BTC - VERI - Valuation & Entity Ratio IndexVERI: Valuation & Entity Ratio IndexObservation-only.
Data: IntoTheBlock.
Overview & Philosophy
The name VERI is derived from the Latin Veritas (Truth). In a crypto market often driven by deceptive speculative noise, this indicator seeks to establish the "On-Chain Truth" of a price trend.
It operates on the thesis that price action is only sustainable when verified by high-conviction capital flows.VERI is a fundamental composite oscillator that fuses Entity Behavior (Who is holding?) with Network Valuation (Is the price fair?) to identify Bitcoin market cycle extremes.
The "Alpha"
Why this Composite stands out: on-chain metrics often tell only half the story.
MVRV tells you if the price is cheap, but not if anyone is actually buying.
Whale Activity tells you if large players are moving, but not if they are accumulating at a value discount.
VERI fuses these two dimensions into a single Z-Score. It identifies the rare, high-probability moments where Smart Money Conviction intersects with Deep Value.
Methodology
The Mathematics of VERI: The indicator constructs a composite index using three fundamental metrics from IntoTheBlock:
The "Who" (Entity Ratio) : We calculate the flow ratio between Whales (>1% supply holders) and Retail (<0.1% supply holders). A rising ratio indicates supply is transferring from weak hands to strong hands.
The "Why" (Valuation Multiplier) : We utilize the MVRV (Market Value to Realized Value) ratio. To isolate value opportunities, we use the inverse (1 / MVRV).
The Fusion : These factors are multiplied to create the raw VERI index.
Normalization & Inversion
We apply a rolling Z-Score (standard deviation from the mean) and invert the result.
How to Interpret the Indicator
Because the output is inverted, the visual logic matches price action intuitively:
🟥 Distribution Zone (High Values > 1.5):
The Signal: "Low Conviction Overvaluation."
Context: The price is historically expensive relative to the cost basis (High MVRV), and Whales are distributing coins to Retail.Implication: Historically precedes macro tops or deep corrections.
🟩 Accumulation Zone (Low Values < -1.5):
The Signal: "High Conviction Undervaluation."Context: The price is historically cheap (Low MVRV), and Whales are aggressively accumulating relative to Retail.
Implication: Historically precedes macro bottoms and generational entry points.
Zero Line : Represents the historical baseline. A crossover of the zero line often confirms a regime shift (e.g., from Bear to Bull).
Visual Guide & Features
Dynamic Coloring: The line turns Red in the Distribution Zone, Blue in the Accumulation Zone, and Orange during neutral trends.
Zone Labels: Static labels are pinned to the left side of the chart for immediate context.
The "Data Check" Monitor (Status Table): Since this indicator relies on third-party fundamental data, we have included a diagnostic table in the bottom-right corner.
Data Check Monitor Guide
STATUS: LIVE (Green): The indicator is functioning correctly. All data feeds (Whales, Retail, MVRV) are being retrieved successfully.
STATUS: WAIT (Red): The indicator cannot retrieve data. This might happen for some reasons, e.g. your TradingView plan may not support IntoTheBlock integration.
Settings
Lookback Period (Default: 365): The window used for Z-Score normalization. We use a full year to smooth out seasonal volatility.
Smoothing (Default: 7): A 7-day smoothing is applied to the signal to filter out daily noise.
Zone Thresholds: Users can customize the specific Z-Score levels for the Distribution and Accumulation bands.
Disclaimer
This script is for research and educational purposes only. It uses historical on-chain data to visualize market structure and does not constitute financial advice. Past performance of whale entities does not guarantee future results.
Tags
bitcoin, btc, on-chain, mvrv, whales, valuation, fundamentals, cycle, oscillator, veri
Zyklen
Nexural ORB Nexural ORB - Multi-Timeframe Opening Range Breakout Indicator
Introduction
This indicator was built out of frustration. After testing dozens of ORB tools, both free and paid, I found that most of them either did too little or cluttered the chart with unnecessary information. The Opening Range Breakout is one of the oldest and most reliable intraday strategies, yet most indicators treat it as an afterthought - just a box on the chart with no context.
This is not that kind of indicator.
The Nexural Ultimate ORB tracks the Opening Range across three timeframes simultaneously, provides quality scoring to help you identify high-probability setups, detects when multiple levels align for confluence, and now includes historical ORB data so you can scroll back and review previous sessions. It does not tell you when to buy or sell. It does not promise profits. What it does is give you clean, accurate levels with the context you need to make informed decisions.
I am going to be completely transparent about what this indicator does, how it works, what it does well, and where it falls short. If you are looking for a magic solution that prints money, this is not it. If you are looking for a professional-grade tool that will become a permanent part of your charting setup, keep reading.
What Is The Opening Range Breakout
Before diving into the indicator itself, let me explain the strategy it is built around.
The Opening Range is simply the high and low price established during the first portion of the trading session. For US equities and futures, this typically begins at 9:30 AM Eastern Time. The theory behind trading the Opening Range is straightforward: the first 15, 30, or 60 minutes of trade often sets the tone for the rest of the day. Institutional traders, algorithms, and market makers are all actively positioning during this window, and the levels they establish become reference points for the remainder of the session.
When price breaks above the Opening Range High, it suggests bullish momentum and the potential for continuation higher. When price breaks below the Opening Range Low, it suggests bearish momentum and the potential for continuation lower. The strategy has been used by floor traders for decades and remains relevant today because the underlying market dynamics have not changed - the open is when the most information gets priced in, and the levels established during that period matter.
This indicator does not trade the ORB for you. It identifies the levels, tracks multiple timeframes, and provides context. The actual trading decisions are yours.
How The Opening Range Is Calculated
The indicator calculates the Opening Range for three timeframes:
The 15-Minute ORB captures the high and low from 9:30 AM to 9:45 AM. This is the shortest timeframe and typically produces the tightest range. Breakouts from the 15-minute ORB tend to occur earliest in the session and can provide early directional signals, though they are also more prone to false breakouts due to the narrow range.
The 30-Minute ORB captures the high and low from 9:30 AM to 10:00 AM. This is considered by many institutional traders to be the most significant timeframe. The 30-minute window allows enough time for the initial volatility to settle while still capturing the core opening activity. Many professional trading desks reference the 30-minute ORB as their primary intraday framework.
The 60-Minute ORB captures the high and low from 9:30 AM to 10:30 AM. This is the widest range and produces fewer signals, but those signals tend to be more reliable. The 60-minute ORB is particularly useful on high-volatility days when the 15 and 30-minute ranges get quickly violated.
The calculation itself is simple. As each bar completes during the opening period, the indicator compares the current high and low to the stored values and updates them if new extremes are reached. Once the timeframe completes, the levels lock in and do not change for the rest of the session.
I want to be absolutely clear about one thing: there is no repainting. The ORB levels are calculated in real-time as the opening period develops. Once a timeframe completes, those levels are final. You will not look back at your chart and see different levels than what appeared in real-time. This is critically important for any indicator you use for actual trading decisions.
Visual Hierarchy and Line Styles
One of the main problems with multi-timeframe indicators is visual clutter. When you have six lines on the chart representing three different ORBs, it becomes difficult to quickly identify which level belongs to which timeframe.
This indicator solves that problem through a clear visual hierarchy. Each timeframe has its own color, line width, and line style, all of which are fully customizable.
By default, the 15-Minute ORB uses solid lines with the heaviest weight. This makes it the most prominent on the chart because it is typically the first level to be tested and often the most actively traded.
The 30-Minute ORB uses dashed lines with a medium weight. This keeps it visible but clearly secondary to the 15-minute levels.
The 60-Minute ORB uses dotted lines with a medium weight. This places it in the background as a reference level rather than an active trading zone.
