Volume Flow RatioVolume Flow Ratio (VFR) Indicator
Overview
The Volume Flow Ratio (VFR) is a sophisticated volume analysis tool that measures current trading volume relative to the maximum volume of the previous period. Unlike traditional volume indicators that show raw volume or simple moving averages, VFR provides context by comparing current activity to recent maximum activity levels.
Core Features
1. Split Period Analysis
- Multiple Timeframe Options:
- Daily: Compares to previous day's maximum
- Weekly: Week-to-week comparison
- NYSE Weekly: Specialized for stock market trading (Monday-Friday only)
- Monthly: Month-to-month analysis
- Quarterly: Quarter-to-quarter perspective
- Yearly: Year-over-year volume comparison
2. Ratio-Based Measurement
- Displays volume as a ratio (0 to 1+) rather than raw numbers
- 1.0 represents volume equal to previous period's maximum
- Example: If previous max was 50,000 contracts:
- Current volume of 25,000 shows as 0.5
- Current volume of 75,000 shows as 1.5
3. Triple Coloring Modes
- Moving Average Based:
- Compares current ratio to its moving average
- Customizable MA period
- Green: Above MA (higher than average activity)
- Red: Below MA (lower than average activity)
- Previous Candle Comparison:
- Simple increase/decrease from previous bar
- Green: Higher than previous bar
- Red: Lower than previous bar
- Candle Color Based:
- Syncs with price action
- Green: Bullish candles (close > open)
- Red: Bearish candles (close < open)
Primary Use Cases
1. Volume Profile Analysis
- Perfect for traders who need to understand when markets are most active
- Helps identify unusual volume spikes relative to recent history
- Useful for timing entries and exits based on market participation
2. Market Activity Traders
Ideal for traders who:
- Need to identify high-liquidity periods
- Want to avoid low-volume periods
- Look for volume breakouts or divergences
- Trade based on institutional participation levels
3. Mean Reversion Traders
Helps identify:
- Overextended volume conditions (potential reversals)
- Volume exhaustion points
- Return to normal volume levels after spikes
4. Momentum Traders
Useful for:
- Confirming trend strength through volume
- Identifying potential trend exhaustion
- Validating breakouts with volume confirmation
Advantages Over Traditional Volume Indicators
1. Contextual Analysis
- Shows relative strength rather than raw numbers
- Easier to compare across different time periods
- Automatically adjusts to changing market conditions
2. Period-Specific Insights
- Respects natural market cycles (daily, weekly, monthly)
- Special handling for NYSE trading days
- Eliminates weekend noise in stock market analysis
3. Flexible Visualization
- Three distinct coloring methods for different trading styles
- Clear reference line at 1.0 for quick analysis
- Histogram style for easy pattern recognition
Best Practices
For Day Traders
- Use Daily split for intraday volume patterns
- MA coloring mode with shorter periods (5-10)
- Focus on ratios during market hours
For Swing Traders
- Weekly or NYSE Weekly splits
- Longer MA periods (15-20)
- Look for sustained volume patterns
For Position Traders
- Monthly or Quarterly splits
- Candle color mode for trend confirmation
- Focus on major volume shifts
Limitations
- Requires one full period to establish baseline
- May be less effective in extremely low volume conditions
- NYSE Weekly mode specific to stock market hours
This indicator is particularly valuable for traders who understand that volume is a crucial component of price action but need a more sophisticated way to analyze it than simple volume bars. It's especially useful for those who trade based on market participation levels and need to quickly identify whether current volume is significant relative to recent history.
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MTF Moving Averages (only EMA)MTF Moving Averages (only EMA)
This script provides a Multi-Timeframe (MTF) Exponential Moving Average (EMA) indicator for traders to visualize multiple EMAs across different timeframes directly on a single chart.
The indicator dynamically calculates and plots up to four EMAs per timeframe (15-minute, 30-minute, 1-hour, and Daily) with user-defined lengths, offering valuable insight into price trends and potential entry or exit points.
Key Features:
Multiple Timeframe Support: The script allows you to view EMAs from different timeframes simultaneously. This is especially useful for traders who follow trends across different timeframes to make more informed decisions.
Customizable Lengths: For each timeframe, the lengths of the EMAs are fully customizable. You can adjust the length of up to four EMAs per timeframe to suit your strategy.
EMA Calculation: The Exponential Moving Average (EMA) is used, which gives more weight to recent prices and reacts faster to price changes compared to the simple moving average (SMA).
Timeframe Flexibility: The indicator supports the following timeframes:
15-minute: Ideal for short-term traders and scalpers.
30-minute: For intraday trading with a slightly longer perspective.
1-hour: Suitable for swing traders and those who prefer a more medium-term view.
Daily: Great for longer-term trend-following strategies.
Interactive and User-Friendly: You can toggle the visibility of each EMA on each timeframe, allowing you to choose exactly which EMAs you wish to display, depending on your trading strategy.
Color-Coded for Clarity: The script uses distinct colors for each EMA on the chart:
Blue: EMA1
Green: EMA2
Red: EMA3
Purple: EMA4
Line Width Customization: Each plotted EMA line has a customizable width for better visual clarity.
Use Case:
Traders who use multiple timeframes for analysis (e.g., those using the "multi-timeframe analysis" technique) will find this script particularly useful. For example, a trader may look at the 15-minute chart to catch short-term movements, the 30-minute chart for intraday trends, the 1-hour chart for swing positions, and the Daily chart for identifying the overarching market trend. The script enables them to view the EMAs for all these timeframes in one glance without having to manually switch between them.
By observing the relationships between EMAs across multiple timeframes, traders can gain valuable insights into market conditions such as:
Crossovers: When a shorter-term EMA crosses above or below a longer-term EMA, it can signal a potential trend reversal or continuation.
Trend Strength: Multiple EMAs in alignment across different timeframes can indicate strong trend strength.
Support and Resistance: EMAs can act as dynamic support and resistance levels, guiding traders on price action levels to watch for potential price reversals.
Instructions:
Enable/Disable EMAs: Toggle on or off the EMAs for each timeframe (15-min, 30-min, 1-hour, Daily) using the script’s settings.
Adjust EMA Lengths: Change the default lengths for each EMA to match your preferred settings for different timeframes.
Monitor Key Levels: Watch how price interacts with the plotted EMAs to spot potential trading signals based on your strategy.
This indicator is designed to enhance your multi-timeframe analysis and help make more informed, data-driven trading decisions.
Previous Day and Current Day High/LowKey Features:
Previous Day High and Low Lines:
Displays the high (PDH) and low (PDL) levels of the previous trading day.
Allows customization of line colors, styles (solid, dashed, or dotted), and widths.
Extends these lines by a specified number of candles into the current day for better visualization.
Current Day High and Low Lines:
Displays the high (CDH) and low (CDL) levels during the current day's regular trading hours.
Customizable line attributes, including color, style, width, and extension length.
Customizable Input Options:
User-configurable settings for both the previous and current day high/low lines, grouped under respective sections for clarity.
Regular trading hours can be defined manually (default is 9:30 AM to 4:00 PM).
Ability to toggle the visibility of the lines for both the previous and current days.
Automatic Reset at the Start of a New Day:
Captures the high and low values of the completed day and resets for the new day.
Deletes old lines and labels to ensure clarity and avoid overlap.
Dynamic Updates:
Updates the current day's high and low lines and labels as new data comes in.
Adjusts previous day lines dynamically based on the user-defined number of candles to extend.
Session-Based Filtering:
Ensures the calculations and updates are restricted to the defined regular trading hours.
Code Logic:
Input Groups: The script uses grouped inputs to allow users to configure settings for previous and current day levels separately.
Line and Label Management: It creates and deletes lines and labels dynamically to prevent clutter and keep the chart organized.
Session Check: Uses the session input to determine if a bar falls within regular trading hours.
High/Low Calculation: Tracks the high and low for both the previous and current days during regular trading hours.
New Day Detection: Identifies the start of a new trading day to update previous day values and reset current day variables.
Applications:
Intraday Trading: Helps traders identify critical support and resistance levels from the previous and current days.
Trend Analysis: Provides visual cues for price movement trends across consecutive days.
Custom Visualization: With extensive customization options, traders can adapt the indicator to suit their trading style and chart aesthetics.
This script is highly configurable, making it versatile for a wide range of trading strategies and styles.
Dual Timeframe Williams Percent RangeThis is a dual timeframe Williams Percent Range indicator.
Function:
The idea behind this indicator is for trader to see what the Williams %r is doing on higher timeframes without the need to change the chart. I added the "Smoothing" function to take the jagged lines out of the higher timeframe. It has a better flow this way.
If we choose the 4H and the Daily timeframes for example. In this bullish situation I wait for the Daily WPR to cross above the -50 mid line. Then the faster 4H WPR will eventually hit the bottom and begin to rise again back into the trend.
This is the "Reset" of the 4H WPR and when the 4H WPR crosses up above the -50 mid line again it means price should begin to rise on the chart. I added the option to change the colour when the signal lines cross the -50. It is good to use a fast time frame so you can see the WPR hitting the bottom in an uptrend, but not too fast.
The Heiken Ashi candle sticks are a very good addition to this system. You can also use a colour changing 200 EMA if you run the "1H/Daily" in the WPR. Or the 50 EMA if you run the Daily 4H.
This system could be used on lower timeframes too but I have not tested it there.
The Dual WPR indicator, the colour changing 50 EMA and Heiken Ashi have been optimised for the 4H/Daily.
If you want to set alerts the the faster WPR line crossing the -50 is good, on candle close.
This way you will only need one alert per chart.
If you get an alert on the EURUSD 4H that the 4H WPR has crossed up then look to see what what the Daily WPR is doing. If it is also above the -50 mid line then EURUSD is probably trending up.
Thank you to TradingView for supplying the Williams %r template.
I hope this helps some other traders out there.
I combined the Supertrend and the Coloured EMA in the main screen into one indicator.
This is my first indicator published :-)
Have fun out there and good luck.
Eddie T.
Depth of Market (DOM) [LuxAlgo]The Depth Of Market (DOM) tool allows traders to look under the hood of any market, taking price and volume analysis to the next level. The following features are included: DOM, Time & Sales, Volume Profile, Depth of Market, Imbalances, Buying Pressure, and up to 24 key intraday levels (it really packs a punch).
As a disclaimer, this tool does not use tick data, it is a DOM reconstruction from the provided real-time time series data (price and volume). So the volume you see is from filled orders only, this tool does not show unfilled limit orders.
Traders can enable or disable any of the features at will to avoid being overwhelmed with too much information and to make the tool perform faster.
The features that have the biggest impact on performance are Historical Data Collection, Key Levels (POC & VWAP), Time & Sales, Profile, and Imbalances. Disable these features to improve the indicator computational performance.
🔶 DOM
This is the simplest form of the tool, a simple DOM or ladder that displays the following columns:
PRICE: Price level
BID: Total number of market sell orders filled or limit buy orders filled.
SELL: Sell market orders
BUY: Buy market orders
ASK: Total number of market buy orders filled or limit sell orders filled.
The DOM only collects historical data from the last 24 hours and real-time data.
Traders can select a reset period for the DOM with two options:
DAILY: Resets at the beginning of each trading day
SESSIONS: Resets twice, as DAILY and 15.5 hours later, to coincide with the start of the RTH session for US tickers.
The DOM has two main modes, it can display price levels as ticks or points. The default is automatic based on the current daily volatility, but traders can manually force one mode or the other if they wish.
For convenience, traders have the option to set the number of lines (price levels), and the size of the text and to display only real-time data.
By default, the top price is set to 0 so that the DOM automatically adjusts the price levels to be displayed, but traders can set the top price manually so that the tool displays only the desired price levels in a fixed manner.
🔹 Volume Profile
As additional features to the basic DOM, traders have access to the volume profile histogram and the total volume per price level.
This helps traders identify at a glance key price areas where volume is accumulating (high volume nodes) or areas where volume is lacking (low volume nodes) - these areas are important to some traders who base their decision-making process on them.
🔹 Imbalances
Other added features are imbalances and buying pressure:
Interlevel Imbalance: volume delta between two different price levels
Intralevel Imbalance: delta between buy and sell volume at the same price level
Buying Pressure Percent: percentage of buy volume compared to total volume
Imbalances can help traders identify areas of interest in the price for possible support or resistance.
🔹 Depth
Depth allows traders to see at a glance how much supply is above the current price level or how much demand is below the current price level.
Above the current price level shows the cumulative ask volume (filled sell limit orders) and below the current price level shows the cumulative bid volume (filled buy limit orders).
🔶 KEY LEVELS
The tool includes up to 24 different key intraday levels of particular relevance:
Previous Week Levels
PWH: Previous week high
PWL: Previous week low
PWM: Previous week middle
PWS: Previous week settlement (close)
Previous Day Levels
PDH: Previous day high
PDL: Previous day low
PDM: Previous day middle
PDS: Previous day settlement (close)
Current Day Levels
OPEN: Open of day (or session)
HOD: High of day (or session)
LOD: Low of day (or session)
MOD: Middle of day (or session)
Opening Range
ORH: Open range high
ORL: Open range low
Initial Balance
IBH: Initial balance high
IBL: Initial balance low
VWAP
+3SD: Volume weighted average price plus 3 standard deviations
+2SD: Volume weighted average price plus 2 standard deviations
+1SD: Volume weighted average price plus 1 standard deviation
VWAP: Volume weighted average price
-1SD: Volume weighted average price minus 1 standard deviation
-2SD: Volume weighted average price minus 2 standard deviations
-3SD: Volume weighted average price minus 3 standard deviations
POC: Point of control
Different traders look at different levels, the key levels shown here are objective and specific areas of interest that traders can act on, providing us with potential areas of support or resistance in the price.
🔶 TIME & SALES
The tool also features a full-time and sales panel with time, price, and size columns, a size filter, and the ability to set the timezone to display time in the trader's local time.
The information shown here is what feeds the DOM and it can be useful in several ways, for example in detecting absorption. If a large number of orders are coming into the market but the price is barely moving, this indicates that there is enough liquidity at these levels to absorb all these orders, so if these orders stop coming into the market, the price may turn around.
🔶 SETTINGS
Period: Select the anchoring period to start data collection, DAILY will anchor at the start of the trading day, and SESSIONS will start as DAILY and 15.5 hours later (RTH for US tickers).
Mode: Select between AUTO and MANUAL modes for displaying TICKS or POINTS, in AUTO mode the tool will automatically select TICKS for tickers with a daily average volatility below 5000 ticks and POINTS for the rest of the tickers.
