CHRONOLIQUIDATIONS CASCADE PRO [Takeda Trades 2026]CHRONOLIQUIDATIONS CASCADE PRO
by @TakedaTradesOfficial
v1 01/26/2026
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DESCRIPTION
ChronoLiq Cascade Pro is an advanced liquidation hunting indicator designed for aggressive traders who capitalize on market volatility and liquidity grabs. This indicator identifies high-probability reversal zones by tracking liquidation cascades from hourly and 30-minute time markers. The system plots 25 multi-leverage liquidation levels (50x-1000x) and generates precise BUY/SELL signals when price triggers these critical zones, allowing you to profit from the explosive moves that follow mass liquidations.
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KEY FEATURES:
Precision Time Markers : Yellow lines mark hourly candles (XX:00), orange lines mark 30-minute candles (XX:30) with open, close, midpoint, high, and low levels
25 Liquidation Zones Per Marker : Automatically plots liquidation levels from 50x to 1000x leverage for both long and short positions
Smart Signal System : BUY signals trigger when long liquidations hit (downside exhaustion), SELL signals when short liquidations hit (upside exhaustion)
ALPHA POINTS PRO Mode : Revolutionary profit-tracking system with 4 color-coded diagonal lines showing optimal exit strategies
Stack Liquidations Feature : Displays all leverage levels hit in current sequence (๐ฅ50x๐ฅ100x๐ฅ200x) for maximum insight
Multiple Label Modes : Choose from Standard, Numbered (#1, #2, #3), Colored gradient (intensity-based), Liquidation levels, or full ALPHA POINTS PRO
Fibonacci & Standard Deviation Levels : Optional technical confluence levels (0.236-3.618 Fib, 1x-15x StdDev)
Intelligent Candle Coloring : Visual system highlights hourly markers (yellow/orange) and liquidation events (gradient green/red)
Works on ALL Timeframes : Automatically adjusts calculations for seconds, minutes, or hourly charts
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HOW TO TRADE
OPTIMAL SETUP:
Apply indicator to your preferred timeframe ( 1-5min for scalping, 15min-1hr for swing trades )
Enable " ALPHA POINTS PRO " label mode in settings for complete profit-tracking system
Turn on " Stack Liquidations " to visualize the full cascade sequence
Activate " Inverse Liquidation Colors " (Long=Green, Short=Red) for intuitive visual feedback
Adjust label sizes for optimal chart clarity ( Small for BUY/SELL, Normal for emojis )
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CORE TRADING STRATEGY:
LIQUIDATION CASCADE ENTRIES:
BUY Signal (Long Entry) : Enter long positions when price hits liquidation zones below the hourly/30-min close. This indicates long liquidations are triggering, downward pressure is exhausting, and a reversal bounce is imminent. The more leverage levels hit ( 200x, 500x, 1000x ), the stronger the expected bounce.
SELL Signal (Short Entry) : Enter short positions when price hits liquidation zones above the hourly/30-min close. Short liquidations are cascading, upward momentum is exhausting, and a reversal dump is likely. Higher leverage hits = stronger reversal potential.
Signal Confirmation : The numbered sequence ( BUY #1, #2, #3 ) shows continuation strength. BUY #1 is initial signal, #2-3 show the cascade intensifying. Multiple sequential signals = higher conviction setups . When you see ๐ฅ50x๐ฅ100x๐ฅ200x stacked together, this is a prime entry .
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ALPHA POINTS PRO EXIT SYSTEM:
The diagonal lines provide 4 distinct exit strategies based on your risk tolerance:
Yellow Lines (Conservative) : Close your entire position when the first opposite signal triggers. This locks in quick 20-40% gains with minimal drawdown risk. Best for scalpers and beginners.
Orange Lines (Balanced) : Hold positions until price makes its 1st Higher High (for longs) or 1st Lower Low (for shorts). This captures 50-100% of the major move while avoiding premature exits. Recommended for most traders.
Darker Orange Lines (Aggressive) : Wait for the 2nd Higher High or Lower Low before closing. This maximizes profit potential but increases drawdown risk. Targets 100-200%+ gains on strong trending moves.
Blue MAX OPTIMAL Lines (Maximum Profit) : The ultimate exit strategy. These lines only close after an opposite signal confirms AND price makes a new HH/LL. This captures the absolute maximum profit from liquidation cascades. Use for high-conviction setups only.
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ADVANCED RISK MANAGEMENT:
Position size increases with leverage level: 50x-100x = standard size, 200x-500x = 1.5x size, 500x-1000x = 2x size
Stop Loss Placement : Set stops 10-20 pips beyond the most recent hourly high (shorts) or low (longs)
Profit Scaling : Close 30-50% at yellow lines, 30% at orange, let final 20-40% run to blue targets
Time Filters : Highest win rate during major market opens ( London 8-10am, New York 1-3pm GMT )
Avoid trading during low-liquidity hours ( typically 10pm-2am GMT )
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POWER USER TIPS:
Stack multiple timeframes: Use 1hr liquidations for trend direction, 15min for precise entries
Watch for "rejection wicks" at liquidation levels - these confirm the reversal
Fibonacci levels add confluence: liquidations at Fib levels = highest probability setups
Volume spikes + liquidation signals = institutional participation confirmed
The gradient color intensity shows liquidation severity ( bright = extreme, dark = moderate )
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BEST MARKETS: Cryptocurrency perpetual futures ( BTC, ETH, SOL ), volatile forex pairs ( GBPJPY, XAUUSD ), and high-beta indices ( NAS100, US30 ).
Analisis Trend
Blockcircle Fair Value Gaps (FVG) and Volume ValidationWHAT MAKES IT ORIGINAL AND DIFFERENT
The BLOCKCIRCLE FAIR VALUE GAPS (FVG) AND VOLUME VALIDATION indicator solves the most common FVG (or price value gap) problem: chart clutter from irrelevant gaps and adds two important features, volume validation and trend filtering. It implements proximity filtering to only show gaps within a configurable percentage of the current price, automatic age-based deletion, and maximum gap size limits to exclude extreme moves. The result is a clean chart showing only actionable gaps near current price action.
HOW IT WORKS
Fair Value Gaps form when prices move aggressively, leaving an unfilled gap between consecutive candles. This indicator identifies gaps but applies multiple relevance filters: gaps must be within the proximity threshold of the current price, younger than the maximum age, and sized between the minimum and maximum thresholds. Gaps outside these parameters are automatically removed.
FEATURES
Proximity filter removes gaps far from the current price
Maximum age filter deletes stale gaps
Minimum and maximum gap size filters
Volume confirmation option
Three mitigation detection methods
Info table showing active gap counts
CONFIGURABLE SETTINGS
Maximum Zones to Display: Limit visual clutter
Minimum Gap Size Percent: Filter insignificant gaps
Maximum Gap Size Percent: Filter extreme moves
Proximity Filter Percent: Only gaps within this distance from the price
Maximum Age Bars: Delete gaps older than this
Require Above Average Volume: Institutional filter
Mitigation Type: Wick, Close, or 50% Fill
Delete Mitigated Zones: Automatic cleanup
USAGE NOTES
Default 30% proximity means gaps more than 30% away from the current price are hidden. Increase for longer-term analysis or decrease for tighter focus. The maximum age of 200 bars prevents ancient gaps from cluttering the chart, but this can be changed to 5,000!
If you have any questions, please don't hesitate to ask. I'd be happy to help!
BitoAlliance PHLBased on SMI, this feature adds bullish and bearish crossover labels, and allows users to enter the number of recent labels in the settings.
Legacy Algo | Lyro RS
Overview
Legacy Algo is a hybrid momentum-reversal trading tool developed to identify actionable market movements in lower timeframes. Designed with a comprehensive suite of tools, it aims to assist traders in managing entries, exits, and trade progression through calculated visual cues. The indicator is intended to be used on intraday charts, providing dynamic support for both discretionary and system-based strategies.
Introduction
This script introduces a structured approach to analyzing short-term market dynamics. Rather than relying on a single method of signal generation, it incorporates multiple confirmations, risk management tools, and trend filters to offer a balanced view of potential trade opportunities. While the underlying algorithm remains private, its design reflects a meticulous focus on signal quality, adaptability, and visual clarity across a range of assets.
Purpose
The purpose of this indicator is to support traders in identifying reversal points and managing trade risk in volatile environments. It is particularly suited for use on lower timeframes, such as 1-minute to 15-minute charts, 1h, 2h, it works on any chart really. It combines confirmation-based setups with built-in risk management structures to assist with decision-making, both before and after trade initiation. While primarily reversal-oriented, the tool also integrates trend-following elements to capture extended moves when they emerge from a shift in momentum.
Originality and Uniqueness
What distinguishes this tool from other indicators is its attention to nuance and adaptability. Instead of providing generic buy/sell labels, Legacy Algo focuses on contextual awarenessโadjusting its behavior based on market volatility, momentum strength, and other environmental factors. Its integrated multi-layer confirmation system, adjustable visual themes, and flexible trade management features make it a versatile companion for short-term traders. The script is built with proprietary logic that includes layered thresholds and adaptive smoothing, giving it a character that is not replicated by standard open-source tools.
Inputs
Every input in the script has been tailored to allow the user to control specific aspects of the algorithm:
Sensitivity: This slider modifies how quickly the system responds to changing market conditions. Lower values increase signal frequency by making the system more reactive. Higher values reduce reactivity, favoring more stable trends.
Stop Loss Multiplier: Sets the distance of the stop loss from the entry point based on market volatility. Adjusting this changes the risk tolerance per trade.
Enable Entry Filter: Filters out low-quality signals based on internal evaluation criteria. When disabled, all signals are displayed; when enabled, only those meeting stricter criteria will appear.
Take Profit Levels: Enables or disables the plotting of dynamic take profit and stop loss levels on the chart, helping visualize trade objectives.
Level Decimals: Controls the rounding of entry, stop loss, and profit levels to match the price precision of the asset being analyzed.
Take Profit Signals: Activates additional TP alerts based on advanced signal behavior. These appear as visual labels when certain criteria are met post-entry.
Confirmation Signals: Displays optional trend confirmation markers to support directional bias using an additional layer of validation.
Extreme Bands: Adds visual volatility envelopes to the chart, helping identify overbought or oversold conditions with intuitive banded zones.
Smart Moving Average: Plots a trend-sensitive moving average to serve as dynamic support or resistance, adapting its color based on prevailing bias.
Trailing Stop Loss: When enabled, displays an adaptive trailing stop designed to lock in gains as the trade progresses.
Smart Trail: Shows a custom range-based trailing line that changes color based on market direction and supports trend-following exits.
Show Reversal Signals: Enables or disables reversal-based entries that appear based on predefined thresholds.
Color Palette: Offers a selection of preset visual themes such as Crimson, Mystic, or Diamond. These palettes change the indicatorโs appearance to suit user preference.
Use Custom Colors: Overrides default themes with custom colors set by the user for bullish and bearish conditions.
Bullish / Bearish Colors: Allows manual color selection for bullish and bearish visuals when the custom palette option is enabled.
Dashboard Settings: Inputs that control whether the stats table is displayed, along with its size and position on the chart.
Features
The indicator is equipped with multiple modular features, each designed to enhance specific aspects of trading execution and monitoring:
Trade Entries: Visual labels are placed on the chart to indicate potential long or short entries. These are calculated using internal filters and are only shown when certain quality thresholds are met.
Signal Filtering: Optional filters analyze factors such as trend strength, momentum, volatility, and multi-timeframe alignment. This ensures that only high-quality signals are displayed when enabled.
Take Profit and Stop Loss Labels: When enabled, dynamic levels are plotted on the chart, indicating up to three take profit levels and one stop loss, calculated using volatility-adjusted distances.
Smart Trail: A line that tracks price and adjusts in real time to reflect prevailing trend direction. It also serves as a trailing exit method when price reverses through it.