You can change any of these settings. If you prefer to trade the 30-minute ORB exclusively, you can make it solid and bold while keeping the others subtle. If you only want to see the 60-minute ORB, you can disable the other two entirely. The flexibility is there because every trader has different preferences.
The dashboard in the top right corner of the chart displays the corresponding line style next to each timeframe, so you always know which line on the chart matches which row in the dashboard.
The Quality Scoring System
Not every Opening Range is worth trading. Some days produce tight, clean ranges with strong follow-through. Other days produce wide, choppy ranges that lead to multiple false breakouts. One of the most valuable features of this indicator is the Quality Score, which grades each session from A-plus down to C.
The Quality Score is calculated based on several factors:
Range Size is the most important factor. The indicator compares the current ORB range to the average daily range over the past 20 sessions. A tight range, defined as less than 40 percent of the average daily range, receives the highest score. The logic here is simple: tight ranges indicate consolidation, and consolidation often precedes expansion. When the ORB is tight, a breakout has more room to run.
A normal range, between 40 and 80 percent of the average daily range, receives a moderate score. These are typical trading days without any particular edge from a range perspective.
A wide range, greater than 80 percent of the average daily range, receives the lowest score. When the ORB is already wide, much of the day's move may have already occurred during the opening period, leaving less opportunity for breakout continuation.
Volume is the second factor. Above-average volume during the opening period indicates genuine institutional participation. The indicator compares the current volume to the 20-bar average. Significantly elevated volume adds to the quality score, while below-average volume does not penalize the score but does not help it either.
Day of Week matters more than most traders realize. Statistical studies of market behavior consistently show that Tuesday, Wednesday, and Thursday produce cleaner trending days than Monday or Friday. Monday mornings often see erratic price action as the market digests weekend news and repositions. Friday afternoons often see reduced participation as traders close out positions before the weekend. The quality score reflects these tendencies by adding points for mid-week sessions and subtracting points for Monday mornings and Friday afternoons.
Overnight Activity is relevant primarily for futures traders. If the overnight session produced a significant range, defined as greater than half of the average true range, it suggests that institutions were active during the overnight hours. This often leads to more directional behavior during the regular session.
The quality score is displayed in the dashboard as a letter grade. A-plus indicates excellent conditions across multiple factors. A indicates good conditions. B indicates average conditions. C indicates below-average conditions that warrant caution.
I want to be honest about the limitations of this system. The quality score is a guideline, not a guarantee. A C-rated day can still produce a profitable breakout. An A-plus day can still result in a failed breakout that reverses. The score helps you calibrate your expectations and position sizing, but it does not predict the future.
Confluence Detection
Confluence occurs when multiple significant price levels cluster together within a tight range. When the 15-minute ORB high aligns with the overnight high, or when the ORB low sits right at the session opening price, you have confluence. These zones tend to produce stronger reactions because multiple types of traders are watching the same level.
The indicator automatically detects confluence using a tolerance-based system. By default, the tolerance is set to 0.15 percent of price. This means that if two levels are within 0.15 percent of each other, they are considered confluent.
The levels that are checked for confluence include the Session Opening Price, which is the exact price at 9:30 AM. This level matters because it represents the point where the market transitioned from overnight to regular session trading. Many traders reference the opening print throughout the day.
The Overnight High and Low are also checked. For futures markets, this includes all trading from 6:00 PM the previous evening through 9:29 AM. For stocks, this includes extended hours trading. These levels represent the extremes established before the regular session began.
Finally, the indicator checks whether the ORB levels from different timeframes align with each other. When the 15-minute high matches the 30-minute high, that level gains additional significance.
When confluence is detected, two things happen on the chart. First, the affected ORB line changes color to gold, making it visually obvious that this level has additional significance. Second, the dashboard displays a Confluence row at the bottom, alerting you to the condition.
The Confluence label also appears directly on the chart, positioned within the ORB zone so you can immediately see where the confluence exists.
Smart Label System
A common problem with indicators that display multiple price levels is label overlap. When you have six ORB levels plus auxiliary levels like the session open and overnight high and low, the right side of the chart can become a cluttered mess of overlapping text.
This indicator solves that problem with a smart labeling system that combines matching levels. If the 15-minute low, 30-minute low, and 60-minute low are all at the same price, instead of displaying three separate labels, the indicator displays a single label that reads 15L/30L/60L followed by the price.
The system uses a tolerance of 2 percent of the ORB range to determine whether levels are close enough to combine. This keeps the labels clean while still displaying separate labels when levels are meaningfully different.
The labels are positioned to the right of the current price action, extending beyond the last bar so they remain visible as new bars form. Each label includes the level identifier and the exact price value.
Historical ORB Display
This feature addresses one of the most common limitations of ORB indicators: the inability to see previous sessions when scrolling back through your chart.
With the history feature enabled, the indicator stores ORB data for up to 20 previous sessions. When you scroll back in time, you will see the ORB levels for each historical session, drawn from the session start to the session end.
Historical ORBs are displayed with slightly faded colors, using 50 percent transparency compared to the current session. This creates a clear visual distinction between current and historical levels while still allowing you to analyze past price action relative to those levels.
The history depth is configurable. You can set it anywhere from 1 to 20 days depending on your needs. If you primarily care about the current session and the previous day for context, set it to 1 or 2. If you want to analyze an entire week or more of ORB behavior, increase the setting.
You can also disable the history feature entirely by enabling Current Session Only mode. This returns the indicator to showing only the active session, which some traders prefer for a cleaner chart during live trading.
Breakout Detection and Filters
The indicator marks breakouts with triangle signals. A green triangle below the bar indicates a bullish breakout above the ORB high. A red triangle above the bar indicates a bearish breakout below the ORB low.
However, not every crossing of an ORB level represents a valid breakout worth acting on. The indicator includes several filters to reduce false signals.
The Volume Filter requires that volume on the breakout bar be at least 1.2 times the 20-bar average volume. You can adjust this multiplier in the settings. The logic is straightforward: breakouts on weak volume are more likely to fail. A genuine breakout that is going to follow through should be accompanied by above-average participation.
The Time Filter prevents breakout signals after a specified hour. The default is 2:00 PM Eastern. The rationale is that late-session breakouts often lack follow-through because there is not enough trading time remaining for the move to develop. You can adjust or disable this filter based on your trading style.
The Single Trigger mechanism ensures that each breakout fires exactly once per session. If price crosses above the ORB high, you will see one bullish signal on the bar where the crossing occurred. If price subsequently pulls back and crosses above again, you will not see a second signal. This prevents signal spam and keeps your chart clean.
The indicator also includes Reclaim Detection. If price breaks out and then returns back inside the ORB zone, you will see a warning signal marked with an X. This condition often indicates a failed breakout and potential reversal. It is not a trade signal, but rather information that the breakout you just witnessed may not be valid.
Range Extensions
Once the ORB is established, many traders look for profit targets based on the range itself. The indicator includes extension levels that project multiples of the ORB range above and below the extremes.
By default, two extension levels are shown: 1.0 times the range and 1.5 times the range. If the 15-minute ORB is 50 points, the 1.0 extension above the high would be 50 points above the high, and the 1.5 extension would be 75 points above the high.
These extensions serve as potential profit targets for breakout trades. The 1.0 extension represents a measured move equal to the ORB itself. The 1.5 extension represents a slightly more ambitious target.
You can adjust the extension multipliers in the settings. Some traders prefer 0.5 and 1.0. Others prefer 1.0 and 2.0. The flexibility is there to match your trading approach.
The extension lines are displayed as faint dotted lines so they do not compete visually with the ORB levels themselves. The labels show the multiplier value along with the exact price.
