ADR et %+Vol (ADR ou %)This indicator identifies breakout bars based on significant price movements combined with increased trading volume. It allows you to define breakout thresholds in two ways:
Key Features:
Threshold Method: Choose between:
Fixed Percentage (%): Specify an exact percentage move.
ADR-based (%): Utilize the Average Daily Range (ADR) multiplied by a factor of your choice.
ADR Calculation: Offers two distinct calculation methods to suit your trading style:
True Range (TR): Incorporates overnight gaps, making it ideal for swing trading.
High-Low (H-L): Purely intraday measure, suitable for day trading without gap consideration.
Timeframe Flexibility:
Select the desired timeframe for ADR calculation (e.g., Daily, Weekly, Hourly), providing flexibility to match your specific trading horizon.
Visual Signals:
Blue Bar Coloring: Highlights breakout candles clearly.
Blue Circle Markers: Signals bars with significant price movement accompanied by strong volume.
Information Display:
Shows the ADR percentage, selected timeframe, and calculation method directly on the chart (top-right), providing instant clarity about the current settings.
Usage Recommendations:
Use True Range ADR if you hold positions overnight or trade multi-day swings.
Opt for High-Low ADR if you're trading purely intraday and prefer simpler measures.
This versatile indicator is suited for both swing and intraday traders looking for reliable volatility measures combined with volume confirmation.
Penunjuk dan strategi
Wyckoff Entry Times @jqrmThis indicator visually marks two custom time zones on your TradingView chart by drawing vertical lines at the start and end of each zone. The first time zone spans from 9:27 AM to 9:33 AM, highlighted in red, and the second spans from 9:50 AM to 10:10 AM, highlighted in blue. You can enable or disable each zone's lines using the indicator inputs. This helps to quickly spot important intraday sessions or time ranges on your chart.
Directional Change Extremes by CR86Подтверждение сигналов в индкаторе Directional Change происходит на основе алгоритма отката цены (sigma), заданного как процент от предыдущего экстремума. Процесс следующий:
Поиск вершины (Top): Изначально индикатор ищет максимум (tmp_max). Когда цена откатывает ниже текущего максимума на величину sigma (например, close < tmp_max - tmp_max * sigma), вершина подтверждается, и сигнал Top фиксируется. Это запускает поиск основания.
Поиск основания (Bottom): После подтверждения вершины минимальная цена (tmp_min) обновляется. Когда цена растет выше текущего минимума на sigma (например, close > tmp_min + tmp_min * sigma), основание подтверждается, и сигнал Bottom фиксируется. Это переключает индикатор обратно к поиску вершины.
Условия: Подтверждение происходит только при закрытии бара, что обеспечивает стабильность сигнала. Метки "Confirm" появляются на баре, где выполнено условие отката.
Пример: Если tmp_max = 1000 и sigma = 0.031, подтверждение Top произойдет, когда цена упадет ниже 969 (1000 * 0.969).
English
Signal confirmation in the Directional Change indicator is based on a price retracement algorithm (sigma) defined as a percentage of the previous extreme. The process is as follows:
Top Detection: The indicator initially seeks a maximum (tmp_max). A top is confirmed when the price retraces below the current maximum by sigma (e.g., close < tmp_max - tmp_max * sigma), triggering a Top signal. This shifts the focus to bottom detection.
Bottom Detection: After a top is confirmed, the minimum price (tmp_min) is updated. A bottom is confirmed when the price rises above the current minimum by sigma (e.g., close > tmp_min + tmp_min * sigma), triggering a Bottom signal. This switches the indicator back to seeking a top.
Conditions: Confirmation occurs only on bar close, ensuring signal stability. "Confirm" labels appear on the bar where the retracement condition is met.
Example: If tmp_max = 1000 and sigma = 0.031, a Top is confirmed when the price drops below 969 (1000 * 0.969).
Stephis Supply & Demand Zones v3
📉 Support
Definition: Support is a price level where a downtrend can be expected to pause or reverse due to a concentration of buying interest.
Why it matters: When the price of an asset falls to a support level, traders expect buyers to step in, preventing the price from falling further.
Visual clue: On a chart, support often appears as a horizontal line where the price has bounced up multiple times.
📈 Demand
Definition: Demand refers to the willingness and ability of buyers to purchase an asset at a given price.
In trading context: High demand typically pushes prices up, while low demand can lead to price drops.
Relation to support: A support level exists because of demand—buyers are willing to buy at that price, creating a floor.
🧠 How They Work Together
When price approaches a support level, traders watch to see if demand increases—if it does, the price may bounce.
If the support level is broken, it may signal that demand has weakened, and the price could fall further.
