Stochastic + MA + Divergence StrategyThe Stochastic + MA + Divergence Strategy is a powerful tool for traders who want to combine momentum, trend, and reversal signals in one system.
Stochastic Oscillator: identifies overbought and oversold zones to find optimal entry points.
Moving Average (MA): filters trend direction, allowing trades only in line with the overall market trend.
Divergence Detection: spots potential reversals, increasing winning probability when the market changes direction.
Breakout Levels: combines Stochastic with high/low breakouts to enter only strong signals and avoid noise.
Visual Signals: Buy/Sell arrows and breakout lines make it easy to track signals on the chart.
This strategy is ideal for TradingView backtesting, helping traders determine precise entry, exit, stop-loss, and take-profit levels. Enhance risk management and improve win rates by using a method that merges momentum, trend, and divergence analysis.
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Ruptura + EMAs + VWAP + Vela Impulsiva Indicator: Breakout + EMAs + VWAP + Impulsive Candle + TP/SL
This indicator is designed to identify breakout trading opportunities by combining price action, moving averages, volume-weighted price, and impulsive candles, with clearly defined Take Profit (TP) and Stop Loss (SL) levels.
⏱️ Timeframe Logic:
The 15-minute chart is used to define the price range.
Entries are made on the 2-minute chart when breakout conditions align with momentum confirmation.
📌 Key Components:
Range Definition:
Calculates a price range based on a customizable number of candles (rangeBars), typically from the 15-minute timeframe.
Displays a shaded box highlighting this range.
Trend Filters:
Uses a fast EMA (9) and a slow EMA (21) to determine short-term and medium-term trends.
Includes VWAP as a dynamic support/resistance and directional filter.
Only allows trades when both EMAs and price confirm alignment above (for long) or below (for short) the VWAP.
Impulsive Candle Detection:
Confirms breakouts using large-bodied candles that engulf the previous candle's range.
The candle must exceed a certain multiple of the average range (minRangeMult) to qualify.
Breakout Entry Conditions:
Long Setup: Price breaks above the range high, with EMAs and VWAP confirming bullish alignment, and confirmed by an impulsive candle.
Short Setup: Price breaks below the range low, with EMAs and VWAP aligned bearishly, confirmed by an impulsive candle.
Trade Management:
Automatically plots Take Profit and Stop Loss levels based on the size of the entry candle and a customizable TP multiplier.
Visual dashed lines indicate TP (green) and SL (red) zones.
Session Filter:
Entry signals are limited to a specific time window (e.g., 9:00 to 10:00 AM New York time), typically during the NY session open.
Visual Aids:
Background color highlights potential entry zones (green for long, red for short).
Icons mark confirmed impulsive candles and entry signals.
Range box is updated periodically to reflect the active breakout zone.
Script de código abierto
Siguiendo fielmente el espíritu de TradingView, el creador de este script lo ha publicado en código abierto, permitiendo que otros traders puedan revisar y verificar su funcionalidad. ¡Enhorabuena al autor! Puede utilizarlo de forma gratuita, pero tenga en cuenta que la publicación de este código está sujeta a nuestras Normas internas.
Volume Spike Detector - by TenAMTrader📌 Volume Spike Detector – by TenAMTrader
This indicator is designed to help traders quickly identify unusual surges in trading volume relative to recent activity. High-volume spikes can often signal strong buying or selling pressure, potential trend reversals, or breakout setups.
⚙️ How It Works
The script calculates the average trading volume over a user-defined period (default: 21 bars).
It then sets a spike threshold, which is that average volume plus a percentage buffer (default: 25%).
Whenever the current bar’s volume exceeds this threshold, a 💰 label is plotted below the candle.
If alerts are enabled, you’ll also receive a real-time alert whenever a spike occurs.
🔧 User Settings
Spike Ratio % → Adjust how much higher than average volume must be to qualify as a spike.
Trading Period → Set the lookback period used to calculate the average volume.
Enable Alert → Turn alerts on/off.
📊 Practical Use Cases
Breakout Trading: Volume spikes often confirm breakouts from consolidation zones.
Reversal Signals: A sudden surge in volume may precede a trend reversal.
News & Events: Spot unusual activity during earnings, economic releases, or unexpected events.
⚠️ Disclaimer
This indicator is provided for educational and informational purposes only. It does not constitute financial advice, investment advice, or trading recommendations. Past performance is not indicative of future results. Always do your own research and consult with a licensed financial professional before making any trading decisions.
Calm before the StormCalm before the Storm - Bollinger Bands Volatility Indicator
What It Does
This indicator identifies and highlights periods of extremely low market volatility by analyzing Bollinger Bands distance. It uses percentile-based analysis to find the "quietest" market periods and highlights them with a gradient background, operating on the premise that low volatility periods often precede significant price movements.
How It Works
Volatility Measurement: Calculates the distance between Bollinger Bands upper and lower boundaries
Percentile Analysis: Analyzes the lowest X% of volatility periods over a configurable lookback period (default: lowest 40% over 200 bars)
Visual Highlighting: Uses gradient opacity to show volatility levels - the lower the volatility, the more opaque the background highlighting
Adaptive Threshold: Automatically calculates what constitutes "low volatility" based on recent market conditions
Who Should Use It
Primary Users:
Breakout Traders: Looking for consolidation periods that may precede significant moves
Options Traders: Seeking low implied volatility periods before volatility expansion
Swing Traders: Identifying accumulation/distribution phases before trend continuation or reversal
Range Traders: Spotting tight trading ranges for mean reversion strategies
Trading Styles:
Volatility-based strategies
Breakout and momentum trading
Options strategies (volatility plays)
Market timing approaches
When to Use It
Market Conditions:
Consolidation Phases: When price is moving sideways with decreasing volatility
Pre-Announcement Periods: Before earnings, economic data, or major events
Market Transitions: During shifts between trending and ranging markets
Low Volume Periods: When institutional participation is reduced
Strategic Applications:
Entry Timing: Wait for volatility compression before positioning for breakouts
Risk Management: Reduce position sizes during highlighted periods (anticipating volatility expansion)
Options Strategy: Sell premium during low volatility, buy during expansion
Multi-Timeframe Analysis: Combine with higher timeframe trends for confluence
Key Benefits
Objective Volatility Measurement: Removes subjectivity from identifying "quiet" markets
Adaptive Analysis: Automatically adjusts to current market conditions
Visual Clarity: Easy-to-interpret gradient highlighting
Customizable Sensitivity: Adjustable percentile thresholds for different trading styles
Best Used In Combination With:
Trend analysis tools
Support/resistance levels
Volume indicators
Momentum oscillators
This indicator is particularly valuable for traders who understand that periods of low volatility are often followed by periods of high volatility, allowing them to position ahead of potential significant price movements.
