MoonRush V2📌 MoonRush V2 – Trend, EMA, ATR & RSI Toolkit
MoonRush V2 is a technical analysis indicator designed to help traders visualize
market trend, volatility-based price zones, RSI extremes, and trade planning levels
by combining multiple analytical tools into a single, configurable indicator.
This indicator is for educational and analytical purposes only.
It does not provide financial advice or guarantee trading results.
🔹 1. EMA Trend System
MoonRush V2 uses a dual EMA system as its primary trend detection method:
Fast EMA (default: 38)
Slow EMA (default: 62)
Optional EMA smoothing to reduce market noise
Trend Definition
Bullish Trend: Fast EMA crosses above Slow EMA
Bearish Trend: Fast EMA crosses below Slow EMA
If no crossover occurs, the previous trend state is maintained
The indicator can optionally:
Color EMA lines
Color price bars
Apply background shading
Fill the area between EMAs
All visual elements can be enabled or disabled via the ALL SWITCH panel.
🔹 2. Trend Visualization
To improve chart readability:
Green color represents bullish conditions
Red color represents bearish conditions
“BULL” and “BEAR” labels appear on EMA crossovers
This allows traders to quickly identify the prevailing market direction.
🔹 3. River System (ATR-Based Zones)
The River System is a volatility-based price zone framework built using:
An EMA as the central reference line
Long-period ATR to reflect broader market volatility
The system generates:
Support levels: S1 / S2 / S3
Resistance levels: R1 / R2 / R3
These levels are displayed as filled zones:
Green zones indicate support areas
Red zones indicate resistance areas
They are intended to highlight areas where price may react or consolidate.
🔹 4. RSI Extreme Visualization
MoonRush V2 integrates RSI analysis to identify extreme market conditions:
Multiple Oversold levels (e.g., 20 / 30 / 40)
Multiple Overbought levels (e.g., 60 / 70 / 80)
When RSI reaches extreme values:
Diamond and circular markers appear
Signals are aligned with outer River levels (S3 / R3)
This helps visualize potential exhaustion or pullback zones.
🔹 5. Overbought / Oversold Area Boxes
When RSI remains:
Above the Overbought threshold → a red price box is drawn
Below the Oversold threshold → a green price box is drawn
These boxes dynamically expand based on price highs and lows,
highlighting price regions associated with RSI extremes directly on the chart.
🔹 6. Multi-Timeframe Trend Dashboard
A built-in table displays trend and RSI information across multiple timeframes:
Chart timeframe
1m / 5m / 15m / 30m
1h / 4h / 1D
For each timeframe, the table shows:
Trend direction (Bullish / Bearish) based on EMA alignment
RSI value
Color coding:
Green background = RSI above 50
Red background = RSI below 50
This feature supports top-down and multi-timeframe analysis.
🔹 7. Entry Reference (EMA Crossover)
Reference signals are generated when:
EMA crossover occurs → BUY reference
EMA crossunder occurs → SELL reference
These signals are visual references only and are not automated trade orders.
🔹 8. TP / SL Projection (ATR-Based)
The indicator can project potential trade management levels using ATR:
Entry reference price
Take Profit levels (TP1 / TP2 / TP3)
Optional Stop Loss level
All levels are volatility-adjusted and extend forward on the chart
to assist with risk and reward planning.
🔹 9. Event & Statistics Table
MoonRush V2 includes an informational event table that tracks:
Number of signals generated per day
Win / Loss outcomes (based on TP or SL interactions)
Daily win rate
Drawdown of the most recent signal
Maximum drawdown for the day
The data resets automatically each day
and is displayed as a readable message table on the chart.
⚠️ Disclaimer
MoonRush V2 is a technical analysis tool for educational use only.
It does not constitute financial advice or investment recommendations.
Users should test, adjust parameters, and manage risk according to their own strategy.
Penunjuk dan strategi
COT - Extreme Zones (Auto + FX/Metals/Crypto Dropdown)This indicator turns COT positioning into an easy-to-read oscillator that helps you track when market participants may be reaching positioning extremes.
It pulls Commercial Long/Short and Non-Commercial Long/Short from COT reports, computes their net positions, and builds a divergence series (Commercial Net – Non-Commercial Net). That divergence is then normalized into a 0–100 index using a rolling Min/Max window (52/156/260 weeks are common choices).
Why it’s useful
COT extremes can highlight when positioning becomes one-sided. This tool helps you spot those moments quickly via clear, color-coded extreme zones—ideal for timing watchlists, mean-reversion setups, or adding context to trend trades.
Modes
Auto (chart): maps the correct COT/CFTC code automatically from the current chart symbol
Dropdown selection: choose major FX currencies and (where available) Gold (XAU), Silver (XAG), and Bitcoin (BTC)
Extras
Adjustable extreme thresholds (default 80/20)
Optional raw divergence in the data window
Optional on-chart label showing the selected CFTC mapping
Quantum Trend Flow Pro (QTF+) - Ribbon & LabelsQuantum Trend Flow Pro (QTF+) – Ribbon Edition
Author: Jonathan Mwendwa Ndunge
Overview:
Quantum Trend Flow Pro (QTF+) Ribbon is a professional-grade multi-timeframe trend indicator designed for day traders and swing traders who follow Smart Money Concepts (SMC) and price action strategies. The indicator visualizes market trend strength and probability of bullish or bearish continuation through a dynamic confidence ribbon, while leaving the main chart fully visible for price action analysis.
