Ichimoku + VWAP + OBV + ATR Full System (NQ Daytrade)This script provides optimized scalping signals for BTC, designed mainly for the 15-minute timeframe.
Long/short entries are generated using VWAP band position and trend confirmation logic.
OBV momentum is used as a secondary filter to validate breakout or reversal conditions.
Exit signals are displayed when volatility compression or mean-reversion conditions occur.
Simple visual markers (triangles and circles) are included for easy decision-making.
롱/숏 삼각형 시그널
동그라미 청산 시그널
VWAP 밴드 기반 방향성
OBV 보조지표
이름 (Name)
BTC Scalping Signal – VWAP + OBV
짧은 설명 (Short Description)
VWAP 밴드와 OBV를 기반으로 방향성, 진입·청산 시그널을 제공하는 스캘핑 지표입니다.
긴 설명 (Long Description)
이 지표는 BTC 단기 스캘핑을 위해 설계된 것으로, 특히 15분봉 환경에 최적화되어 있습니다.
VWAP 밴드의 위치와 추세 판별 로직을 기반으로 롱·숏 진입 신호를 제공합니다.
OBV 모멘텀을 보조 필터로 사용하여 돌파 및 되돌림 가능성을 판단합니다.
시장 변동성이 축소되거나 평균회귀 신호가 감지될 때 청산 시그널을 표시합니다.
삼각형(진입), 원형(청산) 등 직관적 시각 요소를 통해 빠른 의사결정을 지원합니다.
Bänder und Kanäle
TrendStrike: The Pullback EngineTrendStrike: The Pullback Engine - The Ultimate Pullback entry System
ApexFlow: Sniper Pro is a complete day-trading system designed to filter out market noise and identify high-probability entries. It combines institutional trend filters, structural support & resistance, and volatility checks to ensure you only trade when the odds are stacked in your favor.
🎯 How It Works:
The "King" Filter (EMA 200):
White Line: The script forces you to trade with the major trend.
Rule: If price is Above the White Line, it only looks for LONGS. If Below, it only looks for SHORTS.
The Trend Cloud (SMA 50 vs SMA 100):
🔵 Blue Cloud: Bullish Trend. Look for buys on dips.
🟠 Orange Cloud: Bearish Trend. Look for sells on rallies.
⛔ The "Chop" Safety (ADX Filter):
The system includes an ADX volatility filter. If the market is chopping sideways (ADX < 20), the dashboard will go gray and ALL signals are blocked to save you from fake-outs.
🌊 Structural Support & Resistance:
Purple Lines: Major Resistance zones.
Blue Lines: Major Support zones.
Use these to take profits.
🚀 The Signals (Entry Guide):
The script waits for a Pullback to the trend line (SMA 50) and only fires if the price bounces with strong momentum and volume.
🚀 LONG SIGNAL (Green Rocket):
Trend is UP, Price dipped to the 50 SMA, then bounced with a Green Candle + High Volume.
Exit: A red Stop Loss line is drawn automatically below the candle.
🩸 SHORT SIGNAL (Red Drop):
Trend is DOWN, Price rallied to the 50 SMA, then rejected with a Red Candle + High Volume.
Exit: A green Stop Loss line is drawn automatically above the candle.
📊 The Dashboard:
Located on the left, it gives you a live readout of the market health:
MAJOR TREND: Tells you if you are in an UPTREND or DOWNTREND.
VOLUME: Shows the current candle's volume. It lights up Green for buying pressure and Red for selling pressure.
RTH & ETH VWAPs (Unified Style)AVWAP indicator showing only the current session. Shows ETH VWAP even when RTH is turned on. Has standard deviation and fills for settings.
Shannon Entropy (Quant Lab)🟦 Shannon Entropy = The level of "order" or "chaos" in the market.
This indicator gives you the answer to the question:
"Is the market currently orderly and understandable, or is it random and chaotic?"
No other classical indicator can accurately show this.
The value of Entropy is between 0 and 1:
⸻
🟩 1) Entropy = 0.0 – 0.3 → Structured, orderly, readable market
During these periods, the price:
• A trend forms • Ranges work clearly • Patterns (head & shoulders, flag, triangle) form smoothly • Systems like Z-score, VWAP, EMA work very cleanly • Data for modeling (algorithmic strategies, ML) is high quality
Think of this region as follows:
The market "works according to rules," it's easy to trade.
⸻
🟧 2) Entropy = 0.3 – 0.7 → Normal behavior region
In this region:
• Neither too orderly nor too chaotic
• Most systems operate at an average rate • We can say the market is healthy
It is tradable; however, the conditions are not perfect.
⸻
🟥 3) Entropy = 0.7 – 1.0 → Chaos / Noise / Manipulation region
This is the MOST DANGEROUS REGION OF THE MARKET.
What happens?
• Prices jump randomly left and right. • Wicks increase excessively. • Fake breakouts multiply. • The win rate of strategies decreases. • Trend-following systems constantly generate "false signals." • Even mean-reversion systems are caught off guard. • ML models learn junk data during these periods. • Generally, news, liquidation cascades, and manipulation periods increase entropy.