## The Midline
The 50 percent level of the ORB, known as the midline, is displayed as a dashed line within the ORB zone. This level matters because it often acts as short-term support or resistance during consolidation periods within the range.
When price is trading inside the ORB and approaches the midline, you may see a reaction. The midline can also serve as a reference for whether price is showing strength or weakness within the range. If price is spending most of its time above the midline, that suggests a bullish bias even before a breakout occurs. If price is spending most of its time below the midline, that suggests a bearish bias.
The midline can be disabled in the settings if you prefer a cleaner chart.
The Dashboard
The dashboard is positioned in the top right corner of the chart and provides all relevant ORB information at a glance.
The header row displays the indicator name, the current Quality Score grade, the Range Classification, and the Session Status.
The Range Classification shows whether the current 15-minute ORB is Tight, Normal, or Wide compared to the 20-day average. This gives you immediate context about whether the range is unusual in either direction.
The Session Status shows whether the market is currently in session or closed. A green Live indicator means the session is active. A red Closed indicator means the session has ended.
Below the header, each timeframe row displays the following information:
The Timeframe column shows 15m, 30m, or 60m along with a visual indicator of the line style you have selected for that timeframe.
The High column displays the ORB high price for that timeframe.
The Low column displays the ORB low price for that timeframe.
The Range column displays the distance between high and low.
The Status column shows the current state. Before the ORB completes, this shows a countdown of minutes remaining. After completion, it shows whether the price has broken out bullish, broken out bearish, or remains in range.
Below the timeframe rows, the Distance row shows how far the current price is from the nearest ORB level. This helps you gauge whether price is approaching a potential breakout zone.
If confluence is detected, a highlighted row appears at the bottom of the dashboard indicating that significant level alignment exists.
Supported Markets and Sessions
The indicator supports multiple market types with appropriate session times:
US Stocks use a session from 9:30 AM to 4:00 PM Eastern.
US Futures use a session from 9:30 AM to 4:00 PM Eastern, with overnight tracking from 6:00 PM the previous evening.
Forex uses a 24-hour session since the market trades continuously.
Crypto uses a 24-hour session since the market trades continuously.
Custom allows you to define your own session times for markets not covered by the presets.
The timezone is configurable. The default is America/New_York, but you can change it to Chicago, Los Angeles, London, Tokyo, or UTC depending on your location and preference.
Settings Overview
The settings are organized into logical groups:
General settings include the market type, current session only toggle, and history days.
Session settings include custom session times and timezone selection.
ORB Timeframes settings include individual toggles for showing or hiding each timeframe, color selection, line width, and line style. This is where you customize the visual appearance of each ORB level.
Quality Scoring settings include the ATR period and range comparison lookback. These affect how the quality score is calculated.
Confluence Detection settings include the tolerance percentage and toggles for the session open and overnight high and low levels.
Breakout Settings include the volume filter toggle and multiplier, time filter toggle and cutoff hour, and reclaim detection toggle.
Visuals settings include toggles for the fill zone, labels, dashboard, distance display, and midline.
Extensions settings include toggles for showing extensions and the multiplier values for each extension level.
How I Use This Indicator
I will share my personal approach, though you should adapt it to your own style.
First, I wait for the ORB to complete. I do not trade during the first 15 to 30 minutes of the session. The levels are still forming, and the price action during this window is often erratic. I let the dust settle and the range establish itself.
Second, I check the Quality Score. If it is an A or A-plus day with a tight range and good volume, I am more aggressive. If it is a C day with a wide range on a Friday afternoon, I am either sitting on my hands or trading with reduced size.
Third, I look for confluence. If the 15-minute high is sitting right at the overnight high, that level has additional significance. Breakouts through confluence zones tend to be more decisive.
Fourth, I confirm with volume. Even though the indicator filters for volume, I still glance at the volume bars. I want to see that breakout candle have conviction.
Fifth, I manage expectations based on range type. If the ORB is tight, I expect an explosive move and give the trade room to develop. If the ORB is wide, I expect choppier action and tighten my parameters.
Sixth, I use the distance reading. If price is already 50 points beyond the ORB high and the range was only 40 points, I have missed the move. Chasing extended price is not smart trading.
Honest Pros and Cons
What this indicator does well:
It provides clean, accurate ORB levels that do not repaint. This is the foundation, and it is done correctly.
It offers multi-timeframe tracking with clear visual differentiation. You can see all three ORBs at once without confusion.
The quality scoring system helps you avoid low-probability setups. It is not perfect, but it adds valuable context.
The confluence detection highlights significant level alignment automatically. This saves you from manually checking multiple levels.
The smart label system prevents visual clutter. Labels combine when appropriate and remain readable.
The historical ORB display allows you to scroll back and review previous sessions. This is valuable for analysis and pattern recognition.
The customization is extensive. Every visual element can be adjusted to match your preferences.
It works across stocks, futures, forex, and crypto with appropriate session handling.
What this indicator does not do:
It does not give you buy and sell signals with entries and exits. This is a levels and analysis tool, not a trading system.
It does not include backtesting or performance tracking. You need a separate strategy tester for that.
It does not guarantee that breakouts will follow through. The filters help, but failed breakouts still occur.
The quality score is a guideline, not a prediction. Low-quality days can still produce good trades. High-quality days can still produce losing trades.
The confluence detection is proximity-based. It identifies when levels are near each other but does not know if those levels are actually significant to other traders.
Technical limitations to be aware of:
On chart timeframes larger than 15 minutes, the ORB calculation becomes less precise because you have fewer bars in the opening period. This indicator works best on 1 to 15 minute charts.
The overnight high and low tracking works best on futures. Stocks do not have true overnight sessions in the same way.
If your chart does not have volume data, the volume filter will not function properly.
Risk Management
This section is not about the indicator. It is about trading.
No indicator, no matter how well designed, can protect you from poor risk management. Before you trade any ORB breakout, you need to define your risk.
Where is your stop? A common approach is to place the stop on the opposite side of the ORB zone. If you are taking a bullish breakout above the high, your stop goes below the low. This means your risk is the full ORB range plus any slippage.
Is that risk acceptable? If the ORB range is 100 points and you are trading a 50 dollar per point contract, your risk is 5000 dollars plus commissions. Can you afford that loss? If not, either reduce your size or skip the trade.
Where is your target? The extensions provide potential targets, but you need to decide in advance where you will take profits. Hoping for an unlimited run while watching your profits evaporate is not a strategy.
What is your win rate? ORB breakouts do not work every time. Depending on the market and conditions, you might win 50 to 60 percent of the time. That means you will have losing trades. Are you prepared for a string of three or four losers in a row? It will happen.
None of this is specific to this indicator. It applies to all trading. But I include it here because I see too many traders focus on the indicator while ignoring the fundamentals of risk management. The indicator can help you identify setups. It cannot manage your risk for you.
Final Thoughts
I built this indicator for my own trading, then refined it to the point where I felt comfortable sharing it. It is not a holy grail. It will not make you profitable if you do not already have a trading process. What it will do is give you clean, accurate ORB levels with context that most indicators do not provide.
The Opening Range Breakout works because institutions and algorithms reference these same levels. When the first 30 or 60 minutes of trading establishes a range, that becomes a reference point for the rest of the session. This indicator makes those levels visible and adds intelligence around when they are worth paying attention to.
Use it as a tool, not a crutch. Combine it with your own analysis. Manage your risk properly. And please, do not trade with money you cannot afford to lose.
If you have questions or feedback, I am actively maintaining this indicator and will consider feature requests for future updates.
Trade well.