🔁 Opposite Concept: Resistance & Supply
Resistance is the opposite of support—it's a level where selling pressure (supply) may stop a price from rising.
Just like demand creates support, supply creates resistance.
Advanced Volume Profile Levels (Working)This indicator is a powerful tool for traders who use volume profile analysis to identify significant price levels. It automatically calculates and plots the three most critical levels derived from volume data—the Point of Control (POC), Value Area High (VAH), and Value Area Low (VAL)—for three different timeframes simultaneously: the previous week, the previous day, and the current, live session.
The primary focus of this indicator is unmatched readability. It features dynamic, floating labels that stay clear of price action, combined with a high-contrast design to ensure you can see these crucial levels at a glance without any visual clutter.
Key Features
Multi-Session Analysis: Gain a complete market perspective by viewing levels from different timeframes on a single chart.
Weekly Levels: Identify the long-term areas of value and control from the prior week's trading activity.
Daily Levels: Pinpoint the most significant levels from the previous day's Regular Trading Hours (9:30 AM - 4:00 PM ET).
Current Session Levels: Track the developing value area and POC in real-time with a dynamic profile that updates with every bar.
Advanced Visuals for Clarity:
Floating Labels: The labels for the weekly and daily levels intelligently "float" on the right side of your chart, moving with the price to ensure they are never obscured by candles.
High-Contrast Design: Labels are designed for maximum readability with solid, opaque backgrounds and an automatic text color (black or white) that provides the best contrast against your chosen level color.
Trailing Current Levels: The labels for the current session neatly trail the most recent price action, providing an intuitive view of intra-day developments.
Comprehensive Customization: Tailor the indicator's appearance to your exact preferences.
Toggle each profile (Weekly, Daily, Current) on or off.
Individually set the color, line style (solid, dashed, dotted), and line width for each set of levels.
Adjust the text size, background transparency, and horizontal offset for all on-chart labels.
Information Hub:
On-Chart Price Labels: Each label clearly displays both the level name and its precise price (e.g., "D-POC: 22068.50").
Corner Table: An optional, clean table in the top-right corner provides a quick summary of all active weekly and daily level values.
Built-in Alerts:
Create alerts directly from the script to be notified whenever the price crosses above or below the weekly or daily Point of Control, helping you stay on top of key market movements.
How to Use
The levels provided by this indicator serve as powerful reference points for market activity:
Point of Control (POC): The price level with the highest traded volume. It acts as a magnet for price and represents the area of "fair value" for that session. Markets often test or revert to the POC.
Value Area High (VAH) & Value Area Low (VAL): These levels define the range where approximately 70% of the session's volume occurred. They are critical support and resistance zones.
Price acceptance above the VAH may signal a bullish breakout.
Price acceptance below the VAL may signal a bearish breakdown.
Rejection at the VAH or VAL often leads to price moving back across the value area towards the POC.
Daily ATR TrackerDaily ATR Tracker
The Daily ATR Tracker is a simple yet powerful tool designed to help traders monitor the daily price movement relative to the average daily range (ATR). This indicator provides an objective view of how much price has moved compared to its recent daily volatility.
🔎 Key Features:
Customizable ATR period (default 14 days)
Live calculation of the current day's price range
ATR value displayed in pips for clear reference
Percentage of ATR covered by the current day's range
Color-coded table for quick visual interpretation:
🟢 Green: less than 60% of ATR covered
🟠 Orange: 60% to 100% of ATR covered
🔴 Red: more than 100% of ATR covered
Alert condition when daily range exceeds 100% of the ATR average
Movable table position to fit your chart layout
🎯 Why use Daily ATR Tracker?
✅ Identify exhaustion zones: When price has already covered a large portion of its typical daily range, the odds of further strong movement may diminish, helping you to manage entries, exits, and risk.
✅ Objective daily bias: Get a quantitative sense of how "stretched" the market is in real time.
✅ Works with any timeframe: While designed for daily ranges, you can monitor intraday movements with this context in mind.
⚠️ Usage Note:
This tool does not provide buy or sell signals by itself. It is designed to complement your existing strategies by offering additional context regarding daily range exhaustion.
Valid Pullbacks [keypoems]Valid Pullbacks
This indicator marks Valid Pullbacks on a chart. The core of the script is designed to find significant swing points by maintaining and validating candidate highs and lows.
Notice this is very different than other swing marker (fractals or otherwise). This is the base used to draw DTFX/Supply and Demand Zones. I am starting a full rewrite of all the components of my market structure indicator and this is part 1.
Core Concepts
The script operates in a stateful manner, alternating between searching for a Valid Pullback High and a Valid Pullback Low.
Initial State: At the beginning, the script assumes it is searching for the first Valid Pullback High.