This period perfectly illustrates:
"There is no logic in this market right now — it's moving randomly."
Therefore, it's a period where you need to be very careful:
Reduce position size. • Trade less. • Avoid unnecessary risks. • Tighten stop losses. • Don't use leverage.
This is your risk alert panel.
⸻
🔥 The real superpower Entropy gives you: Trend selection and system selection
Entropy → Determines which strategy you will use.
✔ Low Entropy → Trend following or mean-reversion that works like a toy
✔ High Entropy → Even opening a trade is risky
✔ Normal Entropy → Most strategies work
Building a strategy without this information is unprofessional.
⸻
🧠 Critical summary (you can even copy and paste it as a description in TradingView):
Low entropy → market is structured, patterns & trends are reliable
High entropy → market is chaotic, noisy, unpredictable; avoid aggressive trading
Entropy tells you if your strategy has a high chance or low chance of working
⸻
🟦 Signals Entropy gives in practice:
🔹 Entropy is falling →
The market is stabilizing → A major trend or strong move is approaching.
🔹 Entropy is rising →
The market is becoming chaotic → Sudden spike, a period of trading in prayer mode, extra risk.
🔹 Low Entropy + VR > 1 + High ER → FULL TREND MARKET
A true “trend paradise” period.
🔹 Low Entropy + VR < 1 + High FDI → RANGE MARKET
A paradise of mean reversion.
🔹 High Entropy + High VoV → DANGEROUS PERIOD
Big explosions, news, and liquidations happen here.
⸻
⭐ IN SHORT:
Entropy = an indicator of how randomly the market behaves.
• 0–0.3 → regular, good, reliable market
• 0.3–0.7 → normal market
• 0.7–1.0 → chaotic, dangerous market
It tells you at a glance whether you should trade during this period or not.
Kernel EnvelopeKernel Envelope is a non-repainting dynamic band system designed to identify price overextension, trend exhaustion, volatility expansion, and high-probability reversal points.
Using a kernel-based smoothing technique, the indicator builds adaptive upper and lower envelopes that respond fluidly to market structure while maintaining exceptional stability for systematic trading.
These envelopes form the core of the system and allow traders to:
Detect bullish rebounds from the lower band
Detect bearish rejections from the upper band
Filter trend-following entries using volatility context
Identify zones where price is statistically stretched
Highlight exhaustion points during impulsive moves
The indicator also includes an integrated pivot-based trendline engine, which draws dynamic support and resistance levels derived from structural highs and lows.
These lines auto-extend forward and include breakout alerts, making them ideal for breakout traders, liquidity hunters, and structure-based strategies.
Key Features
Fully non-repainting envelope calculation
Adaptive smoothing responsive to market volatility
Clean gold/silver visual theme for maximum clarity
Glow-style rendering for enhanced band visibility
Automatic trendline generation using pivot points
Breakout alerts for upper and lower trendlines
Rebound and rejection alerts on envelope interaction
Works on all markets and timeframes
Whether you trade reversals, breakouts, or trend continuation setups, Kernel Envelope provides a reliable, low-noise framework for identifying high-quality trade signals.
Acknowledgment
This indicator is inspired by the original Nadaraya-Watson Envelope by LuxAlgo, whose work served as the foundation for further research and development.
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Lead/Lag Correlation (Quant Lab)How to use it? (Briefly)
• otherSymbol: The asset you think could be the leader
• Example: If you are on a BTC chart → BINANCE:ETHUSDT, TOTAL3, USDT.D etc.
• lagBars:
• If you say 5: You are looking to see if there is a correlation between the movement of the other instrument 5 bars ago and your current movement. • In other words, is the other one leading?
• corr (green/red line):
• Close to +1 → strong positive correlation
• Close to -1 → strong negative correlation
• Close to 0 → no correlation
Lead/Lag interpretation:
• If the correlation is high for a specific lagBars (e.g., 0.7+):
➜ The otherSymbol you chose could be a strong "leader" for your current chart. In other words, its movement 5 bars ago is now explaining yours.
Rolling Skewness & Kurtosis (Quant Lab)🔹 Skewness (Asymmetric Risk)
• Skew > 0 (green) → Right tail heavier:
• More frequent positive extreme movements
• Higher probability of pump/sharp rally
• Skew < 0 (red) → Left tail heavier:
• Higher risk of crash, dump, liquidation
• Skew ≈ 0 → Distribution is symmetrical, neither right nor left side is dominant
🔹 Excess Kurtosis (Intensity of Extreme Movements)
• Kurt > 0 → Fat tails:
• More extreme movements compared to a normal distribution
• Increased risk of unexpected large spikes, flash moves
• Kurt < 0 → Thin tail:
• More “calm” distribution, fewer extreme movements
This pair tells you:
“Which direction could this instrument explode in right now?
and has the intensity of extreme movements increased?”
Weekend Asia High/Low Dots + Trading Window (UTC+1)**Weekend Asia High/Low Dots & Trading Window** is a lightweight TradingView indicator designed to **mark the exact Asia session extremes on weekends (Saturday & Sunday)** and highlight predefined **trading time windows** with maximum clarity and minimal chart clutter.
