves.
Fee (%) round-trip
Estimated total trading fees for opening and closing the position.
Stop Mode
With Buffer: adds extra distance to the stop, resulting in a smaller position size
No Buffer: uses the Base Stop Price exactly as entered
Stop Buffer (%)
The percentage added to the stop distance when Stop Mode is set to With Buffer.
Live adjustment behavior
The stop price updates continuously as price moves, and the position size is recalculated live to stay aligned with the selected Risk ($).
Level 2 Order Flow Oracle with Sector Heatmap📊 Level 2 Order Flow Oracle™ + Dynamic Sector Heatmap
🎯 Overview
The Level 2 Order Flow Oracle™ is an advanced institutional-grade trading indicator that combines sophisticated order flow analysis with real-time sector rotation monitoring. This all-in-one tool provides traders with deep market insights by analyzing bid/ask imbalances, volume profile (VPOC), institutional footprints, and smart money divergences - all while displaying a dynamic sector heatmap that automatically adapts to your selected symbol.
Whether you're a day trader, swing trader, or institutional investor, this indicator delivers actionable signals with confidence ratings, risk-reward ratios, and precise entry/exit levels backed by multi-factor analysis.
✨ KEY FEATURES
🔬 Advanced Order Flow Analysis
Delta Calculation: Real-time buy/sell volume delta with cumulative tracking
Aggressive Order Detection: Identifies large market orders hitting the bid/ask
Bid/Ask Imbalance Proxy: Detects strong buying or selling pressure based on candle positioning
Order Absorption Detection: Spots institutional walls absorbing market orders
Iceberg Order Detection: Identifies hidden institutional orders
📍 Volume Profile & VPOC
Dynamic VPOC Calculation: Point of Control showing highest volume traded price levels
Volume Distribution Analysis: 10-level price-volume histogram updated every 5 bars
VPOC Distance Tracking: Monitors price position relative to high-volume nodes
🐋 Institutional Footprint Detection
Smart Money Tracking: Identifies large institutional buy/sell orders (3x+ volume)
Distribution/Accumulation Signals: Detects volume divergences at price extremes
Order Block Mapping: Marks key institutional support/resistance zones
Order Block Retests: Alerts when price revisits institutional levels
🎯 Multi-Factor Prediction Engine
8-factor scoring system analyzing:
Trend Alignment (20 points) - EMA 8/21/50 confluence
Order Flow (25 points) - Delta and aggressive orders
Bid/Ask Imbalance (15 points) - Market pressure
Institutional Activity (20 points) - Smart money footprints
Volume Profile (10 points) - VPOC positioning
Absorption (10 points) - Large order walls
Pattern Recognition (10 points) - Reversal/continuation setups
Momentum (10 points) - RSI, MACD, MFI alignment
🔒 Prediction Lock Mechanism
Confidence-Based Signals: Only triggers at 65%+ (customizable)
Stabilization Period: Locks predictions for 10 bars (adjustable) to prevent whipsaws
Dynamic Targets: ATR-based profit targets (1.5x to 2.5x based on confidence)
Risk Management: Automatic stop-loss calculation
Risk-Reward Filter: Only displays signals with 2:1+ R:R ratio
🔥 Dynamic Sector Heatmap
Auto-Detection: Automatically identifies which sector your symbol belongs to
10 Sectors Covered: Technology, Finance, Healthcare, Consumer, Energy, Industrial, Communication, Utilities, Materials, Market Indices
Real-Time Performance: Updates every tick showing intraday % change
Relative Strength Mode: Toggle to show performance vs SPY
Visual Color Coding:
🟢 Strong Green: >2.5% gain
🟢 Green: 1.2-2.5%