Alternating Search: Once a Valid Pullback High is confirmed, the script switches its state to search for a Valid Pullback Low. Conversely, after a Valid Pullback Low is confirmed, it begins searching for a Valid Pullback High. This ensures a proper sequence of alternating swing points.
Defining a Swing Point
The script uses two primary ways to define a swing point, depending on user settings:
Wick-Based Swing (Default):
A Swing High occurs when the high of a candle is higher than the high of the candle immediately before and after it. (high > high and high > high )
A Swing Low occurs when the low of a candle is lower than the low of the candle immediately before and after it. (low < low and low < low )
Close-Based Swing:
A Swing High is identified based on a more complex relationship involving the closes and highs/opens of the three most recent candles, requiring the swing point to be formed by an "up-close" candle.
A Swing Low is identified similarly, requiring the swing point to be formed by a "down-close" candle.
* The Logic
This logic to update the internal state runs on every bar of the chart to update the status of candidate highs and lows.
1. Candidate Selection
The script continuously searches for the best possible candidate for the next valid swing.
Searching for a Candidate High:
This happens only if the last confirmed swing was a Valid Pullback Low (or at the very start).
On every new bar, the script checks if the previous bar represents a better candidate than the current one.
A "better" candidate is one with a higher price. The specific price checked (high or close) depends on whether the close-based or wick-based definition of a swing is being used.
If a better candidate is found, it replaces the existing candidateHigh. The candidate's price is always recorded as the high of that bar.
Searching for a Candidate Low:
This happens only if the last confirmed swing was a Valid Pullback High.
The logic is the mirror opposite of the high search. It looks for a "better" candidate with a lower price on every new bar.
If a better candidate is found, it replaces the existing candidateLow. The candidate's price is always recorded as the low of that bar.
2. Candidate Confirmation
Once a candidate is being tracked, the script waits for a specific market action to confirm it as a Valid swing.
Confirming a Valid Pullback High:
A candidateHigh is confirmed and becomes a Valid Pullback High if the price breaks below the low of the candidate bar.
When this happens:
The candidateHigh is stored in the validHighs array.
Both the candidateHigh and candidateLow are completely reset.
The script's state switches to now search for a Valid Pullback Low.
Confirming a Valid Pullback Low:
A candidateLow is confirmed and becomes a Valid Pullback Low if the price breaks above the high of the candidate bar.
When this happens:
The candidateLow is stored in the validLows array.
Both the candidateLow and candidateHigh are completely reset.
The script's state switches to now search for a Valid Pullback High.
This continuous process of searching, updating, and confirming candidates allows the script to dynamically identify and plot the most recent and relevant valid swing points on the chart.
GLI [BBS + M2] Fair Value Analysis - RegressionGLI Fair Value Analysis – Regression Forecast
This indicator provides a regression-based fair value model that forecasts asset prices using a custom-built Global Liquidity Index (GLI) derived from central bank balance sheets (BBS) and M2 money supply across major economies.
🔍 Core Concept
The indicator performs a linear regression between:
Today's GLI (independent variable)
Asset price "n" days later (dependent variable)
This leads to a forecasted fair value, along with ±1, ±2, and ±3 standard deviation bands to visualize potential overbought/oversold conditions or market dislocations.
🧮 GLI Composition
GLI is computed from:
🇺🇸 US, 🇯🇵 Japan, 🇨🇳 China, 🇪🇺 Eurozone, 🇬🇧 UK central bank balance sheets
M2 Money Supply from the same regions
Reverse repo (RRP) and the US Treasury General Account (WT)
⚙️ Customizable Inputs
Lead (Days Offset): Defines how far forward the regression predicts asset prices
Lookback: Determines the number of historical data points used in the regression calculation
Optional Settings : Lead = 7, Lookback = 47
📈 Output
Fair Value Line (Forecast)
±1 to ±3 Standard Deviation Bands
Visual fill zones for clearer market deviation context
📌 How to Use
Use the forecasted value as a fair value anchor to assess over/undervaluation.
SD bands serve as a probabilistic range
Especially useful in macro-driven markets and mid-long term strategic positioning.
⚠️ Note
This model is tailored for macro-aware traders and investors. Interpret with market context in mind, as liquidity signals are leading but not always precise in timing.
PineConnector [Extension] | FractalystWhat is the PineConnector Extension?
The PineConnector Extension is a sophisticated bridge indicator designed to seamlessly connect Quantify trading signals with PineConnector's automated execution system.
This extension transforms manual signal monitoring into fully automated trading by interpreting Quantify's signal outputs and converting them into executable PineConnector commands.