The indicator focuses on **precision, simplicity, and manual trading workflows**.
---
### 🔍 Key Features
#### 🟢 Asia Session High & Low (Weekend Only)
* Tracks the **Asia session on Saturday and Sunday**
* Marks **exactly two points per session**:
* One dot at the **true wick high**
* One dot at the **true wick low**
* Dots are plotted **only once**, at the **end of the Asia session**
* **No lines, no boxes, no extensions** – just clean reference points
* Ideal for traders who prefer to **draw their own ranges manually**
#### 🟩 Trading Window Highlight
* Customizable **trading time windows** for Saturday and Sunday
* Displayed as a **clean outline box** (no background fill)
* Helps visually separate **range formation** from **active trading hours**
---
### ⏰ Time Handling
* All session times are defined in **UTC+1**
* Uses a **fixed UTC+1 timezone** (`Etc/GMT-1`) for consistent behavior
* Easily adjustable to other timezones if needed
---
### ⚙️ Customizable Inputs
* Asia session times (Saturday & Sunday)
* Trading session times (Saturday & Sunday)
* Optional trading window labels
* Easy point size adjustment directly in the code
---
### 🎯 Use Cases
* Weekend trading (Crypto, Indices, Synthetic markets)
* Asia range analysis
* Manual range drawing & breakout planning
* Clean, distraction-free chart layouts
---
### 🧠 Who Is This Indicator For?
* Price action traders
* Range & session-based traders
* Traders who prefer **manual chart markup**
* Anyone trading **weekends with structured time windows**
---
### 🛠 Technical Details
* Pine Script® **Version 6**
* Overlay indicator
* Optimized for clarity and performance
---
If you want, I can also provide:
* a **short description** (1–2 lines for the TradingView header)
* **tags & keywords** for better discoverability
* or a **version with user-adjustable dot size via Inputs**
Momentum Gamma StraddleExact definition of what that script does
1) Purpose
The script is a decision aid for intraday expiry-day ATM straddle trades. It detects intraday structure breakouts and signals candidate long straddle entries for Nifty or Sensex using price structure, volume, RSI momentum, and a user-supplied combined ATM premium value (CE + PE). It draws support/resistance, shows an info box, and raises alerts.
2) Inputs the user can change
Trading time window: startHour, startMin, endHour, endMin.
Structure lookback: res_lookback (how many candles to use to compute resistance/support).
Minimum candle body as fraction of candle range: min_body_pct.
Volume multiplier threshold: vol_mult (breakout candle volume must exceed vol_mult * sma5).
RSI length and thresholds: rsi_len, rsi_bull_thresh, rsi_bear_thresh.
Combined premium source: choose Manual or Symbol. If Manual, set manual_combined. If Symbol, provide a TradingView symbol that returns CE+PE combined ATM premium.
Combined premium acceptable band: min_combined_ok and max_combined_ok.
Profit target percent and SL percent (target_pct and sl_pct).
Misc pattern heuristics: min_res_hits (min tests of resistance inside lookback), low_slope_min (used to detect rising lows).
Micro-confirmation toggle, micro timeframe, nonrepaint option, show_entry_label toggle (in the later fixed versions some of these were added, but the earlier fixed script had basic combined_symbol options and a lookahead fallback).
3) Data calculated on each bar
Safety check hasEnough: true when bar_index >= res_lookback.
resistance: the highest high over res_lookback bars.
support: the lowest low over res_lookback bars.
res_hits: count of bars within lookback whose high is within a tolerance of resistance. Tolerance is 10 percent of the range between resistance and support.
low_slope: simple slope of lows over res_lookback bars.
body_pct: the candle body as a fraction of its high-low range. strong_body true when body_pct >= min_body_pct.
bull_breakout: true if hasEnough and current close > resistance and strong_body and res_hits >= min_res_hits.
bear_breakout: true if hasEnough and current close < support and strong_body and res_hits >= min_res_hits.
vol_sma5 and vol_ok: vol_ok true when current volume > vol_mult * vol_sma5.
rsi and rsi checks: rsi_bull_ok true if rsi >= rsi_bull_thresh; rsi_bear_ok true if rsi <= rsi_bear_thresh.
combined_premium: either the manual_combined input or the value read from combined_symbol via request.security. The script attempted a fallback to manual when the symbol was not valid.
combined_ok: true if combined_premium lies between min_combined_ok and max_combined_ok.
final signals: bull_signal when in_time_window and bull_breakout and vol_ok and rsi_bull_ok and combined_ok. bear_signal similar for bearish breakout.
4) Visual output and alerts
Plots resistance and support lines on the chart.
Plots a label shape "STRADDLE BUY" below the bar for bull_signal and above the bar for bear_signal.
Creates an info label (on last bar) that shows TimeOK, VolOK and vol ratio, RSI, Combined premium and whether it is OK, ResHits and LowSlope.
Sets two alertcondition events: "Bull Straddle BUY" and "Bear Straddle BUY" with a short candidate message. The alerts fire when the corresponding signal is true.
