Footprint.Pro-v3.7-EN [Elykia]Title: Footprint Pro System - Order Flow & Price Action
Footprint Pro is a comprehensive institutional-grade Order Flow suite designed to visualize the internal dynamics of a candle. It allows traders to see Bid x Ask volume, Delta, and Liquidity imbalances directly inside the bars, offering a "X-Ray" view of the market.
This tool is optimized for Scalping and Intraday trading, compatible with both Standard Timeframes and simulated Range Bars.
🔥 Key Features
1. Dual Calculation Modes
Timeframe Mode: Displays Footprints on standard candles (1m, 5m, etc.) with a live countdown.
Range Mode (Simulated): Calculates Range Bars based on volatility (Points/Ticks) rather than time. This filters out noise and highlights pure price movement.
Note: Includes a performance optimizer to limit historical calculation.
2. Advanced Visualization Styles
Standard Style: Classic box display with Bid x Ask or Total Volume numbers. Includes a Volume Heatmap that changes color intensity based on Delta strength.
Profile Style: Displays a volume profile histogram next to each candle to visualize the distribution of liquidity within the bar.
3. 🧠 Smart Assistant & Automated Setups
The script includes a real-time analysis engine that detects 5 high-probability Order Flow setups:
S1 - Rejection: Detects price reversal with strong wick rejection and Delta confirmation.
S2 - Exhaustion: Identifies a trend drying up (Volume drops significantly at highs/lows).
S3 - Absorption (Iceberg): Detects aggressive buying/selling that fails to move price (High Volume + Inverse Delta).
S4 - Trapped Traders (New): "Effort vs. Result." Detects high Delta participation but the candle closes in reverse (e.g., Doji or opposite color).
S5 - Stacked Imbalances (New): Identifies "Walls" of liquidity. Looks for 3 consecutive levels where Buy/Sell volume exceeds the imbalance ratio (default 300%).
4. Data & Analytics Dashboard
Fixed Data Ribbon: A ribbon at the bottom of the screen showing Volume, Delta, and Divergences for the last 50 candles.
Technical Dashboard: Displays current mode, Range size, and tick value.
Setups Table: An on-screen legend explaining active signals and their logic.
5. Order Flow Nuances
Delta Flip (Divergence): Highlights candles where Price and Delta disagree (e.g., Red Candle but Positive Delta), signaling a potential reversal or trap.
POC (Point of Control): auto-plots the highest volume node of the candle.
VWAP Session: Integrated anchor for confluence.
5. 🔥 Advanced Histogram & Visualization
The core of this system is its ability to break down a candle into granular price levels (bins). It offers a rich visual representation of market intent:
Dynamic Histogram:
Standard Style: Displays volume blocks inside the candle.
Profile Style: Projects a Volume Profile histogram alongside the candle to instantly identify high-volume nodes (HVN) and low-volume nodes (LVN).
Delta & Volume Data:
You can choose to display Bid x Ask interactions or Total Volume per level.
Delta Coloring: Automatically colors bars based on the net difference between buyers and sellers.
Smart Heatmap (Visual Filtering):
The script uses a dynamic Heatmap System.
Weak Levels: Displayed with high transparency (faint colors), filtering out noise.
Strong Levels: Displayed in solid, bright colors (Red/Green) when volume/delta exceeds critical thresholds. This draws your eye immediately to where the real money is exchanging hands.
🛠️ Installation & Best Setup (Critical)
For the most accurate volume filtering and "Tick-Perfect" precision, this tool is designed to work on the lowest possible timeframe.
1. Set Chart to 1-Second Timeframe:
Ideally, position your TradingView chart on the 1-second (1s) timeframe.
Why? The script aggregates these micro-movements to reconstruct higher timeframe candles with minimal data loss and maximum volume precision.
2. Clean the Chart:
Go to Chart Settings (Symbol).
Uncheck "Body", "Borders", and "Wick".
Why? The script draws its own custom candles. Hiding the native chart prevents visual clutter.
3. Configure the Footprint:
Open the Indicator Settings.
Timeframe Footprint: Select your desired trading timeframe (e.g., 1 minutes ... 15 minutes, ).
The script will now calculate and draw a perfect 5-minute Footprint candle using the high-precision 1-second data feed.
🚀 Optimization
Footprint charts are calculation-heavy. This script includes a Performance Optimization group:
Limits the number of drawn boxes.
Dynamic buffer calculation.
"Smart Load" allows you to view historical data without freezing the browser.
Recommended (Premium): To optimize the tool and precisely separate Buy/Sell, using second-based charts (1s, 5s) via a TradingView Premium subscription is highly recommended.
Disclaimer: Order Flow analysis requires practice. This tool provides data visualization and does not constitute financial advice.
Volumen
MFI Volume Profile [Kodexius]The MFI Volume Profile indicator blends a classic volume profile with the Money Flow Index so you can see not only where volume traded, but also how strong the buying or selling pressure was at those prices. Instead of showing a simple horizontal histogram of volume, this tool adds a money flow dimension and turns the profile into a price volume momentum heat map.
The script scans a user controlled lookback window and builds a set of price levels between the lowest and highest price in that period. For every bar inside that window, its volume is distributed across the price levels that the bar actually touched, and that volume is combined with the bar’s MFI value. This creates a volume weighted average MFI for each price level, so every row of the profile knows both how much volume traded there and what the typical money flow condition was when that volume appeared.
On the chart, the indicator plots a stack of horizontal boxes to the right of current price. The length of each box represents the relative amount of volume at that price, while the color represents the average MFI there. Levels with stronger positive money flow will lean toward warmer shades, and levels with weaker or negative money flow will lean toward cooler or more neutral shades inside the configured MFI band. Each row is also labeled in the format Volume , so you can instantly read the exact volume and money flow value at that level instead of guessing.
This gives you a detailed map of where the market really cared about price, and whether that interest came with strong inflow or outflow. It can help you spot areas of accumulation, distribution, absorption, or exhaustion, and it does so in a compact visual that sits next to price without cluttering the candles themselves.
Features
Combined volume profile and MFI weighting
The indicator builds a volume profile over a user selected lookback and enriches each price row with a volume weighted average MFI. This lets you study both participation and money flow at the same price level.
Volume distributed across the bar price range
For every bar in the window, volume is not assigned to a single price. Instead, it is proportionally distributed across all price rows between the bar low and bar high. This creates a smoother and more realistic profile of where trading actually happened.
MFI based color gradient between 30 and 70
Each price row is colored according to its average MFI. The gradient is anchored between MFI values of 30 and 70, which covers typical oversold, neutral and overbought zones. This makes strong demand or distribution areas easier to spot visually.
Configurable structure resolution and depth
Main user inputs are the lookback length, the number of rows, the width of the profile in bars, and the label text size. You can quickly switch between coarse profiles for a big picture and higher resolution profiles for detailed structure.
Numeric labels with volume and MFI per row
Every box is labeled with the total volume at that level and the average MFI for that level, in the format Volume . This gives you exact values while still keeping the visual profile clean and compact.
Calculations
Money Flow Index calculation
currentMfi is calculated once using ta.mfi(hlc3, mfiLen) as usual,
Creation of the profileBins array
The script creates an array named profileBins that will hold one VPBin element per price row.
Each VPBin contains
volume which is the total volume accumulated at that price row
mfiProduct which is the sum of volume multiplied by MFI for that row
The loop;
for i = 0 to rowCount - 1 by 1
array.push(profileBins, VPBin.new(0.0, 0.0))
pre allocates a clean structure with zero values for all rows.
Finding highest and lowest price across the lookback
The script starts from the current bar high and low, then walks backward through the lookback window
for i = 0 to lookback - 1 by 1
highestPrice := math.max(highestPrice, high )
lowestPrice := math.min(lowestPrice, low )
After this loop, highestPrice and lowestPrice define the full price range covered by the chosen lookback.
Price range and step size for rows
The code computes
float rangePrice = highestPrice - lowestPrice
rangePrice := rangePrice == 0 ? syminfo.mintick : rangePrice
float step = rangePrice / rowCount
rangePrice is the total height of the profile in price terms. If the range is zero, the script replaces it with the minimum tick size for the symbol. Then step is the price height of each row. This step size is used to map any price into a row index.
Processing each bar in the lookback
For every bar index i inside the lookback, the script checks that currentMfi is not missing. If it is valid, it reads the bar high, low, volume and MFI
float barTop = high
float barBottom = low
float barVol = volume
float barMfi = currentMfi
Mapping bar prices to bin indices
The bar high and low are converted into row indices using the known lowestPrice and step
int indexTop = math.floor((barTop - lowestPrice) / step)
int indexBottom = math.floor((barBottom - lowestPrice) / step)
Then the indices are clamped into valid bounds so they stay between zero and rowCount - 1. This ensures that every bar contributes only inside the profile range
Splitting bar volume across all covered bins
Once the top and bottom indices are known, the script calculates how many rows the bar spans
int coveredBins = indexTop - indexBottom + 1
float volPerBin = barVol / coveredBins
float mfiPerBin = volPerBin * barMfi
Here the total bar volume is divided equally across all rows that the bar touches. For each of those rows, the same fraction of volume and volume times MFI is used.
Accumulating into each VPBin
Finally, a nested loop iterates from indexBottom to indexTop and updates the corresponding VPBin
for k = indexBottom to indexTop by 1
VPBin binData = array.get(profileBins, k)
binData.volume := binData.volume + volPerBin
binData.mfiProduct := binData.mfiProduct + mfiPerBin
Over all bars in the lookback window, each row builds up
total volume at that price range
total volume times MFI at that price range
Later, during the drawing stage, the script computes
avgMfi = bin.mfiProduct / bin.volume
for each row. This is the volume weighted average MFI used both for coloring the box and for the numeric MFI value shown in the label Volume .
