Target RadarTarget Radar filters entries with a confidence gate, then maps the next objective using pivot-cluster Support/Resistance pools.
It’s built for traders who want fewer, cleaner signals and a clear target level instead of guessing exits.
What you get on the chart
🔵 Support pools (pivot-low clusters)
🟠 Resistance pools (pivot-high clusters)
🟢 Long signal (▲) when the setup passes filters + score threshold
🔴 Short signal (▼) when the setup passes filters + score threshold
Projection band (expected move with uncertainty half-width)
Forward box (next-horizon projected zone)
Target line + label (best nearby pool in the forecast direction + score)
How to read the Support/Resistance pools
Target Radar doesn’t draw random lines. It builds price pools from confirmed pivots and clusters them:
A pivot forms after pivotLen bars confirm (that’s the confirmation delay by design).
Levels within ATR * mergeATR merge into one pool.
Strength = number of merged touches.
Thickness/opacity = strength (stronger pools stand out).
Legend
🔵 Blue = Support pools
🟠 Orange = Resistance pools
Thick + less transparent = stronger level
These colors are reserved for structure, not signal direction.
What makes this different
Most tools do signals or support/resistance or volatility bands.
Target Radar combines them into a single workflow:
Directional forecast (up/down pressure)
Uncertainty gate (trade conditions vs noise)
Structure-based target (where price is most likely to react next)
So you’re not just taking entries—you’re trading entry + environment + destination.
The math behind it (simple + transparent)
1) Forecast Engine (direction)
Each component is normalized with a z-score over lookback:
trendZ = zscore((EMA10 − EMA20) / EMA20)
momZ = zscore(RSI14 − 50)
volZ = zscore(ATR14 / close) (penalty)
vprZ = zscore(log(SMA(upVol)/SMA(downVol)))
Weighted blend:
rawScore = wTrend*trendZ + wMom*momZ − wVol*volZ + wVpr*vprZ
Bounded and scaled:
bound(x) = x / (1 + |x|)
forecastRet = bound(rawScore) * (ATR/close) * retScale
2) Uncertainty band (confidence gate)
The script measures recent forecast error:
realRet = ln(close / close )
residual = |realRet − forecastRet |
Half-width uses rolling error stats:
halfWidth = max(mean(residual) + zMult*stdev(residual), minHW)
Interpretation:
Small halfWidth = stable environment
Large halfWidth = unstable environment (signals blocked if enabled)
3) Target scoring (structure + forecast alignment)
The target is the nearest pool in the forecast direction, then scored by:
distance fit vs the uncertainty band
whether the level sits inside the projection zone
pool strength bonus
Best practices (how traders actually use it)
New traders
Start with Breakout or EMA Cross
Keep filters ON:
Require Forecast Alignment ✅
Block High Uncertainty ✅
Match Regime to Mode ✅
Use the dashed target as the first objective.
Experienced traders
Use Target Radar as a validation + targeting layer:
Your setup triggers → Target Radar decides if conditions are tradable and where the next level sits.
Raise minScore to reduce signals and tighten quality.
Use the pool strength (thicker/clearer lines) as a structure filter.
Mode ↔ Regime pairing
TREND regime: Breakout, EMA Cross
RANGE regime: Mean Reversion
CHAOS regime: filtered out when regime gate is enabled
What it is / what it isn’t
It is: a confidence-gated signal filter + structure target mapper.
It isn’t: a full strategy/backtest engine—use Strategy Tester if you want full trade simulation.
Alerts
Long signal
Short signal
High uncertainty
Penunjuk dan strategi
200 Bar En Uzun Bar + 1.5x Volume (Nokta)btc için ise yarıyor dönüş ihtimali olan yerleri gösteriyor ..mor nokta
by m t EYUBOGLU
Borna StructureBorna Structure
Borna Structure is a clean market structure indicator that plots key swing levels on the chart and marks Break of Structure (BOS) and Change of Character (CHoCH) events based on close-confirmed breaks.
The indicator uses horizontal levels to represent structural highs and lows and prints BOS or CHoCH only when price breaks and closes beyond a valid level, avoiding repeated signals on continuation candles. This makes it suitable for manual analysis and backtesting, especially on intraday timeframes.
Borna Structure does not provide buy or sell signals and is intended to be used as a market structure reference tool, commonly combined with session levels or price action confirmation.
Rhokeo-VW-RSI Histogram for Cumulative Delta by ZeiirmanRhokeo-VW-RSI Histogram: Volume-Weighted Momentum (use with Cumulative Delta from Zeiierman) Note that Cumulative Delta is a paid indicator.
Overview: The Rhokeo-VW-RSI Histogram is a momentum oscillator designed to filter out market noise by integrating volume directly into the RSI calculation. Unlike a standard RSI, which only considers price change, this indicator weights those changes by the volume occurring at the time.
It creates a momentum profile in the form of a Histogram. If the price moves on high volume, the indicator reflects that strong market interest through its volume-weighted gain and loss calculations. It is particularly effective as a complementary filter for “Cumulative Delta” from Zeiierman to confirm the strength behind a move before you enter a trade.
How It Works The indicator operates on a normalized scale of -1.0 to +1.0 for easier visual interpretation and compatibility with Cumulative Delta indicator:
• The Volume-Weighted Core: Gains and losses are calculated by multiplying the price change by volume to ensure the "Relative Strength" reflects true capital flow.
• Smoothing for Clarity: The raw Volume Weighted RSI (VW-RSI) is processed through a customizable Moving Average—such as SMA, EMA, SMMA, WMA, or VWMA—to produce the smooth histogram.
• Four-Zone Coloring System: The histogram changes color dynamically based on momentum intensity:
o Strong Bull: Price is trending up with high-volume conviction.
o Weak Bull: Positive momentum, but not yet overextended.
o Weak Bear: Negative momentum starting to build.
o Strong Bear: Heavy selling pressure with high-volume conviction.
Key Features
• Shading: The background features optional red and green shading in the "Extreme" zones to warn traders of potential exhaustion areas.
• Dynamic Zero Line: The center line flips color between Green and Red based on whether the VW-RSI is positive or negative.
• Customization: Traders can adjust the smoothing length, source price, and the specific levels for overbought/oversold zones.
Best Use Case for New Traders: New traders often get "faked out" by price spikes that have no volume behind them. This indicator helps confirm and time better entries:
1. Wait for your Cumulative Delta indicator to give a signal.
2. Check the VW-RSI Histogram and whether it confirms or not.
3. Long Entry: Only enter if the histogram is positive and rising (above 0).
4. Short Entry: Only enter if the histogram is negative and decreasing (below 0).
________________________________________
Disclaimer
Financial Risk:
• Trading involves significant risk, and most traders lose money.
• This indicator is a tool for technical analysis and does not constitute financial, investment, or trading advice.
• Past performance is not indicative of future results; never trade with money you cannot afford to lose.
Usage & Reliability:
• The Rhokeo-VW-RSI Histogram is provided "as-is" for educational and informational purposes only.
• While volume-weighting aims to filter market noise, no indicator can guarantee 100% accuracy or predict future market movements with certainty.
• This script is intended to be a complementary tool that works well with other indicators in this case the Cumulative Delta from Zeiirman; it should be used in conjunction with other forms of analysis, risk management, and your own due diligence.
Commercial Notice:
• If you are using this alongside a third-party paid indicator, please note that I am not responsible for the performance or support of external products.
• Users are responsible for their own trade execution and account management.
NQ 1M Direction Strength Meter (Bull + Bear) [v6]NQ 1M Direction Strength Meter (Bull + Bear)
By: StanTheTradingMan
License: Mozilla Public License 2.0 (MPL-2.0)
Overview
NQ 1M Direction Strength Meter is a compact, real-time bull vs bear strength engine designed to answer one question clearly:
“Who is in control right now — buyers or sellers — and how strong is that control?”
