Krist1aqq - Premium Signal SystemTo get the indicator, write to Telegram: @ASTRO_rou
This indicator gives signals to long or short, and also has custom notifications in telegram via a webhook, you will know the information at the entrance, when taking takes, as well as when closing a position. The indicator is suitable for a 15min - 4h timeframe.
Statistics
Krist1aqq | 15-45min+To get the indicator, write to Telegram: @ASTRO_rou
This indicator gives signals to long or short, and also has custom notifications in telegram via a webhook, you will know the information at the entrance, when taking takes, as well as when closing a position. The indicator is suitable for a 15min - 4h timeframe.
Session Statistics This Pine Script indicator, "Session Statistics," is a comprehensive volatility analysis tool designed for intraday and daily trading on TradingView. Here's what it does:
It continuously tracks each session's opening price, highest point, and lowest point throughout the trading day
Historical Data Storage: As each trading session completes, the script saves that session's high and low values into arrays. It maintains a rolling database of completed sessions, allowing it to analyze the last N sessions (user-defined, default 20)
Statistics Table
A comprehensive table displays in the top-right corner showing:
Sessions analyzed (e.g., "200 of 269")
Standard deviation (absolute points and percentage)
Variance (absolute and percentage)
Average range (absolute and percentage)
Current session's range in progress (highlighted in yellow)
Practical Trading Applications
Expected Move Calculations: The standard deviation levels help traders set realistic profit targets and stop losses based on how far price typically moves in a session.
Volatility Context: By comparing today's current range to the average range, traders can identify whether the market is experiencing normal, low, or high volatility.
Mean Reversion Trading: When price reaches ±2σ or ±3σ levels, it indicates an unusually large move that may reverse back toward the mean.
Breakout Identification: If price breaks through the standard deviation bands, it signals potentially significant directional moves beyond normal range expectations.
OU Mean-Reversion Bands This indicator applies the Ornstein-Uhlenbeck (OU) mean-reversion model to price or spread data and automatically visualizes the dynamic equilibrium (μ) and its deviation bands.
It estimates the OU parameters (φ, μ, σₛₜₐₜ) directly from price history, generating adaptive statistical bands that represent overbought and oversold zones.
Central Limit Theorem Reversion IndicatorDear TV community, let me introduce you to the first-ever Central Limit Theorem indicator on TradingView.
The Central Limit Theorem is used in statistics and it can be quite useful in quant trading and understanding market behaviors.
In short, the CLT states: "When you take repeated samples from any population and calculate their averages, those averages will form a normal (bell curve) distribution—no matter what the original data looks like."
In this CLT indicator, I use statistical theory to identify high-probability mean reversion opportunities in the markets. It calculates statistical confidence bands and z-scores to identify when price movements deviate significantly from their expected distribution, signaling potential reversion opportunities with quantifiable probability levels.
Mathematical Foundation
The Central Limit Theorem (CLT) says that when you average many data points together, those averages will form a predictable bell-curve pattern, even if the original data is completely random and unpredictable (which often is in the markets). This works no matter what you're measuring, and it gets more reliable as you use more data points.
Why using it for trading?
Individual price movements seem random and chaotic, but when we look at the average of many price movements, we can actually predict how they should behave statistically. This lets us spot when prices have moved "too far" from what's normal—and those extreme moves tend to snap back (mean reversion).
Key Formula:
Z = (X̄ - μ) / (σ / √n)
Where:
- X̄ = Sample mean (average return over n periods)
- μ = Population mean (long-term expected return)
- σ = Population standard deviation (volatility)
- n = Sample size
- σ/√n = Standard error of the mean
How I Apply CLT
Step 1: Calculate Returns
Measures how much price changed from one bar to the next (using logarithms for better statistical properties)
Step 2: Average Recent Returns
Takes the average of the last n returns (e.g., last 100 bars). This is your "sample mean."
Step 3: Find What's "Normal"
Looks at historical data to determine: a) What the typical average return should be (the long-term mean) and b) How volatile the market usually is (standard deviation)
Step 4: Calculate Standard Error
Determines how much sample averages naturally vary. Larger samples = smaller expected variation.
