Futures Buy/Sell IndicatorAi generated algorithm for buy and sell times for futures. Works on multiple charts.
Kitaran
Futures Buy/Sell IndicatorDeveloped by Ai this chart provides buy sell times. Sell you longs on the sell or buy shorts on sell marks.
StonkGame Major Market Open/ClosePlots vertical lines for Tokyo, London, and New York session opens and closes — auto-adjusted to your chart's timezone.
Open lines = lighter, dashed style.
Close lines = solid, full-color style.
Helps identify key liquidity windows, session-driven volatility, and clean market structure — without chart clutter.
Fully customizable colors and line styles for a professional, minimal look.
China 10-Year Yield Inverted with Time Lead (Months)The "China 10-Year Yield Inverted with Time Lead (Months)" indicator is a Pine Script tool for TradingView that displays the inverted China 10-Year Government Bond Yield (sourced from TVC:CN10Y) with a user-defined time lead or lag in months. The yield is inverted by multiplying it by -1, making a rising yield appear as a downward movement and vice versa, which helps visualize inverse correlations with other assets. Users can input the number of months to shift the yield forward (lead) or backward (lag), with the shift calculated based on the chart’s timeframe (e.g., 20 bars per month on daily charts). The indicator plots the shifted, inverted yield as a blue line in a separate pane, with a zero line for reference, enabling traders to analyze leading or lagging relationships with other financial data, such as the PBOC Balance Sheet or Bitcoin price.
🌌 Astro Energy IndicatorAstro energy indicator to help you see how the astro energy is effecting the market and the price.
Price Position Percentile (PPP)
Price Position Percentile (PPP)
A statistical analysis tool that dynamically measures where current price stands within its historical distribution. Unlike traditional oscillators, PPP adapts to market conditions by calculating percentile ranks, creating a self-adjusting framework for identifying extremes.
How It Works
This indicator analyzes the last 200 price bars (customizable) and calculates the percentile rank of the current price within this distribution. For example, if the current price is at the 80th percentile, it means the price is higher than 80% of all prices in the lookback period.
The indicator creates five dynamic zones based on percentile thresholds:
Extremely Low Zone (<5%) : Prices in the lowest 5% of the distribution, indicating potential oversold conditions.
Low Zone (5-25%) : Accumulation zone where prices are historically low but not extreme.
Neutral Zone (25-75%) : Fair value zone representing the middle 50% of the price distribution.
High Zone (75-95%) : Distribution zone where prices are historically high but not extreme.
Extremely High Zone (>95%) : Prices in the highest 5% of the distribution, suggesting potential bubble conditions.
Mathematical Foundation
Unlike fixed-threshold indicators, PPP uses a non-parametric approach:
// Core percentile calculation
percentile = (count_of_prices_below_current / total_prices) * 100
// Threshold calculation using built-in function
p_extremely_low = ta.percentile_linear_interpolation(source, lookback, 5)
p_low = ta.percentile_linear_interpolation(source, lookback, 25)
p_neutral_high = ta.percentile_linear_interpolation(source, lookback, 75)
p_extremely_high = ta.percentile_linear_interpolation(source, lookback, 95)
Key Features
Dynamic Adaptation : All zones adjust automatically as price distribution changes
Statistical Robustness : Works on any timeframe and any market, including highly volatile cryptocurrencies
Visual Clarity : Color-coded zones provide immediate visual context
Non-parametric Analysis : Makes no assumptions about price distribution shape
Historical Context : Shows how zones evolved over time, revealing market regime changes
Practical Applications
PPP provides objective statistical context for price action, helping traders make more informed decisions based on historical price distribution rather than arbitrary levels.