Rows: Select the number of price levels to display
Text Size: Select the text size
🔹 DOM
DOM: Enable/Disable DOM display
Realtime only: Enable/Disable real-time data only, historical data will be collected if disabled
Top Price: Specify the price to be displayed on the top row, set to 0 to enable dynamic DOM
Max updates: Specify how many times the values on the SELL and BUY columns are accumulated until reset.
Profile/Depth size: Maximum size of the histograms on the PROFILE and DEPTH columns.
Profile: Enable/Disable Profile column. High impact on performance.
Volume: Enable/Disable Volume column. Total volume traded at price level.
Interlevel Imbalance: Enable/Disable Interlevel Imbalance column. Total volume delta between the current price level and the price level above. High impact on performance.
Depth: Enable/Disable Depth, showing the cumulative supply above the current price and the cumulative demand below. Impact on performance.
Intralevel Imbalance: Enable/Disable Intralevel Imbalance column. Delta between total buy volume and total sell volume. High impact on performance.
Buying Pressure Percent: Enable/Disable Buy Percent column. Percentage of total buy volume compared to total volume.
Imbalance Threshold %: Threshold for highlighting imbalances. Set to 90 to highlight the top 10% of interlevel imbalances and the top and bottom 10% of intra-level imbalances.
Crypto volume precision: Specify the number of decimals to display on the volume of crypto assets
🔹 Key Levels
Key Levels: Enable/Disable KEY column. Very high performance impact.
Previous Week: Enable/Disable High, Low, Middle, and Close of the previous trading week.
Previous Day: Enable/Disable High, Low, Middle, and Settlement of the previous trading day.
Current Day/Session: Enable/Disable Open, High, Low and Middle of the current period.
Open Range: Enable/Disable High and Low of the first candle of the period.
Initial Balance: Enable/Disable High and Low of the first hour of the period.
VWAP: Enable/Disable Volume-weighted average price of the period with 1, 2, and 3 standard deviations.
POC: Enable/Disable Point of Control (price level with the highest volume traded) of the period.
🔹 Time & Sales
Time & Sales: Enable/Disable time and sales panel.
Timezone offset (hours): Enter your time zone\'s offset (+ or −), including a decimal fraction if needed.
Order Size: Set order size filter. Orders smaller than the value are not displayed.
🔶 THANKS
Hi, I'm makit0 coder of this tool and proud member of the LuxAlgo Opensource team, it's an honor to be part of the LuxAlgo family doing something I love as it's writing opensource code and sharing it with the world. I'd like to thank all of you who use, comment on, and vote for all of our open-source tools, and all of you who give us your support.
And of course thanks to the PineCoders family for all the work in front of and behind the scenes that makes the PineScript community what it is, simply the best.
Peace, Love & PineScript!
BINANCE-BYBIT Cross Chart: Spot-Perpetual CorrelationName: "Binance-Bybit Cross Chart: Spot-Perpetual Correlation"
Category: Scalping, Trend Analysis
Timeframe: 1M, 5M, 30M, 1D (depending on the specific technique)
Technical analysis: This indicator facilitates a comparison between the price movements shown on the Binance spot chart and the Bybit perpetual chart, with the aim of discerning the correlation between the two charts and identifying the dominant market trends. It automatically generates the corresponding chart based on the ticker selected in the primary chart. When a Binance pair is selected in the main chart, the indicator replicates the Bybit perpetual chart for the same pair and timeframe, and vice versa, selecting the Bybit perpetual chart as the primary chart generates the Binance spot chart.
Suggested use: You can utilize this tool to conduct altcoin trading on Binance or Bybit, facilitating the comparison of price actions and real-time monitoring of trigger point sensitivity across both exchanges. We recommend prioritizing the Binance Spot chart in the main panel due to its typically longer historical data availability compared to Bybit.
The primary objective is to efficiently and automatically manage the following three aspects:
- Data history analysis for higher timeframes, leveraging the extensive historical data of the Binance spot market. Variations in indicators such as slow moving averages may arise due to differences in historical data between exchanges.
- Assessment of coin liquidity on both exchanges by observing candlestick consistency on smaller timeframes or the absence of gaps. In the crypto market, clean charts devoid of gaps indicate dominance and offer enhanced reliability.
- Identification of precise trigger point levels, including daily, previous day, or previous week highs and lows, which serve as sensitive areas for breakout or reversal operations.
All-Time High (ATH) and All-Time Low (ATL) levels may vary significantly across exchanges due to disparities in historical data series.
This tool empowers traders to make informed decisions by leveraging historical data, liquidity insights, and precise trigger point identification across Binance Spot and Bybit Perpetual market.
Configuration:
EMA length:
- EMA 1: Default 5, user configurable
- EMA 2: Default 10, user configurable
- EMA 3: Default 60, user configurable
- EMA 4: Default 223, user configurable
- Additional Average: Optional display of an additional average, such as a 20-period average.
Chart Elements:
- Session separator: Indicates the beginning of the current session (in blue)
- Background: Indicates an uptrend (60 > 223) with a green background and a downtrend (60 < 223) with a red background.
Instruments:
- EMA Daily: Shows daily averages on an intraday timeframe.
- EMA levels 1h - 30m: Shows the levels of the 1g-30m EMAs.
- EMA Levels Highest TF: Provides the option to select additional EMA levels from the major timeframes, customizable via the drop-down menu.
- "Hammer Detector: Marks hammers with a green triangle and inverted hammers with a red triangle on the chart
- "Azzeramento" signal on TF > 30m: Indicates a small candlestick on the EMA after a dump.
- "No Fomo" signal on TF < 30m: Indicates a hyperextended movement.
Trigger Points:
- Today's highs and lows: Shows the opening price of the day's candlestick, along with the day's highs and lows (high in purple, low in red, open in green).
- Yesterday's highs and lows: Displays the opening price of the daily candlestick, along with the previous day's highs and lows (high in yellow, low in red).
You can customize the colors in "Settings" > "Style".
It is best used with the Scalping The Bull indicator on the main panel.
Credits:
@tumiza999: for tests and suggestions.
Thanks for your attention, happy to support the TradingView community.
4C Options Expected Move (Weekly + 0DTE)This indicator plots the calculated Expected Move for BOTH Weekly and Zero Dated Expiration (0DTE) Daily options, for a quick visual reference.
Please Note: This indicator is different from our original "4C Expected Move (Weekly Options)" indicator, as it now packages the ability to ALSO plot 0DTE options expected moves along with Weekly expected moves. Many other newer features have also been implemented.
Background Information
The Expected Move (EM) is the amount that a stock is predicted to increase or decrease from its current price, based on the current level of options pricing and implied volatility.
This range can be viewed as possible support and resistance, or, once price gets outside of the range, institutional hedging actions can accelerate the move in that direction.
It can be useful to know what the weekly EM range is for a stock to understand the probabilities of the overall distance, direction and volatility for the week.
About the Indicator
This indicator plots the calculated Expected Move for BOTH Weekly and Zero Dated Expiration (0DTE) options, for a quick visual reference.
For the weekly EM, the range is based on the Weekly close of the prior week.
For the Daily EM based on 0DTE options, the range is based on the Daily close of the prior day.
The indicator will automatically start a new weekly EM plot at the beginning of the week, and a new daily EM at the beginning of each day.
The EM values must be updated weekly and/or daily.
Features
Plots the EM for the week
Plots the EM for the day, for symbols that offer daily expiration options
Plots the 2 Standard Deviation EM for both the weekly and daily EM
Labels with calculated values are plotted near the levels for quick visual aid
Settings
Can toggle weekly EM on/off
Can toggle Daily EM on/off
Can toggle 2 Standard Deviation lines on/off
Can toggle labels for all EM on/off
Robust line settings
Can adjust label location left/right based on personal preference
Can enter symbol into settings as a reference
Handy instructions in the settings
How To Set Up The Indicator
To use this indicator you must have access to a broker with options data (not available on Tradingview).
Usually, you can look at the stock's option chain to find the weekly expected move.
You will have to do your own research to find where this information is displayed depending on your broker. You may also need to find the information elsewhere if your broker does not have this information.
You can also do your calculation of the EM using the following formula (please do your own research):
Expected Move = Option Price x Implied Volatility x Square Root of Time
See screenshot example below
This is the Thinkorswim platform's option chain, and the Implied Volatility % and the calculated EM are on the right side of the option chain.
The Expected Move is circled in blue. Use the +- number in parentheses, NOT the % value.
For the weekly EM, input the number that corresponds to the weekly option into the indicator. This must be done on a weekly basis, and It is typically best to use the EM for the next week expiration that is generated AFTER the Friday close and/or before the Monday open of the upcoming week.
For the daily EM, input the number that corresponds to the daily 0DTE option into the indicator. This must be done on a daily basis, and it is typically best to use the EM value for the 0DTE option that is generated the night before (after market close), or before the market opens for that 0DTE. .
MTF TMOTMO - (T)rue (M)omentum (O)scillator) MTF (Higher Aggregation) Version
TMO calculates momentum using the DELTA of price. Giving a much better picture of the trend, reversals & divergences than most momentum oscillators using price. Aside from the regular TMO, this study combines four different TMO aggregations into one indicator for an even better picture of the trend. Once you look deeper into this study you will realize how complex this tool is. This version also produce much more information like crosses, divergences, overbought / oversold signals, higher aggregation fades etc. It is probably not even possible to explain them all, there could easily be an entire e-book about this study.
I have been using this tool for a couple of years now, and this is what i have learned so far:
Favorite Time Frame Variations:
1. 1m / 5m / 30m - Great for intraday futures or options scalps. 30m TMO serves as the overall trend gauge for the day. 5min dictates the longer term intraday moves as well as direction of the 1min. 1min is for the scalps. When the 5min TMO is sloping higher focus should be on 1min buy signals (red to green cross) and vice versa for the 5min agg. sloping down.
2. 5m / 30m / 60m - Also an interesting variation for day trading the 3-5 min charts. Producing more cleaner & beginner-friendly signals that lasts couple of minutes instead of seconds.
3. 120m / Day / 2 Day - For the 30m to 1H or 2H timeframes. Daily & 2 Day dictates the overall trend. 120 min for the signals. Great for a multi-day swings.
4. Day / 2 Day / Week - Good for the daily charts, swing trading analysis as the weekly dictates the overall trend, daily dictates the signals and the 2 day cleans out the daily signals. If the daily & 2 day are not aligned togather, daily signal means nothing. Weekly dictates 2 day - 2 day dictates daily.
5. Week / Month / 3 Month - Same thing as the previous variation but for the weekly charts.
TMO Length:
The default vanilla settings are 14,5,3. Some traders prefer 21,5,3 as the TMO length is litle higher = TMO will potenially last little longer which could teoretically produce less false signals but slower crosses which means signals will lag more behind price. The lower the length, the faster the oscillator oscillates. It is the noice vs. the lag debate. The Length can be changed, but i would not personally touch the other two. Few points up or down on length will not drastically change much. But changes on Calc Length and Smooth Length can produce totally different signals from the original.
Tips & Tricks:
1. Observe
- This is the best tip & trick I can give you. The #1 best way to learn how any study operates is to just observe how it works in certain situations from the past. MTF TMO is not
an exception.
2. The Power of the Higher Aggregation
- The higher aggregation ALWAYS dictates the lower one. Best way to see this? Just 2x the current timeframe aggregation = so on daily chart, plot the daily & two day TMOs and you will notice how the higher agg. smooths out the current agg. The higher the aggregation is, the smoother (but slower) will the TMO turn. The real power kicks in when the 3 or 4 aggregations are aligned togather in one direction.
3. Position of the Higher Aggregation in Relation to the Extremes
- Overbought / oversold signals might not really work on the current aggregation. But pay attention to the higher aggregations in relation to the extremes. Ex: on the daily chart - daily TMO inside the OB / OS extremes might not mean much. But once the higher aggregations such as 3 day or Weekly TMO enters OB/OS zone togather with the daily, this can be a very powerful signal for a TMO reversion to the zeroline.
4. Crosses
- Yes, crosses do work. Personally, I never really focused on them. The thing about the crosses is that it is crucial to pick the right higher aggregation to the combination of the current one that would be reliable but also print enough signals. The closer the cross is to the OB / OS extremes, the more bigger move can occur. Crosses around the zero line can be considered as less quality crosses.
5. Divergences
- TMO can print awesome divergences. The best divergences are on the current aggregation (TMO agg. same as the chart) since the current agg. oscillates fast, it can usually produce lower lows & higher highs faster then any higher aggregations. Easy setup: wait for the higher aggregation to reach the OB / OS extremes and watch the current (chart) aggregation to print a divergence.
6. Three is Enough
- I personally find more than three aggregations messy and hard to read. But there is always the option to turn on the 4th one. Just switch the TMO 4 Main, TMO 4 Signal and TMO 4 Fill in the style settings.
Hope it helps.
[CP]Pivot Boss Multi Timeframe CPR Inception with MACD and EMAINTRODUCTION:
This indicator combines multi-timeframe CPR bands with MACD Momentum and EMA trend, all projected on the candlestick chart through a novel visualization.
If you have seen my other indicators on TradingView, you would know that I use floor pivots a lot and “Secrets of a Pivot Boss” is my favorite book. While using floor pivots, time and again I have noticed an interesting price behavior,
Trending moves in price typically start from around the Central Pivot Range (CPR). The CPR could be from ANY timeframe. These moves can easily be caught using simple momentum and trend indicators like MACD and EMA crossovers.
Yes, it is that simple. Follow along to understand how to use this indicator.
INDICATOR SETTINGS:
RANGEBOUND MACD AND EMA MARKINGS:
TradingView limits the max number of labels that can be shown on a chart to 500. Therefore, if you go far back enough, you won't see any markings for the MACD or EMA setups. If you are looking to test the efficacy of this indicator in the past, change the start and end dates to your desired timeframe and then select the ‘Mark MACD and EMA Setups in Range?’ option.
MULTI TIMEFRAME CENTRAL PIVOT RANGE:
Here you can select CPRs and their bands from which timeframes are shown on the chart. I will share my favorite settings later in this description.
CPR CONFIGURATION:
Show CPR Labels: CPRs markings can carry labels, so that you don’t confuse between which line is what. Use this setting to toggle them On/Off.
Show Next Time Period Pivots: Check this option if you want to see the CPR of the next time period. This is typically done to figure out the ’Two Day CPR Relationship’ . Read the book, “Secrets of a Pivot Boss”, to understand more.
EMA TREND:
Show EMA on the Chart: EMAs will be plotted on the chart. Standard stuff.
Mark EMA Crossovers on Chart: EMA crossovers will be marked on the chart in diamond shapes. If you are using EMA crossovers, I recommend setting this option to True.