Unlike standalone trading indicators, this extension serves as a communication layer between your signal generation (Quantify indicator) and trade execution (PineConnector), enabling hands-free trading across multiple timeframes and instruments.
How does the signal processing work?
The extension processes four distinct signal types from Quantify indicators:
Signal Values:
1 = Buy/Long signal - Opens bullish positions
-1 = Sell/Short signal - Opens bearish positions
0.5 = Close Long - Closes all long positions
-0.5 = Close Short - Closes all short positions
The script continuously monitors the "Signal Source" input, which should be connected to any Quantify indicator's output. When a signal is detected, the extension automatically generates the corresponding PineConnector command with your configured parameters.
What are the available order types and how do they work?
The extension supports three order execution modes:
Market Orders:
- Execute immediately at current market price
- Highest execution probability
- Subject to slippage during volatile conditions
Limit Orders:
- Execute only when price reaches a more favorable level
- Buy limits placed below current price
- Sell limits placed above current price
- Dynamic pip offset calculated using ATR-based volatility
Stop Orders:
- Execute when price breaks beyond specified levels
- Buy stops placed above current price
- Sell stops placed below current price
- Useful for breakout strategies
Dynamic Pricing Calculation:
The extension calculates optimal entry prices using volatility-adjusted pip offsets:
priceVolatility = ta.atr(14) / close * 100
volatilityFactor = math.min(math.max(priceVolatility / 0.1, 0.5), 2.0)
pipsOffset = 10 * volatilityFactor
How does the risk management system work?
Risk Percentage:
The extension uses percentage-based position sizing where you specify the risk per trade (0.1% to 10.0%). This value is passed to PineConnector, which calculates the exact position size based on:
- Account balance
- Stop loss distance
- Instrument specifications
- Broker settings
Stop Loss Integration:
- The "Stop Source" input connects to external stop loss levels from Quantify or other indicators. - This ensures:
- Consistent risk-reward ratios
- Dynamic stop placement based on market structure
- Automatic position sizing calculations
Multi-Asset Compatibility:
The extension automatically detects instrument types and adjusts pip calculations:
Forex: mintick * 10
Crypto: mintick * 10
Other assets: mintick * 1
What does the information display table show?
The real-time status table provides essential configuration monitoring:
Status Indicators:
- License: Shows PineConnector license ID status (Blue = Set, Red = Missing)
- Security: Displays secret key status (Blue = Set, Orange = Disabled)
- Comment: Shows trade comment or timeframe if empty
- Symbol: Current trading symbol (manual override or chart symbol)
- Order Type: Active execution mode (Market/Limit/Stop)
- Risk: Risk percentage with color coding (Blue ≤1%, Orange >1%)
- Signal: Connection status (Blue = Connected, Red = Not Set)
- Stop: Stop loss source status (Blue = Connected, Red = Not Set)
Color Coding System:
Blue: Optimal/Connected
Orange: Warning/Moderate risk
Red: Error/Not configured
How do I connect this to my Quantify indicator?
Step-by-Step Connection:
Add the PineConnector Extension to your chart containing Quantify indicator
Configure Signal Source:
In the extension settings, locate "Signal Source"
Click the dropdown and select your Quantify indicator's signal output
The extension will automatically detect custom sources vs. default price data
Configure Stop Source:
Connect "Stop Source" to your Quantify indicator's stop loss output
This enables dynamic position sizing based on stop distance
Verify Connection:
Check the information table for "Signal" and "Stop" status
Blue indicates successful connection
Red indicates default price data (not connected)
Compatible Quantify Indicators:
- Quantify Trading Model
- Any indicator outputting standardized signals (1, -1, 0.5, -0.5)
What PineConnector setup is required?
Prerequisites:
- Active PineConnector License - Required for all functionality
- MetaTrader 4/5 or supported broker platform
- PineConnector EA installed and configured
- TradingView Pro/Pro+/Premium for alert functionality
Configuration Steps:
- License ID: Enter your PineConnector license ID in the extension
- Secret Key: Optional security layer for command verification
- Symbol Mapping: Ensure symbol names match between TradingView and broker
- Alert Setup: Create TradingView alerts using this indicator
- Webhook Configuration: Point alerts to your PineConnector webhook URL
Security Features:
- Optional secret key encryption
- Symbol-specific commands
- Debug mode for testing and validation
What makes this extension unique?
