Pro Volume Lite positionsThis is another update to the Positions indicator, which gives 3 SQ , so that you can have a dynamic sizing.
This way you will be able to scale in MB
Bänder und Kanäle
Mod_Capital MA 50 & MA 200 🔥 WHY ARE MA 50 AND MA 200 SO IMPORTANT?
These two moving averages are the key reference levels used by institutions, banks, and hedge funds to analyze the market.
📌 MA 50
Represents the medium-term trend
Acts as an active trading zone
Often holds price during pullbacks and corrections
📌 MA 200
Represents the long-term trend
Shows the overall market “health”
A major reference level for investors
🟢 Golden Cross & 🔴 Death Cross
🟢 Golden Cross
When MA 50 crosses above MA 200
→ A long-term bullish signal
🔴 Death Cross
When MA 50 crosses below MA 200
→ A long-term bearish signal
TIME BOX//@version=5
indicator("Time box", overlay=true)
// 데이터 호출
= request.security(syminfo.tickerid, 'D', [high , low ], lookahead=barmerge.lookahead_on)
= request.security(syminfo.tickerid, '480', [high , low ], lookahead=barmerge.lookahead_on)
= request.security(syminfo.tickerid, '240', [high , low ], lookahead=barmerge.lookahead_on)
= request.security(syminfo.tickerid, '60', [high , low ], lookahead=barmerge.lookahead_on)
// 중간값 계산
d_mid = (d_high + d_low) / 2
h8_mid = (h8_high + h8_low) / 2
h4_mid = (h4_high + h4_low) / 2
h1_mid = (h1_high + h1_low) / 2
// 사용자 옵션
group_daily = "───── 일봉 설정🕛─────"
show_dbox = input.bool(true, "일봉 박스 보이기", group=group_daily)
dbox_color = input.color(color.new(#f5f0f0, 90), "일봉 박스 배경색", group=group_daily)
dborder_color = input.color(color.rgb(248, 248, 248), "일봉 박스 테두리색", group=group_daily)
show_dmid = input.bool(true, "일봉 중간선 보이기", group=group_daily)
dmid_color = input.color(color.rgb(255, 255, 255), "일봉 중간선 색상", group=group_daily)
group_8h = "───── 8시간봉 설정🕗 ─────"
show_h8box = input.bool(true, "8H 박스 보이기", group=group_8h)
h8box_color = input.color(color.new(#e59696, 95), "8H 박스 배경색", group=group_8h)
h8border_color = input.color(color.rgb(235, 207, 207), "8H 박스 테두리색", group=group_8h)
show_h8mid = input.bool(true, "8H 중간선 보이기", group=group_8h)
h8mid_color = input.color(color.red, "8H 중간선 색상", group=group_8h)
group_4h = "───── 4시간봉 설정🕓 ─────"
show_h4box = input.bool(true, "4H 박스 보이기", group=group_4h)
h4box_color = input.color(color.new(#fac104, 95), "4H 박스 배경색", group=group_4h)
h4border_color = input.color(color.rgb(252, 235, 7), "4H 박스 테두리색", group=group_4h)
show_h4mid = input.bool(true, "4H 중간선 보이기", group=group_4h)
h4mid_color = input.color(color.yellow, "4H 중간선 색상", group=group_4h)
group_1h = "───── 1시간봉 설정🕐─────"
show_h1box = input.bool(true, "1H 박스 보이기", group=group_1h)
h1box_color = input.color(color.new(#fd0303, 95), "1H 박스 배경색", group=group_1h)
h1border_color = input.color(color.rgb(250, 5, 5), "1H 박스 테두리색", group=group_1h)
show_h1mid = input.bool(true, "1H 중간선 보이기", group=group_1h)
h1mid_color = input.color(color.rgb(255, 2, 2, 1), "1H 중간선 색상", group=group_1h)
// 박스 및 선 선언
var box dBox = na, var line dMidLine = na
var box h8Box = na, var line h8MidLine = na
var box h4Box = na, var line h4MidLine = na
var box h1Box = na, var line h1MidLine = na
// 박스 생성함수
f_drawBox(res, high, low, bgcol, bcol) =>
startTime = request.security(syminfo.tickerid, res, time , lookahead=barmerge.lookahead_on)
endTime = request.security(syminfo.tickerid, res, time, lookahead=barmerge.lookahead_on)
box.new(startTime, high, endTime, low, bgcolor=bgcol, border_color=bcol, extend=extend.right, xloc=xloc.bar_time)
// 중간선 생성함수
f_drawMid(res, mid, col) =>
startTime = request.security(syminfo.tickerid, res, time , lookahead=barmerge.lookahead_on)
endTime = request.security(syminfo.tickerid, res, time, lookahead=barmerge.lookahead_on)
line.new(startTime, mid, endTime, mid, color=col, style=line.style_dashed, extend=extend.right, xloc=xloc.bar_time)
// 타임프레임 변경 감지
newDay = ta.change(time('D'))
new8H = ta.change(time('480'))
new4H = ta.change(time('240'))
new1H = ta.change(time('60'))
if newDay
if not na(dBox)
box.delete(dBox)
if not na(dMidLine)
line.delete(dMidLine)
if show_dbox
dBox := f_drawBox('D', d_high, d_low, dbox_color, dborder_color)
if show_dmid
dMidLine := f_drawMid('D', d_mid, dmid_color)
if new8H
if not na(h8Box)
box.delete(h8Box)
if not na(h8MidLine)
line.delete(h8MidLine)
if show_h8box