Instead of printing noisy buy/sell spam, this tool continuously scores Bull Strength and Bear Strength on a 0–100 scale , then displays a Net (Bull − Bear) histogram for quick bias confirmation. It’s tuned for NQ 1-minute action but works on any symbol/timeframe.
What You Get
✅ Bull Strength (0–100) line
✅ Bear Strength (0–100) line
✅ Net histogram = Bull − Bear (dominance / bias)
✅ Optional background tint when bull/bear becomes “strong”
✅ Flip triangles + alerts when strength crosses the “Strong” threshold
✅ Optional RTH-only scoring (0930–1600) to reduce overnight noise
How the Score Works (Simple + Transparent)
Each side (bull/bear) is built from five components, blended into a single 0–100 score:
Directional Slope (ATR-normalized)
Uses EMA slope strength and maps it smoothly (no harsh jumps).
Bull score rises when slope is positive; Bear score rises when slope is negative.
Level / Trend Alignment
Bull points for: above VWAP (optional), above EMA mid, bullish EMA stack (fast ≥ mid ≥ slow)
Bear points for: below VWAP (optional), below EMA mid, bearish EMA stack (fast ≤ mid ≤ slow)
Volume Participation (shared)
Scores higher when current volume meaningfully exceeds its moving average.
Helps avoid “weak moves” that drift without participation.
Pullback Quality (directional)
Bull prefers shallow pullbacks from recent highs.
Bear prefers shallow bounces from recent lows.
Uses ATR to standardize “how bad” a counter-move is.
Momentum (RSI fast)
Bull benefits from higher RSI, Bear benefits from lower RSI (fast reaction).
Default weighting (blended):
Slope 32% • Volume 26% • Pullback Quality 18% • Level/Stack 16% • RSI 8%
How to Use It (Practical Read)
Think of it like a “directional engine gauge,” not a stand-alone entry system.
Bull-favoring conditions:
Bull Strength climbs and holds above 50
Bull Strength pushes above 70 (Strong)
Bear Strength stays suppressed (often below 50 )
Net histogram positive and expanding
Bear-favoring conditions:
Bear Strength climbs and holds above 50
Bear Strength pushes above 70 (Strong)
Bull Strength stays suppressed
Net histogram negative and expanding
Chop / no-trade warning:
Bull and Bear both hovering near mid-range (around 40–60)
Net histogram flipping frequently
Strong threshold rarely holds after being crossed
Signals & Alerts
This script includes two clean “state change” triggers:
Bull turns STRONG when Bull Strength crosses above the Strong Threshold (default 70)
Bear turns STRONG when Bear Strength crosses above the Strong Threshold (default 70)
You can create TradingView alerts using:
“BULL STRONG”
“BEAR STRONG”
These are intended as momentum/confirmation notifications , not guaranteed entries.
Recommended Settings (for NQ 1M)
Defaults are already tuned for fast index futures behavior:
EMA Fast/Mid/Slow: 8 / 21 / 50
RSI Length: 7 (fast)
ATR: 14
Volume MA: 20
Lookback (pullback quality): 60
Smoothing: 5
Strong Threshold: 70
Weak Threshold: 50
VWAP scoring: ON (recommended intraday)
RTH filter: ON if you want cleaner signal integrity (less overnight noise)
Notes / Limitations
This is a strength meter, not a full strategy. Use it alongside structure (levels, VWAP, OR, liquidity, etc.).
Volume behavior varies by market/session; RTH filtering can dramatically improve signal quality for index futures.
Like any oscillator-style tool, it can lag slightly due to smoothing—this is intentional to reduce flicker and false flips.
Disclaimer
This indicator is for educational and informational purposes only and does not constitute financial advice. Trading involves substantial risk, and you are responsible for your own decisions, risk management, and execution.
DSMS - DeltaSurge Matrix Station - 1M Scalping [SurgeGuru]DSMS - DeltaSurge Matrix Station
HOW TO READ THE CHART
=====================================
This guide explains every visual element you see on the chart.
DSMS is a volume profile + order flow indicator built for 1-minute Bitcoin scalping.
It shows WHERE institutional money is sitting and WHERE price is likely to react next.
=====================================
1. THE VOLUME PROFILE (left side of chart)
=====================================
The colored horizontal bars extending left from the candles are the volume profile.
Each bar represents a price level (called a "bin") and shows how much volume traded there.
LONGER BAR = more volume at that price.
BAR COLOR tells you who is in control:
- Green/teal bar = buyers dominated that level (bullish delta)
- Red/orange bar = sellers dominated that level (bearish delta)
- The more intense the color, the stronger the imbalance
SPLIT BARS (bull/bear breakdown):
If enabled, each bar splits into two halves showing exact buy vs sell volume.
Top half = sell volume, bottom half = buy volume.
HEATMAP (wide faded bars behind the profile):
The large transparent boxes behind the profile bars are the heatmap.
They show the same delta information but stretched wider for quick visual scanning.
Bright = high conviction. Faded = low conviction.
=====================================
2. KEY PRICE LEVELS ON THE PROFILE
=====================================
POC (Point of Control):
The bin outlined with a bright border is the POC -- the single price level
with the MOST volume. Price tends to gravitate back to the POC.
A small label shows the POC price and context like "EQUILIBRIUM" or "BULL ATK".
POC FLASH LINE:
A short dashed cyan line appears at the POC when a bounce is detected.
Trigger conditions: price is at the POC, the current candle is bullish after
a bearish candle, and volume is at least 1.2x average. This signals that
the POC is acting as active support and price is reacting to it in real time.
VA HIGH / VA LOW (Value Area lines):
Two horizontal lines mark the top and bottom of the Value Area -- the price range
where approximately 70% of volume traded. These act as support and resistance.
- VA High = resistance when price is below, breakout level when price pushes above
- VA Low = support when price is above, breakdown level when price drops below
When a breakout happens, the line turns green (up) or red (down) and gets thicker.
=====================================
3. LABELS ON PROFILE BINS
=====================================
Each profile bin can show a small text label. These describe what is happening
at that specific price level. Here is what each label means:
ABS (with up/down arrow):
"ABS▼ 7b" = Absorption detected. Institutional players are absorbing selling
pressure at this level (likely accumulating). The "7b" means it held for 7 bars.
ABS▼ = absorbing sells (bullish). ABS▲ = absorbing buys (bearish).
FLOW (with arrow):
"FLOW↑" or "FLOW↓" = A flow shift happened here. The delta direction reversed,
meaning buyers took over from sellers or vice versa. This is a momentum change signal.
FAIL (with arrow):
"FAIL↑" or "FAIL↓" = A flow shift was detected but FAILED to confirm.
The reversal started but price did not follow through. Shown in orange.
Often means the opposing side absorbed the move.
INVAL / INVALID:
"INVAL" or "INVALID" = A previously confirmed flow shift was invalidated.
Price reversed back through the shift level, canceling the signal.
Shown in orange. Treat the original shift direction as no longer valid.
BULL EXH / BEAR EXH:
"BULL EXH" or "BEAR EXH" = Exhaustion zone. Extreme delta (above 65%) combined
with FADING volume. The dominant side pushed too hard and is running out of fuel.
Shown in gold. Often precedes a reversal. Higher delta + lower volume = more exhausted.
IMBALANCE RATIO (number:1):
"4:1" = The ratio of buy volume to sell volume (or vice versa) at this bin.
A 4:1 ratio means one side has 4x the volume of the other.
Only shown when the imbalance exceeds the configured threshold.
ICE:
"ICE" = Iceberg order detected in this bin. High volume traded but price barely
moved, suggesting a large hidden order was absorbing all the activity.
CONFL / CONF+ / CONF-:
Confluence detected. Multiple signals (structure + order flow) agree on direction.
CONF+ = bullish confluence. CONF- = bearish confluence.
CONFLICT:
Structure says one thing, order flow says another. Be cautious.
STK (with multiplier):
"STK x3" = Imbalance stack. Three or more consecutive bins all lean the same
direction. Shows institutional pressure building across multiple price levels.