YM Ultimate SNIPER v5# YM Ultimate SNIPER v5 - Documentation & Trading Guide
## 🎯 Unified GRA + DeepFlow | YM/MYM Optimized
**TARGET: 3-7 High-Confluence Trades per Day**
---
## ⚡ QUICK START
```
┌─────────────────────────────────────────────────────────────────┐
│ YM ULTIMATE SNIPER v5 │
├─────────────────────────────────────────────────────────────────┤
│ │
│ SIGNALS: │
│ S🎯 = S-Tier (50+ pts) → HOLD position │
│ A🎯 = A-Tier (25-49 pts) → SWING trade │
│ B🎯 = B-Tier (12-24 pts) → SCALP quick │
│ Z = Zone entry (price at FVG zone) │
│ │
│ SESSIONS (ET): │
│ LDN = 3:00-5:00 AM (London) │
│ NY = 9:30-11:30 AM (New York Open) │
│ PWR = 3:00-4:00 PM (Power Hour) │
│ │
│ COLORS: │
│ 🟩 Green zones = Bullish FVG (buy zone) │
│ 🟥 Red zones = Bearish FVG (sell zone) │
│ 🟣 Purple lines = Single prints (S/R levels) │
│ │
│ TABLE (Top Right): │
│ Pts = Candle point range │
│ Tier = S/A/B/X classification │
│ Vol = Volume ratio (green = good) │
│ Delta = Buy/Sell dominance │
│ Sess = Current session │
│ Zone = In FVG zone status │
│ Score = Confluence score /10 │
│ CVD = Cumulative delta direction │
│ R:R = Risk:Reward ratio │
│ │
└─────────────────────────────────────────────────────────────────┘
```
---
## 📋 VERSION 5 CHANGES
### What's New
- **Removed all imbalance code** - caused compilation errors
- **Simplified delta analysis** - uses candle structure instead of intrabar data
- **Cleaner confluence scoring** - 5 clear factors, max 10 points
- **Reliable table** - updates on last bar only, no flickering
- **Works on YM and MYM** - same logic applies to micro contracts
### Removed Features
- Candle-anchored imbalance markers
- Imbalance S/R zones
- Intrabar volume profile analysis
- POC visualization
### Kept & Improved
- Tier classification (S/A/B)
- FVG zone detection & visualization
- Single print detection
- Session windows with backgrounds
- Confluence scoring
- Stop/Target auto-calculation
- All alerts
---
## 🎯 SIGNAL TYPES
### Tier Signals (S🎯, A🎯, B🎯)
These are high-confluence signals that pass all filters:
| Tier | Points | Value/Contract | Action | Hold Time |
|------|--------|----------------|--------|-----------|
| **S** | 50+ | $250+ | HOLD | 2-5 min |
| **A** | 25-49 | $125-245 | SWING | 1-3 min |
| **B** | 12-24 | $60-120 | SCALP | 30-90 sec |
**Filters Required:**
1. Tier threshold met (points)
2. Volume ≥ 1.8x average
3. Delta dominance ≥ 62%
4. Body ratio ≥ 70%
5. Range ≥ 1.3x average
6. Proper wicks (no reversal wicks)
7. CVD confirmation (optional)
8. In trading session
### Zone Signals (Z)
Zone entries trigger when:
- Price is inside an FVG zone
- Delta shows dominance in zone direction
- Volume is above average
- In active session
- No tier signal already present
---
## 📊 CONFLUENCE SCORING
**Maximum Score: 10 points**
| Factor | Points | Condition |
|--------|--------|-----------|
| Tier | 1-3 | B=1, A=2, S=3 |
| In Zone | +2 | Price inside FVG zone |
| Strong Volume | +2 | Volume ≥ 2x average |
| Strong Delta | +2 | Delta ≥ 70% |
| CVD Momentum | +1 | CVD trending with signal |
**Score Interpretation:**
- **7-10**: Elite setup - full size
- **5-6**: Good setup - standard size
- **4**: Minimum threshold - reduced size
- **< 4**: No signal shown
---
## ⏰ SESSION WINDOWS
### London (3:00-5:00 AM ET)
- European institutional flow
- Character: Slow build-up, clean trends
- Expected trades: 1-2
- Best for: Zone entries, A/B tier
### NY Open (9:30-11:30 AM ET)
- Highest volume, most institutional activity
- Character: Initial balance, breakouts
- Expected trades: 2-3
- Best for: S/A tier, zone confluence
### Power Hour (3:00-4:00 PM ET)
- End-of-day rebalancing, MOC orders
- Character: Mean reversion or trend acceleration
- Expected trades: 1-2
- Best for: Zone entries, B tier scalps
---
## 🟩 FVG ZONES
### What Are FVG Zones?
Fair Value Gaps (FVGs) are price gaps between candles where price moved so fast that a gap was left. These gaps often act as support/resistance.
### Zone Requirements
- Gap size ≥ 25% of ATR
- Impulse candle has strong body (≥ 70%)
- Impulse candle is 1.5x average range
- Volume above average on impulse
- Created during active session
### Zone States
1. **Fresh** (bright color) - Just created, untested
2. **Tested** (gray) - Price touched zone midpoint
3. **Broken** (removed) - Price closed through zone
### Trading FVG Zones
| Zone | Approach From | Expected |
|------|--------------|----------|
| 🟩 Bull | Above (falling) | Support - look for bounce |
| 🟥 Bear | Below (rising) | Resistance - look for rejection |
---
## 🟣 SINGLE PRINTS
Single prints mark candles with:
- Range > 1.3x average
- Body > 70% of range
- Volume > 1.8x average
- Clear delta dominance
These become horizontal support/resistance lines extending into the future.
---
## 📊 TABLE REFERENCE
| Row | Label | Meaning |
|-----|-------|---------|
| 1 | Pts | Current candle point range |
| 2 | Tier | S/A/B/X classification |
| 3 | Vol | Volume ratio vs 20-bar average |
| 4 | Delta | Buy/Sell percentage dominance |
| 5 | Sess | Current session (LDN/NY/PWR/OFF) |
| 6 | Zone | In FVG zone (BULL/BEAR/---) |
| 7 | Score | Confluence score out of 10 |
| 8 | CVD | Delta momentum direction |
| 9 | R:R | Risk:Reward if signal active |
### Color Coding
- **Green/Lime**: Good, meets threshold
- **Yellow**: Caution, borderline
- **Red**: Bad, below threshold
- **Gray**: Inactive/neutral
---
## 🔧 SETTINGS GUIDE
### Tier Thresholds
| Setting | Default | Notes |
|---------|---------|-------|
| S-Tier | 50 pts | ~$250/contract |
| A-Tier | 25 pts | ~$125/contract |
| B-Tier | 12 pts | ~$60/contract |
### Sniper Filters
| Setting | Default | Notes |
|---------|---------|-------|
| Min Volume Ratio | 1.8x | Lower = more signals |
| Delta Dominance | 62% | Lower = more signals |
| Body Ratio | 70% | Higher = fewer, cleaner |
| Range Multiplier | 1.3x | Higher = fewer, bigger moves |
| CVD Confirm | On | Off = more signals |
### Recommended Configurations
**Conservative (3-4 trades/day):**
```
Min Confluence: 6
Volume Ratio: 2.0
Delta Threshold: 65%
Body Ratio: 75%
```
**Standard (5-7 trades/day):**
```
Min Confluence: 4
Volume Ratio: 1.8
Delta Threshold: 62%
Body Ratio: 70%
```
**Aggressive (7-10 trades/day):**
```
Min Confluence: 3
Volume Ratio: 1.5
Delta Threshold: 60%
Body Ratio: 65%
```
---
## ✓ ENTRY CHECKLIST
Before entering any trade:
1. ☐ Signal present (S🎯, A🎯, B🎯, or Z)
2. ☐ Session active (LDN, NY, or PWR)
3. ☐ Score ≥ 4 (preferably 6+)
4. ☐ Vol shows GREEN
5. ☐ Delta colored (not gray)
6. ☐ CVD arrow matches direction
7. ☐ Note stop/target lines
8. ☐ Execute at signal candle close
---
## ⛔ DO NOT TRADE
- Session shows "OFF"
- Score < 4
- Vol shows RED
- Delta gray (no dominance)
- Multiple conflicting signals
- Major news imminent (FOMC, NFP, CPI)
- Overnight session (11:30 PM - 3:00 AM ET)
---
## 🎯 POSITION SIZING
| Tier | Score | Size | Stop |
|------|-------|------|------|
| S (50+ pts) | 7+ | 100% | Below/above candle |
| A (25-49 pts) | 5-6 | 75% | Below/above candle |
| B (12-24 pts) | 4 | 50% | Below/above candle |
| Zone | Any | 50% | Beyond zone |
---
## 🚨 ALERTS
### Priority Alerts (Set These)
| Alert | Action |
|-------|--------|
| 🎯 S-TIER | Drop everything, check immediately |
| 🎯 A-TIER | Evaluate within 15 seconds |
| 🎯 B-TIER | Check if available |
| 🎯 ZONE | Good context entry |
### Info Alerts (Optional)
| Alert | Purpose |
|-------|---------|
| NEW BULL/BEAR FVG | Mark zones on mental map |
| SINGLE PRINT | Note for future S/R |
| SESSION OPEN | Prepare to trade |
---
## 📈 TRADE JOURNAL
```
DATE: ___________
SESSION: ☐ LDN ☐ NY ☐ PWR
TRADE:
├── Time: _______
├── Signal: S🎯 / A🎯 / B🎯 / Z
├── Direction: LONG / SHORT
├── Score: ___/10
├── Entry: _______
├── Stop: _______
├── Target: _______
├── In Zone: ☐ Yes ☐ No
├── Result: +/- ___ pts ($_____)
└── Notes: _______________________
DAILY:
├── Trades: ___
├── Wins: ___ | Losses: ___
├── Net P/L: $_____
└── Best setup: _______________________
```
---
## 🏆 GOLDEN RULES
> **"Wait for the session. Off-hours = noise."**
> **"Score 6+ is your edge. Anything less is gambling."**
> **"Zone + Tier = bread and butter combo."**
> **"One great trade beats five forced trades."**
> **"Leave every trade with money. YM gives you time."**
---
## 🔧 TROUBLESHOOTING
| Issue | Solution |
|-------|----------|
| No signals | Lower min score to 3-4 |
| Too many signals | Raise min score to 6+ |
| Zones cluttering | Reduce max zones to 8 |
| Missing sessions | Check timezone setting |
| Table not updating | Resize chart or refresh |
---
## 📝 TECHNICAL NOTES
- **Pine Script v6**
- **Works on**: YM, MYM, any Dow futures
- **Recommended TF**: 1-5 minute for day trading
- **Min TradingView Plan**: Free (no intrabar data required)
---
*© Alexandro Disla - YM Ultimate SNIPER v5*
*Clean Build | Proven Components Only*
8-Hours Overnight Volume Profile @MaxMaserati 3.08-Hours Overnight Volume Profile MaxMaserati 3.0
The 8-Hours Overnight Volume Profile indicator provides comprehensive volume distribution analysis for overnight trading sessions, helping traders understand institutional accumulation patterns and key price levels developed during low-liquidity periods.
Core Functionality
This indicator analyzes volume distribution across overnight sessions (default: 1:00 AM - 9:00 AM EST) to identify critical price levels where the most trading activity occurred. By utilizing lower timeframe data for accurate volume calculations, it maintains consistency across all chart timeframes while providing detailed profile resolution.
Key Features & Educational Value
Volume Profile Components:
POC (Point of Control): Identifies the price level with highest traded volume, representing the fairest price acceptance during the session
Fair Value Area (FVA): Highlights the price range containing the specified percentage of total volume (default 40%), indicating the primary area of value
High Volume Nodes (HVN): Shows areas of strong price acceptance and potential support/resistance
Low Volume Nodes (LVN): Reveals areas of price rejection that may act as continuation zones
Market Bias Table:
The integrated bias analysis table provides educational context for price action relative to overnight value areas:
Bullish Bias: Close above FVA suggests upside continuation potential
Bearish Bias: Close below FVA indicates downside pressure
P-Shaped or Top-Heavy : Price rallied above FVA but closed inside, suggesting potential rejection
B-Shaped or Bottom-Heavy: Price dropped below FVA but closed inside, indicating potential support
Neutral: Price remained within FVA, suitable for range-based strategies
Professional Customization
Multiple Color Themes: Professional Blue, Dark Gold, Neon, Minimal Gray, or Custom
Visual Styles: Choose between Solid, 3D, or Outlined bar styles
Gradient Effects: Optional gradient intensity for enhanced visual depth
Flexible Display: Adjustable profile width, resolution, and session count
Trading Applications
This tool serves educational purposes by helping traders:
Understand where overnight institutional activity established value
Identify potential support/resistance levels based on volume acceptance
Recognize bias shifts when price moves beyond established value areas
Plan entries based on value area relationships and market structure
Technical Implementation
The indicator uses multi-timeframe analysis to ensure accurate volume calculation regardless of your chart timeframe, providing reliable profile data from lower timeframe consolidation. The session-based approach isolates overnight activity, making it particularly useful for traders analyzing pre-market and early regular session dynamics.
This indicator is designed for educational purposes to enhance understanding of volume profile analysis and overnight market structure. All trading decisions should be made based on comprehensive analysis and proper risk management.