Step 5: Calculate Z-Score
Measures how unusual the current situation is.
Step 6: Draw Confidence Bands
Converts these statistical boundaries into actual price levels on your chart, showing where price is statistically expected to stay 95% and 99% of the time.
Interpretation & Usage
The Z-Score:
The z-score tells you how statistically unusual the current price deviation is:
|Z| < 1.0 → Normal behavior, no action
|Z| = 1.0 to 1.96 → Moderate deviation, watch closely
|Z| = 1.96 to 2.58 → Significant deviation (95%+), consider entry
|Z| > 2.58 → Extreme deviation (99%+), high probability setup
The Confidence Bands
- Upper Red Bands: 95% and 99% overbought zones → Expect mean reversion downward as the price is not likely to cross these lines.
- Center Gray Line: Statistical expectation (fair value)
- Lower Blue Bands: 95% and 99% oversold zones → Expect mean reversion upward
Trading Logic:
- When price exceeds the upper 95% band (z-score > +1.96), there's only a 5% probability this is random noise → Strong sell/short signal
- When price falls below the lower 95% band (z-score < -1.96), there's a 95% statistical expectation of upward reversion → Strong buy/long signal
Background Gradient
The background color provides real-time visual feedback:
- Blue shades: Oversold conditions, expect upward reversion
- Red shades: Overbought conditions, expect downward reversion
- Intensity: Darker colors indicate stronger statistical significance
Trading Strategy Examples
Hypothetically, this is how the indicator could be used:
- Long: Z-score < -1.96 (below 95% confidence band)
- Short: Z-score > +1.96 (above 95% confidence band)
- Take profit when price returns to center line (Z ≈ 0)
Input Parameters
Sample Size (n) - Default: 100
Lookback Period (m) - Default: 100
You can also create alerts based on the indicator.
Final notes:
- The indicator uses logarithmic returns for better statistical properties
- Converts statistical bands back to price space for practical use
- Adaptive volatility: Bands automatically widen in high volatility, narrow in low volatility
- No repainting: yay! All calculations use historical data only
Feedback is more than welcome!
Henri
Market Breadth & Forward ReturnsThis indicator shows how future index performance has historically behaved after different levels of market breadth. The heatmap reveals which breadth zones have tended to precede better or worse forward returns. This is strictly a statistical conditional-expectation map, not a set of signals.
Scope
This is not meant for any arbitrary asset.
It is meant for broad indices only (S&P 500, Nasdaq 100, Dow, Russell, major sector families).
The breadth data is derived from index-level market universes.
Do not apply this on single stocks, crypto or FX. The method only makes sense with large diversified universes.
Core method
Daily breadth is normalized 0 to 100.
For each bar, six forward horizons are evaluated on the index: performance after X days.
Each observation is placed into a breadth bin.
Each bin/horizon pair has mean, variance and count computed.
Each bin/horizon mean is t-tested against zero.
Benjamini-Hochberg False Discovery Rate weighting allocates weight only to horizons where evidence exists.
Weighted horizon means are aggregated and annualized (252 trading days).
The map displays annualized conditional forward returns per breadth bin.
Why this is robust
Non-repainting. Breadth is in the past, returns are strictly future, lookahead_off.
Multiple horizons avoid single-window biases.
Variance, t-tests and FDR correction drastically reduce false positives.
Bins with poor sample size are visually suppressed to avoid over-interpretation.
How to use
Daily timeframe only.
Select the correct index family (S&P 500, Nasdaq 100, Russell…).
Bin size 5 to 10 points is a realistic range.
Min occurrences per bin ≥ 5 recommended.
FDR alpha 0.05 to 0.10 is a good working envelope.
Interpret as conditional expectations, not a forecast guarantee.
Notes
Do not use on random assets.
Do not extrapolate outside the chosen index family.
Always keep symbol and timeframe visible when publishing.
Indicator by Julien Eche
Seasonal Performance Analyzer | AlphaNatt📊 Seasonal Performance Analyzer | AlphaNatt
📈 Overview
Unlock the power of seasonality with this advanced visualization tool that reveals hidden patterns in market behavior. The Seasonal Performance Analyzer overlays multiple years of historical data for any selected month, allowing traders to identify recurring seasonal trends, anomalies, and potential trading opportunities.