Seamless Integration:
- Unlike manual signal copying, this extension provides:
- Zero-latency signal translation
- Automated parameter passing
- Consistent execution across timeframes
- No human intervention required
Dynamic Adaptability:
Volatility-adjusted pricing for limit/stop orders
Automatic symbol detection and conversion
Multi-asset pip calculations
Intelligent timeframe formatting
Professional Risk Management:
- Percentage-based position sizing
- External stop loss integration
- Multi-order type support
- Real-time status monitoring
Robust Architecture:
- Error-resistant signal processing
- Comprehensive input validation
- Debug and testing capabilities
- Security features for live trading
Installation and Setup Guide
Quick Start:
- Add "PineConnector | Fractalyst" to your chart
- Configure your PineConnector license ID
- Connect Signal Source to your Quantify indicator
- Connect Stop Source to your stop loss indicator
- Set your preferred risk percentage
- Choose order type (Market recommended for beginners)
- Create TradingView alert using this indicator
- Ensure PineConnector EA is running on your trading platform
Advanced Configuration:
- Custom symbol mapping for cross-platform trading
- Secret key implementation for enhanced security
- Comment customization for trade tracking
- Debug mode for strategy validation
Legal Disclaimers and Risk Acknowledgments
Trading Risk Disclosure
This PineConnector Extension is provided for informational, educational, and automation purposes only and should not be construed as financial, investment, or trading advice. The extension facilitates automated trading connections but does not guarantee profitable outcomes, successful trade execution, or positive investment returns.
Automated trading systems carry substantial risks including but not limited to total capital loss, system failures, connectivity issues, and adverse market conditions. The extension's performance depends on multiple third-party services including PineConnector, MetaTrader platforms, TradingView infrastructure, and broker execution quality, any of which may experience downtime, technical failures, or service interruptions that could affect trading performance.
System Dependency Acknowledgment
The extension requires continuous operation of multiple interconnected systems: TradingView charts and alerts, PineConnector services and Expert Advisors, MetaTrader platforms, broker connectivity, and stable internet connections. Any interruption or malfunction in these systems may result in missed signals, failed executions, or unexpected trading behavior.
Users acknowledge that neither the seller nor the creator of this extension has control over these third-party services and cannot guarantee their availability, accuracy, or performance. Market conditions, broker execution policies, slippage, and technical factors may significantly affect actual trading results compared to theoretical or backtested performance.
Liability Limitation
By utilizing this extension, users acknowledge and agree that they assume full responsibility and liability for all trading decisions, financial outcomes, and potential losses resulting from the use of this automated trading system. Neither the seller nor the creator shall be liable for any unfavorable outcomes, financial losses, missed opportunities, or damages resulting from the development, use, malfunction, or performance of this extension.
Past performance of connected indicators, strategies, or the extension itself does not guarantee future results. Trading outcomes depend on numerous factors including market conditions, economic events, broker execution quality, network connectivity, and proper system configuration, all of which are beyond the control of the extension creator.
User Responsibility Statement
Users are solely responsible for understanding the risks associated with automated trading, properly configuring all system components, maintaining adequate capitalization and risk management, and regularly monitoring system performance. Users should thoroughly test the extension in demo environments before live deployment and should never risk more capital than they can afford to lose.
This extension is designed to automate signal execution but does not replace the need for proper risk management, market understanding, and trading discipline. Users should maintain active oversight of their automated trading systems and be prepared to intervene manually when necessary.
SEJKING - TimingSEJKING - Timing Indicator: Professional Session-Based Trading Tool
The SEJKING - Timing indicator is a sophisticated trading tool designed for intraday traders who focus on key market sessions. It provides visual cues for Asian, London, and New York trading sessions, highlights important price levels, and delivers volatility metrics - all in one comprehensive package.
Key Features:
Session Visualization:
Color-coded boxes for Asian (purple), London (gray), and New York (gray) sessions
Automatic Daylight Saving Time adjustments (2022-2025)
Customizable colors and visibility for each session
Volatility Measurement:
Real-time pip count calculations for each session
Visual labels showing range volatility (A=Asian, L=London, N=New York)
Critical Price Levels:
Daily Levels:
Previous day's high/low as black dashed lines (HOPD/LOPD)
Lines extend until 5 AM EST the following day
"HOPD" (High of Previous Day) and "LOPD" (Low of Previous Day) labels
Weekly Levels:
Previous week's high/low as orange dashed lines
Lines extend until following Wednesday at 5 AM EST
"WH" (Weekly High) and "WL" (Weekly Low) labels at line ends
Smart Timeframe Handling:
Auto-hides elements on higher timeframes (15-30 minute setting)
Special handling for Asian session on higher timeframes
Key Reference Lines:
Yesterday's high, low, and close
Weekly high and low levels
Option to display only on most recent bar
Benefits for Traders:
Session Awareness: Visually track active market sessions to align with peak volatility periods
Key Level Identification: Quickly spot crucial support/resistance from daily and weekly levels
Volatility Gauge: Measure session range strength through pip counts
Time-Based Analysis: Extended lines help identify which levels remain relevant throughout the trading day
DST-Proof: Automatically adjusts for global daylight saving time changes
Ideal For:
Forex traders focusing on London/NY sessions
Asian session specialists
Price action traders using previous day/week levels
Volatility-based strategies
Intraday traders needing session awareness
Input Options:
Toggle visibility for each trading session
Customize Asian session colors
Set maximum timeframe for box visibility (15-30 mins)
Choose to display key levels only on recent bars
How It Works:
The indicator automatically calculates session timings based on UTC-7 (US Mountain Time), with intelligent DST adjustments. At the start of each Asian session, it plots new daily and weekly levels, extending them to their respective expiration times (5 AM EST next day for daily, next Wednesday for weekly). Session boxes show the price range during each market open, with pip counts displayed at session close.