Value Investment : Identify statistically significant low prices for potential entry points
Risk Management : Recognize when prices reach historical extremes for profit taking
Cycle Analysis : Observe how percentile zones expand and contract during different market phases
Market Regime Detection : Identify transitions between accumulation, markup, distribution, and markdown phases
Usage Guidelines
This indicator is particularly effective when:
- Used across multiple timeframes for confirmation
- Combined with volume analysis for validation of extremes
- Applied in conjunction with trend identification tools
- Monitored for divergences between price action and percentile ranking
Liquidity Zones Alerts"Liquidity Zones Alerts" is a powerful smart-money-based indicator designed to detect key liquidity grabs and provide high-probability reversal signals using a combination of market structure, volume, volatility, and candlestick confirmation.
🧠 How It Works
The core logic of this indicator is built around the Smart Money Concepts:
🔺 Liquidity Sweeps: Detects when price takes out previous daily or weekly highs/lows, suggesting stop hunts or engineered liquidity moves by institutional players.
📈 Volume Filter: Ensures signals only appear during above-average volume, filtering out noise and low-interest moves.
⚡ Volatility Filter: Flags high-range candles relative to the average, catching flash crashes/spikes that often precede strong reversals.
🔄 Engulfing Candle Confirmation: Confirms entry with a bullish or bearish engulfing pattern after liquidity is taken — increasing signal reliability.
🧭 Premium/Discount Zone Logic: Trades are filtered to ensure longs are only taken in discount zones, and shorts in premium zones, using a 20-period market range for context.
📌 Features
✅ Daily & Weekly liquidity zones toggle
✅ Visual signals with clean 🔻(short) & 🔺(long) arrows
✅ Auto-detection of flash crashes
✅ Alerts on both long and short setups
✅ Optional previous high/low level plotting for context
✅ Background highlighting of valid signal candles
✅ Multi-timeframe friendly and compatible with any asset
🛠️ Use Case
Whether you're a scalper or a swing trader, this tool helps you spot institutional entry zones before the move happens. It works especially well when combined with your existing bias or supply/demand zones.
💬 “Price doesn't move randomly — it hunts liquidity. This indicator shows you where and when it happens.”
Candle Close CountdownPlots a candle close countdown timer ('mm:ss') directly on the chart. It sits in a convenient position slightly offset to the right of the current candle and adjusts up and down as price moves. Really only good for shorter timeframes (i.e. < 1 hour)
Vwap Vision #WhiteRabbitVWAP Vision #WhiteRabbit
This Pine Script (version 5) script implements a comprehensive trading indicator called "VWAP Vision #WhiteRabbit," designed for analyzing price movements using the Volume-Weighted Average Price (VWAP) along with multiple customizable features, including adjustable color themes for better visual appeal.
Features:
Customizable Color Themes:
Choose from four distinct themes: Classic, Dark Mode, Fluo, and Phil, enhancing the visual layout to match user preferences.
VWAP Calculation:
Uses standard VWAP calculations based on selected anchor periods (Session, Week, Month, etc.) to help identify price trends.
Band Settings:
Multiple bands are calculated based on standard deviations or percentages, with customization options to configure buy/sell zones and liquidity levels.
Buy/Sell Signals:
Generates clear buy and sell signals based on price interactions with the calculated bands and the exponential moving average (EMA).
Real-time Data Display:
Displays real-time signals and VWAP values for selected trading instruments, including XAUUSD, NAS100, and BTCUSDT, along with related alerts for trading opportunities.
Volatility Analysis:
Incorporates volatility metrics using the Average True Range (ATR) to assess market conditions and inform trading decisions.
Enhanced Table Displays:
Provides tables for clear visualization of trading signals, real-time data, and performance metrics.
This script is perfect for traders looking to enhance their analysis and gain insights for making informed trading decisions across various market conditions.
Advanced Structure & Order BlocksBelow is a Pine Script (version 6) that combines advanced structure mapping (identifying market structure through swing highs/lows and break of structure) with order block detection (bullish and bearish). The script plots swing points, marks bullish and bearish order blocks, and identifies break of structure (BOS) for trend direction. It’s designed to be customizable and clear for traders analyzing market structure and liquidity zones.
