Chiki-Poki BFXLS Longs Shorts Abs Normalized Volume Pro by RRBChiki-Poki BFXLS Longs vs Shorts Absolute Normalized Volume Value Pro by RagingRocketBull 2018
Version 1.0
This indicator displays Longs vs Shorts in a side by side graph, shows volume's absolute price value and normalized volume of Longs/Shorts for the current asset. This allows for more accurate L/S comparisons (like a log scale for volume) since volume on spot exchanges (Bitstamp, Bitfinex, Coinbase etc) is measured in coins traded, not USD traded. Similarly, L/S is usually the amount of coins in open L/S positions, not their total USD value. On Bitmex and other futures exchanges volume is measured in USD traded, so you don't need to apply the Volume Absolute Price Value checkbox to compare L/S. You should always check first whether your source is measured in coins or USD.
Chiki-Poki BFXLS primarily uses *SHORTS/LONGS feeds from Bitfinex for the current crypto asset, but you can specify custom L/S source tickers instead.
This 2-in-1 works both in the Main Chart and in the indicator pane below. You can switch between Main/Sub Window panes using RMB on the indicator's name and selecting Move To/Pane Above/Below.
This indicator doesn't use volume of the current asset. It uses L/S ticker's OHLC as a source for SHORTS/LONGS volumes instead. Essentially L/S => L/S Volume == L/S
Features:
- Display Longs vs Shorts side by side graph for the current crypto asset, i.e. for BTCUSD - BTCUSDLONGS/BTCUSDSHORTS, for ETHUSD - ETHUSDLONGS/ETHUSDSHORTS etc.
- Use custom OHLC ticker sources for Longs/Shorts from different exchanges/crypto assets with/without exchange prefix.
- Plot Longs/Shorts as lines or candles
- Show/Hide L/S, Diff, MAs, ATH/ATL
- Use Longs/Shorts Volume Absolute Price Value (Price * L/S Volume) instead of Coins Traded in open L/S positions to compare total L/S value/capitalization
- Normalize L/S Volume using Price / Price MA / L/S Volume MA
- Supports any existing type of MA: SMA, EMA, WMA, HMA etc
- Volume Absolute Price Value / Normalize also works on candles
- Oscillator mode with negative axis (works in both Main Chart/Subwindow panes).
- Highlight L/S Volume spikes above L/S MAs in both lines/oscillator.
- Change L/S MA color based on a number of last rising/falling L/S bars, colorize candles
- Display L/S volume as 1000s, mlns, or blns using alpha multiplier
1. based on BFXLS Longs vs Shorts and Compare Style, uses plot*, security and custom hma functions
2. swma has a fixed length = 4, alma and linreg have additional offset and smoothing params
Notes:
- Make sure that Left Price Scale shows up with Auto Fit Data enabled. You can reattach indicator to a different scale in Style.
- It is not recommended to switch modes multiple times due to TradingView's scale reattachment bugs. You should switch between Main Chart and Sub Window only once.
- When the USD price of an asset is lower you can trade more coins but capitalization value won't be as significant as when there are less coins for a higher price. Same goes for Shorts/Longs.
Current ATH in shorts doesn't trigger a squeeze because its total value is now far less than before and we are in a bear market where it's normal to have a higher number of shorts.
- You should always subtract Hedged L/S from L/S because hedged positions are temporary - used to preserve the value of the main position in the opposite direction and should be disregarded as such.
- Low margin rates increase the probability of a move in an underlying direction because it is cheaper. High margin rates => the market is anticipating a move in this direction, thus a more expensive rate. Sudden 5-10x rate raises imply a possible reversal soon. high - 0.1%, avg - 0.01-0.02%, low - 0.001-0.005%
You can also check out:
- BFXLS Longs/Shorts on BFXData
- Bitfinex L/S margin rates and Hedged L/S on datamish
- Bitmex L/S on Coinfarm.online
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Kringold2[WOZDUX] gold equivalentThe indicator is a tool for global analysis. The default is the price of gold. The price of the instrument from the main window is divided by the price of gold. The result is the price of the instrument in units of gold. The screen uses the Dow Jones index as an example. In the indicator window, the price of the index in units of gold or the so-called gold Dow Jones. The use of the gold equivalent makes it possible to see more truthful trends. The Indicator has the ability to change gold to any other equivalent. It is enough to change the name of the exchange and the name of the instrument in the options tool and exchange. In addition, in the settings, the second box on top allows you to view the graph in a linear or logarithmic scale. The first box at the top switches the line chart or the CCI =WT indicator to this chart.