h8Box := f_drawBox('480', h8_high, h8_low, h8box_color, h8border_color)
if show_h8mid
h8MidLine := f_drawMid('480', h8_mid, h8mid_color)
if new4H
if not na(h4Box)
box.delete(h4Box)
if not na(h4MidLine)
line.delete(h4MidLine)
if show_h4box
h4Box := f_drawBox('240', h4_high, h4_low, h4box_color, h4border_color)
if show_h4mid
h4MidLine := f_drawMid('240', h4_mid, h4mid_color)
if new1H
if not na(h1Box)
box.delete(h1Box)
if not na(h1MidLine)
line.delete(h1MidLine)
if show_h1box
h1Box := f_drawBox('60', h1_high, h1_low, h1box_color, h1border_color)
if show_h1mid
h1MidLine := f_drawMid('60', h1_mid, h1mid_color)
// 타임프레임 라벨 추가 함수 (이전 라벨 자동 삭제 추가)
var label dLabel = na
var label h8Label = na
var label h4Label = na
var label h1Label = na
f_drawLabel(yloc, txt, txt_color) =>
label.new(bar_index, yloc, txt, xloc=xloc.bar_index, color=color.new(color.white, 100), style=label.style_none, textcolor=txt_color, size=size.small)
// 새 박스 생성 시 이전 라벨 삭제 및 현재 박스에만 라벨 표시
if newDay and show_dbox
if not na(dLabel)
label.delete(dLabel)
dLabel := f_drawLabel(d_high, 'Daily', dborder_color)
if new8H and show_h8box
if not na(h8Label)
label.delete(h8Label)
h8Label := f_drawLabel(h8_high, '8H', h8border_color)
if new4H and show_h4box
if not na(h4Label)
label.delete(h4Label)
h4Label := f_drawLabel(h4_high, '4H', h4border_color)
if new1H and show_h1box
if not na(h1Label)
label.delete(h1Label)
h1Label := f_drawLabel(h1_high, '1H', h1border_color)
Kundan SMA Buy/Sell Indicator//@version=5
indicator("SMA Buy/Sell Indicator", overlay=true)
length = input.int(20)
smaValue = ta.sma(close, length)
// signals
buySignal = ta.crossover(close, smaValue)
sellSignal = ta.crossunder(close, smaValue)
// plot SMA
plot(smaValue, color=color.orange)
// plot signals
plotshape(buySignal, title="Buy", location=location.belowbar,
color=color.green, style=shape.labelup, text="BUY")
plotshape(sellSignal, title="Sell", location=location.abovebar,
color=color.red, style=shape.labeldown, text="SELL")
AJISH stochguppy 3 +BBthis is the best indicator for index.need to use higher and lower numeric together for identify the trend change.also BB will show the trend change .
Sachin EMA Cloud 10/30 & 200 Low/High 2026)Modified EMA cloud with entry and buy signals. my first script for year 2026
RSI con EMA JP MENTOR TRADINGspot DCA BINANCE.. indicador RSI 36 y EMA 200 BASE para trading spot automatizado en binance
CNE - Efficient Swing Structure + MomentumThe CNE Efficient Swing Structure and Momentum indicator is a sophisticated technical analysis tool designed to quantify the strength and exhaustion of price movements relative to genuine market structure rather than arbitrary time constraints. Unlike traditional oscillators that reset based on a fixed number of candles, this indicator anchors its calculations to confirmed structural pivots. The foundation of the system is a volatility-adaptive swing detection algorithm that utilizes the Average True Range (ATR) to filter out insignificant noise. A trend change is only registered when price retraces against the current direction by a user-defined multiple of the ATR, ensuring that the tool remains locked onto the prevailing trend until a statistically significant reversal occurs. This mechanism allows the trader to view momentum as a cumulative force continuously building from a verified low or high, providing a pure view of the current leg's intensity.
Once a structural anchor is established, the indicator calculates the "Pivot-to-Pivot" momentum, displaying the percent change from the start of the trend to the current price. This creates a zero-based oscillator where the zero line represents the structural origin—the absolute bottom of the current uptrend or the absolute top of the current downtrend. To contextualize this raw data, the script overlays dynamic statistical bands based on standard deviations. These bands function similarly to Bollinger Bands but are applied to the momentum of the swing itself. When the momentum histogram pushes into the outer deviation bands, specifically beyond two standard deviations, it signals that the current move is statistically overextended relative to the asset's recent volatility profile. This helps traders distinguish between a healthy, sustainable trend and a climactic move that is prone to a mean-reversion snapback.
