Bitcoin cme gap indicators, BINANCE vs CME exchanges premium gap
# CME BTC Premium Indicator Documentation CME:BTC1!
## 1. Overview
Indicator Name: CME BTC Premium
Platform: TradingView (Pine Script v6)
Type: Premium / Gap Analysis
Purpose:
* Visualize the CME BTC futures premium/discount relative to Binance BTCUSDT spot price.
* Detect gap-up or gap-down events on the daily chart.
* Assess short-term market sentiment and potential volatility through price discrepancies.
## 2. Key Features
1. CME Premium Calculation
* Formula:
CME Premium(%) = ((CME Price - Binance Price) / Binance Price) X 100
* Positive premium: CME futures are higher than spot → Color: Blue
* Negative premium: CME futures are lower than spot → Color: Purple
2. Premium Visualization Options
* `Column` (default)
* `Line`
3. Daily Gap Detection (Daily Chart Only)
* Gap Up: CME open > previous high × 1.0001 (≥ 0.01%)
* Gap Down: CME open < previous low × 0.9999 (≤ 0.01%)
* Visualization:
* Bar Color:
* Gap Up → Yellow (semi-transparent)
* Gap Down → Blue (semi-transparent)
* Background Color:
* Gap Up → Yellow (semi-transparent)
* Gap Down → Blue (semi-transparent)
4. Label Display
* If `Show CME Label` is enabled, the last bar displays a premium percentage label.
* Label color matches premium color; text color: Black.
* Style: `style_label_upper_left`, Size: `small`.
## 3. User Inputs
| Option Name | Description | Type / Default |
| -------------- | ------------------------- | --------------------------------------- |
| Show CME Label | Display CME premium label | Boolean / true |
| CME Plot Type | CME premium chart style | String / Column (Options: Column, Line) |
## 4. Data Sources
| Data Item | Symbol | Description |
| ------------- | ---------------- | ----------------------------- |
| Binance Price | BINANCE\:BTCUSDT | Spot BTC price |
| CME Price | CME\:BTC1! | CME BTC futures closing price |
| CME Open | CME\:BTC1! | CME BTC futures open price |
| CME Low | CME\:BTC1! | CME BTC futures low price |
| CME High | CME\:BTC1! | CME BTC futures high price |
## 5. Chart Display
1. Premium Column/Line
* Displays the CME premium percentage in real-time.
* Color: Premium ≥ 0 → Blue, Premium < 0 → Purple
2. Zero Line
* Indicates CME futures are at parity with spot for quick visual reference.
3. Gap Highlight
* Applied only on daily charts.
* Gap-up or gap-down is highlighted using bar and background colors.
4. Label
* Shows the latest CME premium percentage for quick monitoring.
## 6. Use Cases
* Analyze spot-futures premium to gauge CME market sentiment.
* Identify short-term volatility and potential trend reversals through daily gaps.
* Combine premium and gap analysis to support altcoin trend analysis and position strategy.
## 7. Limitations
* This indicator does not provide investment advice or trading recommendations; it is for informational purposes only.
* Data delays, API restrictions, or exchange differences may result in calculation discrepancies.
* Gap detection is meaningful only on daily charts; other timeframes may not provide valid signals.
Cari dalam skrip untuk "daily"
Intraday Spark Chart [AstrideUnicorn]The Intraday Spark Chart (ISC) is a minimalist yet powerful tool designed to track an asset’s performance relative to its daily opening price. Inspired by Nasdaq's trading-floor analog dashboards, it visualizes intraday percentage changes as a color-coded sparkline, helping traders quickly gauge momentum and session bias.
Ideal for: Day trading, scalping, and multi-asset monitoring.
Best paired with: 1m to 4H timeframes (auto-warns on higher TFs).
Key metrics:
Real-time % change from daily open.
Final daily % change (updated at session close).
Daily open price labels for orientation.
HOW TO USE
Visual Guide
Sparkline Plot:
A green area/line indicates price is above the daily open (bullish).
A red area/line signals price is below the daily open (bearish).
The baseline (0%) represents the daily open price.
Session Markers:
The dotted vertical lines separate trading days.
Gray labels near the baseline show the exact daily open price at the start of each session.
Dynamic Labels:
The labels in the upper left corner of each session range display the current (or final) daily % change. Color matches the trend (green/red) for instant readability.
Practical Use Cases
Opening Range Breakouts: Spot early momentum by observing how price reacts to the daily open.
Multi-Asset Screening: Compare intraday strength across symbols by choosing an asset in the indicator settings panel.
Session Close Prep: Anticipate daily settlement by tracking the final % change (useful for futures/swing traders).
SETTINGS
Asset (Input Symbol) : Defaults to the current chart symbol. Choose any asset to monitor its price action without switching charts - ideal for intermarket analysis or correlation tracking.
Seasonality Monte Carlo Forecaster [BackQuant]Seasonality Monte Carlo Forecaster
Plain-English overview
This tool projects a cone of plausible future prices by combining two ideas that traders already use intuitively: seasonality and uncertainty. It watches how your market typically behaves around this calendar date, turns that seasonal tendency into a small daily “drift,” then runs many randomized price paths forward to estimate where price could land tomorrow, next week, or a month from now. The result is a probability cone with a clear expected path, plus optional overlays that show how past years tended to move from this point on the calendar. It is a planning tool, not a crystal ball: the goal is to quantify ranges and odds so you can size, place stops, set targets, and time entries with more realism.
What Monte Carlo is and why quants rely on it
• Definition . Monte Carlo simulation is a way to answer “what might happen next?” when there is randomness in the system. Instead of producing a single forecast, it generates thousands of alternate futures by repeatedly sampling random shocks and adding them to a model of how prices evolve.
• Why it is used . Markets are noisy. A single point forecast hides risk. Monte Carlo gives a distribution of outcomes so you can reason in probabilities: the median path, the 68% band, the 95% band, tail risks, and the chance of hitting a specific level within a horizon.
• Core strengths in quant finance .
– Path-dependent questions : “What is the probability we touch a stop before a target?” “What is the expected drawdown on the way to my objective?”
– Pricing and risk : Useful for path-dependent options, Value-at-Risk (VaR), expected shortfall (CVaR), stress paths, and scenario analysis when closed-form formulas are unrealistic.
– Planning under uncertainty : Portfolio construction and rebalancing rules can be tested against a cloud of plausible futures rather than a single guess.
• Why it fits trading workflows . It turns gut feel like “seasonality is supportive here” into quantitative ranges: “median path suggests +X% with a 68% band of ±Y%; stop at Z has only ~16% odds of being tagged in N days.”
How this indicator builds its probability cone
1) Seasonal pattern discovery
The script builds two day-of-year maps as new data arrives:
• A return map where each calendar day stores an exponentially smoothed average of that day’s log return (yesterday→today). The smoothing (90% old, 10% new) behaves like an EWMA, letting older seasons matter while adapting to new information.
• A volatility map that tracks the typical absolute return for the same calendar day.
It calculates the day-of-year carefully (with leap-year adjustment) and indexes into a 365-slot seasonal array so “March 18” is compared with past March 18ths. This becomes the seasonal bias that gently nudges simulations up or down on each forecast day.
2) Choice of randomness engine
You can pick how the future shocks are generated:
• Daily mode uses a Gaussian draw with the seasonal bias as the mean and a volatility that comes from realized returns, scaled down to avoid over-fitting. It relies on the Box–Muller transform internally to turn two uniform random numbers into one normal shock.
• Weekly mode uses bootstrap sampling from the seasonal return history (resampling actual historical daily drifts and then blending in a fraction of the seasonal bias). Bootstrapping is robust when the empirical distribution has asymmetry or fatter tails than a normal distribution.
Both modes seed their random draws deterministically per path and day, which makes plots reproducible bar-to-bar and avoids flickering bands.
3) Volatility scaling to current conditions
Markets do not always live in average volatility. The engine computes a simple volatility factor from ATR(20)/price and scales the simulated shocks up or down within sensible bounds (clamped between 0.5× and 2.0×). When the current regime is quiet, the cone narrows; when ranges expand, the cone widens. This prevents the classic mistake of projecting calm markets into a storm or vice versa.
4) Many futures, summarized by percentiles
The model generates a matrix of price paths (capped at 100 runs for performance inside TradingView), each path stepping forward for your selected horizon. For each forecast day it sorts the simulated prices and pulls key percentiles:
• 5th and 95th → approximate 95% band (outer cone).
• 16th and 84th → approximate 68% band (inner cone).
• 50th → the median or “expected path.”
These are drawn as polylines so you can immediately see central tendency and dispersion.
5) A historical overlay (optional)
Turn on the overlay to sketch a dotted path of what a purely seasonal projection would look like for the next ~30 days using only the return map, no randomness. This is not a forecast; it is a visual reminder of the seasonal drift you are biasing toward.
Inputs you control and how to think about them
Monte Carlo Simulation
• Price Series for Calculation . The source series, typically close.
• Enable Probability Forecasts . Master switch for simulation and drawing.
• Simulation Iterations . Requested number of paths to run. Internally capped at 100 to protect performance, which is generally enough to estimate the percentiles for a trading chart. If you need ultra-smooth bands, shorten the horizon.
• Forecast Days Ahead . The length of the cone. Longer horizons dilute seasonal signal and widen uncertainty.
• Probability Bands . Draw all bands, just 95%, just 68%, or a custom level (display logic remains 68/95 internally; the custom number is for labeling and color choice).
• Pattern Resolution . Daily leans on day-of-year effects like “turn-of-month” or holiday patterns. Weekly biases toward day-of-week tendencies and bootstraps from history.
• Volatility Scaling . On by default so the cone respects today’s range context.
Plotting & UI
• Probability Cone . Plots the outer and inner percentile envelopes.
• Expected Path . Plots the median line through the cone.
• Historical Overlay . Dotted seasonal-only projection for context.
• Band Transparency/Colors . Customize primary (outer) and secondary (inner) band colors and the mean path color. Use higher transparency for cleaner charts.
What appears on your chart
• A cone starting at the most recent bar, fanning outward. The outer lines are the ~95% band; the inner lines are the ~68% band.
• A median path (default blue) running through the center of the cone.
• An info panel on the final historical bar that summarizes simulation count, forecast days, number of seasonal patterns learned, the current day-of-year, expected percentage return to the median, and the approximate 95% half-range in percent.