OB (with arrow):
"OB↑" or "OB↓" = This bin overlaps with an active Order Block (see section 6).
FVG (with arrow):
"FVG↑" or "FVG↓" = This bin overlaps with an active Fair Value Gap (see section 7).
"uFVG↑" or "uFVG↓" = Same but for a micro-level FVG (smaller gap detected
within the profile structure rather than on-chart candle gaps).
uSR:
Micro structure level. A price level that has been tested multiple times with
high volume -- acts as local support or resistance.
EQUILIBRIUM / BULL ATK / BEAR DEF / etc:
Context labels that describe the state of the bin:
- EQUILIBRIUM = balanced buyers and sellers
- BULL ATK = buyers attacking with increasing volume
- BULL DEF = buyers holding but volume fading
- BEAR ATK = sellers attacking with increasing volume
- BEAR DEF = sellers holding but volume fading
CONFIDENCE SCORE (number at end of label):
Example: "ABS▼ CONFL "
The number in brackets is a confidence score from 0-100.
Higher = more signals agreeing. Above 70 is strong.
DWELL TIME:
"8d" at the end means price spent 8 bars dwelling at this level.
More time at a level = stronger support/resistance.
=====================================
4. ARROWS ON PROFILE BINS
=====================================
Small arrows may appear to the right of profile bars:
DELTA ARROWS (^^):
Show if buying/selling pressure is accelerating or decelerating.
pointing up = bullish momentum gaining speed
pointing down = bearish momentum gaining speed
VOLUME ARROWS:
Show if volume is increasing or decreasing at each level.
Up arrow = volume building. Down arrow = volume fading.
VELOCITY BANDS:
Small colored boxes to the right of the profile.
Green = volume accelerating. Red = volume decelerating.
Only appears on high-volume bins.
=====================================
5. CVD LINE (curved line inside the profile)
=====================================
The colored line running through the profile area is the CVD
(Cumulative Volume Delta) line.
It tracks the running total of buy volume minus sell volume across the session.
- Line going UP = buyers accumulating over time
- Line going DOWN = sellers accumulating over time
HOW THE LINE COLOR WORKS:
The line color is NOT random. It checks the CVD value against 5 moving averages
(EMA 8, 13, 21, 34, and 55). Each EMA that CVD is ABOVE scores +1. Each EMA
that CVD is BELOW scores -1. The total score (-5 to +5) sets the color:
+5 (above ALL 5 EMAs) = deep forest green -- strong bullish momentum
+3 to +4 = bright green -- solid bullish
+1 to +2 = light green -- lean bullish
0 = gray -- neutral, no clear direction
-1 to -2 = light red -- lean bearish
-3 to -4 = bright red -- solid bearish
-5 (below ALL 5 EMAs) = deep dark red -- strong bearish momentum
In practice: when the line shifts from red to green, it means CVD has crossed
above its moving averages -- buying pressure is accelerating. When green turns
red, selling pressure is taking over. A gray section means CVD is choppy and
sitting between its averages with no conviction.
CVD LABEL (at the right end of the line):
"CVD +1.2K +5"
First number = raw CVD value (+1,200 net buy volume)
Second number = confirmation count (+5 means 5 consecutive bars where the
adaptive reset system confirmed the bullish direction)
The label color uses a separate gradient based on the confirmation count:
Deep green = many consecutive bullish confirmations
Deep red = many consecutive bearish confirmations
Yellow/gray = few or mixed confirmations
=====================================
6. ORDER BLOCKS (OBs) - colored boxes on candles
=====================================
Order Blocks are zones where institutions placed large orders.
They appear as colored boxes around groups of candles.
ACTIVE OBs (not yet tested):
- Green/teal box = bullish OB (expect support when price returns)
- Red box = bearish OB (expect resistance when price returns)
- Solid fill, extends rightward from the origin candles
BROKEN OBs (breakers):
- Same colors but with a transparent fill and border outline only
- A bullish OB becomes a breaker when price closes below its bottom
- A bearish OB becomes a breaker when price closes above its top
- Once broken, the OB flips role: old support becomes resistance and vice versa
- A dotted midline shows the 50% level of the broken OB
- If price then closes through the breaker in the new direction, it is removed entirely
Two detection methods run simultaneously:
- Fast: simple 3-bar pivot swings for reactive OBs near current price
- Deep: ICS-style fractal depth swings for structural OBs from further back
The "Detection Depth" setting controls the fractal depth (Short/Intermediate/Long Term).
=====================================
7. FAIR VALUE GAPS (FVGs) - striped zones on candles
=====================================
FVGs are gaps in the price action where one side (buyers or sellers) was so
dominant that price skipped over a range. Price tends to come back and fill these gaps.
They appear as small striped/hatched boxes at the gap location.
- Purple-ish stripes = the gap zone
- Each individual stripe is deleted when price crosses through its midpoint,
so the gap visually erodes from the inside out as price fills it
- After 21 bars, remaining unfilled stripes fade to show the gap is aging
- Once every stripe is filled, the FVG is fully removed from the chart
- Maximum 30 FVGs tracked at once (oldest removed first if exceeded)
=====================================
8. MULTI-TIMEFRAME BOXES (2m / 5m / 15m)
=====================================
Colored boxes extending behind and slightly ahead of the current candles.
These show FVGs and Order Blocks detected on HIGHER timeframes (2-minute,
5-minute, 15-minute charts) projected onto your 1-minute chart.
HOW TO TELL THEM APART:
Border style:
- Dashed border = FVG (Fair Value Gap)
- Solid border = OB (Order Block)
Thickness and length:
- Thin border, extends 20 bars back = 2-minute timeframe
- Thin border, extends 30 bars back = 5-minute timeframe
- Thick border, extends 50 bars back = 15-minute timeframe
Color:
- Cyan/teal = bullish (expect support)
- Orange = bearish (expect resistance)
When your 1-minute price touches a higher-timeframe structure, it carries
more weight because institutions watch those levels.
=====================================
9. PREDICTIVE CONFLUENCE ZONES (projected boxes)
=====================================
These are the "ZONE S x3" and "ZONE R x2" boxes that project AHEAD of current price
(to the right of the last candle).
They appear when multiple structures from different sources cluster at the
same price area:
- 1m Order Blocks + 1m FVGs + 2m structures + 5m structures + 15m structures
The system scans all unmitigated levels, finds where they overlap, and projects
a high-probability reaction zone.
"ZONE S x3" = Support zone, 3 structures converge here (green box)
"ZONE R x2" = Resistance zone, 2 structures converge here (red box)
Higher count = stronger zone. These are the highest-conviction levels on the chart.
=====================================
10. SIGNAL LABELS ON CANDLES
=====================================
These labels appear directly on or near candles when specific conditions are met:
SWEEP LABELS (cyan/magenta bubbles):
Example: "VA High 8"
A liquidity sweep happened -- price wicked past a key level and reversed.
The name shows which level was swept. The number is a quality score.
Higher score = more reliable sweep. Cyan = bullish sweep. Magenta = bearish.
ICE (cyan/red squares):
Small squares below (bull) or above (bear) candles.
"ICE 2.3x" = Iceberg order detected. Volume was 2.3x average but price
barely moved. A hidden large order was absorbing all activity.
COILED:
"COILED " = Price has been compressing (low volatility) for 4 bars
while sitting near a wall of support/resistance. Like a spring ready to release.
Green = bullish coil (expect breakout up). Red = bearish coil (expect breakdown).
!!SR (with arrow and count):
"!!SR 5x" = A wall of 5 micro-structure levels stacked at this price.
Strong support (arrow down, green) or resistance (arrow up, red).
CVD DIV:
"CVD DIV (up arrow)" = Bullish CVD divergence. Price is making lower lows but CVD
is improving -- hidden buying.
"CVD DIV (down arrow)" = Bearish CVD divergence. Price making higher highs but CVD
declining -- hidden selling.
VA BREAK:
"VA BREAK (up arrow)" or "VA BREAK (down arrow)" = Price just broke out of the Value Area.