🟢 Light Green: 0.4-1.2%
⚪ Neutral: -0.4% to +0.4%
🔴 Light Red: -0.4% to -1.2%
🔴 Red: -1.2% to -2.5%
🔴 Strong Red: <-2.5%
Current Symbol Highlight: Shows ▶ arrow next to your active ticker
6 Top Symbols Per Sector: Displays the most liquid/representative stocks
📊 Comprehensive Dashboard
Real-time metrics displayed:
Signal Direction: BULL/BEAR/WAIT with confidence %
Lock Status: Countdown until next signal update
Price Targets: Entry, target, and stop levels
Risk-Reward Ratio: Actual R:R for current setup
Delta: Current buy/sell volume difference
Imbalance: Bid/Ask pressure indicator
Institutional Activity: Whale buy/sell detection
Absorption: Large order wall detection
VPOC Distance: % distance from volume point of control
Order Block Status: Active bullish/bearish block tests
Volume Ratio: Current vs average volume
RSI & MFI: Momentum oscillators with overbought/oversold zones
🎨 VISUAL COMPONENTS
Chart Overlays
EMA Ribbons: 8/21/50 period exponential moving averages
Bollinger Bands: 20-period with 2 standard deviations
VPOC Line: Dynamic volume point of control
Order Blocks: Dotted lines showing institutional zones (50-bar memory)
Prediction Arrow: Directional forecast with confidence label
Stop Loss Line: Dashed red risk management level
Background Coloring: Subtle green/red tint indicating active signal
Signal Labels
🚀 Bullish Signal: Green label below bar with confidence %
⚠️ Bearish Signal: Red label above bar with confidence %
Appears only when:
Confidence ≥ threshold (default 65%)
Risk-reward ratio ≥ 2:1
Lock period expired or confidence jumped 15%+
⚙️ CUSTOMIZATION OPTIONS
Prediction Settings
Prediction Horizon: 5-20 bars (default: 10)
Min Confidence %: 50-90% (default: 65%)
Lock Period: 5-20 bars (default: 10)
Level 2 Analysis Toggles
☑️ Order Flow Analysis
☑️ Volume Profile (VPOC)
☑️ Institutional Footprints
☑️ Order Absorption Detection
☑️ Bid/Ask Imbalance
Display Options
☑️ Dashboard (position: Top Center)
☑️ Order Blocks
☑️ Signals
Font Size: Tiny/Small/Normal
Sector Heatmap Settings
☑️ Show Sector Heatmap
Position: Top Left/Right, Bottom Left/Right
Size: Tiny/Small/Normal
☑️ Show vs SPY (Relative Strength Mode)
Sector Override: Manual sector selection or Auto-Detect
🔔 ALERT CONDITIONS
Create automated alerts for:
🚀 L2 Buy Signal: Bullish setup detected with confidence %
⚠️ L2 Sell Signal: Bearish setup detected with confidence %
🐋 Whale Buy: Institutional buying detected (3x+ volume)
🐋 Whale Sell: Institutional selling detected (3x+ volume)
📊 Absorption: Large order absorption detected
✅ Bull OB Test: Price testing bullish order block
❌ Bear OB Test: Price testing bearish order block
📈 HOW TO USE
For Day Traders
Enable all Level 2 Analysis features
Set Lock Period to 5 bars for faster signals
Monitor Dashboard for real-time delta and imbalance
Watch for 🐋 Whale alerts indicating institutional activity
Use Sector Heatmap to identify strong/weak sectors for momentum plays
For Swing Traders
Increase Lock Period to 15-20 bars for more stable signals
Raise Min Confidence to 70-80% for higher probability setups
Wait for Order Block retests with confirmation
Monitor sector rotation for multi-day trends
Use 2:1+ R:R signals only
For Position Traders
Focus on higher timeframes (4H, Daily)
Set Min Confidence to 80%+ for institutional-grade setups
Combine with fundamental analysis of sector leaders
Use Sector Heatmap to identify sector rotation
Wait for both Order Flow AND Institutional Activity alignment
Reading the Sector Heatmap
Strong outperformance (bright green): Sector leadership, consider long positions