Key Features:
Multi-Timeframe Trend Alignment:
Computes trend scores across HTF (4H), MTF (1H), and LTF (15M) using Donchian Channels (fast, mid, slow).
Scores trends to provide a quantitative confidence metric.
Confidence Ribbon (Subpane):
Displays bullish (green) and bearish (red) probabilities as a dynamic ribbon histogram.
Neutral line at 50 helps visually identify market balance.
Ribbon is scaled in its own pane so candles remain fully visible, keeping chart clean and professional.
Volatility Filter:
Uses ATR to avoid low-volatility periods that produce choppy signals.
Execution Potential:
Can be combined with CHOCH, Order Block, and Liquidity Sweep scripts to identify high-confidence trade setups.
Professional Display:
Ribbon in a separate pane mimics hedge fund dashboard style, giving traders a quick visual of trend strength without cluttering the price chart.
Usage Notes:
Ideal for day trading and short-term swing trading.
Use in conjunction with execution labels for entries.
Adjust Donchian lengths and confidence threshold to match market behavior and risk tolerance.
Can be applied to multiple instruments for scanning or dashboard setups.
Goal:
Provide a high-confidence, professional visualization of trend strength, combining smart money concepts and multi-timeframe analysis.
Keep the chart clean, readable, and suitable for institutional-style decision-making.
Rapid ORB Pro - Breakout & Fakeout Detector (Multi Sessions)Rapid ORB Pro — Multi-Session Opening Range Framework
Overview
Rapid ORB Pro is a session-based Opening Range Breakout (ORB) framework designed for traders who want structured, rule-driven breakout analysis rather than isolated indicators.
It combines session range construction, breakout validation, trend alignment, and optional trade-planning tools into a single, coherent workflow.
This is not a collection of unrelated studies. Each component activates only when the prior conditions are met, forming a layered decision process from session open to trade management.
Core Design Philosophy
The script follows a strict execution flow:
Session → Range → Breakout → Validation → Trend Alignment → Context Tools → Trade Planning
Every module is optional, but all are designed to work together as one system.
1. Multi-Session Opening Range Engine
Rapid ORB Pro builds independent opening ranges for multiple global sessions (e.g. New York, London, Sydney).
Each session has its own:
• Timezone input (explicit, DST-safe)
• Range window
• Projection window
• Reset logic
This architecture avoids daylight-saving and broker-timezone errors that commonly affect time-based ORB scripts.
2. Breakout Detection & Validation
A breakout is detected only after the opening range is completed.
A signal is then validated using configurable confirmation rules, including:
• Momentum body validation (to avoid wick-only breaks)
• Structural continuation vs the prior candle
• Optional body-outside-range requirements
This helps filter weak or stop-hunt moves and focuses on genuine momentum expansion.
3. Fakeout (FO) Detection
Rapid ORB Pro includes a dedicated fakeout engine.
If price breaks the range but the very next candle closes back inside (or beyond the opposite side), a Fakeout (FO) marker is plotted.
This logic triggers only once per session and resets cleanly with each new range.
The FO marker helps traders identify liquidity traps and failed breakouts early.
4. Inside-Range Persistence (“7-Bar” Signal)
If price remains fully inside the opening range for seven consecutive candles without a valid breakout, the script can optionally mark this condition.
This highlights sessions where volatility is compressed and breakout probability is reduced — or where energy may be building for later expansion.
5. Volume Context Table
A compact table compares:
• Breakout candle volume
• Highest volume printed inside the opening range
This provides quick context on whether a breakout was supported by participation or occurred on weaker flow.
6. Advanced Trend Alignment System
Trend alignment is handled through a three-layer gate:
• Chart-timeframe trend filter
• Higher-Timeframe (HTF 1) filter
• Higher-Timeframe (HTF 2) filter
Each filter supports multiple modes:
Disabled, Long-Only, Short-Only, EMA Cross, or Price Position.
HTF EMA values are frozen until the higher-timeframe bar closes, preventing mid-bar flicker or repaint behavior.
HTF filters can be combined using either:
• “Either HTF OK” (OR logic), or
• “Both HTFs Must Agree” (AND logic)
This allows true multi-timeframe alignment when desired.
7. In-Range Fair Value Gap (FVG) Context
An optional Fair Value Gap detector identifies three-candle FVG structures that:
• Originate inside the opening range
• Complete outside the range
• Optionally require the third candle to close beyond the middle candle’s range
Detected FVGs are drawn forward to help monitor reaction areas after the breakout.
This module provides contextual insight, not standalone trade signals.
8. Trade Planning & Risk Visualization (Optional)
Rapid ORB Pro can draw a full, session-aware trade framework:
• Entry reference (configurable method)
• Stop-Loss (previous candle or previous swing, history-safe)
• Break-Even (1R) line
• Take-Profit (2R) line
All lines automatically expire after a user-defined number of bars to keep charts clean.
These are analytical guides only — not execution signals.
Reliability & Stability
Special care has been taken to ensure robustness across symbols and markets:
• Explicit timezone handling per session (DST-safe)
• History-safe swing detection (no buffer overflow errors)
• Clean resets at session boundaries
• No repainting from HTF data
The script is designed to run reliably on forex, indices, futures, crypto, and commodities.
How to Use
Typical usage:
• Chart timeframe: 1–15 minutes
• HTF references: 1H–4H
• Enable only the filters relevant to your strategy
• Use the framework for structured decision-making, not signal chasing
All inputs include tooltips explaining their behavior.