A critical feature of this system is its ability to visualize the "average extension" of market moves, providing an immediate benchmark for trade management and target setting. The indicator plots two distinct sets of lines for both upward extensions and downward drawdowns without relying on heavy historical arrays, ensuring optimal computational efficiency. The first is a solid step-line representing the historical average of all past swings, serving as a long-term baseline for what constitutes a "normal" move. The second is a dotted marker representing a recency-weighted average, heavily biased toward the last five swings. By comparing these two lines, a trader can instantly gauge the changing market regime; if the recent weighted average is expanding away from the historical baseline, volatility is increasing, whereas a contracting recent average suggests the market is entering a period of compression.
Finally, the indicator integrates automated divergence detection based on structural flips rather than simple candle-to-candle comparisons. It records the peak momentum value of every completed trend leg and compares it to the peak of the previous leg in the same direction. If price makes a new structural high but the momentum oscillator fails to surpass the peak of the previous uptrend leg, a bearish divergence is flagged. Conversely, if price pushes to a new structural low with weaker downside momentum than the prior drop, a bullish divergence is highlighted. This combination of volatility-filtered structure, statistical deviation bands, efficiency-optimized extension targets, and structural divergence creates a comprehensive framework for assessing the probability of trend continuation versus reversal.
King Trade 4 and 3 hour buy-sell strategy V2This strategy is a Trend-Following Breakout System specifically designed for high-volatility environments like the 4-hour and 3 hour (3h) (4H) timeframe. It focuses on identifying "Smart Money" movements by combining price action with significant volume surges.
Here is the breakdown of the strategy logic:
1. The Core Signal (Breakout)
The strategy identifies a level using the previous candle's High and Low.
Long Entry: Occurs when the current price crosses above the previous candle's high.
Short Entry: Occurs when the current price crosses below the previous candle's low.
2. The Smart Money Filter (Volume)
A price breakout without volume is often a "Bull Trap" or "Bear Trap." To minimize fake signals, this strategy calculates a Volume Moving Average (SMA 20).
It only enters a trade if the breakout candle's volume is at least 1.5x (or your chosen multiplier) higher than the average. This ensures that the move is backed by institutional or high-intensity trading.
3. The Trend Filter (EMA 200)
To stay on the right side of the market, the strategy uses the 200-period Exponential Moving Average (EMA) as a "Trend Guard":
Only Longs are allowed if the price is above the EMA 200 (Uptrend).
Only Shorts are allowed if the price is below the EMA 200 (Downtrend). This prevents you from buying into a crashing market or selling during a strong bull run.
Adaptive MA SuperTrendAdaptive MA SuperTrend is a new trend following tool designed for more responsive & smoother signal production from the classical SuperTrend indicator.
It works by picking two Moving Averages, that are swapped in their function between being used for the upper base or the lower base, based on the circumstances.
Then it applies either SD or ATR (based on the users preference) to the bases.
This provides smooth, fast trend signals that users can use to enhance their trading/investing strategies.
Enjoy!
Strategy Battle: Lump Sum vs. DCA vs. Dip BuyingSummary This indicator is a "Strategy Battle" simulator designed to answer the ultimate investing question: Is it better to invest immediately, Dollar Cost Average (DCA), or wait for a market crash?
Unlike standard back-testers, this script simulates a realistic "High-Yield Savings" environment. It acknowledges that cash sitting on the sidelines is not dead money—it earns interest (e.g., 3-5%) while waiting for a buying opportunity. This levels the playing field and allows for a fair comparison between being fully invested vs. keeping "dry powder" for a crash.
The script compares 4 distinct strategies simultaneously on your chart, starting with a fresh yearly budget every January 1st.
he 4 Strategies
🔵 Option 1: Lump Sum (The "Set & Forget")
Takes the entire yearly budget and invests it all on the first trading day of the year.
Pros: Maximizes "time in the market."
Cons: vulnerable to buying at immediate peaks.
🟠 Option 2: DCA (The "Steady Earner")
Splits the yearly budget into 12 equal parts.
Invests monthly regardless of price.
The "Fairness" Twist: The money waiting to be spent sits in the cash pile and accumulates interest until it is deployed.
🟢 Option 3: Regression Sniper (The "Math Hunter")
Keeps the entire budget in cash (earning interest).
Watches a dynamic Linear Regression Channel.
Trigger: If the price drops below the channel, it goes "All-In," deploying all accumulated cash and interest immediately to buy the dip.
🔴 Option 4: Manual Sniper (The "Trend Hunter")
Keeps the entire budget in cash (earning interest).
Watches a User-Defined Growth Line (e.g., a straight line growing at 10% per year).