• Optional historical seasonal path drawn as dotted segments for the next 30 bars.
How to use it in trading
1) Position sizing and stop logic
The cone translates “volatility plus seasonality” into distances.
• Put stops outside the inner band if you want only ~16% odds of a stop-out due to noise before your thesis can play.
• Size positions so that a test of the inner band is survivable and a test of the outer band is rare but acceptable.
• If your target sits inside the 68% band at your horizon, the payoff is likely modest; outside the 68% but inside the 95% can justify “one-good-push” trades; beyond the 95% band is a low-probability flyer—consider scaling plans or optionality.
2) Entry timing with seasonal bias
When the median path slopes up from this calendar date and the cone is relatively narrow, a pullback toward the lower inner band can be a high-quality entry with a tight invalidation. If the median slopes down, fade rallies toward the upper band or step aside if it clashes with your system.
3) Target selection
Project your time horizon to N bars ahead, then pick targets around the median or the opposite inner band depending on your style. You can also anchor dynamic take-profits to the moving median as new bars arrive.
4) Scenario planning & “what-ifs”
Before events, glance at the cone: if the 95% band already spans a huge range, trade smaller, expect whips, and avoid placing stops at obvious band edges. If the cone is unusually tight, consider breakout tactics and be ready to add if volatility expands beyond the inner band with follow-through.
5) Options and vol tactics
• When the cone is tight : Prefer long gamma structures (debit spreads) only if you expect a regime shift; otherwise premium selling may dominate.
• When the cone is wide : Debit structures benefit from range; credit spreads need wider wings or smaller size. Align with your separate IV metrics.
Reading the probability cone like a pro
• Cone slope = seasonal drift. Upward slope means the calendar has historically favored positive drift from this date, downward slope the opposite.
• Cone width = regime volatility. A widening fan tells you that uncertainty grows fast; a narrow cone says the market typically stays contained.
• Mean vs. price gap . If spot trades well above the median path and the upper band, mean-reversion risk is high. If spot presses the lower inner band in an up-sloping cone, you are in the “buy fear” zone.
• Touches and pierces . Touching the inner band is common noise; piercing it with momentum signals potential regime change; the outer band should be rare and often brings snap-backs unless there is a structural catalyst.
Methodological notes (what the code actually does)
• Log returns are used for additivity and better statistical behavior: sim_ret is applied via exp(sim_ret) to evolve price.
• Seasonal arrays are updated online with EWMA (90/10) so the model keeps learning as each bar arrives.
• Leap years are handled; indexing still normalizes into a 365-slot map so the seasonal pattern remains stable.
• Gaussian engine (Daily mode) centers shocks on the seasonal bias with a conservative standard deviation.
• Bootstrap engine (Weekly mode) resamples from observed seasonal returns and adds a fraction of the bias, which captures skew and fat tails better.
• Volatility adjustment multiplies each daily shock by a factor derived from ATR(20)/price, clamped between 0.5 and 2.0 to avoid extreme cones.
• Performance guardrails : simulations are capped at 100 paths; the probability cone uses polylines (no heavy fills) and only draws on the last confirmed bar to keep charts responsive.
• Prerequisite data : at least ~30 seasonal entries are required before the model will draw a cone; otherwise it waits for more history.
Strengths and limitations
• Strengths :
– Probabilistic thinking replaces single-point guessing.
– Seasonality adds a small but meaningful directional bias that many markets exhibit.
– Volatility scaling adapts to the current regime so the cone stays realistic.
• Limitations :
– Seasonality can break around structural changes, policy shifts, or one-off events.
– The number of paths is performance-limited; percentile estimates are good for trading, not for academic precision.
– The model assumes tomorrow’s randomness resembles recent randomness; if regime shifts violently, the cone will lag until the EWMA adapts.
– Holidays and missing sessions can thin the seasonal sample for some assets; be cautious with very short histories.
Tuning guide
• Horizon : 10–20 bars for tactical trades; 30+ for swing planning when you care more about broad ranges than precise targets.
• Iterations : The default 100 is enough for stable 5/16/50/84/95 percentiles. If you crave smoother lines, shorten the horizon or run on higher timeframes.
• Daily vs. Weekly : Daily for equities and crypto where month-end and turn-of-month effects matter; Weekly for futures and FX where day-of-week behavior is strong.
• Volatility scaling : Keep it on. Turn off only when you intentionally want a “pure seasonality” cone unaffected by current turbulence.
Workflow examples
• Swing continuation : Cone slopes up, price pulls into the lower inner band, your system fires. Enter near the band, stop just outside the outer line for the next 3–5 bars, target near the median or the opposite inner band.
• Fade extremes : Cone is flat or down, price gaps to the upper outer band on news, then stalls. Favor mean-reversion toward the median, size small if volatility scaling is elevated.
• Event play : Before CPI or earnings on a proxy index, check cone width. If the inner band is already wide, cut size or prefer options structures that benefit from range.
Good habits
• Pair the cone with your entry engine (breakout, pullback, order flow). Let Monte Carlo do range math; let your system do signal quality.
• Do not anchor blindly to the median; recalc after each bar. When the cone’s slope flips or width jumps, the plan should adapt.
• Validate seasonality for your symbol and timeframe; not every market has strong calendar effects.
Summary
The Seasonality Monte Carlo Forecaster wraps institutional risk planning into a single overlay: a data-driven seasonal drift, realistic volatility scaling, and a probabilistic cone that answers “where could we be, with what odds?” within your trading horizon. Use it to place stops where randomness is less likely to take you out, to set targets aligned with realistic travel, and to size positions with confidence born from distributions rather than hunches. It will not predict the future, but it will keep your decisions anchored to probabilities—the language markets actually speak.
EMA Distance %# EMA Distance % - Daily Timeframe Analysis
## Overview
This indicator provides real-time analysis of price distance from key Exponential Moving Averages (EMA 10 and EMA 21) on the daily timeframe, regardless of your current chart timeframe. It displays both percentage and volatility-adjusted (ATR) distances in a clean, customizable table format.
## Key Features
- **Daily Timeframe Focus**: Always references daily EMA 10 and EMA 21 values, providing consistent analysis across all chart timeframes
- **Dual Distance Metrics**: Shows both percentage distance and ATR-normalized distance for comprehensive analysis
- **Customizable Table Position**: Position the data table anywhere on your chart (9 different locations available)
- **Color-Coded Results**: Green indicates price above EMA, red indicates price below EMA
- **Volatility Adjustment**: ATR distance provides context relative to the asset's typical price movements
## What It Shows
The indicator displays a table with the following information:
- **EMA Value**: Current daily EMA 10 and EMA 21 values
- **Distance %**: Percentage distance from each EMA (positive = above, negative = below)
- **ATR Distance**: How many Average True Range units the price is from each EMA
## Use Cases
- **Mean Reversion Trading**: Identify when price has moved significantly away from key EMAs
- **Trend Strength Analysis**: Gauge the strength of current trends relative to moving averages
- **Entry/Exit Timing**: Use ATR distances to identify potential reversal zones (typically 2-3+ ATR)
- **Multi-Timeframe Analysis**: View daily EMA relationships while analyzing shorter timeframes
- **Risk Management**: Understand volatility-adjusted distance for better position sizing
## Settings
- **Table Position**: Choose from 9 different table positions on your chart
- **ATR Period**: Customize the ATR calculation period (default: 14)
## Interpretation
- **Small distances (< 1% or < 1 ATR)**: Price near EMA support/resistance
- **Medium distances (1-3% or 1-2 ATR)**: Normal trending movement
- **Large distances (> 3% or > 2-3 ATR)**: Potential overextension, watch for mean reversion
Perfect for swing traders, position traders, and anyone using EMA-based strategies who wants quick access to daily timeframe EMA relationships without switching chart timeframes.
Key Indicators Dashboard (KID)Key Indicators Dashboard (KID) — Comprehensive Market & Trend Metrics
📌 Overview
The Key Indicators Dashboard (KID) is an advanced multi-metric market analysis tool designed to consolidate essential technical, volatility, and relative performance data into a single on-chart table. Instead of switching between multiple indicators, KID centralizes these key measures, making it easier to assess a stock’s technical health, volatility state, trend status, and relative strength at a glance.
🛠 Key Features
⦿ Average Daily Range (ADR %): Measures average daily price movement over a specified period. It is calculated by averaging the daily price range (high - low) over a set number of days (default 20 days).
⦿ Average True Range (ATR): Measures volatility by calculating the average of a true range over a specific period (default 14). It helps traders gauge the typical extent of price movement, regardless of the direction.
⦿ ATR%: Expresses the Average True Range as a percentage of the price, which allows traders to compare the volatility of stocks with different prices.
⦿ Relative Strength (RS): Compares a stock’s performance to a chosen benchmark index (default NIFTYMIDSML400) over a specific period (default 50 days).
⦿ RS Score (IBD-style): A normalized 1–100 rating inspired by Investor’s Business Daily methodology.
How it works: The RS Score is based on a weighted average of price changes over 3 months (40%), 6 months (20%), 9 months (20%), and 12 months (20%).
The raw value is converted into a percentage return, then normalized over the past 252 trading days so the lowest value maps to 1 and the highest to 100.
This produces a percentile-style score that highlights the strongest stocks in relative terms.
⦿ Relative Volume (RVol): Compares a stock's current volume to its average volume over a specific period (default 50). It is calculated by dividing the current volume by the average historical volume.
⦿ Average ₹ Volume (Turnover): Represents the total monetary value of shares traded for a stock. It's calculated by multiplying a day's closing price by its volume, with the final value converted to crores for clarity. This metric is a key indicator of a stock's liquidity and overall market interest.
⦿ Moving Average Extension: Measures how far a stock's current price has moved from from a selected moving average (EMA or SMA). This deviation is normalized by the stock's volatility (ATR%), with a default threshold of 6 ATR used to indicate that the stock is significantly extended and is marked with a selected shape (default Red Flag).
⦿ 52-Weeks High & Low: Measures a stock's current price in relation to its highest and lowest prices over the past year. It calculates the percentage a stock is below its 52-week high and above its 52-week low.
⦿ Market Capitalization: Market Cap represents the total value of all outstanding.
⦿ Free Float: It is the value of shares readily available for public trading, with the Free Float Percentage showing the proportion of shares available to the public.
⦿ Trend: Uses Supertrend indicator to identify the current trend of a stock's price. A factor (default 3) and an ATR period (default 10) is used to signal whether the trend is up or down.