Originality Statement
Rapid ORB Pro uses a session-state engine with multi-bar memory, confirmed higher-timeframe freezing, and interdependent signal gates.
Its behavior cannot be replicated by simply combining standard ORB, EMA, or FVG indicators.
The closed-source format protects this integrated architecture while still providing full transparency into how signals are formed conceptually.
Disclaimer
This indicator is for educational and analytical purposes only.
It does not provide financial advice or guarantee performance.
Trading involves risk — always backtest and manage risk appropriately.
Percentage Volume Oscillator (Up-Only Hist)Based on a regular PVO, it points all bars upwards for a clearer read on how participation is changing.
Mael - Momentum indicator (M5)Detection du momentum uniquement en M5. Fait pour faciliter l'analyse et pour éviter d'oublier de le compter
Momentum detection is only available on the 5-minute timeframe. This is designed to simplify analysis and prevent forgetting to factor it in.
MoonFlow SMCMoonFlow SMC
An all-in-one Smart Money Concept (SMC) toolkit, combining essential SMC components into a single indicator.
MoonFlow SMC is designed to help traders better visualize market structure and liquidity behavior through a clean, systematic, and easy-to-read presentation that minimizes chart clutter.
🔍 Key Features
🟦 Dynamic Demand / Supply Zones
Automatically detects Supply & Demand zones from swing highs and lows
Prevents unnecessary overlapping zones
Clearly distinguishes Break of Structure (BOS) from Liquidity Sweeps
📈 SMC Signals (BOS-based)
Displays LONG / SHORT signals only when a valid BOS occurs
Liquidity sweeps are not used as entries to reduce false signals
Designed to support and complement the trader’s own analysis
🎯 TP / SL System (ATR-based)
Automatically calculates TP1 / TP2 / TP3 and SL using ATR
Draws real-time lines and labels directly on the chart
Applies only to entries generated by SMC conditions
📊 Performance Panel (SMC Event Table)
Displays:
Total number of orders
Win / Loss count
Win rate (Daily / Weekly / Monthly)
Drawdown per order and per day
Useful for system review and trading discipline evaluation
🔥 Trend Heat Gauge
Measures price strength within the High–Low range (normalized 0–100)
Presented as an intuitive gauge
Helps assess market momentum and overall context
🟩 OVB / OVS Zones (RSI-based)
Highlights Overbought / Oversold areas directly on the price chart
Provides instant insight into market strength or consolidation phases
📐 Daily OHLC + Previous High / Low
Displays current day Open / High / Low / Close
Shows previous day High and Low
Suitable for intraday trading and liquidity mapping
🎛️ Fully Customizable
Enable or disable each module independently
Adjust colors, label sizes, line styles, and logo position
Designed to work alongside other indicators without clutter
⚠️ Disclaimer
MoonFlow SMC is an analysis tool only.
It is not an automated trading system and does not guarantee any results.
Users should always manage risk appropriately and make their own trading decisions.
Short Volume + Half Bollinger Band(Sochan Band)SochanBand — Short Volume + Half Bollinger Band (FINRA)
Short-activity histogram + banded zones for quick context on short pressure.
Data : FINRA Short Volume (FINRA:_SHORT_VOLUME)
Works best : Daily (1D) and higher
Use case : Spot relative extremes in short activity and changing regimes
Overview
SochanBand visualizes FINRA short volume as a histogram and overlays a “Sochan Band” (baseline + zone levels) so you can quickly tell whether current short activity is normal , elevated , or extreme versus its own history.
Timeframes (Important)
Designed to work properly from Daily (1D) and above .
Daily shows the short-activity context clearly.
Weekly/Monthly aims to keep the reading consistent so higher timeframes remain intuitive.
Source Options
Short Volume — short activity level
Short Volume × Close — price-weighted short pressure (notional intensity)
Short Ratio — short activity relative to total volume
How to Read
Histogram expands into higher zones → short pressure building
Histogram compresses toward the baseline → short activity cooling
Best used as a context tool alongside price action and trend (not a standalone buy/sell signal)
Notes
FINRA data availability may vary by symbol/market.
For educational/informational purposes only — not financial advice.
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SochanBand — 공매도 거래량 + 하프 볼린저 밴드(FINRA)
숏 활동 히스토그램 + 구간(Zone)으로 숏 압력의 상대적 과열/극단을 빠르게 파악
데이터 : FINRA Short Volume (FINRA:<종목>_SHORT_VOLUME)
권장 타임프레임 : 일봉(1D) 이상
목적 : 숏 활동의 상대적 과열 구간 및 레짐 변화 포착
개요
SochanBand는 FINRA 공매도(Short Volume) 데이터 를 히스토그램으로 시각화하고, “Sochan Band”(기준선 + 단계별 구간)를 통해 현재 숏 활동이 과거 대비 평균/상승/극단 중 어디에 있는지 직관적으로 확인하도록 돕습니다.
타임프레임 (중요)
이 스크립트는 일봉(1D)부터 상위 타임프레임에서 정상 동작 하도록 설계되었습니다.
일봉에서는 숏 활동의 변화가 가장 직관적으로 보입니다.
주봉/월봉에서도 해석이 일관되도록, 상위 TF에서도 읽기 쉬운 형태로 표시됩니다.