Trading Applications:
Use HOPD/LOPD as breakout or reversal levels
Trade bounces off weekly levels (WH/WL)
Identify low-volatility sessions for range trading
Spot high-volatility sessions for breakout strategies
Combine session boxes with key levels for confluence
Note: Optimized for Forex but works on all instruments. Asian session hours automatically adjust for non-Forex assets.
Trend Blend
Trend blend is my new indicator. I use it to identify my bias when trading and filter out fake setups that are going in the wrong direction.
Trend blend utilises the 9 EMA (Red), 21 EMA (Black), and if you trade futures or Bitcoin, you can also use the VWAP (Blue).
There is also a table at the top right that displays the chart time frame bias
I prefer to use the 1-hour time frame for bias and execute the trades on 5-minute charts, mainly, and sometimes on the 1-minute for a smaller stoploss.
Here's an example of the trade I took during the London session on XAU/USD
1 hour bias was Bearish
Price broke out of the range
I waited for the London session to open, where I ended up taking a short on the 5-minute time frame as we broke out of the pre-London range
Entry was at the Fair Value Gap (5-minute bias was also Bearish as price traded into the FVG)
Stoploss was at the last high
Take Profit was the next major support level
Another set that I like to trade with the Trend blend is when price is trending bullish and price trades inside the 9 and 21 EMA, and there is a bullish candle closer above the 9 EMA with Stoploss below the low of the bullish candle and Take profit between 1-2 Risk to Reward
Same when there's a bearish trend, I wait for price to trade inside the 9 and 21 EMA, and I'll take sells when a bearish candle closes below the 9 EMA.
This setup works best in strong trends, or it can be used to enter a trade on a pullback or to scale into an existing trade.
Rolling Z-Score Trend [QuantAlgo]🟢 Overview
The Rolling Z-Score Trend measures how far the current price deviates from its rolling mean in terms of standard deviations. It transforms price data into standardized scores to identify overbought and oversold conditions while tracking momentum shifts.
The indicator displays a Z-Score line showing price deviation from statistical norms, with background momentum columns showing the rate of change in these deviations. This helps traders and investors identify mean reversion opportunities and momentum shifts across different asset classes and timeframes.
🟢 How It Works
The indicator uses the Z-Score formula: Z = (X - μ) / σ, where X is the current closing price, μ is the rolling mean, and σ is the rolling standard deviation over a user-defined lookback period. This creates a dynamic baseline that adapts to changing market conditions and standardizes price movements for interpretation across different assets and volatility conditions. The raw Z-Score undergoes 3-period EMA smoothing to reduce noise while maintaining responsiveness to market signals.
Beyond the basic Z-Score calculation, the indicator measures the rate of change in Z-Score values between successive bars, displayed as background momentum columns. This momentum component shows acceleration and deceleration of statistical deviations. All calculations are processed through confirmation filters, displaying signals only on confirmed bars to reduce premature signals based on incomplete price action.
🟢 How to Use
1. Z-Score Interpretation and Threshold Zones
Positive Values (Above Zero) : Price trading above statistical mean, suggesting bullish momentum or potential overbought conditions
Negative Values (Below Zero) : Price trading below statistical mean, suggesting bearish momentum or potential oversold conditions
Zero Line Crosses : Signal transitions between statistical regimes and potential trend changes
Upper Threshold Zone : Area above entry threshold (default 1.5) indicating potential overbought conditions
Lower Threshold Zone : Area below negative entry threshold (default -1.5) indicating potential oversold conditions
Extreme Values (±2.0 or higher) : Statistically significant deviations that may indicate reversal opportunities
2. Momentum Background Analysis and Info Table
Green Columns : Accelerating positive momentum in Z-Score values
Red Columns : Accelerating negative momentum in Z-Score values
Column Height : Magnitude of momentum change between bars
Momentum Divergence : When columns contradict primary Z-Score direction, often signals impending reversals
Info Table : Displays real-time numerical values for both Z-Score and momentum, including trend direction indicators and bar-to-bar change calculations for position management
3. Preconfigured Settings
Default : Balanced performance across multiple timeframes and asset classes for general trading and medium-term position management.