```pine
//@version=6
indicator("Advanced Structure & Order Blocks", overlay=true, max_boxes_count=100, max_lines_count=100)
// Inputs
lookback = input.int(5, "Swing Lookback", minval=1, step=1, group="Structure Settings")
ob_sensitivity = input.float(0.5, "Order Block Sensitivity", minval=0.1, maxval=2, step=0.1, group="Order Block Settings")
max_ob_display = input.int(10, "Max Order Blocks Displayed", minval=1, maxval=50, group="Order Block Settings")
show_bos = input.bool(true, "Show Break of Structure", group="Structure Settings")
// Swing High/Low Detection
swing_high = ta.pivothigh(high, lookback, lookback)
swing_low = ta.pivotlow(low, lookback, lookback)
// Store swing points
var float last_high = 0
var float last_low = 0
var int last_high_idx = 0
var int last_low_idx = 0
if swing_high
last_high := swing_high
last_high_idx := bar_index
if swing_low
last_low := swing_low
last_low_idx := bar_index
// Plot swing points
plotshape(swing_high, style=shape.triangleup, location=location.abovebar, color=color.red, size=size.small, offset=-lookback)
plotshape(swing_low, style=shape.triangledown, location=location.belowbar, color=color.green, size=size.small, offset=-lookback)
// Market Structure (Bullish/Bearish)
var bool is_bullish = true
var float last_structure_high = high
var float last_structure_low = low
if close > last_high and is_bullish == false
is_bullish := true
last_structure_low := last_low
if close < last_low and is_bullish
is_bullish := false
last_structure_high := last_high
// Break of Structure (BOS)
var float bos_level = 0
var color bos_color = na
if show_bos
if is_bullish and close > last_structure_high
bos_level := last_structure_high
bos_color := color.green
last_structure_high := high
if not is_bullish and close < last_structure_low
bos_level := last_structure_low
bos_color := color.red
last_structure_low := low
plotshape(bos_level, style=shape.labeldown, location=location.absolute, color=bos_color, size=size.tiny, text="BOS", textcolor=color.white)
// Order Block Detection
var int ob_count = 0
bullish_ob() =>
// Bullish OB: Price rejects from a low, forming a demand zone
close < open and close > open and close > high * (1 + ob_sensitivity / 100)
bearish_ob() =>
// Bearish OB: Price rejects from a high, forming a supply zone
close > open and close < open and close < low * (1 - ob_sensitivity / 100)
// Plot Order Blocks
if bullish_ob() and ob_count < max_ob_display
box.new(left=bar_index , top=high , right=bar_index, bottom=low , bgcolor=color.new(color.green, 80), border_color=color.green)
ob_count := ob_count + 1
if bearish_ob() and ob_count < max_ob_display
box.new(left=bar_index , top=high , right=bar_index, bottom=low , bgcolor=color.new(color.red, 80), border_color=color.red)
ob_count := ob_count + 1
// Reset OB count when structure changes
if is_bullish != is_bullish
ob_count := 0
// Plot current trend
var label trend_label = na
label.delete(trend_label )
trend_label := label.new(
bar_index, high, text=is_bullish ? "Bullish" : "Bearish",
color=is_bullish ? color.green : color.red, textcolor=color.white, style=label.style_label_down
)
```
### Explanation
1. **Structure Mapping**:
- Uses `ta.pivothigh` and `ta.pivotlow` to detect swing highs/lows based on a user-defined lookback period.
- Tracks market trend (bullish/bearish) by comparing price action against previous swing points.
- Identifies Break of Structure (BOS) when price breaks a significant high (in a bearish trend) or low (in a bullish trend), plotted as a labeled marker.
2. **Order Blocks**:
- Detects bullish order blocks (demand zones) where a bearish candle is followed by a strong bullish candle, indicating institutional buying.
- Detects bearish order blocks (supply zones) where a bullish candle is followed by a strong bearish candle, indicating institutional selling.
- Sensitivity is adjustable to fine-tune OB detection.
- Boxes are drawn around order blocks, limited by a user-defined maximum to avoid clutter.
3. **Features**:
- Visualizes swing points with triangles (red for highs, green for lows).