Source 옵션
Short Volume — 숏 활동 크기
Short Volume × Close — 가격을 반영한 체감 압력(명목 강도)
Short Ratio — 전체 거래량 대비 숏 비중
해석 방법
히스토그램이 커지며 상단 구간으로 확장 → 숏 압력 강화
히스토그램이 기준선 근처로 축소/압축 → 숏 활동 둔화
단독 신호가 아니라 가격 구조/추세 와 함께 “맥락 지표”로 활용 권장
유의사항
FINRA 데이터 제공 여부는 종목/시장에 따라 달라질 수 있습니다.
본 스크립트는 정보 제공 목적이며 투자 조언이 아닙니다.
EMA 9 / 15 / 20 / 26EMA 9 / 15 / 20 / 26 – Multi EMA Trend Indicator (Pine Script v6)
This indicator plots four Exponential Moving Averages (EMAs) — 9, 15, 20, and 26 — on the price chart to help traders identify trend direction, momentum strength, and dynamic support/resistance zones.
Designed for scalping, intraday trading, and swing trading, this script works across Forex, Crypto, Stocks, Indices, and Commodities on all timeframes.
🔹 EMA Settings & Color Coding
EMA 9 (Red) → Very fast momentum
EMA 15 (Green) → Short-term trend
EMA 20 (Yellow) → Intermediate trend filter
EMA 26 (Blue) → Trend confirmation & pullback zone
📈 How to Use
Bullish Trend
EMA 9 > EMA 15 > EMA 20 > EMA 26
Price holding above EMAs
Buy on pullbacks toward EMA 15 / EMA 20
Bearish Trend
EMA 9 < EMA 15 < EMA 20 < EMA 26
Price below EMAs
Sell on pullbacks toward EMA 15 / EMA 20
Sideways Market
EMAs tangled together
Avoid trades or switch to range strategies
✅ Best Use Cases
EMA crossover confirmation
Trend filtering for scalping strategies
Pullback entries
Support & resistance mapping
Works perfectly with UT Bot, RSI, MACD, VWAP, Price Action
⚙️ Features
✔ Lightweight & non-repainting
✔ Pine Script Version 6 compliant
✔ Works on all symbols & timeframes
✔ Beginner-friendly & professional-grade
⚠️ Disclaimer
This indicator is for educational purposes only. It does not provide financial advice. Always use proper risk management and confirm signals with additional indicators or price action.
Custom EST Candle Marker (All Timeframes)marks out custom 4 hour candle to focus on like 2am or 8am whatever you want
Session MidpointsGives you session time boxes and their midpoints.
Gives you session time boxes and their midpoints.
Gives you session time boxes and their midpoints.
Gives you session time boxes and their midpoints.
Gives you session time boxes and their midpoints.
Custom Hour Candle Marker (EST, All Timeframes)hour candle marker on the hourly to see the candle you want to focus on
NQ Initial BalanceNQ Initial Balance (NQ only)
Tracks the Initial Balance (first hour of RTH, 9:30-10:30 AM ET) and provides real-time levels, quadrant analysis, and probability-based trade setups for NQ (Nasdaq) futures.
How it works: Price closes within the IB range in one of three quadrants — Upper (75-100%), Lower (0-25%), or Middle (25-75%). The quadrant determines directional bias and optimal entry levels based on backtested probabilities.
Features:
Real-time IB box that builds live during the 9:30-10:30 session
IB High/Low lines extended through the trading day
25%/75% quartile levels (primary support/resistance)
50% midline
0.5x and 1.0x extension targets (upside and downside)
Quadrant shading (today only) showing where price sits relative to IB
Break detection with timing classification (Immediate vs Delayed)
Retracement depth tracking after first break
Info dashboard with bias, probabilities, optimal entry, and target levels
Break status panel with time-to-break and retracement data
Dark/Light dashboard theme for any chart background
"Waiting for IB" / "Building IB..." status when IB is not yet established
9 alert conditions: IB established, optimal entry touches, IB breaks, and target hits (all wick-based)
Important — NQ-specific hardcoded stats: The probability statistics displayed in the dashboard (break direction %, pullback %, target hit %) are derived from a 3-year backtest of NQ data (Jan 2023 - Dec 2025, 614 trading days).
!! These numbers do not apply to ES, YM, forex, crypto, or other instruments. If you use this on a different asset, the levels and structure will work but the probabilities shown will not be accurate for that market.
Settings: All session times, display options, colors, alert toggles, and dashboard theme are fully configurable through the indicator settings panel.
Quantum Trend Flow (QTF) - Jonathan Mwendwa NdungeQuantum Trend Flow (QTF)
Author: Jonathan Mwendwa Ndunge
Description:
Quantum Trend Flow (QTF) is a cutting-edge, institutional-grade trend analysis and execution indicator designed for day trading and short-term swing strategies. It leverages multi-timeframe trend analysis, probabilistic scoring, liquidity sweep detection, CHOCH (Change of Character), and Order Block confirmation to provide high-confidence trading opportunities.
Key Features:
Multi-Timeframe Trend Scoring:
Tracks 3 Donchian channels across HTF (4H), MTF (1H), and LTF (15M) to compute a trend probability score.
Scores the market bias dynamically for both bullish and bearish conditions.
Probability Ribbon:
Displays a gradient ribbon representing the likelihood of bullish vs bearish dominance (0–100%).
Green = bullish probability, Red = bearish probability, Yellow = neutral.
Smart Money Concept Validation:
Integrates CHOCH to identify genuine shifts in market structure.
Confirms entries using Order Blocks and Liquidity Sweeps, reflecting probable institutional activity.
