Isotropic Coordinate System (ICS)Library "ICS"
Isotropic Coordinate System (ICS): a dimensionless price-time space
for scale-invariant chart geometry.
Vertical axis: y = ln(price) / sigma, where sigma is the Yang-Zhang (2000)
minimum-variance, drift-independent, gap-consistent OHLC volatility estimator.
Horizontal axis: two scalings via the XScale enum.
legacy : x = bars / lookback. Linear window fraction. Backward compatible.
isotropic : x = sqrt(bars / lookback), with y additionally divided by
sqrt(lookback). Diffusion-consistent (sqrt-time scaling), so that
tan(theta) equals the z-score of the move and 45 degrees
corresponds to a move of exactly one standard deviation
of the n-bar log-return distribution. Assumes approximately
iid returns within the sigma window (the standard assumption
behind sqrt-time scaling; see Danielsson & Zigrand, 2006, for
its known limits under vol clustering and jumps).
Every output (angle, length, area, centroid) is a pure dimensionless number,
comparable across symbols, currencies, and timeframes.
Reference: Yang, D. & Zhang, Q. (2000), "Drift-Independent Volatility
Estimation Based on High, Low, Open, and Close Prices",
The Journal of Business, 73(3), 477-492.
yangZhangSigma(length)
Yang-Zhang volatility estimator. Minimum-variance, unbiased,
drift-independent, and consistent with opening gaps
(Yang & Zhang, 2000). Uses the unbiased sample variance
(biased = false) for both the overnight and open-to-close
components, matching the estimator's unbiasedness claim.
Parameters:
length (simple int) : (simple int) Rolling window length. Must be >= 2.
Returns: (series float) Per-bar sigma, floored at 1e-10.
toX(bars, lookback, mode)
Dimensionless horizontal coordinate.
Parameters:
bars (int) : (series int) Signed bar distance from the anchor.
lookback (int) : (series int) Window length acting as the horizontal unit.
mode (series XScale) : (series XScale) Scaling mode.
Returns: (series float) Signed dimensionless x.
toY(price, sigma, lookback, mode)
Dimensionless vertical coordinate.
Parameters:
price (float) : (series float) Price. Must be > 0.
sigma (float) : (series float) Yang-Zhang sigma. Must be > 1e-10.
lookback (int) : (series int) Window length (used by isotropic mode only).
mode (series XScale) : (series XScale) Scaling mode.
Returns: (series float) Dimensionless y, or na when inputs are invalid.
moveZScore(dLogPrice, sigma, bars)
Z-score of a log-price move over n bars: dLog / (sigma * sqrt(n)).
In isotropic mode this equals tan(theta) of the same move.
Parameters:
dLogPrice (float) : (series float) ln(target) - ln(anchor).
sigma (float) : (series float) Per-bar Yang-Zhang sigma. Must be > 1e-10.
bars (int) : (series int) Number of bars in the move. Must be > 0.
Returns: (series float) The z-score, or na when inputs are invalid.
triangle(td, anchorPrice, anchorBar, targetPrice, targetBar, sig, lookback, mode)
Right triangle between an anchor and a target, computed entirely
in ICS space. Writes results in place into `td` and returns it.
On invalid inputs every field is set to na, so world X never
receives contaminated numbers.
Parameters:
td (TriangleData) : (TriangleData) Output object, updated in place.
anchorPrice (float) : (series float) Anchor price (world A). Must be > 0.
anchorBar (int) : (series int) Anchor bar_index.
targetPrice (float) : (series float) Target price (world A). Must be > 0.
targetBar (int) : (series int) Target bar_index. Must differ from anchorBar.
sig (float) : (series float) Yang-Zhang sigma. Must be > 1e-10.
lookback (int) : (series int) Horizontal unit window.
mode (series XScale) : (series XScale) Scaling mode.
Returns: (TriangleData) The same `td`, for chaining.
pinTriangle(td, anchorPrice, anchorBar, extremePrice, bodyPrice, curBar, sig, lookback, mode)
Pin (wick) triangle with three vertices in ICS space:
A = anchor, B = candle extreme, C = candle body edge.
Side BC is the wick. theta = signed angle at A between AB and AC.
Since xB = xC, the shoelace area reduces exactly to
0.5 * |yB - yC| * |dx|.
Parameters:
td (TriangleData) : (TriangleData) Output object, updated in place.
anchorPrice (float) : (series float) Anchor price (hh or ll). Must be > 0.
anchorBar (int) : (series int) Anchor bar_index.
extremePrice (float) : (series float) Candle extreme (high or low). Must be > 0.
bodyPrice (float) : (series float) Candle body edge. Must be > 0.
curBar (int) : (series int) Current bar_index. Must differ from anchorBar.
sig (float) : (series float) Yang-Zhang sigma. Must be > 1e-10.
lookback (int) : (series int) Horizontal unit window.
mode (series XScale) : (series XScale) Scaling mode.
Returns: (TriangleData) The same `td`, for chaining.
zeroTri(td)
Resets a TriangleData to na. Use when the structure is inactive,
so inactive periods never enter moving averages or normalization
as fake zero values.
Parameters:
td (TriangleData) : (TriangleData) Object to reset, updated in place.
Returns: (TriangleData) The same `td`, for chaining.
TriangleData
One triangle's measurements in ICS space. All fields dimensionless.
Fields:
theta (series float) : Signed hypotenuse angle in degrees; in isotropic mode tan(theta) is the z-score of the move.
dy (series float) : Signed Euclidean magnitude of the hypotenuse.
area (series float) : Triangle area (>= 0).
centroidY (series float) : Vertical centroid of the triangle.
FrozenAnchors
Anchors frozen at a reference bar, plus activity state.
Fields:
hh (series float) : Highest high at the freeze bar (world-A price units).
ll (series float) : Lowest low at the freeze bar (world-A price units).
mid (series float) : Geometric mean sqrt(hh * ll) at the freeze bar.
bar_x (series int) : bar_index of the freeze bar.
time_x (series int) : time of the freeze bar.
is_active (series bool) : Whether the frozen structure is currently active. Biblioteca
G-Score | NAL1. Overview
G-Score | NAL is a volatility-adjusted Z-Score regime indicator built from two main components: a smoothed price Z-Score and an adaptive GARCH-based volatility Z-Score.
The indicator does not use fixed overbought or oversold levels. Instead, it builds dynamic thresholds from the current volatility structure of the market. Price is then measured against those volatility-derived boundaries to determine whether the market is entering a bullish or bearish statistical regime.
2. Calculation
The indicator starts by estimating volatility through a GARCH-style process. It calculates log returns from the selected source, converts those returns into squared variance, and then compares short-term variance behavior against a realized variance baseline.
GARCH_LogReturn = math.log(src / src )
GARCH_SquaredLogReturn = math.pow(GARCH_LogReturn, 2.0)
GARCH_RealizedVariance = ta.sma(GARCH_SquaredLogReturn, GARCH_Lookback)
The model then searches through possible beta and gamma coefficients to find weights that better fit the recent variance environment. These optimized coefficients are used to build a GARCH variance estimate from three components: long-run variance, recent shock variance, and lagged variance.
GARCH_Variance =
GARCH_Gamma * GARCH_LongRunVariance +
GARCH_Alpha * GARCH_SquaredLogReturn +
GARCH_Beta * GARCH_LaggedVariance
The final GARCH volatility value is created by taking the square root of the projected variance. This produces the volatility engine used later in the threshold system.
The indicator then calculates two separate Z-Scores. The first is a price Z-Score, measuring where price is relative to its own mean and deviation. The second is a volatility Z-Score, measuring where GARCH volatility is relative to its own historical distribution.
Both values are smoothed with a Jurik-style moving average to reduce noise while keeping the response relatively fast.
The volatility Z-Score is then mirrored into positive and negative boundaries. This creates dynamic upper and lower thresholds that expand and contract with the current volatility regime.
The final signal compares the smoothed price Z-Score against those adaptive volatility thresholds. A bullish state triggers when price strength expands above the upper volatility boundary. A bearish state triggers when price weakness falls below the lower volatility boundary. When price remains inside the volatility envelope, the previous regime is held.
3. Key Features
Adaptive GARCH-style volatility engine.
Price Z-Score measured against volatility-derived thresholds.
Dynamic upper and lower boundaries instead of fixed levels.
Jurik-style smoothing for both price and volatility components.
State-based candle coloring, background regime coloring, threshold fills, and transition labels.
Designed to capture statistical expansion when price moves outside its volatility-adjusted structure.
4. Use
G-Score is designed to identify when price begins separating from its normal statistical range after accounting for the current volatility environment. A move above the upper threshold reflects bullish statistical expansion, while a move below the lower threshold reflects bearish statistical expansion.
The strength of the indicator comes from the relationship between price displacement and volatility regime. Rather than treating every Z-Score reading the same, it lets volatility define the boundary that price must break.
This indicator is best used as a specialized module within a complete strategy framework. Its role is to isolate a specific statistical layer of market behavior, where price expansion is evaluated through the lens of adaptive volatility. The full value comes from how this regime signal is integrated into a broader process for timing, structure, and risk.
Indicador
Participation-Adjusted Momentum [TradeDots]Participation-Adjusted Momentum
Summary
This indicator computes a momentum oscillator that has been adjusted by participation quality . Raw momentum (standardized rate-of-change) is multiplied by a quality blend derived from volume percentile, close-location alignment within the bar, and range-per-volume efficiency. The intent is to differentiate strong momentum supported by participation from moves that look impressive on price alone but occur on thin volume or wide ranges with little net travel. The histogram is colored by one of five interpretable states (Strong Bull, Strong Bear, Thin, Quiet Accumulation, Noisy) so users see at a glance whether to trust a momentum reading.
What is original here
Momentum oscillators (rate-of-change, MACD, RSI) and volume oscillators (volume percentile, MFI) are widely available. This script's contribution is the deliberate combination into a single adjusted reading, plus the five-state classification that maps raw-momentum / participation combinations to labelled regimes. The "Quiet Accumulation" state (low momentum but rising volume percentile) and the "Thin" state (strong momentum but low participation) are specifically called out because they are the most actionable readings — both indicate that the price reading and the order-flow reading disagree, and that disagreement deserves a label.
How it works
Each bar, the following quantities are computed.
Raw momentum. Rate-of-change of close over a configurable length, then z-scored (subtract the mean, divide by the standard deviation) over the normalization lookback. The result is approximately bounded but can exceed plus or minus 3 in extreme moves.
EMA slope. A 50-period EMA's change over a configurable lookback, min-max normalized to 0-100. Used as a secondary directional bias (computed and exposed as a hidden plot, but not directly added to the displayed oscillator).
Volume percentile. Volume rank over the normalization lookback (typically 100 bars).
Close-location value. Where the close sits within the bar's high-low range, expressed as a percentage. For an upward-direction reading, a close near the bar's high indicates buyers won the bar; for a downward-direction reading, a close near the bar's low indicates sellers won.
Participation. Volume percentile (divided by 100) multiplied by direction-aligned close-location value (also normalized to 0-1). Result is in ; higher means "good participation".
Range per volume. Bar range divided by volume. High range per volume means a wide candle moved on thin flow — typical of news spikes, illiquid prints, or false moves. The percentile rank of range-per-volume is inverted (low range-per-volume gives a high "efficiency score") and used as a quality factor.
Quality blend. A weighted combination: 0.4 * participation + 0.4 * range_efficiency + 0.2. The +0.2 floor ensures that even with zero participation and zero efficiency, the adjusted momentum retains 20% of the raw signal so the oscillator does not flatline completely.
Adjusted momentum = raw momentum × quality blend.
State classification (mutually exclusive):
Strong Bull : raw momentum at or above +threshold and participation at or above 0.55
Strong Bear : raw momentum at or below −threshold and participation at or above 0.55
Thin : absolute raw momentum at or above threshold and participation below 0.35 — momentum without volume, a warning state
Quiet Accumulation : absolute raw momentum below the quiet threshold and volume percentile above the quiet-volume floor — flat price but rising participation
Noisy / Low Quality : the catch-all when none of the above apply
The histogram bar color reflects the current state.
Repainting and data integrity
All factors are computed on confirmed bar values; alerts are gated by barstate.isconfirmed. No request.security() calls are made — the script operates entirely on the chart timeframe.
How to read the chart
The primary plot is the adjusted-momentum histogram, colored by state.
A thin overlay line shows the same value with continuous color for easy zero-line reading.
Reference lines at zero and at ±1 standard deviation provide context for how extreme the current reading is.
Hidden plots expose raw momentum, participation, volume percentile, and direction so they are available in the Data Window.
The dashboard panel shows the current state in the header, then numeric readings for raw momentum (in z-units), adjusted momentum, volume percentile, participation, range efficiency, and the quality blend.
Inputs
Inputs are grouped into three sections.
Core Settings : ROC length, percentile / z-score lookback, EMA slope length, slope lookback bars, strong-momentum z-threshold, quiet-accumulation maximum z, quiet-accumulation minimum volume percentile.
Visual Settings : zero-line toggle, ±1σ band toggle, dashboard toggle, panel position and size, panel background color.
Any Alert() function call conditions : per-alert toggles.
Alerts
Four alert conditions are provided, each firing on the first bar the state is entered:
Strong Bull Momentum
Strong Bear Momentum
Quiet Accumulation Detected
Momentum Without Volume (the "Thin" warning state)
Each is declared via alertcondition() and is fired programmatically through alert() when the corresponding input toggle is enabled, with alert.freq_once_per_bar_close. Alert messages include {{ticker}} and {{interval}} placeholders.
How to use this script
This is a confirmation indicator. It does not generate entries on its own.
When considering an entry on price strength alone, check this indicator. A Strong Bull or Strong Bear state confirms that volume and close location support the move.
The "Thin" state is a warning. A breakout that prints during a Thin reading should be treated more cautiously than the same breakout during Strong Bull.
The Quiet Accumulation state can identify periods of base-building before a move and is useful as a "watchlist" signal.
Use alongside a setup-specific indicator for entry timing.
Limitations and honest caveats
Volume quality varies dramatically between markets. On crypto exchanges, wash-trading and bot-driven order flow can produce misleading volume percentile readings. Apply with awareness.
Z-score normalization requires the lookback to contain a representative variety of states. On instruments with strong regime changes, early-bar z-scores may be unreliable until the lookback fills.
The close-location alignment factor reads single-bar close behavior. On gappy markets or after market closes, the alignment may not reflect intraday order flow.
The script does not signal direction independently; it adjusts and labels momentum that is already present.
The +0.2 floor in the quality blend is a design choice to avoid flat-lining the oscillator. Users who want a strict "zero adjustment when participation is zero" reading can set the participation weights higher and adjust the floor by modifying the source code.
Disclaimer
This script is published for informational and educational purposes. It is not investment advice and is not a recommendation to buy or sell any instrument. Adjusted momentum is a descriptive measure, not a prediction of future price. Users are solely responsible for their own trading decisions and risk management.
Indicador
Two Sigma Factor Composite [JOAT]TWO SIGMA FACTOR COMPOSITE
A tribute to the multi-factor approach pioneered by Two Sigma — long-only, long/short, and risk-premia funds that decompose returns into orthogonal factor exposures, normalise each factor onto the same statistical scale, and combine them into a single signed score. Two Sigma Factor Composite builds five canonical factors (Momentum, Quality, Value, Volatility, Mean-Reversion), Z-normalises each against a rolling baseline, sum-normalises the user-controllable weights, and outputs a composite score with signal labels, factor sparklines on the chart, and a rolling hit-rate backtest.
The five factors
Each factor is computed independently and Z-normalised over a configurable window (default 100 bars) with optional outlier clipping (default ±4σ):
Momentum — return / volatility over the configurable momentum window (default 50 bars). The classic "trend" factor.
Quality — inverse of recent realised volatility (default 50-bar window). Lower volatility = higher quality; an asset that has been calmer is treated as higher quality, consistent with academic factor research.
Value — deviation from a long mean (default 200-bar SMA). Negative deviation = "cheap" (positive value factor exposure); positive deviation = "expensive". The classical cross-sectional value definition, adapted to time series.
Volatility — percentile rank of recent realised volatility (default 20-bar stdev percentile-ranked over 252 bars). High vol = negative factor; low vol = positive factor.
Mean-Reversion — signed deviation from a 20-bar mean (default). Captures short-term reversion bias.
Each factor's window is independently configurable. All five outputs are Z-scores capped at ±4σ to prevent any single outlier from dominating the composite.
Sum-normalised weights
Five weight sliders (default 1.0 each) are normalised internally so any positive combination is valid. Default equal weight is the most defensible baseline; tune individual weights to bias the composite. Want a pure momentum + quality read? Set the others to 0.1 and Momentum/Quality to 2.0. The composite reshapes itself live.
Signal engine — bounded composite with three tiers
The composite is bounded by the clipping cap. The signal engine layers three thresholds:
Buy — composite crosses above the buy threshold (default +1.0σ).
Sell — composite crosses below the sell threshold (default −1.0σ).
Extreme Bull / Extreme Bear — |composite| crosses ±2.0σ. The script's strongest read.
A configurable signal cooldown (default 10 bars) prevents clustering.
Factor sparklines (the signature visual)
The script renders inline sparklines on the chart for all five factors — small line plots that visually show each factor's recent Z trajectory. Configurable base offset (vertical position below zero), row spacing, amplitude, and per-row transparency mapping. At a glance you see which factors are driving the composite and which are flat.
When all five sparklines lean the same way, the composite is high-confidence. When they disagree, the composite is a weighted compromise — the sparklines tell you the truth that a single number cannot.
Visual system
Composite line (configurable width, default 3px) with sign-coloured fill toward zero (configurable transparency).
Threshold lines at ±buyTH and ±extremeTH (configurable transparency).
Buy / Sell labels on chart on threshold crosses.
Factor sparklines — five inline Z-trajectory plots in the pane.
Optional chart-background override to follow chart.bg_color.
A locked Emerald Night palette: vivid green bull / vivid red bear / sage mid on a deep emerald background — strict 2-hue discipline with bg. No third colour invented anywhere; all variations are transparency-only.
Dashboard
Monospaced table positionable to any of eight corners. Surfaces:
Composite Z value and sign.
Per-factor Z rows (Momentum / Quality / Value / Volatility / Mean-Reversion).
Factor agreement percentage (how many factors agree with composite sign).
Last signal direction with bars-ago.
Weight configuration in use.
Backtest stats row — rolling forward-N-bar hit rate (configurable lookahead, default 10 bars). The script's own performance audit.
Alerts
Five alert conditions, each independently controllable:
BUY Cross (composite crosses above buy threshold)
SELL Cross
Extreme Bull (composite > +2.0σ)
Extreme Bear (composite < −2.0σ)
Low Factor Agreement (% of factors agreeing falls below the configurable threshold, default 40%) — the script's "no edge" warning.
How to read it
Three reads, in order of conviction:
Extreme score with high factor agreement (e.g. composite > +2.0σ AND agreement > 80%) — the highest-conviction read the script produces. Four or five factors are pointing decisively one way, and the composite is at a statistical extreme.
Buy / Sell with sparkline confirmation — visual confirmation that the directional read is being driven by multiple factors, not just one. If the composite is bullish but only the Momentum sparkline is leaning, the read is fragile; if Momentum + Quality + Value + Mean-Reversion all lean, the read is robust.
Low Agreement alert — stand-aside signal. The factors disagree internally; the composite is a wash. Wait for re-alignment.
Suggested settings
Defaults (momentum 50 / quality vol 50 / value 200 / vol 20/252 / MR 20, Z window 100, ±4σ clip, ±1.0 buy/sell, ±2.0 extreme, 10-bar cooldown) are tuned for daily charts on broad indices — the timeframes where factor approaches are statistically meaningful. For lower timeframes drop all windows proportionally. For weekly+ keep defaults; factor reads on weekly are the canonical institutional horizons.