- Displays BOS events with labels for trend confirmation.
- Shows trend direction (bullish/bearish) with a dynamic label.
- Caps the number of displayed order blocks for clarity.
- Resets OB count on structure change to prioritize recent zones.
### Customization
- **Swing Lookback**: Adjusts how far back the script looks for swing points (higher values for longer-term structure).
- **OB Sensitivity**: Controls the strength required for OB detection (lower values for more OBs, higher for stricter).
- **Max OB Display**: Limits how many OBs are shown to keep the chart clean.
- **Show BOS**: Toggle BOS labels on/off.
### Notes
- The script runs on any timeframe, but higher timeframes (e.g., 4H, Daily) are better for significant OBs and structure.
- Order blocks are historical and may repaint slightly until confirmed by structure changes.
- For advanced use, you could add alerts for BOS or OB formation by using `alertcondition()`.
This code provides a robust foundation for structure-based trading with order blocks. You can extend it further by adding fair value gaps (FVG) or liquidity sweeps if needed. Let me know if you want to dive deeper into any part!
Automated Trading Session Adjustments (Timezone & DST Aware)Automated Trading Session Adjustments (Timezone & DST Aware)
Optimize your trading setup with this advanced, fully automated session management tool. This script automatically adjusts your trading session times based on your selected timezones and accounts for daylight saving time changes—ensuring your chart always reflects the correct market hours.
Key Features:
Automated Timezone & DST Adjustments:
Configure your trading sessions once, and the script will automatically adjust for both timezone differences and daylight savings, saving you precious time.
Customizable Session Times:
Set your preferred trading hours for the ICT London Killzone (default: 07:00–10:00 London Time). The premium version unlocks an additional New York Killzone (default: 08:00–09:30 New York Time) for even more in-depth market analysis.
Visual Session Tracking:
The script automatically tracks the highest and lowest candles during each session and draws dynamic boxes around these key levels once each session ends—helping you quickly identify critical support and resistance levels.
Premium Dual-Session Feature:
Free users enjoy full functionality for the ICT London session. To access the premium New York Killzone session and other advanced features, simply message me directly to receive your license key upgrade. There’s no website—just send a TradingView message, and we’ll get you set up!
Why Use This Script?
Efficiency:
Spend less time manually adjusting session times and more time focusing on trading.
Enhanced Market Analysis:
Visual session boxes and high/low tracking provide you with clear insights into key market levels.
Easy Upgrade Process:
Test the free version, and when you’re ready to advance your trading strategy, contact me directly for the premium license key and unlock enhanced features.
Transform your trading workflow with automated session adjustments and precise visual analysis. Message me directly through TradingView to upgrade and access the full premium features!
Niveles de 100 Pips XAUUSD - Rango Controlado300 pips above the current price
700 pips below the current price
🔎 Why?
Because normally in gold (XAUUSD), you want to see more levels below (past supports) and not as much space above where there are no levels.
Liquidity Stress Index SOFR - IORBLiquidity Stress Index (SOFR - IORB)
This indicator tracks the spread between the Secured Overnight Financing Rate (SOFR) and the Interest on Reserve Balances (IORB) set by the Federal Reserve.
A persistently positive spread may indicate funding stress or liquidity shortages in the repo market, as it suggests overnight lending rates exceed the risk-free rate banks earn at the Fed.
Useful for monitoring monetary policy transmission or market/liquidity stress.
Traffic Lights ✨A simple indicator to identify HFT alignment for trading expansion.
There is an option to use penultimate candle as well.
Optimized Liquidity Sweep RSI Divergence StrategyIncreasing your win percentage isn’t solely about tweaking code—it involves:
Systematic testing: Validate each change over sufficient historical data.
Market context understanding: Know that different market conditions might favor one type of filter over another.
Holistic review: Evaluate not just the win rate but also your overall expectancy. A lower win rate with a strong risk/reward might be more profitable than a high win rate with low rewards.
