Institutional Alpha Vector | D_QUANT Institutional Alpha Vector | D_QUANT
Overview
The Institutional Alpha Vector (IAV) is an original trend-following framework that replaces single-indicator bias with a Weighted Composite Score . Instead of relying on a simple moving average, this script aggregates four distinct quantitative dimensions—Price, Momentum, Volatility, and Volume—into a normalized value called the "Alpha Vector."
The goal of this tool is to identify "Institutional Consensus"—periods where multiple mathematical models align in the same direction, reducing the likelihood of false breakouts in choppy markets.
How It Works: The Quantitative Engines
The script calculates four independent signals. For each module, a state is stored (1 for Bullish, -1 for Bearish, 0 for Neutral).
1. Price Filter (Hull Moving Average):
The script uses an HMA (a weighted moving average that reduces lag by using the square root of the period). A signal is triggered when the price crosses over/under this "Spine."
2. Volatility Regime (RMA + ATR):
This module uses a Moving Average (RMA) combined with an Average True Range (ATR) offset. It acts as a volatility filter that price must move beyond 1 ATR from the mean to register a trend, ensuring the market isn't just "drifting."
3. Momentum Physics (ADX/DMI):
Based on J. Welles Wilder’s Directional Movement Index. It checks if the is above (or vice versa) but only if the ADX (Average Directional Index) is above a user-defined threshold (default: 10), confirming the presence of a strong trend.
4. Institutional Flow (Chaikin Money Flow):
This confirms price action with volume. It calculates the accumulation/distribution of money flow over a specific period. A signal is only valid if the CMF is positive (Bullish) or negative (Bearish).
The Alpha Vector Calculation
This is the core "originality" of the script. The indicator takes the active modules and calculates a Composite Score :
This results in a value between -1.0 and +1.0 .
* High Confidence Long: When the score exceeds +0.1 (adjustable).
* High Confidence Short: When the score drops below -0.1 (adjustable).
* Neutral Zone: When the score is near 0, the script colors the bars grey, signaling a lack of institutional consensus.
Visual Intelligence: The "Electric Conduit"
The script visualizes market energy through a custom rendering engine:
* The Spine: A central line representing the HMA trend.
* The Conduit (Fill): A dynamic gradient that expands or contracts based on the ATR (Average True Range) . This allows traders to see "volatility expansion" (wide ribbon) vs "compression" (tight ribbon) at a glance.
* Bar Coloring : Automatically aligns the chart candles with the Alpha Vector state to remove cognitive load.
How to Use
1. Define your Strategy: In the settings, you can toggle specific modules. If you are trading a low-volume asset, you might disable the **CMF** module.
2. Identify the Consensus: Look for the ribbon to change from Grey (Neutral) to Cyan/Gold.
3. Monitor the HUD: A small dashboard in the bottom right displays the live Alpha Vector score. A score of 1.0 means all four engines are in 100% bullish agreement.
Disclaimer: Trading involves significant risk. This tool is for educational and analytical purposes and does not constitute financial advice.
Analisis Trend
Cycle & Flow Indicator - D_QuantCycle & Flow Architecture (CFA) | Multi-Factor Regime Analysis
Overview
The Cycle & Flow Architecture (CFA) is a trend-following visualization engine that utilizes a triple-confirmation "Voting Mechanism" to identify market regimes. Rather than relying on a single lagging indicator, the CFA aggregates Cyclical Momentum, Directional Bias, and Volume Flow from the Daily timeframe to provide a unified consensus signal on your current chart.
The goal of this script is to filter market noise by requiring a quantitative agreement between three non-correlated mathematical models before a "Regime Change" is visualized.
The Quantitative Logic
The core of the CFA is its Aggregation Engine, which calculates a normalized Quant Score ranging from -1.0 to +1.0. The engine polls three distinct components:
Schaff Trend Cycle (STC): This component identifies the cyclical nature of price. It applies a double-smoothed stochastic process to a MACD line. In this script, the STC contributes a bullish signal when the cycle is above 25 and a bearish signal when the cycle is below 75 and falling.
Parabolic SAR (PSAR): Used as a rigid directional filter. It calculates the "Stop and Reverse" points, if the price is above the PSAR, it contributes a +1 to the consensus, if below, a -1.
Ease of Movement (EOM): This is the volume-validation component. It analyzes the relationship between price change and volume. A positive EOM suggests price is moving up on light resistance (conviction), while negative EOM suggests easy downward movement.
How it Works: The Voting Mechanism
The script calculates these three values on the Daily (D) timeframe using request.security to ensure higher-timeframe confluence.
Bullish Regime: Triggered when the average score exceeds the Bullish Threshold (Default: 0.2).
Bearish Regime: Triggered when the average score falls below the Bearish Threshold (Default: -0.2).
Neutral Regime: When the components disagree or the scores hover near zero, the engine renders a "Grey" noise state, signaling a high-probability "sit on hands" environment.
How to Use
The Ghost Cloud: The central Hull Moving Average (HMA 20) acts as the baseline. The "cloud" fills between this baseline and the price, colored by the current Score.
Volatility Extensions: The script plots ATR-based bands (14-period) that only appear during confirmed regimes. In a Bullish regime, the upper band appears, in a Bearish regime, the lower.
Trade Execution: Traders typically look for the "Bullish/Bearish Start" alerts to signal the beginning of a new regime and use the "Grey" neutral zones to tighten stop-losses or exit positions.
Settings
Thresholds: Increase the Bullish/Bearish thresholds (e.g., to 0.5) to require more stringent agreement between the STC, PSAR, and EOM.
Timeframe Note: The calculations are hardcoded to the Daily timeframe to provide a "North Star" directional bias regardless of whether you are viewing the 15m or 4h chart.
Disclaimer: This tool is for educational and analytical purposes only. Quantitative models represent mathematical probabilities, not guarantees.
© D_QUANT
RSI Momentum LockConcept & Philosophy This indicator is a unique hybrid trend-following system that combines the momentum power of RSI with the visual simplicity of the SuperTrend. Unlike standard indicators that flip constantly during choppy markets, the RSI Momentum Lock uses a "State Machine" logic to capture and hold strong trends.
How It Works The indicator creates a "Trend Lock" based on RSI breakout levels:
Bullish Lock (Green): Triggered ONLY when RSI closes above 70 (Overbought Breakout). The trend remains bullish even if RSI falls back to neutral levels (50-60), filtering out minor corrections.
Bearish Lock (Red): Triggered ONLY when RSI closes below 30 (Oversold Breakdown). The trend remains bearish until a new bullish breakout occurs.
Visuals The plot looks like a SuperTrend, calculated using ATR (Average True Range) to provide a dynamic Trailing Stop line.
Green Line: Support level during an uptrend.
Red Line: Resistance level during a downtrend.
Why Use This Indicator?
Filters Noise: It ignores sideways movement between RSI 30 and 70.
Early Entry: Catches the momentum explosion right at the breakout.
Longer Rides: Keeps you in the trade longer than traditional SuperTrends.
Settings
RSI Length: Default is 14.
Levels: Default triggers are 70 (Buy) and 30 (Sell).
ATR Factor: Controls the distance of the line from the price (Default 3.0).
الفكرة والفلسفة (Concept & Philosophy)
هذا المؤشر هو نظام اتجاه هجين فريد يجمع بين قوة زخم مؤشر RSI والبساطة البصرية لمؤشر SuperTrend.
على عكس المؤشرات التقليدية التي تغيّر اتجاهها باستمرار في الأسواق العرضية (المتذبذبة)، يعتمد مؤشر RSI Momentum Lock على منطق آلة الحالات (State Machine) لالتقاط الاتجاهات القوية والاحتفاظ بها لأطول فترة ممكنة.
كيف يعمل المؤشر؟ (How It Works)
يقوم المؤشر بإنشاء ما يُعرف بـ قفل الاتجاه (Trend Lock) بناءً على اختراقات مؤشر RSI:
قفل صاعد (Bullish Lock – أخضر)
يتم تفعيله فقط عندما يغلق مؤشر RSI أعلى مستوى 70 (اختراق تشبع شرائي).
يظل الاتجاه صاعدًا حتى لو عاد RSI إلى مناطق محايدة (50 – 60).
هذا الأسلوب يمنع الخروج المبكر بسبب التصحيحات البسيطة.
قفل هابط (Bearish Lock – أحمر)
يتم تفعيله فقط عندما يغلق مؤشر RSI أسفل مستوى 30 (اختراق تشبع بيعي).
يظل الاتجاه هابطًا حتى يحدث اختراق صاعد جديد.
يساعد على تجنب الإشارات الكاذبة أثناء التذبذب.
الشكل البصري (Visuals)
يظهر المؤشر بصريًا بشكل مشابه لـ SuperTrend، ويتم حسابه باستخدام ATR (متوسط المدى الحقيقي) لإنشاء خط وقف متحرك ديناميكي:
الخط الأخضر: مستوى دعم أثناء الاتجاه الصاعد.
الخط الأحمر: مستوى مقاومة أثناء الاتجاه الهابط.
لماذا تستخدم هذا المؤشر؟ (Why Use This Indicator?)
فلترة الضوضاء: يتجاهل الحركة العرضية عندما يكون RSI بين 30 و70.
دخول مبكر: يلتقط انفجار الزخم مباشرة عند الاختراق الحقيقي.
صفقات أطول: يبقيك داخل الصفقة لفترة أطول مقارنة بمؤشرات SuperTrend التقليدية.
الإعدادات (Settings)
طول RSI: القيمة الافتراضية 14
المستويات:
شراء: 70
بيع: 30
عامل ATR: يحدد بُعد الخط عن السعر (القيمة الافتراضية 3.0)
SuperBands: Smart Pullback StrategyIndicator Name: SuperBands (Smart Pullback Strategy)
1. Core Concept (The Philosophy)
This indicator represents a smart fusion of two powerful trading methodologies: Trend Following and Mean Reversion. Instead of trying to predict market tops or bottoms, it focuses on joining an established trend at a "Discount Price."
In short: "Buy the dips in an Uptrend, and Sell the rallies in a Downtrend."
2. Technical Components
The indicator consists of two main engines working in harmony:
First: The Trend Filter (Supertrend):
Settings: (ATR 20 / Factor 6.0).
Function: Identifies the long-term market direction. The high Factor (6.0) is deliberately used to filter out noise and minor fluctuations, ensuring the trend direction only changes when there is a significant market shift.
Rule: If the line is Green, only Long trades are allowed. If Red, only Short trades are allowed.
Second: The Sniper (Bollinger Bands):
Settings: (Length 20 / StdDev 2.0).
Function: Identifies temporary Overbought and Oversold zones within the trend.
Rule: The Lower Band acts as a "Value Zone" for buying, while the Upper Band acts as a "Premium Zone" for selling.
3. Signal Logic (How it Works)
The indicator scans the market for specific, high-probability conditions:
A. Buy Signal (Green Triangle):
Appears only when both conditions are met:
Trend is Bullish: Supertrend is Green.
Price is "Cheap": Price drops to touch or break the Lower Bollinger Band.
Logic: The general trend is Up, and the price has pulled back to a dynamic support level. This is a buying opportunity.
B. Sell Signal (Red Triangle):
Appears only when both conditions are met:
Trend is Bearish: Supertrend is Red.
Price is "Expensive": Price rises to touch or break the Upper Bollinger Band.
Logic: The general trend is Down, and the price has rallied to a dynamic resistance level. This is a selling opportunity.
4. User Guide (How to Trade It)
To achieve the best results, consider the following approach when a signal appears:
A. Entry:
Enter the trade immediately upon the close of the candle where the triangle appears (or place a pending order slightly above/below the signal candle for confirmation).