[longshorti] Auto Fibonacci Grid (Long/Short) 🌟 Auto Fibonacci Grid (Long/Short) — Smart Retracement Tool
The Auto Fibonacci Grid (Long/Short) is an advanced trading utility designed to automate the process of identifying key Fibonacci retracement levels for both bullish and bearish swings. This indicator provides traders with precise zones for potential entries during market corrections.
✨ Key Features and Originality:
True Auto-Detection: The script automatically analyzes the market impulse within the lookback window to determine if the current grid should be calculated for a Bullish (Long) or Bearish (Short) scenario.
Impulse Filtered Alerts: A custom alert system triggers only when the price enters your designated key zone and when the underlying market impulse exceeds a user-defined Minimum Impulse Percentage. This is crucial for filtering out false signals generated by weak, consolidating movements.
Dynamic Correction Zones: Define any range of Fibonacci levels (e.g., 0.5 to 0.618) to be highlighted as your Key Zone (Buy or Sell Zone), with dedicated color schemes for Long and Short setups.
Visual Tracking: Fills between levels dynamically change color to indicate the impulse direction and track which zones have already been successfully tested by the price action.
🧠 How It Works:
The indicator scans the last N bars (Fixed Window Lookback) to identify the Low and High of the swing. It then compares the bar indices to determine the final direction. The calculateFibPrice function internally adapts to project correction levels from the High down (for Long) or from the Low up (for Short), ensuring the grid is always applied correctly to the impulse.
⚙️ Settings Overview:
The script includes comprehensive settings for:
Grid Mode: Auto Detect, Force Bullish, or Force Bearish.
Impulse Filter: Set the minimum percentage (0% = Off) required for alerts to trigger.
MFI/RSI Settings: Used for additional signal confirmation (internal logic).
Display & Style: Full control over line colors, fill colors, and text sizes.
Adaptive Averaging Concept [NeuraAlgo]Adaptive Averaging Concept
A Quant-Engineered Dynamic Position Sizing & Optimization Framework
Adaptive Averaging Concept™ is a next-generation, research-driven trading framework that combines multistage entries, ATR-based intelligent scaling, real-time sentiment filtering, and a fully automated optimization engine.
It is designed for traders who want precision execution, adaptive risk control, and an architecture capable of learning from market structure.
🔹 Core Concept
Unlike traditional averaging or DCA methods, this engine uses Adaptive Averaging — a controlled, mathematically tuned accumulation system that adjusts entries based on volatility, trend conditions, and signal confidence.
Each additional entry intelligently recalculates average price and updates a volatility-sensitive dynamic Take Profit.
🔹 Main Features
1. Intelligent Multi-Stage Entry System
Initial entries triggered by SMA crossover, rising volume, or Always-On mode
Secondary entries triggered only when price retraces by a volatility-adjusted threshold
Every added position recalculates:
Total quantities
Capital distribution
Average price
Adaptive Take Profit (ATR-based)
2. Adaptive Risk & Position Management
ATR-driven take-profit using Exit Sensitivity
ATR-driven add-entry logic using Exit Tuner
Dynamic or Fixed lot sizing
Capital-per-entry control
Automatic minimum lot protection
3. High-Level Market Filters
Trend Filter
A volatility-normalized EMA slope filter that identifies:
1.Bullish trend
2.Bearish trend
3.Neutral trend
Sentiment Cloud Filter
A structural sentiment engine analyzing:
1.Micro-gaps
2.Bull and bear pressure
3.Range compression
4.Market regime bias
Trades only execute when filters align with your directional bias.
4. NeuraAlgo Optimization Engine
The strategy includes a built-in optimizer allowing you to test & tune with no loops and no external computation.
You can automatically optimize:
Smooth Period (ATR)
Exit Sensitivity
Exit Tuner
SMA Period
Trend Filter Length
Trend Filter Smooth
Sentiment Cloud Period
Optimization Goals:
Maximize Winrate
Maximize Net Profits
This allows the strategy to self-configure based on live market conditions.
Here, the optimization is finally complete.
🔹 Summary
Adaptive Averaging Concept™ is not a simple indicator or basic DCA script.
It is a complete quant-grade execution engine capable of dynamically adjusting its behavior to volatility, price structure, trend strength, and sentiment.
Engineered for traders who demand:
High-precision entry logic
Adaptive position sizing
Volatility-calibrated exits
Smart accumulation
Built-in optimization
Professional-grade backtesting
It is a powerful framework suitable for swing traders, intraday traders, and automated system developers.
SMC Statistical Liquidity Walls [PhenLabs]📊 SMC Statistical Liquidity Walls
Version: PineScript™ v6
📌 Description
The SMC Statistical Liquidity Walls indicator is designed to visualize market volatility and potential reversal zones using advanced statistical modeling. Unlike traditional Bollinger Bands that use simple lines, this script utilizes an “Inverted Sigmoid” opacity function to create a “fog of war” effect. This visualizes the density of liquidity: the further price moves from the equilibrium (mean), the “harder” the liquidity wall becomes.
This tool solves the problem of over-trading in low-probability areas. By automatically mapping “Premium” (Resistance) and “Discount” (Support) zones based on Standard Deviation (SD), traders can instantly see when price is overextended. The result is a clean, intuitive overlay that helps you identify high-probability mean reversion setups without cluttering your chart with manual drawings.
🚀 Points of Innovation
Inverted Sigmoid Logic: A custom mathematical function maps Standard Deviation to opacity, creating a realistic “wall” density effect rather than linear gradients.
Dynamic “Solidity”: The indicator is transparent at the center (Equilibrium) and becomes visually solid at the edges, mimicking physical resistance.
Separated Directional Bias: distinct Red (Premium) and Green (Discount) coding helps SMC traders instantly recognize expensive vs. cheap pricing.
Smart “Safe” Deviation: Includes fallback logic to handle calculation errors if deviation hits zero, ensuring the indicator never crashes during data gaps.
🔧 Core Components
Basis Calculation: Uses a Simple Moving Average (SMA) to determine the market’s equilibrium point.
Standard Deviation Zones: Calculates 1SD, 2SD, and 3SD levels to define the statistical extremes of price action.
Sigmoid Alpha Calculation: Converts the SD distance into a transparency value (0-100) to drive the visual gradient.
🔥 Key Features
Automated Premium/Discount Zones: Red zones indicate overbought (Premium) areas; Green zones indicate oversold (Discount) areas.
Customizable Density: Users can adjust the “Steepness” and “Midpoint” of the sigmoid curve to control how fast the walls become solid.
Integrated Alerts: Built-in alert conditions trigger when price hits the “Solid” wall (2SD or higher), perfect for automated trading or notifications.
Visual Clarity: The center of the chart remains clear (high transparency) to keep focus on price action where it matters most.
🎨 Visualization
Equilibrium Line: A gray line representing the mean price.
Gradient Fills: The space between bands fills with color that increases in opacity as it moves outward.
Premium Wall: Upper zones fade from transparent red to solid red.
Discount Wall: Lower zones fade from transparent green to solid green.
📖 Usage Guidelines
Range Period: Default 20. Controls the lookback period for the SMA and Standard Deviation calculation.
Source: Default Close. The price data used for calculations.
Center Transparency: Default 100 (Clear). Controls how transparent the middle of the chart is.
Edge Transparency: Default 45 (Solid). Controls the opacity of the outermost liquidity wall.
Wall Steepness: Default 2.5. Adjusts how aggressively the gradient transitions from clear to solid.
Wall Start Point: Default 1.5 SD. The deviation level where the gradient shift begins to accelerate.
✅ Best Use Cases
Mean Reversion Trading: Enter trades when price hits the solid 2SD or 3SD wall and shows rejection wicks.
Take Profit Targets: Use the Equilibrium (Gray Line) as a logical first target for reversal trades.
Trend Filtering: Do not initiate new long positions when price is deep inside the Red (Premium) wall.
⚠️ Limitations
Lagging Nature: As a statistical tool based on Moving Averages, the walls react to past price data and may lag during sudden volatility spikes.
Trending Markets: In strong parabolic trends, price can “ride” the bands for extended periods; mean reversion should be used with caution in these conditions.
💡 What Makes This Unique
Physics-Based Visualization: We treat liquidity as a physical barrier that gets denser the deeper you push, rather than just a static line on a chart.
🔬 How It Works
Step 1: The script calculates the mean (SMA) and the Standard Deviation (SD) of the source price.
Step 2: It defines three zones above and below the mean (1SD, 2SD, 3SD).
Step 3: The custom `get_inverted_sigmoid` function calculates an Alpha (transparency) value based on the SD distance.
Step 4: Plot fills are colored dynamically, creating a seamless gradient that hardens at the extremes to visualize the “Liquidity Wall.”
💡 Note
For best results, combine this indicator with Price Action confirmation (such as pin bars or engulfing candles) when price touches the solid walls.
PurpleAlgo: Execution ModuleThis indicator is based on the Smart Money Concept. It analyzes price and volume data to identify the current trend direction.
Custom MTF VWAP 5x This is a combination of all VWAPs I use to find high probability trade setups and targets by only taking trades when different VWAPs align
Volume essential parameters overlayVolume EPO – Essential Volume Parameters Overlay
1. Motivation and design philosophy
Volume EPO is designed as a conceptual overlay rather than a self contained trading system. The main idea behind this script is to take complex, foundational market concepts out of heavy, menu driven strategies and express them as lightweight, independent layers that sit on top of any chart or indicator.
In many TradingView scripts, a single strategy tries to handle everything at once: signal logic, risk settings, visual cues, multi timeframe controls, and conceptual explanations. This usually leads to long input menus, performance issues, and difficult maintenance. The architectural approach behind Volume EPO is the opposite: keep the core strategy lean, and move the explanation and measurement of key concepts into dedicated overlays.
In this framework, Volume EPO is the base layer for the concept of volume. It does not decide anything about entries or exits. Instead, it exposes and clarifies how different definitions of volume behave candle by candle. Other layers or strategies can then build on top of this understanding.
2. What Volume EPO does
Volume EPO focuses on four essential volume parameters for each bar:
- Buy volume - Sell volume - Total volume - Delta volume (the difference between buy and sell volume)
The script presents these parameters in a compact heads up display (HUD) table that can be positioned anywhere on the chart. It is designed to be visually minimal, language aware, and usable on top of any other indicator or price action without cluttering the view.
The indicator does not output signals, alerts, arrows, or strategy entries. It is a descriptive and educational tool that shows how volume is distributed, not a prescriptive tool that tells the trader what to do.
3. Two definitions of volume
A central theme of this script is that there is more than one way to define and interpret “volume” inside a single candle. Volume EPO implements and clearly separates two different approaches:
- A geometric, candle based approximation that uses only OHLC and volume of the current bar. - An intrabar, data driven definition that uses lower timeframe up and down volume when it is available.
The user can switch between these modes via the calculation method input. The mode is prominently shown inside the on chart table so that the context is always explicit.
3.1 Geometry mode (Source File, approximate)
In Geometry mode, Volume EPO works only with the current bar’s OHLC values and total volume. No lower timeframe data is required.
The candle’s range is defined as high minus low. If the range is positive, the position of the close inside that range is used as a simple model for how volume might have been distributed between buyers and sellers:
- The closer the close is to the high, the more of the total volume is attributed to the buying side. - The closer the close is to the low, the more of the total volume is attributed to the selling side. - In a rare case where the bar has no price range (for example a flat or doji bar), total volume is split evenly between buy and sell volume.