Tags
ORB, Opening Range Breakout, Intraday, Day Trading, Futures, Stocks, Multi-Timeframe, Breakout, Support Resistance, Session, NQ, ES, SPY, QQQ, Opening Range, Institutional Levels
Recommended Timeframes
This indicator works best on 1-minute, 2-minute, 3-minute, 5-minute, 10-minute, and 15-minute charts. It can be used on higher timeframes, but the ORB calculation becomes less precise.
Recommended Markets
US Stock Indices and Futures including ES, NQ, YM, RTY, SPY, QQQ, DIA, IWM. Individual stocks with sufficient liquidity. Forex major pairs. Cryptocurrency with defined trading sessions.
Hash SupertrendHash Supertrend is a visually enhanced Supertrend-based indicator designed by Hash Capital Research, tuned specifically for crypto trend trading on Solana (SOL) and Bitcoin (BTC). It combines institutional-style color coding, an optional session time filter, and production-ready alerts for systematic and discretionary traders alike.
What This Indicator Is
Hash Supertrend is a trend-following volatility band indicator built on TradingView’s native ta.supertrend() function.
It’s optimized and visually styled for:
High-volatility crypto pairs (especially SOL/USDT, SOL/USD, BTC/USDT, BTC/USD)
Timeframes typically used by crypto traders (from 5m scalping to 4H swing and 1D trend following)
The script is an indicator, not a strategy:
It does not place trades or show backtest results.
It provides clear trend states, flips, and alerts that you can plug into your own execution stack or manual trading.
Key Features
✅ Tuned for Crypto (Solana & Bitcoin)
Parameters are chosen to respond well to the volatility profile of SOL and BTC, reducing noise while still catching strong moves.
✅ Non-repainting Supertrend Core
Uses TradingView’s built-in ta.supertrend — values may move intrabar as the bar forms, but once a bar closes, the historical line and signals do not repaint.
✅ Fluorescent Trend Visualization
Bright green for bullish phases
Bright red for bearish phases
Adaptive color intensity based on user setting
✅ Glow Layer & Trend Zones
Glow effect around the Supertrend line for instant visual recognition
Optional filled zones between price and line for “trend cloud” style visualization
✅ Time Filter (Session Control)
Option to only mark signals during specific hours for those wanting to integrate with webhooks
Designed for traders who avoid certain sessions (e.g., low-liquidity hours)
✅ Signal Dots & Alerts
Tiny green dots for bullish flips
Tiny red dots for bearish flips
Professional, preconfigured alerts for:
Long Entry
Short Entry
Any Trend Change
Filtered signals outside trading hours (for monitoring only)
The core logic is built on:
ATR Length (ATR Length) Default: 16
Lower values (7–10): more sensitive, more signals, more noise
Higher values (12–20): smoother, fewer but stronger trend signals
Factor (Factor) Default: 3.11
Lower values (1.5–2.5): tighter bands, earlier entries, higher whipsaws
Higher values (3.0–4.0+): wider bands, later entries, stronger trend confirmation
The indicator reads direction from ta.supertrend and classifies:
Bullish Trend: direction < 0
Bearish Trend: direction > 0
A trend flip happens when direction changes sign:
longSignal: Supertrend flips from above price to below price (bearish → bullish)
shortSignal: Supertrend flips from below price to above price (bullish → bearish)
True Opens 🧪 [Pro +] | cephxsTRUE OPENS 🧪
This indicator reflects, and is based on Public Domain Information available online. Utilizing concepts by Daye and ICT.
Multi-timeframe True Open indicator displaying key price levels across Micro, 90-minute, Daily, Weekly, and Monthly cycles with automatic timeframe visibility gating.
OVERVIEW
True Opens identifies the opening price of the second quadrant (Q2) across multiple "quarterly" cycles. In quarterly cycle theory, Q2 represents the "True Open" - a significant reference point where price often returns to during the cycle. This indicator automatically plots these levels across five timeframes, helping you identify key premium/discount zones and potential reversal areas.
WHAT IS A TRUE OPEN?
Each market cycle divides into four quarters (Q1-Q4). The Q2 opening price - the "True Open" - acts as a gravitational level that price tends to respect throughout the cycle. Understanding where these levels sit across multiple timeframes gives you confluence zones for higher-probability trade setups depending on your strategy. It is mostly tailored to quarterly theory traders.
FEATURES
5 Cycle Levels: Micro (~22min), 90-minute, Daily (6H sessions), Weekly, and Monthly True Opens
Auto Display Mode: Automatically shows relevant True Opens based on your chart timeframe
Session Labels: Clear identification of Asia, London, NY, and PM session True Opens
Smart Weekly Detection: Uses trading day logic for accurate Weekly True Open on all assets
DST-Aware: Timezone handling automatically adjusts for daylight saving time
Visual Clarity: Dashed lines during active Q2, solid lines after confirmation
Historical Mode: Option to display past True Opens for backtesting reference
CYCLE BREAKDOWN
Micro: 64 sessions per day (~22.5 min each), 16 micro cycles - ideal for scalping
90-Minute: 4 major sessions (Asia, London, NY, PM) each with 4 quarters - intraday trading
Daily: 4 x 6-hour sessions per day - swing/intraday trade reference, slightly longer term
Weekly: Tuesday open = Weekly True Open (Q2 of the week) - swing trading
Monthly: Second week of month = Monthly True Open - macro bias
INPUTS
Master Toggles
Show Micro True Opens: Toggle micro-level True Opens
Show 90m True Opens: Toggle 90-minute session True Opens
Show Daily True Opens: Toggle daily cycle True Opens
Show Weekly True Opens: Toggle weekly True Opens
Show Monthly True Opens: Toggle monthly True Opens
Display Mode
Auto: Automatically shows appropriate True Opens for current timeframe
Custom: Define your own visibility ranges per cycle level
Colors
Fully customizable colors for each cycle level
Settings
Active Line Bar Offset: How far labels extend from current bar
Show Historical True Opens: Display past cycle True Opens
HOW TO USE
Add indicator to your chart
Use Auto mode for automatic timeframe-appropriate display
Watch for price reactions at True Open levels
Look for confluence when multiple True Opens align
RECOMMENDED TIMEFRAMES
1-minute: Micro True Opens visible
3-5 minute: 90m True Opens visible
15min - 1H: Daily True Opens visible
1H - 4H: Weekly True Opens visible
4H - Daily: Monthly True Opens visible
BEST PRACTICES
Combine with market structure analysis for confirmation
True Opens can be used as time based Premium and Discount Levels
Multiple True Opens near same price = strong confluence zone (Stacked True Opens)
Weekly and Monthly True Opens carry more weight for directional bias
Use Micro True Opens for precision entries on lower timeframes
ASSETS
Works on all markets: Forex, Crypto, Indices, Stocks, and Futures. Weekly True Open detection uses smart trading-day logic that handles assets with non-standard session opens (e.g., ES futures opening Sunday 6PM).
DISCLAIMER
This indicator is for educational and informational purposes only. It does not constitute financial advice. Past performance does not guarantee future results. Always conduct your own research and use proper risk management. Trade responsibly.
CHANGELOG
v1.0: Initial release with 5-level True Open system
with ❤️ from cephxs
MAX TRADEA simple session level indicator for XAUUSD on the M5 timeframe. It takes the high and low of the 00:45 candle (Asia/Tashkent time), draws infinite horizontal lines from that candle, and keeps only the most recent 7 days. Useful for intraday support and resistance levels.
Seasonality ProThis indicator shows the seasonality of the selected asset!
Seasonality shows annually recurring price movements. If, for example, Bitcoin has risen in 80% of cases in October, this can be taken as additional confirmation for your trading idea.