Pro Market Toolkit (TH) v2.4 — S/R + Zones + ATR Bands + Alertsรายละเอียด (ภาษาไทย):
อินดิเคเตอร์ชุดเครื่องมือครบวงจรสำหรับนักเทรด
คำนวณ แนวรับ–แนวต้าน (Support / Resistance) อัตโนมัติจากสวิง (Pivot High/Low)
สร้าง Supply/Demand Zones จาก ATR เพื่อหาพื้นที่กลับตัวสำคัญ
วาดเส้น Moving Average และ ATR Bands เพื่อประเมินแนวโน้มและความผันผวน
แสดงสัญญาณ Breakout และ Bounce/Reject อย่างชัดเจนบนกราฟ
รองรับ Alerts สำหรับ 4 เงื่อนไขสำคัญ: Breakout ขึ้น/ลง, Demand Bounce, Supply Reject
มีตารางแสดง Trend และค่า ATR ปัจจุบัน
เหมาะสำหรับผู้ที่ต้องการดูแนวโน้ม, หาจุดเข้า/ออก และรับการแจ้งเตือนอัตโนมัติ โดยไม่ต้องเฝ้ากราฟตลอดเวลา
Description (English):
A comprehensive trading toolkit indicator for professional traders.
Automatically detects Support/Resistance levels using swing pivots
Generates Supply/Demand Zones based on ATR to highlight potential reversal areas
Plots Moving Average and ATR Bands for trend and volatility analysis
Displays clear signal markers for Breakouts and Zone Bounces/Rejects
Provides Alerts for 4 key conditions: Breakout Up/Down, Demand Bounce, Supply Reject
Includes an on-chart table showing the current Trend and ATR value
Ideal for traders who want automatic key levels, zones, and signal alerts without the need to monitor the chart constantly.
VWAP Bands Pro - Session Based by kobiko3030
📊 Advanced Professional Trading Indicator
VWAP Bands Pro is an advanced indicator that combines the power of VWAP with 4 dynamic bands for precise identification of support and resistance zones. This indicator is designed for professional traders who want deep and accurate market movement analysis.
✨ Key Features
🎯 Smart VWAP Bands
4 adjustable bands based on standard deviation
Optional band 4 hiding for beginner traders
Precise calculation based on volume-weighted price
🌏 Global Session Support
New York Session (9:30 EST)
Asia Session (18:00 EST)
Automatic reset at the beginning of each session
📱 Flexible User Interface
Dynamic labels (V, VR1-4, VS1-4)
Custom color selection
Adjustable line thickness for each band
Multiple display modes
🔔 Advanced Alert System
VWAP breakout alerts
Alerts for all bands (3 & 4)
Clear and precise messages
🛠️ Customization Options
Band Settings
Standard deviation multipliers: 1.0, 2.0, 3.0, 4.0 (default)
Each band independently adjustable
Range: 0.1 to 5.0
Display Settings
Continuous trading start - display from session beginning
Limited candle count - show last X candles
Current day only - no historical data
Visual Design
VWAP, support, and resistance colors
Individual line thickness
Hideable labels
📈 Trading Strategies
Support and Resistance Zones
VS1-VS4: Support bands (green)
VR1-VR4: Resistance bands (red)
V: Central VWAP line
Entry Points
Breakouts above/below VWAP
Bounces from outer bands
Band retests
Risk Management
Use bands as Stop Loss levels
Identify oversold/overbought zones
Adapt to different market conditions
🎖️ Indicator Advantages
✅ Precise calculation based on volume weighting
✅ Complete flexibility in customization
✅ Global session support
✅ User-friendly interface
✅ Built-in alert system
✅ Suitable for all trading styles
📋 Usage Instructions
Add the indicator to your chart
Select trading session (New York/Asia)
Adjust bands according to your trading style
Set up alerts for important breakouts
Start trading with precise key zone identification
💡 Trading Tips
Use outer bands to identify extremes
Combine with additional indicators for confirmation
Adjust bands to asset volatility
Follow alerts to spot opportunities
Consider session-specific behavior patterns
🔧 Technical Specifications
Pine Script Version: 5
Overlay: Yes
Timeframe: All timeframes supported
Markets: Suitable for all markets (Forex, Stocks, Crypto, Futures)
Session Support: New York & Asia with EST timezone
Volume Calculation: HLC3 * Volume weighted
📊 What Makes This Different
Unlike standard VWAP indicators, this pro version offers:
Session-based reset for intraday precision
4 customizable bands instead of basic 2
Professional labeling system for quick identification
Advanced alert conditions for all key levels
Flexible display options for different trading approaches
⚡ Performance Features
Efficient calculation - minimal lag
Clean visual design - no chart clutter
Responsive labels - update in real-time
Session breaks - clear visual separation
Volume validation - ensures accurate VWAP calculation
Gann Box LogicGann Box Logic
Overview
The Gann Box Logic indicator is a precision-based trading tool that combines the principles of Gann analysis with retracement logic to highlight high-probability zones of price action. It plots a structured box on the chart based on the previous day's high and low, overlays Fibonacci-derived retracement levels, and visually marks a critical “neutral zone” between 38.2% and 61.8% retracements.