A thick green or red line extends forward showing the breakout level.
This is a high-momentum signal.
VOLUME SPIKE:
"x3.2" = Volume on this candle is 3.2x the average. Shows in magenta above the candle.
REJECT:
"REJECT (arrow)" = Price momentum is pushing into a wall of support or resistance.
Warns of a potential rejection/reversal at that wall.
=====================================
11. SEQUENCE PATTERNS (triangles)
=====================================
These track a full institutional flow sequence through 4 stages:
1. ABSORPTION = institution absorbs orders at a level
2. FLOW SHIFT = delta reverses confirming direction
3. SWEEP = liquidity grab confirms intent
4. BREAKOUT = Value Area breakout completes the pattern
PROGRESS LABELS (small, during build-up):
"SEQ:SHIFT" or "SEQ:SWEEP" = Sequence is building, currently at that stage.
COMPLETED SEQUENCE (large triangle + label):
Hot pink triangle (up or down) with "SEQ BULL " or "SEQ BEAR ".
The number is the sequence score. This is the highest-confidence signal in DSMS.
A full 4-stage institutional sequence just completed.
=====================================
12. CANDLE TECH (colored candle borders)
=====================================
Certain candles get a colored border and a small label:
- Green border = bullish pattern detected (hammer, bullish engulfing, etc.)
- Red border = bearish pattern detected (shooting star, bearish engulfing, etc.)
The label shows:
"R 5" = Reversal pattern, score 5
"(up arrow) 3" = Continuation pattern, score 3
Higher score = more confirming factors (CVD alignment, volume surge, trend direction).
Thicker border = stronger pattern.
=====================================
13. LIQUIDITY VOID LINES
=====================================
Yellow dashed horizontal lines extending left from the profile.
These mark price levels with very low volume -- gaps where price moved
through quickly without much trading. When price returns to these levels,
it tends to move through them fast again or react sharply.
=====================================
14. STATE OF THE ARENA TABLE (corner dashboard)
=====================================
The table in the corner of the chart is the real-time scoring dashboard.
It combines all signals into one weighted score from -100 (max bearish) to +100 (max bullish).
HEADER ROW:
Shows the overall market state and final score.
States: BREAKOUT, TRENDING, COMPRESSED, CONTESTED, or NEUTRAL.
COMPONENT ROWS (each scored -100 to +100, weighted into final score):
Delta Flow (10%) -- raw buying vs selling pressure on current bar
CVD Flow (10%) -- cumulative volume delta trend and EMA band position
Flow Shift (9%) -- recent delta direction reversals
Absorption (9%) -- institutional stop hunt detection
Sequence (8%) -- institutional flow sequence progress
Confluence (7%) -- structural + psychological signal agreement
OB/FVG (7%) -- nearest order block or gap bias
Sweep (7%) -- recent liquidity grab signals
MTF (6%) -- multi-timeframe alignment (2m/5m/15m)
Volume (6%) -- spike detection
Walls (6%) -- support/resistance cluster strength
Accel (5%) -- delta acceleration (2nd derivative of momentum)
Iceberg (4%) -- hidden institutional order detection
Candle (3%) -- pattern recognition score
POC Shift (3%) -- value area migration direction
The final score is the weighted sum, clamped to -100 to +100.
70+ or below -70 = STRONG conviction
40-69 = MEDIUM conviction
15-39 = WEAK conviction
Below 15 = no clear direction
Each row shows a text status, numeric score, and a visual bar made of blocks.
Green blocks = bullish. Red blocks = bearish. More blocks = stronger signal.
SIGNAL SECTION (bottom of table):
Shows the single highest-priority actionable signal right now.
"Key" = what the signal is based on
"Action" = suggested stance (BUY / SELL / HOLD / CAUTION)
"Watch" = what to watch for next
=====================================
QUICK REFERENCE - COLOR GUIDE
=====================================
Cyan/Teal ......... Bullish structures, support, buy signals
Red/Orange ........ Bearish structures, resistance, sell signals
Green ............. Bullish momentum, buyers winning
Red ............... Bearish momentum, sellers winning
Yellow ............ Liquidity voids, caution zones
Purple ............ FVG gap zones
Hot Pink .......... Completed sequence patterns
Magenta ........... Volume spikes, sweep highlights
Gold .............. Predictive zone projections
White text ........ All on-chart signal labels
=====================================
ALERTS
=====================================
DSMS has 6 built-in alerts you can set from TradingView's alert menu:
Flow Shift -- delta direction reversed at a price level
Volume Spike -- volume exceeds threshold with bin concentration
VA Breakout -- price broke out of the Value Area
Strong Confluence -- multiple signals align above the confluence threshold
Absorption -- institutional absorption pattern detected
Sequence Complete -- full 4-stage institutional sequence finished
To set an alert: click the alarm clock icon in TradingView, select DSMS as
the condition source, pick the alert type, and choose your notification method.
Each alert can be toggled on/off in the settings panel.
=====================================
SETTINGS OVERVIEW
=====================================
Everything is toggleable. The main groups in settings are:
Core Settings -- lookback period, number of bins, profile width
Display Options -- toggle heatmap, delta flow, volume breakdown, POC
1M Scalping -- CVD line, zoomed-out mode, volume trend arrows
Signal Settings -- enable/disable each signal type
Advanced Tuning -- compression bars, confidence thresholds
OB/FVG Settings -- order block depth, FVG stripe count, max blocks
Candle Tech -- pattern detection and scoring
Liquidity Sweeps -- wick ratio, volume requirement, score display
Tier 3: Flow Intel -- sequence patterns, multi-timeframe (2m/5m/15m), predictive zones
Colors -- customize every major visual element
State of the Arena -- table position, size, and which components to show
Welles Wilders MAs - MTFWelles Wilder Moving Averages - Multi-Timeframe (MTF)
This indicator displays Welles Wilder's Smoothed Moving Averages calculated from a higher timeframe of your choice, allowing you to view longer-term trend data on lower timeframe charts (such as tick charts, second charts, or any intraday timeframe).
KEY FEATURES:
• Multi-Timeframe Capability: Plot moving averages from any timeframe (default: 5 minutes) on your current chart
• Four Trend Layers: Short (34), Medium (72), Medium Extension (89), and Long (144) period moving averages
• Welles Wilder Smoothing: Uses the original Welles Wilder moving average formula for smoother, less reactive trend lines
• Flexible Coloring Options: Choose between price-based coloring or MA crossover-based coloring
• Visual Trend Zones: Shaded areas between moving averages help identify trend strength and direction
• Customizable: Adjust all periods, colors, and the source timeframe to fit your trading style
IDEAL FOR:
• Tick chart traders who want to see higher timeframe trends
• Day traders needing multi-timeframe analysis on a single chart
• Traders using range bars, Renko, or other non-time-based charts
• Anyone wanting to filter trades based on higher timeframe moving average trends
HOW TO USE:
1. Add the indicator to your chart
2. Set your preferred timeframe in the settings (default is 5 minutes)
3. Adjust MA periods and colors to your preference
4. Use the MA crossovers and price position relative to the MAs to identify trend direction and potential entry/exit points
The Welles Wilder MA is a type of exponential moving average that provides smooth trend-following capabilities with less whipsaw than traditional moving averages.
Volume Profile / Fixed Range [ahDirtCuhzzz.Enhanced]// Enhanced Volume Profile / Fixed Range
// Based on LonesomeTheBlue's original, upgraded to Pine Script v6
// Features: VAH/VAL lines + labels, histogram toggle, histogram flip L/R,
// POC/VAH/VAL y-axis price labels, full color/style customization
// License: Mozilla Public License 2.0
I use TradingViews: Fixed Range Volume Profile Indicator/Drawing Tool regularly but it feels incomplete. I found @LonesomeTheBlue's indicator and made some updates to it.
The features are listed above. Enjoy!