Rest of the EMA settings are fairly obvious.
MACD MOMENTUM:
Projecting MACD parameters directly on the candlesticks is surely going to give you a new perspective about price action and MACD.
Also, in order to better understand the MACD projections on the chart, you can add a standard MACD indicator on the chart with default settings to figure out what my indicator is actually showing you.
Marking MACD Crossovers on Chart: Marks the MACD signal crossovers on the chart. This visualization was a game changer for me.
Show MACD Histogram on Chart: Projects the complete MACD Histogram in a novel fashion (Try it!). You will be able to visually see the ebbs and flow of momentum in the charts.
Mark MACD Histogram Peaks on Chart: Marks only the MACD peaks instead of the complete histogram. Peaks are a great way to enter an ongoing trend and to play an intraday rangebound market.
Rest of the settings are just the standard settings that you will find in a typical MACD indicator.
ALERTS:
Not shown in the settings panel, but I have added alerts for EMA and MACD Crossovers so that you don’t have to sit in front of the charts or constantly check the price all day long.
If you don’t know how to set alerts in TradingView, then please Google it.
INDICATOR USAGE EXAMPLES:
This indicator can be used in intraday as well as in higher timeframes.
There are quite a few variations possible, I personally prefer to use the EMA crossovers in intraday (5m) and MACD on Daily timeframes.
This is just a matter of personal preference, some people might prefer using EMAs only or MACD only in all timeframes.
Here are my personal settings for the intraday 5-minute timeframe:
Turn on all the CPR pivots starting from Yearly all the way to Daily. You can turn on 6 hourly and 4 hourly as well if you want.
Hourly CPR is mostly used when the price is in a strong trend and you missed the entry and don’t know when to enter. Price will typically experience pullbacks towards the Hourly CPR, before resuming in the direction of the trend. That is your chance to hop onto the bandwagon.
For Intraday, I keep the Bands off. Just a personal preference here.
You can turn ON the Show CPR Labels , if you want.
Turn ON both the options in the EMA TREND section. You would want to see the EMA crossovers marked on the chart as well as the EMAs themselves, as the distance between the two EMAs will give you an idea about the strength of the trend.
Keep rest of the settings in the EMA section as default (you can change the colors if you wish). I keep the same EMAs as the ones kept in the MACD indicator. I like to keep things simple.
In the MACD MOMENTUM section, turn ON Mark MACD Histogram Peaks on Chart and all the other options turned OFF. Leave the other settings as default. By the way, these are the default settings of the standard MACD Indicator.
You can set up EMA Bullcross and Bearcross alarms if you like.
Before checking out the examples, remember one super simple rule:
SOME OF THE BEST TRENDING MOVES IN THE MARKET, BE IT INTRADAY OR OTHERWISE, ORIGINATE IN THE VICINITY OF A LARGER TIMEFRAME PIVOT/CPR.
Look for price settling above/below a pivot, and then a move away from the pivot in any direction is typically a trending move.
You can use hourly pivots or MACD Histogram peaks marked on the chart to enter an existing trend, or add to your positions.
Let’s have a look at a few recent intraday examples from the Crypto, Indian, and US equity markets.
I have added my comments in the charts to make you easily understand what is going on.
Understand that both, moving average crossover and MACD, will give out a lot of signals (chop) every day. But almost 70% of them are going to be fake signals. It is the signals that you get when the price is near a Pivot, that tend to convert into gorgeous trending moves that last.
BTC 5m Charts
NIFTY Futures 5m Charts (good intraday trends are hard to find here, as the market is very efficient)
TSLA 5m Charts
Some important points for using this indicator in higher timeframes:
For higher timeframes, my personal preference is to go with the MACD indicator. I personally find MACD to be lethal on daily and weekly timeframes, if you know how to use it well.
The default settings of the indicator are the settings I use for both, Daily and Weekly, timeframes. Additionally, I turn off the CPR labels.
In theory large trending moves still have a big probability to start near an important pivot level, however, in larger timeframes, trending moves can start from anywhere. They need not start in the vicinity of any important pivot (but they often do!).
Weekly pivots can act as great pullback levels when the price is in strong momentum, when trading on the daily timeframe.
Quarterly Pivots act as great pullback levels when the price is in strong momentum, when trading on the weekly timeframe.
BTC Weekly Chart
BTC Daily Chart
Nifty Weekly Chart
Nifty Daily Chart
NASDAQ Weekly Chart
NASDAQ Daily Chart
FINAL WORDS:
Please understand that I have Cherry Picked the examples to showcase the capability of the indicator and its usage.
DO NOT conflate the accuracy of examples with the accuracy of this indicator.
Biggest catch is the fact that this indicator, like every other indicator out there, will have whipsaws. Some I have also marked in the example charts.
You need to come up with your own technique to avoid whipsaws, one technique I have shared here…… big moves typically start near pivots.
Work on avoiding whipsaws and finding you own edge in the markets.
If you really want to learn how to use Pivots, read the book ’Secrets of a Pivot Boss’ . This book can change your life.
Key Levels SpacemanBTC IDWMKey levels, plotted automatically
Additional timeframes can be added on request
Useful for seeing strength of the trend in the market
HMA & D1 crossover FX (Study)Can work on other Forex pairs if change settings: Period
This example tuned for AUDUSD (FX Version)
Enter new order on HMA ( Hull Moving Average ) and D1 ( Daily Candle) crossovers, Exit orders as basket when profit = Your Target Profit
This study version built for users of Alerts. Crossover of HMA and DailyCandle1 (and/or DailyCandle1 cross DailyCandle2) (also possible Price cross HMA)
HTF Fibonacci on intraday ChartThis indicator plots Higher Timeframe (HTF) Fibonacci retracement levels directly on your intraday chart, allowing you to visualize how the current price action reacts to key retracement zones derived from the higher timeframe trend.
Concept
Fibonacci retracement levels are powerful tools used to identify potential support and resistance zones within a price trend.
However, these levels are often calculated on a higher timeframe (like Daily or Weekly), while most traders execute entries on lower timeframes (like 15m, 30m, or 1H).
This indicator bridges that gap — it projects the higher timeframe’s Fibonacci levels onto your current intraday chart, helping you see where institutional reactions or swing pivots might occur in real time.
How It Works
Select the Higher Timeframe (HTF)
You can choose which higher timeframe the Fibonacci structure is derived from — default is Daily.
Define the Lookback Period
The script looks back over the chosen number of bars on the higher timeframe to find the highest high and lowest low — the base for Fibonacci calculations.
Plots Key Fibonacci Levels Automatically:
0% (Low)
23.6%
38.2%
50.0%
61.8%
78.6%
100% (High)
Dynamic Labels
Each Fibonacci level is labelled on the latest bar, updating in real time as new data forms on the higher timeframe.
Best Used For
Intraday traders who want to align lower-timeframe entries with higher-timeframe structure.
Swing traders confirming price reactions around major Fibonacci retracement zones.
Contextual analysis for pullback entries, breakout confirmations, or retests of key levels.
Recommended Settings
Higher Timeframe: Daily (for intraday analysis)
Lookback: 50 bars (adjust based on volatility)
Combine with MACD, RSI, CPR, or Pivots for confluence.
License & Credits
Created and published for educational and analytical purposes.
Inspired by standard Fibonacci analysis practices.
Timebender - Fractal CloseTimebender – Fractal Close displays which higher-timeframe candles (Daily, Weekly, Monthly) are scheduled to close within the next 24 hours — helping traders anticipate potential volatility and liquidity shifts around key session or higher-TF closes.
It automatically scans:
• Daily: 1D → 11D
• Weekly: 1W → 3W
• Monthly: 1M → 12M
The detected timeframes are shown in a compact on-chart table that can be positioned anywhere (top, middle, bottom — left, center, or right). You can also customize text color, background, and font size for visual clarity.
Use it to align intraday setups with higher-timeframe structure, or to prepare for major session transitions as multiple fractal closes converge.
MULTI-CONDITION RSI SIGNAL GENERATOR═══════════════════════════════════════════════
MULTI-CONDITION RSI SIGNAL GENERATOR
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OVERVIEW:
This indicator generates trading signals based on Relative Strength Index (RSI) movements with multiple confirmation layers designed to filter false signals and identify high-probability reversal opportunities.
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WHAT MAKES THIS ORIGINAL:
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Unlike basic RSI indicators that simply plot overbought/oversold crossovers, this system combines FOUR distinct confirmation mechanisms:
1. PERSISTENCE FILTERING - Requires RSI to remain in extreme zones for a minimum duration
2. LOOKBACK VALIDATION - Verifies recent extreme zone visits before signaling
3. DIVERGENCE DETECTION - Identifies price/RSI divergence for stronger signals
4. MOMENTUM CONFIRMATION - Provides trend-continuation entries via midline crosses
This multi-layered approach significantly reduces whipsaw trades that plague simple RSI crossover systems.
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HOW IT WORKS (TECHNICAL METHODOLOGY):
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STEP 1: RSI CALCULATION
- Standard RSI calculation using user-defined period (default: 14)
- Monitors two extreme zones: Overbought (default: 70) and Oversold (default: 30)
STEP 2: PERSISTENCE FILTERING
The script counts how many bars RSI has spent in extreme zones within the lookback period:
- For overbought signals: Counts bars where RSI > 70
- For oversold signals: Counts bars where RSI < 30
- Signal only triggers if count >= Minimum Duration (default: 4 bars)
This filters out brief spikes that immediately reverse, focusing on sustained extreme conditions that are more likely to lead to genuine reversals.
STEP 3: LOOKBACK VALIDATION
- Checks if RSI reached extreme zones within the Lookback Bars period (default: 20)
- Uses ta.highest() and ta.lowest() functions to verify recent extremes
- Ensures we're trading reversals from meaningful extremes, not random crossovers
STEP 4: BASIC SIGNAL GENERATION
- BUY SIGNAL: RSI crosses above the oversold level (30) after meeting persistence and lookback conditions
- SELL SIGNAL: RSI crosses below the overbought level (70) after meeting persistence and lookback conditions
STEP 5: DIVERGENCE DETECTION
The script identifies two types of divergence over the Divergence Lookback period (default: 5 bars):
A) BULLISH DIVERGENCE (indicates potential upward reversal):
- Price makes a lower low (current low < previous low)
- RSI makes a higher low (current RSI low > previous RSI low)
- Suggests weakening downward momentum
B) BEARISH DIVERGENCE (indicates potential downward reversal):
- Price makes a higher high (current high > previous high)
- RSI makes a lower high (current RSI high < previous RSI high)
- Suggests weakening upward momentum
STEP 6: STRONG SIGNAL CONFIRMATION
- STRONG BUY: Basic buy signal + bullish divergence present
- STRONG SELL: Basic sell signal + bearish divergence present
- These represent the highest-probability setups
STEP 7: MOMENTUM SIGNALS (OPTIONAL)
- MOMENTUM BUY: RSI crosses above 50 after being oversold (trend continuation)
- MOMENTUM SELL: RSI crosses below 50 after being overbought (trend continuation)
- Smaller signals for traders who want trend-following entries
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SIGNAL TYPES AND VISUAL INDICATORS:
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📈 GREEN TRIANGLE (below bar) - Standard Buy Signal
RSI crossed above oversold level with confirmation filters
📉 RED TRIANGLE (above bar) - Standard Sell Signal
RSI crossed below overbought level with confirmation filters
🔵 BLUE TRIANGLE (below bar) - Strong Buy Signal
Buy signal + bullish divergence (HIGHEST PRIORITY)
🟣 PURPLE TRIANGLE (above bar) - Strong Sell Signal
Sell signal + bearish divergence (HIGHEST PRIORITY)
🟢 GREEN CIRCLE (small) - Momentum Buy
RSI crosses above 50 after oversold conditions
🔴 RED CIRCLE (small) - Momentum Sell
RSI crosses below 50 after overbought conditions
BACKGROUND SHADING:
- Light red background: RSI currently overbought
- Light green background: RSI currently oversold
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PARAMETER SETTINGS:
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1. OVERBOUGHT LEVEL (default: 70, range: 50-90)
- Higher values = fewer but stronger overbought signals
- Lower values = more sensitive to overbought conditions
- Recommended: 70 for standard markets, 80 for crypto/volatile assets
2. OVERSOLD LEVEL (default: 30, range: 10-50)
- Lower values = fewer but stronger oversold signals
- Higher values = more sensitive to oversold conditions
- Recommended: 30 for standard markets, 20 for crypto/volatile assets
3. RSI PERIOD (default: 14, range: 2-50)
- Standard RSI calculation period
- Lower = more sensitive/faster signals
- Higher = smoother/slower signals
- Recommended: 14 (industry standard)
4. MINIMUM DURATION (default: 4, range: 1-20)
- Required bars in extreme zone before signal
- Higher values = fewer signals but better quality
- Lower values = more signals but more false positives
- Recommended: 3-5 for day trading, 5-10 for swing trading
5. LOOKBACK BARS (default: 20, range: 5-100)
- How far back to check for extreme zone visits
- Should match your typical trading timeframe
- Recommended: 20 for intraday, 50 for daily charts
6. DIVERGENCE LOOKBACK (default: 5, range: 2-20)
- Period for comparing price/RSI highs and lows
- Lower values = more frequent divergence signals
- Higher values = more significant divergences
- Recommended: 5-10 depending on timeframe
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HOW TO USE THIS INDICATOR:
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RECOMMENDED TRADING APPROACH:
1. PRIMARY ENTRIES: Focus on Strong Buy/Sell signals (blue/purple triangles)
- These have the highest win rate due to divergence confirmation
- Wait for price action confirmation (support/resistance, candlestick patterns)
2. SECONDARY ENTRIES: Regular Buy/Sell signals (green/red triangles)
- Use these when Strong signals are infrequent
- Require additional confirmation from other indicators or chart patterns
3. TREND CONTINUATION: Momentum signals (small circles)
- Best used when overall trend is clear
- Not recommended for reversal trading
4. FILTER TRADES: Use background shading as context
- Be cautious entering longs when background is red (overbought)
- Be cautious entering shorts when background is green (oversold)
RISK MANAGEMENT GUIDELINES:
- Never risk more than 2-5% of capital per trade
- Use stop losses below recent swing lows (buys) or above swing highs (sells)
- Target at least 1.5:1 reward-to-risk ratio
- Consider position sizing based on signal strength
TIMEFRAME RECOMMENDATIONS:
- 15min - 1hour: Day trading with adjusted parameters (lower minimum duration)
- 4hour - Daily: Swing trading with default parameters
- Weekly: Position trading with increased lookback periods
COMPLEMENTARY TOOLS:
This indicator works best when combined with:
- Support and resistance levels
- Trend indicators (moving averages, trend lines)
- Volume analysis
- Price action patterns (engulfing candles, pin bars)
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LIMITATIONS AND CONSIDERATIONS:
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- This is NOT a standalone trading system - requires additional analysis
- RSI-based strategies perform best in ranging/choppy markets
- May generate fewer signals in strong trending markets
- Divergence signals can be early - wait for price confirmation
- Not recommended for highly illiquid assets
- Backtest on your specific market before live trading
- No indicator is 100% accurate - always use proper risk management
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TECHNICAL NOTES:
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- Code is original and does not reuse external libraries
- Uses Pine Script v5 native functions only
- Alert conditions included for all signal types
- No repainting - signals appear and remain fixed
- Efficient calculation methods minimize processing load
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ALERT SETUP:
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Four alert conditions are available:
1. "Buy Alert" - Triggers on standard buy signals
2. "Sell Alert" - Triggers on standard sell signals
3. "Strong Buy Alert" - Triggers on divergence-confirmed buy signals
4. "Strong Sell Alert" - Triggers on divergence-confirmed sell signals
To set up alerts: Right-click chart → Add Alert → Select desired condition
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This indicator is provided for educational and informational purposes. Always practice proper risk management and never trade with money you cannot afford to lose.