Execution Logic:
Only triggers trades when probability exceeds the configurable threshold and all structural conditions align.
Labels on the chart indicate high-confidence bullish or bearish opportunities.
Dashboard Overview:
Summarizes HTF, MTF, and LTF trend scores along with execution readiness for quick decision-making.
Why QTF is Hedge-Fund Level:
Combines probabilistic trend scoring with smart money concepts for precision entries.
Fully non-repainting and deterministic for live and historical analysis.
Filters noise and highlights high-probability zones where institutional orders are likely to occur.
Multi-layered validation ensures trades are aligned with market structure, liquidity, and trend momentum.
Use Case:
Ideal for day traders and short-term swing traders who want a systematic, high-probability, institutional-style edge.
Can be combined with risk-to-reward strategies (e.g., RR 1:2) and proper money management.
DFH - Zenith Resonance - Market Phase Intelligence (ZMR)DFH - Zenith Resonance - Market Phase Intelligence (ZMR) is an institutional-grade analytical framework designed to identify capital-driven market behavior through multi-factor, multi-timeframe analysis.
Unlike traditional indicators that rely on single oscillators or isolated thresholds, ZMR integrates multiple signal families—including momentum, structure, volatility, and market participation—across various timeframes to help traders identify:
• Institutional accumulation phases
• Impulse expansion (momentum surges)
• Climax and exhaustion patterns
• Distribution and breakdown phases
ZMR is not a buy/sell signal generator.
It is a market phase intelligence framework.
Core Philosophy: Structure vs. Energy
Resonance, Not Single Signals
ZMR analyzes market behavior across two complementary dimensions:
Structure (Context):
• Defines equilibrium zones, trend control, and key decision levels
• Slower-moving components with higher reliability
• Answers: "Where are we in the bigger picture?"
Energy (Impulse):
• Detects acceleration, imbalance, and capital deployment
• Faster-moving components for timing precision
• Answers: "When is intent turning into action?"
Structure tells you WHERE.
Energy tells you WHEN.
When both dimensions align—creating resonance—market noise decreases and analytical clarity increases.
Key Features
✓ Multi-timeframe phase detection
✓ Adaptive signal generation across market conditions
✓ Visual phase identification through color-coded backgrounds
✓ Institutional accumulation and distribution detection
ZMR works best when combined with price action analysis, volume profile, and proper risk management.
Educational Use
This indicator is designed for educational and analytical purposes. It helps traders:
• Understand multi-timeframe market structure
• Recognize institutional behavior patterns
• Improve timing precision through resonance concepts
• Develop context-aware trading strategies
Access & Support
This is an invite-only indicator.
To request access or learn more about ZMR methodology:
• Send a direct message through TradingView
Trial periods and educational resources are available for qualified traders.
Risk Disclaimer
IMPORTANT:
• ZMR does NOT provide financial advice or guaranteed trading signals
• This tool provides market phase intelligence to support your independent decision-making
• Past performance and backtested results do not guarantee future performance
• Trading involves substantial risk of loss and is not suitable for all investors
• You are solely responsible for your trading decisions and risk management
• Always conduct your own analysis and consult with qualified financial professionals before making investment decisions
• No indicator can predict market movements with certainty
By using this indicator, you acknowledge that all trading decisions and their consequences are your own responsibility.
MTF Polynomial LSMA Bands (Full) v6MTF Polynomial LSMA Bands (Full) v6
3 x Polynomial LSMA Bands multitime frame, smoothing and cloud options.
Absorption Bubbles updated Overview
This indicator spots moments when one side of the market is actively absorbing pressure from the other by displaying bubbles on candle wicks. Rather than just looking at raw volume numbers, it compares current activity against a rolling average you can customize with the Lookback Period setting. Bubbles show up on either the top or bottom wick depending on whether buyers or sellers are doing the absorbing, helping you identify where aggressive orders are being soaked up at important price levels.
How It Works
Absorption happens when one side of the market takes in all the aggressive orders from the other side, essentially blocking further movement in that direction. The indicator measures volume relative to what's normal for your chosen timeframe, filtering out the noise so you only see meaningful signals.
When you see green bubbles on upper wicks, that's sellers absorbing buying pressure—buyers tried pushing the price higher, but sellers stepped in and absorbed it all. Red bubbles on lower wicks show the opposite: buyers absorbing selling pressure as sellers tried pushing down but got met with strong buying interest.
The indicator also colors entire candles red when heavy volume is packed inside the body during aggressive selling, and green when strong volume appears during aggressive buying moves.
You control the sensitivity through the Lookback Period, which determines how many bars are used to calculate what "normal" volume looks like. Optional volume lines can extend forward from the strongest absorption points, giving you visual markers of where significant activity occurred.
Key Features
Volume analysis normalized against rolling averages instead of fixed thresholds
Customizable lookback window to match your trading style
Bubble size scales with absorption intensity—bigger bubbles mean stronger absorption
Clear visual separation between buying and selling absorption
Alert options for buying absorption, selling absorption, or any absorption event (triggers only at bar close to reduce false signals)
Automatic bar coloring when major absorption happens within the candle body
How to Use It
Start by adding the indicator to any chart and timeframe you prefer. Tweak the Absorption Threshold to filter out weaker signals—higher values mean you'll only see the most significant absorption events. Adjust the Lookback Period based on whether you want to capture recent activity (shorter period) or smooth out longer-term patterns (longer period).