Functions:
Averaged seasonality: This is the main indicator! The prices of the last xx years (selectable) are averaged and displayed as a chart. Here you can easily read the average price movement and draw conclusions about seasonality!
--> The steeper the curve, the better!
The percentage change in the selected time period is calculated for each year. For example, 14th July to 2nd August. These price changes are displayed as a bar chart. This allows you to check the significance of seasonality. If, for example, the majority of values are close to 0, then this is not as meaningful as if these values deviate significantly --> strong price movements.
These values are used to calculate the percentage probability of profit, which is displayed in the table. This is always calculated from the beginning to the end of the selected time period! For example, the price has risen by 20% and fallen by 80% in a 10-year period in the selected time period. This means that in 8 out of 10 cases, the market falls in the selected time period. This gives you a statistical advantage based on historical data.
The historical time windows for the period are also displayed in the main chart. These are calculated using the daily closing price.
It's also great for backtesting! The period is plotted each year, and you even get a percentage indicating how much the market has risen or fallen.
Additional functions
For markets with particularly strong trends, an extra function can be used to calculate the trend. The market then ends at 100% as it did at the beginning, and you can see the particularly strong patterns:
New calculation:
Original:
Settings:
The most important settings are the number of years and the time period. The time period can be set using numbers or, alternatively, using the calendar function.
Otherwise, most settings are purely cosmetic: colours and line thickness can be completely customised.
Important:
Please only use the indicator on a daily basis! In smaller timeframes, the information from the daily candles cannot be loaded completely. In higher timeframes, the logic no longer works. Therefore, please only use it on a daily basis!
RSI Golden & Dead Cross AlertRSI 14 Golden And Dead Cross Indicator
It will give you an alert when there are rsi golden and dead cross.
It is a intergated signal: Crossing up and Crossing down of RSI.
Daily High/Low/50%Daily High/Low/50% Levels Indicator
This Pine Script v6 indicator displays three horizontal lines from the previous daily candle:
High: The highest price of the last daily candle
Low: The lowest price of the last daily candle
50%: The midpoint between high and low
Key Features:
Lines extend from one daily candle to the next (Monday to Tuesday, Tuesday to Wednesday, etc.)
Fully customizable styling for each line independently:
Color selection
Line style (Solid, Dashed, Dotted)
Line width/thickness
Small labels ("H", "L", "50%") mark the start of each new day
Works on any timeframe (intraday charts show daily levels as reference)
Use Case:
Perfect for intraday traders who want to see the previous day's key levels as support/resistance zones. The 50% level often acts as a pivot point for price action.
Macro Opportunity Drawdown Engine (MODE)Strategic Drawdown Classification for Macro-Cycle Accumulation. MODE identifies market drawdowns that historically align with discounted accumulation zones. Instead of treating pullbacks as risk events, it classifies them as structural opportunity phases based on distance from prior cycle highs.
The indicator continuously measures drawdown severity and labels current conditions as:
- Correction: –10% to –19%
- Bear Market: –20% to –29%
- Major Crash Opportunity: –30% or deeper
These levels are displayed directly on the chart, along with a live drawdown reading from the most recent peak.
MODE is built for long-term, macro-minded investors who view volatility as an advantage. It helps identify when the market has entered deep value phases often associated with stronger forward returns, liquidity resets, and cycle bottoms.
In short:
MODE turns market stress into clear signals of potential opportunity, providing a disciplined, data-driven framework for accumulation during corrections, bear markets, and crashes.
Fibonacci Moving AveragesFibonacci Moving Averages - Advanced Trend Analysis Tool
This indicator plots multiple moving averages based on Fibonacci sequence numbers, providing a comprehensive view of market trends across different timeframes. The Fibonacci sequence naturally reflects market harmonics and psychological support/resistance levels.
KEY FEATURES:
📊 11 Fibonacci Period Moving Averages
- Short-term: 8, 13, 21, 34, 55, 89
- Long-term: 144, 233, 377, 610, 987
- Toggle each MA on/off individually
- Fully customizable colors for each period
⚙️ Flexible Configuration
- Choose between EMA (Exponential) or SMA (Simple) moving averages
- Adjustable line width (1-4 pixels)
- Custom source input (close, open, high, low, etc.)
- Clean, organized settings interface
🎯 Golden Cross / Death Cross Detection
- Automatic detection of major trend reversals
- Configurable fast and slow MA periods (default: 55/233)
- Visual signals with labeled triangles
- Green "GC" for bullish Golden Cross
- Red "DC" for bearish Death Cross
🔔 Built-in Alert System
- Golden Cross alerts for bullish trend changes
- Death Cross alerts for bearish trend changes
- Set once, receive notifications automatically
USAGE:
The Fibonacci Moving Averages work together to identify:
- Trend direction and strength
- Dynamic support and resistance levels
- Potential entry and exit points
- Market regime changes (trending vs ranging)
When price is above the Fibonacci MAs, it indicates bullish momentum. When below, bearish momentum. The spacing between MAs shows trend strength - wider spacing indicates stronger trends, while convergence suggests consolidation or potential reversal.
IDEAL FOR:
- Swing traders identifying medium to long-term trends
- Day traders using multiple timeframe analysis
- Position traders seeking major trend changes
- Any trader using moving average crossover strategies
TECHNICAL NOTES:
- Pine Script v6 - Latest version with optimized performance
- Overlay indicator - plots directly on price chart
- Minimal resource usage despite multiple calculations
- Compatible with all timeframes and markets
Default settings show 6 MAs (8, 13, 21, 34, 55, 89) for clarity, but you can enable all 11 for comprehensive analysis. The Golden/Death Cross feature uses the 55/233 combination by default, representing the classic short-term vs long-term trend relationship.
Perfect for traders who understand that markets move in natural rhythms and want to align their analysis with the mathematical patterns found throughout nature and finance.
Séparateur H4 & DailyH4 & Daily Separator - TradingView Indicator
This Pine Script v6 indicator draws infinite vertical lines to mark H4 and Daily candle separations on your chart.
Features:
H4 Separations: Marks candles starting at 3am, 7am, 11am, 3pm, 7pm, and 11pm
Daily Separations: Marks candles starting at midnight (00:00)
Fully Customizable:
Toggle H4 and/or Daily lines independently
Choose line color, thickness (1-4), and style (Solid, Dotted, Dashed)
Control the number of visible vertical lines (1-500)
Use Case:
Perfect for traders who want to visualize higher timeframe separations while trading on lower timeframes. Helps identify H4 and Daily candle opens without switching charts.
Installation:
Simply copy the code into TradingView's Pine Editor and add it to your chart. All settings are adjustable in the indicator's settings panel.
Gemini Wyckoff Trend SystemStrategy Name: Gemini Wyckoff-Trend System
1. Core Design Philosophy
This strategy fuses Wyckoff Theory (specifically the "Law of Effort vs. Result") with classic Trend Following principles. Its primary goal is not to catch every minor fluctuation, but to filter out 80% of market noise and fakeouts, ensuring that you only pull the trigger when "Smart Money" enters the market with genuine volume.
It operates on a strict "3-Dimension Verification" logic:
Trend (Context): Never trade against the macro trend.
Structure (Price Action): Identify accumulation zones and wait for the breakout.
Volume (Effort): Require massive volume confirmation to validate the move.
2. The 3-Filter System
Filter 1: The Trend Filter (EMA 200)
Rule: The strategy only looks for Long setups when the price is ABOVE the 200-period Exponential Moving Average (EMA).
Purpose: To strictly prevent "catching falling knives" or counter-trend trading during a bear market.
Filter 2: The Structure Filter (Donchian Channel)
Rule: The script automatically identifies the highest high of the past 20 bars to define the "Accumulation Box." A signal is only possible if the price closes above this resistance level.