⦿ Minervini Trend Template (MTT): It is a set of technical criteria designed to identify stocks in strong uptrends.
Price > 50-DMA > 150-DMA > 200-DMA
200-DMA is trending up for at least 1 month
Price is at least 30% above its 52-week low.
Price is within at least 25 percent of its 52-week high
Table highlights when a stock meets all above criteria.
⦿ Sector & Industry: Display stock's sector and industry, provides categorical classification to assist sector-based analysis. The sector is a broad economic classification, while the industry is a more specific group within that sector.
⦿ Moving Averages (MAs): Plot up to four customizable Moving Averages on a chart. You can independently set the type (Simple or Exponential), the source price, and the length for each MA to help visualize a stock's underlying trend.
MA1: Default 10-EMA
MA2: Default 20-EMA
MA3: Default 50-EMA
MA4: Default 200-EMA
⦿ Moving Average (MA) Crossover: It is a trend signal that occurs when a shorter-term moving average crosses a longer-term one. This script identifies these crossover events and plots a marker on the chart to visually signal a potential change in trend direction.
User-configurable MAs (short and long).
A bullish crossover occurs when the short MA crosses above the long MA.
A bearish crossover occurs when the short MA crosses below the long MA.
⦿ Inside Bar (IB): An Inside Bar is a candlestick whose entire price range is contained within the range of the previous bar. This script identifies this pattern, which often signals consolidation, and visually marks bullish and bearish inside bars on the chart with distinct colors and labels.
⦿ Tightness: Identifies periods of low volatility and price consolidation. It compares the price range over a short lookback period (default 3) to the average daily range (ADR). When the lookback range is smaller than the ADR, the indicator plots a marker on the chart to signal consolidation.
⦿ PowerBar (Purple Dot): Identifies candles with a strong price move on high volume. By default, it plots a purple dot when a stock moves up or down by at least 5% and has a minimum volume of 500,000. More dots indicate higher volatility and liquidity.
⦿ Squeezing Range (SQ): Identifies periods of low volatility, which can often precede a significant price move. It checks if the Bollinger Bands have narrowed to a range that is smaller than the Average True Range (ATR) for a set number of consecutive bars (default 3).
(UpperBB - LowerBB) < (ATR × 2)
⦿ Mark 52-Weeks High and Low: Marks and labels a stock's 52-Week High and Low prices directly on the chart. It draws two horizontal lines extending from the candles where the highest and lowest prices occurred over the past year, providing a clear visual reference for long-term price extremes.
⏳PineScreener Filters
The indicator’s alert conditions act as filters for PineScreener.
Price Filter: Minimum and maximum price cutoffs (default ₹25 - ₹10000).
Daily Price Change Filter: Minimum and maximum daily percent change (default -5% and 5%).
🔔 Built-in Alerts
Supports alert creation for:
ADR%, ATR/ATR %, RS, RS Rating, Turnover
Moving Average Crossover (Bullish/Bearish)
Minervini Trend Template
52-Week High/Low
Inside Bars (Bullish/Bearish)
Tightness
Squeezing Range (SQ)
⚙️ Customizable Visualization
Switchable between vertical or horizontal layout.
Works in dark/light mode
User-configurable to toggle any indicator ON or OFF.
User-configurable Moving (EMA/SMA), Period/Lengths and thresholds.
⦿ (Optional) : For horizontal table orientation increase Top Margin to 16% in Chart (Canvas) settings to avoid chart overlapping with table.
⚡ Add this script to your chart and start making smarter trade decisions today! 🚀
ADR/ATR Session by LK## **Features**
1. **Custom ADR & ATR Calculation**
* Calculates **Average Daily Range (ADR)** and **Average True Range (ATR)** separately for:
* **Session timeframe** (default H4 / 06:00–13:00)
* **Daily timeframe**
* Independent smoothing method selection (**SMA, EMA, RMA, WMA**) for H4 ADR, H4 ATR, Daily ADR, and Daily ATR.
2. **Percentage Metrics**
* % of ADR / ATR covered by the **current H4 bar**.
* ADR / ATR expressed as a percentage of the **current price**.
* % of ADR already reached for the **current day**.
* % of Daily ATR vs current day’s True Range.
3. **Dynamic Chart Lines**
* Draws **3 lines for H4**: Session Open, ADR High, ADR Low.
* Draws **3 lines for Daily**: Daily Open, ADR High, ADR Low.
* Lines **extend to the right** so they stay visible across the chart.
* Colors and widths are fully customizable.
4. **Real-Time Data Table**
* Compact table displaying all ADR/ATR values and percentages.
* Adjustable table font size (**tiny, small, normal, large, huge**).
* Transparent background option for minimal chart obstruction.
5. **Flexible Session Settings**
* Select session start and end time in hours/minutes.
* Choose session timezone (chart timezone or major financial centers).
* Toggle H4 lines, Daily lines separately.
6. **Lookahead Control**
* Option to wait for higher-timeframe candle close before updating values (more accurate, less repainting).
---
## **How to Use**
### **1. Adding the Indicator**
* Copy and paste the Pine Script into TradingView’s Pine Editor.
* Click **“Add to chart”**.
* Make sure your chart supports the higher timeframes you choose (e.g., H4 and Daily).
### **2. Setting Your Session**
* **Session Start Hour** & **End Hour** → Defines the intraday session to measure ADR/ATR (default: 06:00–13:00).
* **Session Timezone** → Pick “Chart” or a major financial center (e.g., New York, London, Tokyo).
### **3. Choosing Smoothing Methods**
* For each ADR/ATR (H4 and Daily), choose:
* SMA (Simple)
* EMA (Exponential)
* RMA (Wilder’s smoothing)
* WMA (Weighted)
### **4. Adjusting Chart Display**
* **Show H4 Lines** → Displays session open and ADR High/Low for the current H4 session.
* **Show Daily Lines** → Displays daily open and ADR High/Low.
* Customize line colors and widths.
### **5. Reading the Table**
* **H4 Section**
* ADR / ATR values for the selected session.
* % of ADR/ATR covered by the **current H4 bar**.
* ADR/ATR as % of the current price.
* **Daily Section**
* ADR / ATR for the daily timeframe.
* % of ADR already covered by today’s range.
* ADR/ATR as % of price.
### **6. Pro Tips**
* Use **H4 ADR %** to gauge intraday exhaustion — if current range is near 100%, market may slow or reverse.
* Use **Daily ADR %** for swing trade context — if a day has moved beyond its ADR, expect lower continuation probability.
* Combine with support/resistance to identify high-probability reversal zones.
Nifty50 Swing Trading Super Indicator# 🚀 Nifty50 Swing Trading Super Indicator - Complete Guide
**Created by:** Gaurav
**Date:** August 8, 2025
**Version:** 1.0 - Optimized for Indian Markets
---
## 📋 Table of Contents
1. (#quick-start-guide)
2. (#indicator-overview)
3. (#installation-instructions)
4. (#parameter-settings)
5. (#signal-interpretation)
6. (#trading-strategy)
7. (#risk-management)
8. (#optimization-tips)
9. (#troubleshooting)
---
## 🎯 Quick Start Guide
### What You Get
✅ **2 Complete Pine Script Indicators:**
- `swing_trading_super_indicator.pine` - Universal version for all markets
- `nifty_optimized_super_indicator.pine` - Specifically optimized for Nifty50 & Indian stocks
✅ **Key Features:**
- Multi-component signal confirmation system
- Optimized for daily and 3-hour timeframes
- Built-in risk management with dynamic stops and targets
- Real-time signal strength monitoring
- Gap analysis for Indian market characteristics
### Immediate Setup
1. Copy the Pine Script code from `nifty_optimized_super_indicator.pine`
2. Paste into TradingView Pine Editor
3. Add to chart on daily or 3-hour timeframe
4. Look for 🚀BUY and 🔻SELL signals
5. Use the information table for signal confirmation
---
## 🔍 Indicator Overview
### Core Components Integration
**🎯 Range Filter (35% Weight)**
- Primary trend identification using adaptive volatility filtering
- Optimized sampling period: 21 bars for Indian market volatility
- Enhanced range multiplier: 3.0 to handle market gaps
- Provides trend direction and strength measurement
**⚡ PMAX (30% Weight)**
- Volatility-adjusted trend confirmation using ATR-based calculations
- Dynamic multiplier adjustment based on market volatility
- 14-period ATR with 2.5 multiplier for swing trading sensitivity
- Offers trailing stop functionality
**🏗️ Support/Resistance (20% Weight)**
- Dynamic level identification using pivot point analysis
- Tighter channel width (3%) for precise Indian market levels
- Enhanced strength calculation with historical interaction weighting
- Provides entry/exit timing and breakout signals
**📊 EMA Alignment (15% Weight)**
- Multi-timeframe moving average confirmation
- Key EMAs: 9, 21, 50, 200 (popular in Indian markets)
- Hierarchical alignment scoring for trend strength
- Additional trend validation layer
### Advanced Features
**🌅 Gap Analysis**
- Automatic detection of significant price gaps (>2%)
- Gap strength measurement and impact on signals
- Specific optimization for Indian market overnight gaps
- Visual gap markers on chart
**⏰ Multi-Timeframe Integration**
- Higher timeframe bias from daily/weekly data
- Configurable daily bias weight (default 70%)
- 3-hour confirmation for precise entry timing
- Prevents counter-trend trades against major timeframe
**🛡️ Risk Management**
- Dynamic stop-loss calculation using multiple methods
- Automatic profit target identification
- Position sizing guidance based on signal strength
- Anti-whipsaw logic to prevent false signals
---
## 📥 Installation Instructions
### Step 1: Access TradingView
1. Open TradingView.com
2. Navigate to Pine Editor (bottom panel)
3. Create a new indicator
### Step 2: Copy the Code
**For Nifty50 & Indian Stocks (Recommended):**
```pinescript
// Copy entire content from nifty_optimized_super_indicator.pine
```
**For Universal Use:**
```pinescript
// Copy entire content from swing_trading_super_indicator.pine
```
### Step 3: Configure and Apply
1. Click "Add to Chart"
2. Select daily or 3-hour timeframe
3. Adjust parameters if needed (defaults are optimized)
4. Enable alerts for signal notifications
### Step 4: Verify Installation
- Check that all components are visible
- Confirm information table appears in top-right
- Test with known trending stocks for signal validation
---
## ⚙️ Parameter Settings
### 🎯 Range Filter Settings
```
Sampling Period: 21 (optimized for Indian market volatility)
Range Multiplier: 3.0 (handles overnight gaps effectively)
Source: Close (most reliable for swing trading)
```
### ⚡ PMAX Settings
```
ATR Length: 14 (standard for daily/3H timeframes)
ATR Multiplier: 2.5 (balanced for swing trading sensitivity)
Moving Average Type: EMA (responsive to price changes)
MA Length: 14 (matches ATR period for consistency)
```
### 🏗️ Support/Resistance Settings
```
Pivot Period: 8 (shorter for Indian market dynamics)
Channel Width: 3% (tighter for precise levels)
Minimum Strength: 3 (higher quality levels only)
Maximum Levels: 4 (focus on strongest levels)
Lookback Period: 150 (sufficient historical data)
```
### 🚀 Super Indicator Settings
```
Signal Sensitivity: 0.65 (balanced for swing trading)
Trend Strength Requirement: 0.75 (high quality signals)
Gap Threshold: 2.0% (significant gap detection)
Daily Bias Weight: 0.7 (strong higher timeframe influence)
```
### 🎨 Display Options
```
Show Range Filter: ✅ (trend visualization)
Show PMAX: ✅ (trailing stops)
Show S/R Levels: ✅ (key price levels)
Show Key EMAs: ✅ (trend confirmation)
Show Signals: ✅ (buy/sell alerts)
Show Trend Background: ✅ (visual trend state)
Show Gap Markers: ✅ (gap identification)
```
---
## 📊 Signal Interpretation
### 🚀 BUY Signals
**Requirements for BUY Signal:**
- Price above Range Filter with upward trend
- PMAX showing bullish direction (MA > PMAX line)
- Support/resistance breakout or favorable positioning
- EMA alignment supporting upward movement
- Higher timeframe bias confirmation
- Overall signal strength > 75%
**Signal Strength Indicators:**
- **90-100%:** Extremely strong - Maximum position size
- **80-89%:** Very strong - Large position size
- **75-79%:** Strong - Standard position size
- **65-74%:** Moderate - Reduced position size
- **<65%:** Weak - Wait for better opportunity
### 🔻 SELL Signals
**Requirements for SELL Signal:**
- Price below Range Filter with downward trend
- PMAX showing bearish direction (MA < PMAX line)
- Resistance breakdown or unfavorable positioning
- EMA alignment supporting downward movement
- Higher timeframe bias confirmation
- Overall signal strength > 75%
### ⚖️ NEUTRAL Signals
**Characteristics:**
- Conflicting signals between components
- Low overall signal strength (<65%)
- Range-bound market conditions
- Wait for clearer directional bias
### 📈 Information Table Guide
**Component Status:**
- **BULL/BEAR:** Current signal direction
- **Strength %:** Component contribution strength
- **Status:** Additional context (STRONG/WEAK/ACTIVE/etc.)