Red bubbles on lower wicks often signal potential upward reversals since buyers are absorbing downward pressure. Green bubbles on upper wicks suggest resistance to further upside, potentially leading to downward movement. Larger bubbles always indicate stronger absorption compared to recent volume activity.
If you increase the Absorption Threshold, you'll see fewer bubbles overall but they'll represent more significant events. Changing the Lookback Period affects what the indicator considers "normal"—shorter windows make it more reactive to recent changes, while longer windows help filter out short-term volatility.
You can enable alerts for specific absorption types or catch all absorption events. These alerts only fire when the bar closes, helping you avoid getting pinged on every minor fluctuation.
SMART TRADER Institutional Trend Engine ITESMART TRADER – Institutional Trend Engine (ITE)
Author: Jonathan Mwendwa Ndunge
Description:
The SMART TRADER Institutional Trend Engine (ITE) is a hedge-fund-grade trading indicator designed to identify high-probability trend continuation and reversal opportunities using Smart Money Concepts. It combines multi-timeframe Donchian Channel trend analysis, Change of Character (CHOCH) detection, Order Block (OB) validation, and Liquidity Sweep detection to filter only the most reliable market conditions.
Key Features:
Multi-Timeframe Trend Alignment:
HTF (2H) determines the overall market regime.
MTF (1H) confirms alignment across three Donchian channel periods (fast, medium, slow) to ensure structural consistency.
Refined CHOCH Logic:
Detects genuine shifts in market structure using recent swing highs and lows.
Bullish or bearish CHOCH is only confirmed when HTF and MTF trends align, reducing false signals.
Order Block Confirmation:
Validates institutional supply and demand zones before execution.
Detects bullish and bearish order blocks using historical lows/highs in open prices.
Liquidity Sweep Validation:
Identifies liquidity sweeps beyond recent highs or lows, ensuring entry in areas where institutions likely trigger orders.
Execution-Level Discipline:
Signals only trigger when all conditions are met: trend alignment, CHOCH, order block, and liquidity sweep.
Visual labels mark bullish and bearish execution zones directly on the chart.
Dashboard Overview:
Displays HTF regime, 1H alignment, and execution status for quick decision-making.
Use Case:
Ideal for day trading and short-term swing trading.
Works best when combined with proper risk-to-reward management (e.g., 1:2 RR).
Designed to reduce noise and enhance the probability of success by replicating institutional-style trade execution.
ATR + ADX Expansion This script plots in real time a shorter period ATR compared to a longer period ATR allowing one to see if the market has above or below average volatility. This helps avoid choppy sideways markets.
Secondly, the table shows whether ADX is expanding above its signal line, or contracting below it's signal line further identifying a market in expansion or contraction.
Any set up must be deployed in a healthy market environment, this indicator measures core statistics in real time to allow you see at a glance what state the market is in.
Advanced Trading Forecast Calculator # Advanced Trading Forecast Calculator
## Overview
The Advanced Trading Forecast Calculator is a comprehensive performance analytics dashboard that transforms manual trading data into institutional-grade insights. This tool bridges the gap between basic win rate calculations and professional risk management by implementing quantitative finance methodologies typically found in hedge fund trading desks.
## What Makes This Script Original
This indicator synthesizes multiple independent analytical frameworks into a unified system that addresses the complete lifecycle of trading performance analysis:
**Multi-Dimensional Risk Analysis** - Integrates Value-at-Risk (VaR) calculations, tail risk assessment, drawdown analysis, and leverage risk modeling into a cohesive risk framework. The system calculates both statistical risk (95% confidence VaR) and extreme event risk (99% tail risk) using position-size weighted methodologies.
**Kelly Criterion Implementation** - Applies the Kelly formula (optimal_f = (win_rate × reward_risk_ratio - loss_rate) / reward_risk_ratio) to determine mathematically optimal position sizing. The calculator compares your current position size against the Kelly-optimal size and flags over-leveraging risks.
**Market Regime Adaptation** - Adjusts performance projections based on economic cycle stage (Recession/Recovery/Expansion/Peak) using regime-specific multipliers derived from historical market behavior. Incorporates volatility normalization, sector concentration penalties, and correlation-adjusted risk metrics.
**Behavioral Finance Quantification** - Converts subjective trading discipline into quantifiable scores by tracking revenge trades, FOMO entries, stop-loss adherence, and planned versus impulsive execution. Calculates a composite discipline score that correlates with long-term profitability.
**Advanced Risk-Adjusted Returns** - Implements three distinct risk-adjusted metrics: Sharpe Ratio (excess return per unit of total volatility), Sortino Ratio (excess return per unit of downside deviation), and Calmar Ratio (annualized return divided by maximum drawdown). Each metric reveals different aspects of risk-adjusted performance.
## How It Works
### Core Calculation Methodology
**Expectancy Framework**: The calculator uses mathematical expectancy theory to project outcomes. For each trade, it calculates: Expected_Value = (Win_Rate × Avg_Win) - (Loss_Rate × Avg_Loss). This expectancy is then multiplied by trading frequency to generate monthly and annual projections.
**Risk Metrics**: Volatility is estimated using the square root of time scaling (√252 for annual volatility) applied to the average absolute deviation between wins and losses. This volatility feeds into Sharpe and Sortino ratio calculations using the formula: (Annualized_Return - Risk_Free_Rate) / Volatility.