This zone — shaded for emphasis — is a decision filter for traders:
- It warns against initiating trades in this area (low conviction zone).
- It identifies reversal pull targets when extremes are reached.
Core Principles Behind Gann Box Logic
Logic 1 — The Neutral Zone (38.2% ↔ 61.8%)
- The 38.2% and 61.8% retracement levels are key Fibonacci ratios often associated with consolidation or indecision.
- Price action between these two levels is considered a neutral, low-conviction zone.
- Trading Recommendation:
- Avoid initiating new trades while price remains within this shaded band.
- This zone tends to produce whipsaws and false signals.
- Wait for a decisive break above 61.8% or below 38.2% for clearer momentum.
- Why it matters:
- In Gann’s market structure thinking, the middle range of a swing is often a battleground where neither bulls nor bears are in full control.
- This is the zone where market makers often shake out weak hands before committing to a direction.
Logic 2 — Extremes Seek Balance (0% & 100% Reversal Bias)
- The indicator’s 0% and 100% levels represent the previous day’s low and high respectively.
- First Touch Rule:
- When the price touches 0% (previous low) or 100% (previous high) for the first time in the current session, there is a high probability it will attempt to revert toward the center zone (38.2% ↔ 61.8%).
- Trading Implication:
- If price spikes to an extreme, be alert for reversion trades toward the mid-zone rather than expecting a sustained breakout.
- Momentum traders may still pursue breakout trades, but this bias warns of potential pullbacks.
- Why it works:
- Extreme levels often trigger profit-taking by early entrants and counter-trend entries by mean-reversion traders.
- These forces naturally pull the market back toward equilibrium — often near the 50% level or within the shaded zone.
How the Indicator is Plotted
1. Previous Day High/Low Reference — The script locks onto the prior day’s range to establish the vertical bounds of the box.
2. Retracement Levels — Key Fibonacci levels plotted: 0%, 25%, 38.2%, 50%, 61.8%, 75%, 100%.
3. Box Structure — Outer Border marks the full prior day range, Mid Fill Zone is shaded between 38.2% and 61.8%.
4. VWAP (Optional) — Daily VWAP overlay for intraday bias confirmation.
Practical Usage Guide
- Avoid Trades in Neutral Zone — Stay out of the shaded area unless you’re already in a trade from outside this zone.
- Watch for First Touch Extremes — First touch at 0% or 100% → anticipate a pullback toward the shaded zone.
- Breakout Confirmation — Only commit to breakout trades when price leaves the 38.2–61.8% zone with strong volume and momentum.
- VWAP Confluence — VWAP crossing through the shaded zone often signals a balance day — breakout expectations should be tempered.
Strengths of Gann Box Logic
- Removes noise trades during low-conviction periods.
- Encourages patience and discipline.
- Highlights key market turning points.
- Provides clear visual structure for both new and advanced traders.
Limitations & Warnings
- Not a standalone entry system — best used in conjunction with price action and volume analysis.
- Extreme moves can sometimes trend without reversion, especially during news-driven sessions.
- Works best on intraday timeframes when referencing the previous day’s range.
In Summary
The Gann Box Logic indicator’s philosophy can be boiled down to two golden rules:
1. Do nothing in the middle — Avoid trades between 38.2% and 61.8%.
2. Expect balance from extremes — First touches at 0% or 100% often pull back toward the shaded mid-zone.
This dual approach makes the indicator both a trade filter and a targeting guide, allowing traders to navigate markets with a structured, Gann-inspired framework.
DISCLAIMER
The information provided by this indicator is for educational purposes only and should not be considered financial advice. Trading carries risk, including possible loss of capital. Past performance does not guarantee future results. Always conduct your own research and consult with a qualified financial professional before making trading decisions.
Camarilla Levels Pro Camarilla Levels Pro – Precision Intraday & Swing Trading Tool
Unlock the full potential of Camarilla Pivot Levels for identifying high-probability reversal zones, breakout triggers, and intraday bias shifts.
This indicator automatically calculates L1–L5 levels based on the Camarilla formula, updating daily for precise market adaptation. Whether you’re trading futures, forex, stocks, or crypto, you’ll instantly see:
Reversal Zones – Where price historically reacts and traps traders.
Breakout Zones – L4/L5 for bullish breakouts, L3/L2 for bearish reversals.
Bias Shifts – Quickly gauge if the market is leaning long or short.
Custom Alerts – Get notified when price touches or breaks your chosen level.
Features:
Auto-adjusting Camarilla levels for any symbol & timeframe
Color-coded zones for instant visual recognition
Optional mid-levels for scalpers
Fully customizable styling to match your chart setup
Ideal for:
Day traders wanting precision entry/exit zones
Swing traders watching key daily pivot breaks
Scalpers looking for high-probability reaction points
FVG + Bank Level Targeting w/ Alert TriggerDescription:
FVG + Bank Level Targeting w/ Alert Trigger is an intraday trading tool that combines Fair Value Gap (FVG) detection with dynamic institutional targeting using prior-day, weekly, and monthly high/low "Bank Levels." When a Fair Value Gap is detected, the script projects a logical target using the closest bank level in price's direction, and visually extends that level on your chart.
This tool is designed to help traders anticipate where price is most likely to move after an FVG appears — and alert them when price breaks through key target zones.
How It Works:
* Bank Level Calculation:
The indicator calculates Daily, Weekly, and Monthly high and low levels from the previous bar of each respective timeframe.
These are optionally plotted on the chart with a slight tick offset to avoid overlap with price.
* FVG Detection:
Bullish FVGs are defined by a gap between the low of the current candle and the high two candles prior, with a confirming middle candle.
Bearish FVGs follow the reverse pattern.
Once detected, the script finds the nearest unbroken institutional level (Bank Level) in the direction of the FVG and anchors a target line at that price level.
* Target Line Projection:
The script draws a persistent horizontal line (not just a plotted value) at the selected bank level.
These lines automatically extend a set number of bars into the future for clarity and trade planning.