B. Stop Loss (SL):
Conservative: Place the SL at the Supertrend line (if this line breaks, the trend is invalid).
Aggressive: Place the SL slightly below the signal candle's low or the most recent Swing Low.
C. Take Profit (TP):
Target 1: The Bollinger Bands Middle Line (Basis/SMA 20).
Target 2: The Opposite Band (Upper Band for Buy signals, Lower Band for Sell signals).
5. Key Strengths & Limitations
Main Advantage: This indicator prevents a common trader mistake: "FOMO" (Fear Of Missing Out). It stops you from buying at the top or selling at the bottom. It psychologically forces you to wait for the price to come to you.
Best Use Case: The wide Supertrend settings make this highly effective for Crypto and Volatile Stocks where trends are strong and pullbacks are deep.
Limitation: In tight, ranging markets (choppy markets), the price might not touch the bands often, or it might generate a signal followed by sideways movement.
Summary for the Trader:
This indicator tells you: "The trend is Up, but don't chase the price... wait for it to drop to the Lower Band, then strike."
اسم المؤشر: SuperBands (Smart Pullback Strategy)
1. الفكرة الأساسية (الفلسفة وراء المؤشر)
هذا المؤشر هو دمج ذكي بين استراتيجيتين شهيرتين: تتبع الاتجاه (Trend Following) و اقتناص الارتدادات (Mean Reversion). هو لا يحاول التنبؤ بقمة أو قاع السوق، بل يحاول الدخول مع الاتجاه العام القوي ولكن من "نقطة سعرية مخفضة" (Discount Price).
باختصار: "اشترِ الانخفاضات في الاتجاه الصاعد، وبع الارتفاعات في الاتجاه الهابط".
2. المكونات التقنية
يتكون المؤشر من جزأين رئيسيين يعملان كفريق واحد:
أولاً: الحارس (Supertrend):
الإعدادات: (ATR 20 / Factor 6.0).
الوظيفة: تحديد الاتجاه العام "طويل المدى". استخدام العامل 6.0 (وهو رقم كبير) يجعل المؤشر يتجاهل التذبذبات الصغيرة ولا يغير لونه إلا إذا تغير الاتجاه الحقيقي للسوق بقوة.
القاعدة: إذا كان الخط أخضر، يُسمح بالشراء فقط. إذا كان أحمر، يُسمح بالبيع فقط.
ثانياً: القناص (Bollinger Bands):
الإعدادات: (Length 20 / StdDev 2.0).
الوظيفة: تحديد مناطق ذروة البيع والشراء المؤقتة (Overbought/Oversold) داخل الاتجاه.
القاعدة: الحد السفلي يعتبر منطقة "رخيصة" للشراء، والحد العلوي منطقة "غالية" للبيع.
3. كيف تتكون الإشارة (آلية العمل)
يقوم المؤشر بمسح السوق بحثاً عن شروط محددة بدقة:
A. إشارة الشراء (المثلث الأخضر):
تظهر فقط عند تحقق الشرطين معاً:
الاتجاه صاعد: السوبر تريند لونه أخضر.
سعر مغري: السعر هبط ليلامس أو يكسر الحد السفلي للبولنجر باند (Lower Band).
المنطق: الاتجاه العام صاعد، والسعر قام بعمل تصحيح (Pullback) لمستوى دعم ديناميكي، إذن هي فرصة للشراء بسعر أفضل.
B. إشارة البيع (المثلث الأحمر):
تظهر فقط عند تحقق الشرطين معاً:
الاتجاه هابط: السوبر تريند لونه أحمر.
سعر مرتفع: السعر صعد ليلامس أو يخترق الحد العلوي للبولنجر باند (Upper Band).
المنطق: الاتجاه العام هابط، والسعر قام بعمل تصحيح صعودي لمقاومة ديناميكية، إذن هي فرصة للبيع من مكان مرتفع.
4. كيفية الاستفادة منه (دليل المستخدم)
لتحقيق أفضل نتائج، يُنصح باتباع الخطوات التالية عند ظهور الإشارة:
أ. نقاط الدخول (Entry):
ادخل الصفقة بمجرد إغلاق الشمعة التي ظهر عليها المثلث (أو ضع أمر معلق فوق/تحت الشمعة لتأكيد الحركة).
ب. وقف الخسارة (Stop Loss):
الخيار الآمن: ضع الوقف عند خط السوبر تريند (لأنه إذا كُسر الخط، يعني أن الاتجاه تغير).
الخيار المغامر: ضع الوقف أسفل قاع الشمعة السابقة بمسافة بسيطة، أو أسفل آخر قاع (Swing Low).
ج. جني الأرباح (Take Profit):
الهدف الأول: خط المنتصف للبولنجر باند (الخط البرتقالي الخفي أو متوسط 20).
الهدف الثاني: الحد المعاكس للبولنجر باند (الحد العلوي في حالة الشراء، والسفلي في حالة البيع).
5. مميزات وعيوب يجب الانتباه لها
الميزة القوية: يمنعك هذا المؤشر من ارتكاب خطأ شائع وهو "الشراء في القمة" أو "البيع في القاع". هو يجبرك نفسياً على انتظار السعر ليأتي إليك في مناطق التصحيح.
نقطة القوة: إعدادات السوبر تريند (6.0) تجعل الإشارات قوية جداً في العملات الرقمية (Crypto) والأسهم ذات الاتجاه الواضح (Trending Markets).
نقطة الضعف: في الأسواق العرضية المملة (Ranging Markets) ذات النطاق الضيق جداً، قد لا تلمس الأسعار حدود البولنجر كثيراً، أو قد يعطي إشارات دخول والسوق لا يتحرك بعدها بقوة.
ملخص للمتداول:
هذا المؤشر يقول لك: "السوق صاعد، لكن لا تطارد السعر.. انتظر حتى يهبط السعر إليك عند الخط السفلي ثم اشترِ".
Multi-Layer Support Resistance & Auto TrendlineMulti-Layer Support Resistance & Auto Trendline (Multi-Timeframe Analysis)
Maximize your chart analysis with this advanced Support and Resistance (S/R) engine. This indicator automatically detects critical horizontal levels and diagonal trendlines across four different lookback periods, giving you a comprehensive view of market structure.
Why this indicator?
Universal Search Appeal: Ideal for traders looking for "Support and Resistance," "Auto Trendline," "Pivot Points," and "Gap Detection."
Multi-Layer Logic: Filters market noise by identifying levels from short-term scalping confirms to ultra-long-term historical walls.
Auto Trendlines: No more manual drawing. It automatically connects valid pivot highs and lows to visualize trend channels and breakouts.
Gap Analysis: Automatically marks "Windows" (Gaps) as high-priority zones, often acting as magnetic levels for future price action.
Cyberpunk Aesthetics: High visibility neon colors with customizable transparency to keep your chart professional yet intuitive.
How to trade: Focus on price action where multiple layers (e.g., a diagonal trendline and a long-term horizontal line) intersect. These "confluence zones" offer higher probability trade setups.
多層型サポート＆レジスタンス＋自動トレンドライン（マルチ分析エンジン）
「サポート・レジスタンス」「自動トレンドライン」「窓（ギャップ）検知」を一つに統合した、高度な相場分析ツールです。4つの期間（短期・中期・長期・超長期）から価格の壁と流れを自動的に抽出し、精度の高いトレード戦略をサポートします。
本インジケーターの強み:
高い検索親和性: 「サポレジ」「自動トレンドライン」「ピボット」「窓埋め」などの普遍的な要素を全て網羅しています。
4層の多角ロジック: ノイズの多い短期的な節目から、歴史的に意識される超長期の壁までを階層的に表示。
自動トレンドライン: 高値・安値の更新に合わせて斜めのラインを自動描画。トレンドの転換やブレイクアウトを瞬時に判断できます。
ギャップ（窓）検知: 窓が開いた重要価格帯を自動マーク。窓埋めや反発の根拠として利用できます。
洗練されたデザイン: 視認性の高いネオンカラーを採用しつつ、層ごとの透明度や太さを自由に調整可能。チャートの美しさと実用性を両立しました。
活用方法: 複数のライン（例：斜めのトレンドラインと長期水平線）が重なる「コンフルエンス（根拠の重なり）」に注目してください。そこが最も反発やブレイクが期待できる強力なエントリーポイントになります。
WPNR + ATR Bands + MACDAS StrategyThis indicator is a hybrid approach that blends momentum, volatility, and trend following into one. It's designed to filter out market "noise" and capture high-probability turning points.
Components Used: Williams %R (WPNR): Captures moments when the price crosses above the oversold (below -80) region (Long) or below the overbought (above -20) region (Short).
ATR Bands: Measure price volatility. They prevent spurious breaks by ensuring signals only activate when the price is within a reasonable range (within the bands).
MACDAS: This is a MACD-based trend filter. It only allows trades to be opened in the direction of the main trend (Buy when above the MACD signal line, Sell when below).
How to Use? Buy (Long): W%R must cross above the 80 level, the price must hold above the lower ATR band, and MACD must be in the positive zone (bullish).
Sell (Short): W%R should cross below the 20 level, price should remain below the upper ATR band, and MACD should be in the negative (bearish) zone
Note: This strategy is optimized for 15-minute and 1-hour charts. Always remember to use a stop-loss order.
Full Dashboard V16 - Final Fix M15 & PA SignalsTable (Multi timefram)
- show Trend
- show rsi
- show Stoch
- show prev candle (default hide)
- show curr candle (default hide)
- shows the time when the candlestick will close.
--- can config show/hide all column
Graph
- show rsi 89/21
Signal
- show signal with tp/sl (default hide)
Fix bug
Stock ScreenerMissing great trade opportunities is annoying, and unless you have 12 screens or only trade one market, you are missing a lot of trades. To fix that, we created this stock screener so you get notified instantly of potential great trading conditions in real time, right on your chart.
You get notified of trading benchmarks being met by the value being displayed on the scanner as well as a color change so that it grabs your attention and makes you aware that you should take a look at the other market and look for a potential trade. It also has built in alerts so you can have an alert notification go off when any of your trading conditions are met instead of needing to watch the scanner for color changes.
The screener will change the ticker symbol background color to red green when price is above or below the previous daily range and above or below both VWAPs. This signals that the ticker is trending, which typically means it is a great time to trade that market and follow the trend.
This stock screener allows you to scan up to 10 different markets at the same time for various different conditions so you always know what is going on with your favorite trading symbols. If you want to scan more tickers, just add the indicator to your chart again and change the table position to the other side of the screen and update the tickers on the 2nd screener, allowing you to have 20 tickers at a time.
The scanner can be fully customized by changing the markets that it screens and turning on or off as many of them as you would like. You can also turn on or off any of the different data sets so that you only get information about trading conditions that matter to you.
The screener can provide data on any type of market, such as stocks, crypto, futures, forex and more. Each ticker can be adjusted to whatever market you would like it to scan for data in the settings panel, the only limitation is that it will not provide data for the VWAP and volume trend score if the ticker you are screening does not provide volume data.
Screener Features
The scanner will provide the following types of data for each ticker that is turned on:
Volume - Provides a volume score compared to the average volume and notifies you of higher than normal volume and volume spikes on individual bars by changing colors.
Volatility - Provides a volatility score compared to the average volatility and notifies you of higher than normal volatility by changing colors.
Oscillator - Choose between the RSI or CCI. The value of that oscillator will be displayed and will notify you when values are in extreme ranges such as overbought or oversold conditions according to the threshold values you enter in the settings panel. When those thresholds have been breached, you will be notified by it changing color.