Trigger: If the price drops below this specific valuation line, it goes "All-In."
Detailed Settings & Options
💰 Money Settings
Yearly Budget ($): The amount of fresh capital injected into the simulation every January 1st.
Cash Interest Rate (%): The annual interest rate earned on uninvested cash (compounded monthly). This is crucial for accurately simulating the "opportunity cost" of holding cash.
⚙️ Sniper Settings (Option 3)
Channel Baseline Length: How far back the math looks to determine the "fair value" curve.
Vertical Shift (%): Move the buy zone up or down. Negative numbers (e.g., -5) make the strategy more conservative, waiting for deeper crashes.
Source: Defaults to Low to catch market wicks and intraday crashes.
📈 Manual Line Settings (Option 4)
Start Price ($): The valuation of the asset at the start of the simulation (Jan 1, Start Year).
Yearly Growth (%): The expected "fair" growth rate of the asset (e.g., S&P 500 average is ~10%).
Vertical Shift (%): Slide the manual line up or down to fine-tune your buy signal.
👁️ Visual Settings
Show Buy Price: Displays the exact dollar amount invested and the stock price at the moment of the buy on the chart labels.
Show Lump Sum Markers: Adds a Blue label at the start of every year to visualize the Lump Sum entry.
Show DCA Markers: Adds small Orange labels for every monthly buy.
Vol Compression PRO
## Volatility Compression PRO (Fully Fixed)
This indicator is an **options-theory-inspired “volatility compression → expansion” detector**, enhanced for **crypto trading on 4H/1D**. It is designed as a **two-stage system**:
1. **Environment / Setup (1D)**: Detects a volatility-compressed regime where a breakout is more likely.
2. **Trigger (current chart TF, recommended 4H)**: Confirms the breakout using price structure + volatility expansion + (optional) volume.
A major feature of this script is that it **avoids TradingView’s 5000-bar historical limitation** by recommending a **Daily HV (1D) computation mode**, which is stable and not constrained by intraday bar counts.
---
## Core Concept
### Stage A — “Setup” (Daily Environment Filter)
On the **daily timeframe**, the script estimates realized volatility (HV) and produces an **Environment Score (0–100)** that reflects how “compressed” volatility is versus its own history.
A **Setup window** becomes active when:
* `Environment Score >= Setup Threshold`
* Optional “persistence” can keep Setup active for N days after triggering (to avoid edge flicker).
It also calculates a **daily directional bias** (Bull/Bear) using one of two methods:
* **Price vs Daily EMA** (default): bias is bullish if daily close > daily EMA, bearish if below.
* **MACD > 0**: bias is bullish if daily MACD line > 0, bearish if < 0.
This stage answers:
**“Are we in a volatility-compressed regime worth watching, and what is the higher-timeframe bias?”**
---
## HV / Compression Scoring Model
The script computes:
* **Short-term HV**: standard deviation of log returns over a short window
* **Long-term HV**: standard deviation of log returns over a long window
* **HV Percentile**: percentile rank of short HV over a historical lookback
* **Compression Ratio (S/L)**: short HV divided by long HV (`<1` implies compression, `>1` implies expansion)
* **Log-Z Deviation**: Z-score of log(HV) vs its historical distribution (more stable than raw HV Z-score)
Then it builds a **0–100 score** using weighted components:
* Low HV percentile (lower = more compressed)
* Compression ratio below 1 (more compression)
* Negative log-Z deviation (HV below typical)
This produces a single number: **“Explosion Potential (Environment Score)”**.
---
## Stage B — Trigger Logic (Current Chart Timeframe, recommended 4H)
A **Long Trigger** fires only when **all** of the following are true:
1. **Setup is active** (from daily environment score)
2. **Daily bias is bullish**
3. **Donchian breakout UP**
* Close breaks above the **previous bar’s** highest high of the last N bars
* Uses ` ` to avoid same-bar repaint-style lookback issues
4. **Volatility expansion confirmation**, via either:
* **Bollinger Band Width rising** (BBW turns up and exceeds its mean), and/or
* **ATR% rising** (ATR as % of price increases)
5. **Optional volume confirmation**:
* Volume > SMA(volume) × multiplier (if enabled)
A **Short Trigger** mirrors the long logic (requires bearish bias + downside Donchian break), and can be toggled on/off.