* Breakout Detection:
When price crosses above a Bull Target or below a Bear Target, the script triggers a breakout condition.
These breakouts are useful for trade continuation or reversal setups.
* Alerts:
Built-in alert conditions notify you in real time when price crosses above or below a target.
These can be used to set TradingView alerts for your preferred Futures symbols or intraday pairs.
Parameters:
Tick Offset Multiplier: Adds distance between price and plotted levels.
Show Daily/Weekly/Monthly Levels: Toggle for each institutional level group.
FVG Extend Right (bars): Controls how far the target lines extend into the future.
Color Controls: Customize colors for FVG fill and target lines.
Use Case:
This indicator is designed for traders who want to:
Trade continuation or reversal moves around institutional price zones
Integrate Fair Value Gap concepts with more logical, historically anchored price targets
Trigger alerts when market structure evolves around key levels
It is especially useful for intraday Futures traders on the 15-minute chart or lower, but adapts well to any instrument with strong reactionary behavior at prior session highs/lows.
Relative Volatility Mass [SciQua]The ⚖️ Relative Volatility Mass (RVM) is a volatility-based tool inspired by the Relative Volatility Index (RVI) .
While the RVI measures the ratio of upward to downward volatility over a period, RVM takes a different approach:
It sums the standard deviation of price changes over a rolling window, separating upward volatility from downward volatility .
The result is a measure of the total “volatility mass” over a user-defined period, rather than an average or normalized ratio.
This makes RVM particularly useful for identifying sustained high-volatility conditions without being diluted by averaging.
────────────────────────────────────────────────────────────
╭────────────╮
How It Works
╰────────────╯
1. Standard Deviation Calculation
• Computes the standard deviation of the chosen `Source` over a `Standard Deviation Length` (`stdDevLen`).
2. Directional Separation
• Volatility on up bars (`chg > 0`) is treated as upward volatility .
• Volatility on down bars (`chg < 0`) is treated as downward volatility .
3. Rolling Sum
• Over a `Sum Length` (`sumLen`), the upward and downward volatilities are summed separately using `math.sum()`.
4. Relative Volatility Mass
• The two sums are added together to get the total volatility mass for the rolling window.
Formula:
RVM = Σ(σ up) + Σ(σ down)
where σ is the standard deviation over `stdDevLen`.
╭────────────╮
Key Features
╰────────────╯
Directional Volatility Tracking – Differentiates between volatility during price advances vs. declines.
Rolling Volatility Mass – Shows the total standard deviation accumulation over a given period.
Optional Smoothing – Multiple MA types, including SMA, EMA, SMMA (RMA), WMA, VWMA.
Bollinger Band Overlay – Available when SMA is selected, with adjustable standard deviation multiplier.
Configurable Source – Apply RVM to `close`, `open`, `hl2`, or any custom source.
╭─────╮
Usage
╰─────╯
Trend Confirmation: High RVM values can confirm strong trending conditions.
Breakout Detection: Spikes in RVM often precede or accompany price breakouts.
Volatility Cycle Analysis: Compare periods of contraction and expansion.
RVM is not bounded like the RVI, so absolute values depend on market volatility and chosen parameters.
Consider normalizing or using smoothing for easier visual comparison.
╭────────────────╮
Example Settings
╰────────────────╯
Short-term volatility detection: `stdDevLen = 5`, `sumLen = 10`
Medium-term trend volatility: `stdDevLen = 14`, `sumLen = 20`
Enable `SMA + Bollinger Bands` to visualize when volatility is unusually high or low relative to recent history.
╭───────────────────╮
Notes & Limitations
╰───────────────────╯
Not a directional signal by itself — use alongside price structure, volume, or other indicators.
Higher `sumLen` will smooth short-term fluctuations but reduce responsiveness.
Because it sums, not averages, values will scale with both volatility and chosen window size.
╭───────╮
Credits
╰───────╯
Based on the Relative Volatility Index concept by Donald Dorsey (1993).
TradingView
SciQua - Joshua Danford
Return Volatility (σ) — auto-annualized [v6]Overview
This indicator calculates and visualizes the return-based volatility (standard deviation) of any asset, automatically adjusting for your chart's timeframe to provide both absolute and annualized volatility values.
It’s designed for traders who want to filter trades, adjust position sizing, and detect volatility events based on statistically significant changes in market activity.
Key Features
Absolute Volatility (abs σ%) – Standard deviation of returns for the current timeframe (e.g., 1H, 4H, 1D).
Annualized Volatility (ann σ%) – Converts abs σ% into an annualized figure for easier cross-timeframe and cross-asset comparison.
Relative Volatility (rel σ) – Ratio of current volatility to the long-term average (default: 120 periods).
Z-Score – Number of standard deviations the current volatility is above or below its historical average.
Auto-Timeframe Adjustment – Detects your chart’s bar size (seconds per bar) and calculates bars/year automatically for crypto’s 24/7 market.
Highlight Mode – Optional yellow background when volatility exceeds set thresholds (rel σ ≥ threshold OR z-score ≥ threshold).
Alert Conditions – Alerts trigger when relative volatility or z-score exceed defined limits.
How It Works
Return Calculation
Log returns: ln(Pt / Pt-1) (default)
or Simple returns: (Pt / Pt-1) – 1
Volatility Measurement
Standard deviation of returns over the lookback period N (default: 20 bars).
Absolute volatility = σ × 100 (% per bar).
Annualization
Uses: σₐₙₙ = σ × √(bars/year) × 100 (%)
Bars/year auto-calculated based on timeframe:
1H = 8,760 bars/year
4H ≈ 2,190 bars/year
1D = 365 bars/year
Relative and Statistical Context
Relative σ = Current σ / Historical average σ (baseLen, default: 120)
Z-score = (Current σ – Historical average σ) / Std. dev. of σ over baseLen
Trading Applications
Volatility Filter – Only allow trade entries when volatility exceeds historical norms (trend traders often benefit from this).
Risk Management – Reduce position size during high volatility spikes to manage risk; increase size in low-volatility trending environments.