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✨ Key Features
🎯 Month-by-Month Analysis
- Isolate and analyze any single month across multiple years
- Compare up to 20 years of historical performance
- Instantly visualize seasonal patterns and trends
📊 Advanced Visualization
- Beautiful gradient coloring from oldest (light blue) to newest (dark blue) years
- Clean axis system with labeled days and months
- Professional grid layout for easy value reading
- Optional average line showing mean performance across all years
🔧 Flexible Display Options
- Normalize to 100: Start each year at a base value of 100 for easy percentage comparison
- Raw Price Mode: View actual price movements without normalization
- Customizable Colors: Adjust gradient colors and transparency to your preference
- Toggle Features: Show/hide year labels, average line, and day labels
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⚙️ Input Parameters
📅 Time Settings
- Select Month: Choose any month (1-12) for analysis
- Years to Display: Show 1-20 years of historical data
- Include Current Year: Option to include incomplete current year data
🎨 Visual Settings
- Line Transparency: Adjust the opacity of year lines (0-100)
- Gradient Colors: Customize oldest and newest year colors
- Average Line: Color and width customization
- Legend Display: Toggle year labels on/off
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💡 Use Cases
1. Seasonal Trading Strategies
Identify months with consistent directional bias for seasonal entry/exit timing
2. Risk Management
Spot historically volatile periods and adjust position sizes accordingly
3. Pattern Recognition
Discover recurring intra-month patterns like "first week strength" or "mid-month reversals"
4. Comparative Analysis
Compare current month's performance against historical averages to gauge relative strength
5. Anomaly Detection
Quickly identify years that deviated significantly from typical seasonal patterns
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📖 How to Use
Step 1: Add the indicator to your chart
Step 2: Select the month you want to analyze (default: November)
Step 3: Choose how many years of history to display
Step 4: Toggle normalization based on your analysis needs
Step 5: Look for patterns:
• Consistent trends across multiple years
• Divergences from the average line
• Specific days with recurring movements
• Years that broke the seasonal pattern
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🎯 Pro Tips
✅ For Swing Traders: Focus on months showing consistent multi-day trends
✅ For Day Traders: Identify specific days within a month that show repetitive behavior
✅ For Investors: Use normalized view to compare percentage gains across years
✅ For Risk Analysis: The wider the spread between years, the less reliable the seasonal pattern
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📊 Example Insights
This indicator can reveal powerful insights such as:
- "November typically shows strength in the first two weeks"
- "Years above the average line tend to continue outperforming"
- "Day 15-20 historically shows consolidation patterns"
- "Election years show different patterns than non-election years"
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⚠️ Important Notes
- Past performance does not guarantee future results
- Seasonality is one factor among many - combine with other analysis methods
- Major events can override seasonal patterns
- Works best on assets with long price history
- More years of data generally provides more reliable patterns
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🏆 Perfect For:
- Seasonal traders
- Swing traders looking for optimal entry months
- Analysts studying market cycles
- Anyone interested in historical market patterns
- Risk managers assessing seasonal volatility
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Created by AlphaNatt - Empowering traders with advanced seasonal analysis
Version: 1.0
Pine Script: v6
License: Mozilla Public License 2.0
sensex 9-18-50 + VWAP (VWAP-close confirmation)Description:
This script plots EMA 9, 18, and 50 along with VWAP to identify directional bias in Sensex. A buy or sell signal is generated only when all three EMAs align in sequence and a confirmed 7-minute candle closes above or below the VWAP, helping filter trades with institutional bias confirmation.
The Machine – Smart Zones PRO 🧠 The Machine – Smart Zones PRO (Stable Final)
By Abdou // “By order of the chaos, I present THE MACHINE.”
🚀 Overview
The Machine – Smart Zones PRO is an advanced price structure and confluence detection engine designed to reveal where institutional traders accumulate, manipulate, and distribute.
It automatically maps adaptive supply/demand zones, detects multi-timeframe trend alignment, and generates weighted probability signals for precision trade confirmation.