This stage answers:
**“Did price actually escape the compression box, and is volatility expanding with it?”**
---
## Two HV Calculation Modes (5000-bar limitation fix)
### 1) **Daily HV (Recommended)**
* Computes HV + Score + Setup on the **daily timeframe using `request.security(...,"D",...)`**
* This avoids intraday needing thousands of bars to represent many days
* Much more stable and reliable for regime detection
### 2) **Adaptive to Chart TF**
* Computes HV on the **current chart timeframe**
* Includes a strict conversion of “days → bars” and clamps lengths to **<= 4800 bars** to avoid the 5000-bar ceiling
* Still less robust on small timeframes, but won’t crash the script
---
## Visualization
* Plots the **Environment Score** as the main line (colored by score level)
* Draws reference lines at 70 / 50 / 30
* Highlights the background when **Setup** is active
* Optional trigger markers:
* **“L”** for long trigger (triangle up)
* **“S”** for short trigger (triangle down)
* A top-right info panel shows:
* HV short/long, HV percentile, compression ratio, log-Z deviation
* Environment score, Setup active status, daily bias
* Breakout status, expansion confirmation, volume confirmation
* Current mode (“1D fixed” vs “Adaptive”)
---
## Alerts
Built-in alert conditions:
* Setup active (compression window)
* Long Trigger
* Short Trigger
---
## Intended Use (Practical)
* Use **1D** to judge whether volatility is compressed and define bias
* Use **4H** to wait for a clean breakout plus expansion confirmation
* Avoid forcing entries during compression without a real breakout (“don’t catch falling knives” logic)
Weekly ATR BoundsIt is Good For Swing Trading,
You Can Find Current Price + weekly ATR and Current Price - weekly ATR
AJISH stochguppy 3 +BBthis is the best indicator for index .you need to use higher nad lower numeric values for identify the trend change,you can also use the BB for identify the trend
VWAP + Hull MA Scalping PRO//@version=6
indicator("VWAP + Hull MA Scalping PRO", overlay=true)
// ================= INPUTS =================
src = input.source(close, "Source")
// Hull MA lengths
len5 = input.int(5, "HMA 5")
len9 = input.int(9, "HMA 9")
len18 = input.int(18, "HMA 18")
len34 = input.int(34, "HMA 34")
// ================= FUNCTIONS =================
hma(src, length) =>
ta.wma(
2 * ta.wma(src, length / 2) - ta.wma(src, length),
math.round(math.sqrt(length))
)
// ================= CALCULATIONS =================
hma5 = hma(src, len5)
hma9 = hma(src, len9)
hma18 = hma(src, len18)
hma34 = hma(src, len34)
vwapVal = ta.vwap(close)
// ================= DYNAMIC COLORS =================
c5 = hma5 > hma5 ? color.lime : color.red
c9 = hma9 > hma9 ? color.green : color.maroon
c18 = hma18 > hma18 ? color.aqua : color.orange
c34 = hma34 > hma34 ? color.blue : color.purple
// ================= TREND LOGIC =================
bullTrend = hma5 > hma9 and hma9 > hma18 and hma18 > hma34 and close > vwapVal
bearTrend = hma5 < hma9 and hma9 < hma18 and hma18 < hma34 and close < vwapVal
// ================= ENTRY SIGNALS =================
buySignal = bullTrend and ta.crossover(hma5, hma9)
sellSignal = bearTrend and ta.crossunder(hma5, hma9)
// ================= PLOTS =================
plot(vwapVal, "VWAP", color=color.yellow, linewidth=2)
plot(hma5, "HMA 5", color=c5, linewidth=2)
plot(hma9, "HMA 9", color=c9, linewidth=2)
plot(hma18, "HMA 18", color=c18, linewidth=2)
plot(hma34, "HMA 34", color=c34, linewidth=2)
// ================= SIGNAL MARKERS =================
plotshape(buySignal, title="BUY", location=location.belowbar,
color=color.lime, style=shape.triangleup, size=size.small, text="BUY")
plotshape(sellSignal, title="SELL", location=location.abovebar,
color=color.red, style=shape.triangledown, size=size.small, text="SELL")
// ================= BACKGROUND TREND =================
bgcolor(bullTrend ? color.new(color.green, 92) :
bearTrend ? color.new(color.red, 92) : na)
// ================= ALERTS =================
alertcondition(buySignal, title="BUY Alert", message="{{ticker}} BUY | VWAP + HMA")
alertcondition(sellSignal, title="SELL Alert", message="{{ticker}} SELL | VWAP + HMA")
VWAP Institutional Trading Engine INDICATORVWAP Institutional Trading Engine
Adaptive Market Regime & Trading Model Indicator
🔍 Overview
The VWAP Institutional Trading Engine is an advanced, rule-based market analysis indicator designed to replicate institutional decision-making logic using VWAP, volatility, and session-based market behavior.
This indicator does not predict price.
Instead, it answers a more important question:
“What type of trading is appropriate right now – if any?”
The engine continuously evaluates:
Market regime (trend, range, dead market)
Volatility conditions
VWAP acceptance and deviation
Trading session (Asia / London / New York)
Based on this, it dynamically activates one of three trading models:
TREND
MEAN REVERSION
OFF (no trading)
This makes it ideal for:
Discretionary traders
Systematic traders
Risk-focused trading
Educational / portfolio-style trading approaches
🧠 Core Philosophy
Professional trading is not about finding more signals.
It is about knowing when not to trade.