5) Execution assumptions you must follow manually
The script does not place any orders or compute option strike-level prices or greeks. It only flags candidate entry bars.
When combined_source is Manual you must type CE+PE yourself. The indicator will only accept the manual number and treat it as the combined premium.
When combined_source is Symbol the script uses request.security to read that symbol. For historical bars the indicator may repaint depending on lookahead settings. The earlier fixed script attempted to use request.security inside a conditional which leads to runtime or compile errors. You experienced that exact error.
6) Known implementation caveats and bugs you encountered
Pine typing issue with low_slope. The earlier version set low_slope = na without explicit type. That triggers the Pine error: "Value with NA type cannot be assigned to a variable that was defined without type keyword". This required changing to float low_slope = na.
The earlier version attempted to call request.security() inside an if block or conditional. Pine prohibits request.security in conditional blocks unless allowed patterns are followed. That produced the error you saw: "Cannot use request.* call within loops or conditional structures" or similar. The correct pattern is to call request.security at top-level and decide later which value to use.
If combined_symbol is invalid or not available on your TradingView subscription, request.security can return na and the script must fall back to manual value. The earlier fixed script attempted fallback but compiled errors prevented reliable behavior.
The earlier script did not include micro-confirmation or advanced nonrepaint controls. Those were added in later versions. Because of that, the earlier script may have given signals that appear to repaint on historical bars or may have thrown errors when using combined_symbol.
7) Decision logic summary (exact)
Only operate if current chart time is inside user set time window.
Only consider trade candidates when enough history exists for res_lookback.
Identify a resistance level as the highest high in the lookback. Count how many times that resistance was tested. Ensure the breakout candle has a strong body and volume spike. Ensure RSI is aligned with breakout direction.
Require combined ATM premium to be inside a user preferred band. If combined_symbol is used the script tries to read that value and use it; otherwise it uses manual_combined input.
If all the above conditions are true on a confirmed bar, the script plots a STRADDLE BUY label and triggers an alertcondition.
8) What the script does not do
It does not calculate CE and PE prices by strike. It only consumes or accepts combined premium number.
It does not compute greeks, IV, or OI. OI and IV checks must be done manually.
It does not manage positions. No SL management or automatic exits are executed by the script.
It does not simulate fills or account for bid/ask spreads or slippage.
It cannot detect off-exchange block trades or read exchange-level auction states beyond raw volume bars.
It may repaint historical labels if the combined_symbol was read with lookahead_on or the script used request.security in a way that repainted. The corrected final version uses nonrepaint options.
9) Manual checks you must always perform even when the script signals BUY
Confirm the live combined ATM premium and the bid/ask for CE and PE.
Check ATM IV and recent IV movement for a potential IV crush risk.
Check option OI distribution and recent OI changes for strike pinning or large player exposure.
Confirm CE and PE liquidity and depth. Wide spreads make fills unrealistic.
Confirm there is no scheduled news or auction within the next few minutes.
Confirm margin and position sizing fits your risk plan.
10) Quick testing checklist you can run now
Add the script to a 5-minute chart with combined_source = Manual.
Enter manual_combined equal to the real CE+PE at the moment you test.
Set startHour and endHour so the in_time_window is true for current time.
Look for STRADDLE BUY label on confirmed bars. Inspect the info box to see why it did or did not signal.
If you set combined_source = Symbol, verify the symbol exists and that TradingView returns values for it. If you previously saw the request.security error, that was caused by placing the request inside a conditional. The correct behavior is to call request.security unconditionally at top-level like in the final fixed version.
Two individual BB - AxeThis indicator combines two Bollinger Bands into a single script, designed for traders who utilize dual-band strategies but want to keep their chart and indicator list clean.
Instead of adding two separate indicators, this script allows you to manage two Bollinger Bands within one interface. It maintains the full flexibility of the classic Bollinger Bands while adding independent toggles for better visibility control.
BALA'S Indicator - Dynamic + 5-Min + Pre-Market LevelsINTRADAY Strategy on Nifty with 15min Candle Setup.
Fractal Dimension (Katz, Quant Lab)This indicator estimates the Katz Fractal Dimension of the price series over a rolling window.
It computes:
• L = sum of absolute price changes within the window
• d = maximum distance between any point and the first point in the window
• n = window length
Then applies Katz’s formula:
FDI = ln(n) / (ln(n) + ln(d / L))
The resulting Fractal Dimension typically lies between 1.0 and 2.0:
• FDI ≈ 1.0–1.3 → Strong, directional trend (low randomness)
• FDI ≈ 1.3–1.5 → Mixed / transitional behavior
• FDI ≈ 1.5–2.0 → Noisy, choppy, mean-reverting / range market
Variance Ratio & Efficiency Ratio (Quant Lab)1️⃣ Variance Ratio (VR)
Formula:
VR ≈ Var(q-step returns) / (q × Var(1-step returns))
Interpretation:
• VR ≈ 1 → The market is like a random walk; neither trend nor mean-reversion is dominant.
• VR > 1 → Trend behavior is dominant.
• Trend-following systems (EMA, Supertrend, breakout) work better.
