Institutional Portfolio Timeline Suite [JOAT]Institutional Portfolio Timeline Suite is a Pine Script v6 overlay indicator that brings institutional-grade portfolio analytics, risk metrics, and multi-timeframe price levels directly to your TradingView chart. It combines real-time position tracking, quantitative risk analysis, correlation monitoring, and position sizing into one cohesive dashboard system.
Note: This script is published as an invite-only INDICATOR. It does not generate backtesting results or automated trade execution. Access requires authorization through the script's access control settings.
## Why This Script Merits Invite-Only Protection
This indicator integrates multiple analytical dimensions that institutional traders typically access through expensive terminal subscriptions or custom-built systems. The value proposition lies in the specific integration methodology and the quantitative calculations that synthesize:
Real-time portfolio tracking with up to 8 positions across any asset class
Institutional risk metrics including Sharpe Ratio, Portfolio Beta, Value at Risk, and Max Drawdown
Pearson correlation matrix showing relationships between your first 4 positions
Risk-based position sizing calculator with ATR-derived stop suggestions
Multi-timeframe timeline levels showing D/W/M/Y opens and previous highs/lows
Period boundary separators for visual timeframe context
Session-based volatility statistics for intraday analysis
Automatic rebalancing alerts when position weights drift beyond threshold
Premium visual design with metallic gradient headers and glowing color themes
The proprietary elements include the weighted portfolio return calculation methodology, the correlation matrix implementation using Pearson coefficients, the VaR calculation with configurable confidence levels and horizons, and the visual integration that maintains readability while providing comprehensive data. While individual metrics like Sharpe Ratio exist as concepts, their specific implementation for multi-asset portfolios within Pine Script, combined with the visual dashboard system, represents original development work that justifies source code protection.
## How Components Work Together
The indicator's value comes from how its modules interact, not from any single component:
Data Flow:
Portfolio engine fetches real-time prices for all enabled positions using non-repainting request.security calls
Return calculations use confirmed bar data (close with lookahead_on) to prevent repainting
Risk metrics engine calculates weighted portfolio returns based on position values
Correlation matrix computes Pearson coefficients between position return series
Position sizer calculates optimal size based on account risk parameters and current price
Timeline engine fetches D/W/M/Y opens and previous highs/lows with taken-level detection
Session stats track volatility by time-of-day for intraday charts
Integration Logic:
Each module feeds into a unified dashboard system:
Portfolio returns are weighted by position market value, not equal-weighted
Risk metrics use the weighted return series for accurate portfolio-level calculations
Correlation uses individual position returns to identify concentration risk
Rebalancing alerts compare current weights against target weights you define
Timeline levels track whether price has "taken" each level for visual dimming
Why This Integration Matters:
A standard portfolio tracker shows positions. This indicator shows how those positions interact, what risk they collectively represent, and when you need to rebalance. The multi-dimensional analysis separates this from simple position lists that display data without synthesis.
## Core Functionality
This indicator addresses the challenge of managing a portfolio while actively trading. Most traders either use external tools for portfolio analysis or ignore portfolio-level risk entirely. This script brings institutional analytics directly to your chart.
What This Script Does:
Tracks up to 8 positions with symbol, quantity, average cost, and target weight
Calculates real-time PnL in dollars and percentage with color-coded backgrounds
Computes Sharpe Ratio using annualized returns and configurable risk-free rate
Calculates Portfolio Beta against a configurable benchmark (default: SPY)
Estimates Value at Risk at 90%, 95%, or 99% confidence over configurable horizon
Tracks Max Drawdown and High Water Mark for portfolio performance monitoring
Displays correlation matrix showing relationships between your first 4 positions
Provides position sizing calculator based on account size and risk percentage
Draws D/W/M/Y opens and previous highs/lows with configurable lookback
Shows period boundary separators for visual timeframe context
Analyzes session volatility for intraday trading optimization
Alerts when position weights drift beyond your rebalancing threshold
## Technical Architecture
### Portfolio Tracking Engine
The indicator tracks up to 8 positions with comprehensive data for each:
Symbol - Any TradingView symbol (stocks, crypto, forex, futures, indices)
Quantity - Number of shares/units held (supports fractional)
Average Cost - Your cost basis for PnL calculation
Target Weight - Desired portfolio allocation percentage for rebalancing
Currency Override - Optional currency for FX conversion to base currency
Price data is fetched using non-repainting request.security calls with close and lookahead_on to ensure historical accuracy. The portfolio table displays:
Current price with real-time updates
Market value (Qty x Price x FX Rate)
PnL in dollars and percentage
Current weight vs target weight
Visual highlighting when weight drift exceeds threshold
### Risk Metrics Engine
The risk panel calculates institutional-grade metrics from your weighted portfolio returns:
Sharpe Ratio
Formula: (Annualized Portfolio Return - Risk-Free Rate) / Annualized Volatility
Portfolio return is value-weighted across all positions
Annualized by multiplying daily return by 252 and volatility by sqrt(252)
Color-coded: Green >= 1.5, Yellow >= 0.5, Red < 0.5
Requires minimum 20 data points for calculation
Portfolio Beta
Formula: Covariance(Portfolio, Benchmark) / Variance(Benchmark)
Configurable benchmark symbol (default: SPY)
Measures systematic risk relative to market
Color-coded: Green < 0.7 (defensive), Neutral 0.7-1.3, Red > 1.3 (aggressive)
Value at Risk (VaR)
Formula: Z-score x Portfolio Volatility x sqrt(Horizon Days)
Z-scores: 90% = 1.282, 95% = 1.645, 99% = 2.326
Configurable confidence level and time horizon
Represents maximum expected loss at confidence level
Color-coded: Green < 2.5%, Yellow 2.5-5%, Red > 5%
Max Drawdown
Formula: (High Water Mark - Current Value) / High Water Mark x 100
Tracks largest peak-to-trough decline since tracking began
High Water Mark updates when portfolio reaches new highs
Color-coded: Green < 10%, Yellow 10-20%, Red > 20%
### Correlation Matrix
The correlation panel displays Pearson correlation coefficients between your first 4 active positions:
Uses configurable lookback period (default: 60 bars, capped at risk lookback)
Color-coded cells for quick visual interpretation
Red for high positive correlation (> 0.7) indicating concentration risk
Green for negative correlation (< -0.3) indicating diversification benefit
Neutral for low correlation (-0.3 to 0.3)
Diagonal shows 1.00 (perfect self-correlation)
High positive correlations between positions mean they tend to move together, amplifying both gains and losses. The matrix helps identify when your portfolio is concentrated in correlated assets.
### Position Sizer
The position sizing panel calculates optimal position size based on your risk parameters:
Account Size - Your total account value
Risk Per Trade - Percentage of account to risk (default: 1%)
Stop Loss % - Your stop loss percentage from entry
Risk Amount - Dollar amount at risk (Account x Risk %)
Position Size - Calculated units: Risk Amount / (Price x Stop %)
Position Value - Total position value and percentage of account
ATR Stop Suggestion - 2x ATR(14) as alternative stop reference
Color-coded position size: Green < 15% of account, Yellow 15-25%, Red > 25%.
### Multi-Timeframe Timeline Levels
The timeline engine draws institutional price levels across multiple timeframes:
Daily Levels - D Open, Previous D High, Previous D Low
Weekly Levels - W Open, Previous W High, Previous W Low
Monthly Levels - M Open, Previous M High, Previous M Low
Yearly Levels - Y Open, Previous Y High, Previous Y Low
Each timeframe has configurable:
Enable/disable toggle
Custom color
Lookback period for line extension
Taken Level Detection: When price crosses through a level, it becomes "taken" and is visually dimmed with a dotted line style. This resets at the start of each new period.
### MTF Separators
Visual period boundary lines mark the start of each timeframe period:
Daily separators - Dotted lines at day boundaries
Weekly separators - Dashed lines at week boundaries
Monthly separators - Thicker dashed lines at month boundaries
Yearly separators - Solid lines at year boundaries
Each separator type has configurable color, enable toggle, and lookback limit.