Coinview30 LIQThis indicator is generated by analysis of crypto market liquidity, and it shows how market makers set their make and take price and it guides trade options, stop loss and profit taking level settings.
Smart Multi-Timeframe Predictive Indicator - JamilTake your trading to the next level with this Powerful Multi-Signal Indicator, designed to provide a complete market overview in one chart. This all-in-one tool combines multiple technical signals to help you make smarter and more confident trading decisions:
📈 Trend Detection: Identify the current market trend to spot profitable trading opportunities.
🔄 RSI & MACD Signals: Get precise signals for overbought/oversold conditions and momentum changes.
💹 Volume Analysis: Analyze market strength and confirm trade setups using volume data.
🛑 Support & Resistance Levels: Automatically highlight key support and resistance zones for accurate stop-loss and target placement.
⚡ All-in-One Dashboard: Visualize all signals clearly in a single chart for quick and efficient decision-making.
This indicator is perfect for both beginners and experienced traders who want to enhance their strategy with data-driven insights.
Note: Always combine indicator signals with your personal trading strategy and maintain proper risk management.
Fast Cross (9/20) + EMA 50// @version=5
indicator("Engineer's System: Fast Cross (9/20) + EMA 50", overlay=true)
// ==========================================
// 1. SETTINGS
// ==========================================
group_ma = "Moving Averages"
maLength = input.int(20, title="Main MA (EMA 20)", group=group_ma)
ema9Length = input.int(9, title="Signal MA (EMA 9)", group=group_ma)
ema50Length = input.int(50, title="Trend MA (EMA 50)", group=group_ma)
ema200Length = input.int(200, title="Filter MA (EMA 200)", group=group_ma)
group_macd = "MACD Logic"
fastLen = input.int(12, title="MACD Fast", group=group_macd)
slowLen = input.int(26, title="MACD Slow", group=group_macd)
sigLen = input.int(9, title="MACD Signal", group=group_macd)
group_ut = "UT Bot Settings"
ut_key = input.float(1.0, title="Key Value", step=0.1, group=group_ut)
ut_period = input.int(10, title="ATR Period", group=group_ut)
ut_showLine = input.bool(false, title="Show Trailing Line?", group=group_ut)
// ==========================================
// 2. CALCULATIONS
// ==========================================
maVal = ta.ema(close, maLength) // EMA 20
ema9Val = ta.ema(close, ema9Length) // EMA 9
ema50Val = ta.ema(close, ema50Length) // EMA 50
ema200Val = ta.ema(close, ema200Length) // EMA 200
// MACD for Colors
= ta.macd(close, fastLen, slowLen, sigLen)
bool isGreenZone = macdLine > signalLine
// UT Bot Logic
xATR = ta.atr(ut_period)
nLoss = ut_key * xATR
src = close
xATRTrailingStop = 0.0
xATRTrailingStop := if src > nz(xATRTrailingStop , 0) and src > nz(xATRTrailingStop , 0)
math.max(nz(xATRTrailingStop ), src - nLoss)
else if src < nz(xATRTrailingStop , 0) and src < nz(xATRTrailingStop , 0)
math.min(nz(xATRTrailingStop ), src + nLoss)
else if src > nz(xATRTrailingStop , 0)
src - nLoss
else
src + nLoss
pos = 0
pos := if src < nz(xATRTrailingStop , 0) and src > nz(xATRTrailingStop , 0)
1
else if src > nz(xATRTrailingStop , 0) and src < nz(xATRTrailingStop , 0)
-1
else
nz(pos , 0)
utBuy = (pos == 1) and (pos == -1)
utSell = (pos == -1) and (pos == 1)
// ==========================================
// 3. PLOTTING
// ==========================================
// Plot Lines
plot(ema200Val, title="EMA 200", color=color.white, linewidth=2)
plot(ema50Val, title="EMA 50", color=color.blue, linewidth=2)
// EMA 9 & 20 with Cloud
color mainColor = isGreenZone ? color.lime : color.red
color ema9Color = ema9Val >= maVal ? color.aqua : color.purple
p_ema20 = plot(maVal, title="EMA 20", color=mainColor, linewidth=3)
p_ema9 = plot(ema9Val, title="EMA 9", color=ema9Color, linewidth=2)
fillColor = ema9Val >= maVal ? color.new(color.aqua, 85) : color.new(color.purple, 85)
fill(p_ema9, p_ema20, color=fillColor, title="Cloud EMA 9-20")
// ==========================================
// 4. SIGNALS (UPDATED)
// ==========================================
// --- สัญญาณหลัก (Fast Cross) ---
// แสดงทันทีที่ 9 ตัด 20 (ไม่ต้องสนเส้น 50)
fastBuy = ta.crossover(ema9Val, maVal)
fastSell = ta.crossunder(ema9Val, maVal)
plotshape(fastBuy, title="Fast Buy", style=shape.labelup, location=location.belowbar, color=color.lime, text="BUY", textcolor=color.white, size=size.tiny)
plotshape(fastSell, title="Fast Sell", style=shape.labeldown, location=location.abovebar, color=color.red, text="SELL", textcolor=color.white, size=size.tiny)
// --- UT Bot Signals (Dots) ---
// ยังคงกรองด้วย EMA 200 เพื่อความปลอดภัย
validBuy = utBuy and (close > ema200Val)
validSell = utSell and (close < ema200Val)
plotshape(validBuy, title="Trend Buy Dot", style=shape.circle, location=location.belowbar, color=color.lime, size=size.tiny)
plotshape(validSell, title="Trend Sell Dot", style=shape.circle, location=location.abovebar, color=color.red, size=size.tiny)
// ==========================================
// 5. ALERTS
// ==========================================
alertcondition(fastBuy, title="Buy Signal", message="Engineer System: BUY (9 Cross 20) 🚀")
alertcondition(fastSell, title="Sell Signal", message="Engineer System: SELL (9 Cross 20) 🔻")
alertcondition(validBuy, title="Trend Buy Dot", message="Trend System: UT Bot BUY (Above EMA 200) 🟢")
alertcondition(validSell, title="Trend Sell Dot", message="Trend System: UT Bot SELL (Below EMA 200) 🔴")
RT Signals & Overlays Signals & Overlays™ is an all-in-one toolkit made up of more than 20+ features primarily focused on generating useful signals & overlays to fulfill any trader's technical analysis needs with relevant data.
Pro Grid: Dual-Asset Momentum VisualizerPro Grid: Dual-Asset Momentum & Volatility Visualizer
Unlock the "Hidden Dimension" of Price Action.
Most traders only look at Price vs. Time. The Pro Grid Visualizer maps price action into a 2D coordinate system of Momentum (RSI) and Volatility (ATR). This reveals the "speed" and "energy" of the market instantly, allowing you to spot squeezes, expansions, and relative strength against a benchmark (like BTC or SPY) at a glance.
🎯 How It Works
The indicator projects the current market state onto a grid drawn directly on your chart:
• X-Axis (Momentum): Based on RSI.
• Left (<50): Bearish Momentum.
• Right (>50): Bullish Momentum.
• Y-Axis (Volatility): Based on Normalized ATR.
• Bottom (0-30%): Low Volatility (Squeeze/Consolidation).
• Top (70-100%): High Volatility (Expansion/Breakout).
🚀 Key Features
1. Dual-Asset Comparison (Alpha Hunter)
Stop guessing if your asset is outperforming the market. The grid overlays a Benchmark Trail (default: BTC/SPY) alongside your main symbol.
• Cyan Dot (Main): Your current chart.
• Magenta Dot (Benchmark): The market leader.
• The Alpha Signal: If the Cyan dot is to the right of the Magenta dot, your asset has stronger relative momentum than the market.
2. Motion Trails ("Snail Trail")
Static numbers don't tell the whole story. The indicator draws the last N bars as a fading trail, showing you the trajectory.
• Is momentum accelerating? (Trail spacing gets wider).
• Is the move exhausted? (Trail starts curling back).