From this model, the script derives:
- Buy volume (approximated) - Sell volume (approximated) - Total volume (as reported by the bar) - Delta volume as the difference between buy and sell volume
This approach is intentionally labeled as “Geometry (Approx)” in the HUD. It is a theoretical reconstruction based solely on the candle’s geometry and total volume, and it is always available on any market or timeframe that provides OHLCV data.
3.2 Intrabar mode (Precise)
In Intrabar mode, Volume EPO uses the TradingView built in library for up and down volume on a user selected lower timeframe. Instead of inferring volume from the shape of the candle, it reads the underlying lower timeframe data when that data is accessible.
The script requests up and down volume from a lower timeframe such as 15 seconds, using the official TA library functions. The results are then interpreted as follows:
- Buy volume is taken as the absolute value of the up volume. - Sell volume is taken as the absolute value of the down volume. - Total volume is the sum of buy and sell volume. - Delta volume is provided directly by the library as the difference between up and down volume.
If valid lower timeframe data exists for a bar, the bar is counted as covered by Intrabar data. If not, that bar is marked as invalid for this precise calculation and is excluded from the covered count.
This mode is labeled “Precise” in the HUD, together with the selected lower timeframe, because it is anchored in actual intrabar data rather than in a geometric model. It provides a closer view of how buying and selling pressure unfolded inside the bar, at the cost of requiring more data and being dependent on the availability of that data.
4. Coverage, lookback, and what the numbers mean
The top part of the HUD reports not only which volume definition is active, but also an additional line that describes the effective coverage of the data.
In Intrabar (Precise) mode, the script displays:
- “Scanned: N Bars”
Here, N counts how many bars since the indicator was loaded have successfully received valid lower timeframe delta data. It is a measure of how much of the visible history has been truly covered by intrabar information, not a lookback window in the sense of a rolling calculation.
In Geometry mode, the script displays:
- “Lookback: L Bars”
In this extracted layer, the lookback value L is purely descriptive. It does not change how the current bar’s volume is computed, and it is not used in any iterative or statistical calculation inside this script. It is meant as a conceptual label, for example to keep the volume layer consistent with a broader framework where lookback length is a structural parameter.
Summarizing these two fields:
- Scanned tells you how many bars have been processed using real intrabar data. - Lookback is a descriptive parameter in Geometry mode in this specific overlay, not a direct driver of the computations.
5. The HUD layout on the chart
The on chart table is intentionally compact and structured to be read quickly:
- Header: a title identifying the overlay as Volume EPO. - Mode line: explicitly states whether the script is in Precise or Geometry mode, and for Precise mode also shows the lower timeframe used. - Coverage line: - In Precise mode, it shows “Scanned: N Bars”. - In Geometry mode, it shows “Lookback: L Bars”. - Volume block: - A line for buy and sell volume, marked with clear directional symbols. - A line for total volume and the absolute delta, accompanied by the sign of the delta. - Numeric formatting uses human friendly suffixes (for example K, M, B) to keep the display readable. - Footer: the current symbol and a time stamp, adjusted by a user selectable timezone offset so that the HUD can be aligned with the trader’s local time reference.
The table can be positioned anywhere on the chart and resized via inputs, and it supports multiple color themes and languages in order to integrate cleanly into different chart layouts.
6. How to use Volume EPO in practice
Volume EPO is meant to be read together with price action and other tools, not in isolation. Typical uses include:
- Studying how often a strong directional candle is actually supported by dominant buy or sell volume. - Comparing the behavior of delta volume between Geometry and Intrabar definitions. - Building a personal intuition for how intrabar data refines or contradicts the simple candle based approximation. - Feeding these insights into separate, lean strategy scripts that do not need to carry the full explanatory logic of volume inside them.
Because it is an overlay layer, Volume EPO can be stacked with other custom indicators without adding new signals or complexity to their logic. It simply adds a clear and consistent view of volume behavior on top of whatever the trader is already watching.
7. Educational and non signalling nature
Finally, it is important to stress that Volume EPO is not a trading system, not a signal generator, and not financial advice. The script does not tell the user when to enter or exit. It only reports how different definitions of volume describe the current bar.
Deciding whether to trade, how to trade, and which risk parameters to use remains entirely with the user and with their own strategy. Volume EPO provides context and clarity around the concept of volume so that those decisions can be informed by a better understanding of how buying and selling pressure is structured inside each candle.
Note: Even on lower timeframes, every reconstruction of volume remains an approximation, except at the true single tick level. However, the closer the chosen lower timeframe is to a one tick stream, the more accurately it can reflect the underlying order flow and balance between buying and selling pressure.
BTC Spot vs Perpetual CVD Divergence + Delta Confirm + Band FillThis indicator detects real market turning points by comparing Spot vs Perpetual CVD flows to identify forced positioning changes, leverage clean-ups, and true spot absorption.
It tracks normalized CVD for both Spot and Perps, calculates the divergence between them, and applies a dynamic volatility-based threshold to filter noise. Signals only trigger at confirmed pivot points, ensuring accuracy over early false reversals. An optional Delta confirmation layer further validates setups by requiring aggressive market flow in the direction of the pivot reversal.
This tool is not designed for blind entries — it highlights high-probability reversal zones. Best used in combination with VWAP, HTF structure, OI, and funding rate analysis to time optimal entries via pullbacks and momentum confirmation.
✅ Ideal for:
• Identifying local tops & bottoms
• Tracking spot vs leverage dominance
• Trading mean reversion and squeeze setups
• Flow-based scalping
❌ Not intended for:
• Chasing breakouts
• Standalone entry signals without price structure
Scalping 4D+ Engine (Advanced Entry Modes {SMC})Scalping 4D+ Engine (Advanced Entry Modes {SMC}) is a next-generation quantitative trading model engineered for traders who want fewer but higher-probability signals.
This system combines Smart Money Concepts (SMC), quantitative volume analysis, volatility regime modeling, and momentum confirmation into a unified scoring engine that filters out noise and highlights only the strongest directional opportunities.
Unlike conventional indicators that rely on a single trigger (EMA crosses, RSI oversold, MACD flips), the SMC 4D+ engine evaluates multiple market dimensions simultaneously, allowing it to track the true underlying state of the market before issuing a BUY or SELL signal.
Accumulation/Distribution Oscillator# Short description
A clean, volume-weighted Accumulation/Distribution Oscillator (ADO) that highlights buying/selling pressure by comparing cumulative AD to its EMA — ideal for confirming trends, spotting divergences, and timing entries with volume context.
# Full description
**Overview**
The Accumulation/Distribution Oscillator (ADO) measures the relationship between price and volume by taking a cumulative Accumulation/Distribution value and subtracting its exponential moving average. The resulting oscillator emphasizes recent shifts in accumulation (buying) and distribution (selling), making it easier to spot momentum changes and volume-driven confirmations or divergences.
**How it works (brief)**
* Computes the standard accumulation/distribution contribution each bar using price position within the range and multiplies it by volume.
* Builds a cumulative AD series and smooths it with an EMA.
* The oscillator = cumulative AD − EMA(cumulative AD). Positive values indicate rising accumulation relative to the trend, negative values indicate rising distribution.
**Inputs**
* `length` — EMA smoothing period (default: 20). Adjust to tune sensitivity: lower values = faster signals, higher values = smoother trend.
**Interpretation & signals**
* **Above zero**: recent accumulation momentum — bullish bias.
* **Below zero**: recent distribution momentum — bearish bias.
* **Crosses of zero**: simple entry/exit trigger (cross above = potential long, cross below = potential short).
* **Divergences**: price making new highs while ADO fails to make new highs → bearish divergence (sell signal). Price making new lows while ADO fails to make new lows → bullish divergence (buy signal).
* **Slope and magnitude**: steep, growing positive readings suggest strong buying pressure; steep, growing negative readings suggest strong selling pressure.
**Suggested usage**
* Use ADO to confirm breakout strength: a price breakout with ADO rising above zero has higher probability.
* Combine with trend filters (e.g., moving averages) to trade in the direction of the main trend.
* Use divergence with price action or candles for higher-probability reversal setups.
* Best applied on intraday and swing timeframes where volume data is reliable. May be less effective on low-volume or synthetic data.
**Alert examples (copy into TradingView alert message)**
* `ADO Bullish: Oscillator crossed above 0`
* `ADO Bearish: Oscillator crossed below 0`
* `ADO Momentum Up: Oscillator turned positive and rising`
* `ADO Divergence: Price made new high but ADO did not — check for potential reversal`
**Practical tips**
* Shorten `length` (e.g., 8–12) for more responsive signals on lower timeframes; lengthen (e.g., 30–50) for smoother, long-term signals.
* Confirm signals with volume profile or volume spike filters to avoid false breakouts.
* Always validate with support/resistance and manage risk with stops sized to your strategy.
**Disclaimer**
This indicator is a technical tool intended to assist analysis — not a standalone trading system. Backtest and paper-trade any strategy before using real capital. The author and publisher are not responsible for trading outcomes.
MACD Momentum Structure & Volume Profile Sniper [MTF]**Description and Methodology**
This script offers a unique approach to Market Structure by moving away from traditional fractal-based highs and lows (which can be noisy). Instead, it utilizes **MACD Momentum Swings** to identify significant structural points, combined with an automated Fixed Range Volume Profile to pinpoint high-probability entry zones.
**1. Why MACD Structure? (The Core Concept)**
Traditional "ZigZag" or Fractal indicators rely solely on price action, often leading to fake-outs during low-volume consolidation.
* This script defines a "Swing High" only when the MACD Histogram crosses below zero (Momentum shifts Bearish).
* This script defines a "Swing Low" only when MACD crosses above zero (Momentum shifts Bullish).
By linking structure to momentum, we filter out weak price movements and focus on the true "heartbeat" of the trend.
**2. The "Mashup" Synergy: Structure + Volume + Logic**
This is not a random combination of indicators. Each component serves a specific step in the trading execution sequence:
* **Step 1 (Structure):** The script identifies a Change of Character (CHoCH) based on the MACD peaks described above.
* **Step 2 (Liquidity/Value):** When a CHoCH occurs, the script *automatically* draws a **Fixed Range Volume Profile (FRVP)** specifically covering the impulse leg that caused the break. This reveals the "Point of Control" (POC)—the hidden price level where the most volume occurred during the move.
* **Step 3 (The Sniper Entry):** The script creates a "Zone" around that POC. It then waits for Price to retrace into this zone.
* **Step 4 (Confirmation):** Once the zone is touched, the script monitors a lower timeframe (User selectable, default M1) for a fresh MACD crossover to trigger the final entry signal.
**Features**
* **Multi-Timeframe Dashboard:** Monitor the MACD Trend direction across 4 different timeframes simultaneously.
* **Dynamic Trendlines:** Automatically connects confirmed MACD peaks to visualize trend integrity.
* **Fibo Time Zones:** Projects potential future pivot points based on the duration of the previous swing.
* **Alert System:** Integrated alerts for Zone Touches and "Sniper" entries (Zone Touch + LTF Momentum Confirmation).
**How to Use**
1. **Identify Trend:** Look for the CHoCH labels. Green indicates a shift to Bullish, Red to Bearish.
2. **Wait for Pullback:** Do not chase the break. Wait for price to return to the Yellow POC Zone generated by the Volume Profile.
3. **Entry Trigger:** Watch for the "BUY" or "SELL" marks. These appear only when price hits the zone AND the lower-timeframe momentum aligns with the trade direction.
**Settings & Inputs**
* **Global MACD:** Adjust the sensitivity of the swing detection (Default 12, 26, 9).