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Индикатор это инструмент для глобального анализа. По умолчанию используется цена золота. Цена инструмента из основного окна делится на цену золота. В результате получается цена инструмента в единицах золота. На экране для примера используется индекс Доу джонса. В окне индикатора цена индекса в единицах золота или так называемый золотой Доу Джонс. Использование золотого эквивалента дает возможность видеть более правдивые тенденции движения. В Индикаторе есть возможность поменять золото на любой другой эквивалент. Достаточно в опциях инструмент и биржа изменить название биржи и название инструмента. Кроме того, в настройках, второй бокс сверху дает возможность смотреть график в линейном или логарифмическом масштабе. Первый бокс сверу переключает линейный график или индикатор CCI =WT к данному графику.
Awesome Oscillator with AntiStep CorrectionHere is the well-known Awesome Oscillator (AO), which I use to present the real purpose of this post: a function that provides step correction for simple moving averages (SMAs).
We all know that any indicator based on moving averages lags real-time movement. Normally this is fine, but just after large ("step") changes in level, the pre-step values that are still within the SMA window cause the result to falsely reflect continued movement, even when real-time values remain flat.
To counter this, when a step change of a configurable size is detected, I temporarily shrink the SMA window size to include only those values occurring since the step change, and then allow the size to increase to normal length as we move away from the step change. This is accomplished within the antistep_sma() function.
Note that this will cause SMAs of different lengths (e.g. those used in the AO) to be temporarily equal, until the shorter of the two reaches its normal size and begins to leave the longer one behind again. You can see this above, where the AO, which is the difference of two SMAs, goes to 0 immediately after a sufficiently large step change--configured to 0.5% in this case.
Hershey's Portfolio WatchThanks to user rwestbury for the idea!
Watch the profit in dollars of your portfolio in REAL TIME, love it!
Put this in a window that doesn't change often, for it takes long to initially load.
I use it in my window where I monitor the US index SPY.
Edit and add as many symbols as you want below, you should be able to figure it out.
Just add symbol, number of shares and price.
I'll improve on this later, like trim the code down with function calls, etc.
Good trading!
Brian Hershey
I_Heikin Ashi CandleWhen apply a strategy to Heikin Ashi Candle chart (HA candle), the strategy will use the open/close/high/low values of the Heikin Ashi candle to calculate the Profit and Loss, hence also affecting the Percent Profitable, Profit Factor, etc., often resulting a unrealistic high Percent Profitable and Profit Factor, which is misleading. But if you want to use the HA candle's values to calculate your indicator / strategy, but pass the normal candle's open/close/high/low values to the strategy to calculate the Profit / Loss, you can do this:
1) set up the main chart to be a normal candle chart
2) use this indicator script to plot a secondary window with indicator looks exactly like a HA-chart
3) to use the HA-candle's open/close/high/low value to calculate whatever indicator you want (you may need to create a separate script if you want to plot this indicator in a separate indicator window)
[RS]Temporal Median Price V1EXPERIMENTAL: previous custom time window median price and current time window open price in a neat package :p
(JeanLouisHardy) added option for bar count system, also added a donchian average.
[RS]Temporal Median Price V0EXPERIMENTAL: previous custom time window median price and current time window open price in a neat package :p
Aroon, Velocity & RMS Volume Strategy📈 Strategy Name:
Aroon, Velocity & RMS Volume Strategy
By GabrielAmadeusLau
🧠 Strategy Overview
This strategy is a hybrid momentum-trend model designed to trade directional breakouts using Aroon Oscillator crossovers, volume acceleration (velocity), and trend confirmation via a Super Smoother filter. Trade entries are filtered by custom time windows, and position sizing is dynamically calculated using ATR-based risk parameters.
🧩 Core Components
🔶 1. Aroon Oscillator
Detects breakout points using the relative position of recent highs/lows.
Aroon Up > Aroon Down triggers long setups; the opposite for short.
A baseline shift (-50) centers the Aroon plots for symmetry.
📉 2. Super Smoother Trend Filter
A zero-lag digital filter (2-pole smoother) applied to price.
Acts as a directional bias confirmation:
Price must be above the smoother for longs.
Price must be below for shorts.
📊 3. Velocity of RMS Volume
Measures the rate of change of volume, enhanced with RMS normalization and bandpass filtering.
Entries are only taken when volume velocity is rising, indicating increasing market activity in the trade direction.