Wyckoff Term: This represents "Jumping the Creek" (JTC)—signaling that price is leaving the trading range.
Filter 3: The Volume Filter (RVOL > 1.5)
Rule: The breakout bar must have a volume that is at least 1.5x higher than the average volume of the past 20 bars.
Purpose: To eliminate "Upthrusts" (Fake Breakouts). If price breaks out on low volume, the system ignores it.
3. Visual Guide
Once loaded, here is how to read the chart:
📉 Orange Line (EMA 200): The Bull/Bear divider. If price is below this line, stay in cash.
🌫️ Grey Zone: The "No-Trade Zone" (Accumulation/Consolidation). Do not trade while price is inside this box.
🟢 Lime Green Bar: The Entry Signal. This indicates a valid breakout confirmed by high volume (Smart Money entry).
🪜 Red Step Line: Your Trailing Stop (ATR-based). As long as you hold a position, watch this line. If price closes below it, exit immediately.
📊 Dashboard (Top Right): Monitors market "Heat." If RVOL is Green, volume is significant.
4. Best Practices
Ideal For: Traders who struggle with over-trading or FOMO. This script enforces patience and discipline.
Timeframe: Recommended for 4-Hour (4H) or Daily (1D) charts to catch major crypto trends (e.g., Bitcoin main waves).
Asset Class: Crypto, Stocks, or any asset with high volume liquidity.
5. Risk Warning
This strategy includes a built-in ATR Volatility Stop. The stop-loss level adjusts dynamically based on market volatility. Please adhere strictly to the stop-loss signals to protect your capital.
Universal Heatmap - QuantSyUniversal Heatmap - QuantSy
A sophisticated market valuation tool that synthesizes multiple on-chain and technical metrics into a single, intuitive heat-mapped visualization. Provides probabilistic assessment of market extremes through dynamic gradient coloring.
What it does:
Analyzes various dimensions of market behavior including value metrics, profit/loss ratios, momentum signals, and risk-adjusted performance. Converts complex data into a simple visual spectrum where blue indicates undervalued conditions and red signals overvalued territory.
Best for:
Identifying potential reversal zones
Gauging relative market positioning
Risk management and allocation decisions
Multi-timeframe valuation analysis
The percentile-based color scaling adapts to each asset's unique history, making it applicable across different markets and timeframes. Get an at-a-glance read on where current conditions stand relative to historical norms.
**⚠️ Disclaimer**
Educational tool only - does not constitute investment advice. The developer assumes no liability for any trading profits or losses incurred through the use/misuse of this indicator.
This indicator does not include any features related to interest, leverage, or gambling. Users are fully responsible for making sure their assets and trading practices align with Islamic guidelines.
PST Super Simple System v2.5+PinkSlips Trading was built to give traders real structure, real tools, and real support — without the confusion or false promises you find everywhere else. Everything we provide is focused on helping you trade with clarity and confidence.
Professional-Grade Indicators
We develop custom TradingView indicators designed to simplify your decision-making. Clean, reliable, and built to support consistent trading.
Daily Live Trading Sessions
Members can watch the market with us in real time. We walk through bias, key levels, trade execution, and risk management so you can learn the process step-by-step.
Personal Guidance and Trade Planning
Whether you need help building a strategy, fixing your discipline, or understanding your data, we offer direct support and tailored plans to help you improve faster.
A Focused, Results-Driven Community
PinkSlips Trading is built for traders who want to get better — not for hype. You’ll be surrounded by people who take trading seriously and are committed to long-term growth.
PinkSlips Sauce IndicatorChecklist v4PinkSlips’ personal checklist assistant for catching clean trend moves.
It stacks EMAs (20/50/200), checks RSI strength, filters chop with ATR, then prints a simple YES/NO checklist so you know when the sauce is actually there.
What it does
EMA trend filter (bullish / bearish structure)
RSI confirmation for high-probability longs & shorts
ATR chop filter so you avoid dead zones
On-chart checklist box: trend up/down, ATR OK, long/short ready, last signal
Optional LONG/SHORT labels on the candles for execution
Use this as your pre–entry checklist so you stop forcing trades and only take the clean PinkSlips setups.
PST Bread Checklist v4Uses 50/200 EMA for higher-timeframe trend
Uses RSI zones + cross for entry
Adds volatility filter (ATR vs its own average)
Optional session filter (RTH 09:30–16:00)
Has a cooldown so you don’t get 10 labels in a row
Shows a checklist box + last signal
Multi-TimeCycle SMT Live DetectorThis indicator is a multi-asset, multi-timeframe SMT Live detector designed to work on any symbol (indices, futures, FX, crypto, stocks).
It compares your chart symbol against up to two custom comparison symbols and automatically detects bullish and bearish SMT divergences across:
90-minute session blocks (Asia, London, NY – with internal 90m sessions)
60-minute (hourly) cycles
30-minute cycles
10-minute cycles
3-minute cycles
Each SMT is plotted as a line between the reference high/low and the current high/low, with a clear text label showing:
Timecycle (90m / 60m / 30m / 10m / 3m)
Which comparison asset(s) created the divergence (e.g., ES, YM, ES/YM or your custom labels)
The 90-minute SMT module is session-aware using New York time:
Asia: 18:00 – 02:29 NY time
London A/M/D
NY AM A/M/D
NY PM A/M/D
Multi-TimeCycles SMT Live DetectorThis indicator is a multi-asset, multi-timeframe SMT Live detector designed to work on any symbol (indices, futures, FX, crypto, stocks).
It compares your chart symbol against up to two custom comparison symbols and automatically detects bullish and bearish SMT divergences across:
90-minute session blocks (Asia, London, NY – with internal 90m sessions)
60-minute (hourly) cycles
30-minute cycles
10-minute cycles
3-minute cycles
Each SMT is plotted as a line between the reference high/low and the current high/low, with a clear text label showing:
Timecycle (90m / 60m / 30m / 10m / 3m)
Which comparison asset(s) created the divergence (e.g., ES, YM, ES/YM or your custom labels)
The 90-minute SMT module is session-aware using New York time:
Asia: 18:00 – 02:29 NY time
London A/M/D
NY AM A/M/D
NY PM A/M/D
Weekly Open + Monday High/Low (After Monday Close)b]Description
This indicator marks key weekly reference levels based on Monday’s price behavior.
It automatically detects each trading week and tracks:
• Weekly Open – the first traded price of the new week
• Monday High – the highest price reached on Monday
• Monday Low – the lowest price reached on Monday
Logic
The Monday range is fully captured only after Monday has closed .
No levels are plotted during Monday.
Starting from Tuesday, the indicator displays thin dots showing the completed Monday High, Monday Low, and Weekly Open for the remainder of the week.
When a new week begins, the indicator resets automatically and begins tracking the new week’s Monday.
Customization
The user can choose colors for:
• Monday High/Low
• Weekly Open
Purpose
This indicator helps traders visualize weekly structure, monitor weekly opening levels, and quickly identify Monday’s range for weekly bias analysis or strategy development.
It can also be used to manually backtest Monday range strategies .
[GYTS-Pro] Market Regime Detector🧊 Market Regime Detector (Professional Edition)
🌸 Part of GoemonYae Trading System (GYTS) 🌸
🌸 --------- INTRODUCTION --------- 🌸
💮 What is the Market Regime Detector?
The Market Regime Detector (Pro) is an elite, consensus-based market state analyzer designed to filter noise and identify the true underlying market structure. By distinguishing between trending (bullish or bearish) and cyclic (range-bound) market conditions with high precision, this detector acts as the "brain" of your trading system. Instead of forcing a single strategy across incompatible market conditions, the detector empowers you to deploy the right tactic at exactly the right time.