Originality / what's reused
The factor-investing framework is published academic finance — Fama-French 1992, Carhart 1997, AQR 2013, and many others. The five factors used here (Momentum, Quality, Value, Volatility, Mean-Reversion) are the canonical institutional factor set. The implementation here — the five-factor pipeline with each factor's window independently configurable, the rolling Z-normalisation with outlier clipping, the sum-normalised five-weight composition, the bounded-composite signal engine with three-tier thresholds, the inline factor sparklines render in the same pane, the rolling forward-bar hit-rate backtest, and the strict 2-hue alpha-only palette — is JOAT-original. No third-party code reused. The script is a tribute to Two Sigma-style factor-composite portfolio construction, not a direct replication of any proprietary Two Sigma model.
Limitations
The five factors are computed from chart data only — they are time-series proxies of the cross-sectional factors used in true multi-asset portfolios. The Z-normalisation needs the window populated; early bars give a warm-up read. The forward-N-bar hit-rate backtest is descriptive of recent signal behaviour under the current settings; it is not a predictive metric. Factor exposures historically underperform for extended periods — the dashboard's agreement row and the low-agreement alert exist specifically to warn you when the model is breaking down.
—
-made with passion by jackofalltrades
Indicador
FVG & OB Quality ScorerICT FVG & OB Quality Scorer
Core idea: Not all Fair Value Gaps and Order Blocks are created equal. This indicator answers the question "Which FVG or Order Block will actually work?" by scoring every detected zone on 10 confluence pillars derived from ICT's (InnerCircleTrader) 2022–2024 Mentorship methodology.
How It Works
Every time an FVG or Order Block forms on the chart, the indicator runs it through a 10-factor scoring engine (each factor scored 0–10, total 0–100):
# Pillar What It Checks
❶ Displacement / CISD Was the move impulsive? Body > 70% of candle range = institutional candle. Also checks for Change in State of Delivery (close crossing prior candle's open).
❷ Liquidity Sweep Was BSL or SSL taken before the zone formed? Checks swing pivots, Prior Day High/Low, and IPDA 20-day levels.
❸ Premium / Discount Bullish zones in discount (< 50% of range) score high. Bearish zones in premium (> 50%) score high.
❹ Market Structure Is the zone aligned with the current trend (BOS)? With-trend = 10, counter-trend = 1.
❺ HTF Bias Does the Daily (configurable) candle direction agree with the zone? Misalignment = low probability.
❻ OTE Fibonacci Is the zone inside the 62%–79% Optimal Trade Entry retracement? The 70.5% "sweet spot" scores perfect 10.
❼ FVG + OB Overlap Is there a confluence zone where an FVG and Order Block exist at the same price level? This is ICT's highest-probability setup.
❽ Volume Was displacement volume above the 20-bar average? 3x+ average = clear institutional activity.
❾ Kill Zone Timing Formed during London KZ, NY AM KZ, or Silver Bullet windows? "Time supersedes price."
❿ Freshness First-touch zones score highest. Zones decay in score and fade in color as they age.
Grading Scale
Score Grade Meaning
86–100 S Elite — high conviction, full size
71–85 A/A+ Strong — tradeable with confirmation
51–70 B/B+ Above average — needs extra confluence
26–50 C/C+ Below average — watch only
0–25 D Weak — skip entirely
What You See On The Chart
Color-graded zones: Red (weak) → Orange → Gold → Green → Bright Green (elite)
FVGs = solid-border boxes labeled BISI / SIBI
Order Blocks = dashed-border boxes labeled +OB / -OB
CE line = dotted midline (Consequent Encroachment — ICT's 50% level)
MT line = solid midline on OBs (Mean Threshold — ICT's precision entry)
Score labels with letter grade — hover for full 10-pillar tooltip breakdown
Dashboard table ranking all active zones by score with market context (Structure, HTF Bias, Kill Zone status)
Zones fade in color as they age (freshness decay) and are removed/dimmed on mitigation
Key Settings
Min Score to Display — Set to 60+ to only see B+ and above (recommended for clean charts)
Mitigate On — Wick vs Close (ICT uses Close for higher conviction)
HTF Timeframe — Defaults to Daily; change to 4H for swing setups
IPDA Reference Lines — Toggle 20-day high/low institutional levels
Kill Zone sessions — All configurable in NY time Indicador
Elaris Mean Reversion ProElaris Mean Reversion Pro
Elaris Mean Reversion Pro is a multi-factor mean reversion indicator designed to help traders identify situations where price has moved significantly away from its statistical mean and may be entering a potential reversion phase.
The indicator combines adaptive deviation bands, volatility measurements, momentum filters, market regime analysis, and optional higher-timeframe confirmation to provide a structured framework for analyzing stretched market conditions.
Unlike simple overbought and oversold tools, Elaris Mean Reversion Pro allows users to customize how extremes are measured through Z-Score, ATR-based, or hybrid deviation models while incorporating optional confirmation layers such as RSI, MFI, volume, ADX, and higher-timeframe trend filters.
Key Features
• Multiple mean calculation methods including EMA, SMA, RMA, WMA, VWMA, and HMA.
• Three deviation models:
* Z-Score Bands
* ATR Bands
* Hybrid Bands
• Mean reversion signal engine with multiple confirmation styles:
* Extreme Touch
* Mean Reclaim
* Candle Rejection
• Optional RSI and MFI extreme-condition filters.
• ADX-based market regime filter to help identify environments where mean reversion conditions may be more relevant.
• Optional volume and volatility filters.
• Higher-timeframe confirmation framework.
• Signal quality scoring system.
• Dynamic mean, deviation bands, and reversion zones.
• Built-in dashboard displaying:
* Market state
* Z-Score
* Distance from mean
* Momentum readings
* Regime status
* Higher-timeframe bias
• Alert conditions for:
* Long mean reversion signals
* Short mean reversion signals
* Upper extreme zones
* Lower extreme zones
How It Works
The indicator calculates a central mean and measures how far price has deviated from that mean using statistical or volatility-based methods.
When price reaches an extreme deviation zone, the indicator evaluates additional confirmation factors such as candle behavior, momentum conditions, volatility, volume, and trend regime before generating a signal.
Signals are intended to highlight potential mean reversion conditions and should be evaluated alongside the trader's own market analysis and risk management process.
Non-Repainting
This indicator uses confirmed bar logic and higher-timeframe requests with lookahead disabled. Signals are generated using closed-bar information and do not intentionally repaint historical signals.
Notes
Mean reversion techniques may behave differently across various market conditions. Strong directional trends, high-impact news events, and volatility expansions can influence market behavior and should always be considered when interpreting indicator outputs.
This tool is designed for market analysis and educational purposes only and does not constitute financial advice.
Indicador
Normalized Candles RSI [Jamallo]🔹 Intro
The Normalized Candles RSI is a quantitative momentum and volatility indicator designed to transform raw, trending price action into a stationary 0-100 oscillator. By passing price data through a Fractional Differencing engine and a dynamic Z-Score normalization layer, it strips away market drift and presents pure, bounded candlestick momentum. This stationary price structure is then directly overlaid with a traditional RSI and Divergence engine for highly confluent signals.
🔹 Break down
Fractional Differencing (FFD): Transforms non-stationary price data into a stationary series while retaining deep historical memory (controlled by the "d" parameter). This prevents the data loss associated with standard period-to-period differencing.
Normalization Engine: Applies a rolling Z-Score to the differenced data, which is then passed through a Sigmoid compression function. This mathematically forces the resulting candlesticks into a strict 0-100 range without repainting.
RSI & Divergence Engine: Overlays a classic RSI with optional smoothing moving averages and Bollinger Bands. Built-in regular bullish and bearish divergence detection algorithms automatically scan for momentum exhaustion relative to the price.
🔹 Visual Guide: Indicator Anatomy
The true power of this indicator lies in its visual mapping. As shown in the snapshot, the indicator pane perfectly merges the structure of raw price action directly with a classic RSI oscillator.
1:1 Structural Mapping: Notice how the normalized candles in the middle pane mirror the raw price action in the main chart exactly (highlighted by the "1:1 with overlay candle sticks" annotation). You get the exact same highs, lows, and structural candlestick patterns, but stripped of drift and mathematically squashed into a stationary box.
Normalized Candles + Standard RSI: If you look at a standard RSI (bottom pane), you only see a floating line. By overlaying the normalized candles (middle pane), you can see exactly how the physical candlestick bodies and wicks behave relative to the RSI's 0-100 bounds and its smoothing moving average (the yellow line).
Actionable Context: When a localized top or bottom forms, you aren't just guessing based on a purple line peaking. You can see the actual candlestick structure exhausting itself, forming wicks and reversal patterns right against the upper (70+) or lower (30-) overextended boundaries.
🔹 Settings Parameters
- Diff Order (d) (0.01 - 0.99): The fractional differencing order. Higher values make the series more stationary but remove more historical memory.
- Z-Score Lookback: The rolling window used to calculate the mean and standard deviation for the 0-100 normalization engine.
- Sigmoid Compression Scale: Controls the elasticity of the 0-100 bounds. A higher value results in softer compression at the extremes, while a lower value makes it compress faster.
- RSI Settings & Smoothing: Standard parameters for the RSI length, smoothing moving averages (SMA, EMA, VWMA, etc.), Bollinger Bands, and the divergence lookback constraints.
🔹 Credits & Acknowledgements
The core RSI and Divergence engine utilized in this script is adapted from TradingView's built-in Relative Strength Index indicator code. Indicador
Statistical Mean-Reversion Engine [SMRE]## Statistical Mean-Reversion Engine (SMRE)
SMRE is an open-source mean-reversion indicator that combines a rigorous statistical core with up to eight optional confirmation layers, designed primarily for index-futures trading on intraday timeframes (1-minute through 1-hour).
### What it does
For every bar, SMRE fits an Ornstein-Uhlenbeck (OU) process to the recent price series via linear regression on lag-1 prices, yielding four outputs:
- **μ (the mean)** — the equilibrium price the series is reverting to
- **θ (mean-reversion speed)** — how strongly the series pulls back to μ
- **HL (half-life)** — how many bars it takes to revert halfway
- **σ_eq (stationary residual variance)** — used to z-score the current price
The current price's z-score against μ (the "OU Z") is the primary signal. When |OU Z| exceeds a configurable threshold, a mean-reversion entry is considered — but only after the script also confirms that the recent price series is genuinely stationary using three orthogonal statistical tests:
- **Hurst exponent** must be below 0.55 (i.e., the series is not persistently trending)
- **Augmented Dickey-Fuller** t-statistic must be below -2.86 (rejects unit root)
- **Variance Ratio** test at q=4 must be below 1.0 (variance grows sub-linearly with horizon)
If all four conditions pass, the L1 (statistical core) signal fires.
### Why the multi-layer structure (mashup justification)
A single OU-based mean-reversion signal works well in stationary regimes but degrades in trending or volatile conditions. SMRE addresses this by validating each potential entry through up to eight orthogonal confirmation channels, each measuring something the others do not:
- **L2 — Volatility Regime (6-state):** Classifies market state via VIX, ADX, and realized volatility. Suppresses signals during high-trend conditions (regime 6, "Spike") where mean-reversion historically fails.
- **L3 — Spot-Futures Basis (Kalman filter):** Tracks the deviation between actual and theoretical futures pricing. Statistically significant basis dislocations often resolve via mean-reversion.
- **L4 — Options Surface:** Computes ATM implied volatility from straddle pricing and a skew z-score from OTM put/call ratio. Optional; requires user to provide option symbols.
- **L5 — Microstructure:** Blends rolling VWAP and session-anchored VWAP z-scores with VPIN (a volume-clock toxicity proxy) and order-flow imbalance. Captures flow-based exhaustion.
- **L6 — Gamma Walls (GEX) OR Put-Call Ratio:** Two mutually exclusive options. GEX requires OI symbols at five strikes; PCR requires a single broker-published PCR feed. Both detect option-driven price magnets.
- **L7 — Dispersion:** Rolling correlation of index returns with its top 5 constituent stocks' returns. High dispersion (low correlation) penalizes signals; high cohesion boosts them.
- **L7b — Residual Dispersion:** Idiosyncratic residual z-scores (β-adjusted) per constituent. If 3 of 5 stocks show same-sign extreme residuals, the index is detached from constituents — strong mean-reversion candidate.
- **L9 — Cross-Asset Stress:** Sigma-normalized stress across USD/INR, DXY, and crude oil. Penalizes signals during cross-asset hedging cascades.
Each layer outputs a {direction, strength} pair. The Layer 8 fusion engine combines these via a weighted composite score (default weights: L1=0.28, L5=0.22, L3=0.18, L4=0.12, L6/L7b=0.10), then applies a regime multiplier (L2 × L7 × VRP × cross-asset × expiry), clamped to to prevent extreme compounding.
If the absolute composite score crosses one of three thresholds (0.25 / 0.40 / 0.45 by default), a signal is fired at Scalp / Swing / Session horizon respectively. A TCA cost filter then validates that the expected move (distance to μ) exceeds estimated round-trip transaction cost; otherwise the signal is suppressed.
### Originality
The author is not aware of any other public Pine script that implements the full OU-fit chain (mean, mean-reversion speed, half-life, stationary variance) together with all three stationarity tests (Hurst, ADF, Variance Ratio) directly in Pine v6 — every step is computed natively, no external library calls. Additionally, the session-anchored VWAP with running volume-weighted sigma bands, the rolling-beta residual dispersion across multiple constituents, and the Kalman-filtered futures-basis residual are original Pine implementations. The signal telemetry module (a 200-signal FIFO ring buffer with horizon × composite-magnitude bucket attribution) is also an original diagnostic tool.
### How to use
1. **Apply to an index futures chart.** Defaults are pre-configured for NSE NIFTY1! futures, but inputs allow any index — change the VIX symbol, spot/futures symbols, constituent symbols, and currency pairs.
2. **Read the compact dashboard.** It's a single 9-row table (default position: middle-right) showing only what you need to evaluate a setup:
| Row | What it shows | What it means |
|---|---|---|
| Title | Profile + OU window in use | Confirms which calibration is active |
| OU Z-Score | Z-score with half-life (HL) | How extended price is + how long mean-reversion typically takes |
| Stat Validity | H / ADF / VR pass-fail | Whether the recent series is actually stationary (all 3 must pass) |
| Regime | Volatility state + VIX value | Whether market conditions favor mean-reversion |
| Composite | Fused score × regime multiplier | The unified signal strength |
| Confluence | Layers agreeing (out of 6) | How many orthogonal signals support the direction |
| TCA Edge | Expected move in bps + PASS/FAIL | Whether the trade clears transaction costs |
| E / SL / TP | Entry, Stop, Target + Risk:Reward | The trade levels if a signal fires |
| **DECISION** | Direction · Horizon · Side | The actionable output (green=long, red=short, gray=neutral) |
3. **Trade levels and markers.** When a signal fires, entry/stop/target lines auto-plot on the chart. Stop is ATR-based (default 1.2× ATR); target is min(OU mean μ, entry + 2× ATR). Triangle markers plot below (long) or above (short) the bar — small for Scalp, medium for Swing, large for Session.
4. **Optional diagnostic.** A separate Signal Telemetry table (disabled by default; enable via the "Show Telemetry Dashboard" input) tracks the last 200 signals' outcomes (win = price touched μ, loss = stop hit, expired = timeout) and reports hit rate by horizon × composite-magnitude bucket. This is a backward-looking diagnostic, not a backtest.
### Recommended chart and timeframe
This indicator was developed and parameter-tested primarily on NIFTY1! futures. The OU window auto-mapping (1m→32, 2m→20, 5m→12, 15m→32, 30m→20, 1h→24) was selected empirically through parameter sweeps. Users on other instruments should expect to tune the OU window manually or accept the auto-mapped default as a starting point.
The indicator works on any timeframe between 1 minute and daily, though intraday timeframes (1m through 1h) are where the multi-layer confluence adds the most value.
### Important notes
- This is an **indicator**, not a strategy — no backtest equity curve is produced. The telemetry table is a descriptive measure of recent signal outcomes only.
- Many layers are **optional**. If you don't have symbols for options OI, just leave those inputs blank; the script will redistribute composite weight naturally across the active layers.
- Signals can fluctuate intra-bar before bar close, especially in real-time mode. For consistent behavior, evaluate signals on closed bars only.
- The default constituents (top-5 NIFTY weights) need to be changed in the L7 inputs to use this on a different index.
### Disclaimer
This indicator is published for educational and research purposes only. It is not financial advice, not an investment recommendation, and not a solicitation to trade. Past behavior of signals does not guarantee future results. Trading futures, options, and equities carries substantial risk of loss. You are solely responsible for your trading decisions. The author makes no representations about the accuracy, completeness, or suitability of this indicator for any particular purpose. Use at your own risk, and always consult a qualified financial professional before trading.
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Aurelian Structure Engine [JOAT]Aurelian Structure Engine
Introduction
Aurelian Structure Engine is a market structure and execution-context model that combines confirmed pivots, break events, HTF bias, anchored value, relative volume, and pressure scoring. It is built to separate meaningful structural breaks from ordinary candle noise.
This open-source indicator is designed as a context tool, not a standalone trading system. It focuses on explaining the current market state with restrained visuals and confirmed-bar logic where signals are used.
Core Concepts
1. Confirmed Swing Structure
Swing highs and lows are confirmed with pivot logic before the script evaluates breaks. ATR buffering helps prevent small wick violations from becoming structure events.
2. Bid and Offer Block Geometry
Recent opposing candles can become bid or offer blocks only when their vertical placement makes structural sense. Invalidated or overlapping blocks are removed.
3. Anchored Value Context
An EMA and yearly anchored VWAP stack define whether price is operating above or below value.
4. Tiered Quality Score
Pressure, RVOL, HTF bias, structure, and proximity are converted into B, A, and A+ style states.
bullScore = structure + pressure + rvol + htfBias + valueContext
Features
Confirmed BOS and CHoCH-style structure tracking
Bid and offer blocks with invalidation logic
EMA/VWAP value spine and structure bands
Volume pressure and RVOL scoring
A/B/A+ state labels and compact dashboard
Input Parameters
Swing pivot length and ATR buffer
Block search and extension controls
HTF bias timeframe
Pressure, RVOL, cooldown, and A+ score gates
Display toggles for bands, blocks, candles, and panel
How to Use This Script
Read the structure side first, then check whether pressure, RVOL, and HTF bias confirm the break. A+ labels require stronger agreement than A or B labels.
Limitations
The script uses historical OHLCV data and cannot know future prices.
Signals and states can be late during fast reversals because confirmed-bar logic is used to reduce repainting.
Model outputs should be interpreted with market context, risk controls, and independent analysis.
No visual state should be treated as a certain trade outcome.
Originality Statement
Aurelian is original in combining guarded bid/offer block geometry, confirmed structure, anchored value, and multi-factor signal quality into one restrained overlay.
Disclaimer
This indicator is provided for educational and informational purposes only. It is not financial advice, investment advice, or a recommendation to buy or sell any financial instrument. All calculations are derived from historical market data and may produce inaccurate readings in some market conditions. No indicator can predict future market behavior. Use proper risk management and independent judgment.
-Made with passion by jackofalltrades
Indicador
MTF Kinetic Oscillator | Rainbow MatrixGENERAL OVERVIEW
The MTF Kinetic Oscillator is a multi-timeframe order-flow probability oscillator that fuses 5 timeframes into a single composite score, blended with three independent order-flow sensors (CVD, Volume Climax, Squeeze) and plotted against a self-adaptive Fibonacci channel that recalibrates to current volatility conditions. Instead of treating an oscillator as a fixed 0-100 envelope where the same threshold means the same thing across all market regimes, the indicator continuously classifies the current score against an adaptive channel — and colors the chart accordingly.