Market Structure DashboardThis indicator displays a **multi-timeframe dashboard** that helps traders track market structure across several horizons: Monthly, Weekly, Daily, H4, H1, M15, and M5.
It identifies the current trend (Bullish, Bearish, or Neutral) based on the progression of **swing highs and lows** (HH/HL, LH/LL).
For each timeframe, the dashboard shows:
* The **current structure** (Bullish, Bearish, Neutral) with a clear color code (green, red, gray).
* **Pivot information**:
* either the latest swing high/low values,
* or the exact date and time of their occurrence (user-selectable in the settings).
An integrated **alert system** notifies you whenever the market structure changes (e.g., "Daily: Neutral → Bullish").
### Key Features:
* Clear overview of multi-timeframe market structures.
* Customizable pivot info display (values or timestamps).
* Built-in alerts on trend changes.
* Compact and readable dashboard, displayed in the top-right corner of the chart.
This tool is ideal for traders who want to quickly assess the **overall market structure** across multiple timeframes and be instantly alerted to potential reversals.
Advanced Volume Profile Pro Delta + POC + VAH/VAL# Advanced Volume Profile Pro - Delta + POC + VAH/VAL Analysis System
## WHAT THIS SCRIPT DOES
This script creates a comprehensive volume profile analysis system that combines traditional volume-at-price distribution with delta volume calculations, Point of Control (POC) identification, and Value Area (VAH/VAL) analysis. Unlike standard volume indicators that show only total volume over time, this script analyzes volume distribution across price levels and estimates buying vs selling pressure using multiple calculation methods to provide deeper market structure insights.
## WHY THIS COMBINATION IS ORIGINAL AND USEFUL
**The Problem Solved:** Traditional volume indicators show when volume occurs but not where price finds acceptance or rejection. Standalone volume profiles lack directional bias information, while basic delta calculations don't provide structural context. Traders need to understand both volume distribution AND directional sentiment at key price levels.
**The Solution:** This script implements an integrated approach that:
- Maps volume distribution across price levels using configurable row density
- Estimates delta (buying vs selling pressure) using three different methodologies
- Identifies Point of Control (highest volume price level) for key support/resistance
- Calculates Value Area boundaries where 70% of volume traded
- Provides real-time alerts for key level interactions and volume imbalances
**Unique Features:**
1. **Developing POC Visualization**: Real-time tracking of Point of Control migration throughout the session via blue dotted trail, revealing institutional accumulation/distribution patterns before they complete
2. **Multi-Method Delta Calculation**: Price Action-based, Bid/Ask estimation, and Cumulative methods for different market conditions
3. **Adaptive Timeframe System**: Auto-adjusts calculation parameters based on chart timeframe for optimal performance
4. **Flexible Profile Types**: N Bars Back (precise control), Days Back (calendar-based), and Session-based analysis modes
5. **Advanced Imbalance Detection**: Identifies and highlights significant buying/selling imbalances with configurable thresholds
6. **Comprehensive Alert System**: Monitors POC touches, Value Area entry/exit, and major volume imbalances
## HOW THE SCRIPT WORKS TECHNICALLY
### Core Volume Profile Methodology:
**1. Price Level Distribution:**
- Divides price range into user-defined rows (10-50 configurable)
- Calculates row height: `(Highest Price - Lowest Price) / Number of Rows`
- Distributes each bar's volume across price levels it touched proportionally
**2. Delta Volume Calculation Methods:**
**Price Action Method:**
```
Price Range = High - Low
Buy Pressure = (Close - Low) / Price Range
Sell Pressure = (High - Close) / Price Range
Buy Volume = Total Volume × Buy Pressure
Sell Volume = Total Volume × Sell Pressure
Delta = Buy Volume - Sell Volume
```
**Bid/Ask Estimation Method:**
```
Average Price = (High + Low + Close) / 3
Buy Volume = Close > Average ? Volume × 0.6 : Volume × 0.4
Sell Volume = Total Volume - Buy Volume
```
**Cumulative Method:**
```
Buy Volume = Close > Open ? Volume : Volume × 0.3
Sell Volume = Close ≤ Open ? Volume : Volume × 0.3
```
**3. Point of Control (POC) Identification:**
- Scans all price levels to find maximum volume concentration
- POC represents the price level with highest trading activity
- Acts as significant support/resistance level
- **Developing POC Feature**: Tracks POC evolution in real-time via blue dotted trail, showing how institutional interest migrates throughout the session. Upward POC migration indicates accumulation patterns, downward migration suggests distribution, providing early trend signals before price confirmation.
**4. Value Area Calculation:**
- Starts from POC and expands up/down to encompass 70% of total volume
- VAH (Value Area High): Upper boundary of value area
- VAL (Value Area Low): Lower boundary of value area
- Expansion algorithm prioritizes direction with higher volume
**5. Adaptive Range Selection:**
Based on profile type and timeframe optimization:
- **N Bars Back**: Fixed lookback period with performance optimization (20-500 bars)
- **Days Back**: Calendar-based analysis with automatic timeframe adjustment (1-365 days)
- **Session**: Current trading session or custom session times
### Performance Optimization Features:
- **Sampling Algorithm**: Reduces calculation load on large datasets while maintaining accuracy
- **Memory Management**: Clears previous drawings to prevent performance degradation
- **Safety Constraints**: Prevents excessive memory usage with configurable limits
## HOW TO USE THIS SCRIPT
### Initial Setup:
1. **Profile Configuration**: Select profile type based on trading style:
- N Bars Back: Precise control over data range
- Days Back: Intuitive calendar-based analysis
- Session: Real-time session development
2. **Row Density**: Set number of rows (30 default) - more rows = higher resolution, slower performance
3. **Delta Method**: Choose calculation method based on market type:
- Price Action: Best for trending markets
- Bid/Ask Estimate: Good for ranging markets
- Cumulative: Smoothed approach for volatile markets
4. **Visual Settings**: Configure colors, position (left/right), and display options
### Reading the Profile:
**Volume Bars:**
- **Length**: Represents relative volume at that price level
- **Color**: Green = net buying pressure, Red = net selling pressure
- **Intensity**: Darker colors indicate volume imbalances above threshold
**Key Levels:**
- **POC (Blue Line)**: Highest volume price - major support/resistance
- **VAH (Purple Dashed)**: Value Area High - upper boundary of fair value
- **VAL (Orange Dashed)**: Value Area Low - lower boundary of fair value
- **Value Area Fill**: Shaded region showing main trading range
**Developing POC Trail:**
- **Blue Dotted Lines**: Show real-time POC evolution throughout the session
- **Migration Patterns**: Upward trail indicates bullish accumulation, downward trail suggests bearish distribution
- **Early Signals**: POC movement often precedes price movement, providing advance warning of institutional activity
- **Institutional Footprints**: Reveals where smart money concentrated volume before final POC establishment
### Trading Applications:
**Support/Resistance Analysis:**
- POC acts as magnetic price level - expect reactions
- VAH/VAL provide intermediate support/resistance levels
- Profile edges show areas of low volume acceptance
**Developing POC Analysis:**
- **Upward Migration**: POC moving higher = institutional accumulation, bullish bias
- **Downward Migration**: POC moving lower = institutional distribution, bearish bias
- **Stable POC**: Tight clustering = balanced market, range-bound conditions
- **Early Trend Detection**: POC direction change often precedes price breakouts
**Entry Strategies:**
- Buy at VAL with POC as target (in uptrends)
- Sell at VAH with POC as target (in downtrends)
- Breakout plays above/below profile extremes
**Volume Imbalance Trading:**
- Strong buying imbalance (>60% threshold) suggests continued upward pressure
- Strong selling imbalance suggests continued downward pressure
- Imbalances near key levels provide high-probability setups
**Multi-Timeframe Context:**
- Use higher timeframe profiles for major levels
- Lower timeframe profiles for precise entries
- Session profiles for intraday trading structure
## SCRIPT SETTINGS EXPLANATION
### Volume Profile Settings:
- **Profile Type**: Determines data range for calculation
- N Bars Back: Exact number of bars (20-500 range)
- Days Back: Calendar days with timeframe adaptation (1-365 days)
- Session: Trading session-based (intraday focus)
- **Number of Rows**: Profile resolution (10-50 range)
- **Profile Width**: Visual width as chart percentage (10-50%)
- **Value Area %**: Volume percentage for VA calculation (50-90%, 70% standard)
- **Auto-Adjust**: Automatically optimizes for different timeframes
### Delta Volume Settings:
- **Show Delta Volume**: Enable/disable delta calculations
- **Delta Calculation Method**: Choose methodology based on market conditions
- **Highlight Imbalances**: Visual emphasis for significant volume imbalances
- **Imbalance Threshold**: Percentage for imbalance detection (50-90%)
### Session Settings:
- **Session Type**: Daily, Weekly, Monthly, or Custom periods
- **Custom Session Time**: Define specific trading hours
- **Previous Sessions**: Number of historical sessions to display
### Days Back Settings:
- **Lookback Days**: Number of calendar days to analyze (1-365)
- **Automatic Calculation**: Script automatically converts days to bars based on timeframe:
- Intraday: Accounts for 6.5 trading hours per day
- Daily: 1 bar per day
- Weekly/Monthly: Proportional adjustment
### N Bars Back Settings:
- **Lookback Bars**: Exact number of bars to analyze (20-500)
- **Precise Control**: Best for systematic analysis and backtesting
### Visual Customization:
- **Colors**: Bullish (green), Bearish (red), and level colors
- **Profile Position**: Left or Right side of chart
- **Profile Offset**: Distance from current price action
- **Labels**: Show/hide level labels and values
- **Smooth Profile Bars**: Enhanced visual appearance
### Alert Configuration:
- **POC Touch**: Alerts when price interacts with Point of Control
- **VA Entry/Exit**: Alerts for Value Area boundary interactions
- **Major Imbalance**: Alerts for significant volume imbalances
## VISUAL FEATURES
### Profile Display:
- **Horizontal Bars**: Volume distribution across price levels
- **Color Coding**: Delta-based coloring for directional bias
- **Smooth Rendering**: Optional smoothing for cleaner appearance
- **Transparency**: Configurable opacity for chart readability
### Level Lines:
- **POC**: Solid blue line with optional label
- **VAH/VAL**: Dashed colored lines with value displays
- **Extension**: Lines extend across relevant time periods
- **Value Area Fill**: Optional shaded region between VAH/VAL
### Information Table:
- **Current Values**: Real-time POC, VAH, VAL prices
- **VA Range**: Value Area width calculation
- **Positioning**: Multiple table positions available
- **Text Sizing**: Adjustable for different screen sizes
## IMPORTANT USAGE NOTES
**Realistic Expectations:**
- Volume profile analysis provides structural context, not trading signals
- Delta calculations are estimations based on price action, not actual order flow
- Past volume distribution does not guarantee future price behavior
- Combine with other analysis methods for comprehensive market view
**Best Practices:**
- Use appropriate profile types for your trading style:
- Day Trading: Session or Days Back (1-5 days)
- Swing Trading: Days Back (10-30 days) or N Bars Back
- Position Trading: Days Back (60-180 days)
- Consider market context (trending vs ranging conditions)
- Verify key levels with additional technical analysis
- Monitor profile development for changing market structure
**Performance Considerations:**
- Higher row counts increase calculation complexity
- Large lookback periods may affect chart performance
- Auto-adjust feature optimizes for most use cases
- Consider using session profiles for intraday efficiency
**Limitations:**
- Delta calculations are estimations, not actual transaction data
- Profile accuracy depends on available price/volume history
- Effectiveness varies across different instruments and market conditions
- Requires understanding of volume profile concepts for optimal use
**Data Requirements:**
- Requires volume data for accurate calculations
- Works best on liquid instruments with consistent volume
- May be less effective on very low volume or exotic instruments
This script serves as a comprehensive volume analysis tool for traders who need detailed market structure information with integrated directional bias analysis and real-time POC development tracking for informed trading decisions.
Sector Rotation & Money Flow Dashboard📊 Overview
The Sector Rotation & Money Flow Dashboard is a comprehensive market analysis tool that tracks 39 major sector ETFs in real-time, providing institutional-grade insights into sector rotation, momentum shifts, and money flow patterns. This indicator helps traders identify which sectors are attracting capital, which are losing favor, and where the next opportunities might emerge.
Perfect for swing traders, position traders, and investors who want to stay ahead of sector rotation and ride the strongest trends while avoiding weak sectors.