• VR < 1 → Mean-reversion is dominant.
• Range/reversal strategies (Z-score, Bollinger fade, RSI reversal) work better.
In short:
• VR > 1 → Trending market
• VR < 1 → Mean-reverting market
This tells you:
“Should I build a trend system or a mean-reversion system for this instrument?”
⸻
2️⃣ Efficiency Ratio (ER)
Formula logic:
ER = |Close_now – Close_n-bars-ago| / Σ|Close_i – Close_{i+1}|
In other words:
• Numerator → Net movement over N bars
• Denominator → Total noise over N bars
Interpretation:
• ER ≈ 1 → The price has moved in almost a straight line in one direction.
→ The trend is very efficient, noise is low.
• ER ≈ 0 → The price has fluctuated a lot but hasn't gone anywhere definitively.
→ A complete noise/range market.
This tells you:
“How clear is the trend in this last N bars, and how much noise is there?”
⸻
🔥 The intelligence provided by both together:
• VR > 1 and ER is high (0.6–1.0) →
➜ Strong, high-quality trend. Golden age for trend-following.
• VR > 1 but ER is low (0.2–0.4) →
➜ Trend exists but there is a lot of noise, many fake movements. • VR < 1 and ER is low →
➜ Net range / sideways market. Ideal for mean-reversion.
Rolling Z-Score (Quant Lab)What does this Z-Score measure?
• src (default = close) → the value of the series you selected
• len → the window you are measuring based on the average of the last few bars
• Z ≈ 0 → price close to the average
• Z > 2 → price 2 standard deviations above the average (extremely positive deviation)
• Z < -2 → 2 standard deviations below the average (extremely negative deviation)
In modern mean-reversion strategies:
• Z > +2 → short / take profit candidate
• Z < –2 → long / dip buy candidate
DR/IDR, fractals, break + EMA Clouds + VWAPThis indicator is a powerful, multi-layered trading tool that combines three distinct forms of market analysis—volume, trend, and opening volatility—onto a single chart.
1. Opening Range Breakout (ORB) System
This is the foundation of the indicator, designed to capture the initial volatility and set key price boundaries for the trading day.
Time Focus: The indicator's primary analysis is centered on a specific, user-defined time period (default is 9:30 AM to 10:30 AM New York Time). Nothing related to the ORB drawing will appear on the chart before this session starts.
Wick High/Low (The Trigger): These lines track the absolute highest and lowest prices reached during the time window. They define the full extent of the initial range and are used to determine when a genuine breakout occurs.
Body High/Low (The Range & Targets): These lines track the highest and lowest open/close prices of the candles within the session. This area forms the central, shaded zone, representing the core consolidation area.
Range Shading: The background between the Body High and Body Low is shaded, but this visual feature only appears during the active forming time window (e.g., 9:30 AM to 10:30 AM) to maintain chart clarity.
Fractals: While the range is forming, the indicator detects 5-bar Williams Fractal patterns that occur inside the range. These small triangles (▲ or ▼) highlight minor reversal points established by the early trading action.
Breakout Signal: After the user-defined time window closes, the indicator waits. If a subsequent candle's price moves above the Wick High or below the Wick Low, a "BREAK" label is displayed on that candle. It is programmed to label only the first decisive break in each direction per day.
Extension Targets: When a breakout occurs, target lines are automatically projected above the Body High (for a bullish break) or below the Body Low (for a bearish break). The distance between these targets is calculated based on a user-defined fraction (e.g., 0.5 steps) of the total height of the Body Range.
Line Cutoff: For tidiness, you can set a "Stop Time" (e.g., 4:00 PM) after which the ORB lines will automatically disappear.
2. EMA Clouds (Trend and Momentum)
Four distinct Exponential Moving Average (EMA) clouds are plotted to provide a dynamic, multi-speed view of the market's trend and momentum.
Structure: Each "Cloud" is the shaded area between two EMAs (one shorter length and one longer length). The indicator includes four customizable pairs (defaulting to common settings like 8/9, 8/14, 34/50, and 14/21).
Trend Coloring: The clouds are color-coded:
Bullish (Greenish): The shorter EMA is trading above the longer EMA, signaling upward momentum.
Bearish (Reddish): The shorter EMA is trading below the longer EMA, signaling downward momentum.
Application: These clouds are used to confirm the overall market direction or identify potential zones of support and resistance.
3. Volume-Weighted Average Price (VWAP)
The VWAP is a crucial anchor for measuring the market's efficiency throughout the trading day.
Function: It calculates the average price of the asset, giving more weight to prices where higher volume was traded.
Context: It helps traders quickly determine if the current price is trading at a premium (above VWAP) or a discount (below VWAP) relative to the day's volume.
Reset: The VWAP line automatically resets at the beginning of each trading day.
Customization: The VWAP line can be toggled on or off, and its color and width are fully adjustable.
Standard Deviation Levels with Settlement Price and VolatilityStandard Deviation Levels with Settlement Price and Volatility.
This indicator plots the standard deviation levels based on the settlement price and the implied volatility. It works for all Equity Stocks and Futures.