### Time-of-Day Statistics
For intraday charts, the session stats panel analyzes volatility by time of day:
Tracks bar range (High - Low) as percentage of close
Groups data into 6 sessions: Asia Late, London Pre, London, NY Open, NY Close, After Hours
Displays average volatility percentage for each session
Shows bar count for statistical significance
Highlights current session with subtle background color
Color-coded by relative volatility: Red = highest, Yellow = medium, Green = lowest
This helps identify which trading sessions offer the most movement for your instrument.
## Visual Design
Theme Presets:
Neon Dark - Deep blue-black background with vibrant cyan/pink accents
Neon Light - Light background with softer accent colors
Calm Dark - Muted dark theme with softer color palette
Calm Light - Muted light theme for reduced eye strain
Custom - Full control over all colors
Visual Features:
Metallic gradient headers for premium appearance
Color-coded values based on thresholds (green/yellow/red)
Smooth color blending for PnL backgrounds
Consistent typography across all panels
Configurable panel positions (9 positions available)
Three text size options: tiny, small, normal
## Complete Configuration Reference
### Core Settings Group
Portfolio Table (default: true) - Toggle main portfolio display
Timeline Levels (default: true) - Toggle D/W/M/Y price levels
MTF Separators (default: true) - Toggle period boundary lines
Time-Of-Day Stats (default: false) - Toggle session statistics (intraday only)
Risk Metrics Panel (default: true) - Toggle institutional risk analytics
Correlation Matrix (default: true) - Toggle position correlation grid
Position Sizer (default: true) - Toggle position sizing calculator
### Theme Settings Group
Preset (default: Neon Dark) - Theme selection
Blend (default: 0.65, range: 0.0-1.0) - Color blending intensity
Vividness (default: 0.90, range: 0.0-1.0) - Color saturation level
Metallic Headers (default: true) - Gradient header styling
Panel Background - Custom background color (Custom theme only)
Panel Frame - Custom frame color (Custom theme only)
Bull/Bear/Neutral - Custom accent colors (Custom theme only)
### Risk Metrics Settings Group
Risk Lookback (default: 252, range: 20-500) - Bars for calculations. 252 = ~1 trading year
Risk-Free Rate % (default: 4.5, range: 0-20) - Annual rate for Sharpe calculation
VaR Confidence (default: 95%) - Options: 90%, 95%, 99%
VaR Horizon (default: 1, range: 1-30) - Days for VaR projection
Benchmark Symbol (default: AMEX:SPY) - Reference for Beta calculation
Rebalance Alert % (default: 5.0, range: 1-20) - Weight drift threshold
### Position Sizer Settings Group
Account Size (default: 100,000, min: 1,000) - Your account value
Risk Per Trade % (default: 1.0, range: 0.1-10) - Risk percentage per trade
Stop Loss % (default: 2.0, range: 0.1-20) - Stop loss for sizing calculation
### Portfolio Settings Group
Slots (default: 8, range: 1-8) - Number of positions to display
Pricing Timeframe (default: 1D) - Timeframe for price requests
FX Convert (default: false) - Enable currency conversion
Base Currency (default: USD) - Target currency for conversion
Preload Disabled Slots (default: false) - Pre-fetch disabled position data
Position (default: top_right) - Table position on chart
Text Size (default: small) - Options: tiny, small, normal
Show Weights (default: true) - Display weight percentage column
### Per-Position Settings (8 slots)
Enable - Toggle position on/off
Symbol - TradingView symbol (e.g., NASDAQ:AAPL, BINANCE:BTCUSDT)
Qty - Quantity held (supports decimals)
Avg - Average cost basis
Ccy - Currency override (optional, hidden by default)
Tgt% - Target weight percentage for rebalancing alerts
### Timeline Settings Group
Right Offset (default: 20, range: 1-300) - Bars to extend levels right
Labels (default: true) - Show level labels
Opens (default: true) - Show period open prices
Prev High/Low (default: true) - Show previous period highs/lows
Dim Taken Levels (default: true) - Fade levels when price crosses through
D/W/M/Y Enable - Toggle each timeframe
D/W/M/Y Color - Custom color per timeframe
D/W/M/Y Lookback - Line extension bars per timeframe
### Separators Settings Group
D/W/M/Y Enable - Toggle each separator type
D/W/M/Y Color - Custom color per separator
D/W/M/Y Lookback - Maximum bars to show separators
### Stats Settings Group
Position (default: bottom_center) - Stats table position
Lookback (days) (default: 20, range: 5-200) - Days for session averaging
## Alert System
The script includes two alert conditions:
Rebalance Alert - Fires when any position weight drifts beyond your threshold from its target weight. Message: "Portfolio weights have drifted beyond threshold - rebalancing recommended"
Drawdown Alert - Fires when max drawdown exceeds 15%. Message: "Portfolio drawdown exceeds 15%"
Alerts fire once per bar at bar close.
## Technical Implementation Notes
Pine Script v6 compliant with all latest syntax features
All price requests use close with lookahead_on to prevent repainting
Risk calculations only update on confirmed bars (barstate.isconfirmed)
Arrays manage portfolio returns with automatic size limiting
Resource limits respected: max_lines_count=500, max_labels_count=500, max_boxes_count=500
Dynamic requests enabled for multi-symbol data fetching
Safe division functions prevent divide-by-zero errors
Color mixing functions for smooth gradient transitions
Persistent state variables (var) for drawdown and high water mark tracking
## Usage Considerations
Asset Class Compatibility: Works with any TradingView symbol including stocks, ETFs, crypto, forex, futures, and indices. FX conversion available for multi-currency portfolios.
Timeframe Selection: Portfolio and risk metrics work on any timeframe. Session stats require intraday charts. Timeline levels are most useful on lower timeframes where D/W/M/Y levels provide context.
Data Requirements: Risk metrics require minimum 20 bars of data for calculation. Full accuracy achieved at 252 bars (1 trading year). Correlation requires sufficient return data for statistical significance.
Performance: The indicator makes multiple request.security calls for portfolio pricing. On slower connections or with many positions enabled, initial load may take a moment.
## Limitations and Compromises
Correlation matrix limited to first 4 positions due to Pine Script calculation constraints
Risk metrics are backward-looking and do not predict future performance
VaR assumes normal distribution of returns which may not hold during market stress
Position sizing is a calculation tool, not a recommendation
Session stats use simplified time zones and may not align perfectly with all markets
FX conversion uses TradingView's currency rate data which may have slight delays
The indicator is designed as an analytical and portfolio management aid. It does not guarantee profitable trades, remove risk, or replace your own analysis and risk management process.
## Disclaimer
This script is provided for informational and educational purposes only and does not constitute financial advice. Trading involves substantial risk of loss. You are solely responsible for your own trading decisions. Past results shown on any chart do not guarantee future performance. Always conduct your own analysis and use appropriate risk management.
-Made with passion by officialjackofalltrades
Statistics
M.Z - Interactive RR GridThis indicator is designed for traders utilizing a Risk/Reward strategy. It creates a fully interactive grid of R-multiples on the chart, featuring automatic ratio calculations and zone visualization.
The key feature is interactivity. You don't need to enter prices manually. Simply place points on the chart and drag them with your mouse in real-time!
RSI Statistics [Honestcowboy]⯁ Overview
Research tool for analysing price behaviour based on RSI, find out how your favorite trading pair / timeframe combinations react to RSI. 5 Different projections based on 5 different value zones of RSI:
RSI between 100-80 (very overbought)
RSI between 80-60 (overbought)
RSI between 60-40 (normal)
RSI between 40-20 (oversold)
RSI between 20-00 (very oversold)
The script simply show price projections of different RSI environments so you can get an idea of what price could do when RSI reaches this RSI value zone. Ofcourse past price performance does not guarantee future returns and this is just projections based on the past.
The script also projects RSI just like it does with price so you can get an idea of how long RSI might stay in overbought or very overbought etc
Script is mainly a research tool to use to get ideas to explore further and build upon. Here are some examples:
⯁ Settings
RSI Lenght: this is just normal RSI settings you find in standard RSI (bars used to calculate RSI)
Projection Length: Amount of bars to save for projections. The projections will also project this many bars in futre. Higher values here increase loading time drastically.
Price Action Boundaries: turn the highs / lows of projection zone on or off. I usually turn this off to look more closely at the averages themselves.