The main goal of this indicator is to give traders a clean, automatic read on where the order-flow consensus sits across 5 timeframes simultaneously, and how stretched that consensus is relative to its own recent statistical range — without having to manually monitor multiple oscillators on multiple timeframes. Every value the oscillator displays is the result of a weighted aggregation of 5 timeframe scores, modulated by order-flow sensors, and contextualized against an adaptive channel.
It plots a single score line that travels through five color zones (yellow, orange, red, purple for upper extremes; green, teal, blue, aqua for lower extremes), each corresponding to a probabilistic regime. Combined with the Info Panel HUD, Vacuum Trail convergence lines, and Black Swan dynamic glow, the indicator gives a complete read on order-flow direction, statistical position, and proximity to exhaustion zones — all from a single oscillator pane.
This indicator was developed for traders who already understand oscillator-based indicators (RSI, MFI, Stochastic, CCI) and want a multi-timeframe aggregation that calibrates its thresholds to current volatility instead of using fixed 0-100 boundaries.
WHAT IS THE THEORY BEHIND THIS INDICATOR?
Most oscillators on TradingView — RSI, MFI, CCI, Stochastic, and their derivatives — share two common architectural choices: they operate on a single timeframe, and they classify against fixed thresholds (typically 70/30 or 80/20). This treats every market regime as statistically equivalent.
The problem: market regimes are not equivalent. A score of 75 during a tight-range, low-volatility period is structurally different from a score of 75 during a volatile expansion phase. Fixed thresholds applied to a non-stationary distribution produce systematic mismatches — overbought readings that resolve into further upside, oversold readings that continue lower, signals that appear at the wrong moments precisely when volatility shifts regimes. This mismatch becomes most visible during transitions between volatility regimes: trend climaxes, capitulation lows, squeeze breakouts.
This indicator addresses both issues at once. First, the per-timeframe score is built from a Log-Normal Z-Score regression of price (which respects the asymmetric distribution of returns) blended with RSI through a sigmoid normalization. Second, the 5 per-timeframe scores are aggregated through Fibonacci weights (0.15 / 0.20 / 0.25 / 0.25 / 0.15) into a single global score — giving the most weight to the middle macro horizons rather than the shortest or longest timeframes. Third, the global score is plotted not against fixed 0-100 thresholds, but against a self-adaptive channel whose boundaries are re-computed every bar from the highest and lowest scores in the lookback window, smoothed by EMA, and proportioned by Fibonacci ratios (1.50/1.85, 1.85/1.85, 2.75/1.85, 3.85/1.85).
The three order-flow sensors — CVD Z-Score, Volume Climax, and Squeeze — operate as modulators of the base score: the CVD bonus amplifies the score when directional order pressure dominates (clamped at ±12 points), Volume Climax drag dampens the score when abnormal volume is detected (statistical exhaustion signal), and the Squeeze damper compresses score amplitude to 25% during compressed-volatility regimes (suppressing false signals during low-conviction lateral phases).
Why traders use it: each color zone on the chart represents a different probabilistic regime, calibrated to current volatility. When the score sits between the median and the inner band (yellow/green), the order-flow consensus is in normal operating range — equilibrium. When the score crosses into the second band (orange/teal), the move has crossed into directional territory. The third band (red/blue) marks the threshold beyond which most of the impulse has already happened — exhaustion. The fourth band (purple/aqua) marks the tail of the distribution — a Black Swan event in Taleb's sense — where score positions rarely persist under normal volatility conditions.
The three order-flow sensors and the adaptive Fibonacci channel are not independent layers stacked in the same pane. They map three different aspects of the same question: where the multi-timeframe order-flow consensus currently sits (the score), how that consensus is being modulated by live order-flow pressure (the sensors), and how stretched that modulated value is relative to its own recent statistical range (the channel). The integration of all three components into a single oscillator is the reason they exist in one script rather than as three separate indicators: the cross-component blending is what surfaces multi-sensor confluence that separate-script approaches cannot produce.
MTF KINETIC OSCILLATOR FEATURES
The indicator includes 6 main features:
Multi-Timeframe Score Engine
CVD Order-Flow Sensor
Volume Climax and Squeeze Sensors
Adaptive Fibonacci Channel
Vacuum Trail and Black Swan Dynamic Glow
Info Panel HUD and Alerts
Multilingual interface and full customization across all visual layers.
MULTI-TIMEFRAME SCORE ENGINE
🔹 What It Does
The core of the indicator. For each of the 5 configured radar timeframes, the engine performs three operations:
◇ Calculates a Log-Normal Z-Score regression of price (hlc3 transformed via natural logarithm, fitted with linear regression, residuals normalized by their own standard deviation).
◇ Computes a per-timeframe RSI at a Fibonacci-aligned length (8, 13, 21, 34, 55 — one per timeframe).
◇ Blends the Z-Score (via sigmoid normalization) and the RSI into a single per-timeframe score, bounded 0-100.
The 5 per-timeframe scores are then aggregated through Fibonacci weights (0.15 / 0.20 / 0.25 / 0.25 / 0.15) into a single global score representing the multi-horizon order-flow consensus.
🔹 Method
The regression runs in log space, addressing the asymmetric nature of price distribution that linear estimators (such as the Simple Moving Average) fail to account for. The directional reference (high vs low) is selected per bar based on candle direction — green candles use the high (upward pressure reference), red candles use the low (downward pressure reference). This produces a Z-Score that reflects the directional intent of each bar rather than the midpoint average.
The sigmoid normalization compresses Z-Scores into a bounded 0-100 range without losing the asymmetric information of extreme values. The RSI component anchors the score to a familiar momentum reference, blending two independent signal families into one bounded value per timeframe.
🔹 Hierarchical Weighting
The five timeframes are weighted by structural significance using Fibonacci proportions:
◇ TF1 (Trigger, default 5): weight 15% — fastest reactivity, lowest weight.
◇ TF2 (Intraday, default 13): weight 20% — session-scale resolution.
◇ TF3 (Macro 1, default 55): weight 25% — backbone of the score.
◇ TF4 (Macro 2, default 233): weight 25% — institutional reference horizon.
◇ TF5 (Base, default 987): weight 15% — macro trend anchor.
The middle horizons (TF3 and TF4) carry the highest weight because they typically represent the most structurally significant reference for institutional decision-making — short enough to react to current conditions, long enough to filter intraday noise.
CVD ORDER-FLOW SENSOR
🔹 What It Does
The CVD (Cumulative Volume Delta) sensor estimates the difference between buyer and seller volume per bar — measuring market-order aggression. The signed delta is normalized to a Z-Score against a 50-period rolling reference, and the resulting bonus is clamped at ±12 points before being added to the global score.
🔹 Method
For each bar, total volume is split between buyer share (proportional to `close - low / range`) and seller share (proportional to `high - close / range`). The signed delta is the difference. A 50-period mean and standard deviation define the reference; the current delta is expressed as a Z-Score against that reference, then multiplied by 4 and clamped to ±12 to control its contribution to the final score.
🔹 Why It Matters
The Z-Score component answers "where is the multi-timeframe consensus", and the RSI component answers "what is the momentum". The CVD sensor answers a separate question: "who is currently aggressive in the order book". When the multi-timeframe consensus is bullish and CVD aggression confirms it, the bonus amplifies the score. When the consensus is bullish but CVD shows seller aggression, the bonus subtracts from the score — surfacing a divergence between consensus and order-flow.
VOLUME CLIMAX AND SQUEEZE SENSORS
🔹 Volume Climax
A standalone sensor that detects abnormal volume conditions (volume Z-Score above 3.0). When triggered, a climax drag is applied to the score, signaling potential exhaustion. The HUD reports this state explicitly in the Status row.
🔹 Squeeze
A volatility-compression detector based on the percentage-rank of the current range against a 20-period lookback. When the range compresses to its 15th percentile or lower, the squeeze flag activates and the score amplitude is dampened to 25% of its normal range — preventing false directional signals during compressed-volatility regimes.
🔹 Why They Matter
These sensors operate on a different axis from the price-direction sensors. Volume Climax surfaces statistical exhaustion before it becomes visible in price; Squeeze suppresses noise during periods when the oscillator would otherwise produce false reads. Together they make the oscillator behave correctly during regime transitions, where standard oscillators are typically least reliable.
ADAPTIVE FIBONACCI CHANNEL
🔹 What It Does
The global score is plotted against a self-adaptive channel rather than against fixed 0-100 thresholds. The channel boundaries are re-computed every bar from the highest and lowest scores in a 50-bar lookback window, smoothed by 10-period EMA, and then proportioned through Fibonacci ratios into four zones:
◇ Z-Breathing (inner, yellow/green) — ratio 1.50 / 1.85 (≈ 0.811)
◇ Z-Alert (upper limit, orange/teal) — ratio 1.85 / 1.85 = 1.000 (the visible anchor)
◇ Z-Exhaustion (outer, red/blue) — ratio 2.75 / 1.85 (≈ 1.486)
◇ Black Swan (extreme edge, purple/aqua) — ratio 3.85 / 1.85 (≈ 2.081)
🔹 Why It Adapts
Fixed thresholds (70/30 or 80/20) treat every volatility regime as equivalent. The adaptive channel calibrates the rainbow visual to the actual statistical envelope of the current regime — overbought during a low-volatility consolidation does not mean the same as overbought during a volatility expansion, and the channel reflects that.
🔹 Visual Rendering
The space between adjacent channel boundaries is filled with a semi-transparent color matching the zone palette (toggleable via "Show Thermal Zone Fills"). This makes the current zone immediately visible without having to read the score number — the visual position alone tells you the regime.
VACUUM TRAIL AND BLACK SWAN DYNAMIC GLOW
🔹 Vacuum Trail
Ghost convergence lines projecting from exhaustion extremes back toward the channel median. The lines anchor at a level 15% inside the inner Breathing zone (not at the channel boundary itself), which produces visual convergence inward rather than along the edge — useful for anticipating the typical mean-reversion path after extreme touches.
🔹 Black Swan Dynamic Glow
The outermost ±3.85σ-equivalent boundaries are rendered as a main line plus a wide outer glow whose intensity scales with the score's distance from the boundary. The glow becomes bright when the score is near the Black Swan zone and fades when far — drawing visual attention only when the statistical tail is approached.
🔹 Why They Matter
Both elements give the oscillator a sense of direction beyond the score's current position: the Vacuum Trail visualizes the expected return path during exhaustion; the Black Swan Glow makes statistical tail events visible at a glance, before the score itself crosses the boundary.
INFO PANEL HUD AND ALERTS
🔹 What the HUD Shows
A compact corner panel reports six live values:
◇ SCORE — the current global score (0-100) with color matching the active channel zone
◇ PROB. — the absolute probability (distance from neutral 50 expressed as percentage)
◇ DIRECTION — BUY / SELL / NEUTRAL based on score position relative to the median
◇ CHANNEL — current channel regime classification (Uptrend / Downtrend / Sideways / Compression / Expansion)
◇ RHYTHM — score velocity classification (Fast / Slow)
◇ STATUS — Black Swan / Squeeze / Climax / Neutral, prioritized by severity
🔹 Customization
The HUD can be positioned in any of the four chart corners and rendered in any of five font sizes. The display language is controlled by the System Language input.
🔹 Alerts
Three alert types are available:
◇ Exhaustion Alert — fires when the score crosses above 85% (buying exhaustion) or below 15% (selling exhaustion).
◇ Squeeze Alert — fires when the squeeze flag activates (volatility compression detected).
◇ Black Swan Alert — fires when the score enters the ±3.85σ-equivalent extreme zone; uses an edge-trigger arm/disarm mechanism (fires once on entry, locks while inside, re-arms only on exit).
All alerts are gated by `barstate.isconfirmed` and use `alert.freq_once_per_bar` to prevent duplicate firings on the same candle. Five `alertcondition` blocks are also exposed for users who prefer the TradingView alert UI.
MULTILINGUAL INTERFACE
The indicator supports five languages for the HUD display and alert messages: English (default), Português, Español, Русский, and 中文 (Chinese). Code, comments, group names and input labels remain in English regardless of the selected language.
For reference, the English text of all multilingual UI strings used in the HUD and alerts:
◇ BUY / SELL / NEUTRAL — direction states
◇ SQUEEZE — Low Volatility. Await the Explosion.
◇ CLIMAX — Abnormal Volume Detected. Possible Exhaustion.
◇ UPTREND / DOWNTREND / SIDEWAYS / COMPRESSION / EXPANSION — channel states
◇ FAST / SLOW — rhythm states
◇ SCORE: / DIRECTION: / CHANNEL: / RHYTHM:
◇ BLACK SWAN — EXTREME HIGH / BLACK SWAN — EXTREME LOW
◇ Buying Exhaustion Alert: " Buying Exhaustion: Score above 85%. High reversal probability."
◇ Selling Exhaustion Alert: " Selling Exhaustion: Score below 15%. High reversal probability."
◇ Squeeze Alert: " Squeeze Active: Volatility maximally compressed. Explosion imminent."
◇ Black Swan Alert: " Score reached the dynamic channel's extreme zone. Maximum statistical tension. Reversal probable."
HOW TO USE
This indicator is not a signal generator. It is a state classifier: it tells you where the multi-timeframe order-flow consensus currently sits, how stretched that consensus is relative to its own recent statistical range, and which order-flow regime (climax, squeeze, normal) is currently active.
🔹 Reading the Oscillator
◇ The score line color matches the active channel zone — visual position alone identifies the regime.
◇ The HUD reports the score numerically and classifies the channel/rhythm/status in plain language.
◇ Vacuum Trail lines indicate the expected mean-reversion path during exhaustion conditions.
◇ Black Swan glow intensity scales with proximity to the statistical extreme.
🔹 Tactical Reading
◇ Score between dyn_mid and inner band: equilibrium zone. Order-flow consensus is in normal range.
◇ Score crossing into the Alert band: directional move asserting itself across multiple timeframes.
◇ Score at the Exhaustion band: most of the impulse has already happened — continuation in trend direction becomes structurally less favorable.
◇ Score touching the Black Swan band: statistical tail event. Mean-reversion context is elevated, but regime change is also possible — the boundary itself is adaptive, so a sustained breach indicates the volatility envelope expanding.
◇ Squeeze state active: oscillator is operating in low-conviction mode. Wait for squeeze release before trusting directional reads.
◇ Climax state active: abnormal volume has been detected. Exhaustion context is present regardless of score position.
🔹 Multi-Timeframe Reading
◇ The default radar configuration (5/13/55/233/987) follows Fibonacci minute periods and is calibrated for intraday and swing trading.
◇ For scalping, configure shorter timeframes (e.g., 1/3/8/21/55).
◇ For position trading, configure longer timeframes (e.g., 60/240/D/W/M).
◇ The middle-weighted timeframes (TF3 and TF4) carry the most influence — choose them carefully.
INPUTS EXPLAINED
🔹 System Language
Display language for the HUD and alert messages. Options: English (default), Português, Español, Русский, 中文 (Chinese).
🔹 MTF Synchronization (TF1 to TF5)
Configure each of the five timeframes to aggregate. Defaults: 5, 13, 55, 233, 987 (Fibonacci minutes). Weights are fixed at 15/20/25/25/15 percent respectively.
🔹 Show Thermal Zone Fills
Toggle for the semi-transparent rainbow fills between adjacent channel boundaries.
🔹 Show Vacuum Trail (Ghost Lines)
Toggle for the convergence ghost lines from exhaustion extremes back toward the channel median.
🔹 Show Dynamic Median Line
Toggle for the channel midline (dyn_mid) — the adaptive zero-reference of the oscillator.
🔹 Show Black Swan Lines (Dynamic Glow)
Toggle for the outermost ±3.85σ-equivalent boundaries with proximity glow.
🔹 Show Info Panel
Toggle for the corner HUD reporting score, direction, channel, rhythm, and status.
🔹 Panel Position
Position of the HUD on the chart. Four corners available: Bottom Right (default), Bottom Left, Top Right, Top Left.
🔹 Font Size
HUD font size. Options: Tiny (default), Small, Normal, Large, Huge.
🔹 Exhaustion Alert
Toggle for the alert that fires when the score crosses ±85/15 thresholds.
🔹 Squeeze Alert
Toggle for the alert that fires when the squeeze flag activates.
🔹 Black Swan Alert
Toggle for the alert that fires when the score enters the adaptive extreme zone.
IMPORTANT NOTES
The MTF Kinetic Oscillator works on any timeframe. The default MTF configuration (5/13/55/233/987 in minutes) is calibrated for intraday and swing trading on liquid instruments. The Fibonacci-aligned RSI lengths (8/13/21/34/55) and per-timeframe data lengths (288/96/72/60/40) are tuned to provide roughly equivalent statistical resolution across all five horizons.
The indicator works best on instruments with reliable volume data: crypto perpetual contracts, large-cap equities, futures, major forex pairs. On low-volume instruments, the CVD component becomes less reliable, though the score engine and channel continue to function correctly using the Z-Score and RSI components alone.
Alerts fire once per confirmed bar. The Black Swan alert uses an edge-trigger arm/disarm mechanism that prevents repeated firings while the score remains inside the extreme zone. Historical bars never repaint after they close. The live bar updates intra-bar as expected for a real-time indicator.
The Value Area calibration factor (vp_k = 2.51) used internally by the score engine for the Volume Profile distance component is tuned to approximate the conventional 70% Value Area definition. The Fibonacci sigma multipliers (1.50, 1.85, 2.75, 3.85) used by the adaptive channel are intentionally non-standard — they are Fibonacci-inspired proportions, not arbitrary choices, and they map to four behavioral regimes derived from observation rather than to integer statistical thresholds.
Pine Script v6. Open-source under Mozilla Public License 2.0.
UNIQUENESS
The MTF Kinetic Oscillator is unique in four ways. First, it operates across 5 timeframes simultaneously, aggregating per-timeframe scores via Fibonacci-proportioned weights (0.15 / 0.20 / 0.25 / 0.25 / 0.15) rather than operating on a single timeframe like RSI, MFI, CCI, or Stochastic. Second, the per-timeframe score is built from a Log-Normal Z-Score regression of price (which respects the asymmetric distribution of returns) blended with RSI through sigmoid normalization — producing a bounded composite that combines two independent signal families per horizon. Third, the global score is plotted not against fixed 0-100 thresholds but against a self-adaptive Fibonacci channel whose boundaries are recomputed every bar from the highest and lowest scores in the lookback window — calibrating the rainbow visual to current volatility regime rather than to static numerical levels. Fourth, three independent order-flow sensors (CVD Z-Score, Volume Climax detection, and Squeeze volatility compression) modulate the score continuously, with the Squeeze damper compressing score amplitude to 25% during low-conviction lateral phases — suppressing false directional signals at exactly the moments standard oscillators are typically least reliable. The combination of Fibonacci-weighted multi-timeframe aggregation, log-space Z-Score plus RSI per timeframe, adaptive Fibonacci channel, and three order-flow modulators produces an oscillator that behaves differently from single-timeframe and fixed-threshold oscillators, particularly during volatility regime transitions where standard oscillators are least reliable. Indicador
Crypto Market Breadth Risk Planner [AGPro Series]Crypto Market Breadth Risk Planner
🧠 Core Idea
Is the crypto market showing broad risk-on participation, weakening rotation, or a risk-off breadth environment?
📌 Overview / What it does
Crypto Market Breadth Risk Planner is a chart-first market breadth tool built to evaluate whether a selected crypto basket is participating broadly or weakening internally.
Instead of reading only the active chart symbol, the script reviews a configurable basket of major crypto pairs. It measures how many symbols are trading above their trend baseline, how many have positive momentum, how many have rising trend structure, and how much volatility stress is present across the basket.
The script produces a 0-100 Breadth Risk Score, a colored breadth risk corridor on the active chart, event labels, right-side tags, alerts, and a compact AG Pro panel. It does not predict price direction, automate execution, or claim that breadth alone is enough to trade.