Built for traders who move with logic — not luck.
⚙️ Core Features
✅ Smart Zone Engine
Dynamic zone generation using pivot logic and ATR-based padding.
Auto-cleans inactive zones to keep your chart efficient.
Real-time updating and fully adjustable extension range.
✅ Multi-Timeframe Trend Confirmation
Aligns trend signals from any higher timeframe (default 4H).
Perfect for structure traders who rely on HTF bias validation.
✅ Weighted Probability Model
Signal scoring combines:
• Trend strength
• HTF alignment
• Volume confirmation
• Zone proximity
Generates confidence scores (0–100%) and visual “potential next move” predictions.
✅ Confluence Detection System
Highlights when signals align with nearby smart zones.
Visual triangle markers show buy/sell zone confluence instantly.
✅ Real-Time Dashboard
A clean, top-right control panel showing:
Last confirmed signal (BUY/SELL)
Probability %
Current trend (Bullish/Bearish)
Next potential move forecast
✅ Clean Probability Plots
Visualize buy/sell probabilities over time with non-repainting confidence lines.
✅ Full Alert System
Buy / Sell signals
Buy + Support Confluence
Sell + Resistance Confluence
📊 Category
Support & Resistance • Trend Analysis • Signal Tools
💡 Use Case
Ideal for traders who focus on market structure, zone trading, or smart money concepts.
Use it standalone or together with other Machine modules:
🧭 The Machine – Session Map PRO
📊 The Machine – Smart Dashboard
Together, they form a complete ecosystem for bias detection, structure mapping, and market rhythm tracking.
⚠️ Disclaimer
This indicator is for educational and analytical purposes only.
It does not provide financial advice. Always use proper risk management.
🧩 Summary
The Machine – Smart Zones PRO is not just an indicator — it’s a structured, intelligent system that thinks like a trader.
Precision-engineered to help you identify high-probability turning points and trade where the machine sees opportunity.
⚡️ Short Tagline (for Listing Header)
“Adaptive Smart Zones + Probability Engine with MTF Trend Confirmation.”
The Machine – Session Map PRO ## 🧭 **The Machine – Session Map PRO (Fixed)**
**By Abdou // “By order of the chaos, I present THE MACHINE.”**
---
### 🕒 **Overview**
The Machine – Session Map PRO is a complete **session visualization system** that maps out the **Asia, London, and New York** sessions directly on your chart — showing their highs, lows, ranges, and overlap zones in real time.
It’s built to help traders understand **accumulation, manipulation, and distribution** phases within each global market session — giving you structure and bias clarity at a glance.
Designed with performance, precision, and customization in mind.
---
### ⚙️ **Core Features**
✅ **Dynamic Session Mapping**
* Automatically highlights Asia, London, and New York sessions with customizable colors and time zones.
* Real-time updating boxes show live range expansion as price develops.
* Automatic handling of session wrap across midnight and timezone offsets.
✅ **Previous Session Highs & Lows**
* Plots and extends previous session highs/lows until broken.
* Perfect for identifying liquidity grabs and reaction zones.
✅ **Session Overlaps**
* Visually shades overlap zones between London and New York to highlight high-volume volatility windows.
✅ **VWAP Integration**
* Real-time VWAP for each session (Asia / London / NY).
* Perfect for intraday mean reversion and premium/discount logic.
✅ **Session Bias Detection**
* Calculates session-to-session bias (Bullish / Bearish / Neutral) based on structural shifts in highs and lows.
✅ **Dashboard Panel**
A compact dashboard displaying:
* Session bias
* Current range (pips)
* Average range over past *n* sessions
* Volume rank percentage
* VWAP levels
Fully positionable (top-left, top-right, bottom-left, bottom-right) with scalable font sizes.
✅ **Smart Transparency & Styling**
* Auto adjusts zone opacity depending on chart timeframe.
* Clean zone borders and labeling options for a polished, minimal look.