Relative weakness (red): Sector lagging, consider avoiding longs
Divergence: If your stock is red but sector is green → investigate weakness
Convergence: If your stock matches sector → confirmation of trend
🧮 TECHNICAL SPECIFICATIONS
Pine Script Version: 5
Chart Type: Overlay indicator
Calculation Frequency: Every tick
Max Security Calls: 14 (well under 40 limit)
Performance Impact: Optimized with conditional loading
Sectors Covered: 10 major market sectors
Symbols Per Sector: 6 most liquid representatives
Historical Data: VPOC uses 20-bar lookback, Order Blocks track 50 bars
💡 BEST PRACTICES
Combine with Price Action: Use signals as confirmation, not sole entry reason
Respect the Lock: Don't chase trades during lock period - wait for next signal
Watch Order Blocks: Retests of institutional zones often provide best entries
Sector Context Matters: A bullish signal in a weak sector may underperform
Volume Confirmation: Higher volume on signals = higher probability
Multiple Timeframes: Check higher timeframe alignment for better success rate
Risk Management: Always use the calculated stop-loss levels
Filter by R:R: Only take trades with 2:1+ risk-reward ratio
⚠️ IMPORTANT NOTES
Sector Auto-Detection: Works for major US equities; use Manual Override for others
Real-Time Data: Heatmap requires real-time data subscription for accurate updates
Backtesting: Prediction lock mechanism prevents repainting
Market Hours: Most effective during regular trading hours with higher volume
Not Financial Advice: This is a technical analysis tool; always do your own research
🎓 INDICATOR COMPONENTS EXPLAINED
Delta
Positive delta = More buying pressure
Negative delta = More selling pressure
Cumulative delta above SMA = Bullish accumulation
Cumulative delta below SMA = Bearish distribution
VPOC (Volume Point of Control)
Price level with highest traded volume
Acts as magnetic level for price action
Bullish when price > VPOC
Bearish when price < VPOC
Order Blocks
Price zones where institutions placed large orders
Bullish OB: Support zone from institutional buying
Bearish OB: Resistance zone from institutional selling
Retests often provide optimal entry points
Absorption
Large volume + small price movement = order absorption
Indicates institutional player absorbing market orders
Often precedes reversals or consolidation
🚀 GETTING STARTED
Add to Chart: Click "Add to Favorites" and apply to any chart
Choose Your Symbol: Works on stocks, indices, ETFs
Customize Settings: Adjust confidence threshold and lock period to your style
Position Heatmap: Move to preferred corner (default: Bottom Right)
Set Alerts: Create alerts for L2 Buy/Sell signals
Monitor Dashboard: Watch for signal updates and metrics
Execute Trades: Follow signals with proper risk management
📊 COMPATIBLE WITH
US Equities: All NASDAQ, NYSE, AMEX stocks
Major Indices: SPY, QQQ, DIA, IWM
ETFs: Sector ETFs, commodity ETFs
Timeframes: 1min to Daily (optimized for 5min-1H)
Market Conditions: Trending and ranging markets
🛡️ RISK DISCLAIMER
Trading involves substantial risk of loss. Past performance is not indicative of future results. This indicator is a technical analysis tool and should not be used as the sole basis for trading decisions. Always use proper risk management, position sizing, and stop losses. The creator is not responsible for any trading losses incurred using this indicator.
📞 SUPPORT & UPDATES
Regular updates with new features and improvements
Bug fixes and performance optimizations
Community feedback integration
Follow for update notifications
🏆 WHY CHOOSE LEVEL 2 ORDER FLOW ORACLE™?