🎯 Purpose & Design Philosophy
This script was built because single-chart analysis can look strong while the broader crypto market is quietly weakening, or look weak while breadth is beginning to rotate back into strength.
The purpose is to help traders read market participation before treating an individual setup as clean. Strong setups usually have a better context when the broader basket is aligned, while weaker breadth can warn that a chart may be more exposed to false follow-through.
The design supports traders who want broader market context without opening ten charts manually. It turns cross-market participation into a simple decision-support layer that can be read directly on the current chart.
⚡ Why This Script Is Different
Most crypto tools focus on the active symbol, a single benchmark, a simple correlation reading, or a raw relative-strength line.
This script does NOT act as a benchmark correlation meter, a relative-strength rotation map, a volume spike detector, or a generic trend dashboard.
Instead, it evaluates breadth across a user-defined crypto basket and converts that participation into a risk-readiness framework. The goal is not to say which coin to buy or sell. The goal is to show whether the broader crypto environment is supportive, mixed, stressed, or risk-off.
⚙️ Methodology
1. Context Detection
The script requests data from a configurable crypto basket and evaluates each symbol on the selected breadth timeframe.
2. Reference Mapping
Each symbol is compared against its own trend baseline, momentum reading, trend slope, and ATR-based volatility stress condition.
3. Reaction Evaluation
The script combines trend participation, momentum participation, slope confirmation, and volatility stress into a single Breadth Risk Score.
4. Visual Output
The final output includes a colored breadth risk corridor, centered corridor text, event labels, right-side tags, optional bar coloring, alerts, and an AG Pro panel.
🗺️ How to Read the Chart
Zones:
The breadth risk corridor is a visual context zone around price. Its color reflects the current breadth regime rather than a direct support or resistance level.
Labels:
Labels mark important breadth state transitions such as Risk-On, Rotation Watch, Risk-Off, Stress Review, and Cooling.
Colors:
Teal represents broad constructive participation.
Pink represents risk-off breadth or weak participation.
Gold represents stress or caution.
Indigo represents improving rotation or transitional breadth.
Panel:
The panel summarizes breadth participation, Breadth Risk Score, momentum, stress, regime, and action state.
🚦 Signals & States
• Risk-On Ready → Broad participation and momentum are strong enough to support risk-on review.
• Rotation Watch → Breadth is improving, but not yet strong enough for full risk-on classification.
• Stress Review → Volatility stress is elevated while breadth quality remains weak.
• Risk-Off → Basket participation is weak or deteriorating.
• Cooling → Stress is easing while breadth quality begins to improve.
• Wait Breadth → No strong breadth regime is currently active.
🔔 Alerts Logic
Alerts can trigger when the basket shifts into Risk-On, Rotation Watch, Risk-Off, Stress Review, or Cooling.
Alerts are attention markers only. They highlight changes in the breadth model. They are not trade instructions, automated entries, or guaranteed market calls.
🧩 Confluence Logic
The context becomes stronger when multiple breadth layers align together.
For example, a high Breadth Risk Score with many symbols above their trend baselines, positive momentum participation, rising trend slopes, and low stress suggests a cleaner risk-on environment than a rally led by only one or two symbols.
Likewise, weak participation combined with elevated stress can warn that individual bullish setups may need stricter review.
📊 When to Use
• Crypto market context review
• BTC, ETH, altcoin, and sector-style crypto watchlists
• 1H, 4H, and 1D market participation analysis
• Before treating individual setups as risk-on
• When the trader wants to know whether the broader crypto basket supports the active chart
⚠️ When NOT to Use
• Markets where selected symbols have unreliable data
• Very small or illiquid crypto pairs with distorted candles
• Situations where the basket does not match the user's trading universe
• Low-timeframe scalping where external-symbol breadth may be too slow
• News-driven events where correlation and breadth can change abruptly
🎛️ Key Inputs
• Crypto Basket Symbols → define the assets used in the breadth model
• Breadth Timeframe → controls whether the basket is evaluated on chart timeframe, 1H, 4H, or 1D
• Trend Baseline Length → controls the EMA reference used for participation
• Momentum Length → controls the ROC window used for positive or negative participation
• ATR Stress Threshold → controls when basket volatility begins to count as stress
• Minimum Risk-On Score → controls how selective the risk-on state should be
• Visual Settings → control corridor, labels, right-side tags, panel location, theme, and font size
🖥️ Interface & Visual Design
The interface is designed to make broad crypto participation readable without turning the chart into a large dashboard.
The corridor gives a fast visual state directly on the chart. The panel provides the structured readout. Labels mark only important transitions, while cooldown and memory controls keep historical events from overwhelming the chart.
The visual intent is premium, clean, and publication-friendly.
🧪 Practical Usage Workflow
1. Read the panel to identify the current breadth regime.
2. Check the Breadth Risk Score and participation percentage.
3. Review whether momentum and stress support or conflict with the active chart setup.
4. Use the corridor color as a market-context layer, not as a direct entry zone.
5. Combine breadth context with price structure, volatility, liquidity, and personal risk rules.
🔍 Interpretation Guidelines
A strong score means the selected crypto basket is broadly aligned according to the script's rules.
A Rotation Watch state means breadth is improving, but the market has not fully confirmed broad risk-on participation.
A Stress Review state means volatility pressure is elevated while breadth remains weak or mixed.
A Risk-Off state means the selected basket is not supporting broad participation under the current settings.
🚫 What This Script Is NOT
This script is not a prediction engine.
This script is not financial advice.
This script is not an automated trading system.
This script does not place orders.
This script does not guarantee market direction, continuation, reversal, or profitability.
⚠️ Limitations & Transparency
This script depends on the selected symbols, selected timeframe, and TradingView data availability.
Different baskets can produce different breadth readings. A BTC-heavy basket may behave differently from an altcoin-heavy basket. External symbol data may also load differently depending on market, exchange, and TradingView availability.
The script should be interpreted as market context, not as a standalone execution model.
🧠 Market Context Notes
Crypto often moves through participation waves. Sometimes BTC leads while altcoins lag. Sometimes the whole market rotates together. Sometimes volatility rises while breadth deteriorates, creating a more fragile environment.
This script is designed to make that internal participation easier to observe directly from the active chart.
🧾 Use Case Examples
Example 1:
BTC is breaking higher, but the panel shows weak breadth and high stress. The trader may decide that the move needs extra confirmation before treating it as broad risk-on.
Example 2:
ETH is consolidating, but the basket shifts into Rotation Watch with improving momentum. The trader can monitor whether the active chart begins to align with the broader rotation.
Example 3:
The basket prints Risk-Off while an individual altcoin setup looks technically clean. The script warns that the broader market backdrop is not supportive under the current model.
🧱 System Philosophy
AGPro Series tools are built as decision-support frameworks, not signal vending machines.
This script follows that philosophy by turning broad market participation into a structured context layer: define the basket, score the breadth, map the state, and show the next action clearly.
🔐 Non-Promise Statement
This script does not promise certainty.
It does not promise that a risk-on breadth state will produce gains, or that a risk-off state will produce losses. It only organizes participation context so the user can evaluate the broader market with more clarity.
📉 Risk Disclosure
Trading involves risk.
Market conditions can change quickly, and breadth models can fail or become less useful during sudden volatility, exchange-specific moves, or news-driven repricing. Users remain responsible for their own decisions, execution, and risk management.
This script is for educational and analytical purposes only. It does not provide financial advice.
📚 Educational Note
Use this tool to study how crypto breadth changes before, during, and after major market moves.
Its strongest value comes from comparing the active chart with the broader basket context rather than reading any single label in isolation.
Indicador
Opening Pullback Planner [AGPro Series]Opening Pullback Planner
🧠 Core Idea
Is the first pullback after the open constructive, failing, or too stale to plan around?
📌 Overview / What it does
Opening Pullback Planner is a session pullback decision tool built around the first meaningful retracement after the opening drive. Instead of treating the open as only a breakout moment, it waits for the drive reference to lock, then maps the pullback area where continuation quality can be evaluated.
The script produces an opening pullback box, continuation trigger, failure line, target-room guide, 0-100 continuation score, risk-edge reading, compact event labels, alerts, and a clean AG Pro planning panel.
It does not predict price direction, automate trades, or mark every opening range breakout. Its purpose is to organize the pullback phase after the opening drive so traders can judge whether the first reset is constructive, failing, invalidated, or no longer worth attention.
🎯 Purpose & Design Philosophy
Many session tools focus on the first opening break, the opening range, or the first impulse. The problem is that a strong open often becomes difficult to plan only after price pulls back.
Opening Pullback Planner was built to fill that gap. It helps traders who study intraday continuation, first-pullback behavior, session execution, and risk-defined planning after the initial move.
The design philosophy is simple: lock the opening drive, map the first pullback box, evaluate recovery quality, define the failure line, and keep the next action readable without turning the chart into a crowded signal board.
⚡ Why This Script Is Different
Most tools focus on opening range breakouts, first-drive strength, fixed session boxes, or generic pullback signals.
This script does NOT clone Opening Drive Quality, does NOT act as an ORB breakout tool, and does NOT draw generic support/resistance zones.
Instead, it focuses on the first pullback after the opening drive. It asks whether the pullback is deep enough to matter, shallow enough to preserve structure, recovering with acceptable close quality, holding a measurable failure line, and offering enough target room for continued review.
⚙️ Methodology
1. Context Detection
The script builds an opening reference from either a fixed session window or the first bars of the day. This creates the drive structure that the pullback plan will use.
2. Reference Mapping
After the opening reference locks, the script maps a drive-native pullback box, continuation trigger, failure line, and target-room guide.
3. Reaction Evaluation
The engine evaluates pullback depth, close recovery, relative volume, volatility fit, room-to-risk, and drive quality to create a 0-100 continuation score.
4. Visual Output
The chart shows the pullback box with centered text, continuation and failure references, target-room guide, compact event labels, optional markers, and the AG Pro panel.
🗺️ How to Read the Chart
Opening Pullback Box = the first pullback review area derived from the locked opening drive.
Continuation Trigger = the level price must reclaim or break after the pullback for continuation context to strengthen.
Failure Line = the invalidation reference where the active pullback plan loses structural integrity.
Target Guide = a projected target-room reference based on the opening drive range.
Labels = event markers for drive retain, pullback test, constructive recovery, trigger readiness, pullback risk, failure line, stale plan, and target check.
Colors = teal for bullish continuation context, pink for bearish or invalid context, amber for caution, and indigo for structural emphasis.
Panel = the decision layer showing Pullback State, Drive Side, Continuation Score, Risk Edge, and Action.
🚦 Signals & States
• DRIVE RETAIN → the opening drive quality is strong enough to map a pullback plan.
• PULLBACK TEST → price has entered the opening pullback box.
• CONSTRUCTIVE → pullback depth and recovery quality are acceptable inside the model.
• TRIGGER READY → price has moved through the continuation trigger after a valid pullback.
• PULLBACK RISK → the pullback is becoming too deep, slow, or weak for clean continuation review.
• FAILURE LINE → the active pullback plan has lost structural integrity.
• PULLBACK STALE → the first pullback plan did not resolve inside the review window.
• TARGET CHECK → price reached the projected target-room guide.
🔔 Alerts Logic
The script includes alerts for:
• Opening Pullback Plan Armed → a qualified opening drive mapped the first pullback plan.
• Opening Pullback Test → price is testing the pullback box.
• Constructive Opening Pullback → the pullback is recovering constructively.
• Opening Pullback Continuation Trigger → the continuation trigger is active after the pullback.
• Opening Pullback Failure Line Broken → the plan has broken its failure reference.
• Opening Pullback Plan Expired → the first pullback plan became stale before confirmation.
• Opening Pullback Target Check → price reached the target-room guide.
Alerts are attention markers. They are not trade instructions.
🧩 Confluence Logic
The context becomes stronger when the opening drive has acceptable quality, the first pullback reaches the planned box without violating the failure line, recovery closes improve, volume does not collapse during recovery, and target room remains clean.
The context becomes weaker when the pullback is too deep, recovery is poor, the plan takes too long to resolve, or price violates the failure line.
📊 When to Use
• Intraday session planning after the opening move.
• First-pullback continuation review.
• Daily chart review when the higher-timeframe fallback is enabled.
• Markets where the opening drive often creates a useful early reference.
• Stocks, indices, futures, crypto, or FX charts where the selected opening session is meaningful.
• Review workflows where risk edge and target room need to be visible.
⚠️ When NOT to Use
• Very low-liquidity markets.
• Extremely noisy opens with unstable spreads.
• News-driven bars that distort the opening reference.
• Higher timeframes where session pullback structure is not meaningful.
• Markets where the selected opening window does not represent real participation.
🎛️ Key Inputs
• Opening Reference Mode → chooses between a fixed session window and first bars of day.
• Opening Drive Window → defines the drive reference used before pullback mapping begins.
• Higher Timeframe Fallback → keeps daily, weekly, and monthly charts visually useful by mapping broader opening references.
• Sensitivity → adjusts how strict the planner is with pullback recovery and score requirements.
• Constructive Score Threshold → controls when constructive pullback labels can appear.
• Pullback Box Shallow / Ideal / Deep → define the preferred retracement area.
• Continuation Trigger Buffer ATR → adjusts the trigger line beyond the drive extreme.
• Failure Line Buffer ATR → adjusts the invalidation reference beyond the pullback box.
• Target Guide Range Multiple → controls the projected target-room guide.
• Visual settings → control box, lines, labels, markers, projection, label limits, and font size.
• Panel settings → control panel visibility, location, theme, and font size.
🖥️ Interface & Visual Design
The interface is chart-first and decision-focused. The main visual object is one opening pullback box with centered state text, supported by a continuation trigger, failure line, and target guide.
The panel follows the AGPro public-release standard with one merged blue header row containing only the script name. The five panel rows are Pullback State, Drive Side, Continuation Score, Risk Edge, and Action.
Labels are compact, capped, and offset away from candles so the chart stays active without becoming crowded.
🧪 Practical Usage Workflow
1. Let the opening reference lock.
2. Read the panel to see whether the drive retained enough quality.
3. Watch whether price tests the opening pullback box.
4. Evaluate the continuation score, recovery state, risk edge, and failure line.
5. Treat alerts and labels as review prompts, not instructions.
🔍 Interpretation Guidelines
A strong continuation score means the pullback is controlled, recovering cleanly, preserving the failure line, and keeping useful room to the projected target guide.
A constructive label means the first pullback is behaving better inside the model. It does not mean continuation must occur.
A failure-line label means the plan has lost the structure it needed for this specific pullback framework.
The best use comes from combining the panel state with broader market context, liquidity, volatility, higher-timeframe structure, and personal risk rules.
🚫 What This Script Is NOT
• Not a prediction engine.
• Not financial advice.
• Not auto trading.
• Not guaranteed signals.
• Not a generic support/resistance map.
• Not an order block or FVG scanner.
• Not an Opening Drive Quality clone.
• Not a full opening range breakout system.
⚠️ Limitations & Transparency
Timeframe selection affects the opening reference and the pullback box. A 5-minute chart and a 15-minute chart can produce different plans.
Session definitions matter. The selected opening window should match the asset and market being studied.
Higher-timeframe fallback mode is a broader chart-reference layer. It should be read as a weekly, monthly, or yearly opening-pullback framework rather than a literal intraday open.
Volatility changes can expand or compress risk, target, and pullback behavior.
Low liquidity, abnormal spreads, and high-impact news can reduce the usefulness of any opening pullback model.
🧠 Market Context Notes
The first pullback after the open can be useful because it tests whether the opening move still has sponsorship. A shallow pullback may show strength but offer limited risk clarity. A deep pullback may offer a better reset but also higher failure risk.
This script keeps that decision visible by separating drive retention, pullback quality, continuation trigger, failure line, and target room.
🧾 Use Case Examples
When price locks a bullish opening drive, pulls back into the mapped box, holds above the failure line, and recovers toward the continuation trigger, the panel may shift toward a constructive or ready state.
When price enters the pullback box but keeps closing weakly or pushes beyond the deep boundary, the planner may mark pullback risk.
When price breaks the failure line, the opening pullback plan is no longer structurally intact inside this model.
🧱 System Philosophy
Opening Pullback Planner follows the AGPro Series decision-engine approach: a script should help the trader evaluate validity, strength, risk, target room, and next action instead of only printing another signal.
The tool is built to make one session behavior easier to read: the first pullback after the opening drive.
🔐 Non-Promise Statement
No script can provide certainty.
No opening pullback model can guarantee continuation, reversal, or profitability.
This script provides structured context only.
📉 Risk Disclosure
Trading involves risk.
Users are responsible for their own decisions.
This script does not provide financial advice, investment advice, or guaranteed trading outcomes.
📚 Educational Note
Use this script as an educational planning and visualization tool. The strongest use comes from reading the first opening pullback together with broader market structure, liquidity, volatility, and personal risk rules.
Indicador
Failed Reclaim Planner [AGPro Series]Failed Reclaim Planner
🧠 Core Idea
Did price lose a visible swing shelf, retest it, and fail to reclaim that level with enough rejection quality, risk clarity, and continuation room to matter?
📌 Overview / What it does
Failed Reclaim Planner is a chart-first failed reclaim decision engine built around visible swing shelves.
The script identifies when price breaks a confirmed swing high or swing low shelf, watches the retest of that broken level, and evaluates whether the reclaim attempt fails with enough rejection quality to become meaningful context.
It produces visible shelf zones, failed reclaim pockets, BULL / BEAR quality labels, planning room bands, risk / target guides, and a compact AGPro panel with a 0-100 failure score, rejection quality, room, and next-action state.
This script does not predict price direction or automate execution. It is designed to organize reclaim-failure context so traders can review structure, risk, and room more clearly.
🎯 Purpose & Design Philosophy
The script was built for traders who want more than another signal marker.
Most reclaim tools show whether price crossed a level. Failed Reclaim Planner focuses on the decision process after a visible shelf breaks: was the retest valid, did the reclaim fail, how strong was the rejection, where is invalidation, and is there enough room for the idea to matter?
The design supports a planning mindset: identify the broken shelf, wait for the retest, evaluate the failed reclaim, check room, and then decide whether the context deserves attention.
⚡ Why This Script Is Different
Most tools focus on fixed references such as VWAP, moving averages, prior-day levels, or broad support/resistance zones.
This script does NOT act as a generic S/R scanner, VWAP reclaim indicator, EMA reclaim map, previous-day sweep tool, or liquidity sweep engine.
Instead, it focuses on one narrow workflow: failed reclaim planning after a visible swing shelf breaks. The reference level is visible on the chart, the failure pocket is mapped, the rejection is scored, and the panel summarizes the next action.
⚙️ Methodology
1. Swing Shelf Detection
The script confirms visible swing highs and swing lows using left/right pivot structure.
2. Shelf Break Activation
When price closes beyond a confirmed shelf with enough ATR-adjusted separation, that shelf becomes an active reclaim reference.
3. Retest and Failure Evaluation
During the retest window, the script checks whether price returns into the shelf area and then rejects the reclaim. The failure score evaluates retest depth, close rejection, wick quality, volume participation, follow-through, and continuation room.
4. Planning Output
Qualified events create a scored BULL / BEAR label, a failed reclaim pocket, planning room band, invalidation guide, target-room guide, and panel state.
🗺️ How to Read the Chart
Shelf Zones = visible broken swing shelves that price may attempt to reclaim.
Failure Pockets = highlighted reclaim-failure areas where the retest rejected the broken shelf.
Planning Room Bands = projected continuation room after a qualified failed reclaim. These are planning references, not targets or promises.
Score Labels = compact BULL / BEAR labels showing the failure quality score.
Risk / Target Guides = dashed and dotted reference lines that help locate invalidation and continuation room.
Panel = the decision layer showing Reclaim State, Failure Score, Rejection Quality, Room, and Action.
🚦 Signals & States
• UP SHELF → a visible swing high was broken and is now monitored as a reclaim shelf.