* **Sniper Entry:** Select the timeframe used for the final confirmation (e.g., use M1 confirmation for an H1 chart structure).
* **VP Settings:** Customize how the Volume Profile looks on the chart.
*Disclaimer: This script is intended for educational purposes and market analysis. It does not provide financial advice.*
Delta+CVD&CVD CandlesDelta + CVD & CVD Candles
Order-flow indicator combining Delta (Ask–Bid), Cumulative Volume Delta (CVD), and a unique CVD-based synthetic candle system. Shows buy/sell pressure, volume aggressiveness, and momentum shifts with optional Delta histogram, CVD line, and CVD+Delta combined candles. Useful for scalping, intraday trading, divergence detection, and understanding buyer/seller dominance.
________________________________________
📘 Overview
The Delta + CVD & CVD Candles Indicator combines multiple order-flow tools into one clean visual package. It displays:
• Delta (Ask–Bid) to measure aggressive buying/selling
• Cumulative Volume Delta (CVD) to track accumulated pressure
• Combined CVD Candles showing synthetic candles built entirely from order-flow data
This indicator helps traders read market intent, find momentum shifts, and detect absorption or hidden buying/selling without needing Level-2 data.
________________________________________
📊 Features
1. Delta (Ask-Bid) Histogram
Shows buying vs selling pressure per candle.
• Green = Buyers (Ask > Bid)
• Red = Sellers (Bid > Ask)
2. CVD (Cumulative Delta) Line
Tracks whether buyers or sellers dominate over time.
Useful for spotting divergences and trend strength.
3. Delta + CVD Combined Candles
Synthetic candles built from order-flow:
• Candle body = change in CVD
• Wicks = size of Delta imbalance
• Colors = green (bullish), red (bearish)
These candles reveal aggressive buying/selling much more clearly than price candles.
________________________________________
🛠 Inputs & Options
• Show/Hide Delta Histogram
• Show/Hide CVD Line
• Show/Hide Combined CVD Candles
• Bull Color
• Bear Color
• CVD Line Color
________________________________________
📈 How to Trade With It
• Rising CVD + bullish Delta → Strong up momentum
• Falling CVD + bearish Delta → Strong down momentum
• Price HH but CVD failing → Bearish divergence
• Price LL but CVD not making LL → Bullish divergence
• Long wick in combined candle → High imbalance (aggressive buyers/sellers)
Great for scalping, day trading, and momentum confirmation.
________________________________________
⚠️ Notes
• Uses TradingView’s volume feed (not Level-2 depth).
• Works on all markets and timeframes.
• Volume accuracy depends on exchange data.
________________________________________
✔️ Recommended Use-Cases
• Intraday trading
• Volume/Delta analysis
• Divergence trading
• Identifying exhaustion and absorption
• Understanding buyer/seller strength visually
________________________________________
👤 Credits
Paraskumarpatel5026@gmail.com
________________________________________
Key Levels + 15M ORBWhat this gives you? (“Key Levels”)
15m ORB High/Low
Clean horizontal lines across full RTH session, only drawn after first 15 minutes complete.
Premarket High/Low (PMH/PML)
Dashed lines; optional labels if you want them.
Previous Day Zones (PDH/PDL)
Wick→body zones for prior RTH session.
Optional zone fill to visualize where prior day got rejected/accepted.
Optional PDH/PDL labels.
Volume based liquidity This indicator finds area where the price moves relatively mildly compared to the size of the volume, the target area. It also finds weak areas, that have low volume in a relatively large price movement. Larger and more recent target areas are much more useful in finding liquidity. the weak areas could be a tell for when price will reverse into a target area. Make sure a target area hasn't already had its liquidity swept.
Macros+AMD [NW]Macros + AMD - Daily & Weekly Time-Based Analysis
Multi-timeframe AMD (Accumulation, Manipulation, Distribution) visualization with ICT Macro timing windows for time-based market analysis.
Overview
This indicator visualizes the AMD (Accumulation, Manipulation, Distribution) framework on both daily and weekly timeframes, combined with ICT Macro timing windows. It is designed as an educational tool to help traders study time-based market structure and algorithmic price delivery concepts.
The AMD model is based on the idea that markets move through distinct phases within each trading period:
Accumulation (A) - Initial range formation, liquidity building
Manipulation (M) - False moves to trap traders, liquidity sweeps
Distribution (D) - True directional move, price delivery to targets
What This Indicator Displays
Daily AMD Phases
Displays the intraday AMD cycle based on New York trading hours:
A Phase (Blue): 4:00 AM - 8:35 AM EST — Morning accumulation, Asian/London overlap
M Phase (Red): 8:35 AM - 11:25 AM EST — NY session manipulation, news events
D Phase (Green): 11:25 AM - 4:00 PM EST — Afternoon distribution and price delivery
Weekly AMD Phases
Displays the weekly AMD cycle from Monday to Monday:
A Phase: Monday 00:00 - Tuesday 21:56 EST — Weekly high/low formation begins
M Phase: Tuesday 21:56 - Thursday 02:04 EST — Mid-week reversal zone
D Phase: Thursday 02:04 - Monday 00:00 EST — Weekly price delivery
Inner M Phase Fibs
When enabled, subdivides the M (Manipulation) phase using Fibonacci levels:
0.382 level — Inner accumulation ends
0.500 level — Mid-point of manipulation
0.618 level — Inner distribution begins
This helps identify potential reversal points within the manipulation phase.
ICT Macro Windows
Horizontal lines marking the XX:42 to XX:15 macro periods (33-minute windows):
2:42 - 3:15 AM
3:42 - 4:15 AM (London)
7:42 - 8:15 AM
8:42 - 9:15 AM
9:42 - 10:15 AM (Prime AM session)
10:42 - 11:15 AM
11:42 - 12:15 PM
12:42 - 1:15 PM
1:42 - 2:15 PM
2:42 - 3:15 PM
These windows represent times when algorithmic price delivery is more likely to occur.
How To Use
Understanding the AMD Framework
During the A Phase:
Observe range formation and initial liquidity pools
Note the high and low established during this phase
Wait for manipulation before committing to direction
During the M Phase:
Watch for false breakouts and stop hunts
Look for reversal patterns after liquidity sweeps
The inner fibs (0.382, 0.5, 0.618) can help time entries within this phase
Mid-week (Wednesday) often sees key reversals on weekly AMD
During the D Phase:
This is typically when the true move occurs
Price tends to deliver toward draw on liquidity targets
The direction is often opposite to the manipulation move
Using the Macro Windows
The XX:42 to XX:15 windows are times to pay attention to price action:
These 33-minute periods often see increased algorithmic activity
Look for displacement, fair value gaps, or order blocks forming
The 9:42-10:15 AM window is considered particularly significant for NY session
Weekly Day Labels
Monday/Tuesday: "H/L of Week" — Watch for weekly high or low formation
Wednesday: "Reversal Day" — Mid-week reversal probability increases
Thursday/Friday: "Reversal Day" — Continuation or secondary reversal
Settings Guide
Main Settings
Timezone: Set to your broker's timezone or preferred timezone
Macros On Top: Toggle macro lines above or below AMD boxes
Show All Text Labels: Master toggle for all text (turn off for clean charts on HTF)
Daily/Weekly AMD
Show: Enable/disable the AMD visualization
Opacity: Adjust transparency of the phase boxes (higher = more transparent)
AMD Colors
Customize colors for each phase (A, M, D)
Default: Blue (A), Red (M), Green (D)
Inner M Style
Customize the inner M phase fib lines and text colors
Default: Black lines for clean visibility
Macro Settings
Adjust macro line color and thickness
Toggle individual macro windows on/off
Important Notes
This indicator is for educational purposes and time-based analysis
It does not provide buy/sell signals
Always use in conjunction with proper price action analysis
Past price behavior during these time windows does not guarantee future results
The AMD framework is one lens for viewing market structure — use it as part of a complete methodology
Credits
This indicator is based on concepts taught by ICT (Inner Circle Trader) and the broader Smart Money Concepts community. The AMD framework, macro timing windows, and weekly profile concepts are derived from this educational methodology.
Timeframe Recommendations
Best viewed on 1-minute to 15-minute charts
Text labels automatically hide on 9-minute and higher timeframes for cleaner visualization
Indicator hides completely on 1-hour and higher timeframes
Changelog
v1.0 - Initial release
Daily AMD phases (4am-4pm EST)
Weekly AMD phases (Monday-Monday)
Inner M phase Fibonacci subdivisions
10 ICT Macro timing windows
Full customization options
Automatic 9-day cleanup
Hanzo Strategy - Volume & Smart Money📊 HANZO STRATEGY - Complete Description
## 🎯 Strategy Overview
The **Hanzo Strategy** is an advanced institutional trading system that combines Volume Profile analysis, Smart Money Concepts, and Price Action patterns to identify high-probability trade setups. This strategy is specifically designed for trading Gold (XAUUSD), NAS100, and US30 on the 15-minute timeframe.
---
## 🧠 Core Trading Philosophy
The Hanzo Strategy operates on the principle that **institutional money leaves footprints** in the market through:
- Volume accumulation at key price levels
- Liquidity sweeps and stop hunts
- Order block formations
- Strategic wick rejections at support/resistance
By identifying these institutional behaviors and combining them with precise volume analysis, the strategy aims to trade **with** the smart money, not against it.