Maximum Stats history: Not on by default, in case you only want to show the average projection of last X amount of occurences RSI was in a specific RSI value zone
Selection of the different zones: in case you want to look at a specific zone alone or turn of some zones. It will no longer project for that zone both in the price projection and RSI projections.
⯁ How are these calculated?
To calculate the average price reaction script uses a very simple approach. On each bar it will save price action array up to projection length back in time. It will then check what the RSI value was there and store the array inside the right matrix.
It will use this matrix to calculate the averages, highs and lows of all these arrays for that specific RSI zone. It uses a simple arithmatic averaging method to get average value.
The script uses a similar approach for projecting the RSI itself into the future.
I include a visual showing it a bit better. This is from a different indicator of me using same approach:
The script will force you into a specific background, bar color and color template. Script is not meant to be used with other scripts and should be used as a standalone tool.
Daily Relative Strength (Daily Update)📊 Daily Relative Strength Rank Table (Crypto / Multi-Asset)
This indicator provides a daily relative strength ranking of multiple assets using normalized percentage returns (Z-Scores). It is designed to help traders quickly identify which tokens are outperforming or underperforming the group, both today (live) and yesterday (finalized).
🔍 How It Works
Each asset’s daily percentage return is calculated from the daily close.
Returns are then normalized (Z-score) across the selected group, showing how far each asset deviates from the group average.
Assets are ranked from strongest to weakest based on today’s normalized score.
📈 Table Columns
Rank – Relative position vs other assets (higher = stronger)
Token – Asset symbol
Today Z – Live, intraday relative strength (updates in real time)
Yday Z – Frozen relative strength from the previous daily close
The Yesterday score does not repaint and remains constant throughout the day, allowing for clear comparison between today’s performance and the prior session.
🎯 Why Use This Indicator?
Quickly spot leaders and laggards
Compare assets on a percent-based, normalized scale
Avoid price bias (low-price and high-price assets are treated equally)
Ideal for rotation strategies, momentum trading, and market strength analysis
⚙️ Customization
All symbols can be changed directly in the indicator settings
Works on any timeframe (daily logic is handled internally)
Designed for crypto, but works with stocks, forex, or indices
🧠 Best Use Cases
Identifying top outperformers
Confirming trend continuation
Comparing sector or basket strength
Improving timing and capital allocation decisions
Arbitrage Matrix [LuxAlgo]The Arbitrage Matrix is a follow-up to our Arbitrage Detector that compares the spreads in price and volume between all the major crypto exchanges and forex brokers for any given asset.
It provides traders with a comprehensive view of the entire marketplace, revealing hidden relationships among different exchanges for the same asset and offering easy, visual comparisons.
🔶 USAGE
Arbitrage is the practice of taking advantage of price differences for the same asset across different markets. Arbitrage traders look for these discrepancies to profit from buying where it’s cheaper and selling where it’s more expensive to capture the spread.
For begginers this tool is a clear snapshot of how different markets value the same asset, making global price dynamics easy to grasp.
For advanced traders it is a powerful scanner for arbitrage setups, helping you identify where the biggest opportunities lie in real time.
Arbitrage opportunities are often short‑lived, but they can be highly profitable. By showing you where spreads exist, this tool helps traders:
Understand market inefficiencies
Avoid trading at unfavorable prices
Identify potential profit opportunities across exchanges
By default, the tool searches all the enabled sources for the asset in the chart. It uses crypto exchanges as sources for crypto assets and forex brokers for all other assets.
The data is displayed on a dashboard, which is the tool's only visual element.
Traders can enable or disable any exchange or broker from the settings panel. All are enabled by default.
🔹 Displayable Data
Traders can choose from four types of data to display: last price, last volume, average price, and average volume.
Note that price and volume data may not be available for all assets at all sources, and sources without data will not be displayed.
As the image shows, each chart displays a different type of data for the same asset. In this case, the asset is ETHUSDT.
🔹 Reading the Matrix
Traders must read the data in a row-by-column format, as shown in the following example.
Assume that we are charting BTCUSDT Daily. In the row, we have Exchange A; in the column, we have Exchange B. The data is the average price, and the value is 100. The default length for the average is 20.
It reads like this: The average BTCUSDT price over the last 20 days is $100 higher on Exchange A than on Exchange B.
If the value were -100, it would mean that the average price is $100 lower in Exchange A than in Exchange B.
🔹 Matrix Style
Traders can change the colors and disable the background gradient, which is enabled by default.
They can also fine-tune the location and dashboard size from the settings panel.
🔶 SETTINGS
Sources: Choose between crypto exchanges, forex brokers, or automatic selection based on the asset in the chart.
Average Length: Select the length for the price and volume averages.
Crypto Exchanges: Enable or disable any available exchange.
Forex Brokers: Enable or disable any available broker.
🔹 Dashboard
Data: Select the data to display.
Position: Select the dashboard location.
Size: Select the dashboard size.
🔹 Style
Bullish: Select bullish color.
Bearish: Select bearish color.
Background Gradient: Enable background gradient color.
CVD - Cumulative Volume Delta Line - TheActulaSnailCVD – Cumulative Volume Delta Line
Author: TheActualSnail
Description:
The CVD (Cumulative Volume Delta) Line indicator calculates the net difference between buying and selling volume over time, helping traders visualize market pressure and order flow. Instead of bars, this version plots a smooth line representing cumulative delta, making it easier to spot trends, divergences, and resets.
Key Features:
Smooth CVD line showing cumulative volume delta.
Optional Moving Average for trend smoothing.
Configurable resets: daily, fixed higher timeframe, session start, or specific intraday time.
Zero line for reference.
Background highlights when the CVD resets.
Settings Explanation
1. CVD Resets (resetInput)
Defines when the CVD calculation resets to zero:
None: Never resets; the CVD accumulates indefinitely.
On a stepped higher timeframe: Resets at the start of each bar of a higher timeframe (e.g., daily on a 1H chart).
On a fixed higher timeframe: Resets at the start of a specific timeframe you choose (fixedTfInput).
At a fixed time: Resets at a specific hour and minute each day (hourInput and minuteInput). Works only on intraday charts.
At the beginning of the session: Resets at the start of each trading session (useful for markets with fixed open/close hours).
2. Fixed Higher Timeframe (fixedTfInput)
Used with fixed higher timeframe reset. Example: "D" = reset at the start of each day, "W" = reset at the start of each week.
3. Fixed Time (hourInput & minuteInput)
Used only with At a fixed time reset. Example: hour = 9, minute = 30 → CVD resets at 9:30 AM each day.
4. Volume Delta Calculation (vdCalcModeInput)
Volume delta: Cumulative delta = up volume − down volume.
Volume delta percent: Relative delta = (up − down) / total volume.
5. Visuals
CVD Line Colors: Green for positive delta, red for negative.
CVD MA: Optional moving average to smooth the line.
Zero Line: Reference for zero cumulative delta.
Background Color on Reset: Highlights bars when CVD resets.
Usage Notes
This indicator is for informational purposes only.
It does not provide buy or sell signals.
Always combine CVD analysis with other indicators, price action, and risk management.
Market conditions can change rapidly; use caution when making trading decisions.
Tip:
For intraday charts, consider using fixed time resets to see daily market pressure clearly.
For higher timeframe analysis, use daily or weekly resets.
Sri - NIFTY Sector Strength Dashboard (Sorted & Compact)📌 Title: Sri – NIFTY Sector Strength Dashboard (Sorted • Compact • Custom Lookback)
A compact, auto-sorted performance dashboard for major NIFTY sectors, showing percentage change over a user-selected lookback period.
This tool helps traders instantly identify sector leadership, weakness, and rotation trends without scanning multiple charts.
The dashboard calculates percentage performance for each included sector based on change in closing price and then automatically sorts them from lowest performer (top) to highest performer (bottom) for clear visual ranking.
🔧 FEATURES
✔ Auto-sorted sector ranking (bottom = strongest)
✔ Adjustable lookback: Today, 2D, 5D, 10D, 30D, 60D, 90D, 120D
✔ 15 major NIFTY sector indices included
✔ Clean 2-column compact layout
✔ Optional font sizes (Tiny / Small / Normal)
✔ Color-coding: Green for positive % change, Red for negative
✔ Lightweight and responsive — works on all chart timeframes
🧩 WHAT THE DASHBOARD SHOWS
For each sector, the script displays:
Sector short name (FIN, OILGAS, IT, FMCG, METAL, etc.)