Continue experimenting while keeping thorough records of your backtests and live results. This iterative process will help you tailor your approach to achieve that target 70% win rate. If you have further questions or need additional modifications, feel free to ask!
Blu-Money Vip📈 Introducing the system: "Blu Money"
Are you looking for an accurate, easy-to-use BUY/SELL signal system with an automatic trailing stop to optimize your entry points?
"Blu Money" is the choice for you.
✅ Key features:
🔹 Clear Buy/Sell signals:
The system automatically displays arrows and "Buy" or "Sell" labels right on the chart whenever there is a trend reversal signal.
🔹 Smart Trailing Stop:
The blue line below/above the candle acts as a trailing stop – helping you identify reasonable exit zones or move the SL according to the trend.
🔹 Multi-timeframe and multi-pair application:
Easily used on all charts – from Forex, Crypto to Stocks.
🔹 Flexible parameter customization:
Allows you to change signal sensitivity, trailing width, confirmation time, suitable for various trading styles.
🧠 Who is it suitable for?
New traders who need easy-to-understand, intuitive signals.
Professional traders looking to optimize their trading strategies.
Multi-Session Opening Range IndicatorPlots the opening range of each trading session: Tokyo (red), London (green) and NY (blue)
Defaults to GMT +7 timezone and 1 hr opening range
Quarterly Cycle Theory with DST time AdjustedThe Quarterly Theory removes ambiguity, as it gives specific time-based reference points to look for when entering trades. Before being able to apply this theory to trading, one must first understand that time is fractal:
Yearly Quarters = 4 quarters of three months each.
Monthly Quarters = 4 quarters of one week each.
Weekly Quarters = 4 quarters of one day each (Monday - Thursday). Friday has its own specific function.
Daily Quarters = 4 quarters of 6 hours each = 4 trading sessions of a trading day.
Sessions Quarters = 4 quarters of 90 minutes each.
90 Minute Quarters = 4 quarters of 22.5 minutes each.
Yearly Cycle: Analogously to financial quarters, the year is divided in four sections of three months each:
Q1 - January, February, March.
Q2 - April, May, June (True Open, April Open).
Q3 - July, August, September.
Q4 - October, November, December.
S&P 500 E-mini Futures (daily candles) — Monthly Cycle.
Monthly Cycle: Considering that we have four weeks in a month, we start the cycle on the first month’s Monday (regardless of the calendar Day):
Q1 - Week 1: first Monday of the month.
Q2 - Week 2: second Monday of the month (True Open, Daily Candle Open Price).
Q3 - Week 3: third Monday of the month.
Q4 - Week 4: fourth Monday of the month.
S&P 500 E-mini Futures (4 hour candles) — Weekly Cycle.
Weekly Cycle: Daye determined that although the trading week is composed by 5 trading days, we should ignore Friday, and the small portion of Sunday’s price action:
Q1 - Monday.
Q2 - Tuesday (True Open, Daily Candle Open Price).
Q3 - Wednesday.
Q4 - Thursday.
S&P 500 E-mini Futures (1 hour candles) — Daily Cycle.
Daily Cycle: The Day can be broken down into 6 hour quarters. These times roughly define the sessions of the trading day, reinforcing the theory’s validity:
Q1 - 18:00 - 00:00 Asia.
Q2 - 00:00 - 06:00 London (True Open).
Q3 - 06:00 - 12:00 NY AM.
Q4 - 12:00 - 18:00 NY PM.
S&P 500 E-mini Futures (15 minute candles) — 6 Hour Cycle.
6 Hour Quarters or 90 Minute Cycle / Sessions divided into four sections of 90 minutes each (EST/EDT):
Asian Session
Q1 - 18:00 - 19:30
Q2 - 19:30 - 21:00 (True Open)
Q3 - 21:00 - 22:30
Q4 - 22:30 - 00:00
London Session
Q1 - 00:00 - 01:30
Q2 - 01:30 - 03:00 (True Open)
Q3 - 03:00 - 04:30
Q4 - 04:30 - 06:00
NY AM Session
Q1 - 06:00 - 07:30
Q2 - 07:30 - 09:00 (True Open)
Q3 - 09:00 - 10:30
Q4 - 10:30 - 12:00
NY PM Session
Q1 - 12:00 - 13:30
Q2 - 13:30 - 15:00 (True Open)
Q3 - 15:00 - 16:30
Q4 - 16:30 - 18:00
S&P 500 E-mini Futures (5 minute candles) — 90 Minute Cycle.