**Overall Signal:**
- **🚀 STRONG BUY:** All systems aligned bullish
- **🔻 STRONG SELL:** All systems aligned bearish
- **⚖️ NEUTRAL:** Mixed or weak signals
---
## 💼 Trading Strategy
### Daily Timeframe Strategy
**Setup:**
1. Apply indicator to daily chart of Nifty50 or Indian stocks
2. Wait for 🚀BUY or 🔻SELL signal with >75% strength
3. Confirm higher timeframe bias alignment
4. Check for significant support/resistance levels
**Entry:**
- Enter on signal bar close or next bar open
- Use 3-hour chart for precise entry timing
- Avoid entries during major news events
- Consider gap analysis for overnight positions
**Position Sizing:**
- **>90% Strength:** 3-4% of portfolio
- **80-89% Strength:** 2-3% of portfolio
- **75-79% Strength:** 1-2% of portfolio
- **<75% Strength:** Avoid or minimal size
### 3-Hour Timeframe Strategy
**Setup:**
1. Confirm daily timeframe bias first
2. Apply indicator to 3-hour chart
3. Look for signals aligned with daily trend
4. Use for entry/exit timing optimization
**Entry Refinement:**
- Wait for 3H signal confirmation
- Enter on pullbacks to key levels
- Use tighter stops for better risk/reward
- Monitor intraday support/resistance
### Risk Management Rules
**Stop Loss Placement:**
1. **Primary:** Use indicator's dynamic stop level
2. **Secondary:** Below/above nearest support/resistance
3. **Maximum:** 2-3% of portfolio per trade
4. **Trailing:** Move stops with PMAX line
**Profit Taking:**
1. **Target 1:** First resistance/support level (50% position)
2. **Target 2:** Second resistance/support level (30% position)
3. **Runner:** Trail remaining 20% with PMAX
**Position Management:**
- Review positions at daily close
- Adjust stops based on new signals
- Exit if trend changes to opposite direction
- Reduce size during high volatility periods
---
## 🎯 Optimization Tips
### For Nifty50 Trading
- Use daily timeframe for primary signals
- Monitor sector rotation impact
- Consider index futures for better liquidity
- Watch for RBI policy and global cues impact
### For Individual Stocks
- Verify stock follows Nifty correlation
- Check sector-specific news and events
- Ensure adequate liquidity for position size
- Monitor earnings calendar for volatility
### Market Condition Adaptations
**Trending Markets:**
- Increase position sizes for strong signals
- Use wider stops to avoid whipsaws
- Focus on trend continuation signals
- Reduce counter-trend trading
**Range-Bound Markets:**
- Reduce position sizes
- Use tighter stops and quicker profits
- Focus on support/resistance bounces
- Increase signal strength requirements
**High Volatility Periods:**
- Reduce overall exposure
- Use smaller position sizes
- Increase stop-loss distances
- Wait for clearer signals
### Performance Monitoring
- Track win rate and average profit/loss
- Monitor signal quality over time
- Adjust parameters based on market changes
- Keep trading journal for pattern recognition
---
## 🔧 Troubleshooting
### Common Issues
**Q: Signals appear too frequently**
A: Increase "Trend Strength Requirement" to 0.8-0.9
**Q: Missing obvious trends**
A: Decrease "Signal Sensitivity" to 0.5-0.6
**Q: Too many false signals**
A: Enable "3H Confirmation" and increase strength requirements
**Q: Indicator not loading**
A: Check Pine Script version compatibility (requires v5)
### Parameter Adjustments
**For More Sensitive Signals:**
- Decrease Signal Sensitivity to 0.5-0.6
- Decrease Trend Strength Requirement to 0.6-0.7
- Increase Range Filter multiplier to 3.5-4.0
**For More Conservative Signals:**
- Increase Signal Sensitivity to 0.7-0.8
- Increase Trend Strength Requirement to 0.8-0.9
- Enable all confirmation features
### Performance Issues
- Reduce lookback periods if chart loads slowly
- Disable some visual elements for better performance
- Use on liquid stocks/indices for best results
---
## 📞 Support & Updates
This super indicator combines the best of Range Filter, PMAX, and Support/Resistance analysis specifically optimized for Indian market swing trading. The multi-component approach significantly improves signal quality while the built-in risk management features help protect capital.
**Remember:** No indicator is 100% accurate. Always combine with proper risk management, market analysis, and your trading experience for best results.
**Happy Trading! 🚀**
cd_HTF_bias_CxOverview:
No matter our trading style or model, to increase our success rate, we must move in the direction of the trend and align with the Higher Time Frame (HTF). Trading "gurus" call this the HTF bias. While we small fish tend to swim in all directions, the smart way is to flow with the big wave and the current. This indicator is designed to help us anticipate that major wave.
________________________________________
Details and Usage:
This indicator observes HTF price action across preferably seven different pairs, following specific rules. It confirms potential directional moves using CISD levels on a Medium Time Frame (MTF). In short, it forecasts the likely direction (HTF bias). The user can then search for trade opportunities aligned with this bias on a Lower Time Frame (LTF), using their preferred pair, entry model, and style.
________________________________________
Timeframe Alignment:
The commonly accepted LTF/MTF/HTF combinations include:
• 1m – 15m – H4
• 3m – H1 – Daily / 3m – 30m – Daily
• 5m – H1 – Daily
• 15m – H4 – Weekly
• H1 – Daily – Monthly
• H4 – Weekly – Quarterly
Example: If you're trading with a 3m model on a 30m/3m setup, you should seek trades in the direction of the H1/Daily bias.
________________________________________
How It Works:
The indicator first looks for sweeps on the selected HTF — when any of the last four candles are swept, the first condition is met.
The second step is confirmation with a CISD close on the MTF — once a candle closes above/below the CISD level, the second condition is fulfilled. This suggests the price has made its directional decision.
Example: If a previous HTF candle is swept and we receive a bearish CISD confirmation on H1, the HTF bias becomes bearish.
After this, you may switch to a more granular setup like HTF: 30m and MTF: 3m to look for trade entries aligned with the bias (e.g., 30m sweep + 3m CISD).
________________________________________
How Is Bias Determined?
• HTF Sweep + MTF CISD = SC (Sweep & CISD)
• Latest Bullish SC → Bias: Bullish
• Latest Bearish SC → Bias: Bearish
• Price closes above the last Bearish SC → Bias: Strong Bullish
• Price closes below the last Bullish SC → Bias: Strong Bearish
• Strong Bullish bias + Bearish CISD (without HTF sweep) → Bias: Bullish
• Strong Bearish bias + Bullish CISD (without HTF sweep) → Bias: Bearish
• Bearish price violates SC high, but Bullish SC is untouched → Bias: Bullish
• Bullish price violates SC low, but Bearish SC is untouched → Bias: Bearish
• If neither side generates SC → Bias: No Bias
The logic is built on the idea that a price overcoming resistance is stronger, and encountering resistance is weaker. This model is based on the well-known “Daily Bias” structure, but with personal refinements.
________________________________________
What’s on the Screen?
• Classic HTF zones (boxes)
• Potential MTF CISD levels
• Confirmed MTF lines
• Sweep zones when HTF sweeps occur
• Result table showing current bias status
________________________________________
Usage:
• Select HTF and MTF timeframes aligned with your trading timeframe.
• Adjust color and position settings as needed.
• Enter up to seven pairs to track via the menu.
• Use the checkbox next to each pair to enable/disable them.
• If “Ignore these assets” is checked, all pairs will be disabled, and only the currently open chart pair will be tracked.