⚙️ Entry Conditions
✅ Long Entry
Aroon Up crosses above Aroon Down
Price is above the Super Smoother
Volume velocity is rising
Current hour is not excluded
✅ Short Entry
Aroon Down crosses above Aroon Up
Price is below the Super Smoother
Volume velocity is rising
Current hour is not excluded
🔒 Risk Management & Position Sizing
ATR-Based Stop Loss & Take Profit:
SL = entry price ± ATR × sl_mult
TP = entry price ± ATR × tp_mult
Fixed Dollar Risk per Trade ($):
Position size is auto-calculated using:
units
=
⌊
User Risk
Stop Distance
⌋
units=⌊
Stop Distance
User Risk
⌋
🕐 Time Filtering
User-defined option to exclude up to three hours from trading (e.g., during low-liquidity or poor-performance times).
Controlled via:
excludeHour toggle
excludeHour1, excludeHour2, excludeHour3
📺 Visuals and Plots
Aroon Up / Down: shifted to oscillate around 0 for visual clarity.
Super Smoother: thick red trend line over price.
Velocity: dynamically shaded area chart (teal = increasing, red = decreasing).
🧠 Advanced Features (Behind-the-Scenes)
Includes modular filters and custom smoothing techniques for expansion:
Jurik MA, Butterworth HP, Laguerre Filter, Tillson T3, Hann FIR, RMS Scaling
Modular ma() and velocity() functions enable future extension and dynamic experimentation.
✅ Strengths
Combines trend, momentum, and volume in a single signal framework.
Employs robust digital signal processing filters for noise reduction.
Custom position sizing + time filtering add risk control and flexibility.
PSX OBV Divergence Labels (1D)PSX OBV Divergence Labels (1H/4H/1D/1W, Enhanced)
Description:
This indicator marks bullish and bearish OBV divergences on the price chart for PSX and other markets. Designed specifically for swing traders who operate on 1H, 4H, 1D, and 1W timeframes, it enhances basic divergence detection by incorporating volume spikes and OBV slope confirmation — improving signal reliability and reducing noise.
Key Features:
📈 Bullish Divergence: Marks potential buy zones when price hits a local low while OBV shows upward momentum with volume spike confirmation.
📉 Bearish Divergence: Flags potential sell zones when price hits a local high while OBV trends lower with volume weakness.
✅ Slope Confirmation: Filters signals based on sustained OBV direction over a user-defined number of bars.
🔊 Volume Filter: Detects divergence only when volume exceeds the average by a customizable multiplier (default 1.0).
🔍 Clean Visualization: Green “BUY” and red “SELL” labels show clearly on the chart, synced with candle price movement.
Best Timeframes to Use:
1H, 4H, 1D, and 1W (optimized for PSX stocks, KSE100, and KMI30)
Swing traders aiming for 2–4 week holding windows will find the most utility.
Recommended Settings:
OBV Lookback: 20
Volume Smoothing: 20
Spike Multiplier: 1.0
Slope Confirmation: 3 bars
Strategy Tip:
Use divergences in confluence with key support/resistance levels, price action traps, and market structure for high-probability setups. This tool is best used for trend exhaustion detection and reversal signals.
BB-Model Inspired Absolute Strength Index📊 BB-Model Inspired Absolute Strength Index (ASI)
Author: © GabrielAmadeusLau
Category: Momentum Oscillator / Adaptive Model / Divergence Tool
🔍 Overview
The BB-Model Inspired ASI is an advanced oscillator that combines a novel BB-model weighted moving average with percentile-based return normalization to quantify absolute market strength. This hybrid design allows the indicator to adapt dynamically to volume, volatility, and price structure, while detecting divergences and extremes with high sensitivity.
🧠 Key Concepts
🧩 1. BB-Model Weighting Engine
Each price in the lookback period is weighted by:
Fitness: Either Volume or ATR.
Decay: An exponential penalty applied to older data.
This results in a context-aware moving average that prioritizes impactful recent bars while ignoring stale noise.
📈 2. Absolute Strength Index Calculation
Computes returns from the BB-weighted price history.
Sorts returns and identifies thresholds for:
Top Percentile (Winners) – Strong upside moves.
Bottom Percentile (Losers) – Strong downside moves.
The current return is normalized within this dynamic range, scaled to , producing the ASI oscillator.
🧰 3. Signal Line & MA Smoothing
Select from SMA, EMA, WMA, RMA, or HMA to smooth the ASI signal.
Fully customizable length and styling.
🔄 4. Divergence Detection (Optional)
Detects bullish and bearish divergences between ASI and price using pivot highs/lows.
Highly customizable:
Adjustable lookback window.