Smart Moving Average: An adaptive average that blends multiple smoothing techniques to reflect trend with reduced lag. Its color shifts to reflect bullish or bearish bias.
Trailing Stop: A volatility-based stop that moves with price once a trade is active. It trails the trend and adjusts dynamically based on user-defined risk tolerance.
Reversal Signals: Optional labels that highlight potential short-term exhaustion points based on proprietary internal behavior. These may assist with counter-trend scalps or early entries.
Multi-Timeframe Dashboard: A fully customizable stats table that provides real-time summaries of the current trend, volume conditions, volatility, trading session, and signals across multiple timeframes from 1-minute to daily.
Session Detection: Identifies and labels the currently active global trading session (e.g., London, New York) based on the chartโs time.
Volume and Volatility Metrics: Calculates whether volume is high or low relative to recent activity and estimates the strength of volatility via percentage-based metrics.
Alert System: Includes alert conditions for all major events such as new signals, stop loss hits, take profit hits, reversals, extreme conditions, and confirmations.
Custom Candles: The indicator optionally overrides standard chart candles with color-coded versions that reflect the internal trend bias.
Visual Themes: Several built-in color themes can be selected to customize the aesthetic of the tool, with additional control for traders who prefer to set their own color scheme.
Conclusion
Legacy Algo is built for short-term traders seeking a reliable and structured method for detecting reversals and managing trades in volatile conditions. With a focus on clarity, risk awareness, and multi-layered signal validation, it serves as a complete trade planning and monitoring toolkit. Its proprietary design adapts to changing environments while remaining easy to use through intuitive visuals and organized inputs.
โ ๏ธ Disclaimer
This indicator is a technical analysis tool and does not guarantee results. It should be used in conjunction with additional analysis methods and proper risk management strategies. The creators of this indicator are not responsible for any financial decisions made based on its signals.
USA Sector Rotation Momentum - Integrity Edition [Invite Ready]USA MASTER PRO โ Invite-Only (Sector Rotation Momentum)
What this is
USA Master Pro is a sector-rotation and alignment dashboard. It converts price action into a normalized โHeatโ score (-100 to +100), adds higher-timeframe confirmation, and helps you see which sectors are leading/lagging and whether your chart symbol is aligned with the broader environment.
How to use (quick)
1) Start with REG / BIAS (market context).
2) Scan the table ranks (leaders vs laggards).
3) Confirm with Trend (Higher TF) + Confluence.
4) Use Rel% and dRel to judge rotation strength and speed.
5) Use alerts as attention cues (not auto-entries).
Documentation (PDF)
Quick Start:
raw.githubusercontent.com
User Guide:
raw.githubusercontent.com
Support
If something looks off, send a screenshot and include the BUILD ID shown on the dashboard.
Disclaimer
This tool is provided for informational and educational purposes only and does not constitute financial, investment, legal, or tax advice. Trading and investing involve risk, and you are solely responsible for your decisions, risk management, and outcomes. Past performance is not indicative of future results. No guarantees are made regarding accuracy, completeness, or profitability. Use at your own risk.
NCAT Supply & Demand Zones (BoS Pivots)This indicator draws Supply and Demand zones based on market structure (Break of Structure) using confirmed pivot highs and lows.
When a bullish Break of Structure occurs, the script searches back for the last valid bearish base candle and creates a Demand zone.
When a bearish Break of Structure occurs, it searches back for the last valid bullish base candle and creates a Supply zone.
Zones extend to the right and are dynamically updated as price interacts with them. Each retest increases an internal counter and the zone visually fades over time, helping to identify zone weakening. Zones can optionally be removed when price closes beyond the distal boundary.
Key Features
Break of Structure (BoS) detection using confirmed pivots
Automatic Supply and Demand zone creation
Optional session and timezone filter
Progressive zone fading on retests
Configurable zone extension
Optional 50% midline
Maximum zone limit to keep charts clean
Notes
Structure signals are confirmed only after pivot validation
Designed as a visual and educational tool
Does not generate buy or sell signals and is not financial advice
Market State and Macro ContextDescription
This indicator provides a structured, multi-layer view of market context using strictly defined daily and higher-timeframe logic. It is designed to separate market regime, higher-timeframe control, daily momentum, and intraday execution bias into independent layers, allowing traders to understand where the market is before deciding when to act.
The script does not generate buy or sell signals. It defines context only.
1. Market State (Daily Regime)
This layer defines the current market regime using daily data and a 100-day lookback range.
Three regimes are identified, with strict priority:
Expansion
The daily close breaks above the highest high or below the lowest low of the previous 100 trading days.
Indicates volatility expansion and price discovery.
Expansion does not imply trend. It only confirms that price has entered new territory.
Trend
Detected only when price is not in expansion and all of the following are true:
Daily close is above or below the daily 50 EMA.
The daily 50 EMA is sloping in the same direction.
Daily swing structure confirms directional control (higher highs and higher lows for bullish, lower highs and lower lows for bearish).
Price is holding away from the midpoint of the 100-day range.
This defines sustained directional control, not just position.
Lateralized
Applied when neither Expansion nor Trend conditions are met.
Represents rotational or range-bound behavior with overlapping structure.
This layer answers the question:
โIs the market expanding, trending, or rotating?โ
2. Higher-Time Macro (Territory Control)
This layer identifies higher-timeframe dominance using confirmed daily closes.
BULL when yesterdayโs close is above the high of the day before.
BEAR when yesterdayโs close is below the low of the day before.
NEUTRAL when neither condition is met.
This captures true daily range expansion and territory control.
It does not update intraday and does not measure momentum.
3. Macro (Daily Momentum)
This layer measures short-term daily pressure using close-to-close comparison.
BULL when yesterdayโs close is higher than the previous close.
BEAR when yesterdayโs close is lower than the previous close.
NEUTRAL otherwise.
This reflects daily momentum independent from range expansion or market regime.
4. Daily Bias (Intraday Filter)
This layer provides an intraday directional filter using a higher-timeframe EMA, EMA slope, and the daily open.
A simple scoring system is applied:
Price relative to the HTF EMA
Direction of the HTF EMA slope
Price relative to the daily open
The result classifies the intraday environment as BULL, BEAR, or NEUTRAL.
This layer is intended for execution alignment only.
Visualization
All four context layers are displayed in a fixed on-chart table with:
Clear section separation
Color-coded states
Stable, non-repainting values
All daily and macro logic uses confirmed closes only and does not change during intraday sessions.
Intended Use
This indicator is designed to be used as a context framework for discretionary or systematic trading. It helps answer:
What regime is the market in?
Which side controls higher-timeframe territory?
What is the current daily pressure?
Is intraday execution aligned with higher-timeframe context?
It does not predict price and does not replace execution logic.
Sultan VSA Pro - CompleteSultan VSA Pro - Complete Volume Spread Analysis System
Professional-grade indicator featuring ALL 18+ Wyckoff/VSA patterns for institutional-level market analysis.
โ
COMPLETE SIGNAL LIBRARY:
๐ **Basic VSA Patterns:**
โข No Demand (ND) - Weakness at top
โข No Supply (NS) - Strength at bottom
โข UpThrust (UT) - False breakout up
โข Shakeout (SO) - False breakdown
โข Test (T) - Re-test of support
โข Spring (SP) - Bear trap reversal
๐ฅ **Climax Signals:**
โข Selling Climax (SC) - Panic bottom
โข Buying Climax (BC) - Euphoria top
โข Bag Holding (BH) - Distribution complete
โข End Rising Market (ERM) - Topping pattern
๐ช **Effort Signals:**
โข Effort to Rise (ER) - Resistance break with volume
โข Effort to Fall (EF) - Support break with volume
โข Absorption (Abso) - Range breakout absorbed
โข Stopping Volume (SV) - Falling knife catch
๐ฏ **Wyckoff Accumulation:**
โข Preliminary Support (PS) - First sign of support
โข Secondary Test (ST) - Re-test after SC
โข Automatic Rally (AR) - Relief rally after SC
โข Preliminary Supply (PSY) - First sign of distribution
โก **Reversal Patterns:**
โข 2-Bar Reversals (B/S) - Quick reversals
โข 3-Bar Reversals (B3/S3) - Confirmed reversals
โ๏ธ KEY FEATURES:
โ 18+ Professional VSA Patterns
โ ALL signals OFF by default (clean start)
โ Individual signal toggles (pick what you need)
โ Customizable sensitivity for each pattern
โ Multi-timeframe compatible
โ Color-coded bars (4 priority levels)
โ Smart label placement (no overlap)
โ Detailed tooltips on every signal
โ Complete alert system
โ Legend dashboard
โ 3 Moving Averages (optional)
โ SoS/SoW scoring system
๐จ COLOR SCHEME:
โข RED bars = No Demand (Bearish)
โข GREEN bars = No Supply (Bullish)
โข PURPLE bars = UpThrust (Bearish)
โข LIME bars = Spring (Bullish)
๐ BEST USED WITH:
โข Support/Resistance levels
โข Trend analysis tools
โข Volume confirmation
โข Price action analysis
๐ก TRADING APPLICATION:
This indicator helps identify:
โ Smart money distribution (selling)
โ Smart money accumulation (buying)
โ False breakouts/breakdowns
โ High-probability reversal points
โ Market manipulation patterns
โ ๏ธ IMPORTANT NOTES:
โข Always confirm with price action
โข Use multiple timeframe analysis
โข Combine with trend indicators
โข Risk management is essential
โข Not a standalone trading system
๐ METHODOLOGY:
Based on Richard Wyckoff's Volume Spread Analysis principles, focusing on the relationship between:
โข Price movement (Spread)
โข Volume (Effort)
โข Closing position within the bar
๐ง SETTINGS:
All signals disabled by default - enable only what you need:
โข NS/ND Detection (wick % threshold)
โข UT Detection (body %, wick ratio)
โข Volume lookback periods
โข Location filters (SMA)
๐จ CHART SETTINGS RECOMMENDATION:
---------------------------------
โข Timeframe: Works on all timeframes (4H, Daily recommended)
โข Chart Type: Candlestick
โข Theme: Dark theme for best visibility
โข Volume: Enable volume bars below chart
๐ USER INSTRUCTIONS
---------------------------------------
HOW TO USE:
1. Add indicator to chart
2. Open Settings (โ๏ธ icon)
3. Go to "Signal Visibility" section
4. Enable ONLY the signals you want to track:
**For Beginners - Start with:**
- Show Selling Climax (SC) - Major bottoms
- Show Buying Climax (BC) - Major tops
- Show Spring (SP) - Best long setups
**Intermediate - Add these:**
- Show No Supply (NS)
- Show UpThrust (UT)
- Show Absorption (Abso)
**Advanced - Full Wyckoff:**
- Enable PS, ST, AR for accumulation tracking
- Enable PSY for distribution tracking
- Enable Effort signals (ER/EF) for breakouts
5. Adjust sensitivity in "VSA Logic Settings" if needed
6. Set up alerts:
- Click Alert icon (๐)
- Select "Rashid VSA Pro"
- Choose specific signal alert
7. Interpretation:
- Watch for bar color changes
- Read tooltip for signal details
- Confirm with support/resistance
- Multiple signals = stronger confirmation
SIGNAL PRIORITY GUIDE:
๐ด **HIGHEST PRIORITY (Major Reversals):**
โข Selling Climax (SC) - Bottom reversal
โข Buying Climax (BC) - Top reversal
โข Spring (SP) - Confirmed accumulation
โข Stopping Volume (SV) - Panic absorption
๐ก **HIGH PRIORITY (Strong Signals):**
โข UpThrust (UT) - Distribution
โข Bag Holding (BH) - Weak hands trapped
โข End Rising Market (ERM) - Topping
โข Shakeout (SO) - Accumulation start
๐ข **MEDIUM PRIORITY (Confirmation):**
โข No Supply (NS) - Support holding
โข No Demand (ND) - Resistance holding
โข Effort to Rise/Fall (ER/EF) - Breakouts
โข 3-Bar Reversals (B3/S3)
โช **CONTEXT SIGNALS (Background Info):**
โข Test (T) - Re-testing
โข Preliminary Support/Supply (PS/PSY)
โข Secondary Test (ST)
โข Auto Rally (AR)
โข 2-Bar Reversals (B/S)
๐ง RELEASE NOTES (Version 1.0):
-------------------------------
๐ Initial Release - Sultan VSA Pro
โจ Features:
โข 18+ complete VSA/Wyckoff patterns
โข All signals OFF by default (clean start)
โข Individual toggle for each signal
โข 4-tier color priority system
โข Smart label placement (no overlap)
โข Comprehensive tooltips
โข Full alert system for all patterns
โข Legend dashboard
โข 3 optional Moving Averages
โข SoS/SoW strength scoring
๐ฏ Signal Categories:
โข Basic VSA (ND, NS, UT, SO, Test, Spring)
โข Climax Patterns (SC, BC, BH, ERM)
โข Effort Signals (ER, EF, Absorption, SV)
โข Wyckoff Accumulation (PS, ST, AR, PSY)
โข Reversals (2-Bar, 3-Bar patterns)
๐ง Customization:
โข Adjustable wick percentages
โข Volume multipliers
โข Lookback periods
โข MA filters
โข Display options
๐ Credits:
Based on Richard Wyckoff's Volume Spread Analysis
and Tom Williams' Master the Markets methodology.