________________________________________
Alerts:
You can choose alerts for Bullish, Bearish, Strong Bullish, or Strong Bearish conditions.
There are two types of alert sources:
1. From the indicator’s internal list
2. From TradingView’s watchlist
Visual example:
________________________________________
How I Use It:
• For spot trades, I use HTF: Weekly and MTF: H4 and look for Bullish or Strong Bullish pairs.
• For scalping, I follow bias from HTF: Daily and MTF: H1.
Example: If the indicator shows a Bearish HTF Bias, I switch to HTF: 30m and MTF: 3m and enter trades once bearish conditions are met (timeframe alignment).
________________________________________
Important Notes:
• The indicator defines CISD levels only at HTF high and low levels.
• If your chart is on a higher timeframe than your selected HTF/MTF, no data will appear.
Example: If HTF = H1 and MTF = 5m, opening a chart on H4 will result in a blank screen.
• The drawn CISD level on screen is the MTF CISD level.
• Not every alert should be traded. Always confirm with personal experience and visual validation.
• Receiving multiple Strong Bullish/Bearish alerts is intentional. (Trick 😊)
• Please share your feedback and suggestions!
________________________________________
And Most Importantly:
Don't leave street animals without water and food!
Happy trading!
Previous VWAP Levels by Riotwolftrading The "Previous VWAP" indicator calculates and displays the previous session's Volume Weighted Average Price (VWAP) for five timeframes (Daily, Weekly, Monthly, Quarterly, Yearly).
Each VWAP is plotted as a horizontal line extending to the right edge of the chart, with customizable labels at the right to identify each level. The indicator is designed for traders who want to visualize key price levels from prior periods without cluttering the chart with current VWAPs or additional metrics like standard deviations.
**Functionality**:
- **Calculates Previous VWAPs**: Computes the VWAP for the previous session of each timeframe (Daily, Weekly, Monthly, Quarterly, Yearly) based on the input source (default: `hlc3`) and volume.
- **Visual Style** : Uses `line.new` to draw horizontal lines from five bars back to the current bar, ensuring the lines extend to the right edge of the chart. Labels are placed at the right edge using `label.new` for clear identification.
- **Customization** : Allows users to toggle visibility, adjust line styles, widths, colors, and label sizes, and choose between abbreviated or full label text.
- **Minimalist Design**: Focuses solely on previous VWAPs, omitting current VWAPs, rolling VWAPs, and standard deviation bands to keep the chart clean.
**Intended Use**: This indicator is useful for traders who rely on historical VWAP levels as support/resistance or reference points for trading decisions, particularly in strategies involving mean reversion or breakout trading.
---
### Rules and Features
*VWAP Calculation**:
- The VWAP is calculated as the cumulative sum of price (`src`) multiplied by volume (`sumSrcVol`) divided by the cumulative volume (`sumVol`) for each timeframe.
- The "previous VWAP" is the VWAP value from the prior session, captured when a new session begins (e.g., new day, week, month, etc.).
- The indicator uses the `hlc3` (average of high, low, close) as the default source, but users can modify this in the settings.
**Timeframes**:
- **Daily**: Previous day's VWAP.
- **Weekly**: Previous week's VWAP.
- **Monthly**: Previous month's VWAP.
- **Quarterly**: Previous quarter's VWAP (3 months).
- **Yearly**: Previous year's VWAP (12 months).
- New sessions are detected using `ta.change(time(period))` for each timeframe.
**Line Drawing**:
- Lines are drawn using `line.new` from `time ` (five bars back) to the current bar (`time`), ensuring they extend to the right edge of the chart.
- Lines are updated only on the last confirmed bar (`barstate.islast`) to optimize performance and avoid repainting.
- Previous lines are deleted (`line.delete`) to prevent overlapping or clutter.
**Labels**:
- Labels are drawn at the right edge (`x=time`, `xloc=xloc.bar_time`) with `label.new`.
- Users can choose between abbreviated labels (e.g., "pvD" for Previous Daily VWAP) or full labels (e.g., "Prev Daily VWAP").
- Label sizes are customizable (`tiny`, `small`, `normal`, `large`, `huge`).
- Labels are deleted (`label.delete`) on each update to maintain a clean chart.
5. **Customization Options**:
- **Visibility**: Toggle each VWAP (Daily, Weekly, Monthly, Quarterly, Yearly) on or off.
- **Colors**: Individual color settings for each VWAP line and label (default colors: Daily=#E12D7B, Weekly=#F67B52, Monthly=#EDCD3B, Quarterly=#3BBC54, Yearly=#2665BD).
- **Line Style**: Choose from `solid`, `dotted`, or `dashed` lines.
- **Line Width**: Adjustable from 1 to 4 pixels.
- **Label Settings**: Enable/disable labels, abbreviate text, and select label size.
- **Source**: Customize the price source (default: `hlc3`).
**Performance Optimization**:
- The indicator only updates lines and labels on the last confirmed bar to minimize computational overhead.
- Uses `var` to initialize variables and avoid unnecessary recalculations.
- Deletes previous lines and labels to prevent chart clutter.
---
### Usage Instructions
1. **Add to Chart**:
- In TradingView, go to the Pine Editor, paste the script, and click "Add to Chart."
- The indicator will overlay on the price chart, showing previous VWAP lines and labels.
2. **Configure Settings**:
- Open the indicator settings to customize:
- Toggle visibility of each VWAP timeframe.
- Adjust colors, line style, and width.
- Enable/disable labels, choose abbreviation, and set label size.
- Modify the source if needed (e.g., use `close` instead of `hlc3`).
3. **Interpretation**:
- **Previous VWAPs**: Act as dynamic support/resistance levels based on the prior session's volume-weighted price.
- **Timeframes**: Use shorter timeframes (Daily, Weekly) for intraday/swing trading, and longer timeframes (Monthly, Quarterly, Yearly) for positional trading.
- **Labels**: Identify each VWAP level at the right edge of the chart for quick reference.
4. **Best Practices**:
- Use on charts with sufficient volume data, as VWAP relies on volume (a warning is triggered if no volume data is available).
- Combine with other indicators (e.g., moving averages, RSI) for confirmation in trading strategies.
- Adjust line styles and colors to avoid visual overlap with other chart elements.
---
### Example Use Case
A trader using a 1-hour chart can add the "Previous VWAP" indicator to identify key levels from the prior day, week, or month. For example:
- The Previous Daily VWAP might act as a support level for a bullish trend.
- The Previous Weekly VWAP could serve as a target for a swing trade.
- Labels at the right edge make it easy to identify these levels without cluttering the chart.
This indicator provides a clean, customizable way to visualize previous VWAPs, making it ideal for traders who want historical price context with minimal chart noise. For the complete Pine Script code, refer to the artifact provided in the previous response.
ATR % Line from LoD/HoDATR % Line Trading Indicator - Entry Filter Tool
This Pine Script creates a sophisticated ATR (Average True Range) percentage-based entry filter indicator for TradingView that helps traders avoid buying overextended stocks and identify optimal entry zones based on volatility.
Core Functionality - Entry Discipline
The script calculates a maximum entry threshold by taking a percentage of the Average True Range (ATR) and projecting it from the current day's low. This creates a dynamic "no-buy zone" that adapts to market volatility, helping traders avoid purchasing stocks that have already moved too far from their daily base.
Key Calculation:
Measures the ATR over a specified period (default: 14 bars)
Takes a user-defined percentage of that ATR (default: 25%)
Projects this distance from the day's low to establish a maximum entry threshold
Entry Rule: Avoid buying when price exceeds this ATR% level from the daily low or high.
Visual Features
Entry Threshold Line:
Draws a horizontal line at the calculated maximum entry level
Line extends forward for clear visualization of the "no-buy zone"
Red zones above this line indicate overextended conditions
Fully customizable appearance with color, width, and style options
Smart Entry Alerts:
Optional labels show the ATR percentage threshold and exact price level
Visual confirmation when stocks are trading in acceptable entry zones vs. extended areas
Real-Time Monitoring Table:
Displays current distance from daily low as ATR percentage
Shows whether current price is in "safe entry zone" or "extended territory"
Customizable display options for clean chart analysis
Practical Applications for Entry Management
Avoiding Extended Entries:
Primary Use: Don't initiate long positions when price is more than X% ATR from the daily low
Prevents buying stocks that have already made their daily move
Reduces risk of buying at temporary tops within the trading session
Entry Zone Identification:
Price trading below the ATR% line = potential entry opportunity
Price trading above the ATR% line = wait for pullback or skip the trade
Combines volatility analysis with momentum discipline
Risk Management Benefits:
Improved Entry Timing: Enter closer to daily support levels
Better Risk/Reward: Shorter distance to stop loss (daily low)
Reduced Chasing: Systematic approach prevents FOMO-driven entries
Volatility Awareness: Higher volatility stocks get wider acceptable entry ranges
Configuration for Entry Filtering
Key Settings for Entry Management:
ATR Percentage: Set your maximum acceptable extension (15-30% common for day trading)
Reference Point: Use "Low" to measure extension from daily base
Line Style: Make highly visible to clearly see entry threshold
Alert Integration: Visual confirmation of entry-friendly zones
Typical Usage Scenarios:
Conservative Entries: 15-20% ATR from daily low
Moderate Extensions: 25-35% ATR for stronger momentum plays
Aggressive Setups: 40%+ ATR for breakout situations (use with caution)
Entry Strategy Integration
Pre-Market Planning:
Set ATR% threshold based on stock's typical volatility
Identify key levels where entries become unfavorable
Plan alternative entry strategies for extended stocks
Intraday Execution:
Monitor real-time ATR% extension from daily low
Avoid new long positions when threshold is exceeded
Wait for pullbacks to re-enter acceptable entry zones
This tool transforms volatility analysis into practical entry discipline, helping traders maintain consistent entry standards and avoid the costly mistake of chasing overextended stocks. By respecting ATR-based extension limits, traders can improve their entry timing and overall trade profitability.
ADR Plots + OverlayADR Plots + Overlay
This tool calculates and displays Average Daily Range (ADR) levels on your chart, giving traders a quick visual reference for expected daily price movement. It plots guide levels above and below the daily open and shows how much of the day's typical range has already been covered—all in one interactive table and on-chart overlay.
What It Does
ADR Calculation:
Uses daily high-low differences over a user-defined period (default 14 days), smoothed via RMA, SMA, EMA, or WMA to calculate the average daily range.