🎯 What This Indicator Does
Tracks 39 Major Sectors: From technology to utilities, cryptocurrencies to commodities
Calculates Multiple Timeframes: 1-week, 1-month, 3-month, and 6-month performance
Advanced Momentum Metrics: Proprietary momentum score and acceleration calculations
Relative Strength Analysis: Compare sector performance against any benchmark index
Money Flow Signals: Visual indicators showing where institutional money is moving
Smart Filtering: Pre-built strategy filters for different trading styles
Trend Detection: Emoji-based visual system for quick trend identification
💡 Key Features
1. Performance Metrics
Multiple timeframe analysis (1W, 1M, 3M, 6M)
Month-over-month change tracking
Relative strength vs benchmark index
2. Advanced Analytics
Momentum Score: Weighted composite of recent performance
Acceleration: Rate of change in momentum (second derivative)
Money Flow Signals: IN/OUT/TURN/WATCH indicators
3. Strategy Preset Filters
🎯 Swing Trade: High momentum opportunities
📈 Trend Follow: Established uptrends
🔄 Mean Reversion: Oversold bounce candidates
💎 Value Hunt: Deep value opportunities
🚀 Breakout: Emerging strength
⚠️ Risk Off: Sectors to avoid
4. Customization
All 39 sector ETFs can be customized
Adjustable benchmark index
Flexible display options
Multiple sorting methods
📋 Settings Documentation
Display Settings
Show Table (Default: On)
Toggles the entire dashboard display
Table Position (Default: Middle Center)
Choose from 9 positions on your chart
Options: Top/Middle/Bottom × Left/Center/Right
Rows to Show (Default: 15)
Number of sectors displayed (5-40)
Useful for focusing on top/bottom performers
Sort By (Default: Momentum)
1M/3M/6M: Sort by specific timeframe performance
Momentum: Weighted recent performance score
Acceleration: Rate of momentum change
1M Change: Month-over-month improvement
RS: Relative strength vs benchmark
Flow: IN First: Prioritize sectors with inflows
Flow: TURN First: Focus on reversal candidates
Recovery Plays: Oversold sectors recovering
Oversold Bounce: Deepest declines with positive signs
Top Gainers/Losers 3M: Best/worst quarterly performers
Best Acc + Mom: Combined strength score
Worst Acc (Topping): Sectors losing momentum
Filter Settings
Strategy Preset Filter (Default: All)
All: No filtering
🎯 Swing Trade: Mom >5, Acc >2, Money flowing in
📈 Trend Follow: Positive 1M & 3M, RS >0
🔄 Mean Reversion: Oversold but improving
💎 Value Hunt: Down >10% with recovery signs
🚀 Breakout: Rapid momentum surge
⚠️ Risk Off: Declining or topping sectors
Custom Flow Filter: Use manual flow filter
Custom Flow Signal Filter (Default: All)
Only active when Strategy Preset = "Custom Flow Filter"
IN Only: Strong inflows
TURN Only: Reversal signals
WATCH Only: Recovery candidates
OUT Only: Outflow sectors
Active Flows Only: Any non-neutral signal
Hide Low Volume ETFs (Default: Off)
Filters out illiquid sectors (future enhancement)
Visual Settings
Show Trend Emojis (Default: On)
🚀 Breakout (Strong 1M + High Acceleration)
🔥 Hot Recovery (From -10% to positive)
💪 Steady Uptrend (All timeframes positive)
➡️ Sideways/Ranging
⚠️ Warning/Topping (Up >15%, now slowing)
📉 Falling (Negative + declining)
🔄 Bottoming (Improving from lows)
Compact Mode (Default: Off)
Removes decimals for cleaner display
Useful when showing many rows
Min Data Points Required (Default: 3)
Minimum data points needed to display a sector
Prevents showing sectors with insufficient data
Relative Strength Settings
RS Benchmark Index (Default: AMEX:SPY)
Index to compare all sectors against
Can use SPY, QQQ, IWM, or any other index
RS Period (Days) (Default: 21)
Lookback period for RS calculation
21 days = 1 month, 63 days = 3 months, etc.
Sector ETF Settings (Groups 1-39)
Each sector has two inputs:
Symbol: The ticker (e.g., "AMEX:XLF")
Name: Display name (e.g., "Financials")
All 39 sectors can be customized to track different ETFs or markets.
📈 Column Explanations
Sector: ETF name/description
1M%: 1-month (21-day) performance
3M%: 3-month (63-day) performance
6M%: 6-month (126-day) performance
Mom: Momentum score (weighted average, recent-biased)
Acc: Acceleration (momentum rate of change)
Δ1M: Month-over-month change
RS: Relative strength vs benchmark
Flow: Money flow signal
↗️ IN: Strong inflows
🔄 TURN: Potential reversal
👀 WATCH: Recovery candidate
↘️ OUT: Outflows
—: Neutral
🎮 Usage Tips
For Swing Traders (3-14 days)
Use "🎯 Swing Trade" filter
Sort by "Acceleration" or "Momentum"
Look for Flow = "IN" and Mom >10
Confirm with positive RS
For Position Traders (2-8 weeks)
Use "📈 Trend Follow" filter
Sort by "RS" or "Best Acc + Mom"
Focus on consistent green across timeframes
Ensure RS >3 for market leaders
For Value Investors
Use "💎 Value Hunt" filter
Sort by "Recovery Plays" or "Top Losers 3M"
Look for improving Δ1M
Check for "WATCH" or "TURN" signals
For Risk Management
Regularly check "⚠️ Risk Off" filter
Sort by "Worst Acc (Topping)"
Review holdings for ⚠️ warning emojis
Exit sectors showing "OUT" flow
Market Regime Recognition
Bull Market: Many sectors showing "IN" flow, positive RS
Bear Market: Widespread "OUT" flows, negative RS
Rotation: Mixed flows, some "IN" while others "OUT"
Recovery: Multiple "TURN" and "WATCH" signals
🔧 Pro Tips
Combine Filters + Sorting: Filter first to narrow candidates, then sort to prioritize
Multi-Timeframe Confirmation: Best setups show alignment across 1M, 3M, and momentum
RS is Key: Sectors outperforming SPY (RS >0) tend to continue outperforming
Acceleration Matters: Positive acceleration often precedes price breakouts
Flow Transitions: "WATCH" → "TURN" → "IN" progression identifies new trends early
Regular Scans:
Daily: Check "Acceleration" sort
Weekly: Review "1M Change"
Monthly: Analyze "RS" shifts
Divergence Signals:
Price up but Acceleration down = Potential top
Price down but Acceleration up = Potential bottom
Sector Pairs Trading: Long sectors with "IN" flow, short sectors with "OUT" flow
⚠️ Important Notes
This indicator makes 40 security requests (maximum allowed)
Best used on Daily timeframe
Data updates in real-time during market hours
Some ETFs may show "—" if data is unavailable
🎯 Common Strategies
"Follow the Flow"
Only trade sectors showing "IN" flow with positive RS
"Rotation Catcher"
Focus on "TURN" signals in sectors down >15% from highs
"Momentum Rider"
Trade top 3 sectors by Momentum score, exit when Acceleration turns negative
"Mean Reversion"
Buy sectors in bottom 20% by 3M performance when Δ1M improves
"Relative Strength Leader"
Maintain positions only in sectors with RS >5
Not financial advice - always do additional research
Linh Index Trend & Exhaustion SuitePurpose: One overlay to judge trend, reversal risk, overextension, and volatility squeezes on indexes (built for VNINDEX/VN30, works on any symbol & timeframe).
What it shows
Trend state: Bull / Bear / Transition via 20/50/200 EMAs + slope check.
Overextension heatmap: Background paints when price is stretched vs the 20-EMA by ATR or % (you set the thresholds).
Squeeze detection:
Squeeze ON (yellow dot): Bollinger Bands (20,2) inside Keltner Channels (20,1.5).
Squeeze OFF + Release: White dot; script confirms direction only when close > BB upper (up) or close < BB lower (down).
52-week context: Distance to 52-week high/low (%).
Higher-TF alignment: Optional weekly trend reading shown on the label while you’re on the daily.
Anchored VWAP(s): Two optional AVWAPs from dates you choose (e.g., YTD open, last big gap/earnings).
Plots & labels
EMAs 20/50/200 (toggle on/off).
Optional BB & KC bands for diagnostics.
AVWAP #1 / #2 (optional).
Status label with: Trend, EMAs, Dist to 20-EMA (%, ATR), 52-week distances, HTF state.
Built-in alerts (set “Once per bar close”)
EMA10 ↔ EMA20 cross (early momentum shift)
EMA20 ↔ EMA50 cross (trend confirmation/negation)
Price ↔ EMA200 cross (long-term regime)
Squeeze Release UP / DOWN (BB breakout after squeeze)
Overextension Cool-off UP / DN (stretched vs 20-EMA + momentum rolling)
Near 52-week High (within your % threshold)
How to use (playbook)
Map regime: Prefer trades when Daily = Bull and HTF (Weekly) = Bull (shown on label).
Hunt expansion: Yellow → White dot and close beyond BB = fresh move.
Avoid chasing stretch: If background is painted (overextended vs 20-EMA), wait for a pullback or intraday base.
Locations matter: 52-week proximity + HTF Bull improves breakout quality.
Anchors: Add AVWAP from YTD open or last major gap to frame support/resistance.
Suggested settings
Overextension: ATR = 2.0, % = 4.0 to start; tune per index volatility.
Squeeze bands: BB(20,2) & KC(20,1.5) default are balanced; tighten KC (1.3) for more signals, widen (1.8) for fewer/higher quality.
Timeframes: Daily for signals, Weekly for bias. Optional 65-min for entries.
Range Breakout [sgbpulse]Range Breakout
1. Overview
The "Range Breakout " indicator is a powerful tool designed to identify and visually display price ranges on your chart using pivot points. It dynamically draws two distinct boxes – an External Range and an Internal Range – helping traders pinpoint potential support and resistance zones. Beyond its visual representation, the indicator offers a comprehensive set of 12 unique breakout alerts, providing real-time notifications for significant price movements outside these defined ranges. Additionally, it integrates RSI and MFI metrics for momentum confirmation.
2. How It Works
The indicator operates by identifying pivot points based on user-defined "left" and "right" bar lengths. A high pivot is a bar with a specified number of lower highs both to its left and right, and similarly for a low pivot.
External Range: Calculated using longer pivot lengths (default: 15 bars left, 6 bars right). This range represents broader, more significant price consolidation areas.
Internal Range: Calculated using shorter pivot lengths (default: 4 bars left, 3 bars right). This range captures tighter, more immediate price consolidations within the broader trend.
The External Range will always be greater than or equal to the Internal Range, as it's based on a wider historical context. Both ranges are displayed as transparent boxes on your chart, dynamically adjusting as new pivots are formed.
3. Key Features and Settings
Customizable Pivot Lengths:
External Range (Left/Right Bars): Adjust sensitivity for identifying the broader price range. Longer lengths lead to more stable, but less frequent, range updates.
Internal Range (Left/Right Bars): Adjust sensitivity for the tighter, more immediate price range.
Tool Tips: Minimum 6 bars for the External Range, and minimum 2 bars for the Internal Range.
Customizable Range Colors: Easily change the background colors of the External and Internal Range boxes to match your chart's aesthetic.
Dynamic Range Display: The indicator automatically updates the range boxes as new pivot highs and lows are formed, always presenting the most current valid ranges.
RSI / MFI Settings:
Timeframe Source: Select the timeframe for RSI and MFI calculation.
- Chart: Calculation based on the current chart timeframe.
- Daily: Always calculated based on the daily ("D") timeframe, even if the chart is on a lower timeframe.
RSI Length: Period length for RSI calculation (default: 14).
RSI Overbought Level: Overbought level for RSI (default: 70.0).
RSI Oversold Level: Oversold level for RSI (default: 30.0).
MFI Length: Period length for MFI calculation (default: 14).
MFI Overbought Level: Overbought level for MFI (default: 80.0).
MFI Oversold Level: Oversold level for MFI (default: 20.0).
4. Synergy of Ranges & Breakout Strength
The interaction between the External and Internal Ranges provides deep insights into price movement and breakout strength:
Immediate Direction: The movement of the Internal Range (up or down) indicates the short-term directional bias within the broader framework of the External Range.
Strength Confirmation: A breakout of the External Range, followed by a breakout of the Internal Range, confirms the strength of the move and increases confidence in the breakout.
Strong Momentum ("Leaving" Ranges Behind): When price breaks out with exceptionally strong momentum, it continues to move aggressively and does not immediately form new pivots. In such situations, the existing ranges (External and Internal) remain in place while the candles "leave them behind." A "Full Candle" breakout, where the entire candle moves past both ranges, indicates a particularly powerful and decisive move.
Momentum (RSI / MFI) as Confirmation:
- RSI (Relative Strength Index): Measures the speed and change of price movements. Extreme values (above 70 or below 30) indicate overbought/oversold conditions respectively, confirming strong momentum in a breakout.
- MFI (Money Flow Index): Similar to RSI but incorporates volume. Extreme values (above 80 or below 20) indicate strong money flow in/out, reinforcing breakout confirmation.
- Importance of Confirmation: If a breakout occurs but momentum indicators do not confirm it (for example, an upside breakout while RSI is declining), this could signal weakness in the move and the risk of a false breakout (Fakeout).
5. Visuals
The indicator provides clear visual representations on the chart:
Range Boxes:
Two dynamic boxes are drawn on the chart: one for the External Range and one for the Internal Range.
These boxes update continuously, displaying the current range boundaries based on the latest pivots. They provide an immediate visual indication of support and resistance levels.
RSI/MFI Status Labels:
Small text labels appear to the right of the current bar, vertically centered.
They display the status of RSI and MFI: RSI OB (Overbought), RSI OS (Oversold), MFI OB, MFI OS, along with the exact value.
Important: The labels remain on the chart as long as the condition holds (indicator is above/below the level), unlike alerts which mark a singular crossover event.
Plotting of Key Values:
The indicator plots six invisible series on the chart, primarily to allow the user to view the exact numerical values of:
- The upper and lower bounds of the External Range (External High, External Low).
- The upper and lower bounds of the Internal Range (Internal High, Internal Low).
- The calculated RSI and MFI values (RSI, MFI).
These values are accessible for viewing through TradingView's Data Window and also via the Status Line when hovering over the relevant candle. This enables more precise quantitative analysis of range levels and momentum.
6. Comprehensive Breakout Alerts
The "Range Breakout " indicator provides 12 distinct alert conditions for breakouts, allowing you to select the required level of confirmation for each alert. All alerts are triggered only upon a fully confirmed bar close (barstate.isconfirmed) to minimize false signals and ensure reliability.
All breakout alerts are configured to detect a Crossover/Crossunder of the levels, meaning a specific event where the price moves from one side of the range to the other.
External Range Breakout UP
- Close: Price closes above the External Range.
- Real Body: The entire "real body" of the candle (min of open/close prices) closes above the External Range.
- Full Candle: The entire candle (the lowest point of the candle) closes above the External Range.
External Range Breakout DOWN
- Close: Price closes below the External Range.
- Real Body: The entire "real body" of the candle (max of open/close prices) closes below the External Range.
- Full Candle: The entire candle (the highest point of the candle) closes below the External Range.
Internal Range Breakout UP
- Close: Price closes above the Internal Range.
- Real Body: The "real body" of the candle closes above the Internal Range.