Enhanced with modern Wyckoff accumulation/distribution tracking.
Stockbee Screener - Momentum Burst & Episodic Pivot ScannerPLEASE NOTE: This is a screening tool, not a chart indicator!
Overview
A multi-filter screening indicator based on Stockbee/Pradeep Bonde's momentum trading methodology. This screener combines his signature setups to identify stocks exhibiting the characteristics of momentum bursts and institutional accumulation.
You can ditch that extra TC2000 subscription now (you're welcome) - spend the money on some Sugar Babies instead.
The Stockbee Philosophy
Stocks move in momentum bursts of 3 to 5 days, during which they can gain 8-40%. The key to profiting from these moves is identifying range expansion at the beginning of the burstโnot chasing after the move is already underway. This screener implements multiple Stockbee scans to catch these setups early.
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Core Indicators
TI65 - Trend Intensity
Measures whether a stock is in a confirmed uptrend by comparing short-term to medium-term price action.
Formula: avgC7 / avgC65 >= 1.05
When the 7-day average close is 5% or more above the 65-day average close, the stock demonstrates trending momentum. This filters for stocks with established directional movement rather than choppy price action.
9M Volume Flag
Are you a lover of dogs, cats, sugar babies or...umm...lava?? If yes, this feature's for you: it identifies potential Episodic Pivots (EPs)โcatalyst-driven moves with massive institutional participation.
When a stock trades 9 million+ shares in a single day, it signals serious accumulation that often precedes multi-day or multi-week runs. These volume surges typically coincide with earnings surprises, news catalysts, or sector rotations that cause the market to fundamentally re-evaluate a stock.
+4% Change Flag
Detects bullish range expansionโthe signature of a momentum burst beginning.
A 4% single-day gain (especially when preceded by quiet, narrow-range days) indicates the start of potential explosive movement. This is Stockbee's primary scan for catching momentum bursts on day one.
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Pattern Filters
Ants TTT (Tight-Tight-Tight - yeah, like that Backstreet Boys T-shirt you still wear)
Identifies tight consolidation patterns indicating controlled institutional accumulation.
Criteria:
- Minimum volume threshold met over recent days
- 3-bar price range extremely tight (โค1.5% change)
- Today's range even tighter (โค0.3% change)
- No disruptive gaps in lookback period
These "quiet before the storm" setups often precede explosive breakouts as institutions finish accumulating positions.
Ants Bullish (Momentum Without Gaps)
Finds stocks with controlled, sustainable momentumโsteady accumulation without the volatility of gap moves.
Criteria:
- Momentum confirmed (20% above 30-day low, OR 7-day avg 5% above 65-day avg)
- Controlled daily moves (no wild single-day swings)
- No large gaps in lookback period
- Consistent volume
This filter favors "stair-step" advances that indicate methodical institutional buying.
Bullish Combo
Stockbee's combination scan for high-probability entries combining price action and volume.
Condition 1 - Bullish Candle:
- Close โฅ $0.90 above open
- Volume > 1M shares
- Today's range โฅ yesterday's range
- Prior day was stable (โค2% move)
Condition 2 - Breakout:
- Price up โฅ4% from prior close
- Volume surge (today > yesterday)
- Close strength โฅ70% (closing near highs)
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Additional Metrics which may support decision-making
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โ Metric โ Description โ
โโโโโโโโโโโโโโโโโโโผโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโค
โ ADR% โ Average Daily Range as percentage โ measures volatility โ
โโโโโโโโโโโโโโโโโโโผโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโค
โ ATR Extension โ Distance from 50d SMA in ATR units โ identifies overextended stocks โ
โโโโโโโโโโโโโโโโโโโผโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโค
โ Below 10/21 EMA โ Pullback flags for timing entries in uptrends โ
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โ +DI/-DI Filter โ Directional indicator confirmation for trend direction โ
โโโโโโโโโโโโโโโโโโโดโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโ
Trend Line & Delta Montosca [English v33.7]This indicator, Trend Line & Delta Montosca , is a high-precision tool designed to identify institutional entry points by combining price action structure with real-time volume sentiment (Order Flow).
Here is a breakdown of its core logic and operational flow:
1. Market Structure & Trendline Analysis
The indicator starts by identifying "Pivot Highs" and "Pivot Lows" based on the Sensitivity settings you chose.
Pivot Connect Method: It draws trendlines connecting these key structural points. A "Long" bias is established when a trendline is broken to the upside, and a "Short" bias when broken to the downside.
BOS (Break of Structure): It monitors when the price closes above the previous high or below the previous low to confirm the current market phase (Bullish or Bearish).
2. Intermarket Synchronization (ES + NQ)
This is a unique "Institutional" filter. The script checks a secondary symbol (e.g., NQ if you are trading ES) to ensure the move is happening across the entire market.
If both instruments hit a pivot at the same time, the trendline is drawn thicker, indicating higher institutional conviction.
3. Order Flow Validation (Delta)
Breaking a trendline is not enough; it must be backed by "Smart Money" volume. The indicator uses Lower Timeframe (LTF) Intrabar Data to calculate the Delta:
Strength Filter: It checks if the buying/selling volume in a single candle exceeds a specific percentage (set to 75% by default).
Efficiency Filter: It identifies "Absorption" where the price moves aggressively with lower volume, suggesting a lack of resistance.
4. Inverted FVG (Fair Value Gap) Reaction
The final "trigger" is often the reaction to a Fair Value Gap.
The script tracks bearish and bullish FVGs.
The Inversion Logic: A "Long" signal is only validated if the price "inverts" a bearish FVG (closes above it), treating the old resistance as new institutional support.
5. Blue Sky Filter (ATH)
When the price is at an All-Time High (ATH), traditional FVG reactions might not exist. The script includes an optional "Blue Sky" logic that allows for trend-following entries even if there is no previous FVG to invert, as long as the structural breakout and Delta are present.
Visualization Summary
Labels: Clearly mark "LONG" or "SHORT" at the exact candle of entry.
Snapshots: To help you review your trades, the script leaves a "visual footprint" (the trendline and the FVG box) that caused the signal, so you can see the exact institutional context after the trade has moved.
Volatility Contraction Box (VCB)Volatility Contraction Box (VCB)
Description (Copy & Paste)
This script is a specialized breakout detector designed for scalpers on the Nifty, BankNifty, and NSE 1-minute timeframes.
Inspiration & Concept The core philosophy of this script is based on the concept of Volatility Contractionโthe idea that strong market moves are almost always preceded by a period of "quiet compression."
Conceptual Source: This script was inspired by the trading theory discussed in the article "What 90% of Traders Miss Before a Breakout" by betashorts1998, which highlights the importance of identifying low-volatility zones before the expansion phase occurs.
Adaptation: While the original concept often uses ATR to measure contraction, this script adapts that theory into a Price Action Box Model. It detects physical price stagnation (flat Highs and Lows) to draw visual "Kill Zones" on the chart.
The Problem: The "Fakeout" In 1-minute scalping, a simple breakout often results in a wick that traps traders (a "fakeout"). The Solution: This script uses a Next-Candle Confirmation Algorithm. It detects a breakout but hides the signal until the next candle closes in the direction of the trend. If the follow-through fails, the box and signal are discarded, keeping your chart clean and your capital safe.
How the Code Works (Programmer's Logic)
For those interested in the Pine Script logic, here is how the algorithm processes market data:
1. Stagnation Detection (range_changed) The script uses ta.highest(length) and ta.lowest(length) to track the Donchian Channel of the price.
It checks ta.change(h) and ta.change(l).
If both return 0 (meaning the High and Low haven't moved), a counter (count_activity) increments.
Once this counter hits the threshold (default: 5 bars), a "Virtual Box" is created in the code's memory.
2. The "Ghost" State (Pending Logic) Unlike standard indicators that plot immediately, this script enters a "Pending" state when price breaks the box levels:
pendingDir variable is set to 1 (Buy) or -1 (Sell).
breakoutBar records the specific time of the break.
Crucially, nothing is drawn on the chart yet.
3. The Confirmation Loop The script waits for bar_index == breakoutBar + 1 (the very next candle).
It runs a boolean check: isValid.
For Buys: close >= open (The candle must be Green).
For Sells: close <= open (The candle must be Red).
If isValid is true, the script utilizes box.new and label.new to retroactively draw the setup.
If isValid is false, the variables are reset, and the setup is deleted from memory.
How to Use
Wait for the Signal: Do not pre-empt the move. Wait for the colored Box and "BUY/SELL" label to appear.
Entry: The signal appears on the close of the confirmation candle. Enter immediately.
Stop Loss: Place your SL at the opposite end of the Box.
Targets: Aim for a quick 1:1.5 or 1:2 Risk-Reward, or trail your stop using the previous candle's low/high.
Settings
Lookback Length: How far back to check for High/Low (Default: 20).
Min Flat Candles: Minimum duration of the squeeze (Default: 5).
Box Width: Adjusts the visual multiplier of the box.
Multi-Timeframe Rsi-Mean Deviation (Normalized)โโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโ
RSI SIGMOID OSCILLATOR + MULTI-TIMEFRAME
Advanced RSI-EMA Deviation Analysis with Z-Score Normalization
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๐ OVERVIEW
โโโโโโโโโโ
This indicator measures the deviation of RSI from its EMA and transforms it into a normalized 0-100 oscillator using z-score and sigmoid function. It provides multi-timeframe analysis with a clean visual dashboard, making it easy to spot momentum shifts across different time horizons.
