NextGen AI Gamma Levels (Options+Darkpool data)

Gamma Levels are displaying key levels in Intraday Trading. The concept is similar to Pivots; however, the logic and calculation of those levels are much more complex.

Method of calculation
I load Options Data and Darkpool transactions from the selected market and process them with a Machine Learning algorithm. That way, I receive insights from data in the form of critical levels to observe. I export the data to the Quandl database. That way, through Pine Script, we can load them to this indicator. The levels change each new trading day.

How to use it in trading?
Those levels are very often used by Smart Money (what can be observed, for example, through Orderflow).
Major rules to play it are listed below:

• the higher Gamma (+/- 0.25, 0.5, 1.0), the more strong it is (in case of possible reversal).
  
• Extreme Low and Extreme High levels are in 8 out of 10 cases setting maximum range of the moves on instrument during Intraday session
  
• Passing last Gammas (either +1 or -1) means we have an anomaly in the form of Trend Day (typically 2-3 times max each time). A good entry strategy would be here to enter the trade after the price closes above/below the last Gamma.
  

You shouldn't trade Gamma Levels blindly without alignment and judging market context by Trader! However, if you combine it with Volume Analysis (like VSA) or Price Action, you can have a significant edge on the market and receive a complete Trading Suite in your toolkit set. It's not a golden graal (as such doesn't exist), but it gives you an edge by serving data insights based on Options & Darkpool market data.