Optional Heikin-Ashi integration.
Color-coded plots and labels.
Alerts for divergence events.
⚙️ Inputs Summary
Parameter Description
Fitness Source Volume or ATR
Decay Factor Penalty on older bars
Returns Lookback How many bars to calculate return distribution
Percentile Thresholds Set overbought and oversold bands dynamically
MA Type & Length Control signal smoothing
Divergence Settings Toggle divergence logic and sensitivity
📌 Use Cases
Detect when absolute directional strength is reaching exhaustion.
Spot early signs of bullish or bearish divergences between momentum and price.
Filter signals by volume or volatility importance using BB-model weighting.
Use in combination with trend filters for precision entries/exits.
VectorTraderMBK 714 vertical linesVectorTraderMBK 714 vertical lines.
This TradingView indicator allows you to mark two customizable times on your chart with vertical red lines. Designed to work seamlessly on 5-minute timeframes, it draws precise vertical lines at the exact UTC times you specify in the indicator’s settings.
Key Features:
User-friendly inputs to set the hour and minute for two separate vertical lines
Automatically plots vertical lines at the selected UTC times every trading day
Compatible with charts set to the UTC timezone (UTC+0)
Lines extend vertically across the entire visible chart for easy visual reference
Ideal for marking important market sessions, news events, or specific trading windows
Use this indicator to visually track critical time points on your charts and improve your trading timing
How it works.
To setup the 714 Method,
1.Go to Indicator settings
2. Change Value of First Line Hour to 7
3. Change Value of Secound Line Hour to 8
4. Save as defaults.
Strategy Chameleon [theUltimator5]Have you ever looked at an indicator and wondered to yourself "Is this indicator actually profitable?" Well now you can test it out for yourself with the Strategy Chameleon!
Strategy Chameleon is a versatile, signal-agnostic trading strategy designed to adapt to any external indicator or trading system. Like a chameleon changes colors to match its environment, this strategy adapts to match any buy/sell signals you provide, making it the ultimate backtesting and automation tool for traders who want to test multiple strategies without rewriting code.
🎯 Key Features
1) Connects ANY external indicator's buy/sell signals
Works with RSI, MACD, moving averages, custom indicators, or any Pine Script output
Simply connect your indicator's signal output to the strategy inputs
2) Multiple Stop Loss Types:
Percentage-based stops
ATR (Average True Range) dynamic stops
Fixed point stops
3) Advanced Trailing Stop System:
Percentage trailing
ATR-based trailing
Fixed point trailing
4) Flexible Take Profit Options:
Risk:Reward ratio targeting
Percentage-based profits
ATR-based profits
Fixed point profits
5) Trading Direction Control
Long Only - Bull market strategies
Short Only - Bear market strategies
Both - Full market strategies
6) Time-Based Filtering
Optional trading session restrictions
Customize active trading hours
Perfect for day trading strategies
📈 How It Works
Signal Detection: The strategy monitors your connected buy/sell signals
Entry Logic: Executes trades when signals trigger during valid time periods
Risk Management: Automatically applies your chosen stop loss and take profit levels
Trailing System: Dynamically adjusts stops to lock in profits
Performance Tracking: Real-time statistics table showing win rate and performance
⚙️ Setup Instructions
0) Add indicator you want to test, then add the Strategy to your chart
Connect Your Signals:
imgur.com
Go to strategy settings → Signal Sources
1) Set "Buy Signal Source" to your indicator's buy output
2) Set "Sell Signal Source" to your indicator's sell output
3) Choose table position - This simply changes the table location on the screen
4) Set trading direction preference - Buy only? Sell only? Both directions?
imgur.com
5) Set your preferred stop loss type and level
You can set the stop loss to be either percentage based or ATR and fully configurable.
6) Enable trailing stops if desired
imgur.com
7) Configure take profit settings
8) Toggle time filter to only consider specific time windows or trading sessions.
🚀 Use Cases
Test various indicators to determine feasibility and/or profitability.