---
### 📊 **Category**
> Market Sessions • Support & Resistance • Statistical Tools
---
### 💡 **Use Case**
Perfect for:
* Intraday traders analyzing session-based price behavior
* Smart Money / ICT-style traders tracking liquidity cycles
* Anyone wanting a clean and dynamic visual of global trading sessions
It pairs seamlessly with the rest of **The Machine** suite:
* **The Machine – Smart Zones PRO**
* **The Machine – Smart Dashboard**
---
### ⚠️ **Disclaimer**
This script is for educational and analytical purposes only.
It does not provide financial advice or guarantee performance. Always confirm with your own analysis.
---
### 🧩 **Summary**
**The Machine – Session Map PRO** delivers a complete, real-time map of global sessions — structured, accurate, and beautifully visualized.
A must-have for traders who want to **see the market rhythm, not just price.**
---
Stablecoin Liquidity Delta v2 (Aggregate Market Cap Flow)Updated version of Stablecoin Liquidity Delta (Aggregate Market Cap Flow).
Hi All,
This indicator visualizes the bar-to-bar change in the aggregate market capitalization of major stablecoins, including USDT, USDC, DAI, and others. It serves as a proxy for monitoring on-chain liquidity and measuring capital inflows or outflows across the crypto market.
Stablecoins are the primary liquidity layer of the crypto economy. Their combined market capitalization acts as a mirror of the available fiat-denominated liquidity in digital markets:
🟩 An increase in the total stablecoin market capitalization indicates new issuance (capital entering the market).
🟥 A decrease reflects redemption or burning (liquidity exiting the system).
Tracking these flows helps anticipate macro-level liquidity trends that often lead overall market direction, providing context for broader price movements.
All values are derived from TradingView’s public CRYPTOCAP tickers, which represent the market capitalization of each stablecoin. While minor deviations can occur due to small price fluctuations around the $1 peg, these figures serve as a proxy for circulating supply and net issuance across the stablecoin ecosystem.
Nqaba Probable High/Low — Overshoot/Undershoot{Larry Method)This Probable High/Low indicator is an advanced tool inspired by Larry R. Williams’ original projection formulas.
It calculates probable daily highs and lows based on the prior day’s open, high, low, and close, allowing traders to anticipate key intraday price levels with precision.
Stablecoin Liquidity Delta (Aggregate Market Cap Flow)Hi All,
This indicator visualizes the bar-to-bar change in the aggregate market capitalization of major stablecoins, including USDT, USDC, DAI, and others. It serves as a proxy for monitoring on-chain liquidity and measuring capital inflows or outflows across the crypto market.
Stablecoins are the primary liquidity layer of the crypto economy. Their combined market capitalization acts as a mirror of the available fiat-denominated liquidity in digital markets:
🟩 An increase in the total stablecoin market capitalization indicates new issuance (capital entering the market).
🟥 A decrease reflects redemption or burning (liquidity exiting the system).
Tracking these flows helps anticipate macro-level liquidity trends that often lead overall market direction, providing context for broader price movements.
All values are derived from TradingView’s public CRYPTOCAP tickers, which represent the market capitalization of each stablecoin. While minor deviations can occur due to small price fluctuations around the $1 peg, these figures serve as a proxy for circulating supply and net issuance across the stablecoin ecosystem.
Nqaba Probable High/Low{Larry Method}The Probable High/Low indicator is an advanced tool inspired by Larry R. Williams’ original projection formulas.
It calculates probable daily highs and lows based on the prior day’s open, high, low, and close, allowing traders to anticipate key intraday price levels with precision.
This version provides full control over visibility, styling, and historical analysis — making it both educational and powerful for active traders.
Continuation Probability (0–100)This indicator helps measure how likely the current candle trend will continue or reverse, giving a probability score between 0–100.
It combines multiple market factors trend, candle strength, volume, and volatility to create a single, intuitive signal.