Percentage performance over the selected lookback
Auto-ordered list so stronger sectors appear lower
Color-coded values for quick identification
This provides a simple but effective strength meter for understanding market rotation within NSE sectors.
📈 SECTORS INCLUDED
NIFTY FINANCIAL SERVICES
NIFTY ENERGY
NIFTY OIL & GAS
NIFTY PHARMA
NIFTY IT
NIFTY FMCG
NIFTY AUTO
NIFTY METAL
NIFTY REALTY
NIFTY INFRA
NIFTY HEALTHCARE
NIFTY MEDIA
NIFTY CONSUMER DURABLES
NIFTY BANK
NIFTY 50 (Benchmark Index)
These represent the key sectors driving the Indian equity market.
🧮 CALCULATION METHOD
Each sector’s percentage change is computed using:
(Current Close – Close ) / Close × 100
This method aligns with widely used sector momentum analysis.
🎛️ LOOKBACK OPTIONS
Choose how far back the performance should be compared:
Today (1)
2 Days
5 Days
10 Days
30 Days
60 Days
90 Days
120 Days
Useful for both intraday rotation and short-term to medium-term trend study.
⭐ USE-CASES
Perfect for:
Intraday or swing sector rotation analysis
Identifying outperformers vs underperformers
Tracking sector leadership shifts
Benchmarking sectors against NIFTY 50
Building sector-aligned trading bias
⚠️ LIMITATIONS
⚠ TradingView requires sufficient historical bars for deeper lookback values (60–120 days).
⚠ Script shows NA if historical depth is insufficient for any sector.
📜 DISCLAIMER
This script is for analysis and educational purposes only.
Not financial advice. Please research independently before trading.
🏷️ TAGS (Allowed & Recommended)
sector dashboard, NIFTY sectors, strength meter, rotation, heatmap, NSE India, performance table
Sizing Coach HUD Long and Short This HUD is designed as a systematic execution layer to bridge the gap between technical analysis and mechanical risk management. Its primary purpose is to eliminate the "discretionary gap"—the moment where a trader’s "feeling" about volatility or spreads causes hesitation.
By using this tool, you are not just watching price; you are managing a business where Risk is a constant and Size is a variable.
Core Functionality: The Position Sizing Engine
The HUD automates the math of "Capital-Based Tiers". Instead of choosing an arbitrary share size, the system calculates your position based on three predefined levels of conviction:
Tier 1 (1% Notional): Low-confidence or high-volatility "tester" positions.
Tier 2 (3% Notional): Standard, high-probability setups.
Tier 3 (5% Notional): High-conviction trades where multiple timeframes and factors align.
Execution Workflow (The Poka-Yoke)
To use this HUD effectively and eliminate the "hesitation" identified in the Five Whys analysis, follow this workflow:
Toggle Direction: Set the HUD to Long or Short based on your setup (e.g., NEMA Continuation).
Define Invalidation: Identify your technical stop (default is High/Low of Day +/- 5%). The HUD will automatically calculate the distance to this level.
Check Risk $: Observe the Risk $ row. This tells you exactly how much you will lose in dollars if the stop is hit. If the volatility is extreme (like the NASDAQ:SNDK 14% plunge), the HUD will automatically shrink your Shares count to keep this dollar amount constant.
Execute via HUD: Transmit the order using the Shares provided in your selected Tier. Do not manually adjust the size based on "gut feeling".
Trade Management: The "R" Focus
The bottom half of the HUD displays your Targets (PnL / R).
VWAP & Fibonacci Levels: Automatically plots and calculates profit targets at key institutional levels (VWAP, 0.618, 0.786, 0.886).
Binary Exit Logic: The color-coded logic flags any target that yields less than 1R (Reward-to-Risk) as a warning.
Systematic Holding: Ride the trade to the targets or until your technical exit (e.g., 1M candle close above/below NEMA) is triggered, ignoring the fluctuating P&L.
Hedge Mini Calculator (Avg Long/Short + Alerts) with dca
Hedge Mini Calculator is a position-management indicator for traders who use long & short hedging.
It plots:
Long average price
Short average price
Optional hedge close level (+% above hedge average)
The indicator also provides alerts when price reaches the long or short average, helping you manage hedge exits and directional bias with precision.
Designed for risk control, not signals.
🔹 How to Use (Simple & Clear)
1. Enter Your Positions
In the indicator settings:
Add the dollar amount and entry price for each long leg
Add the dollar amount and entry price for each short leg
Set your leverage (default x4)
The indicator does not connect to your exchange.
All values are entered manually.
2. Read the Lines
Avg Long line → average entry of all long positions
Avg Short line → average entry of all short positions
Hedge Close line (optional) → price level where you may close shorts and stay long
3. Use Alerts
You can create alerts for:
Price reaching Avg Long
Price reaching Avg Short
Alerts trigger when the candle touches the average price (high–low range).
4. Manage the Hedge
Typical workflow:
Keep both long & short active while price is inside the range
When price moves favorably and reaches your target level:
Close the hedge leg (usually shorts)
Keep the directional position (longs)
5. PnL Awareness
The info table shows:
Estimated Long PnL
Estimated Short PnL
Net PnL (based on margin & leverage)
These values are approximations for decision support.
⚠️ Disclaimer
This indicator is not a trading signal.
It is a position management tool for hedging, scaling, and risk control.
Money calculatorHello everyone!
I’ve put together a simple trading assistant. All settings are intuitive.
Just enter your deposit, risk per capital, take profit / stop loss — and you’re ready to go.
You can also set your own custom name for the calculator in the settings.
Wishing everyone profitable trades!
EPS TablesThis is a finincial data analysis of the stock, that shows 6 quater result. Both sales and EPS can show the strength of the stock.
LEVENT: Lifetime Estimation via Efficiency-Regime EventLEVENT — Lifetime Estimation via Efficiency-Regime Event Transitions
LEVENT is a research-grade indicator that estimates the remaining structural lifetime of the current market regime.
Unlike trend, volatility, or momentum tools, LEVENT does not measure price movement — it measures how long the current market structure is likely to survive before breaking.
This script implements the LEVENT model published on Zenodo (Bülent Duman, 2026) and is built on top of the open-source DERYA (Dynamic Efficiency Regime Yield Analyzer) microstructural efficiency framework.
What LEVENT measures
LEVENT outputs a single continuous variable L that represents the remaining survival capacity of the active efficiency regime.
High L → the current regime has strong structural endurance
Falling L → the regime is consuming its capacity
L → 0 → regime exhaustion and elevated probability of transition
This makes LEVENT a forward-looking structural time variable, not a price indicator.
What is inside this script
This implementation contains the following components:
1. DERYA (open-source microstructure efficiency)
DERYA is computed from OHLC data as:
Net close-to-close movement divided by total intrabar range
It is smoothed with an EMA and normalized over a rolling window to produce a bounded efficiency state (0–100).
This is an open-source indicator and is explicitly credited in the LEVENT paper.
2. Transition Strength (S)
S measures how unstable the regime is by combining:
the slope of DERYA
the acceleration of DERYA
This is not RSI, MACD, or ATR — it is a state-transition intensity metric.
3. Regime Engine
Markets are classified into four structural regimes:
Expansion
Exhaustion
Collapse
Base / Recovery
A debounce + persistence filter is used to avoid noise-based flickering.
4. Structural Lifetime (LEVENT L)
Each regime is assigned a capacity (Λ) and a fragility (α).
LEVENT then evolves as a jump-and-countdown survival process:
On regime change → L resets to full capacity
Inside a regime → L decays deterministically
High instability → faster decay
This is not a moving average, oscillator, or probability estimate — it is a structural survival clock.
How to use LEVENT
LEVENT is designed to be used as a regime-health overlay, not a buy/sell trigger.
Typical uses:
Detect late-stage trends when L is low
Avoid initiating positions when the regime is near collapse
Compare structural stability across assets
Combine with price, trend, or volume systems
Do not use LEVENT alone as a trading signal.
LEVENT tells you “how long the structure may last”, not “where price will go.”