Micro Cycles: Dividing the 90 Minute Cycle yields 22.5 Minute Quarters, also known as Micro Sessions or Micro Quarters:
Asian Session
Q1/1 18:00:00 - 18:22:30
Q2 18:22:30 - 18:45:00
Q3 18:45:00 - 19:07:30
Q4 19:07:30 - 19:30:00
Q2/1 19:30:00 - 19:52:30 (True Session Open)
Q2/2 19:52:30 - 20:15:00
Q2/3 20:15:00 - 20:37:30
Q2/4 20:37:30 - 21:00:00
Q3/1 21:00:00 - 21:23:30
etc. 21:23:30 - 21:45:00
London Session
00:00:00 - 00:22:30 (True Daily Open)
00:22:30 - 00:45:00
00:45:00 - 01:07:30
01:07:30 - 01:30:00
01:30:00 - 01:52:30 (True Session Open)
01:52:30 - 02:15:00
02:15:00 - 02:37:30
02:37:30 - 03:00:00
03:00:00 - 03:22:30
03:22:30 - 03:45:00
03:45:00 - 04:07:30
04:07:30 - 04:30:00
04:30:00 - 04:52:30
04:52:30 - 05:15:00
05:15:00 - 05:37:30
05:37:30 - 06:00:00
New York AM Session
06:00:00 - 06:22:30
06:22:30 - 06:45:00
06:45:00 - 07:07:30
07:07:30 - 07:30:00
07:30:00 - 07:52:30 (True Session Open)
07:52:30 - 08:15:00
08:15:00 - 08:37:30
08:37:30 - 09:00:00
09:00:00 - 09:22:30
09:22:30 - 09:45:00
09:45:00 - 10:07:30
10:07:30 - 10:30:00
10:30:00 - 10:52:30
10:52:30 - 11:15:00
11:15:00 - 11:37:30
11:37:30 - 12:00:00
New York PM Session
12:00:00 - 12:22:30
12:22:30 - 12:45:00
12:45:00 - 13:07:30
13:07:30 - 13:30:00
13:30:00 - 13:52:30 (True Session Open)
13:52:30 - 14:15:00
14:15:00 - 14:37:30
14:37:30 - 15:00:00
15:00:00 - 15:22:30
15:22:30 - 15:45:00
15:45:00 - 15:37:30
15:37:30 - 16:00:00
16:00:00 - 16:22:30
16:22:30 - 16:45:00
16:45:00 - 17:07:30
17:07:30 - 18:00:00
S&P 500 E-mini Futures (30 second candles) — 22.5 Minute Cycle.
Exponential Top and Bottom FinderAll-in-one indicators that works really great and highly customizable.
@ZB MTF Nadaraya-Watson: Rational Quadratic Kernel Regression@ZB MTF Nadaraya-Watson: Rational Quadratic Kernel Regression
Elevate your trading analysis with this advanced indicator that unifies seven timeframe perspectives into a single, coherent view. By combining multi-timeframe trend evaluation with a robust, non-parametric regression technique, this tool not only highlights market direction but also signals periods of alignment and choppiness.
Key Features
Integrated Multi-Timeframe Analysis:
Simultaneously analyze trends across seven timeframes in one chart. This unified approach provides a clear snapshot of whether different market horizons are in agreement or if the market is experiencing indecision and choppiness.
Customizable Regression Settings:
Fine-tune the regression model to suit your trading strategy with several adjustable parameters:
Source Price:
Define which price (typically the close) is used as the foundation for regression analysis.