Mirpapa_Lib_boxLibrary "Mirpapa_Lib_box"
AddFVG(boxes, htfTimeframe, htfBarIndex, top, bottom, isBull, _text)
AddFVG
@description FVG 박스 데이터 추가
Parameters:
boxes (array) : array 박스 배열
htfTimeframe (string) : string HTF 시간대 ("60", "240", "D")
htfBarIndex (int) : int HTF bar_index
top (float) : float 상단 가격
bottom (float) : float 하단 가격
isBull (bool) : bool 방향 (true=상승, false=하락)
_text (string)
Returns: void
AddOB(boxes, htfTimeframe, htfBarIndex, top, bottom, isBull, _text)
AddOB
@description OB 박스 데이터 추가
Parameters:
boxes (array) : array 박스 배열
htfTimeframe (string) : string HTF 시간대
htfBarIndex (int) : int HTF bar_index
top (float) : float 상단 가격
bottom (float) : float 하단 가격
isBull (bool) : bool 방향
_text (string)
Returns: void
AddBB(boxes, htfTimeframe, htfBarIndex, top, bottom, isBull, _text)
AddBB
@description BB 박스 데이터 추가
Parameters:
boxes (array) : array 박스 배열
htfTimeframe (string) : string HTF 시간대
htfBarIndex (int) : int HTF bar_index
top (float) : float 상단 가격
bottom (float) : float 하단 가격
isBull (bool) : bool 방향
_text (string)
Returns: void
AddRB(boxes, htfTimeframe, htfBarIndex, top, bottom, isBull, _text)
AddRB
@description RB 박스 데이터 추가
Parameters:
boxes (array) : array 박스 배열
htfTimeframe (string) : string HTF 시간대
htfBarIndex (int) : int HTF bar_index
top (float) : float 상단 가격
bottom (float) : float 하단 가격
isBull (bool) : bool 방향
_text (string)
Returns: void
ProcessBoxes(boxes, boxType, colorBull, colorBear, closeCount, useLine, textAlignH, textAlignV, closeColor)
ProcessBoxes
@description 박스 배열 처리 (생성→확장→터치→종료)
Parameters:
boxes (array) : array 박스 배열
boxType (string) : string 박스 타입 ("FVG", "OB", "BB", "RB")
colorBull (color) : color 상승 색상
colorBear (color) : color 하락 색상
closeCount (int) : int 터치 종료 횟수
useLine (bool) : bool 중간라인 사용 여부
textAlignH (string) : string 수평 정렬
textAlignV (string) : string 수직 정렬
closeColor (color) : color 종료 색상
Returns: void
GetActiveBoxCount(boxes)
GetActiveBoxCount
@description 활성 박스 개수 반환
Parameters:
boxes (array) : array 박스 배열
Returns: int 활성 박스 개수
ClearInactiveBoxes(boxes)
ClearInactiveBoxes
@description 비활성 박스 제거 (메모리 절약)
Parameters:
boxes (array) : array 박스 배열
Returns: void
BoxData
BoxData
Fields:
_isActive (series bool) : 박스 활성화 상태
_isBull (series bool) : 방향 (true=상승, false=하락)
_boxTop (series float) : 상단 가격
_boxBot (series float) : 하단 가격
_basePoint (series float) : 터치 감지 기준점
_stage (series int) : 터치 횟수 카운터
_type (series string) : 박스 타입 ("FVG", "OB", "BB", "RB")
_htfTimeframe (series string) : HTF 시간대 ("60", "240", "D")
_htfBarIndex (series int) : HTF 기준 bar_index
_text (series string) : 사용자 추가 텍스트
_box (series box) : 박스 객체 (ProcessBoxes에서 생성)
_line (series line) : 라인 객체 (ProcessBoxes에서 생성)
Mouvement Moyen Journalier (ATR) IlkerAverage Daily Movement (ATR) - Daily Timeframe
Description:
This is a simple script that calculates and plots the Average True Range (ATR) fixed on the daily timeframe.
The ATR is a standard measure of market volatility. It calculates the "true range" for each period (which accounts for price gaps between days) and then smooths the result using an RMA (Relative Moving Average) based on the user-defined period.
Useful for:
* Assessing average daily price movement.
* Setting stop-loss or take-profit levels.
* Gauging market volatility.
Simple FloatFloat Display Indicator
A simple, clean indicator that displays the current float (shares outstanding float) for any stock directly in your indicator status line at the top left of the chart.