Big Candles - Compares the current candle to average previous candle sizes, and changes color to notify you of big candles including a big top wick, big bottom wick, big candle body and big candle high to low range.
Daily Level Touches & Trends - Calculates and displays various daily candle and intraday open price levels that act as support and resistance. Notifies you when price is touching any of the daily levels that are turned on. The levels you can have on are as follows: previous day high, previous day low or previous day open. It also will notify you when price is touching the current day’s open, NY 930am open, Asia 8pm open, London 2am open and NY midnight 12am open. It will also say “Above” if price is above the previous day’s high or it will say “Below” if price is below the previous day’s low. The color of the cell will also change when a level touch is happening or price is above the previous day high or below the previous day low.
VWAP - Choose from 2 different VWAP lengths, default settings are daily and weekly VWAPs. You will get notified if price touches either of the VWAPs and they will also say “Above” or “Below” if price is currently above or below each VWAP.
How To Use The Screener To Help You Trade
The main purpose of the screener is to scan other markets and notify you of potential good trading opportunities such as price bouncing off of the daily levels or VWAPs. It can also be used to know when price is trending according to the VWAPs and daily levels. Lastly, you can use it to know how the volume and volatility trends are currently which gives you more confidence in taking a trade with this data when volume and volatility are present.
Volume Score
When volume is high, this represents a good time to trade because there are many market participants and price is likely to be volatile while there is high volume which can present a lot of good trade setups for you to take.
The volume score shown on the screener measures the current volume trend compared to previous volume trends and calculates that into a score based on 100 being the same as the previous volume trend. So any value above 100 means it is high volume and any value less than 100 means it is lower volume than normal.
In the settings panel, you can adjust the volume threshold that needs to be met for a volume notification to show up. The default setting is at 120, so you will get notified when the current volume trend score is 120 or higher or you can adjust that threshold value to whatever value you prefer.
It also will notify you when there is a volume spike on the current bar. This is determined by calculating an average of the recent volume totals and then checking to see if the current bar is greater than or equal to that average multiplied by 3. So if a single bar has volume that is greater than 3 times what the average volume is, then you will get a notification that says “Spike” to make you aware of that volume spike.
The volume trend threshold, volume spike multiplier and lookback length for the average volume used in volume spike calculations can all be adjusted in the settings panel to fit your desired preferences.
Volatility Score
High volatility can mean it is a great time to trade because the market is moving quickly and providing large enough movements that you can get in and out in a short amount of time, while still accruing decent sized trade PnL.
The volatility score will calculate the current volatility for each market compared to previous conditions and then divide the current volatility by the average volatility to give you a volatility score. Anything over 100 means the market is decently volatile and you should look at that market to find potential trade setups to execute on. Anything below 100 means the market is not very volatile and it is usually best to just wait until volatility returns before you start trading again.
The screener will notify you when the volatility score is above the threshold you set. The default value is set to 90, but can be adjusted to your preference. Pay attention to any market that shows an alert and take a look at that chart because the high volatility may present a good trade setup for you in the near future.
Oscillator Score
The oscillator data can be switched between Relative Strength Index(RSI) and Commodity Channel Index(CCI).
The RSI provides a value between 0 and 100 that indicates the momentum and strength of the recent price action. Many traders use the extremes of the 0-100 range to signal overbought or oversold conditions and use that as a sign to look for price to reverse in the near future. The typical values used for this and the default settings to provide notifications are: 70 for overbought and 30 for oversold. The scanner will notify you when the RSI value is considered overbought or oversold so you know to take a look at the chart and analyze if it is ready for a trade to be taken.
The CCI provides a value that can be used to determine the trend strength of the underlying asset when the oscillator moves above 100 or below -100. These extreme values are outside of the normal accumulation range and signify that price is moving strongly in that direction so it may be a good time to take a trade in the direction of the trend. The scanner will show you the value of the CCI for each market and notify you if that value is above 100 or below -100.
Both RSI and CCI settings can be adjusted in the settings panel to your desired settings so you have the exact oscillator settings you prefer to use as well as the exact values that you want to use for being notified.
Big Candles
Big candles can mean that many traders are buying or selling at the same time and many times indicate a good signal to trade in that same direction. That is why we included this calculation in the screener, so you are always aware when a large candle prints.
It calculates the average size of the recent candles and then uses that average as the benchmark to determine if the current candle is considered big and worthy of notifying you to take a look at that chart.
You can adjust the multiplier used for the big candle threshold to whatever you desire, but the default setting is 3 which means the candle will be considered big and notify you if it is 3 times as large as an average candle.
The big candles data will track the following candle values and notify you with these labels:
High to Low candle size = HL
Candle Body from open to close candle size = OC
Top Wick size = TW
Bottom Wick size = BW
Daily Level Touches & Trend
Daily level touches are excellent levels to watch for price to bounce because they often act as support and resistance levels for intraday trading. The scanner will track each market and notify you when the current candle is touching any of the daily levels that you have turned on in the settings panel.
The main levels that are turned on by default and are useful for all markets and how they will be labeled on the scanner are as follows:
Previous Day High = High
Previous Day Low = Low
Previous Day Open = < Open
Previous Day Close = Close
Current Day Open = Open
We also included some extra levels that are useful for futures traders. They are as follows:
NY 930am Open = 930am
NY 12am Midnight Open = 12am
Asia Open at 8pm NY time = Asia
London Open at 2am NY Time = London
Watch how price reacts to these levels and then trade the bounces off of these levels if the price action confirms that it is going to respect that level.
When price is currently above the previous day high, the scanner will say “Above” and show a green color, indicating a bullish trend and that price is above the previous daily candle’s high.
When price is currently below the previous day low, the scanner will say “Below” and show a red color, indicating a bearish trend and that price is below the previous daily candle’s low.
Pay attention to when price is trending above or below the previous daily candle as those trends can provide excellent trend trading opportunities.
The daily levels that you have turned on in the settings will also show as lines on the chart and include a label next to them, identifying each level so you know what each line represents. You can turn on or off all of the lines shown on the chart in the main settings or turn them off one by one in the style panel of the settings. Labels can also be turned on or off for all of the lines in the main settings panel. You can adjust the label positioning in the Label Offset section of the settings panel.
VWAP Touches & Trend
VWAP stands for volume weighted average price and is a very popular tool that traders use to determine trend direction based on volume as well as an excellent level to trade price bounces off of.
The typical VWAP time period used is Daily, which means the volume weighted average price will reset at the beginning of a new day. We set the first VWAP to be the daily VWAP by default and the second one to be the weekly VWAP. You can adjust both of the time periods to be any of the provided time lengths that you choose.
The screener will show “Above” with a green background color when price is above the VWAP, indicating a bullish trend. It will show “Below” with a red background color when price is below the VWAP, indicating a bearish trend. When both VWAPs are showing Above or Below, you can expect price to trend in that direction, so look for pullbacks you can trade in the direction of the trend. If the VWAPs are showing different directions, then you should expect to bounce back and forth between the VWAPs, but be careful and watch out for price to break beyond either one and start a trend.
When the current candle is touching the VWAP, the scanner will change colors and say VWAP to notify you that price is touching the VWAP and you should look at that chart and analyze the market for a potential bounce off of the VWAP to trade.
Trending Market Signals
Strong trends are excellent markets to trade and can many times provide excellent trading opportunities that don’t require expert price action reading skills to be able to take winning trades from. That is why we included a signal to notify you of a strong trending market.
The strong trending market will show up as a green or red background color for the ticker name. If the color of the ticker name is green, it is notifying you that the price is above the previous daily high, above VWAP 1 and above VWAP 2 and is a good market to look for bullish trend trades. If the color of the ticker name is red, it is notifying you that the price is below the previous daily low, below VWAP 1 and below VWAP 2 and is a good market to look for bearish trend trades.
Changing The Tickers It Scans
To change the tickers that the indicator scans, scroll near the bottom of the settings panel and select the ticker symbol you want to update and then search for the exact symbol you want to use. If you want to scan less tickers, then just turn some of the tickers off that you don’t need.
Scanning More Than 10 Tickers
If you want to scan more than 10 tickers, you can add the scanner to your chart again and then just change the table position to the other side of the screen. This will allow you to scan 10 more tickers that will show up separately. Then if you want even more, just add the indicator to your chart again and update the table position until you have as many markets as you want. The table position setting can be found at the bottom of the main settings panel.
Alerts
The screener has alerts that can be used to notify you when any of the data set thresholds have been met or if price is touching one of the levels. You can set alerts for the following events:
Bullish Trend Alert - Price is above the previous daily high and above both VWAPs.
Bearish Trend Alert - Price is below the previous daily low and below both VWAPs.
High Volume Alert - Volume is higher than the threshold or a volume spike is detected.
High Volatility Alert - Volatility is higher than the threshold.
Oscillator Is Extended Alert - Oscillator value has exceeded the upper or lower threshold.
Big Candle Alert - A big candle has been detected.
Daily Level Touch Alert - One of the daily levels that is turned on is being touched.
VWAP Touch Alert - One of the 2 VWAPs are being touched.
An alert will trigger when any one of tickers on your scanner meets the alert conditions, so when you see the alert, you will need to go to your chart and look at the scanner to see which ticker it was and then navigate to that chart to look for potential trade setups.
The alerts will use the exact same settings you have configured in the settings panel to send you alert notifications. With normal settings, this could give you a lot of alerts, so if you only want alerts to fire when abnormal conditions are being met, try setting up a second screener on your chart that has very high threshold values and only has the most important level touches on. Then turn the setting "Do Not Show The Screener On The Chart" to off so the calculations will still run and fire alerts, but won't clog up your charts. This way you can only get alert notifications when major events happen but still have your normal screener settings available on your chart.
Markets This Can Be Used On
This screener uses the price action and volume data so you can use it to scan any type of market you would like as long as the ticker you are scanning has price and volume data feeds. If a market does not have volume data, then it will just show NaN in the volume row and the VWAP rows will not show anything.
Playbook Regime &Setups PublicPlaybook (Public) is a market-structure and regime framework designed for intraday traders who want clearer context before taking discretionary entries. It classifies conditions as UP / DOWN / RANGE using EMA alignment and trend strength, then highlights breakout and pullback readiness in the direction of the active regime. A simple confidence score and session context are included to help filter lower-quality conditions. Market regime + setup readiness (breakout/pullback) with confidence & session context.
How to use
Start with the Regime (UP/DOWN/RANGE). Prioritize trades aligned with the regime.
Use Ready / Setup status as a qualification layer, not a standalone entry system.
Use Confidence as a filter (higher confidence = stronger trend alignment / separation).
If enabled, VWAP bias can be used as an additional directional filter.
Notes / limitations
Intended for intraday charts and liquid markets.
Signals are evaluated on bar close.
This script is a framework for context and qualification only. It is not financial advice.
MA-trix Laboratory [DAFE]MA-trix Laboratory : The Ultimate Moving Average & Trend Following Engine
55+ Algorithms. Dual/Triple MA Systems. Advanced Signal Filtering. Quantum Smoothing. This is not just a moving average; it is the definitive toolkit for forging your perfect trend.
█ PHILOSOPHY: WELCOME TO THE LABORATORY
The moving average is the cornerstone of technical analysis. It is also, in its standard form, an obsolete, one-dimensional tool. A simple EMA or SMA is a blunt instrument in a market that demands surgical precision. It lags, it whipsaws, and it fails to adapt to the market's ever-changing character.