This indicator is built around three institutional principles:
VWAP defines fair value
Volatility defines opportunity or danger
Different sessions require different behavior
⚙️ Indicator Components
1️⃣ VWAP & Statistical Deviation Bands
VWAP represents institutional fair price
±1σ bands indicate acceptance zones
±2σ bands represent statistical extremes
Used for:
Mean reversion zones
Trend acceptance confirmation
Go Score calculation
2️⃣ Volatility Engine
Volatility is measured using ATR relative to price
Compared against its own moving average
Classifications:
Low volatility → dead / untradable market
Normal volatility → structured behavior
High volatility → trend or liquidation events
3️⃣ Market Regime Detection
The engine classifies each moment into one regime:
Regime Meaning
TREND Price accepts above or below VWAP with volatility
RANGE Price rotates near VWAP
DEAD Low volatility, no opportunity
MIXED Unclear structure
4️⃣ Active Trading Model (Most Important)
Displayed in the dashboard as Model:
Model Interpretation
TREND Trade with momentum and continuation
MEAN_REVERT Trade extremes back to VWAP
OFF Do not trade
The Model tells you HOW you are allowed to trade right now.
5️⃣ Session Awareness (UTC)
The indicator adapts behavior based on session logic:
Session Preferred Behavior
Asia Mean Reversion
London Trend
New York Selective / adaptive
Trades are only allowed when model + session are aligned.
6️⃣ Go Score – Trade Quality Filter
Each potential setup receives a Go Score (0–100), based on:
Distance from VWAP
Market regime quality
Volatility penalties
Go Score Interpretation
≥ 80 High-quality (A+)
65–79 Acceptable
< 65 No trade
7️⃣ Risk Guidance (Informational)
The indicator outputs a Risk % suggestion, based on:
Go Score
Simulated drawdown logic
⚠️ This is guidance only, not position sizing.
📈 Visual Signals
The indicator plots contextual signals, not blind entries:
Mean Reversion Signals
▲ Long below −2σ
▼ Short above +2σ
Trend Signals
↑ Long after acceptance above +1σ
↓ Short after acceptance below −1σ
Signals appear only when trading is allowed by:
Model
Session
Go Score
🧩 Dashboard Explanation
The top-right dashboard displays real-time engine state:
Field Description
Session Current UTC session
Regime Detected market condition
Go Score Trade quality score
Risk % Suggested relative risk
Drawdown % Virtual defensive metric
Model Active trading model
If Model = OFF → do nothing.
🧭 Practical Trading Manual (Step-by-Step)
Step 1 – Check the Model
TREND → look for continuation
MEAN_REVERT → look for extremes
OFF → do not trade
Step 2 – Confirm Session Alignment
Asia + Mean Reversion ✔
London + Trend ✔
Misalignment = caution
Step 3 – Check Go Score
Below 65 → skip
65+ → proceed
Step 4 – Use Chart Structure
VWAP = anchor
σ bands = context
Signal = permission, not obligation
Step 5 – Manage Risk Manually
Use your own SL/TP rules
Follow the Risk % as guidance, not law
❌ What This Indicator Is NOT
Not a signal spam tool
Not a prediction system
Not a “holy grail”
It is a decision framework.
✅ Best Use Cases
Futures
Indices
Forex
Crypto
Intraday & swing trading
Recommended timeframes:
5m – 1H (intraday)
4H (contextual swing)
🏁 Final Notes
This indicator is intentionally transparent and rule-based.
It is designed to help traders:
Think in regimes
Trade with structure
Avoid overtrading
Protect capital
If you trade with the Model, not against it,
you will already be ahead of most market participants.
Session Anchored OIWAP [Arjo]The Session Anchored OIWAP (Open Interest Weighted Average Price) indicator shows you a weighted average price that uses Open Interest (OI) changes during different trading sessions . It divides the day into four clear sessions: Opening Hour , Morning Session , Mid-Day Session , and Closing Session .
For each session , it calculates a weighted average price using both market price and open interest data from futures . This line updates as the session progresses and resets when a new session starts .
You can also see optional deviation bands that you visually compare to how far the market price is moving away from the session’s weighted average. This indicator also helps you watch how Open Interest changes connect with price movements during specific market hours.
Concepts
This tool works on a few simple ideas:
Session anchoring
Each session starts fresh. The indicator resets and begins a new calculation when a new time block begins. This allows users to visually study each session independently.
Open-interest weighting
Instead of treating all price moves equally, price changes linked to higher open-interest activity have more influence on the OIWAP. This gives a weighted reflection of where the market has been trading during the session.
Averaging and smoothing
The OIWAP line blends many price data points into one smooth curve, making it easier to follow than raw price movement.
Volatility display with bands
The upper and lower bands are placed at ±0.5 standard deviation from the OIWAP line. These bands simply help you see when price stretches further away than usual from the session average.