- Full Candle: The entire candle closes above the Internal Range.
Internal Range Breakout DOWN
- Close: Price closes below the Internal Range.
- Real Body: The "real body" of the candle closes below the Internal Range.
- Full Candle: The entire candle closes below the Internal Range.
7. Ideal Use Cases
This indicator is ideal for traders who:
Want to clearly identify and monitor price consolidation zones.
Seek confirmation for breakout strategies across various timeframes.
Require reliable and automated alerts for potential entry or exit points based on range expansion.
8. Complementary Indicator
For even more comprehensive market analysis, we highly recommend using this indicator in conjunction with Market Structure Support & Resistance External/Internal & BoS .
This powerful complementary indicator automatically and accurately identifies significant support and resistance levels by locating high and low pivot points, as well as key Pre-Market High/Low levels. Its strength lies in its dynamic adaptability to any timeframe and asset, providing precise and relevant real-time levels while maintaining a clean chart. It also identifies Break of Structure (BoS) to signal potential trend changes or continuations.
Using both indicators together provides a robust framework for identifying defined ranges and potential trend shifts, enabling more informed trading decisions.
View Market Structure Support & Resistance External/Internal & BoS Indicator
9. Important Note: Trading Risk
This indicator is intended for educational and informational purposes only and does not constitute investment advice or a recommendation for trading in any form whatsoever.
Trading in financial markets involves significant risk of capital loss. It is important to remember that past performance is not indicative of future results. All trading decisions are your sole responsibility. Never trade with money you cannot afford to lose.
Tensor Market Analysis Engine (TMAE)# Tensor Market Analysis Engine (TMAE)
## Advanced Multi-Dimensional Mathematical Analysis System
*Where Quantum Mathematics Meets Market Structure*
---
## 🎓 THEORETICAL FOUNDATION
The Tensor Market Analysis Engine represents a revolutionary synthesis of three cutting-edge mathematical frameworks that have never before been combined for comprehensive market analysis. This indicator transcends traditional technical analysis by implementing advanced mathematical concepts from quantum mechanics, information theory, and fractal geometry.
### 🌊 Multi-Dimensional Volatility with Jump Detection
**Hawkes Process Implementation:**
The TMAE employs a sophisticated Hawkes process approximation for detecting self-exciting market jumps. Unlike traditional volatility measures that treat price movements as independent events, the Hawkes process recognizes that market shocks cluster and exhibit memory effects.
**Mathematical Foundation:**
```
Intensity λ(t) = μ + Σ α(t - Tᵢ)
```
Where market jumps at times Tᵢ increase the probability of future jumps through the decay function α, controlled by the Hawkes Decay parameter (0.5-0.99).
**Mahalanobis Distance Calculation:**
The engine calculates volatility jumps using multi-dimensional Mahalanobis distance across up to 5 volatility dimensions:
- **Dimension 1:** Price volatility (standard deviation of returns)
- **Dimension 2:** Volume volatility (normalized volume fluctuations)
- **Dimension 3:** Range volatility (high-low spread variations)
- **Dimension 4:** Correlation volatility (price-volume relationship changes)
- **Dimension 5:** Microstructure volatility (intrabar positioning analysis)
This creates a volatility state vector that captures market behavior impossible to detect with traditional single-dimensional approaches.
### 📐 Hurst Exponent Regime Detection
**Fractal Market Hypothesis Integration:**
The TMAE implements advanced Rescaled Range (R/S) analysis to calculate the Hurst exponent in real-time, providing dynamic regime classification:
- **H > 0.6:** Trending (persistent) markets - momentum strategies optimal
- **H < 0.4:** Mean-reverting (anti-persistent) markets - contrarian strategies optimal
- **H ≈ 0.5:** Random walk markets - breakout strategies preferred
**Adaptive R/S Analysis:**
Unlike static implementations, the TMAE uses adaptive windowing that adjusts to market conditions:
```
H = log(R/S) / log(n)
```
Where R is the range of cumulative deviations and S is the standard deviation over period n.
**Dynamic Regime Classification:**
The system employs hysteresis to prevent regime flipping, requiring sustained Hurst values before regime changes are confirmed. This prevents false signals during transitional periods.
### 🔄 Transfer Entropy Analysis
**Information Flow Quantification:**
Transfer entropy measures the directional flow of information between price and volume, revealing lead-lag relationships that indicate future price movements:
```
TE(X→Y) = Σ p(yₜ₊₁, yₜ, xₜ) log
```
**Causality Detection:**
- **Volume → Price:** Indicates accumulation/distribution phases
- **Price → Volume:** Suggests retail participation or momentum chasing
- **Balanced Flow:** Market equilibrium or transition periods
The system analyzes multiple lag periods (2-20 bars) to capture both immediate and structural information flows.
---
## 🔧 COMPREHENSIVE INPUT SYSTEM
### Core Parameters Group
**Primary Analysis Window (10-100, Default: 50)**
The fundamental lookback period affecting all calculations. Optimization by timeframe:
- **1-5 minute charts:** 20-30 (rapid adaptation to micro-movements)
- **15 minute-1 hour:** 30-50 (balanced responsiveness and stability)
- **4 hour-daily:** 50-100 (smooth signals, reduced noise)
- **Asset-specific:** Cryptocurrency 20-35, Stocks 35-50, Forex 40-60
**Signal Sensitivity (0.1-2.0, Default: 0.7)**
Master control affecting all threshold calculations:
- **Conservative (0.3-0.6):** High-quality signals only, fewer false positives
- **Balanced (0.7-1.0):** Optimal risk-reward ratio for most trading styles
- **Aggressive (1.1-2.0):** Maximum signal frequency, requires careful filtering
**Signal Generation Mode:**
- **Aggressive:** Any component signals (highest frequency)
- **Confluence:** 2+ components agree (balanced approach)
- **Conservative:** All 3 components align (highest quality)
### Volatility Jump Detection Group
**Volatility Dimensions (2-5, Default: 3)**
Determines the mathematical space complexity:
- **2D:** Price + Volume volatility (suitable for clean markets)
- **3D:** + Range volatility (optimal for most conditions)
- **4D:** + Correlation volatility (advanced multi-asset analysis)
- **5D:** + Microstructure volatility (maximum sensitivity)
**Jump Detection Threshold (1.5-4.0σ, Default: 3.0σ)**
Standard deviations required for volatility jump classification:
- **Cryptocurrency:** 2.0-2.5σ (naturally volatile)
- **Stock Indices:** 2.5-3.0σ (moderate volatility)
- **Forex Major Pairs:** 3.0-3.5σ (typically stable)
- **Commodities:** 2.0-3.0σ (varies by commodity)
**Jump Clustering Decay (0.5-0.99, Default: 0.85)**
Hawkes process memory parameter:
- **0.5-0.7:** Fast decay (jumps treated as independent)
- **0.8-0.9:** Moderate clustering (realistic market behavior)
- **0.95-0.99:** Strong clustering (crisis/event-driven markets)
### Hurst Exponent Analysis Group
**Calculation Method Options:**
- **Classic R/S:** Original Rescaled Range (fast, simple)
- **Adaptive R/S:** Dynamic windowing (recommended for trading)
- **DFA:** Detrended Fluctuation Analysis (best for noisy data)
**Trending Threshold (0.55-0.8, Default: 0.60)**
Hurst value defining persistent market behavior:
- **0.55-0.60:** Weak trend persistence
- **0.65-0.70:** Clear trending behavior
- **0.75-0.80:** Strong momentum regimes
**Mean Reversion Threshold (0.2-0.45, Default: 0.40)**
Hurst value defining anti-persistent behavior:
- **0.35-0.45:** Weak mean reversion
- **0.25-0.35:** Clear ranging behavior
- **0.15-0.25:** Strong reversion tendency
### Transfer Entropy Parameters Group
**Information Flow Analysis:**
- **Price-Volume:** Classic flow analysis for accumulation/distribution
- **Price-Volatility:** Risk flow analysis for sentiment shifts
- **Multi-Timeframe:** Cross-timeframe causality detection
**Maximum Lag (2-20, Default: 5)**
Causality detection window:
- **2-5 bars:** Immediate causality (scalping)
- **5-10 bars:** Short-term flow (day trading)
- **10-20 bars:** Structural flow (swing trading)
**Significance Threshold (0.05-0.3, Default: 0.15)**
Minimum entropy for signal generation:
- **0.05-0.10:** Detect subtle information flows
- **0.10-0.20:** Clear causality only
- **0.20-0.30:** Very strong flows only
---
## 🎨 ADVANCED VISUAL SYSTEM
### Tensor Volatility Field Visualization
**Five-Layer Resonance Bands:**
The tensor field creates dynamic support/resistance zones that expand and contract based on mathematical field strength:
- **Core Layer (Purple):** Primary tensor field with highest intensity
- **Layer 2 (Neutral):** Secondary mathematical resonance
- **Layer 3 (Info Blue):** Tertiary harmonic frequencies
- **Layer 4 (Warning Gold):** Outer field boundaries
- **Layer 5 (Success Green):** Maximum field extension
**Field Strength Calculation:**
```
Field Strength = min(3.0, Mahalanobis Distance × Tensor Intensity)
```
The field amplitude adjusts to ATR and mathematical distance, creating dynamic zones that respond to market volatility.
**Radiation Line Network:**
During active tensor states, the system projects directional radiation lines showing field energy distribution:
- **8 Directional Rays:** Complete angular coverage
- **Tapering Segments:** Progressive transparency for natural visual flow
- **Pulse Effects:** Enhanced visualization during volatility jumps
### Dimensional Portal System
**Portal Mathematics:**
Dimensional portals visualize regime transitions using category theory principles:
- **Green Portals (◉):** Trending regime detection (appear below price for support)
- **Red Portals (◎):** Mean-reverting regime (appear above price for resistance)
- **Yellow Portals (○):** Random walk regime (neutral positioning)
**Tensor Trail Effects:**
Each portal generates 8 trailing particles showing mathematical momentum:
- **Large Particles (●):** Strong mathematical signal
- **Medium Particles (◦):** Moderate signal strength
- **Small Particles (·):** Weak signal continuation
- **Micro Particles (˙):** Signal dissipation
### Information Flow Streams
**Particle Stream Visualization:**
Transfer entropy creates flowing particle streams indicating information direction:
- **Upward Streams:** Volume leading price (accumulation phases)
- **Downward Streams:** Price leading volume (distribution phases)
- **Stream Density:** Proportional to information flow strength
**15-Particle Evolution:**
Each stream contains 15 particles with progressive sizing and transparency, creating natural flow visualization that makes information transfer immediately apparent.
### Fractal Matrix Grid System
**Multi-Timeframe Fractal Levels:**
The system calculates and displays fractal highs/lows across five Fibonacci periods:
- **8-Period:** Short-term fractal structure
- **13-Period:** Intermediate-term patterns
- **21-Period:** Primary swing levels
- **34-Period:** Major structural levels
- **55-Period:** Long-term fractal boundaries
**Triple-Layer Visualization:**
Each fractal level uses three-layer rendering:
- **Shadow Layer:** Widest, darkest foundation (width 5)
- **Glow Layer:** Medium white core line (width 3)
- **Tensor Layer:** Dotted mathematical overlay (width 1)
**Intelligent Labeling System:**
Smart spacing prevents label overlap using ATR-based minimum distances. Labels include:
- **Fractal Period:** Time-based identification
- **Topological Class:** Mathematical complexity rating (0, I, II, III)
- **Price Level:** Exact fractal price
- **Mahalanobis Distance:** Current mathematical field strength
- **Hurst Exponent:** Current regime classification
- **Anomaly Indicators:** Visual strength representations (○ ◐ ● ⚡)
### Wick Pressure Analysis
**Rejection Level Mathematics:**
The system analyzes candle wick patterns to project future pressure zones:
- **Upper Wick Analysis:** Identifies selling pressure and resistance zones
- **Lower Wick Analysis:** Identifies buying pressure and support zones
- **Pressure Projection:** Extends lines forward based on mathematical probability
**Multi-Layer Glow Effects:**
Wick pressure lines use progressive transparency (1-8 layers) creating natural glow effects that make pressure zones immediately visible without cluttering the chart.
### Enhanced Regime Background
**Dynamic Intensity Mapping:**
Background colors reflect mathematical regime strength:
- **Deep Transparency (98% alpha):** Subtle regime indication
- **Pulse Intensity:** Based on regime strength calculation
- **Color Coding:** Green (trending), Red (mean-reverting), Neutral (random)
**Smoothing Integration:**
Regime changes incorporate 10-bar smoothing to prevent background flicker while maintaining responsiveness to genuine regime shifts.
### Color Scheme System
**Six Professional Themes:**
- **Dark (Default):** Professional trading environment optimization
- **Light:** High ambient light conditions
- **Classic:** Traditional technical analysis appearance
- **Neon:** High-contrast visibility for active trading
- **Neutral:** Minimal distraction focus
- **Bright:** Maximum visibility for complex setups
Each theme maintains mathematical accuracy while optimizing visual clarity for different trading environments and personal preferences.