• DN SHELF → a visible swing low was broken and is now monitored as a reclaim shelf.
• Bear Failure Active → bearish failed reclaim context is active after a broken shelf retest.
• Bull Failure Active → bullish failed reclaim context is active after a broken shelf retest.
• Failure Score → 0-100 quality score for the reclaim failure.
• Rejection Quality → how cleanly price rejected the reclaim attempt.
• Room → ATR-based continuation space available from the failure context.
• Action → the current planning state shown in plain language.
🔔 Alerts Logic
Alerts are available for:
• Bearish Failed Reclaim
• Bullish Failed Reclaim
• New Broken Shelf
• Shelf Recovered
Alerts are attention markers. They are not trade instructions, automation signals, or guaranteed outcomes.
🧩 Confluence Logic
The context becomes stronger when several conditions align:
• A visible swing shelf has already broken
• Price retests the broken shelf
• The reclaim attempt fails with wick and close rejection
• Participation is not weak
• There is still continuation room beyond the failed reclaim
When these elements align, the script treats the event as a stronger planning context.
📊 When to Use
• After clear swing highs or swing lows have broken
• During retests of broken structure
• In trending or transitioning markets where reclaim failure can matter
• When you want risk, invalidation, and room mapped visually
• When you prefer decision support over raw signal spam
⚠️ When NOT to Use
• Very low-liquidity charts
• Extremely noisy sideways chop
• News-driven spikes where ATR behavior becomes distorted
• Markets with poor swing structure
• Situations where you specifically need VWAP, session, or moving-average reclaim logic
🎛️ Key Inputs
• Sensitivity → adjusts how quickly the script reacts to shelf breaks and failures.
• Swing Left Bars / Swing Right Bars → define how visible swing shelves are confirmed.
• Retest Window Bars → controls how long a broken shelf remains active for reclaim evaluation.
• Minimum Failure Score → sets the quality threshold for confirmed failed reclaim events.
• Shelf Buffer ATR → controls the thickness of the reclaim shelf zone.
• Target Room ATR Multiple → controls fallback room projection when nearby structure is limited.
• Show Planning Room Band → displays the continuation room corridor after qualified failed reclaim events.
• Visual Memory Bars → controls how long historical zones, labels, and guide objects remain visible.
• Panel / Label Settings → control panel location, theme, visibility, and font size.
🖥️ Interface & Visual Design
The interface is designed to look like a planning tool, not a crowded signal overlay.
The chart carries the core story: shelf break, retest, failed reclaim pocket, score label, planning room, and risk / target references.
The panel uses the AGPro public-release standard: one merged blue header row containing only the script name. The rest of the panel summarizes the current decision state without covering the chart.
🧪 Practical Usage Workflow
1. Read the panel state.
2. Check whether a visible shelf is active or already failed.
3. Review the failed reclaim pocket and BULL / BEAR score label.
4. Compare the rejection quality with the planning room band.
5. Use risk / target guides as context references.
6. Interpret the output within broader market structure.
🔍 Interpretation Guidelines
A higher Failure Score means the reclaim failure is cleaner under the script's rules. It does not guarantee continuation.
Rejection Quality helps distinguish weak shelf touches from stronger failed reclaim behavior.
Room shows whether there is enough practical continuation space for the context to matter.
The Action row is the main planning summary. It is designed to guide review, not replace trader judgment.
🚫 What This Script Is NOT
• Not a prediction engine
• Not financial advice
• Not auto trading
• Not guaranteed signals
• Not a VWAP reclaim tool
• Not an EMA reclaim map
• Not a previous-day sweep reclaim script
• Not a generic support/resistance scanner
⚠️ Limitations & Transparency
Different timeframes can produce different shelves because swing structure changes with timeframe.
Volatility changes can affect shelf width, label spacing, and room projections.
Low-volume conditions may weaken the reliability of wick and participation components.
Sideways markets may create repeated shelf tests that require extra discretion.
🧠 Market Context Notes
Failed reclaim behavior often becomes important when price loses a visible structural shelf and cannot regain that area on the retest.
This is different from a successful reclaim, liquidity sweep, VWAP reclaim, or moving-average retest. The script is intentionally narrow so the chart remains focused on one decision workflow.
🧾 Use Case Examples
Example 1:
Price breaks below a confirmed swing low, retests that shelf from underneath, leaves rejection, and fails to reclaim. A BEAR score label appears with a failure pocket and planning room.
Example 2:
Price breaks above a confirmed swing high, retests the broken shelf, holds above it, and rejects back upward. A BULL score label appears with risk and room context.
🧱 System Philosophy
Failed Reclaim Planner follows the AGPro decision-engine approach:
Do not just show another signal.
Show the reference.
Score the failure.
Map the risk.
Map the room.
Summarize the next action.
🔐 Non-Promise Statement
No script provides certainty.
No failed reclaim guarantees continuation.
Outputs should be interpreted as structured analytical context, not as a promise of future price behavior.
📉 Risk Disclosure
Trading involves risk.
Users are responsible for their own decisions, position sizing, execution, and risk management.
This script does not provide financial advice, investment advice, or guaranteed trading outcomes.
📚 Educational Note
Use this script to study how broken swing shelves behave when price attempts to reclaim them. The strongest value comes from comparing the shelf zone, failure pocket, score label, planning room, and panel state with broader market structure and your own rules.
Indicador
Reversal Confirmation Planner [AGPro Series]Reversal Confirmation Planner
🧠 Core Idea
Is a reversal actually confirming, or is it still only an early reaction?
📌 Overview / What it does
Reversal Confirmation Planner is a chart-first planning tool built to separate early reversal reactions from structured confirmation context.
The script detects sweep or wick-rejection reactions around recent swing references, then evaluates whether the reaction develops into a cleaner confirmation plan. It maps a confirmation pocket, invalidation edge, target-room band, compact event labels, alerts, and a clean AG Pro decision panel.
It does not predict reversals, automate entries, or scan every classical reversal pattern. The goal is to help traders organize the confirmation phase: reaction quality, confirmation close, momentum turn, volume support, room, invalidation, and next action.
🎯 Purpose & Design Philosophy
This script was built for traders who do not want to treat every wick, sweep, or counter-move as a valid reversal.
Many reversal tools mark the first reaction. This planner waits for structure. It asks whether price has moved from reaction into confirmation, whether momentum is turning, whether volume supports the shift, and whether the active plan has enough room before the next projected guide.
The design supports a decision-making workflow. It does not ask the user to chase every signal. It helps the user decide whether the reversal context is still early, building, confirming, confirmed, failed, expired, or already testing its room.
⚡ Why This Script Is Different
Most reversal tools focus on detecting a pattern, labeling a wick, or marking every possible counter-trend reaction.
This script does NOT behave like a broad reversal-pattern scanner, double-top/double-bottom detector, head-and-shoulders module, 1-2-3 map, wedge detector, Turtle Soup map, liquidity sweep tool, or generic support/resistance zone script.
Instead, it works as a confirmation planner. The core workflow is reaction → confirmation pocket → invalidation edge → target-room context → next-action state. This keeps the public concept narrow, useful, and clearly separate from other AGPro reversal tools.
⚙️ Methodology
1. Context Detection
The script watches for bullish or bearish reversal reactions using sweep behavior, wick rejection, candle close location, and prior directional context.
2. Reference Mapping
Once a reaction qualifies, the planner creates a confirmation line, confirmation pocket, invalidation edge, and target-room guide.
3. Reaction Evaluation
The model scores sweep or rejection quality, confirmation progress, momentum turn, volume support, and available room.
4. Visual Output
The chart shows the active confirmation pocket, centered target-room band, risk/target guide lines, compact labels, alert conditions, and an AG Pro panel with the current decision state.
🗺️ How to Read the Chart
Confirmation Pocket = the area between the reaction reference and the confirmation close line.
Invalidation Edge = the level beyond the reaction extreme where the active confirmation plan is considered failed by the script rules.
Target-Room Band = a projected planning zone that shows whether the reversal has enough forward room relative to the active risk distance.
Labels = compact state markers such as REACTION, CONFIRMING, CONFIRMED, FAILED, EXPIRED, ROOM TESTED, or PLAN.
Colors = teal supports bullish reversal planning, pink supports bearish reversal planning, amber marks developing context, indigo marks target-room context, and red marks invalidation or failed confirmation.
Panel = summarizes Reversal Stage, Confirmation Score, Invalidation, Room, and Action.
🚦 Signals & States
• REACTION → an early sweep or rejection is active, but confirmation is not complete.
• BUILDING → the context is improving, but the confirmation close is not fully qualified.
• CONFIRMING → price is testing or closing through the confirmation line with sufficient structure to review.
• CONFIRMED → the confirmation score and close behavior meet the script threshold.
• ROOM TESTED → the projected target-room guide has been reached after confirmation.
• FAILED → the active plan violated its invalidation edge.
• EXPIRED → the reaction did not confirm within the selected confirmation window.
🔔 Alerts Logic
The script includes alerts for bullish reaction, bearish reaction, bullish confirmation, bearish confirmation, failed confirmation, and high-quality confirmation.
Alerts trigger when the internal rule conditions are met. They are attention markers for chart review, not trade instructions, automated entries, or guaranteed reversal signals.
🧩 Confluence Logic
The strongest confirmation context appears when multiple layers align:
• A clear sweep or rejection reaction forms.
• Price progresses through the confirmation pocket.
• Momentum begins to turn in the reaction direction.
• Volume support is not weak.
• The target-room band offers enough room relative to invalidation distance.
When these layers align, the confirmation score becomes stronger. When one or more layers are weak, the state usually remains reaction, building, expired, or failed.
📊 When to Use
• After visible sweep or rejection behavior.
• During possible reversal transitions after directional extension.
• Around swing references where confirmation matters more than the first wick.
• 4H swing-review charts, where the default label spacing and confirmation pockets usually have the cleanest visual balance.
• Daily charts when the user wants fewer but more selective reversal confirmation states.
• In markets where traders want to compare reaction quality, invalidation, and room before acting.
• For discretionary review of crypto, forex, indices, equities, and commodities on liquid charts.
⚠️ When NOT to Use
• Extremely low-liquidity symbols with unreliable wicks or volume.
• Very noisy micro-timeframes where reaction candles are unstable.
• News spikes or extreme volatility events where confirmation levels can be crossed erratically.
• Charts where the user expects a complete reversal-pattern scanner.
• Situations where the user wants automated trade execution.
🎛️ Key Inputs
• Confirmation Mode → controls whether labels and alerts wait for bar close or update live.
• Swing Reference Length → defines the recent swing references used for sweep-based reactions.
• Sensitivity → adjusts how selective the reaction model is.
• Confirmation Window Bars → limits how long a reaction can wait for confirmation.
• Minimum Reaction Score → controls the quality required before tracking a candidate.
• CONFIRMED Threshold → controls the minimum 0-100 score required for confirmed state.
• Preferred Room / Risk → adjusts how much forward room is preferred relative to invalidation distance.
• Visual settings → control pockets, bands, guide lines, labels, panel position, panel theme, and font sizes.
🖥️ Interface & Visual Design
The interface is built around a premium chart-first workflow.
The confirmation pocket and target-room band are concept-native visuals, not generic support/resistance zones. Their labels are centered inside the boxes for cleaner chart reading.
The default visual preset is tuned for 4H-style swing review: enough labels to keep the chart informative, but enough spacing to avoid a crowded reversal scanner look.
The AG Pro panel uses a compact structure with one merged blue title row and five decision rows. It is designed to show only the current planning context without turning the chart into a dashboard-heavy script.
🧪 Practical Usage Workflow
1. Read the panel state.
2. Check whether the chart is showing REACTION, BUILDING, CONFIRMING, CONFIRMED, FAILED, or EXPIRED.
3. Review the confirmation pocket and invalidation edge.
4. Compare target-room context against the room/risk readout.
5. Use alerts as review prompts, not as trade instructions.
🔍 Interpretation Guidelines
Treat the first reaction as incomplete information.
A higher score means the reaction has developed more confirmation structure according to the script rules. It does not mean the reversal must continue.
A failed or expired state is also useful information. It tells the user that the reaction did not confirm cleanly under the selected rules.
🚫 What This Script Is NOT
• Not a prediction engine.
• Not financial advice.
• Not auto trading.
• Not guaranteed signals.
• Not a broad reversal-pattern scanner.
• Not a full liquidity sweep system.
• Not a generic support/resistance zone tool.
⚠️ Limitations & Transparency
All outputs are rule-based and depend on the selected inputs, timeframe, and symbol behavior.
Swing references confirm with natural delay. Wick structure can be noisy on low-liquidity symbols. Volume quality varies across markets. Fast volatility can cause reactions to confirm and fail quickly.
The confirmation score is an internal comparison model. It is useful for reading this script's framework, but it is not an objective probability model.
🧠 Market Context Notes
Reversal confirmation is strongest when price reacts from a meaningful extension, then follows through with cleaner close behavior and improving participation.
The script is intentionally focused on the confirmation phase. It does not attempt to map every higher-timeframe structure, order block, fair value gap, harmonic pattern, or reversal formation.
🧾 Use Case Examples
When price sweeps below a recent swing low, closes back above it, then starts progressing through the confirmation pocket, the planner may shift from REACTION to BUILDING or CONFIRMING.
When price confirms but the room/risk readout is weak, the user can see that the reversal may be structurally less attractive inside this framework.
When price violates the invalidation edge before confirmation, the planner marks the context as FAILED instead of leaving the reaction visually ambiguous.
🧱 System Philosophy
The AGPro approach is to build decision engines, not decorative signal boards.
This script focuses on one clear question: did the reversal reaction earn confirmation, or is it still only a reaction?
🔐 Non-Promise Statement
No script can confirm future price movement with certainty.
This tool provides structured context, not guarantees.
📉 Risk Disclosure
Trading involves risk.
This script is for educational, analytical, and chart-review purposes only. It does not provide financial advice, investment advice, or guaranteed trading outcomes.
Users remain responsible for their own decisions, risk management, position sizing, and broader market analysis.
📚 Educational Note
Use the planner to study how reactions mature, fail, expire, or confirm under consistent rules. The value is in disciplined interpretation, not in treating any single label as a complete trading system.
Indicador
Candle Expansion Readiness [AGPro Series]Candle Expansion Readiness
🧠 Core Idea
Is the current candle expansion meaningful enough to monitor, or is it only a noisy wide candle?
📌 Overview / What it does
Candle Expansion Readiness is a chart-first candle quality planner built to evaluate whether an active expansion candle has enough structure to deserve attention.
Instead of treating every wide candle as important, the script studies body efficiency, wick control, relative volume, ATR-normalized expansion, recent range behavior, and close location. These components are converted into a 0-100 Expansion Readiness Score with a clear state: READY, WATCH, FADE RISK, or WAIT.
The script produces expansion candle labels, a forward follow-through box, risk edge, target guide, failure/fade states, alerts, and a clean AGPro planning panel. It does not predict future price movement, automate decisions, or guarantee that an expansion candle will continue.
🎯 Purpose & Design Philosophy
This script was built for traders who want a cleaner way to judge expansion candles before reacting to them.
The gap it fills is practical: many candle tools mark a candle after it appears, but they do not explain whether that candle is efficient, supported, close-positioned, and monitorable. Candle Expansion Readiness turns that moment into a structured planning question.
The design supports a decision-first workflow: read the candle quality, check whether follow-through is developing, identify the risk edge, and decide whether the context deserves more attention.
⚡ Why This Script Is Different
Most tools focus on large candles, volume spikes, engulfing patterns, institutional candle labels, or general breakout signals.
This script does NOT clone Institutional Candle Detector, does not classify candles into institutional taxonomies, does not build an absorption system, and does not act as a generic breakout-volume tool.
Instead, it evaluates the current expansion candle as a readiness event. The output is not a trade command. It is a planning state that helps users separate monitorable expansion from weak, noisy, or fading candle behavior.
⚙️ Methodology
1. Context Detection
The script reads the active candle side from candle direction and close behavior, or lets the user force bullish or bearish readiness mode.
2. Reference Mapping
It maps the expansion candle, risk edge, follow-through window, and target guide.
3. Reaction Evaluation
The model scores body efficiency, wick control, relative volume, ATR expansion, recent range expansion, and directional close location.
4. Visual Output
The result appears through compact labels, candle glow, a forward follow-through box, risk edge, target guide, deterministic alerts, and the AGPro planning panel.
🗺️ How to Read the Chart
Zones = the follow-through box shows the monitored area from the expansion risk edge toward the target guide. Its label is centered inside the box.
Labels = compact markers show READY, WATCH, DOWNGRADE, CONFIRMED, INVALID, or FADED context.
Colors = green highlights stronger bullish readiness or confirmation, pink highlights bearish or invalidated context, amber highlights caution, and indigo highlights watch behavior.
Panel = the panel summarizes Candle Efficiency, Volume Support, Expansion Score, Follow-Through, and Action.
🚦 Signals & States
• READY → candle expansion quality is strong enough to monitor.
• WATCH → candle quality is improving but confirmation is incomplete.
• FADE RISK → the candle expanded, but wick or close behavior is weak.
• CONFIRMED → follow-through reached the active target guide.
• INVALIDATED → price crossed the active risk edge.
• FADED → the follow-through window expired without confirmation.
• WAIT → no strong enough expansion context is active.
🔔 Alerts Logic
Alerts trigger when the planner enters READY state, downgrades from READY or WATCH, crosses the active risk edge, confirms at the target guide, or fades after the follow-through window.
These alerts are attention markers only. They are not trade instructions, entry signals, or automated strategy commands.
🧩 Confluence Logic
The readiness state becomes stronger when body efficiency, close location, relative volume, ATR expansion, and wick control align on the same candle.
When those elements align and the follow-through box remains active without risk-edge violation, the candle context becomes cleaner. When the score is high but follow-through fails, the planner intentionally downgrades the context instead of ignoring the failure.
📊 When to Use
• Active intraday or swing charts where candle expansion matters.
• Breakout attempts where candle quality needs review.
• Continuation moves that require follow-through monitoring.
• Reversal attempts where the trader wants to know whether the impulse candle is efficient or noisy.
• Liquid symbols with reliable OHLC and volume data.
⚠️ When NOT to Use
• Very low-liquidity markets with unreliable candles.
• Extremely noisy sessions where wide candles fail repeatedly.
• Symbols with poor or missing volume data if volume support is central to your workflow.
• News-driven spikes where normal candle-quality rules may lose relevance.
• As a standalone entry system without broader market context.
🎛️ Key Inputs
• Sensitivity → controls how strict the readiness model is.
• Expansion Lookback → compares the current candle to recent range behavior.
• READY Threshold → minimum 0-100 score required for READY state.
• Confirmation Mode → controls whether close quality alone is enough or whether volume/edge confirmation is required.
• Follow-Through Bars → defines how long the script monitors the active expansion.
• Risk Edge Buffer ATR → moves the invalidation reference slightly beyond the candle edge.
• Visual settings → control boxes, risk edge, target guide, candle glow, labels, panel theme, and font sizes.
🖥️ Interface & Visual Design
The interface is designed to stay chart-first.
The panel gives the current decision state without becoming a crowded dashboard. The follow-through box creates a clean visual planning area, while compact labels keep the chart active without burying price candles.
The first panel row follows the AGPro merged blue header standard and shows only the script name.
🧪 Practical Usage Workflow
1. Read the Expansion Score and Action row.
2. Check whether the candle is READY, WATCH, or FADE RISK.
3. If READY appears, inspect the follow-through box and risk edge.
4. Watch whether price confirms, fades, or invalidates.
5. Interpret the result within your broader structure, liquidity, and risk plan.
🔍 Interpretation Guidelines
Think of the script as a candle expansion planner, not a signal caller.
A READY candle deserves attention because its structure is cleaner than average. A WATCH candle needs more evidence. A FADE RISK candle warns that expansion exists, but the candle quality is not clean. INVALIDATED and FADED states are part of the workflow because failed expansion is useful information.