Features
Four Independent Session Calculations: Shows separate OIWAP lines for Opening Hour (default: 09:15-10:15), Morning (10:15-11:30), Mid-Day (11:30-14:00), and Closing (14:00-15:30) sessions
Open Interest Weighting: Uses absolute OI change as the weight instead of traditional volume
Customizable Session Times: You can change the time ranges for each session to match your market or what you need
Optional Deviation Bands: You can turn ±0.5 standard deviation bands on or off around each OIWAP line
Color-Coded Sessions: Each session has its own color so you can tell them apart easily
Selective Display: You can turn individual sessions and bands on or off
Data Availability Check: Shows you a notification when Open Interest data isn't available for your symbol
Adjustable Position Timeframe: You can calculate OI changes on different timeframes (Chart, Daily, 15min, 30min, 60min, 120min)
How to use
Add this indicator to a chart of any symbol that has Open Interest data ( from futures or derivatives contracts). Once you add it, you'll see colored lines showing the OIWAP for each session you enable, along with optional deviation bands.
Adjusting Settings:
Turn individual sessions on or off using the checkboxes in the " Sessions " section
Change session colors to match your chart or what looks good to you
Turn deviation bands on or off using the " Show Bands " option in the Display settings
Change session time ranges in the " Session Times " section to match your market hours or what you want to analyze
Change the Position Timeframe if you want to see OI changes calculated on a different time period
Visual Interpretation:
Each OIWAP line shows you the OI-weighted average price for that session
The deviation bands show you how much prices spread out, weighted by OI changes
You can watch how price interacts with these levels to see where significant OI activity happened
Different sessions may show different OIWAP levels, showing you how the OI-price relationship changes throughout the trading day
Note:
This indicator needs Open Interest data to work. If OI data isn't available for your symbol, you'll see a message in the center of your chart. This indicator works only with derivatives markets like futures and options in the Indian Market where OI data is publicly available.
Conclusion
The Session Anchored OIWAP indicator is designed to support structured market observation by combining price, open interest, and session anchoring into a clear visual format. It helps users study market behavior during different parts of the day without generating trading instructions or outcomes.
Disclaimer
This indicator is for educational and visual-analysis purposes only. It does not provide trading signals , financial advice, or guaranteed outcomes . You should perform your own research and consult a licensed financial professional when needed. All trading decisions are solely the responsibility of the user.
Happy Trading
MADZ - Moving Average Deviation Z-ScoreMADZ - Moving Average Deviation Z-Score
MADZ is a powerful valuation oscillator that measures how far the current price has deviated from a user-selected moving average, expressed in statistical terms as a Z-Score. This normalization makes it easier to identify overvalued and undervalued conditions across different assets, timeframes, and market environments.
Overview
The indicator works by:
Calculating the percentage deviation of price from a customizable moving average (SMA, EMA, WMA, VWMA, HMA, or RMA).
Applying a Z-Score transformation to this deviation over a chosen lookback period — showing how many standard deviations the current deviation is from its historical average. Smoothing the result for a clean, responsive oscillator centered around zero.
Positive values indicate price is trading above the moving average (potentially overvalued), while negative values suggest price is below (potentially undervalued). The further from zero, the greater the relative valuation extreme.
Key Features
Customizable base moving average (type and length)
Z-Score normalization for statistically meaningful readings
Final smoothing for reduced noise
Static overbought/oversold levels (default ±1.5) — line changes color when crossed (red above, green below)
Dynamic extreme bands (±3σ) — optional display of bands calculated from the oscillator’s own volatility over a user-defined period
Extreme zone highlighting — background shading activates only during truly rare valuation events
Extreme Zone Highlighting Explained
The highlighted extreme zones (background shading) are not based on the fixed static levels. Instead, they signal statistically significant outliers using dynamic bands:
Overbought extreme zone (red background): Triggered when MADZ rises above the upper dynamic band (+3 standard deviations of the MADZ line itself over the dynamic length period).
Oversold extreme zone (green background): Triggered when MADZ falls below the lower dynamic band (-3 standard deviations).
These ±3σ bands adapt to the recent behavior of the oscillator. Because they represent three standard deviations from the mean of MADZ, crossings are rare and often precede major reversals or trend accelerations — making them valuable for spotting potential turning points in valuation extremes.
How to Use
Use zero-line crosses for trend changes or mean-reversion setups.
Watch static level crossings (±1.5 default) for early overbought/oversold warnings.
Pay special attention to extreme zone shading — these highlight high-conviction valuation dislocations that may offer superior risk/reward opportunities.
Designed on the BTC chart, but can be used on other assets.
Settings
Moving Average Settings: Type, length, source
Z-Score & Smoothing: Lookback period and smoothing length
Threshold Levels: Static overbought/oversold thresholds
Display Options: Toggle dynamic bands and extreme background highlighting
This is an educational tool designed to aid in valuation analysis. The information provided is not financial advice. Always conduct your own research and consider multiple factors before making trading decisions. Trade at your own risk.