Visuals
Background colors show the current regime
The LEVENT line shows remaining structural lifetime
A table displays the active regime and current L value
Important notes
LEVENT is not RSI, MACD, ATR, or trend
LEVENT does not predict price direction
LEVENT does not issue entry/exit signals
LEVENT is a research-grade structural model
The DERYA component used here is an open-source microstructural efficiency estimator and is credited accordingly.
Risk and disclaimer
This script is provided for research and analytical purposes only.
It is not financial advice and must not be used as a standalone trading system.
Markets are uncertain.
All trading decisions and risks remain entirely the responsibility of the user.
LEVENT: Lifetime Estimation via Efficiency-regime Event Transitions
Introducing a Regime-Dependent Structural Lifetime Estimator for Financial Markets Using OHLC Data
Author: DUMAN,Bülent
Affiliation: Independent Researcher
zenodo.org
Kalman Hull Trend Score [BackQuant]Kalman Hull Trend Score
Overview
Kalman Hull Trend Score is a trend-strength and regime-evaluation indicator that combines two ideas, Kalman filtering and Hull-style smoothing, then measures persistence of that filtered trend using a rolling score. The goal is to produce a cleaner, more stable trend read than typical moving average tools, while still reacting fast enough to be practical in live markets.
Instead of treating a moving average as a simple line you cross, this indicator turns the filtered trend into an oscillator-like score that answers: “Is the smoothed trend consistently progressing, or is it stalling and degrading?”
Core idea
The indicator is built from two components:
A Kalman-based smoothing engine that estimates price state and reduces noise adaptively.
A Hull-style construction that uses multiple Kalman passes to create a responsive, low-lag trend filter.
Once the Kalman Hull filter is built, a persistence score is calculated by comparing the current Kalman Hull value to many past values. The result is a trend score that rises in sustained trends and compresses or flips during deterioration.
Why Kalman instead of standard smoothing
Traditional moving averages apply fixed smoothing rules regardless of market conditions. A Kalman filter behaves differently, it is designed to estimate an underlying state in noisy data, adjusting how much it “trusts” new price information versus prior estimates.
This script exposes that behavior through two key controls:
Measurement Noise: how noisy the observed price is assumed to be.
Process Noise: how much the underlying state is allowed to evolve from bar to bar.
Together, these settings let you tune the balance between smoothness and responsiveness without relying on blunt averaging alone.
Kalman filter mechanics (conceptual)
Each update cycle follows the classic structure:
Prediction: assume the state continues, and expand uncertainty by process noise.
Update: compute Kalman Gain, then blend the new price observation into the estimate.
Correction: reduce uncertainty based on how much the filter accepted the new information.
When measurement noise is higher, the filter becomes more conservative, smoothing harder. When process noise is higher, the filter adapts faster to regime changes, but can become more reactive.
Check out the original script:
Kalman Hull construction
The “Hull” component is not a standard HMA built from WMAs. Instead, it recreates the Hull idea using Kalman filtering as the smoothing primitive. The structure follows the same intent as HMA, reduce lag while keeping the line smooth, but does it with Kalman passes:
Apply Kalman smoothing over multiple effective lengths.
Combine them using the Hull-style weighting logic.
Run the combined output through another Kalman pass to finalize smoothing.
The result is a Kalman Hull filter that aims to track trend with less jitter than raw price, and less lag than slow averages.
Another Kalman Hull with Supertrend
Trend scoring logic
The trend score is computed by comparing the current Kalman Hull value to past Kalman Hull values over a fixed lookback range (1 to 45 bars in this script):
If current kalmanHMA > kalmanHMA , add +1
If current kalmanHMA < kalmanHMA , add -1
This produces a persistence score rather than a simple direction signal. Strong trends where the filter keeps advancing will accumulate positive comparisons. Weak trends, chop, or reversals will cause the score to flatten, decay, or flip negative.
Interpreting the score
Read the score as trend conviction and persistence:
High positive values: bullish persistence, the filtered trend is progressing consistently.
Low positive values: trend exists but is fragile, progress is slowing.
Near zero: indecision, range behavior, frequent challenges to structure.
Negative values: bearish persistence or sustained deterioration in the filtered trend.
The rate of change matters:
Score expansion suggests trend is gaining traction.
Score compression often signals consolidation or exhaustion.
Fast flips usually accompany regime transitions.
Signal thresholds and regime transitions
User-defined thresholds convert the score into regimes:
Long threshold: score must exceed this level to confirm bullish persistence.
Short threshold: a crossunder of the score triggers bearish regime transition.
This is intentionally conservative. Long bias is maintained while the score holds above the long threshold. Short transitions are event-triggered on breakdown via crossunder, helping avoid constant flipping during minor noise.
Signals are only plotted on regime changes (first bar of the flip), keeping them clean for alerts and backtests.
Visual presentation
The indicator provides multiple layers depending on how you want to use it:
Kalman Hull Trend Score oscillator, color-coded by active regime.
Optional Kalman Hull filter plotted on the price chart for structure context.
Optional threshold reference lines for quick regime mapping.
Optional candle coloring and background shading for instant readability.
You can run it as a pure score panel or as a combined panel + on-chart trend overlay.
How to use in practice
Trend filtering
Favor long setups when the score remains above the long threshold.
Reduce directional aggression when score compresses toward zero.
Treat a short-threshold breakdown as a regime risk event, not just a signal.
Trend quality assessment
Rising score supports continuation trades and adds confidence to breakouts.
Flat or falling score warns that trend persistence is fading.
If price trends but score fails to expand, trend may be weak or liquidity-driven.
Trade management
Use the Kalman Hull line as dynamic structure reference on chart.
Use score deterioration to scale out before a full regime flip.
Use regime flips as confirmation for bias shifts rather than prediction.
Tuning guidelines
Measurement Noise
Higher: smoother filter, fewer false shifts, slower to adapt.
Lower: more responsive, more sensitive to microstructure noise.
Process Noise
Higher: adapts quicker to sudden changes, but can become twitchy.
Lower: steadier state estimate, but slower during sharp regime transitions.
A practical approach is to first tune measurement noise until the Kalman Hull line matches the “clean trend structure” you want, then adjust process noise to control how quickly it reacts when the regime genuinely changes.
Summary
Kalman Hull Trend Score transforms a Kalman-based Hull-style trend filter into a quantified persistence oscillator. By combining adaptive Kalman smoothing with low-lag Hull logic and a rolling comparison score, it provides a cleaner read on trend quality than basic moving averages or single-condition trend tools. It is best used as a regime filter, trend strength gauge, and structure-aware trade management layer.
Darphane Altin SpreadThis shows the spread between the Turkish Mint's Gold Coin and Gram Gold. It evaluates the performance as a percentage. It gives information such as: the Turkish Darphane Gold Coin is priced 54% higher than Gram Gold.
Universal Kinetic MasterThe Universal Kinetic Master (UKM) is an advanced volatility architect designed to replace static Moving Averages. Unlike detailed manual settings, it utilizes a proprietary **Auto-Calibration Engine** that mathematically adjusts its channel sensitivity based on the specific asset class (Crypto/Stocks/Forex).
**Underlying Concepts:**
1. **Kinetic Volatility:** The script analyzes the historical "energy" (ATR) of the asset to determine if the market is in an Expansion or Compression phase.
2. **Adaptive Filtering:** During low-energy chops, the visual channel tightens or hides signals to prevent false breakouts.
3. **Proximity Sizing:** Visual dots resize dynamically as price approaches the kinetic mean, signalling potential reversion.
**Features:**
- Auto-detects Asset Class (Crypto vs Stocks).
- Smart Dashboard for real-time volatility status.
- Filtered "High Quality" signals only.
Share Size CalcCalculate the share size to be used based on a percentage risk per trade and total capital in the account.
ZenAlgo - SqueezeThis indicator is a separate-pane tool that reads the current chart symbol (treated as the traded instrument, typically a perpetual) and optionally reads a second symbol used as a comparison reference. It can operate in two broad modes:
Basis on - the script attempts to obtain a "spot or reference" close and compares the chart close against it.
Basis off - all basis related parts are disabled and only the on-chart derived components remain.
The comparison reference can be selected via presets (dominance and market cap style tickers, BTC perpetual, etc.) or via a manual symbol selector. There is also an optional second comparison line that is visual-only and does not influence the squeeze logic.