Scalping : Responsive setup for ultra-short-term trading on 1-15 minute charts with frequent signals and increased sensitivity to quick price movements.
Swing Trading : Optimized for multi-day positions with noise filtering, focusing on larger price swings. Most effective on 1-4 hour and daily timeframes.
Trend Following : Maximum smoothing that prioritizes established trends over short-term volatility. Generates fewer signals for daily and weekly charts.
PulseMA + MADescription
The PulseMA + MA indicator is an analytical tool that combines the analysis of the price relationship to a base Exponential Moving Average (EMA) with a smoothed Simple Moving Average (SMA) of this relationship. The indicator helps traders identify the direction and momentum of market trends and generates entry signals, displaying data as lines below the price chart.
Key Features
PulseMA: Calculates trend momentum by multiplying the number of consecutive candles above or below the base EMA by the slope of this average. The number of candles determines trend strength (positive for an uptrend, negative for a downtrend), while the EMA slope reflects the rate of change of the average. The PulseMA value is scaled by multiplying by 100.
Smoothed Average (PulseMA MA): Adds a smoothed SMA, facilitating the identification of long-term changes in market momentum.
Dynamic Colors: The PulseMA line changes color based on the price position relative to the base EMA (green for price above, red for price below).
Zero Line: Indicates the area where the price is close to the base EMA.
Applications
The PulseMA + MA indicator is designed for traders and technical analysts who aim to:
Analyze the direction and momentum of market trends, particularly with higher PulseMA Length values (e.g., 100), which provide a less sensitive EMA for longer-term trends.
Generate entry signals based on the PulseMA color change or the crossover of PulseMA with PulseMA MA.
Anticipate potential price reversals to the zero line when PulseMA is significantly distant from it, which may indicate market overextension.
How to Use
Add the Indicator to the Chart: Search for "PulseMA + MA" in the indicator library and add it to your chart.
Adjust Parameters:
PulseMA Length: Length of the base EMA (default: 50).
PulseMA Smoothing Length: Length of the smoothed SMA (default: 20).
Interpretation:
Green PulseMA Line: Price is above the base EMA, suggesting an uptrend.
Red PulseMA Line: Price is below the base EMA, indicating a downtrend.
PulseMA Color Change: May signal an entry point (recommended to wait for 2 candles to reduce noise).
PulseMA Crossing PulseMA MA from Below: May indicate a buy signal in an uptrend.
Zero Line: Indicates the area where the price is close to the base EMA.
Significant Deviation of PulseMA from the Zero Line: Suggests a potential price reversal to the zero line, indicating possible market overextension.
Notes
The indicator generates trend signals and can be used to independently identify entry points, e.g., on PulseMA color changes (waiting 2 candles is recommended to reduce noise) or when PulseMA crosses PulseMA MA from below.
In sideways markets, it is advisable to use the indicator with a volatility filter to limit false signals.
Adjusting the lengths of the averages to suit the specific instrument can improve signal accuracy.
Multi‑Day Rolling VWAP with Deviation Bands📄 Description:
This script introduces a multi-day rolling VWAP (Volume-Weighted Average Price) indicator designed for traders who seek deeper structural insights beyond session-based VWAPs. It is particularly effective on intraday charts like 15m, 45m, 1H, and 4H, and is optimized for crypto swing, position, and trend exhaustion strategies.
Unlike traditional VWAPs that reset daily or weekly, this tool computes persistent VWAP levels by aggregating daily price-volume data across rolling windows such as the past 7, 30, or 365 days. These levels act as anchored support/resistance zones derived from real traded volume — helping traders identify where price is fair or stretched over time.
To enhance confluence and precision, each VWAP level optionally includes standard deviation bands, which act as dynamic volatility envelopes. These bands support custom multipliers, including Fibonacci levels like 0.272, 0.618, 1.0, and 1.618, providing flexible tools for identifying potential reversal or mean reversion zones.
✅ Key Features:
📊 Rolling VWAP over user-defined lookback windows (e.g. 7, 30, 365 days)
📐 Optional deviation bands based on volume-weighted standard deviation
🔢 Supports both traditional and Fibonacci multipliers for precise band tuning
⚙️ Independent configuration for up to 3 VWAP profiles (short/mid/long)
🔁 Auto-updates daily and tracks consistent volume-based anchoring
💼 Designed for crypto markets, especially high-volatility altcoins
🧠 How it Works:
At the start of each new day, the script logs cumulative volume and typical price values.