Market Scanning – Identify assets with the highest relative volatility for momentum or breakout strategies.
Event Detection – Highlight significant volatility surges that may precede large moves.
Suggested Settings
Lookback (N): 20 bars for short/medium-term trading.
Base Length (M): 120 bars to establish long-term volatility baseline.
Relative Threshold: 1.5× baseline σ.
Z-score Threshold: ≥ 2.0 for statistically significant volatility shifts.
Use Log Returns: Recommended for more consistent scaling across prices.
Notes & Limitations
Volatility measures movement magnitude, not direction. Combine with trend or momentum filters for directional bias.
Very low volatility may still produce false breakouts; combine with volume and market structure analysis.
Crypto markets trade 24/7 — annualization assumes no market closures; adjust for other asset classes if needed.
💡 Best Practice: Use this indicator as a pre-trade filter for breakout or trend-following strategies, or as a risk control overlay in mean-reversion systems.
Advanced Market TheoryADVANCED MARKET THEORY (AMT)
This is not an indicator. It is a lens through which to see the true nature of the market.
Welcome to the definitive application of Auction Market Theory. What you have before you is the culmination of decades of market theory, fused with state-of-the-art data analysis and visual engineering. It is an institutional-grade intelligence engine designed for the serious trader who seeks to move beyond simplistic indicators and understand the fundamental forces that drive price.
This guide is your complete reference. Read it. Study it. Internalize it. The market is a complex story, and this tool is the language with which to read it.
PART I: THE GRAND THEORY - A UNIVERSE IN AN AUCTION
To understand the market, you must first understand its purpose. The market is a mechanism of discovery, organized by a continuous, two-way auction.
This foundational concept was pioneered by the legendary trader J. Peter Steidlmayer at the Chicago Board of Trade in the 1980s. He observed that beneath the chaotic facade of ticking prices lies a beautifully organized structure. The market's primary function is not to go up or down, but to facilitate trade by seeking a price level that encourages the maximum amount of interaction between buyers and sellers. This price is "value."
The Organizing Principle: The Normal Distribution
Over any given period, the market's activity will naturally form a bell curve (a normal distribution) turned on its side. This is the blueprint of the auction.
The Point of Control (POC): This is the peak of the bell curve—the single price level where the most trade occurred. It represents the point of maximum consensus, the "fairest price" as determined by the market participants. It is the gravitational center of the session.
The Value Area (VA): This is the heart of the bell curve, typically containing 70% of the session's activity (one standard deviation). This is the zone of "accepted value." Prices within this area are considered fair and are where the market is most comfortable conducting business.
The Extremes: The thin areas at the top and bottom of the curve are the "unfair" prices. These are levels where one side of the auction (buyers at the top, sellers at the bottom) was shut off, and trade was quickly rejected. These are areas of emotional trading and excess.
The Narrative of the Day: Balance vs. Imbalance
Every trading session is a story of the market's search for value.
Balance: When the market rotates and builds a symmetrical, bell-shaped profile, it is in a state of balance . Buyers and sellers are in agreement, and the market is range-bound.
Imbalance: When the market moves decisively away from a balanced area, it is in a state of imbalance . This is a trend. The market is actively seeking new information and a new area of value because the old one was rejected.
Your Purpose as a Trader
Your job is to read this story in real-time. Are we in balance or imbalance? Is the auction succeeding or failing at these new prices? The Advanced Market Theory engine is your Rosetta Stone to translate this complex narrative into actionable intelligence.
PART II: THE AMT ENGINE - AN EVOLUTION IN MARKET VISION
A standard market profile tool shows you a picture. The AMT Engine gives you the architect's full schematics, the engineer's stress tests, and the psychologist's behavioral analysis, all at once.
This is what makes it the Advanced Market Theory. We have fused the timeless principles with layers of modern intelligence:
TRINITY ANALYSIS: You can view the market through three distinct lenses. A Volume Profile shows where the money traded. A TPO (Time) Profile shows where the market spent its time. The revolutionary Hybrid Profile fuses both, giving you a complete picture of market conviction—marrying volume with duration.
AUTOMATED STRUCTURAL DECODING: The engine acts as your automated analyst, identifying critical structural phenomena in real-time:
Poor Highs/Lows: Weak auction points that signal a high probability of reversal.
Single Prints & Ledges: Footprints of rapid, aggressive market moves and areas of strong institutional acceptance.
Day Type Classification: The engine analyzes the session's personality as it develops ("Trend Day," "Normal Day," etc.), allowing you to adapt your strategy to the market's current character.
MACRO & MICRO FUSION: Via the Composite Profile , the engine merges weeks of data to reveal the major institutional battlegrounds that govern long-term price action. You can see the daily skirmish and the multi-month war on a single chart.
ORDER FLOW INTELLIGENCE: The ultimate advancement is the integrated Cumulative Volume Delta (CVD) engine. This moves beyond structure to analyze the raw aggression of buyers versus sellers. It is your window into the market's soul, automatically detecting critical Divergences that often precede major trend shifts.
ADAPTIVE SIGNALING: The engine's signal generation is not static; it is a thinking system. It evaluates setups based on a multi-factor Confluence Score , understands the market Regime (e.g., High Volatility), and adjusts its own confidence ( Probability % ) based on the complete context.
This is not a tool that gives you signals. This is a tool that gives you understanding .
PART III: THE VISUAL KEY - A LEXICON OF MARKET STRUCTURE
Every element on your chart is a piece of information. This is your guide to reading it fluently.
--- THE CORE ARCHITECTURE ---
The Profile Histogram: The primary visual on the left of each session. Its shape is the story. A thin profile is a trend; a fat, symmetrical profile is balance.
Blue Box : The zone of accepted, "fair" value. The heart of the session's business.
Bright Orange Line & Label : The Point of Control. The gravitational center. The price of maximum consensus. The most significant intraday level.
Dashed Blue Lines & Labels : The boundaries of value. Critical inflection points where the market decides to either remain in balance or seek value elsewhere.