3. Instant-Start Technology
Unlike standard indicators that wait 200 bars to load, this script uses custom dynamic math functions to approximate data from Bar 1, ensuring the grid appears immediately on any timeframe or new listing.
🧠 How to Read the Quadrants
1. Top Right (High RSI + High Vol): Explosive Bull Run. The asset is moving up fast with high energy.
2. Bottom Right (High RSI + Low Vol): Quiet Uptrend. A steady grind upwards. Often a safe entry zone.
3. Bottom Left (Low RSI + Low Vol): The Squeeze. Price is dead, and volatility is compressed. Watch for a breakout.
4. Top Left (Low RSI + High Vol): Panic/Crash. Price is dropping violently.
⚙️ Settings
• RSI Length: Standard momentum lookback (Default: 14).
• ATR Length: Volatility smoothing period (Default: 14).
• Benchmark Symbol: Choose what to compare against (e.g., BTCUSDT, SPY, ETHUSD).
• Visuals: Toggle the benchmark on/off, adjust grid width, or switch between Neon, Dark, and Light themes.
⚠️ Disclaimer
This tool is for visualization and informational purposes only. It maps past price data and does not predict future movements. Always use proper risk management.
Initial Balance FDAX1!Initial Balance FDAX — a fork of the original Initial Balance indicator by noop-noop, adapted specifically for FDAX / GER40 trading.
What's changed:
🕐 Timezone-proof IB detection — the script uses hour(time, "Europe/Berlin") internally, so the Initial Balance is always calculated correctly regardless of your chart's timezone setting. No more manual time shifting. DST (CET ↔ CEST) is handled automatically.
📻 Two IB session modes:
Frankfurt Trading Hours — IB 08:00–09:00 CET (Frankfurt trading opens at 08:00)
XETRA — IB 09:00–10:00 CET (XETRA cash market opens at 09:00)
⚙️ A.T. default settings — all default values are pre-configured for the Fix PIPS community setup. Use TradingView's built-in Defaults → Reset to defaults to restore them at any time.
All original features preserved: IB levels (IBH/IBL/IBM), extensions (x2, x3), 50% intermediate levels, IB delta analytics, customizable colors and line styles.
Credits: Based on the original work by noop-noop. Forked and customized for the Fix PIPS community.
Mouchli Zone Projection ToolZone Projection Tool
The Problem: Manually drawing zones is tedious. You have to identify the consolidation, measure the distance, find the 50% line, and then manually clone/stack boxes up and down the chart. If you switch assets or timeframes, you have to do it all over again.
The Solution: This custom Pine Script automates the entire mathematical process. You simply define your two "Anchor Zones" (current support and resistance), and the script instantly builds the entire grid for you—perfectly spaced and optimized.
Key Features:
⚡ Automated Stacking: Input your bottom zone and top zone. The script calculates the exact center, determines the "grid step," and automatically projects zones UP and DOWN the chart.
📊 Multi-Asset Manager: Save your levels for up to 5 different assets (e.g., QQQ, ES, NVDA, SPY, BTC) in one single indicator. The script is smart—it automatically detects which chart you are looking at and loads the correct levels instantly.
🗓️ Daily & Weekly Overlays: Input both Daily Zones (Purple) and Weekly Zones (Orange) for the same asset. You can view them simultaneously to see where short-term and long-term structures overlap.
🎛️ Toggle Controls: Includes "Show/Hide" checkboxes for every zone set. Want to focus only on the Daily levels? Uncheck the Weekly box, and they disappear instantly without deleting your data.
📍 The "Halfway" Line: Automatically calculates and draws the dashed 50% transition line between every zone, identifying the "no-man's-land" where price often pivots.
How it works:
Add the indicator to your chart.
Open the Settings (gear icon).
Select your Ticker (e.g., Asset 1 = QQQ).
Enter your "Anchor" prices for Zone 1 (Support) and Zone 2 (Resistance).
Set your Projection UP and Projection DOWN counts to determine how far the grid extends.
The script will automatically draw the 50% lines and project the zones for you.
MovingAveragesLibrary "MovingAverages"
A collection of O(1) numerically stable moving averages that support anchors and fractional lengths up to 100k bars.
Pine Script has a robust set of moving averages suitable for a majority of cases, making these alternatives useful only if you need anchoring, fractional lengths, or more than 5k bars. Included are the classic SMA , EMA , RMA , WMA , VWMA , VWAP , HMA , SWMA , Linear Regression , and ATR . The common parameters are:
source (float) : Series of values to process.
length (simple float) : Number of bars. Optional.
anchor (bool) : The condition that triggers a calculation reset. Optional.
parity (simple bool) : Sets if built-in function should be used. Optional.
Other DSP filter adaptations include One Euro , Laguerre , Super Smoother , and Holt , as well as rate limiting functions such as Smooth Damp and Slew Rate Limiter .
ANCHORING
This is the libraries first and primary benefit. Akin to the built-in VWAP, anchoring is managed by passing a series bool into the function. For sessional anchoring, the included new_session() returns true on the first bar of intraday sessions, and stabilize_anchor() helps reduce near-anchor volatility. When no length is provided, the series continues indefinitely until a new anchor is set. Values during the warmup period are returned.
source = close
length = 9.5
anchor = ma.new_session() // Assumes library is imported as "ma"
swma = ma.swma(source, length, anchor).stabilize_anchor(source, length, anchor)
STREAMING UPDATES
Rather than naively using loops to recalculate the whole series on each bar, linear interpolation (aka. "lerping") is used to incrementally update and translate between values. The canonical formula being: a + (b - a) * t. This formula is effectively an EMA, but it's applicable to nearly all averaging equations. Coupling this technique with a circular buffer captures 3 of the 5 benefits this library offers: O(1) computation, fractional lengths, and 100k bars.
NUMERIC STABILITY
The last benefit is how the library minimizes floating point errors. When possible, Pine Script functions are used for mathematical parity. Otherwise Kahan summation error compensation is used when calculating an average. Not only does this keep custom implementations stable throughout the series, it also helps keep them within 1.0e-10 of the built-in functions. Automatically defaulting to the built-in functions can be disabled by setting parity to false .
Synthetic DXY Volume (Final)Moving the Moving Average to 2000 is a bold move—that’s a very long-term baseline! On a 1-minute or 5-minute chart, this will give you a "macro" perspective of whether the current session's activity is truly significant compared to the last few days of trading.
NYX08green bar color when market breaks above 13 ,25 and 30 ema
red bar color when market breaks below 13 ,25 and 30 ema
updated signal has to be above / below EMA200 ,SMA100 AND SMA300
with alerts
requested script feel free to make requests
XAUUSD 1-Minute Scalping Strategy - Advanced Strategy for ExitsThis is a **mean-reversion scalping strategy** optimized for **XAUUSD on the 1-minute (or the 5-minute) timeframe**. It combines a classic **RSI(14)** oscillator with an optional **200-period EMA trend filter** to identify short-term overextended conditions in gold price action, while enforcing fixed, conservative exits to maintain strict risk control.
### Core Logic & Why This Combination:
The strategy enters counter-trend when RSI reaches extreme levels (below 30 for longs, above 70 for shorts), capturing quick snap-backs that frequently occur in gold's intraday volatility.
- **RSI(14)** acts as the primary momentum filter — detecting oversold/overbought exhaustion.
- The **200 EMA trend filter** (enabled by default) adds directional context: longs are allowed only when price is above the EMA (overall uptrend bias), shorts only below it (downtrend bias). This reduces whipsaws in strong trending sessions and improves trade quality without overly restricting opportunities.
- Disabling the trend filter allows pure mean-reversion trading (useful in ranging/Asian sessions), but enabling it is strongly recommended for better expectancy in most market conditions.
Entries occur only when flat (no pyramiding), keeping the system clean and directional.