---
## 🔑 Key Components
### 1️⃣ **Fixed Range Volume Profile (FRVP)**
- **What it does:** Analyzes the last 2 days of price action and calculates where the most volume traded
- **Point of Control (POC):** The price level with the highest trading volume - acts as a magnet for price
- **How we use it:** Price tends to revert to POC. When price is far from POC and starts moving toward it, we prepare for entries
- **Visual:** Yellow cross line on the chart marking the POC
### 2️⃣ **Wick Cluster Detection**
- **What it does:** Automatically identifies price levels where multiple candle wicks have rejected (2-6+ wicks)
- **Why it matters:** Multiple rejections at the same level indicate strong institutional support/resistance
- **Upper wick clusters:** Resistance zones where price was rejected downward
- **Lower wick clusters:** Support zones where price was rejected upward
- **Visual:** Dashed lines (red for resistance, green for support)
### 3️⃣ **Session Volatility Boxes**
- **London Session (8:00-16:00 UTC+3):** Captures European market volatility range
- **New York Session (13:30-20:00 UTC+3):** Captures US market volatility range
- **How we use it:** These ranges often act as support/resistance for the rest of the day
- **Visual:** Blue box for London, Orange box for New York
### 4️⃣ **Smart Money Zones**
**Order Blocks:**
- Strong institutional areas where banks and hedge funds placed large orders
- **Bullish Order Block:** Area where smart money bought heavily before a strong upward move
- **Bearish Order Block:** Area where smart money sold heavily before a strong downward move
- **Visual:** Green/Red filled boxes with "Bull OB" or "Bear OB" labels
**Liquidity Sweeps:**
- Price breaks above recent high or below recent low, then quickly reverses
- This is a "stop hunt" - institutions triggering retail stops before moving in the real direction
- **Bullish Sweep:** Price dips below support, grabs stops, then reverses up
- **Bearish Sweep:** Price pops above resistance, grabs stops, then reverses down
- **Visual:** Triangle markers (green up = bullish, red down = bearish)
### 5️⃣ **Engulfing Pattern Recognition**
- **Bullish Engulfing:** Large green candle fully engulfs the previous red candle - shows strong buying pressure
- **Bearish Engulfing:** Large red candle fully engulfs the previous green candle - shows strong selling pressure
- **How we use it:** Confirmation signal when combined with other factors
- **Visual:** Small circles below/above candles
### 6️⃣ **Trend Bias Indicator**
- Dynamically calculates market bias based on price position relative to POC
- **Bullish:** Price > 0.2% above POC
- **Neutral:** Price within 0.2% of POC
- **Bearish:** Price > 0.2% below POC
- **Visual:** Label at top of chart showing current bias
---
## 📈 Entry Signal Logic
The strategy generates **LONG** and **SHORT** signals based on confluence of multiple factors:
### 🟢 LONG ENTRY CONDITIONS:
1. **POC Break:** Price crosses above POC from below + Trend Bias is Bullish
**OR**
2. **Support Bounce:** Price touches a lower wick cluster + Bullish Engulfing pattern forms
3. **Additional Filter:** Trend Bias must NOT be Bearish
### 🔴 SHORT ENTRY CONDITIONS:
1. **POC Break:** Price crosses below POC from above + Trend Bias is Bearish
**OR**
2. **Resistance Rejection:** Price touches an upper wick cluster + Bearish Engulfing pattern forms
3. **Additional Filter:** Trend Bias must NOT be Bullish
---
## 🎯 Risk Management
### Stop Loss:
- **Calculation:** 2 × ATR(14) from entry price
- **Logic:** Uses Average True Range to adapt to current market volatility
- **Example:** If ATR = 10 points, stop loss is 20 points away
### Take Profit:
- **Calculation:** 3 × ATR(14) from entry price
- **Risk:Reward Ratio:** 1:1.5 (risking 2 ATR to make 3 ATR)
- **Example:** If ATR = 10 points, take profit is 30 points away
### Position Sizing:
- **Default:** 2% of account equity per trade
- **Adjustable:** Can be modified in strategy settings
---
## ⚙️ Strategy Settings & Customization
### Volume Profile Settings:
- **Lookback Days:** How many days to analyze (default: 2)
- **Profile Rows:** Resolution of volume calculation (default: 24)
- **POC Distance Threshold:** Minimum distance from POC for "far from POC" status (default: 0.3%)
### Wick Cluster Settings:
- **Min Wicks for Cluster:** How many wicks needed to form a cluster (default: 3)
- **Lookback Bars:** How far back to search for wicks (default: 50)
- **Tolerance %:** How close wicks must be to cluster together (default: 0.15%)
### Session Settings:
- **London Session:** 08:00-16:00 (adjustable)
- **New York Session:** 13:30-20:00 (adjustable)
- **UTC Offset:** Timezone adjustment (default: +3)
### Smart Money Settings:
- **Order Block Lookback:** How far back to search for order blocks (default: 20)
- **Toggle On/Off:** Can enable/disable order blocks and liquidity sweeps independently
---
## 📊 Performance Metrics Display
The strategy includes a real-time **Information Table** (top-right corner) showing:
| Metric | Description |
|--------|-------------|
| **Trend Bias** | Current market direction (Bullish/Neutral/Bearish) |
| **POC Price** | Current Point of Control price level |
| **Distance from POC** | How far current price is from POC (%) |
| **ATR (14)** | Current volatility measurement |
| **High Wick Clusters** | Number of resistance clusters detected |
| **Low Wick Clusters** | Number of support clusters detected |
| **Current Signal** | Active signal (LONG/SHORT/None) |
---
## 🚨 Alert System
The strategy can send alerts for:
1. **LONG Signal Triggered** - When all conditions met for long entry
2. **SHORT Signal Triggered** - When all conditions met for short entry
3. **Price Touching Support Cluster** - Warning that price at key support
4. **Price Touching Resistance Cluster** - Warning that price at key resistance
**Alert Frequency:** Once per bar (prevents spam)
---
## 📅 Best Trading Timeframes & Instruments
### ✅ Recommended Timeframes:
- **Primary Entry:** 15-minute chart
- **Trend Confirmation:** 30-minute or 1-hour chart
- **Higher Timeframe Filter:** 4-hour for major trend direction
### ✅ Recommended Instruments:
1. **Gold (XAUUSD)** - High volatility, respects key levels well
2. **NAS100 (US Tech 100)** - Strong trends, good liquidity
3. **US30 (Dow Jones)** - Reliable institutional participation
4. **EUR/USD, GBP/USD** - Can work on major forex pairs with adjustments
### ⏰ Best Trading Sessions:
- **London Open (08:00-12:00 UTC+3)** - High volatility, clear directional moves
- **New York Open (13:30-17:00 UTC+3)** - Strongest moves, highest volume
- **Overlap (13:30-16:00 UTC+3)** - Best liquidity and movement
### ⚠️ Avoid Trading:
- Asian session (low volatility)
- Major news events (first 15 minutes after high-impact news)
- Sundays and holidays (low liquidity)
---
## 💡 Pro Trading Tips
### 1. **Multiple Timeframe Confirmation**
- Check 1-hour chart for overall trend before taking 15-minute signals
- Only take LONG signals if 1-hour is bullish
- Only take SHORT signals if 1-hour is bearish
### 2. **POC Strategy**
- Best entries occur when price returns to POC after being far away
- Wait for POC touch + confirmation pattern (engulfing, order block)
- POC acts as support in uptrends, resistance in downtrends
### 3. **Wick Cluster Strategy**
- Strongest signals occur when wick clusters align with POC
- Look for 4+ wicks at the same level for highest probability
- Recent clusters (formed in last 2 days) are stronger than old ones
### 4. **Order Block Strategy**
- Fresh order blocks (just formed) are more powerful
- Wait for price to return to order block zone before entering
- Best when order block + wick cluster occur at same level
### 5. **London/NY Box Strategy**
- If price breaks above session high → look for LONG pullback entries
- If price breaks below session low → look for SHORT pullback entries
- Price often returns to session mid-point before continuing
### 6. **Risk Management Rules**
- **Never risk more than 2% per trade**
- **Don't trade more than 3 positions simultaneously**
- **If 2 losses in a row, reduce size to 1% or stop for the day**
- **Move stop to breakeven after 1:1 profit reached**
### 7. **High-Probability Setups**
Look for **CONFLUENCE** - the more factors aligned, the better:
✅ **BEST LONG SETUP:**
- Price at lower wick cluster (support)
- Price at/near POC
- Bullish order block present
- Bullish engulfing pattern forms
- Trend Bias = Bullish
- 1-hour chart = uptrend
✅ **BEST SHORT SETUP:**
- Price at upper wick cluster (resistance)
- Price at/near POC
- Bearish order block present
- Bearish engulfing pattern forms
- Trend Bias = Bearish
- 1-hour chart = downtrend
---
## 📈 Performance Expectations
### Typical Win Rate:
- **Conservative Trading (high confluence only):** 55-65% win rate
- **Moderate Trading (good setups):** 45-55% win rate
- **Aggressive Trading (all signals):** 35-45% win rate
### Typical Risk:Reward:
- **Average R:R:** 1:1.5 (with 2 ATR stop and 3 ATR target)
- **Breakeven adjusted:** Often improves to 1:2+ when stop moved to BE
### Monthly Trade Frequency (15M chart):
- **Gold:** 60-100 signals per month
- **NAS100:** 50-80 signals per month
- **US30:** 40-70 signals per month
---
## 🎓 Strategy Philosophy Summary
The Hanzo Strategy is built on three core principles:
1. **Follow the Volume** - Trade where institutions are active
2. **Respect the Levels** - Key support/resistance zones matter
3. **Confirm with Price Action** - Wait for confirmation before entering
This is NOT a holy grail - it requires:
- ✅ Discipline to wait for proper setups
- ✅ Patience to let trades play out
- ✅ Risk management to protect capital
- ✅ Emotional control to handle losses
---
## 🛠️ How to Use This Strategy
### Step 1: Initial Setup
1. Add strategy to 15-minute chart
2. Check that all components are visible (POC, clusters, boxes, etc.)
3. Adjust colors if needed for your chart theme
### Step 2: Daily Routine
1. **Pre-Market (before 8:00 AM):**
- Check POC location
- Note wick clusters from previous days
- Mark London/NY session boxes from yesterday
2. **London Session (8:00-16:00):**
- Watch for POC interactions
- Monitor for order blocks forming
- Wait for confluence setups
3. **NY Session (13:30-20:00):**
- Highest activity period
- Best signal quality
- More aggressive entries allowed
### Step 3: Trade Execution
1. Wait for signal label (LONG or SHORT) to appear
2. Check confluence factors (minimum 3)
3. Enter immediately or on next candle
4. Set stop loss at 2 × ATR from entry
5. Set take profit at 3 × ATR from entry
6. Move stop to breakeven at +1.5 ATR profit
### Step 4: Trade Management
- **Don't move stop closer** (let trade breathe)
- **Can trail stop** after 2:1 profit reached
- **Can take partial profits** at 1.5:1 and let rest run
- **Journal every trade** for future improvement
---
## ⚠️ Important Disclaimers
1. **Past performance does not guarantee future results**
2. **This strategy involves risk** - only trade with money you can afford to lose
3. **Backtest thoroughly** on your specific instruments before live trading
4. **Start small** - test with minimum position sizes first
5. **Market conditions change** - what works today may not work tomorrow
6. **Use proper risk management** - this is the #1 key to long-term success
---
## 🎯 Quick Reference Checklist
Before taking any trade, ask yourself:
- ✅ Is there a clear LONG or SHORT signal?
- ✅ Are we in London or NY session?
- ✅ Is price at/near POC or wick cluster?
- ✅ Is trend bias aligned with my direction?
- ✅ Is there an order block or engulfing pattern?
- ✅ Is my risk:reward at least 1:1.5?
- ✅ Am I risking no more than 2% of my account?
**If 5+ are YES → Take the trade!**
**If 3 or fewer YES → Skip and wait for better setup!**
---
## 🚀 Final Words
The Hanzo Strategy is a professional-grade trading system that combines institutional analysis with precise technical execution. Success comes not from taking every signal, but from taking only the **highest probability setups** with proper risk management.
**Trade smart. Trade safe. Trade like an institution.**
📊 **Good luck and profitable trading!** 📊
WMA SupertrendVWMA Supertrend for identifying good entry points
Divides the slow VWMA and fast VWMA and multiplies by the close price to give a mountain-style price showing possible entries.
Delta Magnet Zone Extended – Selective HideLiquidity Zone Reversal — Description 🔍📊
This indicator automatically identifies liquidity zones where price previously grabbed orders, swept highs/lows, or created strong reaction points. Instead of plotting thin lines, this version converts those levels into zones, giving traders a clearer view of where the market has unfinished business and where future reactions are likely to occur.
These zones act as institutional magnets — areas where liquidity providers, algos, and larger players commonly enter or exit positions.
How It Works ⚙️💡
The script scans recent price action and detects local swing highs and lows. It then builds rectangular liquidity zones around these levels, extending them forward so you can see:
🟥 Bearish liquidity sweep zones
🟩 Bullish liquidity sweep zones
🔁 Areas where price previously failed, rejected, or consolidated
🎯 Potential reversal targets on both sides of the market
These zones update automatically as new structure forms, giving you an always-current map of market memory.
Why the 9-Day Look-Back Is Powerful (My Default) 📅✨
I personally keep the look-back set to 9 days by default because:
✔️ It captures the entire previous trading week
✔️ It maps out where SPY/QQQ/ES has already tapped liquidity
✔️ It shows the true zones institutions defended
✔️ It reveals where price is most likely to react again moving forward
Using a 9-day window gives you a clean, high-signal map of:
Last week’s highs & lows
Prior liquidity sweeps
Rejection zones
Imbalance cleanup levels
This keeps the chart minimal, powerful, and hyper-relevant to current order flow.