---
## 📊 INSTITUTIONAL-GRADE DASHBOARD
### Tensor Field Status Section
**Field Strength Display:**
Real-time Mahalanobis distance calculation with dynamic emoji indicators:
- **⚡ (Lightning):** Extreme field strength (>1.5× threshold)
- **● (Solid Circle):** Strong field activity (>1.0× threshold)
- **○ (Open Circle):** Normal field state
**Signal Quality Rating:**
Democratic algorithm assessment:
- **ELITE:** All 3 components aligned (highest probability)
- **STRONG:** 2 components aligned (good probability)
- **GOOD:** 1 component active (moderate probability)
- **WEAK:** No clear component signals
**Threshold and Anomaly Monitoring:**
- **Threshold Display:** Current mathematical threshold setting
- **Anomaly Level (0-100%):** Combined volatility and volume spike measurement
- **>70%:** High anomaly (red warning)
- **30-70%:** Moderate anomaly (orange caution)
- **<30%:** Normal conditions (green confirmation)
### Tensor State Analysis Section
**Mathematical State Classification:**
- **↑ BULL (Tensor State +1):** Trending regime with bullish bias
- **↓ BEAR (Tensor State -1):** Mean-reverting regime with bearish bias
- **◈ SUPER (Tensor State 0):** Random walk regime (neutral)
**Visual State Gauge:**
Five-circle progression showing tensor field polarity:
- **🟢🟢🟢⚪⚪:** Strong bullish mathematical alignment
- **⚪⚪🟡⚪⚪:** Neutral/transitional state
- **⚪⚪🔴🔴🔴:** Strong bearish mathematical alignment
**Trend Direction and Phase Analysis:**
- **📈 BULL / 📉 BEAR / ➡️ NEUTRAL:** Primary trend classification
- **🌪️ CHAOS:** Extreme information flow (>2.0 flow strength)
- **⚡ ACTIVE:** Strong information flow (1.0-2.0 flow strength)
- **😴 CALM:** Low information flow (<1.0 flow strength)
### Trading Signals Section
**Real-Time Signal Status:**
- **🟢 ACTIVE / ⚪ INACTIVE:** Long signal availability
- **🔴 ACTIVE / ⚪ INACTIVE:** Short signal availability
- **Components (X/3):** Active algorithmic components
- **Mode Display:** Current signal generation mode
**Signal Strength Visualization:**
Color-coded component count:
- **Green:** 3/3 components (maximum confidence)
- **Aqua:** 2/3 components (good confidence)
- **Orange:** 1/3 components (moderate confidence)
- **Gray:** 0/3 components (no signals)
### Performance Metrics Section
**Win Rate Monitoring:**
Estimated win rates based on signal quality with emoji indicators:
- **🔥 (Fire):** ≥60% estimated win rate
- **👍 (Thumbs Up):** 45-59% estimated win rate
- **⚠️ (Warning):** <45% estimated win rate
**Mathematical Metrics:**
- **Hurst Exponent:** Real-time fractal dimension (0.000-1.000)
- **Information Flow:** Volume/price leading indicators
- **📊 VOL:** Volume leading price (accumulation/distribution)
- **💰 PRICE:** Price leading volume (momentum/speculation)
- **➖ NONE:** Balanced information flow
- **Volatility Classification:**
- **🔥 HIGH:** Above 1.5× jump threshold
- **📊 NORM:** Normal volatility range
- **😴 LOW:** Below 0.5× jump threshold
### Market Structure Section (Large Dashboard)
**Regime Classification:**
- **📈 TREND:** Hurst >0.6, momentum strategies optimal
- **🔄 REVERT:** Hurst <0.4, contrarian strategies optimal
- **🎲 RANDOM:** Hurst ≈0.5, breakout strategies preferred
**Mathematical Field Analysis:**
- **Dimensions:** Current volatility space complexity (2D-5D)
- **Hawkes λ (Lambda):** Self-exciting jump intensity (0.00-1.00)
- **Jump Status:** 🚨 JUMP (active) / ✅ NORM (normal)
### Settings Summary Section (Large Dashboard)
**Active Configuration Display:**
- **Sensitivity:** Current master sensitivity setting
- **Lookback:** Primary analysis window
- **Theme:** Active color scheme
- **Method:** Hurst calculation method (Classic R/S, Adaptive R/S, DFA)
**Dashboard Sizing Options:**
- **Small:** Essential metrics only (mobile/small screens)
- **Normal:** Balanced information density (standard desktop)
- **Large:** Maximum detail (multi-monitor setups)
**Position Options:**
- **Top Right:** Standard placement (avoids price action)
- **Top Left:** Wide chart optimization
- **Bottom Right:** Recent price focus (scalping)
- **Bottom Left:** Maximum price visibility (swing trading)
---
## 🎯 SIGNAL GENERATION LOGIC
### Multi-Component Convergence System
**Component Signal Architecture:**
The TMAE generates signals through sophisticated component analysis rather than simple threshold crossing:
**Volatility Component:**
- **Jump Detection:** Mahalanobis distance threshold breach
- **Hawkes Intensity:** Self-exciting process activation (>0.2)
- **Multi-dimensional:** Considers all volatility dimensions simultaneously
**Hurst Regime Component:**
- **Trending Markets:** Price above SMA-20 with positive momentum
- **Mean-Reverting Markets:** Price at Bollinger Band extremes
- **Random Markets:** Bollinger squeeze breakouts with directional confirmation
**Transfer Entropy Component:**
- **Volume Leadership:** Information flow from volume to price
- **Volume Spike:** Volume 110%+ above 20-period average
- **Flow Significance:** Above entropy threshold with directional bias
### Democratic Signal Weighting
**Signal Mode Implementation:**
- **Aggressive Mode:** Any single component triggers signal
- **Confluence Mode:** Minimum 2 components must agree
- **Conservative Mode:** All 3 components must align
**Momentum Confirmation:**
All signals require momentum confirmation:
- **Long Signals:** RSI >50 AND price >EMA-9
- **Short Signals:** RSI <50 AND price 0.6):**
- **Increase Sensitivity:** Catch momentum continuation
- **Lower Mean Reversion Threshold:** Avoid counter-trend signals
- **Emphasize Volume Leadership:** Institutional accumulation/distribution
- **Tensor Field Focus:** Use expansion for trend continuation
- **Signal Mode:** Aggressive or Confluence for trend following
**Range-Bound Markets (Hurst <0.4):**
- **Decrease Sensitivity:** Avoid false breakouts
- **Lower Trending Threshold:** Quick regime recognition
- **Focus on Price Leadership:** Retail sentiment extremes
- **Fractal Grid Emphasis:** Support/resistance trading
- **Signal Mode:** Conservative for high-probability reversals
**Volatile Markets (High Jump Frequency):**
- **Increase Hawkes Decay:** Recognize event clustering
- **Higher Jump Threshold:** Avoid noise signals
- **Maximum Dimensions:** Capture full volatility complexity
- **Reduce Position Sizing:** Risk management adaptation
- **Enhanced Visuals:** Maximum information for rapid decisions
**Low Volatility Markets (Low Jump Frequency):**
- **Decrease Jump Threshold:** Capture subtle movements
- **Lower Hawkes Decay:** Treat moves as independent
- **Reduce Dimensions:** Simplify analysis
- **Increase Position Sizing:** Capitalize on compressed volatility
- **Minimal Visuals:** Reduce distraction in quiet markets
---
## 🚀 ADVANCED TRADING STRATEGIES
### The Mathematical Convergence Method
**Entry Protocol:**
1. **Fractal Grid Approach:** Monitor price approaching significant fractal levels
2. **Tensor Field Confirmation:** Verify field expansion supporting direction
3. **Portal Signal:** Wait for dimensional portal appearance
4. **ELITE/STRONG Quality:** Only trade highest quality mathematical signals
5. **Component Consensus:** Confirm 2+ components agree in Confluence mode
**Example Implementation:**
- Price approaching 21-period fractal high
- Tensor field expanding upward (bullish mathematical alignment)
- Green portal appears below price (trending regime confirmation)
- ELITE quality signal with 3/3 components active
- Enter long position with stop below fractal level
**Risk Management:**
- **Stop Placement:** Below/above fractal level that generated signal
- **Position Sizing:** Based on Mahalanobis distance (higher distance = smaller size)
- **Profit Targets:** Next fractal level or tensor field resistance
### The Regime Transition Strategy
**Regime Change Detection:**
1. **Monitor Hurst Exponent:** Watch for persistent moves above/below thresholds
2. **Portal Color Change:** Regime transitions show different portal colors
3. **Background Intensity:** Increasing regime background intensity
4. **Mathematical Confirmation:** Wait for regime confirmation (hysteresis)
**Trading Implementation:**
- **Trending Transitions:** Trade momentum breakouts, follow trend
- **Mean Reversion Transitions:** Trade range boundaries, fade extremes
- **Random Transitions:** Trade breakouts with tight stops
**Advanced Techniques:**
- **Multi-Timeframe:** Confirm regime on higher timeframe
- **Early Entry:** Enter on regime transition rather than confirmation
- **Regime Strength:** Larger positions during strong regime signals
### The Information Flow Momentum Strategy
**Flow Detection Protocol:**
1. **Monitor Transfer Entropy:** Watch for significant information flow shifts
2. **Volume Leadership:** Strong edge when volume leads price
3. **Flow Acceleration:** Increasing flow strength indicates momentum
4. **Directional Confirmation:** Ensure flow aligns with intended trade direction
**Entry Signals:**
- **Volume → Price Flow:** Enter during accumulation/distribution phases
- **Price → Volume Flow:** Enter on momentum confirmation breaks
- **Flow Reversal:** Counter-trend entries when flow reverses
**Optimization:**
- **Scalping:** Use immediate flow detection (2-5 bar lag)
- **Swing Trading:** Use structural flow (10-20 bar lag)
- **Multi-Asset:** Compare flow between correlated assets
### The Tensor Field Expansion Strategy
**Field Mathematics:**
The tensor field expansion indicates mathematical pressure building in market structure:
**Expansion Phases:**
1. **Compression:** Field contracts, volatility decreases
2. **Tension Building:** Mathematical pressure accumulates
3. **Expansion:** Field expands rapidly with directional movement
4. **Resolution:** Field stabilizes at new equilibrium
**Trading Applications:**
- **Compression Trading:** Prepare for breakout during field contraction
- **Expansion Following:** Trade direction of field expansion
- **Reversion Trading:** Fade extreme field expansion
- **Multi-Dimensional:** Consider all field layers for confirmation
### The Hawkes Process Event Strategy
**Self-Exciting Jump Trading:**
Understanding that market shocks cluster and create follow-on opportunities:
**Jump Sequence Analysis:**
1. **Initial Jump:** First volatility jump detected
2. **Clustering Phase:** Hawkes intensity remains elevated
3. **Follow-On Opportunities:** Additional jumps more likely
4. **Decay Period:** Intensity gradually decreases
**Implementation:**
- **Jump Confirmation:** Wait for mathematical jump confirmation
- **Direction Assessment:** Use other components for direction
- **Clustering Trades:** Trade subsequent moves during high intensity
- **Decay Exit:** Exit positions as Hawkes intensity decays
### The Fractal Confluence System
**Multi-Timeframe Fractal Analysis:**
Combining fractal levels across different periods for high-probability zones:
**Confluence Zones:**
- **Double Confluence:** 2 fractal levels align
- **Triple Confluence:** 3+ fractal levels cluster
- **Mathematical Confirmation:** Tensor field supports the level
- **Information Flow:** Transfer entropy confirms direction
**Trading Protocol:**
1. **Identify Confluence:** Find 2+ fractal levels within 1 ATR
2. **Mathematical Support:** Verify tensor field alignment
3. **Signal Quality:** Wait for STRONG or ELITE signal
4. **Risk Definition:** Use fractal level for stop placement
5. **Profit Targeting:** Next major fractal confluence zone
---
## ⚠️ COMPREHENSIVE RISK MANAGEMENT
### Mathematical Position Sizing
**Mahalanobis Distance Integration:**
Position size should inversely correlate with mathematical field strength:
```
Position Size = Base Size × (Threshold / Mahalanobis Distance)
```
**Risk Scaling Matrix:**
- **Low Field Strength (<2.0):** Standard position sizing
- **Moderate Field Strength (2.0-3.0):** 75% position sizing
- **High Field Strength (3.0-4.0):** 50% position sizing
- **Extreme Field Strength (>4.0):** 25% position sizing or no trade
### Signal Quality Risk Adjustment
**Quality-Based Position Sizing:**
- **ELITE Signals:** 100% of planned position size
- **STRONG Signals:** 75% of planned position size
- **GOOD Signals:** 50% of planned position size
- **WEAK Signals:** No position or paper trading only
**Component Agreement Scaling:**
- **3/3 Components:** Full position size
- **2/3 Components:** 75% position size
- **1/3 Components:** 50% position size or skip trade
### Regime-Adaptive Risk Management
**Trending Market Risk:**
- **Wider Stops:** Allow for trend continuation
- **Trend Following:** Trade with regime direction
- **Higher Position Size:** Trend probability advantage
- **Momentum Stops:** Trail stops based on momentum indicators
**Mean-Reverting Market Risk:**
- **Tighter Stops:** Quick exits on trend continuation
- **Contrarian Positioning:** Trade against extremes
- **Smaller Position Size:** Higher reversal failure rate
- **Level-Based Stops:** Use fractal levels for stops
**Random Market Risk:**
- **Breakout Focus:** Trade only clear breakouts
- **Tight Initial Stops:** Quick exit if breakout fails
- **Reduced Frequency:** Skip marginal setups
- **Range-Based Targets:** Profit targets at range boundaries
### Volatility-Adaptive Risk Controls
**High Volatility Periods:**
- **Reduced Position Size:** Account for wider price swings
- **Wider Stops:** Avoid noise-based exits
- **Lower Frequency:** Skip marginal setups
- **Faster Exits:** Take profits more quickly
**Low Volatility Periods:**
- **Standard Position Size:** Normal risk parameters
- **Tighter Stops:** Take advantage of compressed ranges
- **Higher Frequency:** Trade more setups
- **Extended Targets:** Allow for compressed volatility expansion
### Multi-Timeframe Risk Alignment
**Higher Timeframe Trend:**
- **With Trend:** Standard or increased position size
- **Against Trend:** Reduced position size or skip
- **Neutral Trend:** Standard position size with tight management
**Risk Hierarchy:**
1. **Primary:** Current timeframe signal quality
2. **Secondary:** Higher timeframe trend alignment
3. **Tertiary:** Mathematical field strength
4. **Quaternary:** Market regime classification
---
## 📚 EDUCATIONAL VALUE AND MATHEMATICAL CONCEPTS
### Advanced Mathematical Concepts
**Tensor Analysis in Markets:**
The TMAE introduces traders to tensor analysis, a branch of mathematics typically reserved for physics and advanced engineering. Tensors provide a framework for understanding multi-dimensional market relationships that scalar and vector analysis cannot capture.
**Information Theory Applications:**
Transfer entropy implementation teaches traders about information flow in markets, a concept from information theory that quantifies directional causality between variables. This provides intuition about market microstructure and participant behavior.
**Fractal Geometry in Trading:**
The Hurst exponent calculation exposes traders to fractal geometry concepts, helping understand that markets exhibit self-similar patterns across multiple timeframes. This mathematical insight transforms how traders view market structure.
**Stochastic Process Theory:**
The Hawkes process implementation introduces concepts from stochastic process theory, specifically self-exciting point processes. This provides mathematical framework for understanding why market events cluster and exhibit memory effects.