Projected Levels:
Plots four reference levels relative to the current day's open price:
+100% ADR: Open + ADR
+50% ADR: Open + 50% of ADR
−50% ADR: Open − 50% of ADR
−100% ADR: Open − ADR
Coverage %:
Tracks intraday high and low prices to calculate what percentage of the ADR has already been covered for the current session:
Coverage % = (High − Low) ÷ ADR × 100
Interactive Table:
Shows the ADR value and today's ADR coverage percentage in a customizable table overlay. The table position, colors, border, transparency, and an optional empty top row can all be adjusted via settings.
Customization Options
Table Settings:
Position the table (top/bottom × left/right).
Change background color, text color, border color and thickness.
Toggle an empty top row for spacing.
Line Settings:
Choose color, line style (solid/dotted/dashed), and width.
Lines automatically reposition each day based on that day's open price and ADR calculation.
General Inputs:
ADR length (number of days).
Smoothing method (RMA, SMA, EMA, WMA).
How to Use It for Trading
Measure Daily Movement: Instantly know the expected daily price range based on historical volatility.
Identify Overextension: Use the coverage % to see if the market has already moved close to or beyond its typical daily range.
Plan Entries & Exits: Align trade targets and stops with ADR levels for more objective intraday planning.
Visual Reference: Horizontal guide lines and table update automatically as new data comes in, helping traders stay informed without manual calculations.
Ideal For
Intraday traders tracking daily volatility limits.
Swing traders wanting a quick reference for expected price movement per day.
Anyone seeking a volatility-based framework for planning targets, stops, or identifying extended market conditions.
Clarix Smart FlipPurpose
This tool identifies high-probability intraday reversals by detecting when price flips through the daily open after strong early-session commitment.
How It Works
A valid flip occurs when:
The previous daily candle is bullish or bearish
The first hour today continues in the same direction
Then, the price flips back through the daily open with a minimum break threshold (user-defined)
This setup is designed to catch liquidity grabs or fakeouts near the daily open, where early buyers or sellers get trapped after showing commitment
Signal Logic
Buy Flip
Previous day bearish → first hour bearish → price flips above open
Sell Flip
Previous day bullish → first hour bullish → price flips below open
Features
Configurable flip threshold in percentage
Signals only activate after the first hour ends
Daily open line displayed on chart
Simple triangle markers with no visual clutter
Alerts ready to use for automation or notifications
Usage Tips
Use "Once Per Bar" alert mode to get notified immediately when the flip happens
Works best in active markets like FX, indices, or crypto
Adjust threshold based on asset volatility
Suggested stop loss: use the previous daily high for sell flips or the previous daily low for buy flips
Suggested take profit: secure at least 30 pips to aim for a 1:3 risk-to-reward ratio on average
Momentum 8% 4% 9MMomentum 8% 4% 9M is a simple yet effective visual indicator designed to highlight significant daily price moves and high volume activity on your stock charts.
Features:
Daily Price Move Highlights:
Background turns green when the daily price gain is equal to or greater than 8%, signaling strong bullish momentum.
Background turns red when the daily price drop is equal to or less than -4%, indicating notable bearish moves.
High Volume Marker:
Displays a small yellow upward triangle below the bar on days when the trading volume exceeds 9 million, helping you easily spot volume spikes.
This indicator provides clear visual cues directly on your price chart, making it easier to spot days of unusual market activity without cluttering your chart with excessive labels. It is ideal for traders looking to quickly identify big moves and volume surges for further analysis or trading decisions.
How it works:
The script calculates the daily percentage change from the previous close and compares it with predefined thresholds (8% up, 4% down). Volume is checked against the threshold of 9 million shares. Appropriate background colors and shape markers are then plotted accordingly.
Discord Levels (Label Toggle)This indicator is designed to streamline your multi-asset level tracking by displaying custom price levels directly on your chart for up to eight different stocks. It allows you to define key support, resistance, and moving average levels, enhancing your analysis across various instruments.
Key Features:
Multi-Stock Level Display: Track important levels for up to 8 distinct stock symbols simultaneously.
Customizable Level Inputs: Define all your desired price levels using a simple space-separated string for each stock.
Intelligent Color-Coding: Levels are automatically color-coded for quick identification based on the associated notes in your input string:
White Line: Standard price levels (e.g., 123.45).
Yellow Line: Levels designated as 200 Daily EMA (e.g., 18.70=daily 200 ema).
Blue Line: Levels designated as 50 Daily EMA (e.g., 18.70=daily 50 ema).
Gray Line: Levels designated as 34 Daily EMA (e.g., 18.70=daily 34 ema).
Green Line: Levels designated as 9 Daily EMA (e.g., 18.70=daily 9 ema).
Red Line: Critical or Cautionary levels (e.g., 9.00=cautionary).
Dynamic Label Positioning: Price labels are displayed next to the lines, dynamically positioned to the right of the current bar (30 bars offset) for optimal visibility across different timeframes.
Global Label Toggle: Easily enable or disable all price labels from the indicator's settings.
How to Use:
Input Stock Symbol: For each slot (Stock 1 to Stock 8) you wish to use, enter the exact TradingView symbol (e.g., AAPL, MSFT, TSLA).
Input Levels String: In the corresponding "Levels" input field, enter your desired price levels separated by spaces.
Basic Level: Just enter the number (e.g., 12.34).
Levels with Notes: Use the format PRICE=NOTE for specific annotations (e.g., 18.70=daily 200 ema, 9.00=cautionary).
Supported Notes for Automatic Coloring: daily 200 ema, daily 50 ema, daily 34 ema, daily 9 ema, cautionary, critical. (Case-insensitive)
Manage Slots: If you need to track more than 8 stocks, simply clear the symbol and levels for an old stock and use that slot for your new entry.
This indicator is a powerful tool for traders who rely on fixed price levels and moving averages across multiple securities, providing clear visual cues without cluttering your main chart analysis.
Stochastic Trend Signal with MTF FilterMulti-Timeframe Stochastic Trend Filter – Real Signals with Confirmation Candles
This script is a multi-timeframe Stochastic trend filter designed to help traders identify reliable BUY/SELL signals based on both momentum and higher-timeframe trend context.
It combines three key components:
Entry Signal Logic:
Entry is based on the Stochastic Oscillator (%K, 14,3), where overbought/oversold conditions are detected in the current chart's timeframe.
A green (bullish) candle following a red candle with %K below 20 can trigger a BUY signal.
A red (bearish) candle following a green candle with %K above 80 can trigger a SELL signal.
Trend Confirmation – Daily Filter:
The script uses Stochastic on the 1D (Daily) timeframe to determine whether short-term momentum aligns with a broader daily trend.
BUY signals are only allowed if the Daily %K is above 50.
SELL signals are only allowed if the Daily %K is below 50.
Long-Term Trend Filter – Weekly Stochastic:
A second filter uses Weekly %K:
BUY signals are suppressed if the Weekly trend is bearish (Weekly %K < 50) while Daily %K is bullish (> 50).
SELL signals are suppressed if the Weekly trend is bullish (Weekly %K > 50) while Daily %K is bearish (< 50).
🖼️ The chart background changes color to visually assist users:
Green background: bullish alignment on Daily and Weekly Stochastic.
Red background: bearish alignment.
Gray background: trend conflict (Daily and Weekly disagree).
✅ This script is ideal for swing traders or position traders who want to enter with confirmation while avoiding false signals during trend conflict zones.
🔔 Alerts are provided for BUY and SELL signals once all conditions are met.
How to use:
Apply on timeframe (4H recommended).
Add alerts for "BUY Alert" and "SELL Alert".
Use background color and plotted labels as entry filters.
Disclaimer: This is not financial advice. Always use proper risk management and test on demo accounts first.
Futures Support & Resistance LevelsMulti-Timeframe Support & Resistance Levels for Futures Trading
Description:
This indicator automatically identifies and displays key support and resistance levels using multiple technical analysis methods. Designed specifically for futures traders (ES, NQ, etc.), it provides a clean, organized view of important price levels.
Key Features:
Multiple Detection Methods: Combines pivot points, daily ranges, and psychological levels
Smart Ranking System: Levels are numbered by strength (1 = strongest)
Clean Visualization: Extended lines across the chart with clear price labels
Confluence Detection: Highlights areas where multiple levels converge
Customizable Display: Adjust colors, line styles, and label sizes
Level Types Identified:
Daily High/Low (current session)
Previous Daily High/Low
Pivot-based Support/Resistance
Psychological Round Numbers
Confluence Zones (multiple levels clustering)
Technical Approach:
The indicator uses a strength-scoring algorithm to rank levels by importance. Daily levels receive the highest weighting (2.0), followed by previous daily levels (1.5), pivot points (1.0), and psychological levels (0.5). This helps traders focus on the most significant levels.
Visual Elements:
Solid lines = Strong levels
Dashed lines = Medium levels
Dotted lines = Weak levels
Optional technical condition markers for educational analysis
Best Used For:
Identifying key intraday levels for futures trading
Finding high-probability reversal zones
Setting logical stop-loss and take-profit levels
Recognizing confluence areas for stronger setups
Note:
This is a technical analysis tool for educational purposes. No indicator can predict future price movements. Always use proper risk management and combine with other forms of analysis.
ds-Volume with Flags & Alerts v1.2ds-Volume with Flags & Alerts: User & Training Guide
1. Summary of Features
This indicator is a powerful, all-in-one tool designed to give you a deep and customizable view of market volume. By analyzing volume in multiple ways, it helps you spot unusual activity, confirm trends, and identify potential reversals.
How It Helps a Trader:
Spotting Institutional Activity: The core purpose of the Volume Flags (using either the Multiplier or Standard Deviation method) is to highlight bars with exceptionally high volume. These spikes often signal the entry or exit of large institutional players. A high-volume up-bar can confirm bullish conviction, while a high-volume down-bar can signal significant selling pressure.
Identifying Climactic Events: The HVE (Highest Volume Ever) and HV1 (Highest Volume - 1 Year) labels automatically pinpoint the most significant volume events on the chart. A "blow-off top" at the end of a long uptrend or a "capitulation" event at a market bottom is almost always accompanied by an HVE or HV1 bar. These are critical moments to watch for potential trend reversals.