๐ฏ KEY FEATURES
โโโโโโโโโโโโโโ
โ Z-Score Normalized RSI-EMA Deviation
โ Sigmoid Transformation (0-100 scale with smooth transitions)
โ Multi-Timeframe Support (compare up to 3 timeframes simultaneously)
โ Interactive Dashboard (real-time values and trend indicators)
โ Dynamic Color Coding (red below 50, unique colors above 50)
โ Timeframe Labels (clear identification of each line)
โ RSI Bollinger Bands (hidden background extreme detection)
โ Clean Minimalist Design
โ๏ธ HOW IT WORKS
โโโโโโโโโโโโโโ
1. DEVIATION CALCULATION
- Calculates: RSI - EMA(RSI)
- Measures how far RSI deviates from its moving average
2. Z-SCORE NORMALIZATION
- Converts deviation to z-score: (deviation) / stdev(deviation)
- Makes signals comparable across different market conditions
3. SIGMOID TRANSFORMATION
- Maps z-score to 0-100: sigmoid = 100 / (1 + e^(-k*z))
- Provides smooth, bounded oscillator with clear midline (50)
4. MULTI-TIMEFRAME ANALYSIS
- Displays current TF + 2 higher timeframes
- All calculations use identical parameters for consistency
๐ INTERPRETATION
โโโโโโโโโโโโโโโโ
OSCILLATOR VALUES:
โข Above 50 = Bullish momentum (RSI > its EMA)
โข Below 50 = Bearish momentum (RSI < its EMA)
โข Near 70 = Strong bullish (potential overbought)
โข Near 30 = Strong bearish (potential oversold)
COLOR CODING:
โข Blue line = Current timeframe
โข Orange line = Higher timeframe 1 (default: 4H)
โข Lime line = Higher timeframe 2 (default: 1D)
โข Red = All timeframes when below 50
MULTI-TIMEFRAME SIGNALS:
โข All 3 lines above 50 = Strong bullish alignment
โข All 3 lines below 50 = Strong bearish alignment
โข Mixed signals = Potential reversal or consolidation
๐ง PARAMETERS
โโโโโโโโโโโโโ
RSI Period (14): Base RSI calculation period
RSI EMA Period (14): EMA smoothing for RSI
Standard Deviation Period (20): Window for z-score calculation
Sigmoid Sensitivity (1.0): Controls oscillator responsiveness (0.1-10.0)
Bollinger Band Multiplier (2.0): For background extreme detection
Higher Timeframe 1 (240): First comparison timeframe
Higher Timeframe 2 (D): Second comparison timeframe
๐ก USAGE TIPS
โโโโโโโโโโโโ
1. TREND CONFIRMATION
- Use higher timeframes to confirm trend direction
- Only take longs when 4H/1D also above 50
2. DIVERGENCE DETECTION
- Watch for price making new highs/lows while oscillator doesn't
- Classic bullish/bearish divergence signals
3. OVERBOUGHT/OVERSOLD
- Values above 70: Consider taking profits or tightening stops
- Values below 30: Watch for reversal or continuation
4. TIMEFRAME ALIGNMENT
- Best trades occur when all timeframes align
- Mixed signals suggest waiting for clarity
โ ๏ธ IMPORTANT NOTES
โโโโโโโโโโโโโโโโโ
โข Not a standalone trading system - use with other confirmations
โข Works best in trending markets
โข Adjust sensitivity (k) for different instruments
โข Higher k values = more responsive (more signals)
โข Lower k values = smoother (fewer false signals)
๐ DASHBOARD
โโโโโโโโโโโ
The top-right table shows:
โข TF: Timeframe identifier
โข Signal: Current oscillator value (0-100)
โข Trend: Green circle (โฅ50) or Red circle (<50)
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Created for multi-timeframe momentum analysis
Best used on 1H, 4H, or Daily charts
Combines statistical normalization with sigmoid smoothing
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โ ๏ธ DISCLAIMER
โโโโโโโโโโโโโ
This indicator is provided for educational and informational purposes only.
It is NOT financial advice. Trading involves substantial risk of loss and is
not suitable for everyone. Past performance does not guarantee future results.
Always:
โข Use proper risk management
โข Combine with other analysis methods
โข Test thoroughly before live trading
โข Never risk more than you can afford to lose
โข Consult a financial advisor for personalized advice
๐ SUPPORT THIS WORK
โโโโโโโโโโโโโโโโโโโ
If you find this indicator useful:
๐ Please give it a LIKE / BOOST
๐ฌ Leave a COMMENT with your feedback
๐ค FOLLOW me for more quality indicators and updates
โญ Share with others who might benefit
Your support motivates me to create more free tools for the trading community!
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Smart Trader, Episode 04, by Ata Sabanci, Candles and Z ScoresSmart Trader, Episode 04
Candles and Z-Scores: A Statistical Approach to Market Analysis
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OVERVIEW
This indicator applies Z-Score statistical analysis to measure how unusual current market conditions are compared to historical norms. It simultaneously analyzes five key metrics: Price, Total Volume, Buy Volume, Sell Volume, and Delta (Buy minus Sell) . The system detects 60 academically-researched market scenarios and provides visual feedback through Z-Lines (support/resistance levels), Event Markers, Trend Channels, and a comprehensive Dashboard.
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CORE CONCEPT: WHY Z-SCORE?
A Z-Score measures how many standard deviations a value is from its mean. In financial markets, extreme Z-Scores indicate statistically rare events that often precede significant price movements.
Mathematical Formula:
Z = (Current Value - Mean) / Standard Deviation
Interpretation:
โข Z โฅ +2.0: Extremely high (occurs approximately 2.5% of the time)
โข Z โฅ +1.0: Above average
โข Z โ 0: Normal (near the mean)
โข Z โค -1.0: Below average
โข Z โค -2.0: Extremely low (occurs approximately 2.5% of the time)
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ACADEMIC FOUNDATION
This indicator is inspired by / grounded in market microstructure literature (abbreviated citations in-script) from market microstructure literature:
โข Price-Volume Relationship - Karpoff (1987), Journal of Financial and Quantitative Analysis, Cambridge
Volume is positively correlated with price change magnitude
โข Order Flow Imbalance - Cont, Kukanov, Stoikov (2014), Journal of Financial Econometrics
Order imbalance drives price more reliably than raw volume
โข Informed Trading (PIN Model) - Easley, Kiefer, O'Hara, Paperman (1996), Journal of Finance
Buy/Sell imbalance reveals informed trader activity
โข Mixture of Distributions - Tauchen & Pitts (1983), Clark (1973)
Volume clusters with volatility regimes
โข Volume Predictability - Gervais, Kaniel, Mingelgrin (2001)
Volume shocks predict future returns
โข Liquidity & Order Imbalance - Chordia, Roll, Subrahmanyam (2002)
Order imbalance affects short-term returns
โข Volume-Return Dynamics - Llorente, Michaely, Saar, Wang (2002)
Speculation vs. risk-sharing patterns
โข Reversal vs. Continuation - Campbell, Grossman, Wang (MIT)
High volume predicts lower autocorrelation
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VOLUME ENGINE
The indicator offers two methods for decomposing total volume into Buy and Sell components:
Method 1: Geometry (Approximation)
Uses candle structure to estimate buying and selling pressure:
Buy Volume = Total Volume ร (Close - Low) / (High - Low)
Sell Volume = Total Volume ร (High - Close) / (High - Low)
โข Works on all instruments without additional data requirements
โข Fast calculation
โข Less precise than intrabar method
Method 2: Intrabar (Precise)
Uses Lower Timeframe (LTF) tick/second data to aggregate actual up-ticks versus down-ticks:
โข More accurate volume decomposition
โข Requires LTF data availability
โข Configurable LTF: 1T (tick), 1S, 15S, 1M
Delta Calculation:
Delta = Buy Volume - Sell Volume
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Z-SCORE SYSTEM
The system calculates Z-Scores for five metrics simultaneously, using a configurable lookback period (default: 20 bars):
โข Zp (Price Z-Score): Measures price deviation from its mean
โข Zv (Volume Z-Score): Measures total volume deviation
โข Zbuy (Buy Volume Z-Score): Measures buying pressure deviation
โข Zsell (Sell Volume Z-Score): Measures selling pressure deviation
โข Zฮ (Delta Z-Score): Measures order flow imbalance deviation
Threshold Constants:
โข ZH (Z High) = 2.0: Extreme threshold
โข ZM (Z Medium) = 1.0: Moderate threshold
โข Z0 (Z Zero) = 0.5: Near-zero threshold
Group System:
The analysis window is divided into groups (default: 5 groups ร 20 bars = 100 bar total window). Group numbers (1, 2, 3...) are displayed above candles when enabled, helping identify the relative age of detected levels.
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Z-LINES (SUPPORT/RESISTANCE LEVELS)
When any metric reaches an extreme Z-Score, the system marks that price level as a significant support or resistance zone.
Detection Logic:
โข Upper Z-Line: Drawn from the HIGH when Z โฅ upper threshold (default +2.0)
โข Lower Z-Line: Drawn from the LOW when Z โค lower threshold (default -2.0)
Multi-Metric Detection:
Z-Lines can be triggered by any of the five metrics (Price, Volume, Buy, Sell, Delta). When multiple metrics trigger at similar price levels, they are clustered together into a single combined label showing all contributing metrics.
Persistence:
Z-Lines persist for the entire analysis window (Period ร Groups bars) and are NOT removed when price touches them. This allows traders to see historical support/resistance levels that may still be relevant.
Anti-Overlap System:
Labels are automatically repositioned to prevent overlap. The "Label Min Gap (%)" setting controls minimum vertical separation between ALL labels (both upper and lower), ensuring readability even when multiple levels cluster together.
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EVENT DETECTION ENGINE (60 SCENARIOS)
The system analyzes 60 distinct market scenarios based on Z-Score combinations. Each scenario is derived from academic research and assigned a confidence score based on signal strength and alignment.