Spot and reference selection, including safety and fallback
When basis mode is enabled, the script needs a valid comparison close series. It supports three ways to obtain it:
Manual selection - you choose a specific reference symbol or one of the provided presets.
Auto spot from the chart symbol - the script strips the ".P" suffix from the chart ticker to guess a spot ticker (fast, but can be invalid on some symbols or spread charts).
Exchange fallback chain - if the manual request fails to return data, the script tries a hardcoded sequence of exchanges for the same base pair (same exchange prefix first, then Binance, then Bybit, then MEXC, then Bitget). It uses requests that ignore invalid symbols so the script fails gracefully into the next option. Spread-style synthetic tickers are detected and excluded from this fallback process.
Why this matters: basis style comparisons are only meaningful when the reference series is actually available and aligned to the same timeframe. The script spends a lot of logic on preventing runtime failures and preventing accidental "fake basis" on unsupported tickers.
VWAP with standard deviation bands on multiple reset schedules
The next major block computes anchored VWAP states for several higher-level periods. The core approach is:
It performs a running, volume-weighted accumulation of typical price for the anchor period.
It simultaneously accumulates the second moment needed to estimate dispersion around VWAP, producing a standard deviation estimate around the anchored VWAP.
On each reset boundary (daily, weekly, monthly, quarterly, semiannual, yearly), the accumulators reset and begin a new anchored VWAP segment.
Why this matters: anchored VWAP is treated here as a rolling "fair value" for the current period. The dispersion estimate is used to convert distance from VWAP into discrete states (premium, discount, etc.) instead of relying on raw price distance, which varies widely across assets.
Smoothed average line used as a slower trend filter
Alongside the anchored VWAPs, the script builds a slow baseline from the chart close using a two-stage smoothing process. This baseline is then used as a slower reference for trend qualification.
Why this matters: the trend logic requires alignment between price, the daily anchored VWAP, and this slower baseline, plus confirmation that both the daily VWAP and the slow baseline are rising or falling. This avoids classifying trend from price position alone.
Trend classification used for context labeling
Trend is classified as:
Bull trend when price is above the daily anchored VWAP, the daily anchored VWAP is above the slow baseline, and both the daily VWAP and the slow baseline are rising.
Bear trend when price is below the daily anchored VWAP, the daily anchored VWAP is below the slow baseline, and both are falling.
If neither is true, the script treats trend as neutral for its table and for squeeze sub-labeling.
Why this matters: the script later distinguishes events that align with the prevailing trend versus those that run against it.
VWAP state mapping and heatmap rows
For each anchored VWAP (D, W, M, Q, S, Y), the script assigns a discrete state label based on where price is relative to VWAP and how many dispersion units away it is. The state labels include:
Above, Below
Premium and Discount tiers
"Super" and "Mega" tiers for more extreme distances
These states are turned into colors using a selected palette preset. The script then draws horizontal "heat" lines at fixed Y offsets inside the indicator pane, one row per anchor timeframe, plus optional row-letter labels that also show whether the anchored VWAP is rising, falling, or stable.
How to interpret:
The heatmap is not a price plot. It is a categorical summary of where current price sits relative to each anchored VWAP and its dispersion.
Multiple rows allow you to see whether price is simultaneously extended on short anchors but neutral on long anchors, or vice versa.
Normalized metrics used for squeeze detection and plots
The script computes several standardized (z-scored) series over a fixed lookback length:
Chart close z-score - how far the current close is from its recent mean in standardized units.
Reference close z-score - same standardization on the chosen comparison series (only when basis is enabled and reference exists).
Basis percentage z-score - derived from the ratio between chart close and the reference close, transformed into percent difference, then standardized.
Delta proxy z-score - a signed volume proxy that assigns positive weight on up candles, negative weight on down candles, and zero on unchanged candles, then standardized. For symbols with missing volume, it can fall back to a constant weight of 1 depending on settings.
Why this matters:
The use of z-scores makes thresholds portable across assets and regimes. Instead of using raw basis percent or raw volume, the script detects whether each component is unusually large relative to its own recent distribution.
Squeeze event conditions and "continuation vs countertrend" labeling
The core squeeze events are defined by three simultaneous conditions, each compared to a fixed threshold:
Price is moving fast enough (rate-of-change threshold).
Basis deviation is large enough in one direction (basis z-score threshold).
Delta proxy deviation is large enough in the same direction (delta z-score threshold).
When these align to the upside, the script calls it a short squeeze event (upward acceleration with positive basis and positive delta proxy abnormality). When they align to the downside, it calls it a long squeeze event (downward acceleration with negative basis and negative delta proxy abnormality).
Volume availability handling:
You can hard-disable squeeze detection on symbols where volume is missing.
Or you can allow it, in which case the delta proxy uses a fallback weight so the pipeline still functions.
Continuation vs countertrend:
Each squeeze event is classified relative to the trend state described earlier.
A squeeze that agrees with the trend is marked as continuation.
A squeeze that opposes the trend is marked as countertrend.
Visual output tied to squeezes:
Optional dots are plotted near the top or bottom of the pane to indicate event type (short vs long, continuation vs countertrend).
Optional candle coloring is applied only during squeeze states, using separate colors for continuation bull, continuation bear, and countertrend.
Basis vs chosen comparison relationship on fixed timeframes
In addition to the main squeeze logic, the script evaluates how the basis z-score compares to the chosen reference z-score on four fixed intraday timeframes (5m, 15m, 1h, 4h). For each timeframe it assigns a simple state:
Basis standardized value above the reference standardized value
Basis standardized value below the reference standardized value
Equal or unavailable
These states are primarily used to color table cells as a compact multi-timeframe context readout.
Why this matters: it provides a quick view of whether the basis deviation is leading or lagging the chosen reference across multiple granularities, without changing the main squeeze definitions.
Cross between basis and chosen reference
When enabled and basis is available, the script detects crosses between:
Basis z-score line
Chosen reference z-score line
It can plot small up or down triangles on the basis plot when the basis standardized value crosses above or below the reference standardized value. The triangle color is tied to the daily VWAP heat color so the marker inherits the daily premium/discount context.
Why this matters: it isolates regime changes where the basis deviation becomes stronger or weaker than the reference series in standardized terms, which can be used as a context shift rather than a standalone entry indication.
Pane plots, fills, and thresholds
The indicator pane can show:
The chart close z-score line (perp series).
The chosen reference z-score line (compare series, when available).
The basis z-score line.
The optional second comparison z-score line.
A background fill is drawn between the chart close z-score and the reference z-score to visualize which is higher at the moment. Horizontal reference lines are also drawn for:
The basis z-score thresholds used for squeeze logic.
The delta proxy z-score thresholds used for squeeze logic.
Zero line and additional guide lines at several standardized levels.
How to interpret values:
The plotted values are standardized units relative to each series’ own recent distribution.
A value around 0 indicates "near recent average."
Large positive or negative values indicate "unusually above or below recent average" for that specific series.
Table readout and derived bias score
A table can be shown in the top-right of the pane, summarizing:
Current mode (basis off, auto spot, or which preset/manual reference is in use).
Whether basis data is valid.
Trend state and a slope warning/ok flag.
Daily and weekly anchored VWAP numeric values and their premium/discount state coloring.
A daily vs weekly VWAP difference state.
Price rate-of-change state.
Basis percent value and basis z-score state.
Delta proxy z-score state.
Chart close z-score state.
Reference z-score state.
A composite bias score and text label.
The four timeframe basis-vs-reference relationship states (5m, 15m, 1h, 4h).
The score is then mapped to labels from strong bearish through neutral to strong bullish, optionally appending the most recent squeeze classification when present.
Right-side value tags
On the last bar, the script can draw short horizontal lines and labels to the right showing the latest values for:
Chart close z-score
Reference z-score
Basis z-score
Optional second comparison z-score
These tags are offset a user-selected number of bars into the future so they remain readable.
"Best" block and alert conditions
A final logic layer uses:
Two fixed thresholds on the basis z-score (one associated with an "up" cross and one with a "down" cross).
A count of how many enabled VWAP heatmap rows are currently in "hot" states (above or premium tiers) vs "cold" states (below or discount tiers).