🚫 What This Script Is NOT
• Not a prediction engine.
• Not financial advice.
• Not auto trading.
• Not guaranteed signals.
• Not an institutional candle detector.
• Not an order block, fair value gap, or support/resistance map.
⚠️ Limitations & Transparency
• Timeframe differences can change how expansion candles appear.
• Volatility spikes can temporarily distort candle-quality readings.
• Volume data may differ by exchange, broker, symbol, and feed.
• Follow-through is evaluated through a fixed monitoring window.
• Market conditions can shift after a READY candle appears.
🧠 Market Context Notes
Candle expansion is most useful when interpreted with liquidity, structure, volatility, and location.
The script focuses on the candle itself and the immediate follow-through plan. Traders should still consider broader trend context, nearby levels, session behavior, and event risk.
🧾 Use Case Examples
When a bullish candle closes near its high with strong body efficiency and relative volume, the script may mark READY and project a follow-through box above the risk edge.
When a wide candle has heavy wick behavior and poor close location, the script may flag FADE RISK instead of treating the candle as clean expansion.
When a READY candle fails back through its risk edge, the active plan becomes INVALIDATED.
🧱 System Philosophy
AGPro tools are designed to support structured chart reading. The goal is to convert market behavior into clean, rule-based context that helps traders think more clearly.
Candle Expansion Readiness follows that philosophy by turning a single expansion candle into a monitored planning state.
🔐 Non-Promise Statement
No script can provide certainty.
This tool organizes candle expansion context, but it does not guarantee continuation, reversal, profit, or any specific market outcome.
📉 Risk Disclosure
Trading involves risk.
Users are responsible for their own analysis, execution, position sizing, and risk management.
Nothing in this script or description is financial advice.
📚 Educational Note
Use the script to study how clean expansion candles behave across different symbols and timeframes. The value is in comparing candle quality, follow-through, and failure behavior over time.
Indicador
Initial Balance Break Planner [AGPro Series]Initial Balance Break Planner
🧠 Core Idea
Is the Initial Balance break being accepted, or is it becoming vulnerable to failure back inside the balance?
📌 Overview / What it does
Initial Balance Break Planner is an intraday session planning tool built around the first major balance of the trading session. It maps a configurable Initial Balance window, tracks the first break beyond that balance, and evaluates whether that break has enough quality to deserve structured review. The default showcase workflow is designed for intraday charts up to 60 minutes.
The script produces a locked Initial Balance box, break review labels, acceptance labels, failure-risk labels, failed-IB markers, target rails, and an invalidation reference. The panel summarizes the active state through IB State, Break Side, Acceptance Score, Failure Risk, and Action.
It does not predict future price movement, automate trades, or tell the user what to buy or sell. It is a rule-based decision-support overlay for reading Initial Balance behavior with more structure.
🎯 Purpose & Design Philosophy
This script was built to solve a common intraday problem: many traders can see that price broke the first balance, but they still need a cleaner way to judge whether that break is accepted, stretched, weak, or vulnerable.
The tool is designed for traders who use session structure, Initial Balance concepts, intraday breakouts, and structured risk review. Its purpose is not to create another simple breakout signal. Its purpose is to turn the Initial Balance break into a practical planning framework.
The design philosophy is simple: map the balance, evaluate the break, show the risk, project the planning rails, and keep the next action readable.
⚡ Why This Script Is Different
Most opening-range tools focus on basic breakout direction, raw high/low levels, or target projections.
This script does NOT clone ORB Quality or Opening Range Failure Zones. ORB Quality is focused on opening range breakout quality and drive continuation. Opening Range Failure Zones is focused on failed opening range probes and reclaim zones.
Instead, Initial Balance Break Planner focuses on the post-IB decision layer: is the first Initial Balance break accepted, does the retest response support the break, where is the invalidation reference, where are the target rails, and what should the trader review next?
⚙️ Methodology
1. Context Detection
The script builds the Initial Balance from a configurable session window. The default uses the first 60 minutes of the New York regular session.
2. Reference Mapping
Once the IB window ends, the script locks the IB high, IB low, and midpoint. The box remains centered with an internal state label so the chart stays visually clear.
3. Reaction Evaluation
After the first break, the planner scores the setup using:
• IB width
• Break close quality
• Retest response
• Relative volume support
• Volatility fit
4. Visual Output
The chart displays break labels, acceptance labels, risk-review labels, failed-IB markers, target rails, and an invalidation rail. The panel converts the model into a compact next-action state.
🗺️ How to Read the Chart
The Initial Balance box represents the first session balance selected by the user.
Break labels show when price closes beyond the IB edge with enough buffer to start review.
Acceptance labels appear when the break has enough score, enough confirmation time, and controlled failure risk.
Failure-risk labels warn that the break is weakening or returning back inside the balance.
Target rails show measured planning references from the broken IB edge.
The invalidation rail marks the area where the break begins losing acceptance quality.
Panel colors summarize the current state:
• Teal → stronger acceptance or constructive long-side context
• Pink → bearish break side or failed context
• Amber → watch, risk review, or unresolved state
• Indigo / blue → active planning context
🚦 Signals & States
• IB READY → the Initial Balance has locked and the planner is ready to track the first break
• BREAK UP REVIEW → price closed beyond the upper IB edge and long-side review has started
• BREAK DOWN REVIEW → price closed beyond the lower IB edge and short-side review has started
• RETEST HOLD → price retested the broken IB edge without clearly losing it
• ACCEPTED → the break met the acceptance threshold with controlled failure risk
• RISK REVIEW → the break is not yet accepted and failure vulnerability is rising
• FAILED IB → price failed back inside the Initial Balance with elevated weakness context
🔔 Alerts Logic
Alerts trigger when the script detects:
• A bullish IB break review
• A bearish IB break review
• Bullish IB acceptance
• Bearish IB acceptance
• Failure-risk review
• Failed return back inside the IB
Alerts are attention markers only. They are not trade instructions.
🧩 Confluence Logic
The strongest context appears when the break close is clean, the IB width is balanced, volume is supportive, volatility is not overheated, and the retest response holds the broken edge.
When these elements align, the Acceptance Score improves and the panel can move from Observe Retest into Review Long or Review Short.
📊 When to Use
• Intraday markets with clear session structure
• 1-minute to 60-minute charts
• Index, futures, FX, and liquid crypto sessions
• Initial Balance breakout review
• Session expansion planning
• Post-break retest evaluation
• Risk and target planning after the first session balance breaks
⚠️ When NOT to Use
• Very low-liquidity symbols
• Extremely noisy micro timeframes
• Markets with poor session definition
• Events with abnormal volatility spikes
• Symbols where volume data is unreliable and should not be weighted heavily
• Higher timeframes where the selected IB session has little practical meaning
• 4H, daily, weekly, or monthly charts where a one-session Initial Balance cannot be mapped cleanly
🎛️ Key Inputs
• Initial Balance Window → defines the balance-building period
• Tracking Session → defines when break review can update
• Sensitivity → adjusts how selective the planner is
• Acceptance Lookback → controls the review window after the first break
• Minimum Acceptance Score → sets the threshold for accepted-break states
• Confirmation Mode → chooses confirmed-bar behavior or live updating
• Break Buffer ATR → controls how far price must close beyond the IB edge
• Retest Response Buffer ATR → controls retest tolerance around the broken edge
• Failure Buffer ATR → controls how quickly returning inside the IB raises risk
• Target Rail Multiples → control measured target references
• Max Visible IB Boxes → controls how many recent balance boxes stay on the chart
• Max Visible Labels → controls how many recent event labels stay on the chart
• Show IB Ready Labels → optionally displays a readiness label when the Initial Balance locks
• Visual Settings → control labels, box count, rail projection, and spacing
• Panel Settings → control panel visibility, location, theme, and font size
🖥️ Interface & Visual Design
The script uses a chart-first design. The Initial Balance box is the main anchor, and the centered box label keeps the active state visible without requiring a large dashboard.
Event labels are deliberately compact and offset away from candles. Target rails and invalidation rails are projected only after a break, so the chart remains clean during the balance-building phase.
The AG Pro panel uses a single merged blue header row and five compact rows so the user can quickly scan state, side, score, risk, and action.
🧪 Practical Usage Workflow
1. Read the panel after the Initial Balance locks.
2. Wait for price to break one IB edge.
3. Check whether the break receives a clean score or moves into risk review.
4. Watch the broken edge for retest behavior.
5. Use the target rails and invalidation rail as planning references.
6. Interpret the result within broader market context.
🔍 Interpretation Guidelines
The Acceptance Score is a quality score, not a prediction. Higher scores mean the break has better internal structure according to the script's rules.
Failure Risk is a warning layer. It rises when price loses acceptance quality, moves back inside the IB, shows weak close behavior, or lacks participation.
The Action row is the most practical summary. It helps the user decide whether the environment is still building, waiting, reviewing, accepted, vulnerable, or better left alone.
🚫 What This Script Is NOT
• Not a prediction engine
• Not financial advice
• Not auto trading
• Not guaranteed signals
• Not a generic ORB breakout system
• Not Opening Range Failure Zones
• Not a broad support/resistance or order-block map
⚠️ Limitations & Transparency
Initial Balance behavior changes across symbols, sessions, and timeframes. A 60-minute IB on one market may behave differently from the same window on another market.
Relative volume can be less useful on symbols where reported volume is incomplete or inconsistent.
Fast news events, thin liquidity, and unusual volatility can reduce the usefulness of any session-break model.
The script evaluates rule-based context only. It cannot know future order flow or guarantee what price will do next.
🧠 Market Context Notes
Initial Balance analysis is most useful when the session has a meaningful opening phase and a clear expansion phase.
A clean break usually needs more than a line cross. The break should show location, acceptance, participation, and controlled risk.
A weak break can still travel further, and a strong break can still fail. The script is designed to help structure the review, not remove uncertainty.
🧾 Use Case Examples
When price breaks above the IB high, receives a strong acceptance score, holds the broken edge on retest, and keeps failure risk low, the panel may move into Review Long.
When price breaks below the IB low but quickly returns back inside the balance with weak close quality, the panel may move into Failure Watch or Failed Back In.
When the IB is too wide, volatility is unstable, and the break lacks volume support, the planner can remain cautious even if price has crossed the edge.
🧱 System Philosophy
The AGPro Series approach is built around decision structure, not raw signal output.
Initial Balance Break Planner follows that philosophy by combining a visible session reference with a score, risk layer, target references, and a next-action panel.
The goal is to make the chart easier to interpret without making the chart crowded.
🔐 Non-Promise Statement
This script does not provide certainty.
It does not guarantee that an accepted break will continue or that a vulnerable break will reverse.
All outputs should be interpreted as structured analytical context.
📉 Risk Disclosure
Trading involves risk.
Users are responsible for their own analysis, execution, and risk management.
This script is not financial advice and does not provide guaranteed trading outcomes.
📚 Educational Note
Initial Balance analysis can help traders study how a session moves from balance into expansion, but it should always be combined with broader market structure, liquidity, volatility, and personal execution rules.
Indicador
Breakout Failure Recovery [AGPro Series]Breakout Failure Recovery
🧠 Core Idea
After a failed breakout, is price recovering through the reclaim level or confirming the failure?
📌 Overview / What it does
Breakout Failure Recovery is a chart-first failed-breakout lifecycle planner built to evaluate what happens after price probes outside a recent range and closes back inside.
The script maps a failure box, reclaim trigger, risk shelf, recovery/rejection labels, and a compact AGPro panel. It converts close-back-inside behavior, reclaim speed, retest response, volume behavior, and time decay into a 0-100 Recovery Score with a clear next-action state.
It does not predict the next move, automate execution, or act as a generic failed-break signal. Its purpose is to organize the post-failure decision context.
🎯 Purpose & Design Philosophy
This script was built for traders who do not want to treat every failed breakout the same way.
Some failed breaks recover quickly through the original breakout level. Others reject the boundary, lose time, and confirm that the attempt has failed. This tool focuses on that decision window.
The design supports a planner mindset: identify the failure, measure the reclaim attempt, locate the risk shelf, and decide whether the context deserves review or should be downgraded.
⚡ Why This Script Is Different
Most tools mark a failed break as a single event.
This script does NOT stop at the failed-break label, does not clone a Swing Failure Pattern engine, and does not become a generic breakout-failure signal board.
Instead, it evaluates the recovery path after the failure. The main output is a recovery state: Recovery Active, Recovery Watch, Failure Confirmed, Reclaim Pending, Window Decaying, or No Active Failure.
⚙️ Methodology
1. Context Detection
The script builds a recent range from prior bars and checks whether price probes beyond the upper or lower boundary before closing back inside.
2. Reference Mapping
When a failed break appears, it maps the failure box, reclaim trigger, and risk shelf around the failed boundary.
3. Reaction Evaluation
The model scores close-back-inside quality, reclaim speed, retest response, volume behavior, and time decay.
4. Visual Output
The result is shown through centered failure-box text, a centered risk-shelf label, reclaim/reject labels, alert conditions, and a clean AGPro planning panel.
🗺️ How to Read the Chart
Failure Box = the failed-break excursion outside the recent range.
Reclaim Trigger = the level that shows the original breakout attempt is trying to recover.
Risk Shelf = the boundary zone where retest response should be reviewed.
Labels = compact markers for failed break, reclaim, reject, decay, and watch context.
Colors = teal highlights constructive recovery context, pink highlights failure or rejection pressure, amber highlights shelf review, and indigo highlights watch states.
Panel = summarizes Failure State, Recovery Score, Reclaim Level, Risk Zone, and Action.
🚦 Signals & States
• Failed Breakout Detected → price probed outside the recent range and closed back inside.
• Recovery Watch → recovery conditions are developing, but reclaim confirmation is incomplete.
• Recovery Active → reclaim behavior and the Recovery Score have reached stronger review context.
• Failure Confirmed → price rejects the failed boundary or moves deeper back into the range.
• Reclaim Pending → an active failure exists, but recovery conditions are not strong enough yet.
• Window Decaying → the failed-break context is getting old and should carry less weight.
🔔 Alerts Logic
Alerts trigger when a failed breakout is detected, when Recovery Watch appears, when Recovery Active appears, or when Failure Confirmed appears.
Alerts are attention markers only. They are not trade instructions, entry commands, exit commands, or automated strategy rules.
🧩 Confluence Logic
The strongest recovery context appears when price closes back inside the range, reclaims the failed boundary quickly, shows a constructive retest response, receives supportive volume, and does not lose too much time after the failed break.
When these components weaken, the script can shift toward Reclaim Pending, Window Decaying, or Failure Confirmed.
📊 When to Use
• After a breakout attempt closes back inside a recent range
• During range-bound markets with frequent boundary tests
• Around failed expansion attempts where reclaim quality matters
• When deciding whether a failed breakout deserves continued monitoring
• On liquid symbols where range, volume, and candle behavior are readable
⚠️ When NOT to Use
• Very low-liquidity symbols with unstable candles
• Extremely noisy micro-timeframes
• News-driven spikes where levels lose structure quickly
• Markets with unreliable volume data
• Situations where the user expects a direct signal-only tool
🎛️ Key Inputs
• Failure Range Lookback → controls the recent range used to detect failed breaks.
• Failure Probe ATR → defines how far price must probe beyond the range boundary.
• Recovery Window Bars → controls how long the failed-break recovery window stays relevant.
• Retest / Shelf ATR → controls risk shelf thickness and boundary response tolerance.
• Recovery Active Threshold → sets the minimum score for the strongest recovery state.
• Label and Panel Font Size → controls chart labels, centered zone text, and panel readability.
🖥️ Interface & Visual Design
The interface is designed to stay chart-first.
The failure box gives the visual story. The reclaim trigger and risk shelf define the practical review frame. Labels remain compact and controlled so the chart stays active without becoming crowded.
The AGPro panel uses a merged blue title row and a compact decision layout for fast reading.
🧪 Practical Usage Workflow
1. Read the panel state and Recovery Score.
2. Check the failure box and failed boundary.
3. Compare price behavior against the reclaim trigger.
4. Review the risk shelf and rejection response.
5. Treat alerts as attention markers, then evaluate broader market context.
🔍 Interpretation Guidelines
Think in terms of failed-break lifecycle, not prediction.
A stronger Recovery Score means the failed breakout is attempting to reclaim quickly with better response and participation. A weaker score means the failure may be aging, rejecting, or losing structural quality.
Failure Confirmed does not mean the market must continue in one direction. It means the failed-break attempt is not recovering cleanly within the current rule set.
🚫 What This Script Is NOT
• Not a prediction engine
• Not financial advice
• Not auto trading
• Not guaranteed signals
• Not a generic failed-break signal
• Not a Swing Failure Pattern clone
⚠️ Limitations & Transparency
The script is rule-based and depends on recent price, volatility, range, volume, and candle behavior.
Different timeframes can change how failure and recovery appear. Volatility spikes can temporarily distort boundary behavior. Symbols with unreliable volume may produce weaker participation readings.
Outputs should always be interpreted with broader market structure, liquidity, and risk context.
🧠 Market Context Notes
Failed breakouts are most useful when the boundary is readable and the follow-up reaction is clear.
A quick reclaim can show that the failed attempt is recovering. A weak retest, slow response, or deep move back into the range can show that the failed break is confirming instead.
🧾 Use Case Examples
When price probes above a range, closes back inside, then quickly reclaims the upper boundary with supportive volume, the planner may classify the context as Recovery Active.
When price probes above a range, closes back inside, retests the boundary from below, and rejects again, the planner may classify the context as Failure Confirmed.
🧱 System Philosophy
AGPro planning tools are designed to help traders evaluate context before reacting.
This script follows that philosophy by turning failed breakouts into a structured decision question: is the attempt recovering, aging, or confirming failure?
🔐 Non-Promise Statement
No indicator can provide certainty.
This tool provides structured visual context and rule-based attention markers. It does not guarantee continuation, reversal, recovery, or rejection.
📉 Risk Disclosure
Trading involves risk. Market conditions can change quickly, and no script can remove uncertainty.
Users are responsible for their own analysis, risk management, and decisions.
This script is for educational and analytical use only and does not provide financial advice.
📚 Educational Note
Use the planner to study how failed breakouts behave after the first rejection, how reclaim speed affects context, and how risk shelves help organize post-failure review.
Indicador
Setup Lifecycle Tracker [AGPro Series]Setup Lifecycle Tracker
🧠 Core Idea
What stage is this setup in right now: forming, armed, triggered, invalidated, or expired?
📌 Overview / What it does
Setup Lifecycle Tracker is a chart-first setup planning tool that follows a developing market structure through a defined lifecycle window.
Instead of showing another isolated signal, it maps the setup stage, trigger rail, invalidation rail, expiry marker, time risk, and a 0-100 lifecycle quality score directly on the chart.
The script does not predict price, automate execution, or tell users what to trade. It organizes setup context so the trader can evaluate whether the setup is still valid, still early, close to activation, already invalidated, or simply too old.
🎯 Purpose & Design Philosophy
This script was built for traders who want a cleaner way to manage setup timing.
Many setups look interesting when they first appear, but they often decay, trigger too late, or lose their invalidation logic before the trader reacts. Setup Lifecycle Tracker fills that gap by turning setup timing into a visible planning structure.
The design philosophy is simple: a setup should have a stage, a deadline, a risk reference, and a clear next-action state. Without those elements, the chart can become another collection of loose signals.
⚡ Why This Script Is Different
Most tools focus on entry markers, setup scores, or generic support and resistance levels.
This script does NOT try to clone a setup scorecard, create a buy/sell system, or build a broad support/resistance map.
Instead, it tracks the lifecycle of one active setup window. It shows whether the setup is forming, armed near the trigger rail, already triggered, invalidated by its risk rail, or expired because too much time has passed.