The MA-trix Laboratory was not created to be another moving average. It was engineered to be the final word on moving averages—a comprehensive, institutional-grade research and execution environment. This is not an indicator; it is a powerful, interactive sandbox where you, the trader, can move beyond the static "one-size-fits-all" approach. Here, you can experiment, test, and forge a moving average system that is perfectly synchronized with your specific market, timeframe, and analytical style.
We have deconstructed the very concept of "average" and rebuilt it from the ground up, creating a library of over 55 distinct mathematical algorithms —from timeless classics to proprietary quantum models—all housed within a single, unified, and infinitely configurable engine.
█ WHAT MAKES THIS A "LABORATORY"? THE CORE INNOVATIONS
This tool stands in a class of its own, offering a suite of features that collectively create an unparalleled analytical experience.
The 55+ Algorithm MA Core: This is the heart of the Laboratory. You are not limited to one or two MA types. You have a vast library of over 55 unique mathematical engines at your command, from classical SMAs to advanced adaptive algorithms like KAMA and FRAMA, to proprietary DAFE models like the "DAFE Flux Reactor" and "DAFE Quantum Step."
Multi-MA Architecture: Seamlessly switch between Single, Dual, and Triple MA operational modes. Build classic two-line crossover systems, three-line trend alignment confirmations, or beautiful, flowing ribbons with just a single click.
Advanced Post-Smoothing Engine: In a revolutionary step, you can apply a second layer of signal processing to your chosen MA. Select from a suite of over 20 professional-grade noise filters —including Ehlers' SuperSmoother, Kalman Filters, and the proprietary "DAFE Phase-Zero"—to surgically remove noise from your MA line after it has been calculated, achieving unprecedented smoothness without significant lag.
The Institutional Signal Filtering Suite: A signal is only as good as its filter. The Laboratory includes a powerful, multi-domain filter engine that acts as an intelligent gatekeeper for your signals. You can require signals to be confirmed by any combination of:
📦 Volume: Require a surge in volume to validate a crossover.
🌊 Volatility: Only take signals during low-volatility "squeeze" conditions or high-volatility expansions.
💪 Trend: Use the ADX to ensure you are only taking signals in the direction of a strong, established trend.
🚀 Momentum: Use RSI, MACD, or ROC to confirm that momentum is on your side.
Integrated Performance Engine: How do you know which of the 55+ algorithms is best? You test it. The built-in Performance Dashboard is a comprehensive backtesting engine that tracks every trade generated by your configuration, providing real-time data on Win Rate, Profit Factor, Net P&L, and Max Drawdown.
█ THE ARSENAL: A DEEP DIVE INTO THE ALGORITHMIC CORE
This is your library of mathematical DNA. The 55+ MA types are grouped into distinct families, each with a unique philosophy.
THE ALGORITHM FAMILIES
The Classics (SMA, EMA, WMA, etc.): The foundational building blocks. Simple, reliable, and universally understood. EMA for responsiveness, SMA for smoothness.
The Low-Lag Warriors (DEMA, TEMA, Hull MA, ZLEMA): A family of MAs engineered specifically to combat the inherent lag of classical averages. The Hull MA is a standout, offering a remarkable balance of extreme smoothness and near-zero lag.
The Adaptive Geniuses (KAMA, VIDYA, FRAMA, Volatility Adjusted MA): These are "smart" MAs. They contain internal logic that allows them to automatically change their speed based on market conditions. They will tighten up in fast-moving trends and loosen in sideways chop, intelligently filtering out noise.
The DSP & Quantitative Masters (Gaussian, Ehlers, Butterworth, Laguerre): These algorithms are born from the world of digital signal processing and advanced mathematics. They use sophisticated techniques like bell-curve weighting, non-linear feedback loops, and frequency filtering to separate the true trend "signal" from market "noise" with unparalleled precision.
The DAFE Proprietary Engines (The "Black Ops" MAs): The crown jewels of the Laboratory. These are custom-built, proprietary algorithms you will not find anywhere else:
DAFE Flux Reactor: A volatility-thermodynamic MA that adapts its alpha using a sigmoid function on Bollinger Band width, creating explosive responsiveness during volatility breakouts.
DAFE Tensor Flow: A multi-vector MA that uses a weighted average of the OHLC data (a "tensor") before applying Hull smoothing, creating an incredibly robust center of gravity.
DAFE Quantum Step: A non-linear, stepped MA that only moves if price exceeds a volatility-based quantum threshold, effectively ignoring all insignificant noise.
DAFE Gravity Well: An institutionally-focused MA that weights its calculation by both time (recency) and volume, pulling the average towards zones of heavy market participation.
THE POST-SMOOTHING FILTERS
This is a second layer of refinement. After your primary MA is calculated, you can pass it through one of over 20 advanced filters to achieve an even higher degree of clarity.
The Ehlers Filters (SuperSmoother, 2-Pole, 3-Pole): A suite of brilliant DSP filters for surgical noise removal.
The Kalman Filter: A predictive filter from robotics and aerospace engineering that provides an "optimal estimate" of the MA's true position.
DAFE Proprietary Smoothers:
DAFE Phase-Zero: Uses a de-trending feedback loop to achieve near-zero lag smoothing.
DAFE Spectral Smooth: A frequency-domain filter that removes jitter while preserving the primary trend.
█ OPERATIONAL MODES & SIGNAL GENERATION
The Laboratory is designed for ultimate flexibility.
Modes: Instantly switch between Single, Dual, and Triple MA modes. Each mode can be a standard line display or a beautiful, flowing Ribbon .
Signal Logic: You have complete control over what constitutes a "signal." Choose from nine different logic modes, including classic Price Cross , Dual MA Cross , Triple MA Alignment , or even advanced logic like Slope Change and Sequential Cross .
The Filter Gauntlet: Before a signal is plotted, it can be passed through the four-stage filtering suite. You can demand that a simple EMA crossover is also confirmed by high volume, ADX trend strength, and bullish RSI—all at the same time. This transforms a basic signal into a high-conviction, multi-factor setup.
█ THE MASTER DASHBOARD: YOUR MISSION CONTROL
The comprehensive dashboard is your unified command center for analysis and performance tracking.
Engine Status: See the currently selected Operation Mode and a detailed breakdown of the type and length of each active MA.
Market Dynamics: Get an at-a-glance view of the current Trend Status, Momentum intensity (based on MA slope), and the percentage deviation of price from your primary MA.
Filter Readout: If filters are enabled, the dashboard provides a live status for each active filter (Volume, Volatility, Trend, Momentum), showing you a "PASS" or "BLOCK" status in real-time.
Performance Readout: When enabled, this section provides a full breakdown of your backtesting results, including Trade Count, Win Rate, Profit Factor, Net P&L, and Max Drawdown.
█ DEVELOPMENT PHILOSOPHY
The MA-trix Laboratory was born from a deep respect for the moving average and a relentless desire to push its boundaries into the 21st century. We believe that in modern markets, static tools are obsolete. The future of trading lies in adaptation and customization. This indicator is for the serious trader, the tinkerer, the scientist—the individual who is not content with a black box, but who seeks to understand, test, and refine their edge with surgical precision. It is a tool for forging your own alpha, not just following someone else's.
"I don't think traders can follow rules for very long unless they reflect their own trading style. Eventually, a breaking point is reached and the trader has to quit or change, or find a new set of rules he can follow. This seems to be part of the process of evolution and growth of a trader."
█ DISCLAIMER AND BEST PRACTICES
THIS IS A TOOL, NOT A STRATEGY: This indicator provides a sophisticated trend and signal generation framework. It must be integrated into a complete trading plan that includes risk management, position sizing, and your own contextual analysis.
TEST, DON'T GUESS: The power of this tool is its adaptability. Use the Performance Dashboard to rigorously test different algorithms, settings, and filters on your chosen asset and timeframe. Find what works, and build your strategy around that data.
START SIMPLE: The possibilities can be overwhelming. Begin with a classic Dual MA mode (e.g., EMA 20/50) with no filters. Once you are comfortable, begin experimenting with more advanced MA types and layering on filters one by one.
RISK MANAGEMENT IS PARAMOUNT: All trading involves substantial risk. The backtesting results are hypothetical and do not account for slippage or psychological factors.
Never risk more capital than you are prepared to lose.
— Ed Seykota, Market Wizard
The MA-trix Laboratory is designed to be the ultimate tool for that evolution, allowing you to discover and codify the rules that truly fit you.
Taking you to school. - Dskyz, Don't be average. Trade with MA-trix. Trade with DAFE
Multi-Timeframe Order BlocksDesigned to identify and visualize key supply and demand zones based on order block theory across multiple timeframes. The indicator detects order blocks by analyzing sequential candle patterns and price movement thresholds to highlight potential reversal or continuation zones where institutional buying or selling activity may have occurred.
The indicator works by scanning for clusters of consecutive bullish or bearish candles followed by a significant price move, which signals the formation of an order block. It then plots these zones as colored boxes on the chart—green for demand (bullish order blocks) and red for supply (bearish order blocks). The zones can be based on candle bodies or wicks, depending on user preference, and the indicator supports multi-timeframe analysis by allowing optional higher timeframe inputs.
How It Works:
Sequential Candle Detection: The indicator looks for a specified number of consecutive bullish or bearish candles (configurable by the user) to identify potential order blocks.
Price Movement Threshold: It checks if the price movement after the order block formation exceeds a user-defined percentage threshold, ensuring only significant zones are marked.
Zone Plotting: Once an order block is confirmed, the indicator draws a supply or demand zone as a box on the chart, using either candle bodies or wicks for zone boundaries.
Multi-Timeframe Support: Users can optionally specify higher timeframes to incorporate broader market context, enhancing the reliability of the zones.
Zone Management: The indicator limits the number of zones displayed to avoid clutter, automatically removing the oldest zones when the maximum count is exceeded.
How to Interpret:
Demand Zones (Green Boxes): These represent areas where buying pressure was strong enough to create a bullish order block. Price often finds support here, making these zones potential entry points for long trades or areas to watch for price bounces.
Supply Zones (Red Boxes): These indicate areas of strong selling pressure forming bearish order blocks. Price may face resistance in these zones, which can be used as potential exit points for longs or entry points for shorts.
Multi-Timeframe Confirmation: Zones identified on higher timeframes tend to be stronger and more reliable. Use the optional higher timeframe inputs to align your trades with broader market trends.
Use with Other Indicators: Combine order block zones with volume, momentum, or trend indicators to improve trade confirmation and risk management.
Zone Breaks: A decisive break and close beyond a supply or demand zone may signal a shift in market sentiment and potential trend continuation or reversal.
Disclaimer
This indicator is provided for educational and informational purposes only and does not constitute financial advice. Trading involves significant risk, and it is possible to lose more than your initial investment. Users should conduct their own research and consider their financial situation carefully before making any trading decisions. The developer and publisher of this indicator are not responsible for any trading losses or damages incurred. Always use proper risk management and consult with a licensed financial advisor if needed.
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!
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 burst—not 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)—catalyst-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 expansion—the 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 (≤1.5% change)
- Today's range even tighter (≤0.3% 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 momentum—steady 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 ≥ $0.90 above open
- Volume > 1M shares
- Today's range ≥ yesterday's range
- Prior day was stable (≤2% move)
Condition 2 - Breakout:
- Price up ≥4% from prior close
- Volume surge (today > yesterday)
- Close strength ≥70% (closing near highs)
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Additional Metrics which may support decision-making
┌─────────────────┬──────────────────────────────────────────────────────────────────────────┐
│ Metric │ Description │
├─────────────────┼──────────────────────────────────────────────────────────────────────────┤
│ ADR% │ Average Daily Range as percentage — measures volatility │
├─────────────────┼──────────────────────────────────────────────────────────────────────────┤
│ ATR Extension │ Distance from 50d SMA in ATR units — identifies overextended stocks │
├─────────────────┼──────────────────────────────────────────────────────────────────────────┤
│ Below 10/21 EMA │ Pullback flags for timing entries in uptrends │
├─────────────────┼──────────────────────────────────────────────────────────────────────────┤
│ +DI/-DI Filter │ Directional indicator confirmation for trend direction │
└─────────────────┴──────────────────────────────────────────────────────────────────────────┘
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.