### Exit Rules (Fixed at Entry):
- **Take Profit**: +10 pips (0.10 in XAUUSD price terms)
- **Stop Loss**: -5 pips (0.05 in price terms)
- **Risk:Reward** = 1:2
Exits are **set once on the entry bar** using limit/stop orders — this prevents dynamic recalculation and mimics real broker behavior more closely. The 2:1 RR gives the strategy mathematical edge even with moderate win rates.
### Performance & Realism Guidelines:
This strategy is tuned for **high-frequency scalping** on gold, which typically produces hundreds to thousands of trades per year on 1-minute data.
Recommended **backtest/publication settings** (update these in the strategy properties before publishing):
- **Initial Capital**: $10,000 – $50,000 (realistic for retail prop/swing traders; the script defaults to $1,000,000 only for visual scaling — change it!)
- **Order Size**: Fixed 0.10–0.50 lots (adjust according to account size)
- **Commission**: 3–7 USD per round-turn lot (typical ECN/raw-spread gold commission on brokers like IC Markets, Pepperstone, etc.)
- **Slippage**: 2–5 ticks (≈0.02–0.05 in price) — gold can be slippery during news/volatility spikes on 1-minute charts
- **Pyramiding**: 1 (default — no stacking)
- **Dataset**: At minimum 1–3 years of 1-minute data (aim for >500–1000 closed trades for statistical significance)
With realistic costs applied, expect win rate ≈55–70%, profit factor >1.4–1.8 in favorable periods, but results vary significantly across trending vs. ranging regimes and news events.
**Risk per trade** remains very controlled (typically <0.5–1.5% depending on SL distance and position sizing) — never exceeds sustainable levels.
### Important Usage Notes:
- Check thoroughly the curve-fitted back tests.
- Gold is extremely volatile on 1-minute charts; check major news (NFP, FOMC, FED) unless you widen SL/TP dynamically (you can manually implement it here).
- Always forward-test on demo first and use proper position sizing.
- The built-in dashboard shows live stats (net P&L, win rate, profit factor, current RSI, position status, etc.) for quick monitoring.
- Restricted Sample Size for Precision
Happy scalping — trade responsibly! 🚀
DafeVIXEngineDAFE VIX Intelligence Engine: The Definitive Guide to Market Volatility
This is a professional-grade intelligence engine that decodes the multi-dimensional language of market fear. It analyzes the VIX Term Structure, Volatility Surprise, and Regime Physics to provide a probabilistic forecast of market stability and transitions.
█ CHAPTER 1: THE PHILOSOPHY - BEYOND THE VIX NUMBER
For most traders, the VIX is a single number—a simple "fear gauge." This is a dangerously incomplete view. The VIX is not a single data point; it is the observable surface of a deep, complex, multi-dimensional field of information. Its true power lies not in its absolute level, but in its relationship to itself across time (its slope), its relationship to its future expectations (its term structure), and its relationship to the market's actual, realized volatility (the volatility risk premium).
The DAFE VIX Intelligence Engine was created to provide a complete, institutional-grade view of this hidden information field. This script is not a simple "mashup" of existing indicators; it is a foundational, original work that introduces a suite of proprietary algorithms and concepts to the TradingView platform. It deconstructs the entire VIX complex and analyzes it through the lens of quantitative finance and statistical modeling.
Its purpose is not to give you simple buy or sell signals. Its purpose is to provide you with a master "weather report" for the market. It answers the most critical questions a professional trader must ask before putting on any position: What is the current volatility regime? Is the market stable or fragile? And what is the probability that the entire environment is about to change? This is a tool for quantifying the unseen risks and opportunities in the market.
█ CHAPTER 2: THE CORE INNOVATIONS - ORIGINALITY & USEFULNESS
This engine's value is rooted in its synthesis of concepts from professional derivatives analysis, applied to the VIX in a novel and accessible way. Every component is designed to extract a unique and powerful layer of intelligence.
Multi-Source Data Ingestion & Validation: The engine doesn't just rely on the standard VIX. It intelligently pulls data from the entire VIX family, including the VIX9D (9-day VIX) and VX1! (the front-month VIX future). Crucially, it includes a sophisticated Stale Data Detection system. If it detects that the CBOE data is not updating (a common issue), it seamlessly falls back to a high-fidelity Realized Volatility model (blending Parkinson and Yang-Zhang estimators), ensuring you always have a reliable reading.
Term Structure Analysis: This is the heart of the engine and a concept rarely seen outside of institutional platforms. It analyzes the slope of the VIX futures curve (VX1! - VIX) to determine if the market is in Contango (normal, calm) or Backwardation (stressed, fearful). An inverted term structure is one of the most reliable leading indicators of market stress.
Volatility Surprise (VRP) Engine: The engine quantifies the Volatility Risk Premium by comparing implied volatility (the VIX) to the actual, historical realized volatility of the underlying asset. This allows it to detect when "fear is overpriced" (VIX is much higher than reality, a potential bullish signal for equities) or "fear is underpriced" (VIX is lower than reality, signaling dangerous complacency).
Probabilistic Regime Transition Model: This is the engine's predictive powerhouse. It doesn't just tell you the current regime; it calculates the probability of a transition. It does this by analyzing the "acceleration" of key volatility metrics—the rate of change of the term structure slope, the rate of change of realized volatility, and the "mean-reversion pressure" building up in the system. A high transition probability is a powerful early warning that the entire market character is about to shift.
Intelligent Instrument Profiling: The engine includes a smart detection system that identifies the asset you are trading (e.g., NQ, ES, BTC, Gold) and automatically applies a pre-calibrated "Sensitivity Profile." It understands that a VIX of 25 has a different implication for Nasdaq than it does for Bitcoin, and it adjusts its risk calculations accordingly.
█ CHAPTER 3: THE ANALYTICAL PIPELINE - HOW THE ENGINE THINKS
The VIX Intelligence Engine operates on a clear, five-stage pipeline to transform raw data into high-level intelligence.
STAGE 1: DATA INGESTION & VALIDATION: The engine pulls data from VIX, VIX9D, and VX1!. It simultaneously calculates the realized volatility of the primary asset. It runs a continuous check for stale data. If the VIX data is found to be stale, it transparently switches to a fallback model, blending the last known VIX value with the live realized volatility reading.
STAGE 2: MULTI-DIMENSIONAL ANALYSIS: The validated volatility data is analyzed across four key dimensions:
Level: The raw VIX value is converted to a Z-Score to measure its statistical rarity.
Slope: The rate of change of the VIX is calculated to measure its momentum.
Term Structure: The VX1! - VIX spread and the VIX9D - VIX spread are calculated to determine the shape of the futures curve.
Surprise: The VIX - Realized Volatility spread is calculated to quantify the Volatility Risk Premium.
STAGE 3: REGIME CLASSIFICATION: A weighted scoring model synthesizes all the metrics from Stage 2 to classify the market into one of seven distinct volatility regimes: Compression, Low Vol, Normal, Elevated, Expansion, Panic, or Euphoria. Each regime is assigned a color and a confidence score.
STAGE 4: TRANSITION PROBABILITY: This is the predictive layer. The engine analyzes the second derivative (acceleration) of its core metrics. A sharp acceleration in the term structure slope, combined with a build-up of mean-reversion pressure, will result in a high "Transition Probability" score, warning you that the current regime is becoming unstable.
STAGE 5: FINAL OUTPUT & VISUALIZATION: All of this intelligence is rendered into the intuitive lower pane display, the on-chart detection dots, and the comprehensive dashboard.
█ CHAPTER 4: A GUIDE FOR DEVELOPERS - INTEGRATING THE ENGINE
This script is published as a standalone indicator, but its core logic is designed to be extracted and used as a library. This guide provides the complete input template and a conceptual workflow for integrating this VIX intelligence into your own systems.
PART I: THE INPUTS TEMPLATE (THE CONTROL PANEL)
To give your users full control over the VIX engine, you can replicate these inputs in your own script.