Gauging Buying vs. Selling Pressure: The Up/Down Volume Ratio gives you a more nuanced view than volume alone. A ratio consistently above 1.2 suggests that buyers are more aggressive, while a ratio below 0.8 suggests sellers are in control. Watching this ratio can help you confirm the strength of a trend or spot divergences where price is rising but the ratio is falling (a potential warning sign).
Visual Confirmation & Customization: With options to color both the volume bars and the main price bars, you can get instant visual confirmation of these events without having to look away from the price action. The ability to toggle features on and off keeps your chart clean and focused on what matters most to you.
Actionable Alerts: The comprehensive alert system ensures you don't miss a key event. You can be notified of everything from a new all-time high volume bar to a subtle shift in the Up/Down Volume Ratio, allowing you to react to market changes in real-time.
2. User-Changeable Options
This indicator is highly customizable. Here is a breakdown of every setting available in the "Inputs" tab.
General Settings
MA Length: The lookback period for the simple moving average (the gray area plot) of the volume.
Volume Flags
Color Price Bars with Flags: If checked, the main price bars on your chart will be colored when a high or low volume flag condition is met.
Color Volume Bars with Flags: If checked, the volume bars in the indicator pane will be colored for flag conditions.
Flag Calculation Method: This is a crucial setting.
Multiplier (Default): Identifies high volume based on a simple multiple of the average volume (e.g., volume is 1.4x its average). It's simple and intuitive.
Standard Deviation: Identifies high volume based on how statistically unusual it is compared to its recent behavior. This method is more adaptive to changing market volatility.
Daily/Weekly Lookback (Multiplier): Sets the lookback period for calculating the average volume when using the "Multiplier" method.
Daily/Weekly High-Vol Multiplier: Sets the multiplier for a high volume event (e.g., 1.4).
STDEV Length (Daily/Weekly): Sets the lookback period for calculating the average and standard deviation when using the "Standard Deviation" method.
STDEV Threshold (Daily/Weekly): Sets the number of standard deviations above the average required to trigger a high volume flag (e.g., 2.0).
Daily/Weekly Low-Vol Multiplier: Sets the threshold for a low volume event (e.g., 0.5 means volume is less than 50% of its average). This is always based on the multiplier method.
Ratios & Stats
Up/Down Ratio Daily/Weekly Lookback: Sets the lookback period for calculating the sum of up volume and down volume for the ratio.
Ratio Calculation Method:
Close vs. Open: Defines an "up volume" bar as one where the close is higher than the open.
Close vs. Previous Close (Default): Defines an "up volume" bar as one where the close is higher than the previous bar's close. This is a common standard.
Up Ratio Arrow Threshold: If the U/D Ratio exceeds this value, a green "up" arrow will appear.
Show Up Ratio Arrow: Toggles the visibility of the green "up" arrow.
Down Ratio Arrow Threshold: If the U/D Ratio falls below this value, a red "down" arrow will appear.
Show Down Ratio Arrow: Toggles the visibility of the red "down" arrow.
MTF Candles [Fadi x MMT]MTF Candles
Overview
The MTF Candles indicator is a powerful tool designed for traders who want to visualize higher timeframe (HTF) candles directly on their current chart. Built with flexibility and precision in mind, this Pine Script indicator displays up to six higher timeframe candles, complete with customizable styling, sweeps, midpoints, fair value gaps (FVGs), volume imbalances, and trace lines. It’s perfect for multi-timeframe analysis, helping traders identify key levels, market structure, and potential trading opportunities with ease.
Key Features
- Multi-Timeframe Candles : Display up to six higher timeframe candles (e.g., 5m, 15m, 30m, 4H, 1D, 1W) on your chart, with configurable timeframes and visibility.
- Sweeps Detection : Identify liquidity sweeps (highs/lows) with customizable line styles, widths, and colors, plus optional alerts for confirmed bullish or bearish sweeps.
- Midpoint Lines : Plot the midpoint (average of high and low) of the previous HTF candle, with customizable color, width, and style for enhanced market analysis.
- Fair Value Gaps (FVGs) : Highlight gaps between non-adjacent candles, indicating potential areas of interest for price action.
- Volume Imbalances : Detect and display volume imbalances between adjacent candles, aiding in spotting significant price levels.
- Trace Lines : Connect HTF candle open, close, high, and low prices to their respective chart bars, with customizable styles and optional price labels.
- Custom Daily Open Times : Support for custom daily candle open times (Midnight, 8:30, or 9:30) to align with specific market sessions.
- Dynamic Labels : Show timeframe names, remaining time until the next HTF candle, and interval labels (e.g., day of the week for daily candles) with adjustable positions and sizes.
- Highly Customizable : Fine-tune candle appearance, spacing, padding, and visual elements to suit your trading style.
How It Works
The indicator renders HTF candles as boxes (bodies) and lines (wicks) on the right side of the chart, with each timeframe offset for clarity. It dynamically updates candles in real-time, tracks their highs and lows, and displays sweeps and midpoints when conditions are met. FVGs and volume imbalances are calculated based on candle relationships, and trace lines link HTF candle levels to their originating bars on the chart.
Sweep Logic
- A bearish sweep occurs when the current candle’s high exceeds the previous candle’s high, but the close is below it.
- A bullish sweep occurs when the current candle’s low falls below the previous candle’s low, but the close is above it.
- Sweeps are visualized as horizontal lines and can trigger alerts when confirmed on the next candle.
Midpoint Logic
- A midpoint line is drawn at the average of the previous HTF candle’s high and low, extending until the next HTF candle forms.
- Useful for identifying potential support/resistance or mean reversion levels.
Imbalance Detection
- FVGs : Identified when a candle’s low is above the next-but-one candle’s high (or vice versa), indicating a price gap.
- Volume Imbalances : Detected between adjacent candles where the body of one candle doesn’t overlap with the next, signaling potential liquidity zones.
Settings
Timeframe Settings
- HTF 1–6 : Enable/disable up to six higher timeframes (default: 5m, 15m, 30m, 4H, 1D, 1W) and set the maximum number of candles to display per timeframe (default: 4).
- Limit to Next HTFs : Restrict the number of active timeframes (1–6).
Styling
- Body, Border, Wick Colors : Customize bull and bear candle colors (default: light gray for bulls, dark gray for bears).
- Candle Width : Adjust the width of HTF candles (1–4).
- Padding and Spacing : Set the offset from the current price action and spacing between candles and timeframes.
Label Settings
- HTF Label : Show/hide timeframe labels (e.g., "15m", "4H") at the top/bottom of candle sets.
- Remaining Time : Display the countdown to the next HTF candle.
Interval Value: Show day of the week for daily candles or time for intraday candles.
- Label Position/Alignment : Choose to display labels at the top, bottom, or both, and align them with the highest/lowest candles or follow individual candle sets.
Imbalance Settings
- Fair Value Gap : Enable/disable FVGs with customizable color (default: semi-transparent gray).
- Volume Imbalance : Enable/disable volume imbalances with customizable color (default: semi-transparent red).
Trace Settings
- Trace Lines : Enable/disable lines connecting HTF candle levels to their chart bars, with customizable colors, styles (solid, dashed, dotted), and sizes.
- Price Labels : Show price levels for open, close, high, and low trace lines.
- Anchor : Choose whether trace lines anchor to the first or last enabled timeframe.
Sweep Settings
- Show Sweeps : Enable/disable sweep detection and visualization.
- Sweep Line : Customize color, width, and style (solid, dashed, dotted).
- Sweep Alert : Enable alerts for confirmed sweeps.
Midpoint Settings
- Show Midpoint : Enable/disable midpoint lines.
- Midpoint Line : Customize color (default: orange), width, and style (solid, dashed, dotted).
Custom Daily Open
Custom Daily Candle Open : Choose between Midnight, 8:30, or 9:30 (America/New_York) for daily candle opens.
Usage
- Add the indicator to your TradingView chart.
- Configure the desired higher timeframes (HTF 1–6) and enable/disable features via the settings panel.
- Adjust styling, labels, and spacing to match your chart preferences.
Use sweeps, midpoints, FVGs, and volume imbalances to identify key levels for trading decisions.
- Enable sweep alerts to receive notifications for confirmed liquidity sweeps.
Notes
Performance: The indicator is optimized for up to 500 boxes, lines, and labels, with a maximum of 5000 bars back. Can be slow at a time
Time Zone: Custom daily opens use the America/New_York time zone for consistency with major financial markets.
Compatibility: Ensure selected HTFs are valid (higher than the chart’s timeframe and divisible by it for intraday periods).
ATRWhat the Indicator Shows:
A compact table with four cells is displayed in the bottom-left corner of the chart:
| ATR | % | Level | Lvl+ATR |
Explanation of the Columns:
ATR — The averaged daily range (volatility) calculated with filtering of abnormal bars (extremely large or small daily candles are ignored).
% — The percentage of the daily ATR that the price has already covered today (the difference between the daily Open and Close relative to ATR).
Level — A custom user-defined level set through the indicator settings.
Lvl+ATR — The sum of the daily ATR and the user-defined level. This can be used, for example, as a target or stop-loss reference.
Color Highlighting of the "%" Cell:
The background color of the "%" ATR cell changes depending on the value:
✅ If the value is less than 10% — the cell is green (market is calm, small movement).
➖ If the value is between 10% and 50% — no highlighting (average movement, no signal).
🟡 If the value is between 50% and 70% — the cell is yellow (movement is increasing, be alert).
🔴 If the value is above 70% — the cell is red (the market is actively moving, high volatility).
Key Features:
✔ All ATR calculations and percentage progress are performed strictly based on daily data, regardless of the chart's current timeframe.
✔ The indicator is ideal for intraday traders who want to monitor daily volatility levels.
✔ The table always displays up-to-date information for quick decision-making.
✔ Filtering of abnormal bars makes ATR more stable and objective.
What is Adaptive ATR in this Indicator:
Instead of the classic ATR, which simply averages the true range, this indicator uses a custom algorithm:
✅ It analyzes daily bars over the past 100 days.
✅ Calculates the range High - Low for each bar.
✅ If the bar's range deviates too much from the average (more than 1.8 times higher or lower), the bar is considered abnormal and ignored.
✅ Only "normal" bars are included in the calculation.
✅ The average range of these normal bars is the adaptive ATR.
Detailed Algorithm of the getAdaptiveATR() Function:
The function takes the number of bars to include in the calculation (for example, 5):
The average of the last 5 normal bars is calculated.
pinescript
Копировать
Редактировать
adaptiveATR = getAdaptiveATR(5)
Step-by-Step Process:
An empty array ranges is created to store the ranges.