Lookback Window (h):
Set the number of bars included in the calculation. A broader lookback smooths the trend line by incorporating more historical data, while a shorter window increases responsiveness to recent market moves.
Relative Weighting (r):
Adjust the influence of past price data through a relative weighting factor within the kernel function. This controls how sharply the weight decays with time, ensuring that both recent and older price movements are appropriately balanced.
Start Regression at Bar (x₀):
Specify the bar from which the regression should commence, allowing you to disregard early data and concentrate on the most relevant market activity.
Lag:
Apply a customizable lag to smooth the output further. This lag helps in identifying more reliable crossovers and reducing noise in the trend detection process.
Dynamic Visual Cues:
Adaptive Trend Colors:
The indicator employs customizable bullish and bearish colors that shift dynamically based on market conditions, giving you immediate visual insights into the prevailing trend.
Fill and Markers:
Optional visual enhancements such as fills between trend lines and crossover markers accentuate key alignment shifts and potential reversal points.
Comprehensive Trend Summary:
A built-in trend table summarizes the directional momentum across all seven timeframes. With adjustable positioning, this table offers an at-a-glance overview, making it easier to assess overall market sentiment.
About the Regression Methodology
At the heart of this indicator lies the Nadaraya-Watson estimator—a non-parametric regression technique that calculates a weighted average of historical price data. In this implementation, the estimator leverages a rational quadratic kernel:
Nadaraya-Watson Estimator:
This method computes a smooth trend line by averaging past data points, assigning weights that diminish with time. It adapts flexibly to changes without imposing a rigid model structure.
Rational Quadratic Kernel:
The kernel function, which is a form of quadratic (but with a rational formulation), assigns weights based on the squared differences of historical data. This approach effectively balances the influence of recent price movements against longer-term trends, reducing the likelihood of overfitting and capturing the true underlying market dynamics.
How It Works
Regression Calculation:
The script calculates a kernel regression for each timeframe by applying the Nadaraya-Watson estimator. It uses user-defined settings (source price, lookback window, relative weighting, starting bar, and lag) to generate a smooth trend line that reflects current market behavior.
Trend Analysis:
By comparing sequential regression values and incorporating the lag parameter, the indicator detects periods of alignment or divergence across timeframes. These signals are visualized with dynamic colors, fills, and markers—highlighting clear trends as well as moments when the market becomes choppy.
Consolidated View:
The integrated trend table and unified chart presentation enable traders to quickly assess the multi-timeframe consensus, essential for making informed trading decisions.
Customization and Flexibility
Tailored Analysis:
Adjust key regression parameters to align the indicator with your trading strategy. Whether you prefer a more reactive or smooth trend line, the flexibility provided by the customizable settings ensures that you can optimize the tool for various market conditions.
Enhanced Visualizations:
Personalize the visual output—choose your own colors for bullish and bearish states, and decide whether to enable fills or markers—to make the indicator seamlessly integrate with your charting style.
Comprehensive Market Insight:
Whether you’re tracking clear directional trends or identifying choppy markets across multiple timeframes, this indicator provides a multi-layered perspective, empowering you to fine-tune your strategy and make proactive decisions.
Harness the advanced power of multi-timeframe analysis combined with the precision of Nadaraya-Watson and rational quadratic kernel regression to gain a deeper, clearer view of the markets.
SOFR-EFFR with Spread Histogram & TableThis indicator visualizes the spread between SOFR (Secured Overnight Financing Rate) and EFFR (Effective Federal Funds Rate), two of the most important short-term USD funding rates.
The spread (SOFR - EFFR) is plotted as a histogram to highlight potential dislocations in the dollar liquidity structure. Green bars indicate an increasing spread (more stress on secured funding), while red bars suggest a decreasing spread (possible flight to safety or credit risk aversion).
An info table in the top-right corner displays real-time values for:
- SOFR
- EFFR
- Their spread (with emoji arrow showing trend direction 💚 / 💔 / 🤍)
This tool can be used to monitor dollar funding pressures, repo market behavior, and potential macro stress signals — often preceding equity or credit market volatility.