Compare different signal sources quickly
Validate trading ideas with consistent risk management
Portfolio Management
Apply uniform risk management across different strategies
Standardize stop loss and take profit rules
Monitor performance consistently
Automation Ready
Built-in alert conditions for automated trading
Compatible with trading bots and webhooks
Easy integration with external systems
⚠️ Important Notes
This strategy requires external signals to function
Default settings use 10% of equity per trade
Pyramiding is disabled (one position at a time)
Strategy calculates on bar close, not every tick
🔗 Integration Examples
Works perfectly with:
RSI strategies (connect RSI > 70 for sells, RSI < 30 for buys)
Moving average crossovers
MACD signal line crosses
Bollinger Band strategies
Custom oscillators and indicators
Multi-timeframe strategies
📋 Default Settings
Position Size: 10% of equity
Stop Loss: 2% percentage-based
Trailing Stop: 1.5% percentage-based (enabled)
Take Profit: Disabled (optional)
Trade Direction: Both long and short
Time Filter: Disabled
No Supply No Demand (NSND) – Volume Spread Analysis ToolThis indicator is designed for traders utilizing Volume Spread Analysis (VSA) techniques. It automatically detects potential No Demand (ND) and No Supply (NS) candles based on volume and price behavior, and confirms them using future price action within a user-defined number of lookahead bars.
Confirmed No Demand (ND): Detected when a bullish candle has volume lower than the previous two bars and is followed by weakness (next highs swept, close below).
Confirmed No Supply (NS): Detected when a bearish candle has volume lower than the previous two bars and is followed by strength (next lows swept, close above).
Adjustable lookahead bars parameter to control the confirmation window.
This tool helps identify potential distribution (ND) and accumulation (NS) areas, providing early signs of market turning points based on professional volume logic. The dot appears next to ND or NS.
NY Open ATR System - Tick Range Filter### **New York Open ATR System - Brief Overview**
#### **🎯 Core Purpose**
Identifies **high-potential breakout setups** at the New York open (13:30 UTC) by combining:
1. **Volatility filters** (dual ATR periods)
2. **Tick-based range analysis**
3. **Time-specific triggers**
---
### **⚙️ Key Components**
| **Feature** | **Function** |
|---------------------------|-----------------------------------------------------------------------------|
| **ATR Filters** | Dual volatility checks (short + long periods) at 13:25 UTC |
| **Tick Range Limit** | Highlights candles with range < user-defined ticks (default: 150) |
| **Time Precision** | Focuses exclusively on 13:30 UTC weekday candles |
| **Visual Markers** | Yellow highlight + tick count label (e.g., "147/150 ticks") |
| **Info Panel** | Real-time display of settings and current tick count |
---
### **📊 How It Works**
1. **Pre-Open Check (13:25 UTC)**
- Verifies market volatility using 2 ATR values
- Requires both to exceed user-defined thresholds
2. **Open Analysis (13:30 UTC)**
- Measures exact tick count: `(high - low) / instrument_mintick`
- Compares against your max tick limit (adjustable 1-5000)
3. **Visual Trigger**
- Highlights candle yellow if:
```tick_count < your_set_limit```
- Labels show exact performance vs limit (e.g., "142/150 ticks")
---
### **⚡ Trading Signals**
| **Condition** | **Visual Feedback** |
|----------------------------|---------------------------------------------|
| High volatility + tight range | Yellow candle + tick count label |
| All other scenarios | No marking |
---
### **🛠️ Customization**
```pine
// Key Adjustable Parameters:
maxTicks = input.int(150) // Set 1-5000 ticks
atrPeriod1 = input.int(14) // Short ATR (2-5000)
atrPeriod2 = input.int(161) // Long ATR (2-5000)
candleColor = input.color(color.yellow) // Highlight color
```
---
### **💡 Practical Use Cases**
1. **Breakout Anticipation**
- Tight ranges after volatility spikes often precede strong moves
2. **Session Scalping**
- Identify low-range opens for mean-reversion plays
3. **Volatility Filtering**
- Avoid trading when ATR thresholds aren't met
---
### **📈 Suggested Settings**
| **Market** | **Max Ticks** | **ATR Periods** |
|------------------|--------------|----------------|
| Forex (EUR/USD) | 100-200 | 14/161 |
| Stocks (SPY) | 50-120 | 10/200 |
| Crypto (BTC) | 300-500 | 20/100 |
---
### **✅ Benefits**
- **Precision Timing**: Focused on NY open liquidity surge
- **Quantitative Filtering**: Exact tick measurement + volatility thresholds
- **Clean Visuals**: No chart clutter - only marks qualifying candles
- **Adaptable**: Works across all markets and timeframes
This system helps traders spot high-probability breakout setups by combining volatility anticipation with precise range measurement at the market's most liquid opening window.
Session VWAPsThis indicator plots volume-weighted average price (VWAP) lines for three major trading sessions: Tokyo, London, and New York. Each VWAP resets at the start of its session and tracks the average price weighted by volume during that window. You can choose the exact session times, turn individual sessions on or off, and optionally extend each VWAP line until the end of the trading day.