Daily bars with indices from 1 to 100 are iterated over.
For each bar:
🔹 The daily High and Low with the required offset are loaded via request.security().
🔹 The range High - Low is calculated.
🔹 The temporary average range of the current array is calculated.
🔹 The bar is checked for abnormality (too large or too small).
🔹 If the bar is normal or it's the first bar — its range is added to the array.
Once the array accumulates the required number of bars (count), their average is calculated — this is the adaptive ATR.
If it's not possible to accumulate the required number of bars — na is returned.
Что показывает индикатор:
На графике внизу слева отображается компактная таблица из четырех ячеек:
ATR % Уровень Ур+ATR
Пояснения к столбцам:
ATR — усреднённый дневной диапазон (волатильность), рассчитанный с фильтрацией аномальных баров (слишком большие или маленькие дневные свечи игнорируются).
% — процент дневного ATR, который уже "прошла" цена на текущий день (разница между открытием и закрытием относительно ATR).
Уровень — пользовательский уровень, который задаётся вручную через настройки индикатора.
Ур+ATR — сумма уровня и дневного ATR. Может использоваться, например, как ориентир для целей или стопов.
Цветовая подсветка ячейки "%":
Цвет фона ячейки с процентом ATR меняется в зависимости от значения:
✅ Если значение меньше 10% — ячейка зелёная (рынок пока спокоен, маленькое движение).
➖ Если значение от 10% до 50% — фон не подсвечивается (среднее движение, нет сигнала).
🟡 Если значение от 50% до 70% — ячейка жёлтая (движение усиливается, повышенное внимание).
🔴 Если значение выше 70% — ячейка красная (рынок активно движется, высокая волатильность).
Особенности работы:
✔ Все расчёты ATR и процентного прохождения производятся исключительно по дневным данным, независимо от текущего таймфрейма графика.
✔ Индикатор подходит для трейдеров, которые торгуют внутри дня, но хотят ориентироваться на дневные уровни волатильности.
✔ В таблице всегда отображается актуальная информация для принятия быстрых торговых решений.
✔ Фильтрация аномальных баров делает ATR более устойчивым и объективным.
Что такое адаптивный ATR в этом индикаторе
Вместо классического ATR, который просто усредняет истинный диапазон, здесь используется собственный алгоритм:
✅ Он берет дневные бары за последние 100 дней.
✅ Для каждого из них рассчитывает диапазон High - Low.
✅ Если диапазон бара слишком сильно отличается от среднего (более чем в 1.8 раза больше или меньше), бар считается аномальным и игнорируется.
✅ Только нормальные бары попадают в расчёт.
✅ В итоге считается среднее из диапазонов этих нормальных баров — это и есть адаптивный ATR.
Подробный алгоритм функции getAdaptiveATR()
Функция принимает количество баров для расчёта (например, 5):
Считается 5 последних нормальных баров
pinescript
Копировать
Редактировать
adaptiveATR = getAdaptiveATR(5)
Пошагово:
Создаётся пустой массив ranges для хранения диапазонов.
Перебираются дневные бары с индексами от 1 до 100.
Для каждого бара:
🔹 Через request.security() подгружаются дневные High и Low с нужным смещением.
🔹 Считается диапазон High - Low.
🔹 Считается временное среднее диапазона по текущему массиву.
🔹 Проверяется, не является ли бар аномальным (слишком большой или маленький).
🔹 Если бар нормальный или это самый первый бар — его диапазон добавляется в массив.
Как только массив набирает заданное количество баров (count), берётся их среднее значение — это и есть адаптивный ATR.
Если не удалось набрать нужное количество баров — возвращается na.
TrendBoxThis indicator is called "TrendBox," designed to help traders analyze daily price ranges using several technical indicators. Below is a breakdown of its functionality, purpose, and key components:
Purpose
The script overlays indicators on a chart to assess whether the price is above or below key levels and moving in a trend.
VIX-based expected range (index fund targeted)
- This helps calculate the expected dealers range based on VIX implications. You can expect to see ranges be bought on and sold on. Moving outside this range creates heightened volatility and most of the time a gamma squeeze follows.
VWAP (Volume Weighted Average Price)
- This allows you to understand the mid point or average pricing of the daily session. If you're paying a premium or getting a discount on the daily session.
Daily Market Open
- Identifying the market open price is a key level on a daily session and allows you to identify some level of intraday trend.
Daily 4-period VWMA
- This is a crucial role of our indicator and showing short term time frame bias. Seeing price move over the top of our daily 4 level establishes a short term trend and can be used as a distribution guide, closing positions when we see longer time frame candles close under it. Vice versa for shorting.
It also displays a status box (optional) summarizing whether the price is above or below these levels, helping traders quickly evaluate market conditions.
Intraday & Annual CAPM AlphaIntraday & Annual CAPM Alpha
This TradingView™ Pine v6 indicator computes and plots a stock’s CAPM α (alpha) on both intraday and daily/annualized timeframes, allowing you to monitor relative performance against a chosen benchmark (e.g. SPX, NDX).
⸻
Key Outputs
1. Intraday α per Bar (blue line)
• Calculates α from a rolling-window linear regression of the last N bars’ returns (default 60).
• Expressed as “extra return per bar” vs. the benchmark.
2. Intraday α Daily-Equivalent (stepped blue line)
• Scales the per-bar α to a full trading day (390 minutes), showing “if this pace held all day, outperformance (%)”.
3. Annualized α (yellow line)
• Performs the same CAPM regression on daily returns over a D-day lookback (default 252), then annualizes α by multiplying by 252.
• Indicates longer-term relative strength/weakness vs. the benchmark.
⸻
Inputs
• Benchmark Symbol: Choose any index or ETF (e.g. “SPX”, “NDX”).
• Intraday Lookback Bars: Number of bars for intraday α regression (default 60).
• Daily Lookback Days: Number of trading days for daily CAPM regression (default 252).
• Use Log Returns?: Toggle between arithmetic vs. log returns.
⸻
How to Use
• Short-Term Signals:
• Watch the blue α/bar line on 1–15 min charts. A cross from negative to positive suggests intraday outperformance; a reversal warns of weakening momentum.
• The blue daily-equivalent α gives a smoother view—e.g. > +1% signals strong intraday bias, < –1% signals underperformance.
• Long-Term Trends:
• On daily charts, focus on the yellow annualized α. A sustained positive α implies this stock has historically beaten the benchmark; sustained negative α implies the opposite.
• Combining Timeframes:
• Use intraday α for timing entries/exits within the session, and annualized α to confirm whether you want a bullish or bearish bias over days to weeks.
⸻
Install & Configure
1. Copy the Pine v6 script into the TradingView Pine Editor.
2. Set your favorite benchmark, lookback periods, and returns type.
3. Add to your chart to start visualizing real-time CAPM α signals!
Feel free to adjust the lookback windows and threshold levels to suit your trading style.
Failed 2U/2D + 50% Retrace Scanner📈 Multi-Ticker Failed 2U/2D Scanner with Daily Retrace & Market Breadth Table
This TradingView indicator is a multi-symbol price action scanner designed to catch high-probability reversal signals using The Strat’s failed 2U/2D patterns and daily 50% retrace logic, while also displaying market breadth metrics ( USI:TICK and USI:ADD ) for context.
Monitored Symbols:
SPY, SPX, QQQ, IWM, NVDA, AMD, AAPL, META, MSTR
🔍 Detection Logic
1. Failed 2U / Failed 2D Setups
Failed 2U: Price breaks above the previous candle’s high but closes back below the open → Bearish reversal
Failed 2D: Price breaks below the previous candle’s low but closes back above the open → Bullish reversal
Timeframes Monitored:
🕐 1-Hour (1H)
⏰ 4-Hour (4H)
2. Daily 50% Candle Retrace
Checks if price has retraced 50% or more of the previous day’s candle body
Highlights potential trend exhaustion or reversal confluence
3. Market Breadth Metrics (Display Only)
USI:TICK : Measures real-time NYSE up vs. down ticks
USI:ADD : Advance-Decline Line (net advancing stocks)
Not used in signal logic — just displayed in the table for overall market context
🖼️ Visual Elements
✅ Chart Markers
🔺 Red/Green Arrows for 1H Failed 2U/2D
🟨 Yellow Squares for 4H Failed 2U/2D
Visual markers are plotted directly on the relevant candles
📊 Signal Table
Lists all 9 tickers in rows
Columns for:
1H Signal
4H Signal
Daily 50% Retrace
USI:TICK Value
USI:ADD Value
Color-Coded Cells:
🔴 Red = Failed 2U
🟢 Green = Failed 2D
⚠️ Highlight if 50% Daily Retrace condition is true
🟦 Neutral-colored cells for TICK/ADD numeric display
🔔 Alerts
Hardcoded alerts fire when:
A 1H or 4H Failed 2U/2D is detected
The Daily 50% retrace condition is met
Each alert is labeled clearly by symbol and timeframe:
"META 4H Failed 2D"
"AAPL Daily 50% Retrace"
🎯 Use Case
Built for:
Reversal traders using The Strat
Swing or intraday traders watching hourly setups
Traders wanting quick visual context on market breadth without relying on it for confirmation
Monitoring multiple tickers in one clean view
This is scan 2
Add scan 1 for spx, spy, iwm, qqq, aapl
This indicator is not financial advice. Use the alerts to check out chart and when tickers trigger.
ATR Screener with Labels and ShapesWeekly Daily ATR Pine Scanner
To find out tightness or contraction in a stock we needs to check if volatality is decreasing as well as compared to previous 14 or 10 bars volatility . we check this for weekly and then for Daily , so that we can enter in a stock which is tightest in recent times.
Condition is :
1. Weekly Candle ATR x 0.8 < 10 Week ATR
2. Daily Candle ATR x 0.6 < 14 Day ATR
When both of the conditions are met then they signifies that the stock has tightened in weekly and daily aswell . so now we can find ways to enter during max squeeze.
How to scan in Pine Scanner ?
FIrst add indicator as favourite and Go to pine scanner page in trading view and then scan your watchlist and there you will see 3 columns 1 with only Weekly conditions met , 2 with only Daily and 3rd with Both conditions met .
Select stocks and move to new watchlist and now you have those stocks which has contracted the most in recent times .