Features:
- Shows the float value with automatic K/M formatting for thousands and millions
- No chart clutter - value only appears in the status line, nothing plotted on the chart
- Works on any stock that has float data available
- Lightweight and efficient
Perfect for traders who want quick access to float information without switching between windows or cluttering their charts.
Note: Float data availability depends on TradingView's financial data for the specific ticker. Some tickers may not have this data available.
Momentum Quant Spread IlkerThis script is the opposite of a traditional mean-reversion pairs trading strategy. It is a "Cointegration Breakdown" or "Momentum Divergence" tool.
Instead of betting on a spread's Z-Score to revert to 0, this strategy is designed to identify when the statistical relationship (the "elastic band") has snapped. It then provides signals to trade with the momentum as the spread diverges.
It filters for true breakouts by waiting for a "Momentum Regime," which is confirmed only when the pair's relationship becomes statistically unstable.
## 📈 Key Features
1. The Momentum Regime (Blue Background)
This is the core of the indicator. The background turns BLUE to signal a "Momentum Regime". This is the only time you should look for a momentum trade.
The blue background activates only if TWO conditions are met simultaneously:
• 1. Relationship Instability: The pair's relationship is broken. This is confirmed when either the rolling Correlation Z-Score (purple line) breaks down OR the Volatility Ratio (orange line) becomes unstable.
• 2. Divergence Confirmation: The Half-Life calculation (from our v2.8 script) shows "N/A (Divergent)" in the dashboard. This mathematically confirms the mean-reverting force (\lambda) is gone (it has turned positive) and the spread is statistically diverging.
If the background is GRAY, the script is in a "Neutral" or "Mean-Reversion" state, and all momentum signals should be ignored.
2. Momentum Breakout Signals
This strategy inverts the Z-Score logic. The 0-line is not a profit target; it is the breakout line.
• BUY Signal (Blue Triangle ▲): Appears only if the background is BLUE and the Z-Score (blue line) crosses ABOVE 0. This is your long momentum entry.
• SELL Signal (Fuchsia Triangle ▼): Appears only if the background is BLUE and the Z-Score crosses BELOW 0. This is your short momentum entry.
3. Built-in Trade Management
• Take Profit (X Cross): Your profit target is the outer band. The script plots an 'X' when the Z-Score hits the +2.0 band (for longs) or the -2.0 band (for shorts).
• Stop Loss (X Cross): Your stop is a failure of the momentum. The script plots an 'X' if the Z-Score re-crosses the 0-line against your trade.
4. Full Quant Dashboard
All the statistical components are plotted for analysis:
• Price Z-Score (Blue Line): Your primary momentum indicator.
• Z-Score Correlation (Purple Line): Lets you visually confirm the correlation breakdown.
• Volatility Ratio (Orange Line): Lets you visually confirm the volatility spike.
• Half-Life Dashboard: Confirms the regime by showing "N/A (Divergent)".
## 🛠 How to Use (Required Setup)
IMPORTANT: This indicator is designed to run on a spread chart (e.g., M2K/MES or MGC/SIL).
1. Load your spread chart first (e.g., type M2K/MES in the ticker bar).
2. Add this indicator to the chart.
3. Go into the indicator's Settings (⚙).
4. In the "Inputs" tab, you MUST fill in the two individual tickers:
• Ticker du Symbole 1 (REQUIS): M2K
• Ticker du Symbole 2 (REQUIS): MES
5. The script uses these two inputs to calculate the Volatility and Correlation filters. The main Z-Score is calculated from the spread chart itself.
This tool is for traders who want to capture explosive divergence moves that happen during fundamental news or regime changes, while filtering out the "noise" of stable, mean-reverting periods.
Zscore correlation volatility Demi vie IlkerThis is an all-in-one "regime" dashboard for pairs trading. It's designed to stop you from taking bad mean-reversion trades by first identifying if the market conditions are stable.
It answers two key questions:
1. "Is this a good time to trade a mean-reversion strategy?" (The Regime Filter)
2. "If yes, how fast should I expect the trade to work?" (The Half-Life)
## 📈 Key Features
This script runs four main calculations at once:
1. The Price Z-Score (Blue Line)
This is your primary entry signal. It shows you how "cheap" (e.g., -2.0) or "expensive" (e.g., +2.0) the spread is relative to its short-term history (z_len).