Box BO signals v1Box Breakout Direction Flip Signals is a smart price‐action tool designed to identify clean directional shifts using consolidation boxes and breakout logic.
The indicator draws dynamic high–low range boxes and generates Buy (B) and Sell (S) signals only when direction flips, avoiding repeated noise signals during trending moves.
✔ First breakout after box marks direction (Buy or Sell)
✔ Signals alternate: S → B → S → B, never repeating
✔ No signals while price simply continues in same direction
✔ Labels are spaced away from candles for clean visibility
✔ Works best on lower timeframes (1m, 3m, 5m) for scalping / intraday
🎯 How It Works
1️⃣ A consolidation zone forms automatically using candle high–low
2️⃣ Breakout above the box → Buy label → new box begins
3️⃣ Breakout below the box → Sell label → new box begins
4️⃣ Signals print only on actual directional change (flip)
5️⃣ Boxes extend dynamically until breakout occurs
Ultimate Imbalance + RSI + Mean Reversion (v6)
FVG / Imbalance Logic:
🔵 Blue boxes (solid)
Bullish imbalances
These are areas where buying was so aggressive that price skipped levels.
What they represent
• Inefficient auction
• Buyers overwhelmed sellers
• Market left “unfinished business” below price
Types inside blue boxes
• Solid blue box = FVG or Opening Gap
• Blue dotted box = Volume Imbalance (VI)
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🔴 Red boxes (solid)
Bearish imbalances
Opposite of blue: selling pressure skipped levels upward.
What they represent
• Aggressive sellers
• Liquidity vacuum above price
• Unfinished auction above
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Gray boxes
Dead / resolved imbalances
These were once valid, but are now structurally irrelevant.
Boxes turn Gray when one of two things happened:
1. Filled
• Bullish → price traded down into the bottom of the box
• Bearish → price traded up into the top of the box
2. Invalidated
• Bullish → price closed below the box
• Bearish → price closed above the box
Gray = do not trade anymore // It’s historical context only.
They extend forward to:
• To visually show when they were resolved
• Help you see how long imbalances tend to survive on that market / timeframe
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RSI Logic:
RSI filter (RSI 9, smoothed)
• Long bias: RSI ≤ 20 (oversold)
• Short bias: RSI ≥ 80 (overbought)
👉 RSI must already be extreme // We do NOT trade mid-range RSI.
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Mean Reversion Channel (MRC) Logic:
What it measures:
• Distance from statistically “fair” price
• Uses volatility-adjusted bands (not fixed %)
Zones:
• Inner band = Normal mean oscillation
• Outer band = Exhaustion
• Beyond outer = Forced unwind / liquidation
Trade bias logic:
• Long allowed only if: price at or below lower outer band
• Short allowed only if: price at or above upper outer band
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Final Signal from all 3 (prints a triangle):
✅ Long setup
1. Active bullish imbalance is touched
2. RSI ≤ oversold
3. Price is at MRC oversold zone
✅ Short setup
1. Active bearish imbalance is touched
2. RSI ≥ overbought
3. Price is at MRC overbought zone
This is why signals are intentionally rare.
Donchian FlowDonchain Flow is a breakout indicator inspired by Donchian channels, using a customizable block size to detect market swings. It generates buy/sell signals only on high-volume breakouts (RVOL > threshold) in strong trends (ADX > threshold), filtering out noisy/choppy periods. Visuals include channel lines, regime background coloring (green: bullish, red: bearish, gray: weak trend), and labeled signals for optimal entries. Ideal for trend-following strategies. Despite its simplicity, it performs surprisingly well. I recommend reviewing it for scalping.
Ping-Pong Fade (BB + Absorption Proxy)Ping-Pong Fade is a short-term mean-reversion indicator designed to capitalize on range-bound, low-catalyst market conditions. The setup targets price extremes where directional follow-through fails and liquidity absorption occurs, causing price to revert back toward equilibrium.
When price reaches a statistical extreme (±2 standard deviations) without acceptance, aggressive orders are absorbed rather than expanded. This imbalance frequently leads to a controlled reversal back toward the mean.
1. Bollinger Band Extreme
Upper Band (2 SD) → potential short fade
Lower Band (2 SD) → potential long fade
2. Absorption Proxy (Tape Substitute)
Absorption is inferred using:
Volume expansion relative to recent average
Small candle body (lack of continuation)
Rejection from the Bollinger Band extreme
Signals
FADE ↑ → Long setup at lower band with absorption
FADE ↓ → Short setup at upper band with absorption
Signals are plotted directly on the chart and can be used with alerts.
Ideal Market Conditions
Sideways or rotational markets
Midday consolidation
Low-volatility environments
Liquid ETFs and large-cap stocks
Conditions to Avoid
Opening range expansion
Strong trend days
High-impact news or macro events






