💮 The Importance of Market Regimes
Markets constantly shift between different behavioural states or "regimes":
• Bullish trending markets - characterised by sustained upward price movement
• Bearish trending markets - characterised by sustained downward price movement
• Cyclic markets - characterised by range-bound, oscillating behaviour
Each regime requires fundamentally different trading approaches. Trend-following strategies excel in trending markets but fail in cyclic ones, while mean-reversion strategies shine in cyclic markets but underperform in trending conditions. However, detecting these regimes is easier said than done, and we have gone through hundreds of hours of testing to create the Market Regime Detector, using multiple very sophisticated methods in an easy-to-use indicator.
💮 Professional vs Community Edition
The Market Regime Detector comes in two versions: a comprehensive Professional Edition and a streamlined Community Edition.
Key advantages of the Professional Edition:
• Enhanced detection accuracy - Utilises 5 advanced detection methods (compared to only 2 in the CE version)
• Proprietary cycle measurement - Automatically detects the market's dominant cycle instead of requiring manual input
• Superior consensus mechanism - Includes a unique "strength-weighted decision" mode that gives more influence to stronger signals
• Reduced false signals - Multiple complementary methods working together provide more reliable regime identification
• Advanced DSP algorithms - Implements sophisticated digital signal processing techniques for superior market analysis
The Professional Edition delivers significant improvements in detection accuracy, signal stability, and overall trading performance.
🌸 --------- KEY FEATURES --------- 🌸
💮 Consensus-Based Detection
Rather than relying on a single method, our detector employs multiple complementary detection methodologies that analyse different aspects of market behaviour:
• Advanced digital signal processing techniques
• Volatility and momentum analysis
• Adaptive filters and mathematical transformations
• Cycle identification
• Channel breakout detection
These diverse perspectives are synthesised into a robust consensus that minimises false signals while maintaining responsiveness to genuine regime changes.
💮 Proprietary Dominant Cycle Measurement ( Pro Edition only )
At the heart of our Professional Edition detector is a proprietary dominant cycle measurement system that automatically and adaptively identifies the market's natural rhythm. This system provides a stable reference framework that continuously adapts to changing market conditions while avoiding the erratic behaviour of typical cycle-finding algorithms like Hilbert Transforms, Discrete Fourier Transforms, or autocorrelation measurements.
Unlike the Community Edition which requires manual input of a single, constant dominant cycle period, the Professional Edition automatically detects and continuously adapts this critical parameter. This automated and adaptive approach ensures optimal detection accuracy across different markets and timeframes without requiring user expertise in cycle analysis, and provides significantly better responsiveness to evolving market conditions.
💮 Intuitive Parameter System
We've distilled complex technical parameters into intuitive controls that traders can easily understand:
• Adaptability - how quickly the detector responds to changing market conditions
• Sensitivity - how readily the detector identifies transitions between regimes
• Consensus requirement - how much agreement is needed among detection methods
This approach makes the detector accessible to traders of all experience levels while preserving the power of the underlying algorithms.
💮 Visual Market Feedback
The detector provides clear visual feedback about the current market regime through:
• Colour-coded chart backgrounds (purple shades for bullish, pink for bearish, yellow for cyclic)
• Colour-coded price bars
• Strength indicators showing the degree of consensus
• Customisable color schemes to match your preferences or trading system
💮 Integration in the GYTS suite
What is of paramount importance, is that the Market Regime Detector is compatible with the GYTS Suite , i.e. it passes the regime into the Order Orchestrator where you can set how to trade the trending and cyclic regime. The intention is to integrate it with more indicators.
🌸 --------- CONFIGURATION SETTINGS --------- 🌸
💮 Adaptability
Controls how quickly the Market Regime detector adapts to changing market conditions. You can see it as a low-frequency, long-term change parameter:
• Very Low: Very slow adaptation, most stable but may miss regime changes
• Low: Slower adaptation, more stability but less responsiveness
• Normal: Balanced between stability and responsiveness
• High: Faster adaptation, more responsive but less stable
• Very High: Very fast adaptation, highly responsive but may generate false signals
This setting affects lookback periods and filter parameters across all detection methods.
💮 Sensitivity
Controls the conviction threshold required to trigger a regime change. This acts as a high-frequency, short-term filter for market noise:
• Very Low: Requires overwhelming evidence to identify a regime change.
• Low: Prioritizes stability; reduces false signals but may delay transition detection.
• Normal: Balanced sensitivity suitable for most liquid markets.
• High: Highly responsive; detects subtle regime changes early but may react to market noise.
• Very High: Extremely sensitive; detects minor fluctuations immediately.
Pro Feature Note: In the Strength-Weighted Decision mode, this setting acts as a dynamic calibrator. It not only adjusts individual method thresholds but also scales the global consensus threshold . A 'High' sensitivity lowers the barrier for the weighted consensus, allowing the system to react to early-stage breakouts even if not all methods fully agree yet.
💮 Consensus Mode
Determines how the signals from all detection methods are combined to produce the final market regime:
• Any Method (OR) : Signals bullish/bearish if any method detects that regime. If methods conflict, the stronger signal wins. More sensitive, catches more regime changes but may produce more false signals.
• All Methods (AND) : Signals only when all methods agree on the regime. More conservative, reduces false signals but might miss some legitimate regime changes.
• Weighted Decision : Balances all methods with equal voting rights. Signals bullish/bearish when the weighted consensus reaches a fixed majority (0.5). Provides a middle ground between sensitivity and stability.
• Strength-Weighted Decision ( Pro Edition only ): A "meritocratic" approach where methods reporting extreme confidence (high signal strength) are given proportionally more weight than those reporting weak signals. Unlike standard voting, a single clear signal from a highly reliable method can override indecision from others.
Note: The threshold for this decision is dynamically calibrated by your 'Sensitivity' setting, ensuring the logic adapts to your desired risk profile.
Each mode also calculates a continuous regime strength value that drives the color intensity in the 'unconstrained' display mode, giving you a visual heatmap of trend conviction.
💮 Display Mode
Choose how to display the market regime colours:
• Unconstrained regime: Shows the regime strength as a continuous gradient. This provides more nuanced visualisation where the intensity of the color indicates the strength of the trend.
• Consensus only: Shows only the final consensus regime with fixed colours based on the detected regime type.
The background and bar colours will change to indicate the current market regime:
• Purple shades : Bullish trending market. In 'unconstrained' mode, darker purple indicates a stronger bullish trend.
• Pink shades : Bearish trending market. In 'unconstrained' mode, darker pink indicates a stronger bearish trend.
• Yellow : Cyclic (range-bound) market.
💮 Custom Color Options
The Market Regime Detector allows you to customize the color scheme to match your personal preferences or to coordinate with other indicators:
• Use custom colours: Toggle to enable your own color choices instead of the default scheme
• Transparency: Adjust the transparency level of all regime colours
• Bullish colours: Define custom colours for strong, medium, weak, and very weak bullish trends
• Bearish colours: Define custom colours for strong, medium, weak, and very weak bearish trends
• Cyclic color: Define a custom color for cyclic (range-bound) market conditions
🌸 --------- DETECTION METHODS --------- 🌸
💮 Five-Method Consensus Architecture
The Professional Edition employs a sophisticated multi-stage architecture to determine market regimes with high precision.
The detection process flows through four logical stages:
1. Market Data & Cycle Detection
Price data flows into the system where the Dominant Cycle Detector automatically identifies the market's natural rhythm. This adaptive cycle length calibrates all subsequent calculations, ensuring the detector remains in sync with changing market conditions without manual adjustments.