⚙️ Methodology
1. Context Detection
The script reads trend context, recent range structure, volatility, candle behavior, and volume support to decide whether a clean setup window can be tracked.
2. Reference Mapping
When a setup forms, the script creates a trigger rail, an invalidation rail, and a lifecycle window between them.
3. Reaction Evaluation
The model evaluates setup maturity, trigger proximity, confirmation strength, time decay, and invalidation distance to produce a 0-100 lifecycle score.
4. Visual Output
The active lifecycle window, stage labels, trigger rail, invalidation rail, expiry marker, candle tint, and panel summarize the current state.
🗺️ How to Read the Chart
Zones = the lifecycle window between trigger and invalidation.
Labels = current lifecycle stage and optional score.
Colors = stage context:
• Blue / indigo = forming
• Yellow = armed
• Green = triggered
• Red / pink = invalidated or expired
Panel = the compact AG Pro summary showing Stage, Quality Score, Time Risk, Invalidation, and Action.
🚦 Signals & States
• FORMING → a setup window has been detected but is not yet close enough to the trigger rail.
• ARMED → price is close enough to the trigger rail and the lifecycle score is strong enough to deserve attention.
• TRIGGERED → the tracked setup moved beyond its configured trigger condition.
• INVALIDATED → price crossed the invalidation rail and the setup context is no longer valid.
• EXPIRED → the setup stayed active too long without a useful lifecycle resolution.
🔔 Alerts Logic
The script includes alerts for:
• New lifecycle window forming
• Setup armed near the trigger rail
• Setup triggered
• Setup invalidated
• Setup expired
• High-quality lifecycle threshold reached
Alerts are attention markers only. They are not trade instructions, automated entries, or guaranteed outcome signals.
🧩 Confluence Logic
The lifecycle score becomes stronger when setup maturity, trigger proximity, confirmation strength, time health, and invalidation fit align.
For example, a setup that is mature, close to the trigger rail, supported by directional candle behavior, and not too close to invalidation will generally score better than an old setup with weak confirmation and high time risk.
📊 When to Use
• Breakout preparation
• Pullback continuation planning
• Range compression before expansion
• Setups that need a time limit
• Charts where invalidation needs to stay visible
• Traders who want to separate early setups from late setups
⚠️ When NOT to Use
• Extremely low-liquidity markets
• Charts with unreliable volume and erratic candles
• Very noisy micro timeframes
• Extreme volatility spikes where ATR-based references expand too quickly
• Situations where the user wants a direct buy/sell signal instead of a planning map
🎛️ Key Inputs
• Setup Side → selects automatic, long-side, or short-side lifecycle tracking.
• Trigger Model → controls how the setup moves into TRIGGERED state.
• Setup Lookback → defines the forming range used for trigger and invalidation mapping.
• Sensitivity → changes how strict the lifecycle detection and confirmation logic feels.
• Expiry Bars → controls how long an untriggered setup can stay active.
• Minimum Quality Score → defines the threshold for stronger lifecycle contexts.
• Panel / Label Settings → control panel position, theme, font size, label size, and label density.
🖥️ Interface & Visual Design
The interface is built around a single chart-first lifecycle window.
The panel is intentionally compact. It does not replace the chart; it summarizes the active state so the user can quickly read the setup stage, score, time risk, invalidation, and next context action.
Labels are kept moderate and offset away from candles to preserve readability.
🧪 Practical Usage Workflow
1. Read the panel stage.
2. Check the lifecycle window between trigger and invalidation.
3. Watch whether the setup moves from FORMING to ARMED.
4. Review the trigger rail and invalidation rail.
5. Use the expiry marker to avoid stale setup interpretation.
6. Confirm the broader market context before making any decision.
🔍 Interpretation Guidelines
A high lifecycle score means the current setup context is cleaner according to the script's rule set.
An ARMED state means the setup is close to the trigger area, not that a trade must be taken.
An EXPIRED state means time quality has degraded.
An INVALIDATED state means the tracked setup lost its mapped risk reference.
🚫 What This Script Is NOT
• Not a prediction engine
• Not financial advice
• Not an auto-trading tool
• Not a guaranteed signal system
• Not a generic support/resistance mapper
• Not a clone of Setup Quality Scorecard
⚠️ Limitations & Transparency
Lifecycle windows depend on lookback, ATR behavior, and recent structure.
Different timeframes can produce different setup stages.
High-volatility conditions may expand rails and change score behavior.
Low-liquidity symbols can create unstable ranges and misleading candle structure.
🧠 Market Context Notes
Setup lifecycle quality is strongest when structure, volatility, and timing align.
A setup can be technically visible but still weak if it is too old, too far from the trigger rail, too close to invalidation, or unsupported by confirmation behavior.
🧾 Use Case Examples
When price compresses below a range edge and the lifecycle window turns ARMED, the trader can observe whether the trigger rail is reached before the expiry marker.
When a setup remains FORMING for too long, the time risk row helps identify whether the context is becoming stale.
When price crosses the invalidation rail, the script marks the lifecycle as INVALIDATED so the previous setup is no longer treated as active.
🧱 System Philosophy
AGPro tools are designed to help traders read market context with structure and restraint.
Setup Lifecycle Tracker follows that philosophy by converting setup timing into a visible planning workflow instead of adding another isolated signal marker.
🔐 Non-Promise Statement
No script can provide certainty.
No score, state, label, or alert guarantees future price behavior.
📉 Risk Disclosure
Trading involves risk.
This script is for educational and analytical use only.
It does not provide financial advice, investment advice, or guaranteed trading outcomes.
Users remain responsible for their own decisions, risk management, and position sizing.
📚 Educational Note
The main educational purpose of this script is to help users think in lifecycle stages: setup formation, activation risk, invalidation, time decay, and context review.
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No-Progress Failure Map [AGPro Series]No-Progress Failure Map
🧠 Core Idea
Did price trigger a setup but fail to travel far enough afterward?
📌 Overview / What it does
No-Progress Failure Map is a post-trigger execution failure planner designed to evaluate whether an active setup is actually moving after it triggers, or simply stalling around the trigger area.
The script builds a progress window, maps a risk shelf, projects a minimum progress rail, tracks elapsed bars, measures distance travelled in ATR, evaluates candle efficiency, reads volume participation, and converts the result into a 0-100 Progress Score with a clear action state.
It does not predict price direction, automate trading, or print guaranteed entry or exit commands. Its purpose is to organize the question of progress versus failure after a trigger appears.
🎯 Purpose & Design Philosophy
This script was built for traders who do not want to judge a setup only at the moment it triggers.
Many setups look valid at first, but the real weakness appears later: price does not travel far enough, time passes, participation fades, or the trigger side is lost. This tool turns that hidden execution problem into a visible decision layer.
It supports a planning mindset: trigger, observe progress, evaluate time cost, check failure risk, and decide what deserves attention next.
⚡ Why This Script Is Different
Most tools focus on finding the trigger itself.
This script does NOT behave like a generic signal indicator, opening range failure tool, RSI failure swing detector, order-block map, support/resistance scanner, or broad regime dashboard.
Instead, it asks a narrower execution question: after a setup starts, is price travelling enough to keep the idea alive, or is the setup becoming a no-progress failure?
⚙️ Methodology
1. Context Detection
The script selects the evaluation side using Auto, Long Context, or Short Context. Auto mode follows trend and slope context.
2. Trigger Mapping
The planner starts a tracking window from a selected trigger model: Range Break, Impulse Close, or Trend Reclaim.
3. Progress Evaluation
It measures favorable travel, elapsed bars, close efficiency, relative volume, time decay, reclaim behavior, and risk shelf pressure.
4. Visual Output
It displays a stalled-move box, minimum progress rail, risk shelf, trigger line, event labels, alerts, and a compact AGPro panel.
🗺️ How to Read the Chart
Zones = the stalled-move box between the risk shelf and the minimum progress rail.
Labels = compact event markers for Trigger, No Progress, Reclaim, Travel OK, and Failed states.
Colors = teal marks accepted progress, pink/red marks failure or invalidation, amber marks stalled progress, and indigo marks active watch or recovery context.
Panel = summarizes Progress Score, Elapsed Bars, Distance Travelled, Failure Risk, and Action.
🚦 Signals & States
• Trigger → a new post-trigger progress window is active.
• Watch Progress → the setup is active but has not yet proven enough travel.
• Stalled → price has lost the trigger side or is not progressing cleanly.
• No Progress → the evaluation window matured without enough favorable travel.
• Reclaim → price recovered the trigger side after temporary loss.
• Travel OK → the setup reached the accepted progress threshold.
• Failed → the tracked setup crossed its risk shelf.
🔔 Alerts Logic
Alerts trigger when a new progress window starts, when no-progress failure risk appears, when travel is accepted, when a reclaim appears, or when the risk shelf is crossed.
Alerts are attention markers. They are not trade instructions, automated strategy commands, or certainty signals.
🧩 Confluence Logic
The strongest progress context appears when favorable travel, close efficiency, volume participation, time efficiency, and trigger-side control align.
When travel is weak and elapsed bars increase, the failure-risk reading rises. When the trigger side is lost and reclaimed, the script marks recovery context but does not treat it as certainty.
📊 When to Use
• After a breakout-style trigger appears.
• During continuation attempts that should show progress quickly.
• Around trend reclaim setups where follow-through matters.
• When a setup looks active but price remains trapped near the trigger.
• On liquid markets where ATR and relative volume are meaningful.
⚠️ When NOT to Use
• Extremely low-liquidity markets with unreliable candles or volume.
• Very noisy micro-timeframes where trigger-side loss is frequent.
• News-driven volatility spikes where ATR expands suddenly.
• Symbols where volume data is missing or not useful.
• As a standalone reason to enter, exit, or size a trade.
🎛️ Key Inputs
• Evaluation Side → controls Auto, Long Context, or Short Context.
• Trigger Model → selects Range Break, Impulse Close, or Trend Reclaim activation.
• Evaluation Window Bars → defines how long the setup has to show minimum progress.
• Minimum Progress ATR → defines the expected favorable travel threshold.
• Progress Accepted ATR → defines stronger follow-through.
• Risk Shelf Buffer ATR → controls invalidation distance around the initial shelf.
• Visual Settings → control boxes, rails, prior boxes, labels, panel location, theme, and font sizes.
🖥️ Interface & Visual Design
The interface is chart-first.
The stalled-move box is the primary visual object and contains a centered progress meter. Rails show trigger, risk, and progress references without turning the chart into a crowded level map.
The panel follows the AGPro publication layout with a single merged blue title row, adjustable location, adjustable theme, and adjustable font size.
🧪 Practical Usage Workflow
1. Read the panel state and Progress Score.
2. Check whether price is travelling beyond the minimum progress rail.
3. Review elapsed bars versus the evaluation window.
4. Watch for No Progress, Reclaim, Travel OK, or Failed labels.
5. Interpret the output inside broader market structure and risk context.
🔍 Interpretation Guidelines
A high Progress Score means the setup is moving efficiently relative to this rule set. It does not mean price must continue.
A No Progress label means the setup has not travelled enough after the selected trigger. It does not guarantee failure, but it highlights weakening execution quality.
A Failed state means the mapped risk shelf was crossed. It should be read as rule-based invalidation context, not as financial advice.
🚫 What This Script Is NOT
• Not a prediction engine.
• Not financial advice.
• Not auto trading.
• Not guaranteed signals.
• Not a buy/sell signal service.
• Not an opening range failure tool.
• Not an RSI failure swing detector.
• Not a generic support/resistance or order-block map.
⚠️ Limitations & Transparency
Progress quality depends on the selected trigger model, lookback, ATR length, timeframe, and market conditions.
Different symbols may produce different volume behavior. High volatility can expand the tracking box quickly, while low volatility can make progress thresholds harder to interpret.
The script is rule-based and should be used as an analytical planning layer, not as a complete trading system.
🧠 Market Context Notes
No-progress behavior is often a time and efficiency problem, not just a price-level problem.
A setup can trigger, remain technically alive, and still become unattractive if it fails to move far enough while time passes. This script makes that condition visible.
🧾 Use Case Examples
When price breaks a recent range but remains near the trigger after the evaluation window, the map can mark No Progress and increase failure risk.
When price loses the trigger side and then reclaims it, the script can mark Reclaim so the user can review whether recovery is meaningful.
When price travels beyond the accepted progress threshold with efficient closes, the panel can move toward Travel OK context.
🧱 System Philosophy
No-Progress Failure Map follows the AGPro decision-engine approach: the script should help users evaluate context, quality, risk, progress, and next action without promising an outcome.
The goal is not to add another signal. The goal is to make post-trigger progress easier to judge.
🔐 Non-Promise Statement
No script can guarantee direction, continuation, reversal, or outcome.
This tool provides structured chart context only.
📉 Risk Disclosure
Trading involves risk.
Users are responsible for their own analysis, risk controls, position sizing, and trading decisions.
This script does not provide financial advice, investment advice, or guaranteed trading outcomes.
📚 Educational Note
Use the script to study how triggered setups behave after activation. The most useful reading comes from comparing progress, elapsed bars, risk shelf behavior, and broader market context.
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Time Stop Planner [AGPro Series]Time Stop Planner
🧠 Core Idea
Has a setup spent too much time without enough progress?
📌 Overview / What it does
Time Stop Planner is a chart-first trade management overlay designed to evaluate the lifecycle of a triggered setup after price breaks from a prior structure. Instead of showing another generic signal, it asks whether the setup is actually making enough progress before the time window starts working against it.
The script builds a forward lifecycle box, maps a trigger reference, an invalidation rail, and a progress target reference, then scores the active setup from 0 to 100 using elapsed bars, distance traveled, follow-through quality, volatility decay, and invalidation proximity.
It does not predict future price movement, automate trade decisions, or promise that a setup will continue. Its purpose is to turn time, progress, and risk context into a cleaner visual decision framework.
🎯 Purpose & Design Philosophy
This script was built for traders who already have a setup idea but need a cleaner way to judge whether that setup is still alive, losing quality, or becoming stale.
Many tools focus on entries or targets. Time Stop Planner focuses on the often-overlooked middle stage: what happens after a setup activates but before the outcome is clear. It supports a disciplined review process by showing whether progress is keeping pace with elapsed time.
The design philosophy is simple: a setup should not remain interesting forever just because it once looked valid. The chart should make lifecycle quality visible.
⚡ Why This Script Is Different
Most tools focus on trigger signals, stop levels, or target projections.
This script does NOT behave like a generic timer dashboard, a stop-loss optimizer, a full position planner, or a profit-target ladder.
Instead, it connects time directly to progress quality. A setup is evaluated through a visible lifecycle window, a progress score, time-risk pressure, invalidation context, and a clear next-action state.
⚙️ Methodology
1. Context Detection
The script detects a directional setup lifecycle when price breaks beyond a prior structure boundary with sufficient candle body strength, close location quality, and optional trend support.
2. Reference Mapping
After activation, the script maps the trigger reference, invalidation rail, and ATR-based progress target reference. These levels create the lifecycle framework used for progress and risk evaluation.
3. Reaction Evaluation
The engine measures elapsed bars, directional travel, close-based follow-through, volatility behavior, and distance from invalidation. These components are converted into a 0-100 quality score and a separate time-risk reading.
4. Visual Output
The chart displays a lifecycle box, rails, checkpoint labels, state labels, and a compact AGPro panel. The active box text is centered inside the lifecycle area for clean chart reading.
🗺️ How to Read the Chart
Zones = the lifecycle box shows the active time window in which the setup should show reasonable progress.
Rails = the trigger reference, progress target reference, and invalidation rail define the active setup map.
Labels = setup, checkpoint, continue, time-risk, expired, and invalidated labels mark important lifecycle events.
Colors = green/teal suggests constructive progress, amber suggests time-risk or expiry pressure, pink suggests invalidation or failed lifecycle context, and indigo marks neutral active structure.
Panel = the panel summarizes Bars Active, Progress Score, Time Risk, Invalidation, and Action.
🚦 Signals & States
• New Time Stop Lifecycle → a new setup lifecycle window has been detected.
• Continue Review → progress and quality are strong enough to keep the lifecycle under constructive review.
• Time Risk → elapsed time is high relative to progress, so the setup deserves closer review.
• Lifecycle Expired → the active lifecycle reached its time boundary without enough progress.
• Lifecycle Invalidated → price closed beyond the invalidation rail.
🔔 Alerts Logic
The script includes alerts for:
• New Time Stop Lifecycle
• Continue Review State
• Time Risk State
• Lifecycle Expired
• Lifecycle Invalidated
These alerts are attention markers. They are not trade instructions, automated orders, or guaranteed outcome signals.
🧩 Confluence Logic
The strongest lifecycle context appears when structure break quality, candle body strength, close location, trend support, progress travel, and invalidation distance align.
When progress improves while time-risk stays low, the active lifecycle becomes more constructive. When elapsed bars increase while progress remains weak, the setup becomes more vulnerable to time-stop review.
📊 When to Use
• After a clean structure break
• During breakout follow-through review
• During trend continuation management
• When a setup is active but progress is unclear
• When you want a rule-based way to identify stale setups
⚠️ When NOT to Use
• Extremely low-liquidity symbols
• Very noisy markets with repeated false breaks
• News-driven spikes where ATR behavior becomes distorted
• Markets where structure boundaries are not meaningful
• As a standalone entry or exit system
🎛️ Key Inputs
• Sensitivity → controls how strict the setup activation logic is.
• Structure Lookback → defines the prior boundary used for lifecycle activation.
• Lifecycle Window Bars → sets how long a setup can remain active before time-risk becomes dominant.
• Minimum Progress % → defines how much progress is expected before expiry pressure matters.
• Progress Target ATR → sets the ATR-based progress reference.
• Invalidation Buffer ATR → controls the distance of the invalidation rail.
• Label Font Size and Panel Font Size → control visual readability.
• Panel Location and Panel Theme → customize the AGPro summary panel.
🖥️ Interface & Visual Design
The interface is built around a clean chart-first workflow. The lifecycle box is the primary visual object, and its centered text summarizes the active state without requiring extra dashboard interpretation.
The panel is compact and uses the AGPro standard first row: one merged blue header row containing only the panel title. The remaining rows focus on time, progress, risk, invalidation, and the next review state.
Labels are limited by cooldown and max-visible controls so the chart remains informative without becoming crowded.
🧪 Practical Usage Workflow
1. Read the panel to identify the current lifecycle state.
2. Check the lifecycle box and rails to understand the active structure.
3. Compare Bars Active with Progress Score.
4. Watch whether Time Risk rises before meaningful progress appears.
5. Use invalidation context to decide whether the setup is still structurally relevant.
🔍 Interpretation Guidelines
A high score does not mean price must continue. It means the active lifecycle is progressing well under the script's rules.
A high time-risk reading does not mean price must reverse. It means time is becoming less favorable relative to progress.
An expired lifecycle does not judge the broader market. It only says the active setup window did not produce enough progress within the configured time boundary.
🚫 What This Script Is NOT
• Not a prediction engine
• Not financial advice
• Not auto trading
• Not guaranteed signals
• Not a stop-loss optimizer
• Not a full position planner
• Not a profit-target promise tool
⚠️ Limitations & Transparency
The script uses rule-based structure detection and ATR-based references, so results can vary across symbols, sessions, and timeframes.
Confirmed lifecycle states depend on the selected lookback, sensitivity, ATR settings, and volatility conditions.
During sideways chop, repeated structure breaks may produce lifecycles that expire quickly. During extreme volatility, time and progress readings may change rapidly.
🧠 Market Context Notes
Time is part of risk. A setup that does not progress can become less useful even if it has not technically invalidated.
This script is designed to make that time component visible without turning it into a direct trade command.
🧾 Use Case Examples
When price breaks above a prior structure and the lifecycle box appears, the trader can watch whether progress develops before the time window matures.
When progress remains weak and the Time Risk state appears, the trader can reassess whether the original setup idea still deserves attention.