Notation:
โข Zp = Price Z-Score
โข Zv = Total Volume Z-Score
โข Zbuy = Buy Volume Z-Score
โข Zsell = Sell Volume Z-Score
โข Zฮ = Delta Z-Score
โข dirP = Price direction (+1 if Zp > 0.5, -1 if Zp < -0.5, else 0)
โข = Previous bar value
โข ZH = 2.0 (High threshold)
โข ZM = 1.0 (Medium threshold)
โข Z0 = 0.5 (Zero threshold)
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CATEGORY A: PRICE-VOLUME (Events 1-10)
Based on: Karpoff (1987), Tauchen-Pitts (1983), Clark (1973)
โโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโ
Event 1: Breakout Confirmed
|Zp| โฅ ZH AND Zv โฅ ZH AND sign(Zฮ) = dirP AND dirP โ 0
Direction: Bullish/Bearish (follows price direction)
Event 2: Trend Strength Confirmed
|Zp| โฅ ZH AND Zv โฅ ZH
Direction: Follows price direction
Event 3: Fragile Move
|Zp| โฅ ZH AND Zv โค -ZM
Direction: Warning (price move without volume support)
Event 4: Weak Rally
Zp โฅ ZH AND Zv โค -ZH
Direction: Warning (price up without volume)
Event 5: Weak Selloff
Zp โค -ZH AND Zv โค -ZH
Direction: Warning (price down without volume)
Event 6: Momentum Build
ZM โค |Zp| < ZH AND Zv โฅ ZH
Direction: Follows price direction
Event 7: Churn
|Zp| โค Z0 AND Zv โฅ ZH
Direction: Neutral (high volume, low price movement)
Event 8: Quiet Compression
|Zp| โค Z0 AND Zv โค -ZH
Direction: Neutral (low volume, low price movement)
Event 9: High Volume Regime
Zv โฅ ZH
Direction: Neutral
Event 10: Low Volume Regime
Zv โค -ZH
Direction: Neutral
โโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโ
CATEGORY B: ORDER-FLOW / DELTA (Events 11-16)
Based on: Cont, Kukanov, Stoikov (2014), Easley, Kiefer, O'Hara, Paperman (1996)
โโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโ
Event 11: Imbalance Drives Price
|Zฮ| โฅ ZH AND sign(Zฮ) = dirP AND dirP โ 0
Direction: Follows price direction (dirP), with delta alignment required
Event 12: Divergence Top
Zp โฅ ZH AND Zฮ โค -ZH
Direction: Warning (distribution at top)
Event 13: Divergence Bottom
Zp โค -ZH AND Zฮ โฅ ZH
Direction: Warning (accumulation at bottom)
Event 14: Absorption Positive
|Zp| โค Z0 AND Zv โฅ ZH AND Zฮ โฅ ZH
Direction: Bullish (buy absorption, support forming)
Event 15: Absorption Negative
|Zp| โค Z0 AND Zv โฅ ZH AND Zฮ โค -ZH
Direction: Bearish (sell absorption, resistance forming)
Event 16: Depth Wall
Zv โฅ ZH AND |Zฮ| โฅ ZH AND |Zp| โค Z0
Direction: Neutral (market depth absorbing)
โโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโ
CATEGORY C: BUY VS SELL (Events 17-23)
Based on: Easley, Kiefer, O'Hara, Paperman (1996), Chordia, Roll, Subrahmanyam (2002)
โโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโ
Event 17: Aggressive Buy Dominance
Zbuy โฅ ZH AND Zฮ โฅ ZH AND Zsell โค -ZM
Direction: Bullish
Event 18: Aggressive Sell Dominance
Zsell โฅ ZH AND Zฮ โค -ZH AND Zbuy โค -ZM
Direction: Bearish
Event 19: Two-Sided Battle
Zbuy โฅ ZH AND Zsell โฅ ZH AND |Zฮ| โค Z0
Direction: Neutral (buyers and sellers equally strong)
Event 20: Battle with Buy Edge
Zbuy โฅ ZH AND Zsell โฅ ZH AND ZM โค Zฮ < ZH
Direction: Bullish
Event 21: Battle with Sell Edge
Zbuy โฅ ZH AND Zsell โฅ ZH AND -ZH < Zฮ โค -ZM
Direction: Bearish
Event 22: Hidden Accumulation
Zbuy โฅ ZH AND |Zp| โค Z0 AND Zv โฅ ZH
Direction: Bullish (buy shock without price movement)
Event 23: Hidden Distribution
Zsell โฅ ZH AND |Zp| โค Z0 AND Zv โฅ ZH
Direction: Bearish (sell shock without price movement)
โโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโ
CATEGORY D: PREDICTABILITY (Events 24-26)
Based on: Gervais, Kaniel, Mingelgrin (2001), Karpoff (1987)
โโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโ
Event 24: Volume Shock Positive Drift
Zv โฅ ZH AND |Zp| โค ZM
Direction: Follows price direction
Event 25: Volume Shock Negative Drift
Zv โค -ZH AND |Zp| โค ZM
Direction: Opposite to price direction
Event 26: Abnormal Volume Info Arrival
Zv โฅ ZH
Direction: Neutral
โโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโ
CATEGORY E: REVERSAL VS CONTINUATION (Events 27-30)
Based on: Campbell, Grossman, Wang (MIT), Llorente, Michaely, Saar, Wang (2002)
โโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโ
Event 27: High Vol Reversal Risk
Zv โฅ ZH
Direction: Warning (high volume implies lower positive autocorrelation)
Event 28: Low Vol Continuation Risk
Zv โค -ZH
Direction: Follows price direction (trend likely continues)
Event 29: Speculation Continuation
Zv โฅ ZH AND |Zฮ| โฅ ZM AND sign(Zฮ) = dirP AND dirP โ 0
Direction: Follows price direction
Event 30: Risk Sharing Reversal
Zv โฅ ZH AND |Zฮ| โค Z0
Direction: Warning (potential reversal)
โโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโ
CATEGORY F: IMBALANCE LAG (Events 31-33)
Based on: Chordia, Roll, Subrahmanyam (2002)
โโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโ
Event 31: Persistent Imbalance Push
|Zฮ| โฅ ZM AND |Zฮ | โฅ ZM AND sign(Zฮ) = sign(Zฮ )
Direction: Follows delta direction (persistent pressure)
Event 32: Imbalance Pressure Decay
(Zฮ โฅ ZM AND Zฮ โค -ZM) OR (Zฮ โค -ZM AND Zฮ โฅ ZM)
Direction: Warning (imbalance sign flip)
Event 33: Intraday Imbalance Predicts
|Zฮ| โฅ ZM
Direction: Follows delta direction
โโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโ
CATEGORY G: SUPPORT/RESISTANCE (Events 34-36)
Based on: Peskir (Manchester)
โโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโ
Event 34: SR Barrier Event
|Zp| โค Z0 AND Zv โฅ ZH
Direction: Neutral (price stalls with high volume)
Event 35: Volume Backed SR Level
|Zp| โค Z0 AND Zv โฅ ZH AND |Zฮ| โฅ ZM
Direction: Follows delta direction
Event 36: Volume Poor SR Level
|Zp| โค Z0 AND Zv โค -ZM
Direction: Warning (weak S/R without volume)
โโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโ
CATEGORY H: EXTENDED ANALYSIS (Events 37-50)
Based on: Extended market microstructure analysis
โโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโ
Event 37: Climax Buy
Zbuy โฅ ZH AND Zp โฅ ZH AND Zv โฅ ZH
Direction: Warning (extreme buying exhaustion, potential top)
Event 38: Climax Sell
Zsell โฅ ZH AND Zp โค -ZH AND Zv โฅ ZH
Direction: Warning (extreme selling exhaustion, potential bottom)
Event 39: Stealth Accumulation
Zbuy โฅ ZM AND |Zp| โค Z0 AND Zv โค Z0
Direction: Bullish (quiet buying)
Event 40: Stealth Distribution
Zsell โฅ ZM AND |Zp| โค Z0 AND Zv โค Z0
Direction: Bearish (quiet selling)
Event 41: Volume Divergence Bull
Zp โค -ZM AND Zv โค -ZM
Direction: Bullish (price down but volume declining)
Event 42: Volume Divergence Bear
Zp โฅ ZM AND Zv โค -ZM
Direction: Bearish (price up but volume declining)
Event 43: Delta Price Alignment
|Zp| โฅ ZM AND |Zฮ| โฅ ZM AND sign(Zp) = sign(Zฮ)
Direction: Follows price direction (strong trend confirmation)
Event 44: Extreme Compression
|Zp| โค Z0 AND Zv โค -ZH
Direction: Neutral (very low volatility)
Event 45: Volatility Expansion
|Zp| โฅ ZH AND Zv โฅ ZH
Direction: Follows price direction (breakout from compression)
Event 46: Buy Exhaustion
Zbuy โฅ ZH AND Zp โค Z0
Direction: Warning (high buy but price fails)
Event 47: Sell Exhaustion
Zsell โฅ ZH AND Zp โฅ -Z0
Direction: Warning (high sell but price holds)
Event 48: Trend Acceleration
|Zp| โฅ ZM AND |Zp| > |Zp | AND Zv โฅ ZM
Direction: Follows price direction (increasing momentum)
Event 49: Trend Deceleration
|Zp| โฅ ZM AND |Zp| < |Zp | AND sign(Zp) = sign(Zp )
Direction: Warning (decreasing momentum)
Event 50: Multi Divergence
(Zp โฅ ZM AND Zฮ โค -ZM) OR (Zp โค -ZM AND Zฮ โฅ ZM) + |Zp| โฅ ZM AND Zv โค -ZM
Direction: Warning (multiple divergence signals)
โโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโ
CATEGORY I: TREND-INTEGRATED (Events 51-60)
Based on: Combined price-volume-delta trend analysis
โโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโ
Event 51: Trend Breakout Confirmed
|Zp| โฅ ZH AND Zv โฅ ZH AND |Zฮ| โฅ ZM AND sign(Zฮ) = dirP AND dirP โ 0
Direction: Follows price direction
Event 52: Trend Support Test
Zp โฅ ZM AND Z0 โค Zp < ZM AND Zฮ โฅ Z0
Direction: Bullish (pullback in uptrend)
Event 53: Trend Resistance Test
Zp โค -ZM AND -ZM < Zp โค -Z0 AND Zฮ โค -Z0
Direction: Bearish (rally in downtrend)
Event 54: Trend Reversal Signal
sign(Zp) โ sign(Zp ) AND |Zp| โฅ ZM AND |Zp | โฅ ZM
Direction: Follows new price direction (momentum flip)
Event 55: Channel Absorption
|Zp| โค Z0 AND Zv โฅ ZH
Direction: Neutral (range-bound with volume)
Event 56: Trend Continuation Volume
|Zp| โฅ ZM AND Zv โฅ ZM AND sign(Zฮ) = dirP AND dirP โ 0
Direction: Follows price direction (healthy trend with volume)
Event 57: Trend Exhaustion
|Zp| โฅ ZM AND Zv โค -ZM AND |Zp| < |Zp |
Direction: Warning (trend losing steam)
Event 58: Range Breakout Pending
|Zp| โค Z0 AND Zv โค -ZH AND |Zฮ| โฅ ZM
Direction: Follows delta direction (compression with imbalance)
Event 59: Trend Quality High
|Zp| โฅ ZM AND sign(Zฮ) = dirP AND Zv โฅ Z0 AND dirP โ 0
Direction: Follows price direction (strong aligned signals)
Event 60: Trend Quality Low
|Zp| โฅ ZM AND sign(Zฮ) โ dirP AND dirP โ 0
Direction: Warning (conflicting signals)
โโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโ
TREND CHANNEL SYSTEM
The trend channel system is adapted from Smart Trader Episode 03 to provide consistent visual context for price action analysis.
How It Works:
โข Divides the chart into blocks based on Z-Score groups
โข Calculates OHLC (Open, High, Low, Close) for each block
โข Detects Higher Highs/Higher Lows (uptrend) or Lower Highs/Lower Lows (downtrend) patterns
โข Draws channel lines connecting block extremes
โข Classifies by angle: steep angles indicate trends, flat angles indicate ranges
Channel Classifications:
โข UPTREND: Higher highs and higher lows detected
โข DOWNTREND: Lower highs and lower lows detected
โข RANGE: Channel angle below threshold (default 10 degrees)
Label Information:
โข Trend direction (UPTREND/DOWNTREND/RANGE)
โข Channel boundary prices
โข Distance from current price (absolute and percentage)
โข Channel angle in degrees
โโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโ
DASHBOARD
The dashboard provides a comprehensive real-time view of all Z-Score metrics and detected events.
Dashboard Sections:
1. Header Row
Displays indicator name and current calculation mode (CLOSED or LIVE).
2. Metric Rows (Price, Total Volume, Buy Volume, Sell Volume, Delta)
Each row displays:
โข Value: Current metric value
โข Z: Calculated Z-Score
โข Visual: Graphical Z-bar showing position relative to mean
โข Status: Interpretation (Extreme High, Above Avg, Normal, Below Avg, Extreme Low)
โข Upper: Oldest active upper Z-Line in window (Label Mirror)
โข Lower: Oldest active lower Z-Line in window (Label Mirror)
3. Event Detection Section
โข Count of triggered events out of 60 total scenarios
โข Market Bias: Bull/Bear/Neutral percentage with visual bar
โข Strongest Event: Highest confidence event currently triggered
โข #2 Event: Second highest confidence event
4. Footer
Shows engine type (Geometry/Intrabar), Z-Score period, calculation basis, and number of valid bars.
โโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโ
ALERT SYSTEM
The indicator uses native alertcondition() functions, keeping the settings menu clean while providing comprehensive alert options in TradingView's alert dialog.
Available Alert Categories:
โข Master Alerts: Any event, Any bullish, Any bearish, Any warning
โข Single Event Alerts: Individual alerts for key events (Breakout, Climax, Divergence, etc.)
โข Category Alerts: Alerts by event category (Price-Volume, Order-Flow, etc.)
โข Confluence Alerts: 2+, 3+, 4+, or 5+ aligned events
โข Bias Shift Alerts: 10%, 20%, or 30% shifts in market bias
โข High Confidence Alerts: Events with 60%+, 70%+, 80%+, or 90%+ confidence
โข Divergence Alerts: Price vs Volume or Price vs Delta divergences
โโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโ
DATA ACCURACY AND LIMITATIONS
This indicator is 100% VOLUME-BASED and requires Lower Timeframe (LTF) intrabar data for accurate calculations when using the Intrabar method.
Data Accuracy Levels:
โข 1T (Tick): Most accurate, real volume distribution per tick
โข 1S (1 Second): Reasonably accurate approximation
โข 15S (15 Seconds): Good approximation, longer historical data available
โข 1M (1 Minute): Rough approximation, maximum historical data range
Backtest and Replay Limitations:
โข Replay mode results may differ from live trading due to data availability
โข For longer backtest periods, use higher LTF settings (15S or 1M)
โข Not all symbols/exchanges support tick-level data
โข Crypto and Forex typically have better LTF data availability than stocks
A Note on Data Access:
Higher TradingView plans provide access to more historical intrabar data, which directly impacts the accuracy of volume-based calculations. More precise volume data leads to more reliable calculations.
โโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโ
LANGUAGE SUPPORT (TRI-LINGUAL UI)
This indicator includes a built-in language switch with three interface languages :
โข English (EN)
โข Tรผrkรงe (TR)
โข ํ๊ตญ์ด (KO)
The selected language updates key interface text such as the Dashboard headers/rows , tooltips , and the Event Engine outputs (event names, category names, and direction labels). Turkish diacritics and Korean Hangul are supported for clean, native readability.
Why only three languages?
Each additional language requires duplicating strings throughout the code, which increases script size/memory usage and compilation time. To keep the indicator optimized and responsive, language options are intentionally limited to three.
โโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโ
โ ๏ธ DISCLAIMER
FOR EDUCATIONAL AND RESEARCH PURPOSES ONLY
This indicator is designed as an educational and research tool based on academic market microstructure literature. It is NOT financial advice and should NOT be used as the sole basis for trading decisions.
Important Notices:
โข Past performance does not guarantee future results
โข All trading involves risk of substantial loss
โข The indicator's signals are statistical probabilities, not certainties
โข Always conduct your own research and consult qualified financial advisors
โข The creator assumes no responsibility for trading losses
Research Sources:
This indicator is built upon peer-reviewed academic research from:
โข Journal of Financial and Quantitative Analysis (Cambridge University Press)
โข Journal of Finance
โข Journal of Financial Econometrics
โข MIT Working Papers
โข arXiv Financial Mathematics
FxNeel Session (Lite)Here is light version. You can all types of ICT session like Asia, london, new york, Aisa kill zone, CBDR .
Happy trading. Please drop your feedback.
Smart Multi-Timeframe SeparatorsHere you will get Hourly, daily, weekly and monthly candle separator and also Running candle formation. Enjoy our indiactor. Happy Trading. Drop your feedback also please.
MM MAGICAL LINETitle: MM MAGICAL LINE
The MM MAGICAL LINE is a precision-based intraday tool designed to identify critical price levels established during specific institutional windows.
this indicator isolates key trend-confirmation zones that act as psychological support and resistance for the remainder of the session.
Key Features:
Institutional Anchoring: Captures price action from high-volume time brackets.
Clean UI: Minimalist design with customizable color schemes to fit any chart background.
Volatility Filter: Uses smoothed price data to eliminate market noise.
Best used on intraday timeframes (1m, 5m, 15m) for trend identification and breakout confirmation.
Lanovyx# Lanovyx โ Setup Window Confluence System
## The Problem This Solves
Traditional confluence indicators require all conditions to align on the exact same bar: stochastic must be oversold AND price must touch support AND divergence must form โ all simultaneously. In real markets, this rarely happens. Price touches VWAP -2ฯ, but stochastic doesn't reach oversold until 3 bars later. The opportunity is missed.
**Lanovyx solves this with the Setup Window methodology.**
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## Core Innovation: Setup Windows
Instead of requiring simultaneous conditions, Lanovyx separates trading signals into two phases:
**Phase 1 โ Context Event (Setup Activation)**
When a meaningful event occurs, it "opens a window" that stays active for a configurable number of bars:
- Price touches VWAP ยฑ2ฯ or ยฑ3ฯ band โ window opens
- Price tests Previous Day High/Low โ window opens
- Stochastic divergence forms โ window opens
- Opening Range breakout occurs โ window opens
- Price reaches Support/Resistance level โ window opens
Each event adds to a cumulative "setup score" (capped at 8). Higher scores indicate stronger context.
**Phase 2 โ Trigger (Signal Generation)**
Within the active window, when stochastic conditions confirm, a signal fires. The trigger doesn't need to occur on the same bar as the context โ it just needs to occur while the window is open.
This two-phase approach captures setups that traditional indicators miss entirely.
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## Why Stochastic + VWAP Confluence Works
**VWAP (Volume-Weighted Average Price)** tells us where institutional money has transacted. The standard deviation bands identify statistical extremes:
- Price at VWAP -2ฯ is extended to the downside (potential mean reversion long)
- Price at VWAP +2ฯ is extended to the upside (potential mean reversion short)
**Stochastic Oscillator** measures momentum exhaustion. When price reaches a VWAP extreme AND stochastic shows momentum reversing, we have confluence of:
1. Price extension (VWAP bands)
2. Momentum exhaustion (Stochastic)
3. Context validation (Setup Window score)
The multi-lane stochastic (14/21/55 periods) adds timeframe confluence โ when fast, medium, and slow stochastics align, the signal is stronger.
---
## Five Signal Families
Each family targets a specific market condition:
### 1. Trend Entry (T) โ Blue Labels
**When:** Stochastic pulls back to 25-55 zone (longs) or 45-75 zone (shorts) during established trend
**Logic:** In trending markets, pullbacks to the "value zone" offer low-risk entries with trend
**Best for:** Trending days with clear directional bias
### 2. Mean Reversion (R) โ Green/Red Labels
**When:** Stochastic exits oversold (<20) or overbought (>80) with active setup window
**Logic:** At VWAP extremes with momentum exhaustion, price tends to revert to mean
**Best for:** Range-bound, choppy markets
**Requires:** Active setup window (context event must have occurred)
### 3. Breakout (B) โ Orange Labels
**When:** Stochastic lanes compress ("coil") then expand, crossing the 50 midline
**Logic:** Compression precedes expansion; breakout from tight range signals new trend
**Best for:** Transition days, post-squeeze moves
### 4. Momentum (M) โ Green/Red Labels
**When:** Stochastic crosses 50 from extreme zone (<25 or >75) within lookback period
**Logic:** Catches V-shaped reversals where regime detection lags the move
**Best for:** Fast reversals, news-driven moves
### 5. Counter-Signal / FADE (C) โ Purple Labels
**When:** A signal fires and immediately fails (stochastic reverses sharply against it)
**Logic:** Failed signals often lead to strong moves in the opposite direction (trapped traders)
**Confidence gating:** High-confidence fades generate signals; low-confidence show warnings only
---
## Institutional Key Levels
Lanovyx incorporates levels that institutional traders use:
- **PDH/PDL** (Previous Day High/Low) โ Major support/resistance where stops cluster
- **PDC** (Previous Day Close) โ Settlement price, gap reference
- **ORB** (Opening Range) โ First 15 minutes high/low, breakout trigger
- **IB** (Initial Balance) โ First 60 minutes range, institutional benchmark
These levels automatically activate setup windows when price interacts with them, adding to the setup score.
---
## Filtering System
**ADX Filter:** In strong trends (ADX > 25), blocks counter-trend mean reversion signals to avoid fighting momentum.
**HTF Bias Filter:** Optional alignment with higher timeframe (e.g., 1-hour) EMAs. Can block or demote signals that oppose the larger trend.
**Regime Detection:** Classifies market as Uptrend, Downtrend, Sideways, or Squeeze using EMA alignment and market structure (HH/HL/LH/LL patterns).
---
## How to Use
1. **Wait for Setup** โ Watch for context events (VWAP band touch, key level test, divergence)
2. **Check the Score** โ Higher setup scores indicate stronger context (visible in debug mode)
3. **Wait for Trigger** โ Let stochastic confirm within the window
4. **Confirm Regime** โ Ensure signal type matches market condition
5. **Manage Risk** โ Use the ATR-based stop/target levels shown after signals
**Strong signals (โ
)** appear when multiple confluence factors align โ these are highest probability setups.
---
## Settings Overview
| Setting | Default | Purpose |
|---------|---------|---------|
| Setup Window | 10 bars | How long context events stay active |
| Entry Zone | 25-55 | Stochastic zone for trend pullback entries |
| OS/OB Levels | 20/80 | Stochastic extremes for mean reversion |
| Stop Loss | 1.5 ATR | Risk management distance |
| Target 1 | 2.0 ATR | First profit target (1.33:1 R:R) |
Recommended timeframes: 5-minute and 15-minute charts.
---
## Disclaimer
This indicator is for educational purposes only and does not constitute financial advice. Past performance does not guarantee future results. Always use proper risk management and never risk more than you can afford to lose. No indicator can predict the future โ use this as one input in your trading decision process, not as a standalone system.
Volume Oracle - Regime DetectionVolume Oracle - Regime Detection
Volume Oracle transforms raw volume data into a regime-based flow analysis framework. The indicator is designed to help traders identify periods of accumulation and distribution through five integrated analytical layers: regime detection, market structure validation, volume footprint analysis, quality scoring, and multi-timeframe confluence.
โโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโ
๐ถ ๐ข๐ฉ๐๐ฅ๐ฉ๐๐๐ช
Volume analysis has long been considered a window into market participant activity. Large players cannot move size without leaving footprints in the volume record. Traditional volume indicators show raw numbers, but interpreting whether elevated volume represents accumulation or distribution requires additional context.
Volume Oracle builds on this foundation by adding five analytical layers:
โข Regime Detection: Classifies the current market state as Accumulation (buying pressure), Distribution (selling pressure), or Neutral (no clear direction) using a composite scoring system that weighs price velocity, trend alignment, and volume-weighted flow.
โข Market Structure Validation: Tracks swing highs and lows to determine if price structure (higher highs/higher lows vs lower highs/lower lows) agrees with the detected regime.
โข Volume Footprint Analysis: Classifies volume spikes as either Momentum bars (large body, small wicks indicating directional conviction) or Absorption bars (small body, large wicks indicating supply/demand absorption).
โข Quality Scoring System: Rates each signal from 0-100% based on multiple confluence factors, displayed as star ratings for quick visual assessment.
โข Multi-Timeframe Confluence: Optional higher timeframe filters that require regime alignment across multiple timeframes before generating signals.
The indicator adapts all parameters automatically based on the chart timeframe, with different settings optimized for scalping, intraday, swing, and position trading styles.
โโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโ
๐ถ ๐๐ข๐ช ๐๐ง ๐ช๐ข๐ฅ๐๐ฆ
The indicator is built around one core principle: market participant activity may reveal itself through the relationship between volume, price movement, and market structure.
๐ฅ๐ฒ๐ด๐ถ๐บ๐ฒ ๐๐ฒ๐๐ฒ๐ฐ๐๐ถ๐ผ๐ป ๐ฆ๐๐๐๐ฒ๐บ
What it does: The regime engine calculates a composite score using four weighted components: recent price velocity (where price is heading now versus recent history), trend alignment (EMA stacking and price position relative to moving averages), volume-weighted flow (proportion of volume occurring on up-closes versus down-closes), and volume confirmation (whether current volume exceeds average). The score passes through an EMA smoothing filter and must exceed configurable thresholds for multiple consecutive bars before a regime change is confirmed.
How to interpret it: When the indicator shows Accumulation, this suggests buying pressure currently dominates. Distribution suggests selling pressure dominates. Neutral indicates no clear directional bias. The regime state colors the volume bars: green tints during accumulation, red tints during distribution, gray during neutral periods. A subtle background shade reinforces the current regime.
๐ ๐ฎ๐ฟ๐ธ๐ฒ๐ ๐ฆ๐๐ฟ๐๐ฐ๐๐๐ฟ๐ฒ ๐ฉ๐ฎ๐น๐ถ๐ฑ๐ฎ๐๐ถ๐ผ๐ป
What it does: The indicator tracks recent swing highs and swing lows using pivot detection. It compares the most recent swing points to previous ones to determine if price is making higher highs and higher lows (bullish structure), lower highs and lower lows (bearish structure), or mixed patterns.
How to interpret it: When structure aligns with regime (bullish structure during accumulation, bearish structure during distribution), the regime table displays a checkmark. When structure conflicts with regime, this may suggest the regime is losing conviction. Structure validation appears in the regime table and factors into signal quality scores.