Multi-Timeframe Rsi-Mean Deviation (Normalized)═══════════════════════════════════════════════════════════════════
RSI SIGMOID OSCILLATOR + MULTI-TIMEFRAME
Advanced RSI-EMA Deviation Analysis with Z-Score Normalization
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📊 OVERVIEW
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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.
🎯 KEY FEATURES
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✓ Z-Score Normalized RSI-EMA Deviation
✓ Sigmoid Transformation (0-100 scale with smooth transitions)
✓ Multi-Timeframe Support (compare up to 3 timeframes simultaneously)
✓ Interactive Dashboard (real-time values and trend indicators)
✓ Dynamic Color Coding (red below 50, unique colors above 50)
✓ Timeframe Labels (clear identification of each line)
✓ RSI Bollinger Bands (hidden background extreme detection)
✓ Clean Minimalist Design
⚙️ HOW IT WORKS
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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
📈 INTERPRETATION
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OSCILLATOR VALUES:
• Above 50 = Bullish momentum (RSI > its EMA)
• Below 50 = Bearish momentum (RSI < its EMA)
• Near 70 = Strong bullish (potential overbought)
• Near 30 = Strong bearish (potential oversold)
COLOR CODING:
• Blue line = Current timeframe
• Orange line = Higher timeframe 1 (default: 4H)
• Lime line = Higher timeframe 2 (default: 1D)
• Red = All timeframes when below 50
MULTI-TIMEFRAME SIGNALS:
• All 3 lines above 50 = Strong bullish alignment
• All 3 lines below 50 = Strong bearish alignment
• Mixed signals = Potential reversal or consolidation
🔧 PARAMETERS
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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
💡 USAGE TIPS
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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
⚠️ IMPORTANT NOTES
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• Not a standalone trading system - use with other confirmations
• Works best in trending markets
• Adjust sensitivity (k) for different instruments
• Higher k values = more responsive (more signals)
• Lower k values = smoother (fewer false signals)
📊 DASHBOARD
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The top-right table shows:
• TF: Timeframe identifier
• Signal: Current oscillator value (0-100)
• Trend: Green circle (≥50) 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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⚠️ DISCLAIMER
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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:
• Use proper risk management
• Combine with other analysis methods
• Test thoroughly before live trading
• Never risk more than you can afford to lose
• Consult a financial advisor for personalized advice
👍 SUPPORT THIS WORK
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If you find this indicator useful:
📊 Please give it a LIKE / BOOST
💬 Leave a COMMENT with your feedback
👤 FOLLOW me for more quality indicators and updates
⭐ 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:
• Z ≥ +2.0: Extremely high (occurs approximately 2.5% of the time)
• Z ≥ +1.0: Above average
• Z ≈ 0: Normal (near the mean)
• Z ≤ -1.0: Below average
• Z ≤ -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:
• Price-Volume Relationship - Karpoff (1987), Journal of Financial and Quantitative Analysis, Cambridge
Volume is positively correlated with price change magnitude
• Order Flow Imbalance - Cont, Kukanov, Stoikov (2014), Journal of Financial Econometrics
Order imbalance drives price more reliably than raw volume
• Informed Trading (PIN Model) - Easley, Kiefer, O'Hara, Paperman (1996), Journal of Finance
Buy/Sell imbalance reveals informed trader activity
• Mixture of Distributions - Tauchen & Pitts (1983), Clark (1973)
Volume clusters with volatility regimes
• Volume Predictability - Gervais, Kaniel, Mingelgrin (2001)
Volume shocks predict future returns
• Liquidity & Order Imbalance - Chordia, Roll, Subrahmanyam (2002)
Order imbalance affects short-term returns
• Volume-Return Dynamics - Llorente, Michaely, Saar, Wang (2002)
Speculation vs. risk-sharing patterns
• 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 × (Close - Low) / (High - Low)
Sell Volume = Total Volume × (High - Close) / (High - Low)
• Works on all instruments without additional data requirements
• Fast calculation
• Less precise than intrabar method
Method 2: Intrabar (Precise)
Uses Lower Timeframe (LTF) tick/second data to aggregate actual up-ticks versus down-ticks:
• More accurate volume decomposition
• Requires LTF data availability
• 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):
• Zp (Price Z-Score): Measures price deviation from its mean
• Zv (Volume Z-Score): Measures total volume deviation
• Zbuy (Buy Volume Z-Score): Measures buying pressure deviation
• Zsell (Sell Volume Z-Score): Measures selling pressure deviation
• ZΔ (Delta Z-Score): Measures order flow imbalance deviation
Threshold Constants:
• ZH (Z High) = 2.0: Extreme threshold
• ZM (Z Medium) = 1.0: Moderate threshold
• Z0 (Z Zero) = 0.5: Near-zero threshold
Group System:
The analysis window is divided into groups (default: 5 groups × 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:
• Upper Z-Line: Drawn from the HIGH when Z ≥ upper threshold (default +2.0)
• Lower Z-Line: Drawn from the LOW when Z ≤ 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 × 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:
• Zp = Price Z-Score
• Zv = Total Volume Z-Score
• Zbuy = Buy Volume Z-Score
• Zsell = Sell Volume Z-Score
• ZΔ = Delta Z-Score
• dirP = Price direction (+1 if Zp > 0.5, -1 if Zp < -0.5, else 0)
• = Previous bar value
• ZH = 2.0 (High threshold)
• ZM = 1.0 (Medium threshold)
• 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)
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Event 1: Breakout Confirmed
|Zp| ≥ ZH AND Zv ≥ ZH AND sign(ZΔ) = dirP AND dirP ≠ 0
Direction: Bullish/Bearish (follows price direction)
Event 2: Trend Strength Confirmed
|Zp| ≥ ZH AND Zv ≥ ZH
Direction: Follows price direction
Event 3: Fragile Move
|Zp| ≥ ZH AND Zv ≤ -ZM
Direction: Warning (price move without volume support)
Event 4: Weak Rally
Zp ≥ ZH AND Zv ≤ -ZH
Direction: Warning (price up without volume)
Event 5: Weak Selloff
Zp ≤ -ZH AND Zv ≤ -ZH
Direction: Warning (price down without volume)
Event 6: Momentum Build
ZM ≤ |Zp| < ZH AND Zv ≥ ZH
Direction: Follows price direction
Event 7: Churn
|Zp| ≤ Z0 AND Zv ≥ ZH
Direction: Neutral (high volume, low price movement)
Event 8: Quiet Compression
|Zp| ≤ Z0 AND Zv ≤ -ZH
Direction: Neutral (low volume, low price movement)
Event 9: High Volume Regime
Zv ≥ ZH
Direction: Neutral
Event 10: Low Volume Regime
Zv ≤ -ZH
Direction: Neutral
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CATEGORY B: ORDER-FLOW / DELTA (Events 11-16)
Based on: Cont, Kukanov, Stoikov (2014), Easley, Kiefer, O'Hara, Paperman (1996)
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Event 11: Imbalance Drives Price
|ZΔ| ≥ ZH AND sign(ZΔ) = dirP AND dirP ≠ 0
Direction: Follows price direction (dirP), with delta alignment required
Event 12: Divergence Top
Zp ≥ ZH AND ZΔ ≤ -ZH
Direction: Warning (distribution at top)
Event 13: Divergence Bottom
Zp ≤ -ZH AND ZΔ ≥ ZH
Direction: Warning (accumulation at bottom)
Event 14: Absorption Positive
|Zp| ≤ Z0 AND Zv ≥ ZH AND ZΔ ≥ ZH
Direction: Bullish (buy absorption, support forming)
Event 15: Absorption Negative
|Zp| ≤ Z0 AND Zv ≥ ZH AND ZΔ ≤ -ZH
Direction: Bearish (sell absorption, resistance forming)
Event 16: Depth Wall
Zv ≥ ZH AND |ZΔ| ≥ ZH AND |Zp| ≤ Z0
Direction: Neutral (market depth absorbing)
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CATEGORY C: BUY VS SELL (Events 17-23)
Based on: Easley, Kiefer, O'Hara, Paperman (1996), Chordia, Roll, Subrahmanyam (2002)
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Event 17: Aggressive Buy Dominance
Zbuy ≥ ZH AND ZΔ ≥ ZH AND Zsell ≤ -ZM
Direction: Bullish
Event 18: Aggressive Sell Dominance
Zsell ≥ ZH AND ZΔ ≤ -ZH AND Zbuy ≤ -ZM
Direction: Bearish
Event 19: Two-Sided Battle
Zbuy ≥ ZH AND Zsell ≥ ZH AND |ZΔ| ≤ Z0
Direction: Neutral (buyers and sellers equally strong)
Event 20: Battle with Buy Edge
Zbuy ≥ ZH AND Zsell ≥ ZH AND ZM ≤ ZΔ < ZH
Direction: Bullish
Event 21: Battle with Sell Edge
Zbuy ≥ ZH AND Zsell ≥ ZH AND -ZH < ZΔ ≤ -ZM
Direction: Bearish
Event 22: Hidden Accumulation
Zbuy ≥ ZH AND |Zp| ≤ Z0 AND Zv ≥ ZH
Direction: Bullish (buy shock without price movement)
Event 23: Hidden Distribution
Zsell ≥ ZH AND |Zp| ≤ Z0 AND Zv ≥ ZH
Direction: Bearish (sell shock without price movement)
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CATEGORY D: PREDICTABILITY (Events 24-26)
Based on: Gervais, Kaniel, Mingelgrin (2001), Karpoff (1987)
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Event 24: Volume Shock Positive Drift
Zv ≥ ZH AND |Zp| ≤ ZM
Direction: Follows price direction
Event 25: Volume Shock Negative Drift
Zv ≤ -ZH AND |Zp| ≤ ZM
Direction: Opposite to price direction
Event 26: Abnormal Volume Info Arrival
Zv ≥ ZH
Direction: Neutral
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CATEGORY E: REVERSAL VS CONTINUATION (Events 27-30)
Based on: Campbell, Grossman, Wang (MIT), Llorente, Michaely, Saar, Wang (2002)
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Event 27: High Vol Reversal Risk
Zv ≥ ZH
Direction: Warning (high volume implies lower positive autocorrelation)
Event 28: Low Vol Continuation Risk
Zv ≤ -ZH
Direction: Follows price direction (trend likely continues)
Event 29: Speculation Continuation
Zv ≥ ZH AND |ZΔ| ≥ ZM AND sign(ZΔ) = dirP AND dirP ≠ 0
Direction: Follows price direction
Event 30: Risk Sharing Reversal
Zv ≥ ZH AND |ZΔ| ≤ Z0
Direction: Warning (potential reversal)
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CATEGORY F: IMBALANCE LAG (Events 31-33)
Based on: Chordia, Roll, Subrahmanyam (2002)
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Event 31: Persistent Imbalance Push
|ZΔ| ≥ ZM AND |ZΔ | ≥ ZM AND sign(ZΔ) = sign(ZΔ )
Direction: Follows delta direction (persistent pressure)
Event 32: Imbalance Pressure Decay
(ZΔ ≥ ZM AND ZΔ ≤ -ZM) OR (ZΔ ≤ -ZM AND ZΔ ≥ ZM)
Direction: Warning (imbalance sign flip)
Event 33: Intraday Imbalance Predicts
|ZΔ| ≥ ZM
Direction: Follows delta direction
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CATEGORY G: SUPPORT/RESISTANCE (Events 34-36)
Based on: Peskir (Manchester)
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Event 34: SR Barrier Event
|Zp| ≤ Z0 AND Zv ≥ ZH
Direction: Neutral (price stalls with high volume)
Event 35: Volume Backed SR Level
|Zp| ≤ Z0 AND Zv ≥ ZH AND |ZΔ| ≥ ZM
Direction: Follows delta direction
Event 36: Volume Poor SR Level
|Zp| ≤ Z0 AND Zv ≤ -ZM
Direction: Warning (weak S/R without volume)
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CATEGORY H: EXTENDED ANALYSIS (Events 37-50)