2. The Regime Background (Green / Red)
This is the most important part. It acts as a "traffic light" for your trading:
• 🟢 GREEN (Stable Regime): It's safe to look for mean-reversion trades. This means both the correlation and volatility filters are stable.
• 🔴 RED (Unstable Regime): DO NOT trade mean-reversion. The relationship between the assets is broken. Any signal is likely a trap.
3. The Regime Filters (Your "Guards")
These two filters determine the background color:
• Correlation Z-Score (Purple Line): It measures the stability of the correlation. If this purple line drops below the red threshold (corr_z_threshold), it means the correlation has broken down, and the background turns RED.
• Volatility Ratio (Orange Line): It compares the volatility of the two assets. If one asset suddenly becomes much more volatile than the other (deviating from its average ratio), the background turns RED.
4. The Half-Life Dashboard (Top-Right Table)
This is your "speedometer." Based on an Ornstein-Uhlenbeck model, it calculates the average time (in bars) it takes for the spread to revert 50% of the way back to its mean.
• HL: 13.86 periods: You can expect it to take ~14 bars to go from a Z-Score of 2.0 to 1.0.
• N/A (Divergent): A critical warning. The math shows the spread is currently diverging and has no tendency to revert.
## 💡 How to Use This Indicator
Setup (Required):
1. Load a spread chart (e.g., type MES/MNQ or MGC/SIL into the TradingView search).
2. Add this indicator to the spread chart.
3. Go into the indicator's Settings (⚙).
4. In the "Inputs" tab, you must enter the two individual tickers:
• Symbol 1 Ticker: MGC
• Symbol 2 Ticker: SIL
(This is so the script can calculate the Correlation and Volatility filters).
Trading Signals
1. Mean-Reversion Signals
• BUY Signal (Green Triangle ▲): Appears only if the background is GREEN and the Price Z-Score (blue line) crosses below the -2.0 band.
• SELL Signal (Red Triangle ▼): Appears only if the background is GREEN and the Price Z-Score (blue line) crosses above the +2.0 band.
• EXIT: Your target is a reversion back to the 0 line. The Half-Life value gives you an idea of how long to wait.
2. Divergence Warning Signals
• Blue/Fuchsia Triangles (▲ / ▼): These appear at the exact moment the background turns RED. They warn you that the "stable" regime is broken and a new "divergence" or "trend" regime may be starting. This is a signal to stay out or manage any existing positions.
This tool is designed to add a layer of quantitative, risk-management logic to a standard Z-Score strategy. It helps you trade only when the statistics are in your favor.
Vandan V2Vandan V2 is an automated trend-following strategy for NASDAQ E-mini Futures (NQ1!).
It uses multi-timeframe momentum and volatility filters to identify high-probability entries.
Includes dynamic risk management and trailing logic optimized for intraday trading.
Risk Position Sizer (Entry=Close, Stop=Daily Low)This is for trading stocks/shares. Its main goal is to help you gauge how big or how small of a position you should add based on your account size.
Info Box⚙️ Purpose
Shows useful trade and event-related data such as:
% Distance from stop levels (D, DH)
Earnings countdown in bars
All displayed in a single floating info box (table) on the chart.
📋 Key Features
Customizable Display
Choose table position (Top Right, Bottom Center, etc.)
Choose table size (Auto, Large, Tiny, etc.)
Custom text and background colors
Metrics Shown
D: % Distance from stop (difference between close and low/high)
DH: % Distance from midpoint of the candle
Earnings Countdown: Number of bars until next earnings event
Conditional Styling
If earnings are within 3 bars, text color turns red as a warning.
Execution Conditions
Runs only on daily timeframe
Updates on last bar only (no historical clutter)
Output
Displays all selected metrics in one line, separated by “×”
e.g. → D: -2.1% × 5 × DH: 1.4%
🧩 Overall Function
Creates a clean, customizable “info box” showing trade distances and upcoming earnings countdown for quick decision-making directly on your TradingView chart.