It’s designed to give you a clear view of how price is behaving relative to session-specific value areas. This can help in identifying session overlaps, shifts in price control, or whether price is holding above or below a particular session’s average. The indicator supports futures-style day rollovers and works across markets.
ICT All in One by GtraderICT All-in-One by GTrader – Description
This indicator is designed for traders who follow ICT or Smart Money Concepts. It helps you visualize key market sessions, time-based price levels, and structured macro behaviors in one clean and customizable tool.
The Killzone feature automatically draws session boxes for Asia, London, and New York (including AM, Lunch, and PM sessions). Each box can show the session name, high and low pivots, and can be customized with different colors, transparency levels, and labels.
You can also add horizontal lines at important times like the daily open or New York open. Up to five session open lines can be defined, each with customizable styles, colors, and optional text labels.
In addition, the indicator lets you display vertical time markers. These lines help you track key intraday moments such as killzone entries or important session changes. You can enable up to four of these, each with its own settings.
One of the most powerful features is the macro session tracker. This creates boxes during specific time windows where price action is monitored. It automatically draws the top and bottom price levels during that session and updates them live. It supports up to five macros and works best on lower timeframes like 1-minute, 3-minute, and 5-minute charts.
The entire script respects your selected timezone, so all sessions and times are adjusted accordingly. Everything is customizable—from label sizes and colors to how many days of drawings are shown on your chart.
This script is ideal for traders who rely on time-of-day behavior, structured price action, and ICT methodologies.
Simple DCA Strategy----
### 📌 **Simple DCA Strategy with Backtest Date Filter**
This strategy implements a **Dollar-Cost Averaging (DCA)** approach for long positions, including:
* ✅ **Base Order Entry:** Starts a position with a fixed dollar amount when no position is open.
* 🔁 **Safety Orders:** Buys additional positions when the price drops by a defined percentage, increasing position size with each new entry using a multiplier.
* 🎯 **Take Profit Exit:** Closes all positions when the price reaches a profit target (in % above average entry).
* 🗓️ **Backtest Date Range:** Allows users to specify a custom start and optional end date to run the strategy only within that time window.
* 📊 **Plots:** Visualizes average entry, take profit level, and safety order trigger line.
#### ⚙️ Customizable Inputs:
* Base Order Size (\$)
* Price Deviation for Safety Orders (%)
* Maximum Safety Orders
* Order Size Multiplier
* Take Profit Target (%)
* Start and End Dates for Backtesting
This is a **long-only strategy** and is best used for backtesting performance of DCA-style accumulation under different market conditions.
----
Institutional Sessions Overlay (Asia/London/NY)Institutional Sessions Overlay is a professional TradingView indicator that visually highlights the main trading sessions (Asia, London, and New York) directly on your chart.
Customizable: Easily adjust session start and end times (including minutes) for each market.
Timezone Alignment: Shift session boxes using the timezone offset parameter so sessions match your chart’s timezone exactly.
Clear Visuals: Colored boxes and optional labels display session opens and closes for fast institutional market structure reference.
Toggle Labels: Show or hide session open/close labels with a single click for a clean or detailed look.
Intuitive UI: User-friendly grouped settings for efficient configuration.
This tool is designed for day traders, institutional traders, and anyone who wants to instantly recognize global session timing and ranges for SMC, ICT, and other session-based strategies.
How to use:
Set your chart to your local timezone.
Use the "Session timezone offset" setting if session boxes do not match actual session opens on your chart.
Adjust the hours and minutes for each session as needed.
Enable or disable labels in the “Display” settings group.
Tip: Use the overlay to spot session highs and lows, volatility windows, and institutional liquidity sweeps.
VisionThis indicator helps visually distinguish and analyze the Asian, London, and New York trading sessions. It's a great tool for intraday traders focusing on time-based liquidity zones.
🔧 Features:
Asian range box, London / New York high-low lines with distinct colors.
Customizable time windows, Asian range deviations and colors.
Gold Power Hours Strategy📈 Gold Power Hours Trading Strategy
Trade XAUUSD (Gold) or XAUEUR during the most volatile hours of the New York session, using momentum and trend confirmation, with session-specific risk/reward profiles.
✅ Strategy Rules
🕒 Valid Trading Times ("Power Hours"):
Trades are only taken during high-probability time windows on Tuesdays, Wednesdays, and Thursdays , corresponding to key New York session activity:
Morning Session:
08:00 – 11:00 (NY time)
Afternoon Session:
12:30 – 16:00
19:00 – 22:00
These times align with institutional activity and economic news releases.