Dashed Cyan Lines & Labels : The major, long-term structural levels derived from weeks of data. These are institutional reference points and carry immense weight. Treat them as primary support and resistance.
Dashed Orange Lines & Labels : Marks a Poor or Unfinished Auction . These represent emotional, weak extremes and are high-probability targets for future price action.
Diamond Markers : Mark Single Prints , which are footprints of aggressive, one-sided moves that left a "liquidity vacuum." Price is often drawn back to these levels to "repair" the poor structure.
Arrow Markers : Mark Ledges , which are areas of strong horizontal acceptance. They often act as powerful support/resistance in the future.
Dotted Gray Lines & Labels : The projected daily range based on multiples of the Initial Balance . Use them to set realistic profit targets and gauge the day's potential.
--- THE SIGNAL SUITE ---
Colored Triangles : These are your high-probability entry signals. The color is a strategic playbook:
Gold Triangle : ELITE Signal. An A+ setup with overwhelming confluence. This is the highest quality signal the engine can produce.
Yellow Triangle : FADE Signal. A counter-trend setup against an exhausted move at a structural extreme.
Cyan Triangle : BREAKOUT Signal. A momentum setup attempting to capitalize on a breakout from the value area.
Purple Triangle : ROTATION Signal. A mean-reversion setup within the value area, typically from one edge towards the POC.
Magenta Triangle : LIQUIDITY Signal. A sophisticated setup that identifies a "stop run" or liquidity sweep.
Percentage Number: The engine's calculated probability of success . This is not a guarantee, but a data-driven confidence score.
Dotted Gray Line: The signal's Entry Price .
Dashed Green Lines: The calculated Take Profit Targets .
Dashed Red Line: The calculated Stop Loss level.
PART IV: THE DASHBOARD - YOUR STRATEGIC COMMAND CENTER
The dashboard is your real-time intelligence briefing. It synthesizes all the engine's analysis into a clear, concise, and constantly updating summary.
--- CURRENT SESSION ---
POC, VAH, VAL: The live values for the core structure.
Profile Shape: Is the current auction top-heavy ( b-shaped ), bottom-heavy ( P-shaped ), or balanced ( D-shaped )?
VA Width: Is the value area expanding (trending) or contracting (balancing)?
Day Type: The engine's judgment on the day's personality. Use this to select the right strategy.
IB Range & POC Trend: Key metrics for understanding the opening sentiment and its evolution.
--- CVD ANALYSIS ---
Session CVD: The raw order flow. Is there more net buying or selling pressure in this session?
CVD Trend & DIVERGENCE: This is your order flow intelligence. Is the order flow confirming the price action? If "DIVERGENCE" flashes, it is a critical, high-alert warning of a potential reversal.
--- MARKET METRICS ---
Volume, ATR, RSI: Your standard contextual metrics, providing a quick read on activity, volatility, and momentum.
Regime: The engine's assessment of the broad market environment: High Volatility (favor breakouts), Low Volatility (favor mean reversion), or Normal .
--- PROFILE STATS, COMPOSITE, & STRUCTURE ---
These sections give you a quick quantitative summary of the profile structure, the major long-term Composite levels, and any active Poor Structures.
--- SIGNAL TYPES & ACTIVE SIGNAL ---
A permanent key to the signal colors and their meanings, along with the full details of the most recent active signal: its Type , Probability , Entry , Stop , and Target .
PART V: THE INPUTS MENU - CALIBRATING YOUR LENS
This engine is designed to be calibrated to your specific needs as a trader. Every input is a lever. This is not a "one size fits all" tool. The extensive tooltips are your built-in user manual, but here are the key areas of focus:
--- MARKET PROFILE ENGINE ---
Profile Mode: This is the most fundamental choice. Volume is the standard for price-based support and resistance. TPO is for analyzing time-based acceptance. Hybrid is the professional's choice, fusing both for a complete picture.
Profile Resolution: This is your zoom lens. Lower values for scalping and intraday precision. Higher values for a cleaner, big-picture view suitable for swing trading.
Composite Sessions: Your timeframe for macro analysis. 5-10 sessions for a weekly view; 20-30 sessions for a monthly, structural view.
--- SESSION & VALUE AREA ---
These settings must be configured correctly for your specific asset. The Session times are critical. The Initial Balance should reflect the key opening period for your market (60 minutes is standard for equities).
--- SIGNAL ENGINE & RISK MANAGEMENT ---
Signal Mode: THIS IS YOUR PERSONAL RISK PROFILE. Set it to Conservative to see only the absolute best A+ setups. Use Elite or Balanced for a standard approach. Use Aggressive only if you are an experienced scalper comfortable with managing more frequent, lower-probability setups.
ATR Multipliers: This suite gives you full, dynamic control over your risk/reward parameters. You can precisely define your initial stop loss distance and profit targets based on the market's current volatility.
A FINAL WORD FROM THE ARCHITECT
The creation of this engine was a journey into the very heart of market dynamics. It was born from a frustrating truth: that the most profound market theories were often confined to books and expensive institutional platforms, inaccessible to the modern retail trader. The goal was to bridge that gap.
The challenge was monumental. Making each discrete system—the volume profile, the TPO counter, the composite engine, the CVD tracker, the signal generator, the dynamic dashboard—work was a task in itself. But the true struggle, the frustrating, painstaking process that consumed countless hours, was making them work in unison . It was about ensuring the CVD analysis could intelligently inform the signal engine, that the day type classification could adjust the probability scores, and that the composite levels could provide context to the intraday structure, all in a seamless, real-time dance of data.
This engine is the result of that relentless pursuit of integration. It is built on the belief that a trader's greatest asset is not a signal, but clarity . It was designed to clear the noise, to organize the chaos, and to present the elegant, underlying logic of the market auction so that you can make better, more informed, and more confident decisions.
It is now in your hands. Use it not as a crutch, but as a lens. See the market for what it truly is.