For Futures
Symbol Volatility Symbol (Implied Volatility)
NQ VXN
ES VIX
YM VXD
RTY RVX
CL OVX
GC GVZ
BTC DVOL
The plot gives you an ideas that the price has what probability staying in the range of 1SD,2SD,3SD ( In normal distribution method)
Please provide the feedback or comments if you find any improvements
In-Range Rolling SL
In-Range Rolling SL Indicator Guide
The In-Range Rolling SL indicator is a dynamic stop-loss system designed for intraday trading that identifies squeeze conditions and trade entry opportunities based on rolling price windows.
Core Concept
The indicator analyzes the highest high and lowest low over a defined lookback period (default: 2 candles) to establish an "in-range" zone. When price stays within this range without breaking either boundary, it creates a squeeze condition—signaling potential breakout opportunities.
Trading Strategy
Wait for the Squeeze Setup
The most effective approach is to wait for the in-range stop-loss squeeze to form. This occurs when both the long SL (green line) and short SL (red line) are active simultaneously, indicated by the yellow status dot (🟡) in the indicator table. Analyze the wick high/close relationship against the in-range SL while price remains compressed—this setup identifies which side is more likely to break first.
Entry Timing and Risk Management
Long Entry: Enter when a candle closes above the in-range short SL (red line) without any wick above it. This "perfect breakout candle" confirms bullish momentum. Your entry should be around the region, with your stop-loss placed just below the top of the breakout candle's high.
Short Entry: Enter when a candle closes below the in-range long SL (green line). The stop-loss for short trades should be set 34.26 points above your entry for appropriate risk protection.
Risk-Reward Considerations
If you enter at the low of a breakout candle, expect only 8.26 points of drawdown potential. However, if you accidentally go long and your stop gets hit, you'll experience the full in-range stop-loss distance as your loss.
Advanced Techniques
Failed Breakout Trap: If a follow-up candle doesn't make a higher high after the initial breakout, consider adding a "winner" for compensation rather than holding for a trap. When your buy-stop sits on top of the breakout candle high, this isn't a valid long trade setup.
Flip Trade Opportunity: In-range stop-loss attempts to flip often provide ideal entry points. If the up candle doesn't break the previous low, this validates the long continuation.
Long Scalp Trading: A failed long scalp can be traded if you missed the initial market open down-up-down trend. With a stop-loss of 34 points and potential profit exceeding 50 points, this provides favorable risk-reward ratios.
Sustained Loss Management: Stop-loss for long positions should target 26 points maximum loss. The indicator automatically invalidates stop-losses when price violates them, keeping your chart clean for the next setup.
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In-Range Rolling SL Indicator Guide
The In-Range Rolling SL indicator is a dynamic stop-loss system designed for intraday trading that identifies squeeze conditions and breakout opportunities based on rolling price windows.
How the Indicator Works
The indicator tracks the highest high and lowest low over your selected lookback period (default: 2 candles) to establish dynamic support and resistance levels. These levels create an "in-range" zone that adapts as new price action develops.
Visual Components
Green Line (Long SL): The rolling window's lowest low - your stop-loss level for long positions
Red Line (Short SL): The rolling window's highest high - your stop-loss level for short positions
Status Indicators:
🟡 Yellow: Squeeze condition (both SLs active)
🟢 Green: Long-only setup
🔴 Red: Short-only setup
⚪ White: Neutral (no active SLs)
The Squeeze Setup Strategy
Step 1: Wait for the Squeeze
The most effective way to use the In-Range Rolling SL is to wait for the in-range stop-loss squeeze to form. During the squeeze, both the green and red lines are active, meaning price has stayed within the rolling window without breaking either boundary. This compression phase indicates that it's "go time" to prepare your trade.
While in the squeeze, analyze the wick high/close relationship against the in-range SL levels. This analysis helps you determine which side is more likely to split when the breakout occurs.
Step 2: Identify the Perfect Breakout
Long Breakout: A perfect breakout candle should close above the in-range stop-loss high (red line) without any wick above it. This clean breakout demonstrates strong momentum and reduces the risk of a false breakout.
Short Breakout: Look for a candle that closes below the in-range SL low (green line), indicating a short-side trade is coming up.
Step 3: Entry Execution
Long Entry: Your entry should be around the region of the breakout. Position your stop-loss just below the top of the breakout candle's high. This placement protects you from failed breakouts while giving the trade room to develop.
Short Entry: Enter as the candle closes below the in-range SL low. The stop-loss for short-side trades is typically 34.26 points of potential loss based on the indicator's measurements.
Risk-Reward Analysis
Entry at Breakout Low
If you enter here at the low of the breakout candle, you're looking at only 8.26 points of drawdown potential. This represents your best-case entry scenario.
Accidental Wrong-Side Entry
However, if you accidentally go long here and your stop gets hit, you'll experience the full in-range stop-loss distance as your loss. This emphasizes the importance of waiting for clear breakout confirmation.
Long Scalp Opportunity
A failed long scalp can be traded here if you missed the market open down-up-down trend. With a stop-loss of 34 points and potential profit greater than 50 points, this setup offers a favorable risk-reward ratio of approximately 1:1.5.