📊 Technical Indicators Used:
50-period Simple Moving Average (SMA50):
Identifies the dominant market trend.
14-period Relative Strength Index (RSI):
Measures market momentum with session-adjusted thresholds.
🟩 Buy Signal Criteria:
Price is above the 50-period SMA (bullish trend)
RSI is greater than:
60 during Morning Session
55 during Afternoon Session
Must be during a valid day (Tue–Thu) and Power Hour session
🟥 Sell Signal Criteria:
Price is below the 50-period SMA (bearish trend)
RSI is less than:
40 during Morning Session
45 during Afternoon Session
Must be during a valid day and Power Hour session
🎯 Trade Management Rules:
Morning Session (08:00–11:00)
Stop Loss (SL): 50 pips
Take Profit (TP): 150 pips
Risk–Reward Ratio: 1:3
Afternoon Session (12:30–16:00 & 19:00–22:00)
Stop Loss (SL): 50 pips
Take Profit (TP): up to 100 pips
Risk–Reward Ratio: up to 1:2
⚠️ TP is slightly reduced in the afternoon due to typically lower volatility compared to the morning session.
📺 Visuals & Alerts:
Buy signals: Green triangle plotted below the bar
Sell signals: Red triangle plotted above the bar
SMA50 line: Orange
Valid session background: Light pink
Alerts: Automatic alerts for buy/sell signals
Custom Daily Session Zones by KoenigseggCustom Daily Session Zones
🟣 Description
This indicator displays customizable trading session time zones as background highlights on your chart, on any timeframe you choose. The inline info tooltip provides the precise start and end times of the three largest market sessions—the US, the EU, and ASIA—for quick reference. It provides flexible control over session times for different days of the week, making it ideal for traders who need to visualize specific market hours or trading sessions.
🟣 Key Features
- Flexible Session Configuration: Set a common session time for all days or customize individual sessions for each day of the week
- Per-Day Control: Enable or disable sessions for specific days (Monday through Sunday)
- Color Customization: Choose unique colors for each day's session zones
- UTC Timezone Standard: All session times are defined in UTC to ensure consistency across charts
- Clean Visual Display: Non-intrusive background highlighting that doesn't interfere with price action
🟣 How to Use
- Common Session Mode: Use the default mode to apply the same session time across all enabled days
- Manual Per-Day Mode: Enable "Manual per-day sessions" to set different session times for each day
- Day Selection: Toggle individual days on/off based on your trading schedule
- Color Coding: Customize colors for each day to easily distinguish between different sessions
🟣 Technical Details
- Uses Pine Script v6 for optimal performance
- Implements proper session time detection using TradingView's built-in time functions
- Operates in UTC timezone for all session calculations
- Lightweight code that doesn't impact chart performance
🟣 Use Cases
- Highlight specific trading sessions (London, New York, Tokyo, etc.)
- Mark important market hours for your trading strategy
- Visualize different session overlaps
- Create custom trading time windows
- Track market activity during specific hours
🟣 Compatibility
- Works on all timeframes
- Compatible with all asset classes (Forex, Stocks, Crypto, Futures, etc.)
- Supports all TradingView chart types
- Responsive design that adapts to different screen sizes
🟣 Image Descriptions
- First Image (main image): Shows multiple New York Stock Exchange sessions from 1:30 p.m. to 8:00 p.m. (UTC), on the 15-minute timeframe, with each day’s zone colored differently to demonstrate the indicator’s customizable color settings.
- Second Image: A zoomed‑in fractal chart view of the same New York session on the 15-minute timeframe, illustrating how the background session zone appears even at higher detail levels.
Third Image: A close‑up of the New York session (1:30 p.m. to 8:00 p.m.) on the 3-minute timeframe, reaffirming the consistency of zone highlighting across different zoom levels.
🟣 Future Updates (v2)
In the next release, you’ll be able to define multiple session blocks per day—displaying two distinct colored zones within the same trading day. This will help you visualize when one market session ends and another begins without losing chart clarity.
🟣 Conclusion
This indicator is perfect for traders who need precise control over Market Session visualization and want to maintain a clean, professional chart appearance.
🟣 Disclaimer
This script is provided for educational and illustrative purposes only. It is not financial or trading advice, nor a recommendation to buy or sell any asset. Always conduct your own research and consult a professional before making any trading decisions.