Based on: Extended market microstructure analysis
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Event 37: Climax Buy
Zbuy ≥ ZH AND Zp ≥ ZH AND Zv ≥ ZH
Direction: Warning (extreme buying exhaustion, potential top)
Event 38: Climax Sell
Zsell ≥ ZH AND Zp ≤ -ZH AND Zv ≥ ZH
Direction: Warning (extreme selling exhaustion, potential bottom)
Event 39: Stealth Accumulation
Zbuy ≥ ZM AND |Zp| ≤ Z0 AND Zv ≤ Z0
Direction: Bullish (quiet buying)
Event 40: Stealth Distribution
Zsell ≥ ZM AND |Zp| ≤ Z0 AND Zv ≤ Z0
Direction: Bearish (quiet selling)
Event 41: Volume Divergence Bull
Zp ≤ -ZM AND Zv ≤ -ZM
Direction: Bullish (price down but volume declining)
Event 42: Volume Divergence Bear
Zp ≥ ZM AND Zv ≤ -ZM
Direction: Bearish (price up but volume declining)
Event 43: Delta Price Alignment
|Zp| ≥ ZM AND |ZΔ| ≥ ZM AND sign(Zp) = sign(ZΔ)
Direction: Follows price direction (strong trend confirmation)
Event 44: Extreme Compression
|Zp| ≤ Z0 AND Zv ≤ -ZH
Direction: Neutral (very low volatility)
Event 45: Volatility Expansion
|Zp| ≥ ZH AND Zv ≥ ZH
Direction: Follows price direction (breakout from compression)
Event 46: Buy Exhaustion
Zbuy ≥ ZH AND Zp ≤ Z0
Direction: Warning (high buy but price fails)
Event 47: Sell Exhaustion
Zsell ≥ ZH AND Zp ≥ -Z0
Direction: Warning (high sell but price holds)
Event 48: Trend Acceleration
|Zp| ≥ ZM AND |Zp| > |Zp | AND Zv ≥ ZM
Direction: Follows price direction (increasing momentum)
Event 49: Trend Deceleration
|Zp| ≥ ZM AND |Zp| < |Zp | AND sign(Zp) = sign(Zp )
Direction: Warning (decreasing momentum)
Event 50: Multi Divergence
(Zp ≥ ZM AND ZΔ ≤ -ZM) OR (Zp ≤ -ZM AND ZΔ ≥ ZM) + |Zp| ≥ ZM AND Zv ≤ -ZM
Direction: Warning (multiple divergence signals)
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CATEGORY I: TREND-INTEGRATED (Events 51-60)
Based on: Combined price-volume-delta trend analysis
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Event 51: Trend Breakout Confirmed
|Zp| ≥ ZH AND Zv ≥ ZH AND |ZΔ| ≥ ZM AND sign(ZΔ) = dirP AND dirP ≠ 0
Direction: Follows price direction
Event 52: Trend Support Test
Zp ≥ ZM AND Z0 ≤ Zp < ZM AND ZΔ ≥ Z0
Direction: Bullish (pullback in uptrend)
Event 53: Trend Resistance Test
Zp ≤ -ZM AND -ZM < Zp ≤ -Z0 AND ZΔ ≤ -Z0
Direction: Bearish (rally in downtrend)
Event 54: Trend Reversal Signal
sign(Zp) ≠ sign(Zp ) AND |Zp| ≥ ZM AND |Zp | ≥ ZM
Direction: Follows new price direction (momentum flip)
Event 55: Channel Absorption
|Zp| ≤ Z0 AND Zv ≥ ZH
Direction: Neutral (range-bound with volume)
Event 56: Trend Continuation Volume
|Zp| ≥ ZM AND Zv ≥ ZM AND sign(ZΔ) = dirP AND dirP ≠ 0
Direction: Follows price direction (healthy trend with volume)
Event 57: Trend Exhaustion
|Zp| ≥ ZM AND Zv ≤ -ZM AND |Zp| < |Zp |
Direction: Warning (trend losing steam)
Event 58: Range Breakout Pending
|Zp| ≤ Z0 AND Zv ≤ -ZH AND |ZΔ| ≥ ZM
Direction: Follows delta direction (compression with imbalance)
Event 59: Trend Quality High
|Zp| ≥ ZM AND sign(ZΔ) = dirP AND Zv ≥ Z0 AND dirP ≠ 0
Direction: Follows price direction (strong aligned signals)
Event 60: Trend Quality Low
|Zp| ≥ ZM AND sign(ZΔ) ≠ dirP AND dirP ≠ 0
Direction: Warning (conflicting signals)
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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:
• Divides the chart into blocks based on Z-Score groups
• Calculates OHLC (Open, High, Low, Close) for each block
• Detects Higher Highs/Higher Lows (uptrend) or Lower Highs/Lower Lows (downtrend) patterns
• Draws channel lines connecting block extremes
• Classifies by angle: steep angles indicate trends, flat angles indicate ranges
Channel Classifications:
• UPTREND: Higher highs and higher lows detected
• DOWNTREND: Lower highs and lower lows detected
• RANGE: Channel angle below threshold (default 10 degrees)
Label Information:
• Trend direction (UPTREND/DOWNTREND/RANGE)
• Channel boundary prices
• Distance from current price (absolute and percentage)
• Channel angle in degrees
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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:
• Value: Current metric value
• Z: Calculated Z-Score
• Visual: Graphical Z-bar showing position relative to mean
• Status: Interpretation (Extreme High, Above Avg, Normal, Below Avg, Extreme Low)
• Upper: Oldest active upper Z-Line in window (Label Mirror)
• Lower: Oldest active lower Z-Line in window (Label Mirror)
3. Event Detection Section
• Count of triggered events out of 60 total scenarios
• Market Bias: Bull/Bear/Neutral percentage with visual bar
• Strongest Event: Highest confidence event currently triggered
• #2 Event: Second highest confidence event
4. Footer
Shows engine type (Geometry/Intrabar), Z-Score period, calculation basis, and number of valid bars.
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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:
• Master Alerts: Any event, Any bullish, Any bearish, Any warning
• Single Event Alerts: Individual alerts for key events (Breakout, Climax, Divergence, etc.)
• Category Alerts: Alerts by event category (Price-Volume, Order-Flow, etc.)
• Confluence Alerts: 2+, 3+, 4+, or 5+ aligned events
• Bias Shift Alerts: 10%, 20%, or 30% shifts in market bias
• High Confidence Alerts: Events with 60%+, 70%+, 80%+, or 90%+ confidence
• Divergence Alerts: Price vs Volume or Price vs Delta divergences
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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:
• 1T (Tick): Most accurate, real volume distribution per tick
• 1S (1 Second): Reasonably accurate approximation
• 15S (15 Seconds): Good approximation, longer historical data available
• 1M (1 Minute): Rough approximation, maximum historical data range
Backtest and Replay Limitations:
• Replay mode results may differ from live trading due to data availability
• For longer backtest periods, use higher LTF settings (15S or 1M)
• Not all symbols/exchanges support tick-level data
• 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.
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LANGUAGE SUPPORT (TRI-LINGUAL UI)
This indicator includes a built-in language switch with three interface languages :
• English (EN)
• Türkçe (TR)
• 한국어 (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.
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⚠️ 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:
• Past performance does not guarantee future results
• All trading involves risk of substantial loss
• The indicator's signals are statistical probabilities, not certainties
• Always conduct your own research and consult qualified financial advisors
• The creator assumes no responsibility for trading losses
Research Sources:
This indicator is built upon peer-reviewed academic research from:
• Journal of Financial and Quantitative Analysis (Cambridge University Press)
• Journal of Finance
• Journal of Financial Econometrics
• MIT Working Papers
• 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.
Lanovyx# Lanovyx — 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 — all simultaneously. In real markets, this rarely happens. Price touches VWAP -2σ, but stochastic doesn't reach oversold until 3 bars later. The opportunity is missed.
**Lanovyx solves this with the Setup Window methodology.**
---
## Core Innovation: Setup Windows
Instead of requiring simultaneous conditions, Lanovyx separates trading signals into two phases:
**Phase 1 — 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 ±2σ or ±3σ band → window opens
- Price tests Previous Day High/Low → window opens
- Stochastic divergence forms → window opens
- Opening Range breakout occurs → window opens
- Price reaches Support/Resistance level → window opens
Each event adds to a cumulative "setup score" (capped at 8). Higher scores indicate stronger context.
**Phase 2 — 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 — it just needs to occur while the window is open.
This two-phase approach captures setups that traditional indicators miss entirely.
---
## 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 -2σ is extended to the downside (potential mean reversion long)
- Price at VWAP +2σ 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 — 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) — 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) — 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) — 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) — 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) — 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) — Major support/resistance where stops cluster
- **PDC** (Previous Day Close) — Settlement price, gap reference
- **ORB** (Opening Range) — First 15 minutes high/low, breakout trigger
- **IB** (Initial Balance) — 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** — Watch for context events (VWAP band touch, key level test, divergence)
2. **Check the Score** — Higher setup scores indicate stronger context (visible in debug mode)
3. **Wait for Trigger** — Let stochastic confirm within the window
4. **Confirm Regime** — Ensure signal type matches market condition
5. **Manage Risk** — Use the ATR-based stop/target levels shown after signals
**Strong signals (★)** appear when multiple confluence factors align — 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 — use this as one input in your trading decision process, not as a standalone system.
Dual HTF EMAMulti-timeframe Exponential Moving Average (EMA) indicator plots two separate higher timeframe (HTF) EMAs of your choice. Displays four EMAs per HTF while providing optional background coloring (bullish/bearish). The background coloring occurs when two EMA's cross per HTF. User can select two of the four EMAs to determine the trend direction as they cross creating the background color.
User can configure timeframe, EMA lengths, EMA cross and background, source, and visibility; separately for each timeframe.
Default lengths are 9, 21, 50, 200 with source as closed and EMA cross background from EMA 1 and EMA 3. Also clear visual distinction using thick solid lines for HTF 1 and thin dashed lines for HTF 2.
Uses request.security() with gaps=barmerge.gaps_on to avoid staircase effects on lower timeframes.
This script is ideal for multi-timeframe analysis, helping traders align shorter-term price movements with broader trends from higher timeframes without cluttering the chart.
BTC - Power Law 1.5: Dynamic 50/50 Decay OVERVIEW
Most Bitcoin models treat the asset as if it exists in a vacuum of infinite exponential growth. The classical Power Law (v1.0) was a groundbreaking start, but as Bitcoin matures into a multi-trillion dollar institutional asset, our models must account for the laws of physics and liquidity. The Power Law 1.5: Dynamic 50/50 Decay is a second-generation structural engine. It doesn't just draw a line; it calculates the structural "Center of Gravity" of Bitcoin’s adoption curve while accounting for the natural maturation (decay) of the network’s growth speed.