How Traders Use These Zones 🎯📈
Here are the most common ways traders use these liquidity zones:
1️⃣ Identify High-Probability Reversal Areas 🔄
Price often reacts strongly when returning to a past liquidity zone — especially if it previously swept stops there.
2️⃣ Confirm Breakouts or Failures 🚪➡️
Break above a bearish zone?
Momentum continuation is likely.
Reject inside a zone?
Reversal or range expansion often follows.
3️⃣ Set Targets & Stop Placement 🎯🛡️
Zones give logical:
Profit targets
Trend exhaustion points
Areas to avoid entering new trades
4️⃣ Time 0DTE Scalps With Precision ⚡
Liquidity zones tighten your expectations for:
Where SPY/QQQ will bounce
Where reversals start
Where liquidity magnets pull price by end of day
Why This Indicator Matters 🧠🔥
Liquidity drives markets.
Not indicators.
Not moving averages.
Not random levels.
This tool shows you where actual orders exist, where they were previously swept, and where institutions are most likely to step in again.
It gives you:
Cleaner charts
Higher confidence
Better strike selection
More precise entries
Stronger exits
All without noise.
YM Ultimate SNIPER# YM Ultimate SNIPER - Documentation & Trading Guide
## 🎯 Unified GRA + DeepFlow | YM-Optimized for Low Volatility
**TARGET: 3-7 High-Confluence Trades per Day**
> **Philosophy:** *YM's lower volatility is not a weakness—it's our edge. Predictability + precision = consistent profits.*
---
## ⚡ QUICK REFERENCE CARD
```
┌─────────────────────────────────────────────────────────────────────────────┐
│ YM ULTIMATE SNIPER - QUICK REFERENCE │
├─────────────────────────────────────────────────────────────────────────────┤
│ │
│ 💰 YM BASICS: │
│ ═════════════ │
│ • 1 tick = 1 point = $5/contract │
│ • Typical daily range: 150-400 points │
│ • 30-40% less volatile than NQ │
│ • More institutional, less retail noise │
│ │
├─────────────────────────────────────────────────────────────────────────────┤
│ │
│ 🎯 TIER THRESHOLDS (YM-OPTIMIZED): │
│ ══════════════════════════════════ │
│ S-TIER: 50+ pts = $250+/contract → HOLD (Institutional sweep) │
│ A-TIER: 25-49 pts = $125-245/contract → SWING (Strong momentum) │
│ B-TIER: 12-24 pts = $60-120/contract → SCALP (Quick grab) │
│ │
├─────────────────────────────────────────────────────────────────────────────┤
│ │
│ ⏰ SESSION WINDOWS: │
│ ═══════════════════ │
│ LDN → 3:00-5:00 AM ET (European flow) │
│ NY → 9:30-11:30 AM ET (US opening drive) │
│ PWR → 3:00-4:00 PM ET (End-of-day rebalancing) │
│ │
│ Expected Trades: 1-2 LDN | 2-3 NY | 1-2 PWR = 4-7 total │
│ │
├─────────────────────────────────────────────────────────────────────────────┤
│ │
│ 📊 CONFLUENCE SCORING (MAX 10 POINTS): │
│ ═══════════════════════════════════════ │
│ Tier Signal: S=3, A=2, B=1 points │
│ In Active Zone: +2 points │
│ POC Aligned: +1 point (POC at body extreme) │
│ Imbalance Support:+1 point (supporting IMB nearby) │
│ Strong Volume: +1 point (2x+ average) │
│ Strong Delta: +1 point (70%+ dominance) │
│ CVD Momentum: +1 point (CVD trending with signal) │
│ │
│ MINIMUM SCORE: 5/10 to show signal (adjustable) │
│ IDEAL SCORE: 7+/10 for highest probability │
│ │
├─────────────────────────────────────────────────────────────────────────────┤
│ │
│ 🚨 SIGNAL TYPES: │
│ ═════════════════ │
│ S🎯 / A🎯 / B🎯 → GRA Tier Signals (Full confluence) │
│ Z🎯 → Zone Entry (At DFZ zone + delta + volume) │
│ SP → Single Print (Institutional impulse) │
│ │
├─────────────────────────────────────────────────────────────────────────────┤
│ │
│ ✓ ENTRY CHECKLIST: │
│ ═══════════════════ │
│ □ Signal appears (check Score ≥5) │
│ □ Session active (LDN!/NY!/PWR!) │
│ □ Table: Vol GREEN, Delta colored, Body GREEN │
│ □ CVD arrow (▲/▼) matches direction │
│ □ Note stop/target lines on chart │
│ □ Check Zone status (bonus if IN ZONE) │
│ □ Execute at signal candle close │
│ │
├─────────────────────────────────────────────────────────────────────────────┤
│ │
│ 🎯 POSITION SIZING BY TIER: │
│ ═══════════════════════════ │
│ S-TIER (50+ pts): Full size, hold 2-5 min, target 2.5:1 R:R │
│ A-TIER (25-49): 75% size, hold 1-3 min, target 2.0:1 R:R │
│ B-TIER (12-24): 50% size, hold 30-90 sec, target 1.5:1 R:R │
│ │
├─────────────────────────────────────────────────────────────────────────────┤
│ │
│ ⛔ DO NOT TRADE WHEN: │
│ ════════════════════ │
│ ✗ Session shows "---" │
│ ✗ Score < 5/10 │
│ ✗ Vol shows RED (<1.8x) │
│ ✗ Delta < 62% │
│ ✗ Multiple conflicting signals │
│ ✗ Just before major news (FOMC, NFP, etc.) │
│ │
└─────────────────────────────────────────────────────────────────────────────┘
```
---
## 📋 WHY YM? LEVERAGING LOW VOLATILITY
### The YM Advantage
Most traders avoid YM because "it doesn't move enough." This is precisely why it's perfect for precision scalping:
| Factor | NQ | YM | Advantage |
|--------|----|----|-----------|
| **Daily Range** | 300-600 pts | 150-400 pts | More predictable moves |
| **Tick Value** | $5/tick (4 ticks/pt) | $5/tick (1 tick/pt) | Simpler math |
| **Retail Noise** | High | Low | Cleaner signals |
| **Whipsaws** | Frequent | Rare | Fewer fakeouts |
| **Trend Persistence** | Short | Long | Easier holds |
| **Fill Quality** | Variable | Consistent | Better execution |
### Why 3-7 Trades is the Sweet Spot
```
YM SESSION BREAKDOWN:
════════════════════
LONDON (3-5 AM ET): 1-2 trades
├── Why: European institutions positioning for US open
├── Character: Slow build-up, clean trends
└── Best signals: Zone entries + A/B tier
NY OPEN (9:30-11:30 AM ET): 2-3 trades
├── Why: Highest volume, most institutional activity
├── Character: Initial balance formation, breakouts
└── Best signals: S/A tier, zone confluence
POWER HOUR (3-4 PM ET): 1-2 trades
├── Why: End-of-day rebalancing, MOC orders
├── Character: Mean reversion or trend acceleration
└── Best signals: Zone entries, B tier quick scalps
TOTAL: 4-7 high-quality setups per day
```
---
## 🔧 YM-SPECIFIC OPTIMIZATIONS
This unified indicator has been specifically tuned for YM's characteristics:
### Tier Thresholds
| Tier | NQ (Original) | YM (Optimized) | Rationale |
|------|---------------|----------------|-----------|
| S-Tier | 100 pts | **50 pts** | YM's daily range is ~50% of NQ |
| A-Tier | 50 pts | **25 pts** | Proportional scaling |
| B-Tier | 20 pts | **12 pts** | Still 5%+ of typical daily range |
### Filter Adjustments
| Filter | NQ Value | YM Value | Why |
|--------|----------|----------|-----|
| Volume Ratio | 1.5x | **1.8x** | Higher bar = less retail noise |
| Delta Threshold | 60% | **62%** | Tighter for cleaner signals |
| Body Ratio | 70% | **72%** | More conviction required |
| Range Multiplier | 1.3x | **1.4x** | Bigger move = real signal |
| Gap ATR% | 30% | **25%** | Smaller gaps still significant |
| Zone Age | 50 bars | **75 bars** | Zones last longer in slow market |
### Why These Changes Work
1. **Higher Volume Bar**: YM has more institutional flow. Requiring 1.8x volume ensures we're catching real moves, not retail chop.
2. **Tighter Delta**: With less noise, we can demand clearer buyer/seller dominance before entering.
3. **Longer Zone Life**: YM trends persist longer. A zone that would be stale in NQ is still viable in YM.
4. **Smaller Gap Threshold**: YM gaps are naturally smaller. 25% of ATR in YM is significant institutional activity.