"The market can remain irrational longer than you can remain solvent."
- John Maynard Keynes
DISCLAIMER
This script is an advanced analytical tool provided for informational and educational purposes only. It is not financial advice. All trading involves substantial risk, and past performance is not indicative of future results. The signals, probabilities, and metrics generated by this indicator do not constitute a recommendation to buy or sell any financial instrument. You, the user, are solely responsible for all trading decisions, risk management, and outcomes. Use this tool to supplement your own analysis and trading strategy.
PUBLISHING CATEGORIES
Volume Profile
Market Profile
Order Flow
Mutanabby_AI __ OSC+ST+SQZMOMMutanabby_AI OSC+ST+SQZMOM: Multi-Component Trading Analysis Tool
Overview
The Mutanabby_AI OSC+ST+SQZMOM indicator combines three proven technical analysis components into a unified trading system, providing comprehensive market analysis through integrated oscillator signals, trend identification, and volatility assessment.
Core Components
Wave Trend Oscillator (OSC): Identifies overbought and oversold market conditions using exponential moving average calculations. Key threshold levels include overbought zones at 60 and 53, with oversold areas marked at -60 and -53. Crossover signals between the two oscillator lines generate entry opportunities, displayed as colored circles on the chart for easy identification.
Supertrend Indicator (ST): Determines overall market direction using Average True Range calculations with a 2.5 factor and 10-period ATR configuration. Green lines indicate confirmed uptrends while red lines signal downtrend conditions. The indicator automatically adapts to market volatility changes, providing reliable trend identification across different market environments.
Squeeze Momentum (SQZMOM): Compares Bollinger Bands with Keltner Channels to identify consolidation periods and potential breakout scenarios. Black squares indicate squeeze conditions representing low volatility periods, green triangles signal confirmed upward breakouts, and red triangles mark downward breakout confirmations.
Signal Generation Logic
Long Entry Conditions:
Green triangles from Squeeze Momentum component
Supertrend line transitioning to green
Bullish crossovers in Wave Trend Oscillator from oversold territory
Short Entry Conditions:
Red triangles from Squeeze Momentum component
Supertrend line transitioning to red
Bearish crossovers in Wave Trend Oscillator from overbought territory
Automated Risk Management
The indicator incorporates comprehensive risk management through ATR-based calculations. Stop losses are automatically positioned at 3x ATR distance from entry points, while three progressive take profit targets are established at 1x, 2x, and 3x ATR multiples respectively. All risk management levels are clearly displayed on the chart using colored lines and informative labels.
When trend direction changes, the system automatically clears previous risk levels and generates new calculations, ensuring all risk parameters remain current and relevant to existing market conditions.
Alert and Notification System
Comprehensive alert framework includes trend change notifications with complete trade setup details, squeeze release alerts for breakout opportunity identification, and trend weakness warnings for active position management. Alert messages contain specific trading pair information, timeframe specifications, and all relevant entry and exit level data.
Implementation Guidelines
Timeframe Selection: Higher timeframes including 4-hour and daily charts provide the most reliable signals for position trading strategies. One-hour charts demonstrate good performance for day trading applications, while 15-30 minute timeframes enable scalping approaches with enhanced risk management requirements.
Risk Management Integration: Limit individual trade risk to 1-2% of total capital using the automatically calculated stop loss levels for precise position sizing. Implement systematic profit-taking at each target level while adjusting stop loss positions to protect accumulated gains.
Market Volatility Adaptation: The indicator's ATR-based calculations automatically adjust to changing market volatility conditions. During high volatility periods, risk management levels appropriately widen, while low volatility conditions result in tighter risk parameters.
Optimization Techniques
Combine indicator signals with fundamental support and resistance level analysis for enhanced signal validation. Monitor volume patterns to confirm breakout strength, particularly when Squeeze Momentum signals develop. Maintain awareness of scheduled economic events that may influence market behavior independent of technical indicator signals.
The multi-component design provides internal signal confirmation through multiple alignment requirements, significantly reducing false signal occurrence while maintaining reasonable trade frequency for active trading strategies.
Technical Specifications
The Wave Trend Oscillator utilizes customizable channel length (default 10) and average length (default 21) parameters for optimal market sensitivity. Supertrend calculations employ ATR period of 10 with factor multiplier of 2.5 for balanced signal quality. Squeeze Momentum analysis uses Bollinger Band length of 20 periods with 2.0 multiplication factor, combined with Keltner Channel length of 20 periods and 1.5 multiplication factor.
Conclusion
The Mutanabby_AI OSC+ST+SQZMOM indicator provides a systematic approach to technical market analysis through the integration of proven oscillator, trend, and momentum components. Success requires thorough understanding of each element's functionality and disciplined implementation of proper risk management principles.
Practice with demo trading accounts before live implementation to develop familiarity with signal interpretation and trade management procedures. The indicator's systematic approach effectively reduces emotional decision-making while providing clear, objective guidelines for trade entry, management, and exit strategies across various market conditions.
Efficient Candle Range (ECR)Efficient Candle Range (ECR)
A custom-built concept designed to detect zones of efficient price movement, often signaling the start, pause, or end of an implied move.
What is the Efficient Candle Range?
The Efficient Candle Range (ECR) is a unique tool that identifies price zones based on efficient candles—candles with relatively small bodies and balanced wicks. These candles reflect balanced or orderly price action, and when grouped into a range, they can reveal areas of temporary equilibrium in the market.
Rather than focusing on single candles, ECR builds a range that dynamically adjusts as new efficient candles form. This gives traders an objective way to track potential areas of absorption, distribution, or transition.
Why use ECR?
Efficient candles often occur:
At the beginning of a new move, after a liquidity sweep or shift in sentiment
At the end of a strong move, as momentum fades
Within consolidation zones, where price trades in a balanced, indecisive state
While ECRs can appear in any market condition, their interpretation depends on context:
In a range, an ECR might just reflect sideways balance.
But after a sweep or breakout, it could signal a potential shift in direction or continuation.