**Drawdown Modeling**: Maximum drawdown is estimated using binomial probability theory to calculate the expected longest losing streak: Max_Consecutive_Losses = -ln(0.01) / ln(1 - Loss_Rate). This is then multiplied by average loss size to estimate peak-to-trough decline.
**Market Correlation Adjustment**: Beta-adjusted risk is calculated as: Beta_Risk = |Correlation_to_Market| × Market_Volatility. This quantifies how much of your risk comes from general market movements versus strategy-specific factors.
**Regime Analysis**: Return projections are modified based on economic cycle stage using empirically-derived multipliers (Expansion: 1.15x, Peak: 0.95x, Recovery: 1.05x, Recession: 0.75x). Additional stress testing applies macro factors including interest rate sensitivity, inflation impact, and geopolitical event frequency.
### Performance Scoring System
The script generates composite scores across multiple dimensions:
**Strategy Viability Score** (0-20 points): Checks if expected return per trade is positive, Kelly criterion is viable (>0), and profit factor exceeds 1.2 (indicating edge exists).
**Execution Quality Score** (0-15 points): Evaluates profit factor tiers (>1.5, >1.2, >1.0) and mathematical expectancy levels (>2%, >1%, >0.5%).
**Discipline Score** (0-15 points): Weights stop-loss adherence, profit target discipline, and planned trade percentage equally to create a behavioral quality metric.
**Risk-Adjusted Performance Score** (0-10 points): Tiered scoring based on Sharpe ratio thresholds (>1.5, >1.0, >0.5).
**Market Adaptation Score** (0-10 points): Evaluates timing edge (difference between best and worst trading hours), weekly consistency, and earnings season alpha.
**Risk Management Score** (0-10 points): Assesses margin utilization efficiency, overnight position performance, and portfolio diversification.
**Macro Resilience Score** (0-5 points): Measures robustness to interest rate changes, inflation, and geopolitical shocks.
These subscores combine into an overall rating from EXCEPTIONAL (85+) to POOR (<25), providing a single performance quality metric.
## Key Features
**10-Column Dashboard**: Displays 90+ metrics organized into Account, Performance, Projections, Risk, Psychology, Goals, Actual Results, Market Regime, Timing Edge, and Scores categories.
**Visual Performance Tracking**: Plots actual returns against expected benchmark, regime-adjusted projections, and stress-tested scenarios. Includes drawdown area chart and VaR reference lines.
**15 Smart Alerts**: Automated notifications for target achievement, drawdown warnings, discipline deterioration, excessive leverage, high volatility, exceptional performance, and timing edge detection.
**Dynamic Color Coding**: Green/yellow/red highlighting automatically identifies strong metrics, warning zones, and problem areas across the entire dashboard.
**Customizable Display**: Adjustable table position (9 options), size (3 levels), and fully customizable color scheme with 11 independent header colors.
## How to Use This Indicator
### Step 1: Input Your Account Data
- Enter current account size and equity value
- Set position sizing percentage and maximum simultaneous positions
- Input commission and slippage costs
### Step 2: Enter Historical Performance
- Record total trades taken and winning trades
- Calculate and enter average gain percentage and average loss percentage
- Input your actual win rate, largest win, largest loss
- Note consecutive win and loss streaks
### Step 3: Add Psychology Metrics
- Count revenge trades (trades taken to "get even" after losses)
- Count FOMO trades (impulsive entries from fear of missing out)
- Estimate percentage of planned versus impulsive trades
- Rate your stop-loss discipline and profit target discipline honestly
### Step 4: Configure Market Environment
- Set current market volatility (VIX or similar measure)
- Assess your strategy's correlation to the broader market (-1 to +1)
- Calculate sector concentration percentage
- Select current economic cycle stage
### Step 5: Input Advanced Risk Metrics
- If known, enter Value-at-Risk at 95% confidence level
- Record overnight position statistics
- Note leverage usage and margin utilization
- Input macro sensitivity factors
### Step 6: Analyze Results
The dashboard automatically calculates and displays:
- Whether your strategy is mathematically viable
- Optimal Kelly position size versus your current sizing
- Expected monthly and annual returns with regime adjustments
- Risk-adjusted performance metrics (Sharpe, Sortino, Calmar)
- Estimated time to reach your financial goals
- Composite performance score and rating
### Step 7: Act on Insights
- If Kelly Gap is positive (red), reduce position size to optimal level
- If Discipline Score is below 80%, focus on execution quality
- If Strategy shows NOT VIABLE, reassess methodology fundamentally
- If Sharpe Ratio is below 0.5, risk-adjusted returns are insufficient
- Monitor alerts for real-time warnings about risk levels
## What This Script Does NOT Do
This indicator does NOT generate trading signals, execute trades, or provide buy/sell recommendations. It is purely an analytical and educational tool for performance evaluation. It does NOT predict future market movements or guarantee results.
## Why Protected Source Code
The source code is protected because it contains proprietary implementations of:
- Multi-factor composite scoring algorithms with empirically-tuned weight distributions
- Regime-specific adjustment multipliers derived from extensive backtesting across economic cycles
- Integrated risk calculation frameworks that synthesize VaR, tail risk, and drawdown methodologies
- Behavioral scoring systems that quantify psychological factors with predictive correlations to future performance
- Optimized table rendering logic for displaying 90+ metrics without performance degradation
These implementations represent significant research and development work that differentiates this calculator from basic performance trackers.