A recent-squeeze filter that checks whether any squeeze event happened within a defined lookback window.
It then plots:
Small circles for threshold crosses when at least a minimum hot/cold alignment exists.
Diamonds when alignment exists, optionally larger when alignment count is higher.
Separate diamonds when the threshold cross happens without a recent squeeze.
Alert conditions are provided for:
Strong "best" diamonds when alignment meets a higher minimum.
Optional alerts for "best" threshold crosses without recent squeezes.
Optional alerts for basis-vs-reference z-score crosses.
Why this matters: it gates threshold events by broader multi-anchor context, attempting to avoid treating a single standardized cross as equally meaningful in every macro positioning regime.
Added value over common free indicators
This script combines several components that are often separate in typical tools, and it enforces explicit data-availability safeguards:
Anchored VWAP states across multiple calendar resets with an internal dispersion estimate and a compact heatmap summary.
Basis style comparison that can be driven by multiple preset market references, with a fallback chain across exchanges and explicit spread-chart protection.
Squeeze detection that requires simultaneous agreement across price acceleration, basis deviation, and a signed volume proxy deviation, then labels the event by trend alignment.
A unified pane where standardized series, thresholds, heatmap context, and table diagnostics are all consistent with the same internal state.
Disclaimers and where it can fall short
If the chosen reference symbol is unavailable or returns gaps, basis-dependent outputs can be unavailable or may switch to fallback sources depending on settings. This can change the basis series behavior compared to a strictly fixed reference feed.
The delta component is a proxy based on candle direction and volume, not an exchange order-flow delta. On symbols with unreliable volume, enabling fallback weighting can keep the indicator running but reduces the meaning of "volume-driven" parts.
Standardized values depend on the chosen lookback. In highly non-stationary regimes, what is "unusual" can shift quickly.
Anchored VWAP states depend on reset definitions in UTC. If your trading session expectations are tied to different session boundaries, interpret anchor transitions accordingly.
How to best use it
Start by verifying Basis OK in the table when basis mode is enabled. If it shows an error state, either switch reference mode, disable basis, or enable fallback if appropriate for your symbol.
Use the heatmap rows to understand whether price is extended relative to multiple anchored baselines simultaneously or only on short anchors.
Treat squeeze dots and candle coloring as event markers, then use the trend label (continuation vs countertrend) and the VWAP states to decide whether the event aligns with your broader plan.
Use basis vs chosen crosses and the basis-vs-reference multi-timeframe states as context shifts, not as isolated triggers.
If you enable alerts, prefer those that include the multi-row hot/cold alignment gating when you want fewer, more context-filtered notifications.
Market State Fear & Greed Bubble Index V1Market State Fear & Greed Bubble Index V1
📊 Comprehensive Market Sentiment Analyzer
This advanced indicator measures market psychology through a multi-dimensional scoring system, combining demand/supply pressure, trend momentum, and statistical extremes to identify fear/greed cycles and trading opportunities.
🎯 Core Features
Five-Factor Fear & Greed Score
Weighted sentiment analysis:
Demand/Supply (25%): Real-time buying/selling pressure
RSI (25%): Momentum extremes
KDJ (20%): Overbought/oversold detection
Bollinger Band % (20%): Statistical positioning
ADX Trend (10%): Trend strength confirmation
Multi-Layer Market State Detection
Extreme Fear/Greed: Statistical bubble identification
Trend Bias: Bullish/Bearish/Neutral classification
Confidence Scoring: Setup reliability assessment
Reversal Alerts: Early trend change signals
Visual Dashboard
Top-right information panel displays:
Fear & Greed Score (0-100)
Market State Classification
Trend Bias & Confidence
Signal Quality & Alerts
📈 Key Components
Fear & Greed Gauge
0-30: Extreme Fear (buying opportunities)
30-47: Fear (accumulation zones)
47-70: Neutral (consolidation)
70-90: Greed (caution zones)
90-100: Extreme Greed (selling opportunities)
Deviation Zones
Red Zone (±17.065): Critical reversal areas
Yellow Zone (±34.135): Warning levels
Blue Zone (±47.72): Statistical extremes where reversals are highly likely. These occur when asset prices are in a bubble that's about to pop.
Signal Types
Buy/Sell Labels: Primary entry/exit signals
Scalp Signals: Short-term opportunities
Bottom/Top Detectors: Extreme reversal zones
Whale Indicators: Institutional activity markers
🚀 Trading Applications
Extreme Fear Setups Conditions:
Fear & Greed Score < 34.135
BB% < 0 or < J-inverted line
RSI < 34.135
Confidence score > 68%
Bullish divergence present
Action: Accumulation positions, scaled entries
Extreme Greed Setup Conditions:
Fear & Greed Score > 68.2
BB% > 100 or > 80 with divergence
RSI > 68.2
ADX showing trend exhaustion
Multiple timeframe resistance
Action: Profit-taking, protective stops
Trend Following
Bullish Conditions:
Sentiment score rising from fear zones
DMI+ above DMI- and rising
Confidence > 75%
Volume supporting moves
Bearish Conditions:
Sentiment declining from greed zones
DMI- above DMI+ and rising
Distribution patterns
Multiple resistance failures
⚙️ Customization Options
Adjustable Parameters:
DMI Settings: DI lengths, ADX smoothing
KDJ Periods: Customizable sensitivity
BB% Range: Statistical band adjustments
Smoothing Options: Demand/Supply filtering
Alert Thresholds: Custom signal levels
Visual Customization:
Color schemes for different market states
Line thickness and style preferences
Information panel display options
Alert sound/visual preferences
📊 Signal Interpretation
Primary Signals:
Green 'B': Strong buy opportunity
Red 'S': Strong sell opportunity
White 'Scalp': Short-term trade
Trade Area: Accumulation/distribution zones
Visual Markers:
🔥: Bullish momentum building
🐻: Bear exhaustion building
🐳: Whale/institutional activity
Color-coded fills: Market state visualization
Confidence Levels:
≥80%: High reliability setups
60-79%: Moderate confidence
<60%: Low confidence, avoid or reduce size
⚠️ Risk Management Guidelines
Critical Rules:
Never trade against extreme sentiment (Extreme Fear → buy, Extreme Greed → sell)
Require multiple confirmation signals
Use confidence scores for position sizing
Avoid When:
Conflicting signals between components
Low volume participation
Confidence score < 50%
Major news events pending
Extreme volatility conditions
💡 Advanced Strategies
Sentiment Cycle Trading
Identify sentiment extremes
Wait for confirmation reversals
Enter with trend confirmation
Exit at opposite sentiment extreme
Use confidence scores and fear & greed scores to scale:
Fear & greed scores < 30 = buy area
Fear & greed score > 60 = sell area
Trend Momentum
Exit: At extreme greed with divergence
Enter: At extreme fear with divergence
📊 Market State Classification
Five Primary States:
EXTREME FEAR (BB% <0, RSI <34, Score <34)
FEAR (Score 34-47, bearish momentum)
NEUTRAL (Score 47-70, consolidation)
GREED (Score 70-90, bullish momentum)
EXTREME GREED (Score >90, BB% >100)
State Transitions:
Fear → Neutral: Early accumulation
Neutral → Greed: Trend development
Greed → Extreme Greed: Distribution
Extreme → Reversal: Trend change
🔍 Information Panel Guide
Real-Time Metrics:
FEAR & GREED: Current sentiment score
Market State: Classification and bias
Trend Bias: Bullish/Bearish/Neutral
Confidence: Setup reliability percentage
Momentum: Current directional strength
Volatility: Market condition assessment
Signal Quality: Trade recommendation
Reversal Imminent: Early warning alerts
🌟 Unique Advantages
Psychological Edge:
Quantifies market emotion through multiple indicators
Identifies bubbles before they pop
Provides statistical confidence for each setup
Combines technical extremes with sentiment analysis
Offers clear visual cues for decision making
Professional Features:
Multi-timeframe sentiment analysis
Real-time confidence scoring
Comprehensive alert system
Institutional activity detection
Clear risk/reward visualization
📚 Educational Value
This indicator teaches:
Market psychology cycles
Statistical extreme identification
Multi-indicator confirmation
Risk quantification methods
Professional trade management
Perfect for traders seeking to understand and profit from market sentiment cycles.