2. Five Detection Methods
Using the detected cycle, five complementary algorithms independently evaluate the market state:
• Cyclic Centroid Analysis : Calculates the market's 'centre point' over its dominant cycle and measures price displacement to determine trend or equilibrium.
• Spectral Momentum : Measures momentum across the market's frequency spectrum to identify trend concentration.
• Energy Distribution Gauge : Gauges how price movement energy is distributed to flag cyclic or trending states.
• Volatility Channel : Models the market's volatility state, using band breakouts to indicate a trend.
• Phase Coherence Detector : Analyses phase relationships between adaptive low-pass filters to detect trend stability and identify early regime shifts.
3. Consensus Engine
The signals from all five methods are fed into the Consensus Engine. Depending on your configuration, it aggregates these votes using one of four logic modes (Any, All, Weighted, or Strength-Weighted) to filter out noise and confirm the true market regime.
4. Regime Output
The final result is broadcast as a clear market state:
• Bullish (1) : Trending upwards
• Bearish (-1) : Trending downwards
• Cyclic (0) : Range-bound or oscillating
This output drives the visual feedback on your chart and can be streamed directly to the Order Orchestrator for automated strategy switching.
💮 Synergy & Complementarity
What makes these methods powerful is not just their individual sophistication, but how they complement one another:
• Some excel at early detection while others provide confirmation
• Some analyse time-domain behaviour while others work in the frequency domain
• Some focus on momentum characteristics while others assess volatility patterns
• Some respond quickly to changes while others filter out market noise
This creates a comprehensive analytical framework that can detect regime changes more accurately than any single method. All methods utilize the automatically detected and continuously adaptive dominant cycle period, ensuring they remain precisely calibrated to current market conditions without manual intervention.
🌸 --------- USAGE GUIDE --------- 🌸
💮 Starting with Default Settings
The default settings (Normal for Adaptability, Sensitivity, and Consensus) provide a balanced starting point suitable for most markets and timeframes. Begin by observing how these settings identify regimes in your preferred instruments.
💮 Adjusting Parameters
• If you notice too many regime changes → Decrease Sensitivity or increase Consensus requirement
• If regime changes seem delayed → Increase Adaptability
• If a trending regime is not detected, the market is automatically assigned to be in a cyclic state. The majority of methods actually measure this explicitly.
• If you want to see more nuanced regime transitions → Try the "unconstrained" display mode (note that this will not affect the output to other indicators)
💮 Trading Applications
Regime-Specific Strategies:
• Bullish Trending Regime - Use trend-following strategies, trail stops wider, focus on breakouts, consider holding positions longer, and emphasise buying dips
• Bearish Trending Regime - Consider shorts, tighter stops, focus on breakdown points, sell rallies, implement downside protection, and reduce position sizes
• Cyclic Regime - Apply mean-reversion strategies, trade range boundaries, apply oscillators, target definable support/resistance levels, and use profit-taking at extremes
Strategy Switching:
Create a set of rules for each market regime and switch between them based on the detector's signal. This approach can significantly improve performance compared to applying a single strategy across all market conditions. The Pro Edition's multiple detection methods and advanced consensus mechanisms provide more reliable regime transitions, leading to better strategy switching decisions.
GYTS Suite Integration:
• In the GYTS 🎼 Order Orchestrator, select the '🔗 STREAM-int 🧊 Market Regime' as the market regime source
• Note that the consensus output (i.e. not the "unconstrained" display) will be used in this stream
• Create different strategies for trending (bullish/bearish) and cyclic regimes. The GYTS 🎼 Order Orchestrator is specifically made for this.
• The output stream is actually very simple, and can possibly be used in indicators and strategies as well. It outputs 1 for bullish, -1 for bearish and 0 for cyclic regime.
🌸 --------- FINAL NOTES --------- 🌸
💮 Development Philosophy
The Market Regime Detector has been developed with several key principles in mind:
1. Robustness - The detection methods have been rigorously tested across diverse markets and timeframes to ensure reliable performance.
2. Adaptability - The detector automatically adjusts to changing market conditions, requiring minimal manual intervention.
3. Complementarity - Each detection method provides a unique perspective, with the collective consensus being more reliable than any individual method.
4. Intuitiveness - Complex technical parameters have been abstracted into easily understood controls.
💮 Ongoing Refinement
The Market Regime Detector is under continuous development. We regularly:
• Fine-tune parameters based on expanded market data using state-of-the-art Machine Learning techniques
• Research and integrate new detection methodologies
• Optimise computational efficiency for real-time analysis
Your feedback and suggestions are very important in this ongoing refinement process!
NQ × ES SMT Panel — Ace v3.5NQ × ES SMT Panel — Ace v3.5 (6-Year Model)
This panel reads the 10:45 → 11:00 ET window on NQ and checks for sweeps of the 10:45 candle with SMT confirmation from ES.
It then shows you direction, quality of the signal, and 6-year follow-through stats.
🕒 Recommended Use
Chart: NQ / MNQ
Timeframe: 15-minute
Session: New York (focus on 10:45 and 11:00 ET)
ES symbol input: default ES1! (can be changed in settings)
The script only “makes decisions” on the 11:00 candle close.
🔍 What the Model Looks For
1. NQ Sweep of 10:45 Candle
Bull Sweep (Long bias)
11:00 low < 10:45 low
11:00 close > 10:45 low
Bear Sweep (Short bias)
11:00 high > 10:45 high
11:00 close < 10:45 high
This means: price took liquidity beyond 10:45, then closed back inside.
2. ES SMT Filter (Confirmation)
Bullish SMT
NQ does a bull sweep (takes the low)
ES does NOT make a lower low vs its own 10:45 low
Bearish SMT
NQ does a bear sweep (takes the high)
ES does NOT make a higher high vs its own 10:45 high
If NQ sweeps but ES doesn’t follow, you have SMT and a stronger signal.
📋 Panel Fields (What You See)
The panel is 4 rows, 1 column:
Header
NQ × ES SMT — Ace v3.5 | | Score:
Status can be:
BULLISH SMT
BEARISH SMT
Bull Sweep
Bear Sweep
No Signal
Sweep Direction
Sweep Direction: LONG ↑
Sweep Direction: SHORT ↓
- when no signal
Follow-Through Text
For SMT:
Bullish → High Odds 60-100 Handle Move
Bearish → High Odds 40-80 Handle Move
For pure sweeps:
Normal Follow-through
For no signal: blank
6-Year Stats Line
Shows how often the move reached 40/60/80 handles in the modeled direction:
Example (Bullish SMT):
SMT Stats (6y): 40h=64%, 60h=51%, 80h=41%
Example (Bearish SMT):
SMT Stats (6y): 40h=58%, 60h=42%, 80h=29%
Sweeps without SMT show Sweep Stats (6y): …
No signal: Stats: n/a
⭐ Score Meaning
5★ → SMT present (A+ setup)
3★ → Clean sweep, no SMT (B setup)
0★ → No valid sweep (NO-GO)
Use the score + stats line to decide if the idea deserves risk today.
📈 How to Trade It (Conceptual)
Wait for 11:00 candle to close.
Check panel:
If BULLISH SMT, 5★ → bias long.
If BEARISH SMT, 5★ → bias short.
If Bull/Bear Sweep, 3★ → optional, lower priority.
If No Signal, 0★ → stand aside.
Use your own execution model for entries:
Look for FVG/OB setups in the direction the panel confirms.
Targets can be based on your handle objectives (e.g., 40–80 handles) and intraday structure.
⚠️ Important Notes
Panel is a bias and stats tool, not an auto-entry system.
Works best on regular trading days (avoid major news spikes if you choose).
All stats are based on a 6-year historical lookback on NQ vs ES in this exact 10:45→11:00 structure.