๐ฉ๐ผ๐น๐๐บ๐ฒ ๐๐ผ๐ผ๐๐ฝ๐ฟ๐ถ๐ป๐ ๐๐ป๐ฎ๐น๐๐๐ถ๐
What it does: On volume spike bars, the indicator analyzes the candle structure. Momentum bars have large bodies relative to their range (directional conviction). Absorption bars have small bodies with large wicks (supply or demand being absorbed without moving price significantly).
How to interpret it: Momentum bars during a trend may suggest strong directional conviction pushing price. Absorption bars may suggest supply or demand being absorbed at support or resistance without significant price movement. Footprint type factors into signal quality and triggers dedicated alerts.
๐ค๐๐ฎ๐น๐ถ๐๐ ๐ฆ๐ฐ๐ผ๐ฟ๐ถ๐ป๐ด ๐ฆ๐๐๐๐ฒ๐บ
What it does: Each signal receives a quality score from 0-100% based on multiple factors: volume spike strength, flow direction conviction, trend alignment, regime strength, regime freshness, squeeze proximity, HTF alignment (if enabled), momentum acceleration, structure agreement, footprint type, market character (trending vs choppy), and confluence count. High signal density (many signals in a short period) reduces quality scores.
How to interpret it: Signals display star ratings: three stars for scores above 85%, two stars for 75-84%, one star for 65-74%, and no stars below 65%. A target emoji appears when five or more confluence factors align. Higher quality scores suggest more factors agreeing, though this does not guarantee outcomes.
๐ ๐๐น๐๐ถ-๐ง๐ถ๐บ๐ฒ๐ณ๐ฟ๐ฎ๐บ๐ฒ ๐๐ผ๐ป๐ณ๐น๐๐ฒ๐ป๐ฐ๐ฒ
What it does: When enabled, the indicator fetches data from one or two higher timeframes and calculates simplified regime scores for each. It checks whether HTF regimes match the current timeframe regime, whether HTF strength exceeds a minimum threshold, and whether HTF regimes are strengthening rather than weakening.
How to interpret it: When all HTF conditions align, signals display an additional emoji indicator. In strict mode, signals only appear when HTF agrees. The HTF table shows regime state, strength percentage, trend direction, and alignment status for each configured timeframe.
โโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโ
๐ถ ๐ช๐๐ฌ ๐ง๐๐๐ฆ๐ ๐๐ข๐ ๐ฃ๐ข๐ก๐๐ก๐ง๐ฆ ๐ช๐ข๐ฅ๐ ๐ง๐ข๐๐๐ง๐๐๐ฅ
Each layer addresses a different aspect of market analysis:
1. Regime Detection: Establishes the directional bias using volume-weighted evidence.
2. Structure Validation: Confirms whether price action supports the detected regime.
3. Footprint Analysis: Characterizes the nature of volume activity on spikes.
4. Quality Scoring: Synthesizes all factors into a single actionable metric.
5. Multi-Timeframe Filter: Reduces noise by requiring agreement across timeframes.
When multiple factors align (strong regime, confirming structure, momentum footprint, high quality score, HTF agreement), this represents maximum confluence. Such conditions may warrant closer examination, though they do not guarantee any particular outcome.
โโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโ
๐ถ ๐๐ข๐ช ๐ง๐ข ๐จ๐ฆ๐
This section provides step-by-step guidance for interpreting the indicator's visual elements.
๐ฆ๐๐ฒ๐ฝ ๐ญ: ๐๐ฑ๐ฒ๐ป๐๐ถ๐ณ๐ ๐๐ต๐ฒ ๐๐๐ฟ๐ฟ๐ฒ๐ป๐ ๐ฅ๐ฒ๐ด๐ถ๐บ๐ฒ
Look at the regime table in the corner of the chart. The top row shows the current regime state: ACCUMULATION, DISTRIBUTION, or NEUTRAL. The color matches the regime (green, red, or gray).
โข Volume bars tinted green suggest accumulation regime
โข Volume bars tinted red suggest distribution regime
โข Volume bars gray indicate neutral regime
The regime provides context for all other readings. Trading with the regime (buying during accumulation, selling during distribution) aligns with the detected flow direction.
๐ฆ๐๐ฒ๐ฝ ๐ฎ: ๐๐๐๐ฒ๐๐ ๐ฅ๐ฒ๐ด๐ถ๐บ๐ฒ ๐๐ฒ๐ฎ๐น๐๐ต
The regime table displays multiple health indicators:
โข Strength percentage: Higher values suggest stronger conviction
โข Status: STRONG, FADING, WEAKENING, or CRITICAL
โข Health: Composite warning indicator (HEALTHY, WATCH, CAUTION, DANGER)
โข Structure: Whether price structure agrees with regime
โข Market: Whether conditions are TRENDING, NORMAL, or CHOPPY
โข Flip: Whether a regime change is building
When status shows FADING or worse, the regime may be losing conviction. Yellow-tinted volume bars appear after three consecutive bars of weakening status, providing early warning of potential regime changes.
๐ฆ๐๐ฒ๐ฝ ๐ฏ: ๐ช๐ฎ๐๐ฐ๐ต ๐ณ๐ผ๐ฟ ๐ฆ๐ถ๐ด๐ป๐ฎ๐น๐
Bullish signals appear as green labels with an up arrow above volume spikes during accumulation. Bearish signals appear as red labels with a down arrow during distribution. Labels include:
โข Star ratings indicating quality (more stars suggest more confluence)
โข Target emoji when five or more factors align
โข HTF emoji when higher timeframe agrees
Hover over any signal label to see detailed tooltip information including quality percentage, risk levels, position sizing suggestions, and specific confluence factors present.
๐ฆ๐๐ฒ๐ฝ ๐ฐ: ๐๐ต๐ฒ๐ฐ๐ธ ๐๐ง๐ ๐๐น๐ถ๐ด๐ป๐บ๐ฒ๐ป๐ (๐๐ณ ๐๐ป๐ฎ๐ฏ๐น๐ฒ๐ฑ)
When multi-timeframe filtering is enabled, a second table appears showing HTF regime states. Green checkmarks indicate alignment, red X marks indicate disagreement. For maximum confluence, all timeframes should agree on regime direction.
๐ฆ๐๐ฒ๐ฝ ๐ฑ: ๐ ๐ผ๐ป๐ถ๐๐ผ๐ฟ ๐๐
๐ถ๐ ๐ช๐ฎ๐ฟ๐ป๐ถ๐ป๐ด๐
Yellow warning labels appear when exit conditions trigger: regime flips, flow reversals, critical weakness, time-based exits, or target hits. These suggest reviewing open positions. The tooltip explains the specific exit reason.
๐ฆ๐๐ฒ๐ฝ ๐ฒ: ๐๐ผ๐บ๐ฏ๐ถ๐ป๐ฒ ๐ ๐๐น๐๐ถ๐ฝ๐น๐ฒ ๐๐ฎ๐ฐ๐๐ผ๐ฟ๐
The indicator provides the most context when multiple elements align:
๐๐น๐ข๐ฎ๐ฑ๐ญ๐ฆ ๐๐ค๐ฆ๐ฏ๐ข๐ณ๐ช๐ฐ ๐ (๐๐ณ๐ฆ๐ฏ๐ฅ ๐๐ฐ๐ฏ๐ต๐ช๐ฏ๐ถ๐ข๐ต๐ช๐ฐ๐ฏ): Regime shows ACCUMULATION at 72% strength with STRONG status. Structure displays checkmark (HH/HL confirmed). Market character shows TRENDING. A volume spike triggers a bullish signal with two stars and HTF alignment. Multiple factors agreeing during an established regime suggests trend may continue, though no outcome is guaranteed.
๐๐น๐ข๐ฎ๐ฑ๐ญ๐ฆ ๐๐ค๐ฆ๐ฏ๐ข๐ณ๐ช๐ฐ ๐ (๐๐ฐ๐ฎ๐ฆ๐ฏ๐ต๐ถ๐ฎ ๐๐ข๐ฅ๐ช๐ฏ๐จ): Regime shows DISTRIBUTION but status has shifted to FADING. Strength dropped from 65% to 48% over recent bars. Structure shows conflict (regime bearish but structure making higher lows). Volume bars have turned yellow. This type of internal disagreement often appears before regime changes or consolidation periods.
๐๐น๐ข๐ฎ๐ฑ๐ญ๐ฆ ๐๐ค๐ฆ๐ฏ๐ข๐ณ๐ช๐ฐ ๐ (๐๐น๐ฉ๐ข๐ถ๐ด๐ต๐ช๐ฐ๐ฏ ๐๐ข๐ณ๐ฏ๐ช๐ฏ๐จ): After an extended rally, regime shows ACCUMULATION but status reads CRITICAL. Health indicator shows CAUTION with two warnings active. An absorption bar appears (volume spike with small body and large upper wick). The Flip row shows regime change building. None of this guarantees reversal, but multiple warning signs appearing together suggest caution.
๐๐น๐ข๐ฎ๐ฑ๐ญ๐ฆ ๐๐ค๐ฆ๐ฏ๐ข๐ณ๐ช๐ฐ ๐ (๐๐ณ๐ฆ๐ข๐ฌ๐ฐ๐ถ๐ต ๐๐ณ๐ฐ๐ฎ ๐๐ฐ๐ฏ๐ด๐ฐ๐ญ๐ช๐ฅ๐ข๐ต๐ช๐ฐ๐ฏ): Regime has shown NEUTRAL for several sessions with volume bars gray and muted. Market character displays CHOPPY. Then a volume spike triggers with regime flipping to ACCUMULATION, confirmed by structure shift to HH/HL. A three-star signal appears with target emoji. When multiple elements shift together after a quiet period, consolidation may be resolving into a directional move.
โโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโ
๐ถ ๐ก๐๐ฉ๐๐๐๐ง๐๐ก๐ ๐๐๐๐๐๐ฅ๐๐ก๐ง ๐ ๐๐ฅ๐๐๐ง ๐๐ข๐ก๐๐๐ง๐๐ข๐ก๐ฆ
๐ง๐ฟ๐ฒ๐ป๐ฑ๐ถ๐ป๐ด ๐ ๐ฎ๐ฟ๐ธ๐ฒ๐๐
During sustained trends, the indicator typically shows persistent regime state (accumulation in uptrends, distribution in downtrends) with STRONG status and TRENDING market character. Structure should confirm with appropriate swing point patterns. Signals receive quality bonuses during trending conditions. Focus on signals that align with the established regime rather than counter-trend setups. The regime strength percentage and status provide ongoing confirmation that the trend remains healthy.
๐ฅ๐ฎ๐ป๐ด๐ถ๐ป๐ด ๐ ๐ฎ๐ฟ๐ธ๐ฒ๐๐
During consolidation, expect frequent regime shifts between accumulation, distribution, and neutral. Market character will display CHOPPY, and quality scores receive penalties. Structure may show mixed readings. Signal frequency increases but quality decreases. Consider using stricter filtering (higher volume threshold, HTF requirement) or waiting for regime stability before acting. The stability index in the regime table tracks flip frequency to help identify choppy conditions.
๐๐ถ๐ด๐ต ๐ฉ๐ผ๐น๐ฎ๐๐ถ๐น๐ถ๐๐ ๐๐๐ฒ๐ป๐๐
During news events or volatility spikes, the auto-adapt feature adjusts thresholds based on ATR readings. Higher volatility raises the bar for regime changes, reducing whipsaws. Volume spikes during high volatility require greater statistical significance. The regime table tooltip shows current adaptive settings for transparency. Signals during extreme volatility should be interpreted with additional caution.
โโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโ
๐ถ ๐ง๐๐๐๐ก๐๐๐๐ ๐๐๐ง๐๐๐๐ฆ
โข Volume spike detection uses z-score normalization against a lookback window
โข Regime scoring combines velocity, trend, flow, and volume components with configurable weights
โข Regime changes require multi-bar confirmation above thresholds
โข Structure detection uses pivot-based swing point identification
โข Footprint classification analyzes body-to-range ratio and wick proportions
โข Quality scoring aggregates multiple factors with caps and multipliers
โข HTF data uses request.security with lookahead disabled (non-repainting)
โข All signals fire on bar close only (non-repainting architecture)
โข Parameters adapt automatically based on timeframe category
โโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโ
๐ถ ๐จ๐ก๐๐ค๐จ๐ ๐๐๐๐ง๐จ๐ฅ๐๐ฆ
โข Timeframe Adaptive: All parameters (lookbacks, thresholds, confirmations) automatically scale based on whether the chart shows scalp, intraday, swing, or position timeframes.
โข Multi-Layer Warning System: Four warning levels (STRONG, FADING, WEAKENING, CRITICAL) provide graduated alerts as regimes deteriorate, rather than binary flip signals.
โข Structure-Regime Validation: Cross-references detected regime against actual price structure (swing highs/lows) to identify potential divergences.
โข Volume Footprint Classification: Distinguishes between momentum-driven volume spikes and absorption patterns that may indicate different market participant behavior.
โข Quality-Based Position Sizing: Suggested position sizes scale based on signal quality, with higher confluence signals receiving larger size recommendations.
โข Non-Repainting Architecture: All calculations use confirmed bar data only. Historical display matches real-time behavior exactly.
โโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโ
๐ถ ๐ฆ๐๐ง๐ง๐๐ก๐๐ฆ ๐ข๐ฉ๐๐ฅ๐ฉ๐๐๐ช
โข Detection: Volume spike threshold, signal cooldown, regime sensitivity mode, auto-adapt toggle, warning display toggle
โข Risk: Account size, risk percentage, ATR length, stop/target multipliers, partial exit percentage, trailing stop and breakeven settings
โข Multi-Timeframe: HTF enable toggles, timeframe selections, strict mode, minimum HTF strength threshold
โข Strategy: Trading mode selection (Trend Following, Mean Reversion, or Hybrid), mean reversion threshold
โข Display: Toggles for regime table, background colors, exit warnings, quality stars, management labels, tooltips, and HTF table
โข Table Style: Layout orientation, table positions, text sizes, border and frame widths
โโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโ
๐ถ ๐๐๐๐ฅ๐ง๐ฆ
25 alert conditions available:
โข Bull Signal / Bear Signal / Any Signal: Core directional signals with quality and position details
โข Target 1 Hit / Breakeven: Position management milestones
โข Exit Warning: Triggered when exit conditions appear
โข Regime to Accumulation / Distribution / Neutral: Individual regime change alerts
โข Any Regime Change: Fires on any regime transition
โข Regime Weakening: Early warning of deteriorating regime
โข Momentum Fading / Flow Deteriorating / Volume Drying: Leading exit indicators
โข Multiple Warnings: Fires when two or more warning conditions active
โข HTF Aligned / HTF Broke: Multi-timeframe alignment changes
โข Structure Bullish / Structure Bearish: Price structure shifts
โข Structure Conflict: When structure disagrees with regime
โข Momentum Footprint / Absorption Footprint: Volume footprint detection
โข Market Trending / Market Choppy: Market character changes
โข High Confluence Signal: Signals with five or more factors aligned
โโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโ
๐ถ ๐๐๐ ๐๐ง๐๐ง๐๐ข๐ก๐ฆ
โข Requires Volume Data: Instruments without reliable volume data (some forex pairs, indices) will produce unreliable readings.
โข Analysis Tool, Not Signal Generator: This indicator identifies conditions that may warrant attention. It does not provide entry/exit instructions and should not be followed mechanically.
โข Lagging Component: Regime detection requires confirmation bars, introducing necessary lag. Fast reversals may not be captured in time.
โข No Guarantee of Outcomes: High quality scores and multiple confluence factors improve context but do not predict results. Markets can move against any setup.
โข HTF Limitations: Higher timeframe data updates on HTF bar closes, not continuously. Brief alignment windows may be missed.
โโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโ
๐ถ ๐๐ข๐ก๐๐๐จ๐ฆ๐๐ข๐ก
Volume Oracle provides a structured framework for analyzing volume flow through regime detection, structure validation, footprint classification, quality scoring, and multi-timeframe confluence. The indicator is designed to help traders identify accumulation and distribution phases and assess the conviction behind detected regimes. Multiple warning systems provide early indication when regimes may be losing strength.
โโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโ
๐ถ ๐๐๐ฆ๐๐๐๐๐ ๐๐ฅ
Trading is risky and most traders lose money. This indicator is provided for informational and educational purposes only. It does not constitute financial advice, and past performance does not guarantee future results. All content, tools, and analysis should not be considered as recommendations to buy or sell any asset. Users are solely responsible for their own trading decisions. Always use proper risk management and consider consulting a qualified financial advisor before making trading decisions.
โโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโโ
Built with PineScript v6. Non-repainting. All signals confirmed on bar close.
Exchange Sessions - Bollinger Bands Version [FervTrades]This indicator visualizes the four major trading sessions (New York orange, London blue, Tokyo pink, Sydney yellow) using fixed UTC timings optimized for crypto/forex markets and UTC+8 equivalents noted in code. It overlays customizable session ranges (90% transparent boxes), Bollinger Bands (20-period, 2ฯ default), optional trendlines (linear regression with Rยฒ), session means, or max/min levels, plus daily dividers with weekday labels for clear session isolation during high-volume overlaps like London/NY.
Key Features
- Session Dashboard: Real-time table (top-right default) shows active/inactive status (green/red), trend strength (Rยฒ >0 bullish), BB width (expansion/contraction), and volatility (ฯ) for each session; toggle advanced mode for metrics.
โ
- Bollinger Bands Per Session: Session-specific BB calculated incrementally during active hours only, plotted with basis (solid), upper/lower (translucent); ideal for spotting volatility squeezes or breakouts within sessions.
โ
- Flexible Overlays: Enable/disable per session and type (range, BB, trendline, mean, max/min); trendlines use weighted linear regression for directional bias.
โ
----------------Session Times (UTC)----------------
Session Time (UTC) PHT Equivalent
New York 13:00-22:00 9PM-6AM
London 08:00-16:30 4PM-12:30AM
Tokyo 00:00-09:00 8AM-5PM
Sydney 22:00-07:00 6AM-3PM (next day)
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Perfect for orderflow traders focusing on institutional sessionsโpair with volume/delta tools to time entries on BB touches or range breaks. No DST issues; works on any timeframe.
LH Alert Orb & SessionsLH Alert Orb & Session Levels
LH Alert ORB & Sessions is a multi-module intraday trading overlay that combines an Opening Range Breakout (ORB) framework, automated session reference levels, and a โSniperโ alert engine designed to highlight higher-quality momentum entries during a defined New York trading window. It is optimized for index futuresโespecially NQ/MNQโand is best used on a 5-minute chart for the intended balance of signal quality and structure clarity.
The indicator plots EMA 10/20/200 and VWAP for trend/mean reference, then generates Sniper Long/Short alerts only when multiple conditions align: directional EMA trend (10 vs 20), reclaim confirmation relative to VWAP and EMA200 within a configurable lookback window, optional โrecent crossโ validation, and optional RSI and volume expansion filters. To reduce low-quality signals, the Sniper engine includes comprehensive candle-quality rules (minimum body % to avoid dojis, max wick-to-body ratios to avoid wicky indecision candles, hammer-like rejection filtering, and an optional โwick battleโ filter that blocks candles where either wick represents an outsized share of the candle range). Alerts can also be gated by proximity to the current ORB and, optionally, require that both VWAP and EMA200 are contained within the opening range to enforce tighter structure-based entries.
The ORB module supports a configurable opening-range duration and an optional custom session (default 08:00โ08:15 UTC-5), draws the opening range box, OR High/Low/Mid levels, and optionally displays breakout markers and bias-aware target logic (all breakout signals and targets are disabled by default for a clean chart). Historical ORB drawings can be preserved or hidden based on preference.
In addition, the Sessions module continuously tracks and draws key market structure levels for Asia, London, and PreMarket sessions (High/Low and an average line for each), along with prior trading day high/low using a futures-style trading day definition (rolling at 18:00 New York time). Each level is fully style-customizable (color, line style, width), providing a complete intraday roadmap of session extremes and mean levels alongside the Sniper/ORB framework.
This script is intended for intraday charts only (it enforces a timeframe below 1D) and is designed to be used as an alert-driven decision aidโprioritizing confluence, structure, and candle quality to reduce noise while keeping all major components configurable via grouped settings.
The System THE SYSTEM โ Intraday Market Regime & Decision Framework
Overview THE SYSTEM is a closed-source market regime and decision-support framework designed for intraday use, specifically optimized for futures markets. The purpose of the system is not continuous signal generation, but the clear separation of tradable and non-tradable market environments, as well as the statistical reduction of decision-making errors.
Applied Elements and Methodology THE SYSTEM is built upon classical technical indicator families (trend, momentum, and volatility-based calculations); however, it does not use them as standalone indicators or for direct signal generation. The roles of these indicators are functionally separated and organized into a hierarchical decision architecture. These individual elements would not provide a trading signal on their own.
Architecture Overview The operation of the system is based on four mutually validating logical layers:
1. Market Regime Classification The system continuously classifies the market into one of the following states: Trending, Transitional, or Range/Chop. This classification is based on a combination of volatility, momentum, and structure-based measurements. In a Range/Chop state, signal generation is hard-blocked, and the system prohibits trading.
2. Directional Bias Engine (MTF / HTF Validation) Short-term movements are compared against higher-timeframe trend and structural analysis. The system excludes setups that run counter to the dominant direction, reducing the number of counter-trend and false breakout entries. HTF / MTF parameters are user-adjustable; any modifications are at the user's own risk.
3. Momentum & Volatility Filter Signals can only be activated if the current impulse energy exceeds an adaptive threshold and the volatility environment is statistically suitable for intraday trading. This module filters out low-participation moves, exhausted impulses, and noise-driven price fluctuations.
4. Price Action Validation Layer The system also analyzes the internal structure of candles: body-to-wick ratios, closing positions within the range, and impulse continuity. A signal is generated only if the movement is structurally consistent.
Why is it not an Indicator Mashup? THE SYSTEM does not combine indicator values; it builds chains of conditions. A signal can only arise if the market environment is tradable, the direction aligns with the higher timeframe structure, the momentum and volatility are appropriate, and the price action structure is valid. If any layer fails, the system provides no signal. This logic cannot be reproduced by simply merging indicators.
Visual Context Logic The background color is the system's primary decision filter:
๐ข Green โ Bullish environment (long-only focus).
๐ด Red โ Bearish environment (short-only focus).
โช Neutral โ Transitional zone; both trend and reversal signals may appear.
โซ Gray โ Range / Chop state; signaling is prohibited.
Technical Characteristics of Signals Long, Short, Early Exit, and Trailing Stop signals may appear intra-bar, but they only become final upon the closing of the candle. The system does not repaint on a closed candle. A yellow signal warns of momentum exhaustion but is non-deterministic and does not appear in all cases.
Optimized Usage
Recommended Timeframe: 5 minutes. Reliability may decrease on lower timeframes due to market noise.
Typical Instruments: Index futures (NQ, ES, YM, RTY), Commodities (Gold, WTI Oil, Copper, Henry Hub Gas), and Crypto (BTC Futures / Perpetuals).
Why is it invite only? The added value is not the existence of the indicators used, but their functional separation, the hierarchical decision logic, and the framework that actively filters out statistically unfavorable trades. The system's goal is not more trades, but fewer, higher-quality decisions.
Disclaimer THE SYSTEM is not an automated strategy but a discretionary decision-support tool. Risk management, position sizing, and trade management are the sole responsibility of the user. Past results do not guarantee future performance.