A close outside the ECR often marks the end of that balance and the start of a new impulse.
How it works
The script detects efficient candles based on body-to-range ratio and wick symmetry.
Consecutive ECs are grouped into a live ECR box.
The box dynamically extends as long as price stays inside the high-low range.
Once a candle closes outside, the ECR is considered invalid (fades visually, but remains visible for reference).
Each active range is labeled "ECR" within the box for easy tracking.
Customizable in settings
Max body percentage of range
Max wick imbalance
Box and label color/transparency
Suggested usage
Let the ECR define your observation zone.
Instead of reacting immediately to an efficient candle, wait for a confirmed breakout from the ECR to validate the next move.
Whether you trade breakouts, reversals, or continuation setups, ECR provides an objective way to visualize price balance and understand when the market is likely to expand.
Designed for individual traders looking to build structure around efficient price movement — no specific methodology required.
Kumo no Nami Trend Strength Identifier T2[T69]🧠 Overview
Kumo no Nami is a custom trend strength indicator that combines Ichimoku cloud dynamics (Kumo) with wave momentum (Nami) to identify trend direction, reversals, squeezes, and breakouts using Z-Score analysis. It adapts to different modes (Ichimoku, MA, EMA) for a flexible interpretation of price structure tension vs. movement strength.
🔍 Core Logic
Kumo Width (Cloud Pressure): Measures the normalized spread (Z-Score) between two dynamic price levels (e.g., Senkou A-B or Base-Tenkan).
Nami Strength (Wave Energy): Measures how far current price dislocates from a recent range using Z-Score of the difference between close and Donchian/MA.
Z-Score Normalization: Ensures both metrics are statistically comparable, regardless of volatility regime.
Squeeze Detection: Identifies compression before potential volatility expansion.
Breakout/False Break: Detects whether movement is legitimate or noise.
Final Top/Bottom: Highlights a strong burst post-squeeze, often signaling exhaustion or trend climax.
⚙️ Features
🌀 Multiple Kumo Modes:
Kijun-Tenkan
Senkou A - B
SMA Fast - Slow
EMA Fast - Slow
🟨 Z-Score Based Squeeze Monitoring
🟥 Final Burst Alerts
🟩 Trend Continuation or Fake-out Detection
🎨 Dynamic Background Coloring for visual signal clarity
🔧 Configuration
📊 Inputs
Kumo Mode (kt, sab, sfs, efs) – Choose method to compute Kumo (Cloud) width.
Kumo Lookback – Lookback period for cloud Z-Score analysis.
Nami Lookback – Lookback period for wave dislocation measurement.
Squeeze Threshold – How low Z-Kumo must fall to signal potential squeeze.
Burst Thresholds:
Burst Kumo → Z-Kumo must rise above this to be considered bursting.
Burst Nami → Nami Strength threshold for final trend climax.
Ichimoku Config – Tenkan, Kijun, Senkou B, and displacement.
MA Config – For Fast/Slow variants, SMA/EMA lengths.
🧪 How It Works
Compute the Kumo Width depending on selected mode.
E.g., |Tenkan - Kijun| or |Senkou A - Senkou B|
Normalize this width with its Z-Score to get Z-Kumo Width.
Compute Nami Strength:
Z-Score of how far close deviates from a Donchian channel or moving average.
Evaluate signal logic based on the two:
📈 Behavior & Signals
Trend Range (Sideways Consolidation)
=>Z-Kumo < 0 and |Nami Strength| > 2
False Break (No meaningful price movement)
=>Z-Kumo < 1 and |Nami Strength| < 1
Squeeze Watch (Potential breakout loading)
=>Z-Kumo < Squeeze Threshold
Final Burst / Climax
=>Z-Kumo > 2.5 and |Nami Strength| > 3
Bullish Breakout
=>Z-Kumo > 1 and Nami Strength > 2 and not false break
Bearish Breakout
=>Z-Kumo > 1 and Nami Strength < -2 and not false break
Reversal Detection
Crossovers of Nami Strength across 0 (bull/bear) while not in squeeze
🧠 Advanced Concepts Used
Z-Score:
=>(value - mean) / standard deviation for detecting statistically significant moves.
Squeeze Principle:
=>Low volatility → potential buildup → expansion.
Price Dislocation (Wave Strength):
=>Measures how far current price is from its mean range.
=>Cloud Tension (Kumo Z-Score):
=>Reflects pressure or neutrality in the price structure.
Trend Confirmation:
=>Only if both metrics agree and no false break conditions are met.
Previous Day Liquidity ZonesThis indicator is designed for intraday liquidity-based trading strategies and helps traders identify high-probability reversal or breakout zones based on smart money concepts.
It automatically plots the:
🟥 Previous Day High Zone – potential buy-side liquidity trap
🟩 Previous Day Low Zone – potential sell-side liquidity trap
🟧 Previous Day Close Zone – potential rebalancing or indecision zone
These levels are critical areas where institutional stop-hunting, reversals, and fake breakouts often occur.
🎯 How to Use
Use this indicator on 1-minute or 5-minute charts for stocks, indices (like NIFTY, BANKNIFTY), or forex.
Watch for price entering these zones during live market hours.
Combine with price action confirmation:
Rejection wicks
Engulfing candles
Change of character (CHoCH) or BOS
Fair Value Gaps (FVG)
First 5-minute candle (9:15 AM in Indian market) is highlighted for breakout setups.
🧠 Smart Money Logic
These zones mimic the logic used by institutions to:
Trigger retail stop-losses
Reverse market direction near liquidity pools
Trap breakout traders around session extremes
⚙️ Features
Configurable zone width (%)
Visual fill zones with subtle shading
Support for all assets and timeframes
Highlights first candle of day to assist with pre-trade bias
✅ Ideal For:
Smart money traders
ICT / Wyckoff / SMC followers
Breakout trap or reversal strategy users
Anyone who trades key session levels
⚠️ Disclaimer
This is an informational tool. Always use confirmation and sound risk management before executing any trade.