It maintains a rolling window of those daily values over configurable periods.
VWAPs are recalculated from the historical data each bar, ensuring persistence.
Deviation bands use a volume-weighted standard deviation formula, not naive price stddevs.
All inputs are optional — bands can be turned off by setting their multipliers to 0.
💡 Use Cases:
Identify long-term fair value zones in trending or consolidating markets
Spot overextended conditions using deviation confluence
Build trend continuation or exhaustion strategies around VWAP clusters
Anchor intraday decisions to multi-day volume context
🔒 Why Closed Source?
This script applies a proprietary method of rolling VWAP construction and deviation banding that goes beyond typical session or anchored VWAPs. The volume aggregation logic and smoothing techniques used are custom-built for tracking persistent volume-weighted structure — which is especially valuable in fragmented crypto markets. To protect this unique methodology, the code is published as closed-source.
Disclaimer: This indicator is a tool, not a guarantee. Always manage your risk.
For educational purposes only. Past performance does not guarantee future results.
True High/Low RSI for DivergenceThis Pine Script creates a highly specialized RSI (Relative Strength Index) indicator designed to provide a more accurate signal for divergence trading. Its official title is "True High/Low RSI for Divergence."
Here is a breakdown of its core features:
1. Dual RSI Calculation based on Highs and Lows:
Unlike a standard RSI that typically uses the closing price of a candle, this indicator calculates two separate RSI lines:
A "High RSI" : This line calculates the RSI based on the high price of each candle. It is intended to track momentum peaks more accurately.
A "Low RSI" : This line calculates the RSI based on the low price of each candle. It is designed to track momentum troughs more accurately.
The main purpose of this separation is to avoid the potential errors that can occur when using an average price (like the close or hl2) during periods of high volatility. By using the true extremes of the price candles, the indicator aims to show a more "true" representation of momentum for identifying divergences between price and the indicator.
2. Dynamic Transparency:
This is a key visual feature. The RSI lines are not always fully visible. They dynamically fade into view as they enter significant overbought or oversold zones:
The Low RSI line (red by default) is invisible when above a value of 50. As it drops from 49 towards 30, it becomes progressively more opaque (more visible). It reaches full opacity at an RSI value of 30, visually alerting the user to strengthening oversold conditions.
The High RSI line (blue by default) is invisible when below a value of 50. As it rises from 51 towards 70, it also becomes progressively more opaque. It is fully opaque at an RSI value of 70, highlighting strengthening overbought conditions.
3. User Customization:
The script allows for user flexibility. You can change:
The colors for both the High and Low RSI lines.
The RSI calculation length (default is 14).
The price source for each RSI line (though they are specifically designed to use high and low).
In summary, this indicator is a purpose-built tool for traders who rely on divergence. It provides a more precise and visually intuitive way to track momentum at its true peaks and troughs, helping to make more informed trading decisions.
SMT DivergenceSMT Divergence Indicator
This powerful indicator identifies high-probability reversal points by detecting SMT (Smart Money Technique) divergences between two correlated assets. It spots subtle shifts in market momentum, revealing when one asset fails to confirm the price action of another—often signaling an impending trend change.
Key Features:
Inter-Market Divergence Detection: Automatically compares the price action of the main symbol with a second user-defined asset.
Identifies Key Reversals: Pinpoints both bullish and bearish SMT divergences, highlighting hidden strength in downtrends and underlying weakness in uptrends.
Customizable Pivot Detection: Allows fine-tuning of the pivot length to adjust sensitivity for different market conditions and timeframes.
Flexible Display Modes: Choose between clean 'Lines' connecting the diverging pivots or precise 'Labels' marking the exact high/low points.
Full Visual Customization: Complete control over the colors and line thickness for seamless integration with your existing chart layout.
Built-in Alerts: Stay notified of every potential opportunity with alerts for both bullish and bearish signals.
Settings:
Core Parameters:
Comparison Symbol: Select the second asset to compare against for divergence analysis (e.g., NQ1! if you are charting ES1!).
Pivot Length: Defines the number of bars to the left and right required to confirm a pivot high or low.
Visual Settings:
Display Style: Choose to visualize divergences as 'Lines' or 'Labels'.
Bearish/Bullish Color: Set custom colors for bearish and bullish divergence indicators.
Line Width: Adjust the thickness of the divergence lines for optimal visibility.
Perfect for traders who utilize inter-market analysis to confirm trade ideas. The SMT Divergence indicator provides a crucial edge by exposing non-confirmations between related assets, allowing for earlier and more confident entries into potential market reversals.