Advanced Trade Management
Failed Breakout Recognition
Follow-Up Candle Validation: If a follow-up candle did not make a higher high than the breakout candle, this could be a trap. Your buy-stop on top of the breakout candle high is not a valid long trade setup in this scenario. Consider adding a "winner" for compensation rather than holding through the potential reversal.
Flip Trade Opportunities
In-range stop-loss tries to flip to the other side often provide excellent entries. If the up candle did not break the previous low, this validates the long continuation and suggests the squeeze is resolving to the upside.
Sustained Position Management
Stop-Loss Guidelines: Stop-loss for long positions should be 26 points of maximum loss. The indicator table displays the delta (Δ) showing your real-time distance to the active stop-loss, helping you manage risk dynamically.
Entry Timing: Your entry should be around the region where the breakout confirms, rather than chasing price after a large move. In order to prepare your trade, position your stop-loss on top of the breakout candle's high for long trades.
Practical Example from the Chart
Looking at the MNQ1! chart, you can see multiple squeeze formations throughout the session. The most notable sequence shows:
An initial downtrend creating a squeeze setup
A perfect breakout candle closing above the red line without upper wick
The subsequent candle validating the move
Later, a failed breakout attempt that created a short opportunity
Multiple flip attempts that provided re-entry points for scalpers
The indicator's table in the top-right continuously updates with the current SL levels, gap size, candle size, and delta values - giving you all the information needed to assess each trade's risk-reward profile in real-time.
SCOTTGO Advanced MACD🌟 Custom MACD: Enhanced Visuals & Crossover Signals
This indicator is a highly customized version of the traditional Moving Average Convergence Divergence (MACD) oscillator, designed to provide clear, immediate visual confirmation of signal line crossovers and zero-line crossings.
Core Features:
MACD Crossover Shadow Fill: The area between the MACD line and the Signal line is filled with a customizable shadow. This instantly visualizes whether the MACD is above (bullish crossover) or below (bearish crossover) the Signal line.
Signal Crossover Markers (Arrows & Dots):
Crossover Dot: A small, configurable solid dot is plotted exactly at the point where the MACD and Signal lines intersect, providing pinpoint accuracy for the crossover event.
Crossover Arrows: Customizable up (green) and down (red) arrows are plotted using a small numerical offset from the crossover point, ensuring visibility without cluttering the indicator lines.
Zero-Line Crossing Markers: Distinct, small markers (circles/diamonds) are used to signal when the MACD line crosses the zero line, indicating a shift in momentum relative to the baseline.
Customizable MA Type: The user can select either Exponential Moving Average (EMA) or Simple Moving Average (SMA) for both the MACD oscillator calculation and the signal line calculation.
This indicator is ideal for traders who rely on MACD crossovers and require precise, configurable visual feedback directly on the chart.
Liquidity Sweep + FVG Entry Model//@version=5
indicator("Liquidity Sweep + FVG Entry Model", overlay = true, max_labels_count = 500, max_lines_count = 500)
// Just to confirm indicator is loaded, always plot close:
plot(close, color = color.new(color.white, 0))
// ─────────────────────────────────────────────
// PARAMETERS
// ─────────────────────────────────────────────
len = input.int(5, "Liquidity Lookback")
tpMultiplier = input.float(2.0, "TP Distance Multiplier")
// ─────────────────────────────────────────────
// LIQUIDITY SWEEP DETECTION
// ─────────────────────────────────────────────
lowestPrev = ta.lowest(low, len)
highestPrev = ta.highest(high, len)
sweepLow = low < lowestPrev and close > lowestPrev
sweepHigh = high > highestPrev and close < highestPrev
// Plot liquidity levels
plot(lowestPrev, "Liquidity Low", color = color.new(color.blue, 40), style = plot.style_line)
plot(highestPrev, "Liquidity High", color = color.new(color.red, 40), style = plot.style_line)
// ─────────────────────────────────────────────
// DISPLACEMENT DETECTION
// ─────────────────────────────────────────────
bullDisp = sweepLow and close > open and close > close
bearDisp = sweepHigh and close < open and close < close
// ─────────────────────────────────────────────
// FAIR VALUE GAP (FVG)
// ─────────────────────────────────────────────
bullFVG = low > high
bearFVG = high < low
// we’ll store the last FVG lines
var line fvgTop = na
var line fvgBottom = na
// clear old FVG lines when new one appears
if bullFVG or bearFVG
if not na(fvgTop)
line.delete(fvgTop)
if not na(fvgBottom)
line.delete(fvgBottom)
// Bullish FVG box
if bullFVG
fvgTop := line.new(bar_index , high , bar_index, high , extend = extend.right, color = color.new(color.green, 60))
fvgBottom := line.new(bar_index , low, bar_index, low, extend = extend.right, color = color.new(color.green, 60))
// Bearish FVG box
if bearFVG
fvgTop := line.new(bar_index , low , bar_index, low , extend = extend.right, color = color.new(color.red, 60))
fvgBottom := line.new(bar_index , high, bar_index, high, extend = extend.right, color = color.new(color.red, 60))