// ╔═════════════════════════════════════════════════════╗
// ║ INPUTS TEMPLATE (COPY INTO YOUR SCRIPT) ║
// ╚═════════════════════════════════════════════════════╝
// INPUT GROUPS
string GRP_ENGINE = "══════════ 🌡️ VIX ENGINE ══════════"
string GRP_DISPLAY = "══════════ 📊 DISPLAY LAYERS ══════════"
string GRP_DETECT = "══════════ 🔍 DETECTION OVERLAYS ══════════"
string GRP_VIZ = "══════════ 🎨 VISUALIZATION ══════════"
string GRP_DASH = "══════════ 📋 DASHBOARD ══════════"
// VIX ENGINE
int i_zLookback = input.int(50, "Z-Score Lookback", minval=20, maxval=200, group=GRP_ENGINE,
tooltip="Normalization period for all Z-score calculations. • 30-40: Adaptive • 50: Standard • 100+: Very stable")
int i_rvLookback = input.int(20, "Realized Vol Lookback", minval=10, maxval=50, group=GRP_ENGINE,
tooltip="Lookback for Parkinson + Yang-Zhang realized volatility estimators.")
// DISPLAY LAYERS
bool i_showVixLevel = input.bool(true, "Show VIX Level Z-Score", group=GRP_DISPLAY)
bool i_showVixSlope = input.bool(true, "Show VIX Slope", group=GRP_DISPLAY)
bool i_showTermStructure = input.bool(true, "Show Term Structure", group=GRP_DISPLAY)
bool i_showVolSurprise = input.bool(true, "Show Vol Surprise", group=GRP_DISPLAY)
bool i_showTransition = input.bool(true, "Show Transition Probability", group=GRP_DISPLAY)
bool i_showDangerBar = input.bool(true, "Show Danger Bar", group=GRP_DISPLAY)
// DETECTION OVERLAYS
bool i_showRegimeDots = input.bool(true, "Show Regime Detection Dots", group=GRP_DETECT)
bool i_showTransitionWarning = input.bool(true, "Show Transition Warnings", group=GRP_DETECT)
bool i_showStaleDots = input.bool(true, "Show Stale Data Warnings", group=GRP_DETECT)
bool i_showSurpriseDetection = input.bool(true, "Show Vol Surprise Detections", group=GRP_DETECT)
float i_transitionThreshold = input.float(0.4, "Transition Warning Threshold", minval=0.1, maxval=0.9, step=0.05, group=GRP_DETECT)
// VISUALIZATION & DASHBOARD
string i_vizMode = input.string("Layered Analysis", "Visualization Mode", options= , group=GRP_VIZ)
string i_colorTheme = input.string("Quantum Dark", "Color Theme", options= , group=GRP_VIZ)
bool i_showDash = input.bool(true, "Show Dashboard", group=GRP_DASH)
// ... other dash inputs
PART II: THE IMPLEMENTATION WORKFLOW (CONCEPTUAL)
If this were a library, here is how you would use its exported functions to build a sophisticated signal filter.
// import DskyzInvestments/DafeVIXEngineLib/1 as vix
//
// // 1. INITIALIZE & RUN THE ENGINE (happens on every bar)
// // The engine would contain all the logic from this indicator.
// = vix.run_analysis(zLookback, rvLookback)
//
// // 2. USE THE INTELLIGENCE TO CREATE FILTERS FOR YOUR STRATEGY
//
// // A simple trend-following strategy
// bool my_buy_signal = ta.crossover(ta.ema(close, 20), ta.ema(close, 50))
// bool my_sell_signal = ta.crossunder(ta.ema(close, 20), ta.ema(close, 50))
//
// // --- Build the VIX Filter ---
// // We only want to take trend-following trades if the VIX engine confirms a stable, low-volatility environment.
// bool vix_filter_pass = state.regime_id <= 2 and // Must be in "Normal" regime or better
// state.transition_prob < 0.5 and // Regime must be stable
// state.danger_score < 50 and // Overall danger must be low
// state.data_confidence > 0.7 // VIX data must be reliable
//
// // --- Apply the filter to your signals ---
// bool final_buy_signal = my_buy_signal and vix_filter_pass
// bool final_sell_signal = my_sell_signal and vix_filter_pass
//
// // 3. PLOT YOUR FILTERED SIGNALS
// plotshape(final_buy_signal, "Filtered Buy", ...)
/pine]
█ CHAPTER 5: A VISUAL GUIDE - DECODING THE DISPLAYS
THE ON-CHART OVERLAYS (THE DOTS)
These dots are your real-time alerts, plotted directly on the price chart.
Colored Dots (Above Price): These are the Regime Detection Dots . Their color corresponds to the currently detected volatility regime (e.g., Green for Low Vol, Yellow for Elevated, Red for Panic). Their transparency indicates the confidence of the classification—a solid dot is a high-confidence reading.
Purple Dots (Below Price): These are the Transition Warning Dots . They appear when the engine's predictive model calculates a high probability that the market regime is about to shift. This is a critical early warning to tighten stops or defer new entries.
Gold/Red Dots (Below Price): These are the Volatility Surprise Detections . A gold dot signals that fear is significantly "overpriced" (VIX > RV), a condition that often precedes a bounce in equities. A red dot signals that fear is "underpriced" (VIX < RV), indicating dangerous complacency.
Gray Dots (Below Price): These are Stale Data Warnings , providing transparent feedback that the engine is currently operating in its fallback mode using realized volatility.
THE LOWER INDICATOR PANE (THE ENGINE ROOM)
This is where the raw data from all analytical layers is visualized. Choose from four distinct modes:
Layered Analysis: The default professional view. Each major component (VIX Level, Slope, Term Structure, Surprise, Transition Prob) gets its own layer, allowing you to see which factor is driving the current analysis.
Regime Heatmap: A color-block visualization where the color of each block is determined by a specific metric's state, creating a "heatmap" of market risk.
Oscillator Stack: Renders the core metrics as a set of zero-centric oscillators, ideal for spotting momentum and divergences within the volatility data itself.
Risk Waterfall: A unique cascading visualization that cumulatively stacks the risk from each component, with the final line representing the total, blended risk assessment.
THE DASHBOARD (MISSION CONTROL)
The dashboard is a comprehensive, institutional-grade summary of the entire VIX ecosystem.
VIX Family Data: Displays the live values for VIX, VIX9D, and VX1!, along with a data confidence score.
Instrument Profile: Shows the detected asset and its automatically applied sensitivity profile.
State Variables: The core Z-Score and Slope readings that power the engine.
Volatility Regime: The final, classified regime name, its duration, and the confidence of the reading.
Term Structure: A complete breakdown of the VIX curve analysis, showing the state (Contango/Backwardation), the slope, and the level of inversion.
Vol Surprise: Quantifies the Volatility Risk Premium, showing the spread between Implied and Realized vol and classifying it as "Overpriced" or "Underpriced."
Transition Engine: The predictive output, showing the raw Transition Probability and the predicted next regime.
Danger Assessment: The final, synthesized "Danger Score" from 0-100, providing a single, unambiguous measure of market fragility.
█ DEVELOPMENT PHILOSOPHY
The DAFE VIX Intelligence Engine was born from the conviction that volatility is the master variable in all financial markets. By deconstructing the VIX complex and analyzing its components through the lens of quantitative finance, we have created a tool that provides a level of contextual awareness previously unavailable to retail traders. This is not just about measuring fear; it's about understanding its structure, its momentum, and its probable future state. It is a tool for quantifying the unseen.
█ DISCLAIMER & IMPORTANT NOTES
THIS IS AN ADVANCED ANALYTICAL TOOL: This indicator provides intelligence on market volatility, not direct buy or sell signals. It is designed to be used as a master filter and contextual guide for your existing trading strategies.
DATA DEPENDENCY: The accuracy of the engine is dependent on a live, reliable data feed for the CBOE VIX family. While the engine has a robust fallback system, its full power is realized with live data.
ALL TRADING INVOLVES RISK: The probabilities and classifications are based on historical statistical models. They are a powerful edge, not a guarantee of future outcomes.
Create with DAFE.