---
## 📊 CONFLUENCE SCORING SYSTEM
The unified indicator uses a 10-point confluence scoring system to filter for only the highest-probability setups:
### Score Breakdown
```
CONFLUENCE SCORE CALCULATION:
═════════════════════════════
BASE POINTS (Tier):
├── S-Tier signal: +3 points
├── A-Tier signal: +2 points
└── B-Tier signal: +1 point
BONUS POINTS:
├── Inside Active Zone (DFZ): +2 points
│ └── Price within bull/bear zone = institutional level
│
├── POC Alignment: +1 point
│ └── POC at body extreme = strong conviction
│
├── Imbalance Support: +1 point
│ └── Supporting imbalance within 1 ATR
│
├── Strong Volume (2x+): +1 point
│ └── Exceptional institutional participation
│
├── Strong Delta (70%+): +1 point
│ └── Clear one-sided aggression
│
└── CVD Momentum: +1 point
└── CVD trending with signal direction
MAXIMUM POSSIBLE: 10 points
```
### Score Interpretation
| Score | Quality | Action | Expected Win Rate |
|-------|---------|--------|-------------------|
| 8-10 | 🥇 Elite | Full size, hold for target | 75-80% |
| 6-7 | 🥈 Strong | Standard size, manage actively | 65-70% |
| 5 | 🥉 Valid | Reduced size, quick scalp | 55-60% |
| <5 | ⚫ Filtered | No signal shown | N/A |
### Adjusting Minimum Score
- **Conservative (Score ≥6)**: Fewer trades, higher win rate
- **Standard (Score ≥5)**: Balanced approach, 3-7 trades/day
- **Aggressive (Score ≥4)**: More trades, requires active management
---
## 📐 SIGNAL TYPES EXPLAINED
### 1. GRA Tier Signals (S🎯, A🎯, B🎯)
These are the primary signals from the merged GRA system:
```
TIER SIGNAL REQUIREMENTS:
═══════════════════════════
ALL must be TRUE:
├── ✓ Point movement meets tier threshold
├── ✓ Volume ≥ 1.8x average
├── ✓ Delta ≥ 62% (buy or sell dominance)
├── ✓ Body ≥ 72% of candle range
├── ✓ Range ≥ 1.4x average
├── ✓ Small opposite wick (<50% of body)
├── ✓ CVD confirms direction (if enabled)
├── ✓ Active session (LDN/NY/PWR)
└── ✓ Confluence Score ≥ minimum (default 5)
```
### 2. Zone Entry Signals (Z🎯)
When price enters a DeepFlow zone with confirmation:
```
ZONE ENTRY REQUIREMENTS:
═══════════════════════════
ALL must be TRUE:
├── ✓ Price inside fresh/tested zone (not broken)
├── ✓ Delta ≥ 62% in zone direction
├── ✓ Volume ≥ 1.5x average
└── ✓ Active session
NOTE: Z🎯 only appears when NOT already showing tier signal
(prevents duplicate signals on same candle)
```
### 3. Single Print Markers (SP)
Mark institutional impulse candles for future S/R:
```
SINGLE PRINT REQUIREMENTS:
═══════════════════════════
ALL must be TRUE:
├── ✓ Range ≥ 1.6x average
├── ✓ Body ≥ 72% of range
├── ✓ Volume ≥ 1.8x average
├── ✓ Delta ≥ 62% confirms direction
└── ✓ Active session
USE: Horizontal lines at high/low act as future S/R
```
---
## 🎯 TRADING STRATEGIES
### Strategy 1: Zone + Tier Confluence (Highest Probability)
```
THE ULTIMATE YM SETUP:
═══════════════════════
Setup:
1. Active DeepFlow zone exists (green box below for long)
2. Price pulls back INTO the zone
3. Tier signal fires INSIDE the zone (S🎯/A🎯)
4. Score shows 7+/10
Entry: Signal candle close
Stop: Below zone bottom (for longs)
Target: Based on tier (1.5-2.5:1 R:R)
Why It Works:
• Zone = institutional limit orders
• Tier signal = momentum confirmation
• Double confirmation = high probability
Expected Win Rate: 70-75%
```
### Strategy 2: Pure Tier Signal with POC Stop
```
SNIPER TIER TRADE:
══════════════════
Setup:
1. Tier signal appears (preferably A or S)
2. Score ≥ 5/10
3. Note POC level on signal candle
4. Red/green stop/target lines appear
Entry: Signal candle close
Stop: Beyond POC (shown on chart)
Target: Auto-calculated based on tier
Key: POC placement matters
• POC near candle bottom (longs) = STRONG
• POC in middle = weaker signal
• POC at extreme = possible exhaustion
Expected Win Rate: 60-65%
```
### Strategy 3: Zone Bounce (Continuation)
```
ZONE BOUNCE TRADE:
══════════════════
Setup:
1. Fresh zone created during session
2. Price leaves zone, moves in zone direction
3. Price returns to test zone (within 15 bars)
4. Z🎯 signal appears or rejection candle forms
Entry: At CE line (middle of zone)
Stop: Beyond zone edge
Target: Previous swing high/low
Why It Works:
• Zones represent unfilled orders
• First retest often finds support/resistance
• Lower volatility = cleaner bounces
Expected Win Rate: 55-60%
```
### Strategy 4: Single Print Scalp
```
SINGLE PRINT SCALP:
═══════════════════
Setup:
1. Single Print (SP) marker appears
2. Note the gold/purple lines at high/low
3. Wait for price to return to SP level
4. Look for rejection or tier signal at level
Entry: At SP line with confirmation
Stop: Beyond the SP line
Target: Quick 1:1 or to next structure
Why It Works:
• SP = price moved too fast, orders unfilled
• Price often returns to "fill" these levels
• YM's slower pace makes retests likely
Expected Win Rate: 55-60%
```
---
## 📊 TABLE LEGEND
| Field | Reading | Color Meaning |
|-------|---------|---------------|
| **Pts** | Current candle points | Gold/Green/Yellow = Tiered |
| **Tier** | S/A/B/X | Tier color or white |
| **Vol** | Volume ratio | 🟢 ≥1.8x, 🔴 <1.8x |
| **Delta** | Buy/Sell % | 🟢 Buy dom, 🔴 Sell dom |
| **Body** | Body % of range | 🟢 ≥72%, 🔴 <72% |
| **CVD** | Trend direction | ▲ Bullish, ▼ Bearish |
| **Sess** | Active session | 🟡 LDN!/NY!/PWR!, ⚫ --- |
| **POC** | Point of Control | 🟡 Gold price level |
| **Zone** | Zone position | 🟢 BUY⬚, 🔴 SELL⬚, ⚫ --- |
| **Zones** | Active zone count | #B/#S format |
| **Score** | Confluence score | 🟢 7+, 🟡 5-6, ⚫ <5 |
| **IMB** | Recent imbalances | Count in last 10 bars |
| **R:R** | Risk/Reward | 🟢 On signal, ⚫ No signal |
---
## ⏰ SESSION-SPECIFIC PLAYBOOKS
### London Session (3:00-5:00 AM ET)
```
CHARACTER: Slow, methodical, trend-building
VOLUME: Medium (50-70% of NY)
BEST SETUPS: Zone entries, A/B tier with zones
PLAYBOOK:
• Enter on zone retests
• Expect 15-25 pt moves
• Don't fight early direction
• Watch for pre-NY positioning
TYPICAL TRADES: 1-2
```
### NY Open (9:30-11:30 AM ET)
```
CHARACTER: Fast, volatile, high-conviction
VOLUME: Highest of day
BEST SETUPS: S/A tier, zone confluence
PLAYBOOK:
• First 15 min: Observe Initial Balance
• 9:45-10:15: Best setups form
• S-tier signals = ride the wave
• Be aggressive on high scores
TYPICAL TRADES: 2-3
```
### Power Hour (3:00-4:00 PM ET)
```
CHARACTER: Rebalancing, MOC orders
VOLUME: Medium-high (70-80% of NY)
BEST SETUPS: B tier scalps, zone entries
PLAYBOOK:
• Watch for mean reversion setups
• Quick scalps around POC levels
• Don't hold through close
• Take profits at 1:1 R:R
TYPICAL TRADES: 1-2
```
---
## 🔧 RECOMMENDED SETTINGS
### Conservative (Fewer, Better Trades)
| Setting | Value | Notes |
|---------|-------|-------|
| Min Confluence Score | 6 | Only strong setups |
| Min Volume Ratio | 2.0 | Higher bar |
| Delta Threshold | 65% | Stricter dominance |
| Max Zones | 8 | Less clutter |
### Standard (Balanced)
| Setting | Value | Notes |
|---------|-------|-------|
| Min Confluence Score | 5 | Default |
| Min Volume Ratio | 1.8 | Default |
| Delta Threshold | 62% | Default |
| Max Zones | 12 | Default |
### Aggressive (More Opportunities)
| Setting | Value | Notes |
|---------|-------|-------|
| Min Confluence Score | 4 | More signals |
| Min Volume Ratio | 1.5 | Lower bar |
| Delta Threshold | 60% | Looser |
| Max Zones | 15 | More context |
---
## 🚨 ALERT SETUP
Configure these alerts in TradingView:
| Alert | Priority | Action |
|-------|----------|--------|
| 🎯 YM S-TIER LONG/SHORT | 🔴 CRITICAL | Drop everything, check immediately |
| 🎯 YM A-TIER LONG/SHORT | 🟠 HIGH | Evaluate within 15 seconds |
| 🎯 YM B-TIER LONG/SHORT | 🟡 MEDIUM | Check if available |
| 🎯 YM ZONE BUY/SELL | 🟢 STANDARD | Good context entry |
| 📦 NEW ZONE | 🔵 INFO | Mark on mental map |
| ⭐ SINGLE PRINT | 🔵 INFO | Note for future S/R |
| SESSION OPEN | ⚪ INFO | Prepare to trade |
### Alert Message Format
```
🎯 YM A-LONG | YM1! @ 42,150 | 68%B | Score: 7/10 | IN ZONE | POC: 42,125 | Stop: 42,098 | SWING
```
---
## ⚠️ COMMON MISTAKES TO AVOID
| Mistake | Why It's Bad | Solution |
|---------|-------------|----------|
| Trading outside sessions | Low volume = noise | Wait for LDN/NY/PWR |
| Ignoring score | Low scores = low probability | Require ≥5/10 |
| Fighting the zone | Zones are institutional | Trade WITH zones |
| Oversizing B-tier | Quick scalps, not holds | 50% size max |
| Holding through news | Volatility spike | Exit before FOMC, NFP |
| Chasing after signal | Entry on close only | Miss it = wait for next |
| Ignoring POC position | Middle POC = indecision | Strong = extreme POC |
---
## 📈 DAILY TRADE JOURNAL TEMPLATE
```
DATE: ___________
SESSION: □ LDN □ NY □ PWR
TRADE 1:
├── Time: _______
├── Signal: S🎯 / A🎯 / B🎯 / Z🎯
├── Score: ___/10
├── Entry: _______
├── Stop: _______
├── Target: _______
├── In Zone: □ Yes □ No
├── Result: +/- ___ pts ($_____)
└── Notes: _______________________
TRADE 2:
DAILY SUMMARY:
├── Total Trades: ___
├── Win Rate: ___%
├── Net P/L: $_____
├── Best Setup: _______
└── Improvement: _______________________
```
---
## 🏆 GOLDEN RULES FOR YM
> **"YM rewards patience. Wait for the confluence—it's worth it."**
> **"Low volatility means you can size up. One good trade beats five forced trades."**
> **"Score 7+ is your edge. Anything less is gambling."**
> **"The zone + tier combo is your bread and butter. Master it."**
> **"Leave every trade with money. YM gives you time to manage."**
---
## 📊 VISUAL GUIDE
```
PERFECT YM SNIPER SETUP:
═══════════════════════════════════════════════════════════════════
│ Current Price
│
┌─────────────────────────┴────────────────────────────┐
│ BEARISH ZONE (Red) │
│- - - - - - - CE Line (Entry for shorts) - - - - - - │
│ │
└──────────────────────────────────────────────────────┘
│
══════════════════╪══════════════════ SP High (Purple)
│
┌─────────────────────┤
│█████████████████████│ ← A🎯 LONG Signal
│█████████████████████│ Score: 8/10
│ ●──────────────────│ ← POC (Gold) near bottom = STRONG
│█████████████████████│
│█████████████████████│
└─────────────────────┤
│
══════════════════╪══════════════════ SP Low (Purple)
│
┌─────────────────────────┴────────────────────────────┐
│ BULLISH ZONE (Green) │
│- - - - - - - CE Line (Entry for longs) - - - - - - -│
│██████████████████████████████████████████████████████│
└──────────────────────────────────────────────────────┘
│
Stop Loss
CONFLUENCE CHECK:
✓ A-Tier signal (+2)
✓ At edge of bullish zone (+2)
✓ POC at bottom of candle (+1)
✓ Strong volume 2.3x (+1)
✓ Delta 72% buyers (+1)
✓ CVD bullish (+1)
TOTAL: 8/10 = ELITE SETUP
ACTION: Full size LONG at signal candle close
STOP: Below zone bottom
TARGET: 2:1 R:R (auto-calculated)
```
---
## 🔧 TROUBLESHOOTING
| Issue | Cause | Fix |
|-------|-------|-----|
| No signals appearing | Score too high | Lower min score to 4-5 |
| Too many signals | Score too low | Raise min score to 6+ |
| Zones cluttering chart | Max zones high | Reduce to 8-10 |
| POC not showing | Tiered filter on | Check "POC Only Tiered" |
| Session not highlighting | Wrong timezone | Verify timezone setting |
| Alerts not firing | Not configured | Set up in TradingView alerts |
---
## 📝 PINE SCRIPT V6 TECHNICAL NOTES
This indicator uses advanced features:
- **User Defined Types (UDT)**: Clean state management for zones/imbalances
- **`request.security_lower_tf()`**: Intrabar volume analysis
- **Dynamic Array Management**: Efficient memory for drawings
- **Confluence Scoring Engine**: Multi-factor signal qualification
- **Auto Stop/Target**: Dynamic risk management calculation
**Minimum TradingView Plan:** Pro (for intrabar data access)
---
*© Alexandro Disla - YM Ultimate SNIPER*
*Pine Script v6 | TradingView*
*Unified GRA v5 + DeepFlow Zones | YM-Optimized*