✅ Institutional-Grade Analysis: Tools previously available only to professional traders
✅ Multi-Factor Confirmation: 8-factor scoring eliminates false signals
✅ Real-Time Sector Context: Understand market rotation in real-time
✅ No Repainting: Prediction lock mechanism ensures historical signals don't change
✅ Complete Trading System: Entry, target, stop - everything calculated automatically
✅ Visual Clarity: Clean dashboard and heatmap for quick decision making
✅ Customizable: Adjust to your trading style and risk tolerance
✅ Professional Support: Regular updates and improvements
Transform your trading with institutional-grade order flow analysis. Add Level 2 Order Flow Oracle™ to your favorites today! 🎯📈
Tags: Order Flow, Volume Profile, VPOC, Institutional Trading, Smart Money, Delta, Sector Rotation, Heatmap, Market Scanner, Level 2, Bid Ask Imbalance, Order Blocks, ICT, Supply Demand, Footprint Chart, Accumulation Distribution, Whale Tracking
Entropy-Gated Expansion StateThis indicator identifies sustained directional expansion regimes by separating regime qualification from regime persistence. Directional entropy is used to detect when price transitions from a disordered environment into a structured one, acting as a gate that enables participation only during favorable market conditions. Once qualified, trend structure maintains the active state through consolidations and minor pullbacks, ensuring the indicator remains engaged throughout the expansion phase rather than firing as a short-lived signal.
The result is a persistent, state-based output that avoids sideways markets, reduces noise, and remains active during sustained trends across a wide range of assets, including high-volatility instruments.
Gap Fill Probability & Statistics [ES/NQ]
🎯 What This Indicator Does
This indicator shows you the real probability of gap fill based on historical data analysis of 2,600+ ES and 2,700+ NQ trading days.
Unlike other gap indicators that just draw lines, this one tells you:
What's the chance this gap will fill today?
How long does it typically take?
How much risk (drawdown) to expect?
What happens after the gap fills?
All statistics are context-specific — calculated for your exact gap type (size + direction), not generic averages.
📊 Key Features
Real-Time Gap Tracking
Automatic gap detection at RTH open (9:30 AM ET)
Visual fill levels on chart (25%, 50%, 75%, 100%)
Live status updates as price moves
Historical Statistics Panel
Fill probability by time (10:30, Noon, Close)
Typical fill time in minutes
Sample size for statistical confidence
Risk Metrics
MAE (Max Adverse Excursion) — typical drawdown before fill
Worst 10% scenarios
Whipsaw probability (fills then reverses)
Timing Analysis
When do most fills happen?
Cumulative fill probability by time bucket
After-Fill Behavior
Does price continue or reverse after fill?
Extension beyond gap close
📈 Gap Classification
Gaps are classified by size relative to ATR:
Tiny: < 0.3x ATR
Small: 0.3x - 0.7x ATR
Medium: 0.7x - 1.2x ATR
Large: > 1.2x ATR
Statistics are calculated separately for each size AND direction (Up/Down), giving you 8 unique contexts instead of one generic number.
⚙️ Customization
Toggle individual sections on/off:
Today's Gap
History Stats
Fill Chances (ladder)
Live Status
Risk Info
Best Time to Fill
Opening Range
After Gap Fills
🔔 Alerts
Built-in alerts for:
25% fill
50% fill
75% fill
100% fill (complete)
📋 Data Source
Statistics derived from analysis of:
ES (E-mini S&P 500): 2,646 trading days
NQ (E-mini Nasdaq): 2,791 trading days
Data includes gaps from 2014-2024, covering various market conditions.
⚠️ Disclaimer
This indicator provides statistical probabilities based on historical data. Past performance does not guarantee future results. Use as one input in your trading decisions, not as the sole basis for trades.
💡 How to Use
Add indicator to ES or NQ futures chart
Select correct symbol in settings
At market open, check the probability and typical fill time
Use MAE data to set appropriate stop levels
Monitor live status throughout the session
Best used on 1-minute to 15-minute timeframes during RTH session.
Order VolumeGranular order volume.
Mainly to be used in other indicators where accurate order flow is needed.
Uses 1S security to pull higher resolution data and then adds into bin based on candle size of chart.
1S can be changed to different time frames based on data limitations.
Plot delta.