When price closes beyond the invalidation rail, the lifecycle is marked invalidated and the context resets.
🧱 System Philosophy
Time Stop Planner belongs to the AGPro decision-engine style: it does not simply show data. It organizes setup validity, progress quality, risk context, and next-action state into one readable workflow.
🔐 Non-Promise Statement
This script does not provide certainty.
It does not guarantee continuation, reversal, profit, or protection from loss.
📉 Risk Disclosure
Trading involves risk.
All outputs from this script are educational and analytical only.
Users remain responsible for their own decisions, risk management, and market interpretation.
This script does not provide financial advice.
📚 Educational Note
Use the script as a structured way to study time, progress, and invalidation behavior after a setup activates. The value is in consistent interpretation, not in treating any state as a command.
Indicador
Auto Trendline Break Quality [AGPro Series]Auto Trendline Break Quality
🔹 OVERVIEW
Auto Trendline Break Quality is a structural break-quality engine. It automatically detects bullish and bearish trendlines from swing pivots, monitors every break event in real time, and assigns each break a 0–100 quality score derived from four independent quantitative factors. The tool separates Major (structural) and Minor (tactical) trendlines, so the same break can be evaluated against multiple layers of market structure at once.
The script is purpose-built to answer the single most practical question a price-action trader faces at a trendline break: "Is this break real, or is it a fake-out?"
🧭 UNIQUE EDGE
Most trendline scripts either draw trendlines or flag a break. They stop there. This indicator continues where they stop — and measures the break.
Key differentiators:
• Four-factor composite quality score (Volume · Slope · Impulse · Retest) calibrated to ATR, so the scoring is consistent across assets and timeframes.
• Major/Minor trendline hierarchy. A Major structural break automatically earns a score bonus and is visually flagged with a "MAJ" tag, so structural breaks are never confused with noise breaks.
• State-based visual language. Active trendlines render in a neutral tone. On break, the trendline transitions to the break-direction color (bullish break = bull color, bearish break = bear color), so the chart communicates state without ambiguity.
• Retest logic built directly into the score. A break that is retested and holds within the defined window receives an upgrade; a failed retest downgrades the score. The chart label reflects the final, updated quality.
• Optional zone-band rendering around Major trendlines, letting the user see each structural line as a reaction zone rather than a bare line.
• Label confluence grouping to prevent chart clutter when multiple breaks occur near the same price level.
⚙️ METHODOLOGY
1) Trendline detection
Pivots are identified using standard pivot-high and pivot-low logic with two configurable lookbacks — one for Major trendlines and one for Minor. A new trendline is validated between the two most recent same-side pivots when the slope (ATR-normalized) exceeds the minimum threshold. Nearly-flat trendlines are rejected by design.
2) Break detection
A trendline is considered broken when the current candle closes on the opposite side of the projected line while the previous candle closed on the valid side. This one-bar confirmation rule avoids intra-bar flicker.
3) Quality scoring (0–100)
• Volume expansion vs 20-bar average — up to 25 points
• ATR-normalized slope steepness — up to 20 points
• Break-bar impulse measured in ATR from the line — up to 25 points
• Retest base score — 18 points, upgraded by +15 on a held retest, or reduced by 10 on a failed retest
• Major trendline bonus — +10 points
4) Retest tracking
After a break, the script watches a configurable window (default 3–8 bars) for price to return to the broken trendline within an ATR tolerance. Held retests and failed retests are tracked independently and reflected in the panel's Retest Held Rate. Retest markers are offset from the trendline in ATR units to prevent overlap with candles.
📊 SIGNALS & STATES
• Break label: "BREAK Q: · " and an optional "MAJ" tag for Major trendlines. Label color tier: High quality renders in full state color, Medium quality in neutral amber, Low quality in a muted tone.
• Retest marker: Small circular marker with "retest held" or "retest failed" text, offset from the trendline for clarity.
• Break bar border: Optional candle-border color that reflects break direction.
• Panel: Active trendlines per side, last break score and direction, overall break-direction breakdown, retest held rate, quality distribution (High/Medium/Low), total breaks tracked, and the current detection mode.
• Alerts: "High Quality Trendline Break" and "Major Trendline Break" — both standard alertcondition entries.
🎛️ KEY INPUTS
• Major / Minor Pivot Length — controls how many bars each side of a pivot must be a local extreme.
• Show Minor Trendlines — toggle tactical layer on top of structural layer.
• Max Active Trendlines per Side — caps the chart clutter.
• Volume Spike Threshold (x Avg) — ratio at which a volume expansion is considered full.
• Retest Min/Max Bars — bar range for a valid retest.
• Retest Tolerance (ATR) — how close price must come to the broken line to count as a retest.
• High / Medium Quality Thresholds — cutoffs for the three quality tiers (defaults: 70 / 50).
• Show Trendline Zone Band — renders a subtle ATR-based band around Major trendlines.
• Zone Band Width (ATR) — controls the thickness of the zone band.
• Label Confluence Grouping (ATR) — merges break labels that land within this ATR distance on nearby bars.
• Label Offset (ATR) — vertical padding so labels never embed in candles.
• Label / Panel / Help font sizes — all default to Normal.
• Panel Position and Theme — six positions, Dark/Light theme.
🧩 HOW TO USE
The indicator is a decision-support layer, not a standalone trading system.
• Treat a break with Q ≥ 70 and a "MAJ" tag as a structural event worth reviewing the higher-timeframe bias for.
• Use the retest window as a patience filter. A break with Q 55–69 that retests and holds often upgrades to a higher-quality setup after the retest.
• Failed retests are not "bad" — they are information. A failed retest on a low-quality break is a strong hint that the break was noise.
• The neutral-color active trendlines are intentional — they tell you where structure exists without biasing your read. Color appears only when structure breaks.
• Combine with your own confluence (volume profile, horizontal support/resistance, higher-timeframe trend). The script does not enter trades; it tells you how reliable a break looks at the moment it happens.
⚠️ LIMITATIONS & TRANSPARENCY
• Quality scores describe historical pattern behavior. They are not predictive probabilities.
• Trendlines are generated from pivots; the final pivot is always confirmed after the pivot-length bars have elapsed. This is standard pivot behavior and is not a repaint of historical marks — past labels remain fixed once a break bar closes.
• The script draws up to the platform's line/label limits. Older trendlines are removed when the active cap is reached.
• Parameter defaults target 4H–1D charts; lower timeframes benefit from smaller pivot lengths and tighter retest windows.
📜 RISK DISCLOSURE
This script is an analytical tool. It does not provide financial advice, investment recommendations, or a trading strategy. Past performance of any pattern, including trendline breaks, does not guarantee future results. Always perform your own analysis and apply proper risk management before making any trading decision. Indicador
Trend Strength Meter [AGPro Series]Trend Strength Meter
⚡ OVERVIEW
Trend Strength Meter is a multi-factor composite oscillator that quantifies how strong a directional trend actually is, on a single 0-to-100 score. It merges five independent trend dimensions (ADX, slope angle, momentum ROC, moving-average alignment, and pullback depth) into one weighted reading, then classifies the market into three clear states: Strong Trend (80+), Mild Trend (50-80), and Weak / Range (<50). The goal is to give a trader the answer to one of the most common daily questions in technical analysis: "Is the trend strong enough to act on right now, or is it fading?"
The indicator is built for discretionary and systematic traders who want a single, normalized number instead of reading half a dozen separate trend tools. It is scale-invariant (ATR-normalized) and works across timeframes and instruments.
🎯 UNIQUE EDGE
Trend-strength tools usually give a single-factor reading (for example, ADX alone) which can be misleading. ADX can be high during range contractions, slopes can spike during noise, MA stacks can be aligned while price sits deep in pullback. This indicator fuses all five dimensions so that no single factor can dominate the score without confirmation from the others.
Three design choices set it apart:
1. Weighted multi-factor composite. Every factor is independently normalized to 0-100, then combined with user-adjustable weights that auto-normalize. A Strong reading therefore requires broad agreement across independent trend dimensions, not just one signal firing.
2. Dominant Factor readout. The information panel shows which of the five factors is contributing most to the current score, so the trader understands why the score is where it is. A score of 84 driven by ADX and a score of 84 driven by Alignment are structurally different markets, and the readout makes that visible.
3. Historical context built in. The panel exposes Historical Max Score over a configurable lookback window, and Strong-Trend Duration (how many bars the score has held above the Strong threshold). Both of these help gauge trend maturity and exhaustion risk.
📊 METHODOLOGY
The composite score is built from five independently scored factors, each normalized to 0-100:
• Factor 1 — ADX. Directional movement strength from the standard DMI/ADX system, linearly mapped so that ADX = 60 maps to a score of 100.
• Factor 2 — Slope Angle. The slope of an EMA over its length window, normalized by ATR to be scale-invariant, then converted to a 0-100 score via an arctangent curve. High slope in either direction yields a high score.
• Factor 3 — Momentum ROC. Rate of Change normalized by ATR and converted to a bounded 0-100 value. Captures impulse magnitude independent of price scale.
• Factor 4 — MA Alignment. Stacked EMA alignment across Fast / Mid / Slow timeframes, plus price position relative to the fast MA. Full bullish or bearish stack yields 100; partial stacks are scored proportionally (70, 40, or 15).
• Factor 5 — Pullback Depth. Distance from the nearest recent extreme (highest high or lowest low over lookback) measured in ATR units. Shallow pullback = strong trend = high score.
Each factor is multiplied by its weight, summed, and divided by total weight to produce the final 0-100 score. All five weights are independently adjustable and auto-normalize, so changing one weight does not force manual rebalancing of the others.
Directional bias (Bull / Bear / Range) is determined by the combination of DMI crossover state and close-vs-mid-MA position. State color shifts between strong bull green, strong bear magenta, neutral yellow, and weak gray based on score plus direction.
🔥 VISUAL SYSTEM
Six coordinated visual elements deliver the information without clutter:
• Score histogram on the sub-panel, colored per bar by that bar's own score level (green for Strong, yellow for Mild, gray for Weak / Range). Each historical bar shows its true state at the time, not the current state.
• Horizontal reference lines at the Strong (green) and Mild (yellow) thresholds on the sub-panel.
• Historical Max step line in indigo accent, showing the highest score reached within the lookback window, so past trend peaks are immediately visible.
• Mini Gauge on the right edge of the sub-panel. A compact vertical meter split into two halves: left half shows the fixed 0-100 zone reference (Weak / Mild / Strong), right half fills up to the current score, with a bold needle line marking the exact level.
• Price badge floating above the last candle, showing "TSM " so the reading is visible without needing to look at the panel.
• Information panel on the price chart with seven rows: Score, State, Direction, Dominant Factor, Historical Max, and Strong Bars duration.
🧭 SIGNALS AND ALERTS
Three built-in alerts:
• Strong Bull Entry — Score crosses above the Strong threshold while directional bias is Bull.
• Strong Bear Entry — Score crosses above the Strong threshold while directional bias is Bear.
• Trend Fade — Score drops below the Mild threshold, indicating the trend is weakening.
All alerts fire once per bar close, so there is no intra-bar repainting.
🧮 KEY INPUTS
Core Settings
• ADX Length, Slope MA Length, Momentum ROC Length, MA Alignment Fast / Mid / Slow, Pullback ATR Length
• Score Smoothing (EMA applied to score for optional overlay line)
• Strong Threshold (default 80), Mild Threshold (default 50), Historical Lookback (default 100 bars)
Factor Weights (auto-normalized)
• ADX 30, Slope 20, Momentum 20, Alignment 20, Pullback 10
Visual
• Badge toggle, Background tint toggle, Reference lines toggle, Mini Gauge toggle, Historical Max line toggle, Smoothed Score line toggle, Label size, Badge ATR offset
Panel
• Show / hide, Position (6 anchors), Theme (Dark / Light), Font size
📈 HOW TO USE
1. Add the indicator to any chart and any timeframe. Defaults are calibrated for 4H / Daily; for lower timeframes consider reducing the ADX and ROC lengths.
2. Use the 0-100 score as a regime filter. Many trend-following setups perform better when the score is above 50, and breakout / continuation setups perform best when the score is crossing above 80 with a clear Bull or Bear direction.
3. Watch the Dominant Factor. A score of 85 driven primarily by Momentum may fade fast; the same score driven by Alignment tends to be more structural.
4. Use Historical Max and Strong Bars to gauge maturity. A Strong-Bars reading of 30+ on a daily chart often signals late-cycle conditions where continuation risk increases and fresh entries need tighter risk management.
5. Combine with structure tools (support / resistance, order blocks, market-structure tools) for entries. This indicator is designed to answer "how strong is the trend," not "where do I enter."
⚠️ LIMITATIONS AND TRANSPARENCY
• This is an indicator, not a trading strategy. It does not produce buy / sell recommendations and it does not backtest trade outcomes.
• The score is a lagging composite built from historical price data. It does not predict future price movement.
• During sharp regime transitions (news events, gap opens), the score can change rapidly from one bar to the next. This is by design, not a bug.
• Factor weights are user-adjustable. Defaults are a reasonable starting point but may need tuning per instrument / timeframe.
• The Pullback factor assumes trending behavior. In tight consolidations it can read misleadingly high, which is why the Dominant Factor readout exists as a cross-check.
• No-repaint: all calculations are based on confirmed (closed) bar data; alerts fire on bar close only.
📌 RISK DISCLOSURE
Trading carries substantial risk. This indicator is an analytical tool for research and study purposes and does not constitute financial advice, a trading signal, or a recommendation to buy or sell any instrument. Past behavior of any indicator is not indicative of future results. Users are solely responsible for their trading decisions and should conduct their own due diligence and risk management.
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Volume Climax Detector [AGPro Series]Volume Climax Detector
Volume Climax Detector is an advanced volume analytics tool that identifies extreme institutional volume events using a three-filter VSA (Volume Spread Analysis) methodology. Rather than triggering on simple volume multiples, the script combines Volume Z-Score statistics, Spread analysis, and Close Location to isolate genuine climax bars — the kind of exhaustion moves Wyckoff and VSA traders look for at trend tops and bottoms.
🔹 OVERVIEW
Volume alone is a noisy signal. A "high volume bar" on one instrument is a quiet bar on another, and most volume-based indicators either miss real climaxes or fire on every uptick. This script takes a statistical approach: it measures how extreme each bar's volume is relative to its own recent history (Z-Score), confirms the bar structure makes sense (Spread and Close Location), and then classifies the event as a Buying Climax or Selling Climax using trend context — the Wyckoff way.
The result is a small number of high-conviction labels at exactly the places where large participants tend to exhaust themselves: panic buys at tops, panic sells at bottoms, and hidden absorption in between.
🔹 WHAT MAKES IT DIFFERENT
Most volume indicators apply a single threshold (e.g. volume > 2× average) and stop there. This script layers three independent VSA filters, each addressing a different failure mode:
• Volume Z-Score — adapts to the instrument's own volume distribution. A 3σ event on BTC is genuinely rare, regardless of session or timeframe.
• Spread filter — requires the bar's range to exceed its recent average. Eliminates the common false positive of a high-volume bar that barely moved (compression).
• Close Location — requires the close to sit in the upper or lower third of the bar. Separates conviction from indecision.
Beyond detection, two analytics layers set it apart from typical volume tools:
• Reversal Success Tracking — every climax is tracked forward for a configurable window, and the script records whether a meaningful counter-move actually materialised (measured in ATR). The panel shows a live Reversal Rate, so users get honest feedback on how well climaxes have worked on the current symbol and timeframe.
• Magnitude Scoring (1–10) — every climax receives a strength score derived from its Z-Score, making it easy to distinguish routine spikes from truly extreme events (marked with ★).
🔹 METHODOLOGY
1. Volume Statistics
The script computes a rolling mean and standard deviation of volume over a configurable lookback window (default 50 bars). The Z-Score tells how many standard deviations above the mean the current bar is. A reading of 3.0σ or higher (default threshold) corresponds to the top ~0.27% of bars — statistically rare, not just "above average."
2. Triple Filter Gate
A bar qualifies as a potential climax only when:
• Z-Score ≥ threshold (volume anomaly)
• Bar range ≥ spread multiplier × average range (wide spread)
• Close is in the upper 33% (strength) or lower 33% (weakness) of the bar range
3. Wyckoff Classification
• Buying Climax — qualifying bar during an established uptrend. Interpretation: buyers are exhausting themselves; potential topping action.
• Selling Climax — qualifying bar during an established downtrend. Interpretation: sellers are exhausting themselves; potential basing action.
• When no clear trend exists, classification falls back to close location plus bar direction so that sideways regimes still produce meaningful signals.
4. Confluence Grouping
When multiple same-direction climaxes occur close together in time or price, the script collapses them into a single label representing the strongest event in the cluster. This keeps charts readable without losing information — the panel still counts every individual climax.
5. Effort vs Result (optional)
A companion layer flags high-volume bars with unusually narrow spread — the classic VSA "No Demand" and "No Supply" conditions. These often signal hidden absorption ahead of a reversal and are shown as separate labels.
🔹 SIGNALS & ALERTS
Four built-in alert conditions:
• Buying Climax detected
• Selling Climax detected
• Extreme Climax (Z-Score above the extreme threshold, marked with ★)
• No Demand / No Supply divergence
Each alert payload includes the symbol, Z-Score, and magnitude score, ready for automation or review.
🔹 KEY INPUTS
• Volume Lookback (default 50) — rolling window for statistics.
• Z-Score Threshold (default 3.0σ) — minimum statistical extremity. Lower on intraday, higher for premium signals only.
• Extreme Threshold (default 4.0σ) — above this, climaxes are flagged with a ★.
• Spread and Close filters — each can be toggled independently for flexibility across asset classes.
• Trend EMA Length and Sensitivity — control how the script defines uptrend and downtrend, with an ATR-normalised slope check to avoid misclassifying sideways regimes.
• Reversal Window and Threshold — define what counts as a "successful" reversal for the panel statistic.
• Confluence controls — Time-first (default), Price-first, or Strict mode, plus bar and ATR tolerances.
• Climax Zones (optional, default off) — extends each climax bar's range forward as a reaction zone, similar to S/R.
🔹 HOW TO USE
• Start with defaults on any liquid instrument and timeframe. The script adapts to the local volume distribution automatically.
• On highly volatile intraday timeframes, consider raising the Z-Score Threshold to 3.5σ for fewer, cleaner signals. On slower timeframes, the default works well.
• Treat a ★ Extreme Climax as higher-conviction than a plain climax, and pay attention to the Magnitude Score for fine gradation.
• Use the Reversal Rate panel value as a feedback loop — if it is low on your chosen instrument and timeframe, either adjust thresholds or reconsider the setup.
• Combine with your own structural analysis (support/resistance, HTF trend, market structure) for confirmation. The script identifies the event, not the entry.
🔹 LIMITATIONS & TRANSPARENCY
• This is an indicator, not a strategy. It does not generate buy or sell orders and makes no assumption about position sizing or risk management.
• Climaxes are statistical events. They tend to mark inflection points, but no volume pattern resolves into a reversal every time. The built-in Reversal Rate panel value exists precisely to make this honest — users see the actual hit rate on their own chart.
• The script uses publicly available volume data from the chart's exchange. Volume quality varies by venue; results may differ on symbols with thin or unreliable volume reporting.
• Classification depends on trend context. In strongly sideways regimes, the fallback rules may label climaxes differently than a human analyst would; reviewing the Trend EMA and sensitivity inputs helps here.
• Labels are confirmed on bar close (no repaint). Panel counters and the Current Z-Score value update intrabar for live monitoring.
🔹 RISK DISCLOSURE
Trading involves substantial risk of loss. Past behaviour of any signal or statistic does not guarantee future performance. This script is a research and analysis tool — it is not investment advice, a recommendation, or a solicitation to trade. Users are responsible for their own decisions, risk management, and position sizing. Indicador