// ─────────────────────────────────────────────
// ENTRY, SL, TP CONDITIONS
// ─────────────────────────────────────────────
var line slLine = na
var line tp1Line = na
var line tp2Line = na
f_deleteLineIfExists(line_id) =>
if not na(line_id)
line.delete(line_id)
if bullDisp and bullFVG
sl = low
tp1 = close + (close - sl) * tpMultiplier
tp2 = close + (close - sl) * (tpMultiplier * 1.5)
f_deleteLineIfExists(slLine)
f_deleteLineIfExists(tp1Line)
f_deleteLineIfExists(tp2Line)
slLine := line.new(bar_index, sl, bar_index + 1, sl, extend = extend.right, color = color.red)
tp1Line := line.new(bar_index, tp1, bar_index + 1, tp1, extend = extend.right, color = color.green)
tp2Line := line.new(bar_index, tp2, bar_index + 1, tp2, extend = extend.right, color = color.green)
label.new(bar_index, close, "BUY Entry FVG Retest SL Below Sweep",
style = label.style_label_up, color = color.new(color.green, 0), textcolor = color.white)
if bearDisp and bearFVG
sl = high
tp1 = close - (sl - close) * tpMultiplier
tp2 = close - (sl - close) * (tpMultiplier * 1.5)
f_deleteLineIfExists(slLine)
f_deleteLineIfExists(tp1Line)
f_deleteLineIfExists(tp2Line)
slLine := line.new(bar_index, sl, bar_index + 1, sl, extend = extend.right, color = color.red)
tp1Line := line.new(bar_index, tp1, bar_index + 1, tp1, extend = extend.right, color = color.green)
tp2Line := line.new(bar_index, tp2, bar_index + 1, tp2, extend = extend.right, color = color.green)
label.new(bar_index, close, "SELL Entry FVG Retest SL Above Sweep",
style = label.style_label_down, color = color.new(color.red, 0), textcolor = color.white)
Terils 1hr HTF EMA Add-On EMA 50/100its EMA 50 and EMA 100 in 1 her time frame.
its EMA 50 and EMA 100 in 1 her time frame.
its EMA 50 and EMA 100 in 1 her time frame.
its EMA 50 and EMA 100 in 1 her time frame.
its EMA 50 and EMA 100 in 1 her time frame.
Volatility Value BandsThis indicator is a modern adaptation of Mark Helweg's original Value Charts concept, focused on visually displaying volatility zones and "extreme value" areas directly on the price chart. It does not replicate the original work but draws inspiration from the logic of normalizing price by volatility to highlight statistically stretched regions.
1. Introduction
This study displays three lines directly on the chart:
- a central reference line (base),
- an upper overvaluation band,
- and a lower undervaluation band.
The bands are calculated from the relationship between price, moving average, and volatility (via true range/ATR), following Mark Helweg's Value Charts concept but with a custom implementation and adjustable parameters for different assets and timeframes. This allows objectively visualizing when price is in a statistically extended region relative to its recent behavior.
2. Key Features
- Volatility-normalized base
The indicator converts price deviation into "value units" using a combination of moving average and smoothed volatility (true range/ATR), making levels comparable across different assets and time horizons.
- Auto-adjusting limits (optional)
An automatic mode can calculate upper and lower limits from recent value unit extremes, using a configurable sampling window and percentile, allowing bands to adapt to the current volatility regime without manual recalibration.
- Direct plot on price chart
The three lines (central, upper, and lower) are drawn directly on the main asset chart (`overlay`), making it easy to read context: it's clear when price "touches" or breaks the volatility bands without switching to a separate pane.
- Flexible parameters
Users can control:
- base moving average period (length)
- volatility factor (manual or automatic)
- independent windows for volatility and limits calculation
- limits mode (auto or manual) and percentile used
This allows adapting behavior to different markets (stocks, indices, forex, crypto).
3. How to Use
- Basic interpretation
- When price approaches or exceeds the upper band, it indicates a statistically overvalued zone where the asset is stretched upward relative to recent volatility.
- When price approaches or exceeds the lower band, it indicates a statistically undervalued zone.
- The central line serves as a reference for recent "average value," derived from the base moving average.
- Recommended initial setup
- Choose the Value Chart period (e.g., 144 bars) for the base.
- Enable automatic limits mode for coherent bands matching the asset's volatility.
- Adjust the limits window and percentile for tighter bands (more signals) or wider bands (fewer but more extreme).
- Best practices
- Use bands as context filters, not standalone buy/sell signals. Combine with trend, market structure, or other confirmation indicators.
- Avoid decisions solely because price touched a band; in strong trends, price can "walk the edge" for extended periods.
- Always follow TradingView community rules when publishing: clearly state in the description that the study is "inspired by Mark Helweg's Value Charts concept," without claiming official status, reproducing proprietary code, or violating copyrights.
BB latif Multi MAThis is a version of the Bollinger Band with the addition of the "but" averaging method. It gives good results in different timeframes and I think it's better than simple or exponential averaging. I use the values 20-2.4-40.