### Learning Progressive Complexity
**Beginner Mathematical Concepts:**
- **Volatility Dimensions:** Understanding multi-dimensional analysis
- **Regime Classification:** Learning market personality types
- **Signal Democracy:** Algorithmic consensus building
- **Visual Mathematics:** Interpreting mathematical concepts visually
**Intermediate Mathematical Applications:**
- **Mahalanobis Distance:** Statistical distance in multi-dimensional space
- **Rescaled Range Analysis:** Fractal dimension measurement
- **Information Entropy:** Quantifying uncertainty and causality
- **Field Theory:** Understanding mathematical fields in market context
**Advanced Mathematical Integration:**
- **Tensor Field Dynamics:** Multi-dimensional market force analysis
- **Stochastic Self-Excitation:** Event clustering and memory effects
- **Categorical Composition:** Mathematical signal combination theory
- **Topological Market Analysis:** Understanding market shape and connectivity
### Practical Mathematical Intuition
**Developing Market Mathematics Intuition:**
The TMAE serves as a bridge between abstract mathematical concepts and practical trading applications. Traders develop intuitive understanding of:
- **How markets exhibit mathematical structure beneath apparent randomness**
- **Why multi-dimensional analysis reveals patterns invisible to single-variable approaches**
- **How information flows through markets in measurable, predictable ways**
- **Why mathematical models provide probabilistic edges rather than certainties**
---
## 🔬 IMPLEMENTATION AND OPTIMIZATION
### Getting Started Protocol
**Phase 1: Observation (Week 1)**
1. **Apply with defaults:** Use standard settings on your primary trading timeframe
2. **Study visual elements:** Learn to interpret tensor fields, portals, and streams
3. **Monitor dashboard:** Observe how metrics change with market conditions
4. **No trading:** Focus entirely on pattern recognition and understanding
**Phase 2: Pattern Recognition (Week 2-3)**
1. **Identify signal patterns:** Note what market conditions produce different signal qualities
2. **Regime correlation:** Observe how Hurst regimes affect signal performance
3. **Visual confirmation:** Learn to read tensor field expansion and portal signals
4. **Component analysis:** Understand which components drive signals in different markets
**Phase 3: Parameter Optimization (Week 4-5)**
1. **Asset-specific tuning:** Adjust parameters for your specific trading instrument
2. **Timeframe optimization:** Fine-tune for your preferred trading timeframe
3. **Sensitivity adjustment:** Balance signal frequency with quality
4. **Visual customization:** Optimize colors and intensity for your trading environment
**Phase 4: Live Implementation (Week 6+)**
1. **Paper trading:** Test signals with hypothetical trades
2. **Small position sizing:** Begin with minimal risk during learning phase
3. **Performance tracking:** Monitor actual vs. expected signal performance
4. **Continuous optimization:** Refine settings based on real performance data
### Performance Monitoring System
**Signal Quality Tracking:**
- **ELITE Signal Win Rate:** Track highest quality signals separately
- **Component Performance:** Monitor which components provide best signals
- **Regime Performance:** Analyze performance across different market regimes
- **Timeframe Analysis:** Compare performance across different session times
**Mathematical Metric Correlation:**
- **Field Strength vs. Performance:** Higher field strength should correlate with better performance
- **Component Agreement vs. Win Rate:** More component agreement should improve win rates
- **Regime Alignment vs. Success:** Trading with mathematical regime should outperform
### Continuous Optimization Process
**Monthly Review Protocol:**
1. **Performance Analysis:** Review win rates, profit factors, and maximum drawdown
2. **Parameter Assessment:** Evaluate if current settings remain optimal
3. **Market Adaptation:** Adjust for changes in market character or volatility
4. **Component Weighting:** Consider if certain components should receive more/less emphasis
**Quarterly Deep Analysis:**
1. **Mathematical Model Validation:** Verify that mathematical relationships remain valid
2. **Regime Distribution:** Analyze time spent in different market regimes
3. **Signal Evolution:** Track how signal characteristics change over time
4. **Correlation Analysis:** Monitor correlations between different mathematical components
---
## 🌟 UNIQUE INNOVATIONS AND CONTRIBUTIONS
### Revolutionary Mathematical Integration
**First-Ever Implementations:**
1. **Multi-Dimensional Volatility Tensor:** First indicator to implement true tensor analysis for market volatility
2. **Real-Time Hawkes Process:** First trading implementation of self-exciting point processes
3. **Transfer Entropy Trading Signals:** First practical application of information theory for trade generation
4. **Democratic Component Voting:** First algorithmic consensus system for signal generation
5. **Fractal-Projected Signal Quality:** First system to predict signal quality at future price levels
### Advanced Visualization Innovations
**Mathematical Visualization Breakthroughs:**
- **Tensor Field Radiation:** Visual representation of mathematical field energy
- **Dimensional Portal System:** Category theory visualization for regime transitions
- **Information Flow Streams:** Real-time visual display of market information transfer
- **Multi-Layer Fractal Grid:** Intelligent spacing and projection system
- **Regime Intensity Mapping:** Dynamic background showing mathematical regime strength
### Practical Trading Innovations
**Trading System Advances:**
- **Quality-Weighted Signal Generation:** Signals rated by mathematical confidence
- **Regime-Adaptive Strategy Selection:** Automatic strategy optimization based on market personality
- **Anti-Spam Signal Protection:** Mathematical prevention of signal clustering
- **Component Performance Tracking:** Real-time monitoring of algorithmic component success
- **Field-Strength Position Sizing:** Mathematical volatility integration for risk management
---
## ⚖️ RESPONSIBLE USAGE AND LIMITATIONS
### Mathematical Model Limitations
**Understanding Model Boundaries:**
While the TMAE implements sophisticated mathematical concepts, traders must understand fundamental limitations:
- **Markets Are Not Purely Mathematical:** Human psychology, news events, and fundamental factors create unpredictable elements
- **Past Performance Limitations:** Mathematical relationships that worked historically may not persist indefinitely
- **Model Risk:** Complex models can fail during unprecedented market conditions
- **Overfitting Potential:** Highly optimized parameters may not generalize to future market conditions
### Proper Implementation Guidelines
**Risk Management Requirements:**
- **Never Risk More Than 2% Per Trade:** Regardless of signal quality
- **Diversification Mandatory:** Don't rely solely on mathematical signals
- **Position Sizing Discipline:** Use mathematical field strength for sizing, not confidence
- **Stop Loss Non-Negotiable:** Every trade must have predefined risk parameters
**Realistic Expectations:**
- **Mathematical Edge, Not Certainty:** The indicator provides probabilistic advantages, not guaranteed outcomes
- **Learning Curve Required:** Complex mathematical concepts require time to master
- **Market Adaptation Necessary:** Parameters must evolve with changing market conditions
- **Continuous Education Important:** Understanding underlying mathematics improves application
### Ethical Trading Considerations
**Market Impact Awareness:**
- **Information Asymmetry:** Advanced mathematical analysis may provide advantages over other market participants
- **Position Size Responsibility:** Large positions based on mathematical signals can impact market structure
- **Sharing Knowledge:** Consider educational contributions to trading community
- **Fair Market Participation:** Use mathematical advantages responsibly within market framework
### Professional Development Path
**Skill Development Sequence:**
1. **Basic Mathematical Literacy:** Understand fundamental concepts before advanced application
2. **Risk Management Mastery:** Develop disciplined risk control before relying on complex signals
3. **Market Psychology Understanding:** Combine mathematical analysis with behavioral market insights
4. **Continuous Learning:** Stay updated on mathematical finance developments and market evolution
---
## 🔮 CONCLUSION
The Tensor Market Analysis Engine represents a quantum leap forward in technical analysis, successfully bridging the gap between advanced pure mathematics and practical trading applications. By integrating multi-dimensional volatility analysis, fractal market theory, and information flow dynamics, the TMAE reveals market structure invisible to conventional analysis while maintaining visual clarity and practical usability.
### Mathematical Innovation Legacy
This indicator establishes new paradigms in technical analysis:
- **Tensor analysis for market volatility understanding**
- **Stochastic self-excitation for event clustering prediction**
- **Information theory for causality-based trade generation**
- **Democratic algorithmic consensus for signal quality enhancement**
- **Mathematical field visualization for intuitive market understanding**
### Practical Trading Revolution
Beyond mathematical innovation, the TMAE transforms practical trading:
- **Quality-rated signals replace binary buy/sell decisions**
- **Regime-adaptive strategies automatically optimize for market personality**
- **Multi-dimensional risk management integrates mathematical volatility measures**
- **Visual mathematical concepts make complex analysis immediately interpretable**
- **Educational value creates lasting improvement in trading understanding**
### Future-Proof Design
The mathematical foundations ensure lasting relevance:
- **Universal mathematical principles transcend market evolution**
- **Multi-dimensional analysis adapts to new market structures**
- **Regime detection automatically adjusts to changing market personalities**
- **Component democracy allows for future algorithmic additions**
- **Mathematical visualization scales with increasing market complexity**
### Commitment to Excellence
The TMAE represents more than an indicator—it embodies a philosophy of bringing rigorous mathematical analysis to trading while maintaining practical utility and visual elegance. Every component, from the multi-dimensional tensor fields to the democratic signal generation, reflects a commitment to mathematical accuracy, trading practicality, and educational value.
### Trading with Mathematical Precision
In an era where markets grow increasingly complex and computational, the TMAE provides traders with mathematical tools previously available only to institutional quantitative research teams. Yet unlike academic mathematical models, the TMAE translates complex concepts into intuitive visual representations and practical trading signals.
By combining the mathematical rigor of tensor analysis, the statistical power of multi-dimensional volatility modeling, and the information-theoretic insights of transfer entropy, traders gain unprecedented insight into market structure and dynamics.
### Final Perspective
Markets, like nature, exhibit profound mathematical beauty beneath apparent chaos. The Tensor Market Analysis Engine serves as a mathematical lens that reveals this hidden order, transforming how traders perceive and interact with market structure.
Through mathematical precision, visual elegance, and practical utility, the TMAE empowers traders to see beyond the noise and trade with the confidence that comes from understanding the mathematical principles governing market behavior.
Trade with mathematical insight. Trade with the power of tensors. Trade with the TMAE.
*"In mathematics, you don't understand things. You just get used to them." - John von Neumann*
*With the TMAE, mathematical market understanding becomes not just possible, but intuitive.*
— Dskyz, Trade with insight. Trade with anticipation.
X-Day Capital Efficiency ScoreThis indicator helps identify the Most Profitable Movers for Your fixed Capital (ie, which assets offer the best average intraday profit potential for a fixed capital).
Unlike traditional volatility indicators (like ATR or % change), this script calculates how much real dollar profit you could have made each day over a custom lookback period — assuming you deployed your full capital into that ticker daily.
How it works:
Calculates the daily intraday range (high − low)
Filters for clean candles (where body > 60% of the candle range)
Assumes you invested the full amount of capital ($100K set as default) on each valid day
Computes an average daily profit score based on price action over the selected period (default set to 20 days)
Plots the score in dollars — higher = more efficient use of capital
Why It’s Useful:
Compare tickers based on real dollar return potential — not just % volatility
Spot low-priced, high-volatility stocks that are better suited for intraday or momentum trading
Inputs:
Capital ($): Amount you're hypothetically deploying (e.g., 100,000)
Look Back Period: Number of past days to average over (e.g., 20)
IPDA with Order Blocks [Enhanced]Summary of the Code
This script plots IPDA Standard Deviations on a price chart, helping traders visualize potential support and resistance levels based on a series of user-defined deviations. It uses swing high/low points and time-based fractal lookbacks (monthly, weekly, daily, or intraday) to define price anchors and compute deviation lines.
Key features include:
Deviations: It calculates and plots deviation levels based on the distance between swing highs and lows, which traders can use as price targets or zones of interest.
Timeframes:
Monthly (higher timeframe analysis)
Weekly (medium-term analysis)
Daily and Intraday (shorter-term precision)
Customization:
Choose which deviation levels (e.g., 0, 1, -1, -2) to display.
Hide labels or adjust their sizes for cleaner charts.
Option to remove invalidated deviation levels dynamically.
Visual Cleanliness: Automatically removes clutter by hiding or deleting invalid deviation levels and focusing on active price zones.
How to Utilize It for Intraday Trading to Make $1,000
Here’s how to effectively use the indicator to optimize intraday trading:
1. Set the Right Timeframe:
Use the 15-minute or 1-hour chart for intraday setups.
Ensure the "Intraday" lookback option is enabled to focus on shorter-term swings.
2. Interpret the Levels:
Bearish Order Blocks: Look for red lines (bearish deviation) as potential resistance zones where the price may reverse downward.
Bullish Order Blocks: Look for green lines (bullish deviation) as potential support zones where the price may bounce upward.
3. Plan Entries and Exits:
Entry: Buy near a green order block or short near a red order block, confirming the trade with additional signals (e.g., candlestick patterns, momentum indicators).
Stop Loss: Place your stop below the green line (for buys) or above the red line (for shorts).
Profit Targets: Use deviation levels as targets (e.g., from the 0 level to +1 or -1).
4. Combine with Market Context:
Use the script alongside volume profile, trend indicators, or news events for confirmation.
Avoid trading during major news events unless aligned with deviations.
5. Position Sizing for $1,000 Goal:
Trade liquid instruments like Nasdaq futures (NQ) or major forex pairs.
Risk 1-2% of your capital on each trade and scale into positions if confirmed.
Target a profit of 10-20 points per trade on Nasdaq futures, with 1-2 trades daily.
6. Monitor Key Timeframes:
Pre-market (before 9:30 AM EST): Mark deviation levels to predict market open behavior.
Midday & Power Hour (3-4 PM EST): Watch for breakouts or retests around key deviation levels.
By combining this tool with disciplined risk management and a clear trading plan, you can systematically work toward your profit target while minimizing unnecessary risks
Multi-Timeframe Closures with Signals month week dayMulti-Timeframe Price Anchoring Indicator (Monthly, Weekly, Daily)
This indicator provides a powerful visual framework for analyzing price action across three major timeframes: monthly, weekly, and daily. It plots the closing prices of each timeframe directly on the chart to help traders assess where current price stands in relation to significant historical levels.
🔍 Core Features:
Monthly, Weekly, and Daily Close Lines: Automatically updated at the start of each new period.
Color-coded Price Anchors: Each timeframe is visually distinct for fast interpretation.
Multi-timeframe Awareness: Helps you identify trend alignment or divergence across different time horizons.
Long & Short Bias Signals: The script can optionally display long or short suggestions based on where the current price stands relative to the anchored closing prices.
📈 How to Use:
Trend Confirmation: If price is consistently above all three levels, it signals a strong bullish trend (potential long bias). If it’s below, the opposite applies (short bias).
Reversal or Pullback Zones: When price becomes extended far above/below the monthly and weekly closes, it may suggest overbought/oversold conditions and the possibility of a reversal or retracement.
Intraday Alignment: Useful for traders who want to enter positions on lower timeframes while being aware of higher timeframe trends.
This indicator is ideal for swing traders, day traders, and position traders who want to anchor their decisions to meaningful multi-timeframe reference points.