## Intended Users
This tool is designed for:
- Active traders seeking institutional-grade performance analysis
- Traders wanting to quantify and improve their trading discipline
- Those learning quantitative risk management and position sizing theory
- Traders who maintain detailed trading journals and want deeper insights
- Anyone wanting to understand if their strategy has a genuine mathematical edge
## Important Notes
All projections assume historical performance patterns will continue, which is never guaranteed. Past performance does not indicate future results. The Kelly Criterion suggests optimal sizing under ideal conditions but should be reduced (typically 25-50% of full Kelly) for practical implementation. Risk metrics are estimates based on input data quality. This tool is for educational and analytical purposes only.
## Chart Requirements
The indicator displays on a clean chart with no other scripts needed. It creates an overlay-false subplot showing equity curves and drawdown visualization, plus a comprehensive table overlay on the price chart. All symbol and timeframe information remains visible.
## Updates and Maintenance
This indicator receives ongoing updates to incorporate new risk metrics, improve calculation accuracy, and add requested features while maintaining backward compatibility with existing user configurations.
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**Version**: 6 (Pine Script v6)
**Type**: Indicator (Not a Strategy - No Backtest Required)
**Display**: Overlay = False (Separate Pane) + Table Overlay
Triple VWAP (RTH Anchored + 1D/2D Rolling) w/ Z-ScoreRolling & Anchored VWAP Hybrid
Description:
This indicator is designed for intraday traders (Futures, Crypto, Equities) who need to quickly identify market regimes by comparing session-specific value against multi-day rolling value.
Traditional VWAP indicators force you to choose between "Anchored" (RTH) or "Rolling" (24h). This script combines both into a single hybrid tool, allowing you to spot trend days, mean reversion opportunities, and "fair value" dislocations instantly.
Key Features:
1. Hybrid VWAP Engine
RTH Anchored VWAP (Orange): Anchors automatically at the session open (default 09:30 NY). This represents the "true" institutional fair value for the current active session, ignoring overnight noise.
1-Day Rolling VWAP (Blue): A continuous 24-hour rolling window. This represents the short-term memory of the market (overnight + RTH).
2-Day Rolling VWAP (Purple): A continuous 48-hour rolling window. This acts as a slower, higher-timeframe support/resistance level.
2. Market Regime Identification
By observing the relationship between these three lines, you can instantly define the regime:
Bull Trend: Price > RTH VWAP > 1D VWAP > 2D VWAP.
Bear Trend: Price < RTH VWAP < 1D VWAP < 2D VWAP.
Expansion: When RTH VWAP breaks away from the 1D/2D Rolling VWAPs.
Compression/Chop: When all three lines are flat and entangled.
3. Integrated Z-Score Matrix (Table)
A built-in heatmap table displays the real-time Z-Score (standard deviation distance) of the current price relative to the 1-Day and 2-Day Rolling VWAPs.
How to use:
High Z-Score (> 2.0): Price is statistically extended (expensive). Look for mean reversion or exhaustion.
Low Z-Score (< -2.0): Price is statistically cheap. Look for bounces.
Zero (0.0): Price is at equilibrium (Fair Value).
Settings & Customization:
Session Time: Fully customizable RTH session (default 09:30-16:00) and Timezone.
Bands: Optional standard deviation bands for the RTH VWAP to visualize volatility.
Alerts: Built-in alert conditions for Price crossing any VWAP and for VWAP crossovers (Golden/Death crosses of value).
Impulse Trend ArrowsThis indicator is a volatility-normalized momentum + trend state tool designed to provide a clean “market regime” read: UP / DOWN / NEUTRAL, with optional visual confirmation on the chart. Works on collection of clasic indicators and some simple math.
⚙️ How it works (logic)
1) Adaptive baseline
The core reference line is an EMA(basisLen) acting as a dynamic equilibrium price. You can treat this setting as a sensitivity for entire thing.
2) ATR volatility envelope
An ATR channel is built around the baseline:
Upper Band = EMA + (ATR × multiplier)
Lower Band = EMA − (ATR × multiplier)
This scales signals to current volatility (tight markets vs. fast markets).
3) “Impulse” detection
Bull impulse when price is above both the baseline and the upper ATR band.
Bear impulse when price is below both the baseline and the lower ATR band.
4) Momentum confirmation (filters)
Signals are confirmed only when momentum agrees:
RSI must be on the correct side of 50
MACD Histogram must match direction (positive for bullish / negative for bearish)
So a signal requires price expansion (ATR breakout) + momentum agreement (RSI + MACD).
🧭 Trend state behavior
When a new BUY/SELL impulse is confirmed, the script updates a persistent trend state (“BUY”, “SELL”, or “NONE”).
That state stays active until the opposite confirmed impulse appears.
✅ Visuals & Usage
Made some minor, mostly visual upgrades on this release:
Baseline + ATR bands are smoothed for cleaner visuals.
Optional BUY/SELL arrows are plotted outside the channel to avoid overlap with channel.
Optional full-chart background shading reflects the current trend state:
Green = UPTREND
Red = DOWNTREND
A minimal top panel shows the current regime (UP / DOWN / NEUTRAL).
I also recently added this channel smoother parameter (for Dragon Channel), if you want it to have less spikes on those MAs just use the bigger number, I picked 8 for default.
Actualy its as simple as just follow the arrows direction, given the correct settings with slightly higher basisLen on higher TFs you can get prety accurate long shots. Ofcourse you can still can get random signals or noise on lower TFs, so it can be used as a background trend/momentum confirmation layer alongside your other favorite indicators or strategy tools.