THE MATHEMATICAL BACKBONE: QUANTILE MEDIAN CALCULATION
The "Fair Value" line (blue) is derived using a Log-Log Linear Regression focused on the 50th percentile (Median). The script first transforms the price and the time (days since the Genesis Block) into a logarithmic scale. It then calculates a power-law constant by finding the Absolute Least Deviation across the entire historical dataset since 2011. Specifically, it uses the formula: Price = 10^(Intercept + Slope * log10(Days)) . To ensure the line is a true median, the script calculates the Median Offset of every historical price point from the raw regression line. By shifting the intercept by this median value, we guarantee that exactly 50% of all weekly bars fall above the curve and 50% fall below it, creating a robust, non-biased structural center.
THE ALPHA SHADOW: DYNAMIC EXPONENT PROJECTION
Unlike standard power-law projections that rely on a static slope, the "Alpha Shadow" (the projection extending from the blue backbone) utilizes a Time-Varying Exponent Model . The model acknowledges that Bitcoin's growth speed—the exponent 'b'—is a decaying function of time, reflecting the diminishing returns of a maturing asset. The script recalculated the Instantaneous Slope on every single bar using the formula: Future_Slope = Initial_Slope - (Decay_Rate * log10(Total_Days_from_Genesis)) . While the Decay Rate (default 0.045) serves as a structural sensitivity constant, its application ensures the growth speed is a dynamic variable rather than a fixed number. Each segment of the dashed green "Shadow" is a unique power-law arc calculated for its specific future time window. This ensures the projection isn't just a straight line drawn on a log chart, but a mathematically tethered curve that "feels" the weight of increasing market capitalization and respects the reality of global liquidity constraints as we approach 2029.
HOW TO READ THE CHART
• The Backbone (Solid Blue): This is the 50/50 Fair Value. When price is below this line, Bitcoin is structurally "cheap." When price is far above it, the asset is in a state of cyclical expansion.
• The Alpha Shadow (Green): This is the mathematical projection of the current curve into 2029. It shows the path of "Fair Value" as the network continues to mature.
• The Regime Audit (Dashboard): A real-time table in the middle-right of your chart provides an audit of the model's integrity, including the current slope (b) and the projected Fair Price for Jan 1, 2029.
WHY THIS IS "FRESH"
Most open-source Power Law scripts on TradingView utilize a Static Linear Regression —calculating a single constant slope that is applied equally to 2011 and 2029. Furthermore, common community models often rely on "Outer Band" fitting (connecting historical cycle peaks to cycle lows). While visually appealing, these methods can be highly sensitive to "Black Swan" outliers and often assume Bitcoin’s growth velocity is a permanent constant.
This script stands out by introducing a Maturation Framework . Instead of fitting to volatile extremes, we anchor the logic to a 50/50 Quantile Median , creating a backbone that is mathematically centered regardless of cyclical noise. By then applying a Dynamic Decay Factor to the growth exponent, we move away from the "static bands" approach and toward a model that respects the physical reality of a maturing, multi-trillion-dollar asset class. This provides a structurally grounded, institutional-grade view of Bitcoin’s trajectory that accounts for the diminishing returns inherent in global adoption.
DISCLAIMER
This script is for educational and macro-analytical purposes only. It does not constitute financial advice. The 2029 projection is a mathematical extrapolation based on historical data and decay constants; it is not a guarantee of future price action.
TAGS
bitcoin, powerlaw, macro, regression, fairvalue, btc, projection, quantitative, math, structural, Rob Maths, robmaths, Rob_Maths
True FVGsThis script highlights 3-candle Fair Value Gaps (FVGs) on your chart, showing areas where price moved quickly and left potential gaps in market structure. Bullish FVGs are shown with green boxes and suggest possible support, while bearish FVGs are shown with red boxes and suggest possible resistance. It also includes doji candles—very small-bodied candles that indicate indecision—so these patterns are not missed. The script displays the most recent 5 FVGs, making it easy to spot recent potential areas where price may react.
PSAR Laboratory [DAFE]PSAR Laboratory : The Ultimate Adaptive Trailing Stop & Reversal Engine
23 Advanced Algorithms. Adaptive Acceleration. Smart Flip Logic. Parabolic SAR Reimagined.
█ PHILOSOPHY: WELCOME TO THE LABORATORY
The standard Parabolic SAR, created by the legendary J. Welles Wilder Jr., is a tool of beautiful simplicity. But in today's complex, algorithm-driven markets, its simplicity is its fatal flaw. Its fixed acceleration and rigid flip logic cause it to fail precisely when you need it most: it whipsaws in choppy conditions and gives back too much profit in strong trends.
The PSAR Laboratory was not created to be just another PSAR. It was engineered to be the definitive evolution of Wilder's original concept. This is not an indicator; it is a powerful, interactive research environment. It is a sandbox where you, the trader, can move beyond the static "one-size-fits-all" approach and forge a PSAR that is perfectly adapted to your specific market, timeframe, and trading style.
We have deconstructed the very DNA of the Parabolic SAR and rebuilt it from the ground up, infusing it with modern quantitative techniques. The result is an institutional-grade suite of 23 distinct, mathematically diverse algorithms that dynamically control every aspect of the PSAR's behavior.
█ WHAT MAKES THIS A "LABORATORY"? THE CORE INNOVATIONS
This tool stands in a class of its own. It is a collection of what could be 23 separate indicators, all seamlessly integrated into one powerful engine.
The 23 Algorithm Engine: This is the heart of the Laboratory. Instead of one rigid formula, you have a library of 23 unique mathematical engines at your command. These algorithms are not simple tweaks; they are complete re-imaginings of how the PSAR should behave, based on concepts from information theory, digital signal processing, fractal geometry, and institutional analysis.
Truly Adaptive Acceleration (AF): The standard PSAR's "gas pedal" (the AF) is dumb; it accelerates at a fixed rate. Our algorithms make it intelligent. The AF can now speed up in clean, trending environments to lock in profits, and automatically slow down in choppy, chaotic conditions to avoid whipsaws.
Advanced Flip Confirmation Logic: Say goodbye to noise-driven flips. You are no longer at the mercy of a single wick touching the SAR. The Laboratory provides multiple layers of flip confirmation, including requiring a bar close beyond the SAR, a volume spike to validate the reversal, or even a multi-bar confirmation .
Comprehensive Noise Filtering Core: In a revolutionary step, you can apply one of over 30 advanced signal processing filters directly to the SAR output itself. From ultra-low-lag filters like the Hull MA and DAFE Spectral Laguerre to adaptive filters like KAMA and FRAMA , you can surgically remove noise while preserving the responsiveness of the core signal.
Integrated Performance Engine: How do you know which of the 23 algorithms is best for your market? You test it. The built-in Performance Dashboard is a comprehensive backtesting and analytics engine that tracks every trade, providing real-time data on Win Rate, Profit Factor, Max Drawdown, and more. It allows you to scientifically validate your chosen configuration.
█ A GUIDED TOUR OF THE ALGORITHMS: 23 PATHS TO AN EDGE
b]These 23 algorithms are not simple settings; they are distinct mathematical philosophies for how a Parabolic SAR should adapt to the market. They are grouped into three primary categories: those that adapt the Acceleration Factor (AF) , those that enhance the Extreme Point (EP) detection, and those that redefine the Flip Logic .
CATEGORY A: ACCELERATION FACTOR (AF) ADAPTATION
These algorithms dynamically change the "gas pedal" of the PSAR.
1. Volatility-Scaled AF
Core Concept: Treats volatility as market friction. The PSAR should be more forgiving in high-volatility environments.
How It Works: It calculates a Volatility Ratio by comparing the short-term ATR to the long-term ATR. If current volatility is high (ratio > 1), it reduces the AF Step. If volatility is low (ratio < 1), it increases the AF Step to trail tighter.
Ideal Use Case: The best all-rounder. Excellent for any market, especially those with clear shifts between high and low volatility regimes (like indices and crypto).
2. Efficiency Ratio (ER) AF
Core Concept: The PSAR should accelerate aggressively in clean, efficient trends and slow down dramatically in choppy, inefficient markets.
How It Works: It uses Kaufman's Efficiency Ratio (ER), which measures the net directional movement versus the total price movement. A high ER (near 1.0) signifies a pure trend, triggering a high AF multiplier. A low ER (near 0.0) signifies chop, triggering a low AF multiplier.
Ideal Use Case: Markets that alternate between strong trends and sideways chop. It is exceptionally good at surviving ranging periods.
3. Shannon Entropy AF
Core Concept: Uses Information Theory to measure market disorder. The PSAR should be conservative in chaos and aggressive in order.
How It Works: It calculates the Shannon Entropy of recent price changes. High entropy means the market is unpredictable ("chaotic"), causing the AF to slow down. Low entropy means the market is organized and trending, causing the AF to speed up.
Ideal Use Case: Advanced traders looking for a mathematically pure way to distinguish between a tradable trend and random noise.
4. Fractal Dimension (FD) AF
Core Concept: Measures the "jaggedness" or complexity of the price path. A smooth path is a trend; a jagged, space-filling path is chop.
How It Works: It calculates the Fractal Dimension of the price series. An FD near 1.0 is a smooth line (high AF). An FD near 1.5 is a random walk (low AF).
Ideal Use Case: Visually identifying the moment a smooth trend begins to break down into chaotic, unpredictable movement.
5. ADX-Gated AF
Core Concept: Uses the classic ADX indicator to confirm the presence of a trend before allowing the PSAR to accelerate.
How It Works: If the ADX value is above a "Strong" threshold (e.g., 25), the AF accelerates normally. If the ADX is below a "Weak" threshold (e.g., 15), the AF is "frozen" and will not increase, preventing the SAR from tightening up in a non-trending market.
Ideal Use Case: For classic trend-following purists who trust the ADX as their primary regime filter.
6. Kalman AF Estimator
Core Concept: A sophisticated signal processing algorithm that predicts the "true" optimal AF by filtering out price "noise."
How It Works: It treats the PSAR's AF as a state to be estimated. It makes a prediction, then corrects it based on how far the actual price deviates. It's like a GPS constantly refining its position. The "Process Noise" input controls how fast it thinks the AF can change, while "Measurement Noise" controls how much it trusts the price data.
Ideal Use Case: Smooth, high-inertia markets like commodities or major forex pairs. It creates an incredibly smooth and responsive AF.
7. Volume-Momentum AF
Core Concept: A trend's acceleration is only valid if confirmed by both volume and price momentum.
How It Works: The AF will only increase if a new Extreme Point is made on above-average volume AND the Rate of Change (ROC) of the price is aligned with the trend's direction.
Ideal Use Case: Any market with reliable volume data (stocks, futures, crypto). It's excellent for filtering out low-conviction moves.
8. Garman-Klass (GK) AF
Core Concept: Uses a more advanced, statistically efficient measure of volatility (Garman-Klass, which uses OHLC data) to adapt the AF.
How It Works: It modulates the AF based on whether the current GK volatility is higher or lower than its historical average. Unlike the standard Volatility-Scaled algo, it tends to slow down more in high volatility and speed up less in low volatility, making it more conservative.
Ideal Use Case: Traders who want a volatility-adaptive model that is more focused on risk reduction during volatile periods.
9. RSI-Modulated AF
Core Concept: The RSI can identify points of potential trend exhaustion or strong momentum.
How It Works: If a trend is bullish but the RSI enters the "Overbought" zone, the AF slows down, anticipating a pullback. Conversely, if the RSI is in the strong momentum mid-range (40-60), the AF is boosted to trail more aggressively.