Disclaimer: For educational purposes. Trading involves risk. Past performance doesn't guarantee future results.
[iQ]PRO O.M.N.I. Singularity Oscillator+The PRO Ω_SINGULARITY+ is a next-generation momentum oscillator that applies principles of Fluid Dynamics and Physics to market data. It moves beyond traditional oscillators (like RSI or MACD) by incorporating "Laminar Flow" efficiency and "Volume Mass" to distinguish between high-quality trends and turbulent noise.
This tool is designed to solve the "False Signal" problem. A standard oscillator triggers simply because price moved. The Singularity Engine only triggers if the price movement possesses sufficient Mass (Volume) and Efficiency (Flow State) to sustain the trajectory.
Key Features & Methodology
Physics Core: Laminar Flow Detection:
Utilizes an Efficiency Ratio (ER) algorithm (similar to Kaufman's Adaptive logic) to measure the "cleanliness" of price movement.
Laminar Flow: Smooth, directional price action increases the Flow State multiplier.
Turbulence: Choppy, sideways price action reduces the multiplier, dampening signals during consolidation.
Mass-Energy Verification:
Integrates Volume as "Mass."
Phantom Mass Filter: Price moves on low volume are treated as "hollow" and are mathematically suppressed.
Heavy Mass: Moves supported by volume surges (> SMA 50) are amplified, signaling institutional participation.
The Singularity Wave (Signal Generation):
The core calculation is a modified Relative Vigor Index (RVI) derivative, smoothed with a Symmetrically Weighted Moving Average (SWMA).
This "Raw Energy" is then multiplied by the Flow State and Mass Factor.
Result: A signal that is hyper-sensitive during strong trends but flat/neutral during chop.
Anomaly Detection:
Zero-Point Breach: Standard zero-line crossovers indicate a shift in market polarity (Trend Reversal).
⚡ Hyper-Velocity Events: Specific thresholds (±0.2) that indicate an explosive release of energy (Momentum Breakout).
How to Use
Trend Confirmation: When the Singularity Wave (Area) is expanding and holding above the Signal Lag (White Line), the trend is robust.
Filtering Chop: If the oscillator is hovering near the "Event Horizon" (Zero Line) with low amplitude, the market is in a "Turbulent" state. Avoid entries.
Entry Triggers:
Triangle Up/Down: Polarity shift (Early Entry).
⚡ Lightning Bolt: High-momentum breakout (Confirmation Entry).
Divergence: As with all oscillators, divergence between Price and the Singularity Wave signals potential exhaustion.
2. Code Logic & Architecture Explanation
(A technical breakdown of the script's internal mechanics)
A. Physics Core: Laminar Flow (Efficiency Ratio)
The script begins by determining the quality of the trend using an Efficiency Ratio (ER).
Concept: It compares the net distance price traveled (change_abs) vs. the total path traveled (volatility_sum).
Math: ER = Net Change / Sum of Individual Changes.
If price moves in a straight line, ER ≈ 1.0 (Laminar Flow).
If price chops up and down but ends near the start, ER ≈ 0.0 (Turbulence).
Flow State: The ER is squared (math.pow) to punish noise even more severely, ensuring only the strongest trends register high values.
B. Mass-Energy Verification (Volume Weighting)
Standard oscillators ignore volume. This script forces volume to validate the move.
Baseline: Calculates a 50-period Simple Moving Average (vol_mean) of volume.
Mass Factor: Current Volume / Average Volume.
Clipping: The factor is capped at 3x (mass_factor := mass_factor > 3 ? 3 : mass_factor) to prevent a single massive volume spike (like news events) from distorting the chart for the rest of the day.
C. The Singularity Oscillator (The Fusion)
This section combines the components into the final signal.
Base Engine: It uses a calculation similar to the Relative Vigor Index (RVI), which compares Closing prices relative to the High-Low range.
numerator (Open vs Close) captures the directional momentum.
denominator (High vs Low) captures the trading range (volatility).
SWMA Smoothing: Symmetrically Weighted Moving Averages are used to smooth inputs before calculation to reduce lag.
The Omega Equation:
Ω=Raw Energy×Flow State×Mass Factor
This is the critical innovation. A signal requires Direction (Raw Energy) + Efficiency (Flow) + Volume (Mass) to be significant.
D. Signal Processing & Anomalies
Signal Line: An EMA (Exponential Moving Average) of the Omega signal provides a crossover trigger point.
Thresholds:
Zero Cross: The classic "Bull/Bear" divider.
Hyper-Velocity: Hardcoded thresholds (0.2 / -0.2) act as "Turbo" zones. If the weighted signal breaches these, it implies all three factors (Price, Efficiency, Volume) are peaking simultaneously.
E. Visualization Layer
Adaptive Coloring: The plot color changes not just on direction (Green/Red) but on intensity.
col_bull (Green) is used when the Wave is above the Signal Line (Accelerating).
color.new(col_bull, 50) (Faded Green) is used when the Wave is positive but below the Signal Line (Decelerating).
Visual Hierarchy: The "Singularity Wave" is an area plot for visibility, while the "Signal Lag" is a thin line for precision.
3. Recommended "Author's Instructions" (Readme)
WARNING: This indicator is NOT a standalone signal service. It is a Physics-Based Filter.
Do not trade every triangle blindly.
Do use this to confirm price action. If Price breaks resistance, but the Singularity Wave is flat (low Mass/Flow), the breakout is likely a trap (Fakeout).
Best Timeframes: 15m, 1H, 4H.
Asset Class: Optimized for High-Volume assets (Crypto Majors, Forex, Indices) where Volume Flow is reliable.
Candle Closing Range %Measuring strength of the daily closing candle after a gap up or strong open.
This indicator calculates where price closed within the day’s range and expresses it as a percentage. It is designed to give immediate context on whether buyers or sellers controlled the session — and is especially useful when analyzing gap days or trend continuation setups on intraday charts.
The indicator always references the most recent closed daily candle.
Formula:
Closing Range = (Close – Low) / (High – Low) × 100
Range interpretation:
• Closing range > 60% → Buyers dominated
• Closing range 40–60% → Neutral (directional bias unclear)
• Closing range < 40% → Sellers dominated
Style options:
• Background color
• Text Size
• Text Color
FlowMaster 4H - Avanced Volume & Pip Analyzer“Visualize market flow like an institutional trader – track buy/sell volume, pip per tick, and candle efficiency in one table.”
“Visualize market flow like an institutional trader – track buy/sell volume, pip per tick, and candle efficiency in one table.”
Short Description (Marketplace-Friendly):
Aggregated 4H candle analysis with buy/sell volume breakdown.
Pip/Tick calculation with weighted averages for smarter entry/exit signals.
Compare current candle volume to previous candle and 20-bar average.
All key metrics in a compact, easy-to-read table below the chart.
Ideal for Forex swing & position traders seeking institutional-style insights directly in TradingView.
Long Description / Full Product Info:
FlowMaster 4H is a professional-grade trading indicator designed to provide quantitative order flow analysis on Forex markets using 4-hour candles. By aggregating volume data, tick information, and pip movements, FlowMaster gives traders a unique perspective on market dynamics typically reserved for institutional participants.
Key Features:
Volume Relative Metrics: Compare the current candle volume to the previous candle and to the average of the last 20 candles.
Pip/Tick Analysis: Calculates pip per tick using a scaled price approach, giving insights into the efficiency of price moves.
Weighted Pip/Tick Averages: Tracks volume-weighted pip/tick over the last 20 candles for both buyers and sellers.
Percentage Metrics: Visualize the proportion of buy and sell volume relative to total ticks, helping identify absorption and impulse movements.
User-Friendly Table: All key indicators displayed in a compact, easy-to-read table below the chart.
Why use FlowMaster 4H:
Identify market absorption and impulse using reliable volume and pip metrics.
Optimize trade entry and exit decisions based on quantitative order flow data.
Works directly in TradingView, offering a professional order flow view without needing access to Level 2 order book data.
Pioneering approach in aggregating 4H candle data with detailed pip/tick insights.
Ideal For: Swing and position traders, Forex traders seeking institutional-style volume analysis, and anyone looking to improve order flow reasoning using TradingView.