Candles by Day, Time, Month + StatsThis Pine Script allows you to filter and display candles based on:
📅 Specific days of the week
🕒 Custom intraday time ranges (e.g., 9:15 to 10:30)
📆 Selected months
📊 Shows stats for each filtered block:
🔼 Range (High – Low)
📏 Average candle body size
⚙️ Key Features:
✅ Filter by day, time, and month
🎛 Toggle to show/hide the stats label
🟩 Candles are drawn only for selected conditions
📍 Stats label is positioned above session high (adjustable)
⚠️ Important Setup Instructions:
✅ 1. Use it on a blank chart
To avoid overlaying with default candles:
Open the chart of your preferred symbol
Click on the chart type (top toolbar: "Candles", "Bars", etc.)
Select "Blank" from the dropdown (this will hide all native candles)
Apply this indicator
This ensures only the filtered candles from the script are visible.
Adjust for your local timezone
This script uses a hardcoded timezone: "Asia/Kolkata"
If you are in a different timezone, change it to your own (e.g. "America/New_York", "Europe/London", etc.) in all instances of:
time(timeframe.period, "Asia/Kolkata")
timestamp("Asia/Kolkata", ...)
Use Cases:
Opening range behavior on specific weekdays/months
Detecting market anomalies during exact windows
Building visual logs of preferred trade hours
Rolling Log Returns [BackQuant]Rolling Log Returns
The Rolling Log Returns indicator is a versatile tool designed to help traders, quants, and data-driven analysts evaluate the dynamics of price changes using logarithmic return analysis. Widely adopted in quantitative finance, log returns offer several mathematical and statistical advantages over simple returns, making them ideal for backtesting, portfolio optimization, volatility modeling, and risk management.
What Are Log Returns?
In quantitative finance, logarithmic returns are defined as:
ln(Pₜ / Pₜ₋₁)
or for rolling periods:
ln(Pₜ / Pₜ₋ₙ)
where P represents price and n is the rolling lookback window.
Log returns are preferred because:
They are time additive : returns over multiple periods can be summed.
They allow for easier statistical modeling , especially when assuming normally distributed returns.
They behave symmetrically for gains and losses, unlike arithmetic returns.
They normalize percentage changes, making cross-asset or cross-timeframe comparisons more consistent.
Indicator Overview
The Rolling Log Returns indicator computes log returns either on a standard (1-period) basis or using a rolling lookback period , allowing users to adapt it to short-term trading or long-term trend analysis.
It also supports a comparison series , enabling traders to compare the return structure of the main charted asset to another instrument (e.g., SPY, BTC, etc.).
Core Features
✅ Return Modes :
Normal Log Returns : Measures ln(price / price ), ideal for day-to-day return analysis.
Rolling Log Returns : Measures ln(price / price ), highlighting price drift over longer horizons.
✅ Comparison Support :
Compare log returns of the primary instrument to another symbol (like an index or ETF).
Useful for relative performance and market regime analysis .
✅ Moving Averages of Returns :
Smooth noisy return series with customizable MA types: SMA, EMA, WMA, RMA, and Linear Regression.
Applicable to both primary and comparison series.
✅ Conditional Coloring :
Returns > 0 are colored green ; returns < 0 are red .
Comparison series gets its own unique color scheme.
✅ Extreme Return Detection :
Highlight unusually large price moves using upper/lower thresholds.
Visually flags abnormal volatility events such as earnings surprises or macroeconomic shocks.
Quantitative Use Cases
🔍 Return Distribution Analysis :
Gain insight into the statistical properties of asset returns (e.g., skewness, kurtosis, tail behavior).
📉 Risk Management :
Use historical return outliers to define drawdown expectations, stress tests, or VaR simulations.
🔁 Strategy Backtesting :
Apply rolling log returns to momentum or mean-reversion models where compounding and consistent scaling matter.
📊 Market Regime Detection :
Identify periods of consistent overperformance/underperformance relative to a benchmark asset.
📈 Signal Engineering :
Incorporate return deltas, moving average crossover of returns, or threshold-based triggers into machine learning pipelines or rule-based systems.
Recommended Settings
Use Normal mode for high-frequency trading signals.
Use Rolling mode for swing or trend-following strategies.
Compare vs. a broad market index (e.g., SPY or QQQ ) to extract relative strength insights.
Set upper and lower thresholds around ±5% for spotting major volatility days.
Conclusion
The Rolling Log Returns indicator transforms raw price action into a statistically sound return series—equipping traders with a professional-grade lens into market behavior. Whether you're conducting exploratory data analysis, building factor models, or visually scanning for outliers, this indicator integrates seamlessly into a modern quant's toolbox.