Ideal Use Case: Mean-reversion traders or those who want to automatically loosen their trail stop near potential exhaustion points.
10. Bollinger Squeeze AF
Core Concept: A Bollinger Band Squeeze signals a period of volatility compression, often preceding an explosive breakout.
How It Works: When the algorithm detects that the Bollinger Band Width is in a "Squeeze" (below a certain historical percentile), it boosts the AF in anticipation of a fast move, allowing the PSAR to catch the breakout quickly.
Ideal Use Case: Breakout traders. This algorithm primes the PSAR to be maximally responsive right at the moment a breakout is most likely.
11. Keltner Adaptive AF
Core Concept: Keltner Channels provide a robust measure of a trend's "normal" volatility channel.
How It Works: When price is trading strongly outside the Keltner Channel, it's considered a powerful trend, and the AF is boosted. When price falls back inside the channel, it's considered a consolidation or pullback, and the AF is slowed down.
Ideal Use Case: Trend followers who use channel breakouts as their primary confirmation.
12. Choppiness-Gated AF
Core Concept: Uses the Choppiness Index to quantify whether the market is trending or consolidating.
How It Works: If the Choppiness Index is below the "Trend" threshold (e.g., 38.2), the AF is boosted. If it's above the "Range" threshold (e.g., 61.8), the AF is significantly reduced.
Ideal Use Case: A more responsive alternative to the ADX-Gated algorithm for distinguishing between trending and ranging markets.
13. VIDYA-Style AF
Core Concept: Uses a Chande Momentum Oscillator (CMO) to create a variable-speed acceleration factor.
How It Works: The absolute value of the CMO is used to create a dynamic smoothing constant. Strong momentum (high absolute CMO) results in a faster, more responsive AF. Weak momentum results in a slower, smoother AF.
Ideal Use Case: Momentum traders who want their trailing stop's speed directly tied to the momentum of the price itself.
14. Hilbert Cycle AF
Core Concept: Uses Ehlers' Hilbert Transform to extract the dominant cycle period of the market and synchronizes the PSAR with it.
How It Works: It dynamically adjusts the AF based on the detected cycle period (shorter cycles = faster AF) and can also modulate it based on the current phase within that cycle (e.g., accelerate faster near cycle tops/bottoms).
Ideal Use Case: Markets with clear cyclical behavior, like commodities and some forex pairs.
CATEGORY B: EXTREME POINT (EP) ENHANCEMENT
These algorithms make the detection of new highs/lows more intelligent.
15. Volume-Weighted EP
Core Concept: A new high or low is more significant if it occurs on high volume.
How It Works: It can be configured to only accept a new EP if the volume on that bar is above average. It can also "weight" the EP by volume, pushing it further out on high-volume bars.
Ideal Use Case: Filtering out weak, low-conviction price probes in markets with reliable volume.
16. Wavelet Filtered EP
Core Concept: Uses wavelet decomposition (a signal processing technique) to separate the underlying trend from high-frequency noise.
How It Works: It calculates a smoothed, wavelet-filtered version of the price. A new EP is only registered if the actual high/low significantly exceeds this smoothed baseline, effectively ignoring minor noise spikes.
Ideal Use Case: Noisy markets where small, insignificant wicks can cause the AF to accelerate prematurely.
17. ATR-Validated EP
Core Concept: A new EP should represent a meaningful move, not just a one-tick poke.
How It Works: It requires a new high/low to exceed the previous EP by a minimum amount, defined as a multiple of the current ATR. This ensures only volatility-significant advances are counted.
Ideal Use Case: A simple, robust way to filter out "noise" EPs and slow down the AF's acceleration in choppy conditions.
18. Statistical EP Filter
Core Concept: A new EP is only valid if the price change that created it is statistically significant.
How It Works: It calculates the Z-Score of the bar's price change relative to recent history. A new EP is only accepted if its Z-Score exceeds a certain threshold (e.g., 1.5 sigma), meaning it was an unusually strong move.
Ideal Use Case: For quantitative traders who want to ensure their trailing stop only tightens in response to statistically meaningful price action.
CATEGORY C: FLIP LOGIC & CONFIRMATION
These algorithms change the very rules of when and why the PSAR reverses.
19. Dual-PSAR Gate
Core Concept: Uses two PSARs—one fast and one slow—to confirm a reversal.
How It Works: A flip signal for the main PSAR is only considered valid if both the fast (sensitive) PSAR and the slow (structural) PSAR have flipped. This acts as a powerful trend filter.
Ideal Use Case: An excellent method for reducing whipsaws. It forces the PSAR to wait for both short-term and longer-term momentum to align before signaling a reversal.
20. MTF Coherence PSAR
Core Concept: Do not flip against the higher timeframe macro trend.
How It Works: It pulls PSAR data from two higher timeframes. A flip is only allowed if the new direction does not contradict the trend on at least one (or both) of those higher timeframes. It also boosts the AF when all timeframes are aligned.
Ideal Use Case: The ultimate tool for multi-timeframe traders who want to ensure their entries and exits are in sync with the bigger picture.
21. Momentum-Gated Flip
Core Concept: A reversal is only valid if it is supported by a significant surge of momentum.
How It Works: A price cross of the SAR is not enough. The script also requires the Rate of Change (ROC) to exceed a certain threshold for a set number of bars, confirming that there is real force behind the reversal.
Ideal Use Case: Filtering out weak, drifting reversals and only taking signals that are initiated with explosive power.
22. Close-Only PSAR
Core Concept: Wicks are noise; the bar's close is the final decision.
How It Works: This algorithm modifies the flip logic to ignore wicks. A flip only occurs if one or more bars close beyond the SAR line.
Ideal Use Case: One of the most effective and simple ways to reduce false signals from volatile wicks. A fantastic default choice for any trader.
23. Ultimate PSAR Consensus
Core Concept: The highest conviction signal comes from the agreement of multiple, diverse mathematical models.
How It Works: This is the capstone algorithm. It runs a "vote" between a selection of the top-performing algorithms (e.g., Volatility-Scaled, Efficiency Ratio, Dual-PSAR). A flip is only signaled if a majority consensus is reached. It can even weight the votes based on each algorithm's recent performance.
Ideal Use Case: For traders who want the absolute highest level of confirmation and are willing to accept fewer, but more robust, signals.
█ PART II: THE NOISE FILTERING CORE - The Shield
This is a revolutionary feature that allows you to apply a second layer of signal processing directly to the SAR line itself, surgically removing noise before the flip logic is even considered.
FILTER CATEGORIES
Basic Filters (SMA, EMA, WMA, RMA): The classic moving averages. They provide basic smoothing but introduce significant lag. Best used for educational purposes.
Low-Lag Filters (DEMA, TEMA, Hull MA, ZLEMA): A family of filters designed to reduce the lag inherent in basic moving averages. The Hull MA is a standout, offering a superb balance of smoothness and responsiveness.
Adaptive Filters (KAMA, VIDYA, FRAMA): These are "smart" filters. They automatically adjust their smoothing level based on market conditions. They will be very smooth in choppy markets and become highly responsive in trending markets.
Advanced DSP & DAFE Filters: This is the pinnacle of signal processing.
Ehlers Filters (SuperSmoother, 2-Pole, 3-Pole): Based on the work of John Ehlers, these use digital signal processing techniques to remove high-frequency noise with minimal lag.
Gaussian & ALMA: These use a bell-curve weighting, giving the most importance to recent data in a smooth, non-linear fashion.
DAFE Spectral Laguerre: A proprietary, non-linear filter that uses a feedback loop and adapts its "gamma" based on volatility, providing exceptional tracking in all market conditions.
How to Choose a Filter
Start with "None": First, find an algorithm you like with no filtering to understand its raw behavior.
Introduce Low Lag: If you are getting too many whipsaws from noise, apply a short-length Hull MA (e.g., 5-8). This is often the best solution.
Go Adaptive: If your market has very distinct trend/chop regimes, try an Adaptive KAMA .
Maximum Purity: For the smoothest possible output with excellent responsiveness, use the DAFE Spectral Laguerre or Ehlers SuperSmoother .
█ THE VISUAL EXPERIENCE: DATA AS ART
The PSAR Laboratory is not just functional; it is beautiful. The visualization engine is designed to provide you with an intuitive, at-a-glance understanding of the market's state.
Algorithm-Specific Theming: Each of the 23 algorithms comes with its own unique, professionally designed color palette. This not only provides visual variety but allows you to instantly recognize which engine is active.
Dynamic Glow Effects: For many algorithms, the PSAR dots will emit a soft "glow." The brightness and color of this glow are not random; they are tied to a key metric of the active algorithm (e.g., trend strength, volatility, consensus), providing a subtle, visual cue about the health of the trend.
Adaptive Volatility Bands: Certain algorithms will display dynamic bands around the PSAR. These are not standard deviation bands; their width is controlled by the specific logic of the active algorithm, showing you a visual representation of the market's expected range or energy level.
Secondary Reference Lines: For algorithms like the Dual-PSAR or MTF Coherence, a secondary line will be plotted on the chart, giving you a clear visual of the underlying data (e.g., the slow PSAR, the HTF trend) that is driving the decision-making process.
█ THE MASTER DASHBOARD: YOUR MISSION CONTROL
The comprehensive dashboard is your unified command center for analysis and performance tracking.
Engine Status: See the currently selected Algorithm, the active Noise Filter, the Trend direction, and a real-time progress bar of the current Acceleration Factor (AF).
Algorithm-Specific Metrics: This is the most powerful section. It displays the key real-time data from the currently active algorithm. If you're using "Shannon Entropy," you'll see the Entropy score. If you're using "ADX-Gated," you'll see the ADX value. This gives you a direct, quantitative look under the hood.
Performance Readout: When enabled, this section provides a full breakdown of your backtesting results, including Win Rate, Profit Factor, Net P&L, Max Drawdown, and your current trade status.
█ DEVELOPMENT PHILOSOPHY
The PSAR Laboratory was born from a deep respect for Wilder's original work and a relentless desire to push it into the 21st century. We believe that in modern markets, static tools are obsolete. The future of trading lies in adaptation. This indicator is for the serious trader, the tinkerer, the scientist—the individual who is not content with a black box, but who seeks to understand, test, and refine their edge with surgical precision. It is a tool for forging, not just following.
The PSAR Laboratory is designed to be the ultimate tool for that evolution, allowing you to discover and codify the rules that truly fit you.
█ DISCLAIMER AND BEST PRACTICES
THIS IS A TOOL, NOT A STRATEGY: This indicator provides a sophisticated trailing stop and reversal signal. It must be integrated into a complete trading plan that includes risk management, position sizing, and your own contextual analysis.
TEST, DON'T GUESS: The power of this tool is its adaptability. Use the Performance Dashboard to rigorously test different algorithms and settings on your chosen asset and timeframe. Find what works, and build your strategy around that data.
START SIMPLE: Begin with the "Volatility-Scaled AF" algorithm, as it is a powerful and intuitive all-rounder. Once you are comfortable, begin experimenting with other engines.
RISK MANAGEMENT IS PARAMOUNT: All trading involves substantial risk. The backtesting results are hypothetical and do not account for slippage or psychological factors. Never risk more capital than you are prepared to lose.
"I don't think traders can follow rules for very long unless they reflect their own trading style. Eventually, a breaking point is reached and the trader has to quit or change, or find a new set of rules he can follow. This seems to be part of the process of evolution and growth of a trader."
— Ed Seykota, Market Wizard
Taking you to school. - Dskyz, Trade with Volume. Trade with Density. Trade with DAFE
