Indikatoren und Strategien
BTC Valuation ZonesBTC Valuation – Distance From 200 MA
This indicator provides a simple but powerful Bitcoin valuation framework based on how far price is from the 200-period Moving Average, a level that has historically acted as Bitcoin’s long-term equilibrium.
Instead of predicting tops or bottoms, this tool focuses on mean-reversion behavior:
When price deviates too far above the 200 MA → risk increases
When price deviates deeply below the 200 MA → long-term opportunity increases
SR Channel + EMA + RSI MTF + VolHighlightSR + Volume + RSI MTF – edited by Mochi
This indicator combines three tools into a single script:
SR Zones from Pivots
Automatically detects clusters of pivot highs/lows and groups them into support and resistance zones.
Zone width is tightened using a percentage of the pivot cluster range so levels are more precise and cleaner.
Each zone includes:
A colored box (SR area),
A dashed midline,
A POC line (price level with the highest traded volume inside the zone),
A label showing the zone price and distance (%) from current price.
Zone color is dynamic but simple and stable:
If price closes below the mid of the zone → it is treated as resistance (red).
If price closes above the mid of the zone → it is treated as support (green).
Box, lines, and label always share the same color.
Volume Inside the Zone + POC
Calculates buy/sell volume for candles whose close lies inside each zone.
Uses abs(buyVol − sellVol) / (buyVol + sellVol) to measure volume imbalance and control box opacity:
Stronger, more one‑sided volume → darker box (stronger zone).
POC is drawn as a thin line with the same color as the zone to highlight the best liquidity level for entries/TP.
Multi‑Timeframe RSI Dashboard
Shows RSI(14) values for multiple timeframes (1m, 5m, 15m, 30m, 1h, 4h, 8h, 1d), each can be toggled on/off.
Background color of each RSI cell:
RSI > 89 → red (strong overbought),
80–89 → orange (warning area),
RSI < 28 → lime (strong oversold),
Otherwise → white (neutral).
The goal of this script is to give traders a clear view of:
Key support/resistance zones,
Their volume quality and POC,
And multi‑TF overbought/oversold conditions via the RSI dashboard – all in one indicator to support retest/flip‑zone trading.
ABC Pro Ultimate S/RABC Pro Ultimate is a high-precision trading tool designed to identify harmonic ABC (Zigzag) patterns and combine them with institutional Support & Resistance levels. Unlike standard indicators that clutter your chart with noise, this script filters for high-relevance pivot points from the distant past to provide truly meaningful trade setups.
Brooks Bar Type: Trend Bar vs Doji (Visual)📊 Brooks-Style Bar Classification (Trend Bar vs Doji)
This indicator visually classifies every candlestick into Trend Bars and Doji Bars, inspired by classic bar-by-bar price action reading.
Instead of memorizing candle names or relying on indicators, it focuses on what matters most:
who controlled the bar — buyers, sellers, or neither.
🔍 What the Indicator Shows
✅ Trend Bars
Bars showing directional conviction:
Large body relative to the full range
Close near the high (bullish) or near the low (bearish)
Visuals
🟢 Green candles → Bull trend bars
🔴 Red candles → Bear trend bars
Triangle markers highlight trend bars
These bars suggest momentum and follow-through potential.
⚪ Doji Bars
Bars showing indecision or balance:
Small body relative to the total range
Often overlapping with surrounding bars
Visuals
⚪ Gray candles
“D” marker above the bar
A doji does not mean reversal by default — it signals uncertainty or pause, especially important inside ranges or before breakouts.
🟨 Doji Clusters (Compression)
When multiple doji bars appear within a short lookback window, the background is highlighted:
🟨 Yellow background = price compression
Common before breakouts or failed breakout attempts
This helps identify trading ranges vs trending conditions at a glance.
⚙️ Key Inputs
Doji body % – controls how small a body must be to count as a doji
Trend bar body % – minimum body size for trend bars
Close near extreme % – how close price must close to high/low
ATR filter (optional) – ignore insignificant bars
Doji cluster settings – control compression detection
All parameters are adjustable to fit stocks, forex, or crypto, across any timeframe.
🎯 How to Use It
Trade with trend bars, not against them
Expect pauses, not reversals, after dojis in strong trends
Watch doji clusters for upcoming expansion
Combine with support/resistance, market structure, or higher-timeframe context
This indicator is not a signal generator — it is a decision-support tool for traders who read price action seriously.
🧠 Philosophy
“Most bars are noise. The skill is knowing when they are not.”
This tool is designed to train your eye to read charts bar by bar, focusing on probability, not prediction.
⚠️ Disclaimer
This indicator is for educational and analytical purposes only.
It does not provide financial advice or trade signals.
Always manage risk appropriately.
The Beast (Adaptive Companion)⚡Quick Start
Shows momentum behind every signal
Histogram view (clearer than lines)
Highlights re-entry preparation
Plots entries and re-entries in the panel
Designed to be used together with "The Beast (Main) indicator.
📊 Overview
This oscillator is a visual companion to the main indicator.
It explains why signals occur, not just when.
It uses the same Z-Score logic and thresholds, giving you a clear view of momentum, pullbacks, and continuation setups.
📈 What You See
Z-Score Histogram
Green → strong bullish momentum
Red → strong bearish momentum
Neutral → low or mixed momentum
Threshold Levels
Zero line
Positive and negative thresholds
These match the exact rules used for entries.
Re-Entry Arming (Background Highlight)
The background subtly highlights when:
A bullish re-entry is being prepared
A bearish re-entry is being prepared
This helps you anticipate continuation trades, not chase them.
Signal Markers (In the Panel)
The oscillator displays:
▲ BUY entries
▼ SELL entries
✕ Re-entries
This keeps the price chart clean while preserving full context.
🔗 How Both Indicators Work Together
Main Indicator → What to do (entries on price)
Oscillator Companion → Why it happens (momentum + structure)
When both use the same input values, they stay perfectly aligned and create a clear, intuitive workflow.
✅ Final Notes
Non-repainting
Rule-based
Designed for clarity, not signal spam
Best used with proper risk management
Kijun Equilibria [by Oberlunar]The “story” starts with Ichimoku Kinkō Hyō, created by the Japanese journalist Goichi Hosoda in the 1930s and published in the 1960s; its literal meaning is often rendered as a “one-glance equilibrium chart” because it aims to show balance, trend direction, and dynamic support/resistance at a glance.
In that tradition, the Kijun-sen (“base line”) is not just a moving average: it is a reference equilibrium level, classically computed as the midpoint of the high–low range over 26 periods.
Kijun Equilibria keeps that Japanese “equilibrium” idea, but modernises it in two ways. First, it turns the Kijun concept into an adaptive equilibrium line: instead of assuming a fixed market tempo (like the classic 26), it estimates a dominant cycle length using an Ehlers-style Hilbert/cycle approach, then scales internal lengths and smoothers so the equilibrium line responds differently in trending vs choppy regimes.
Second, it makes equilibrium explicitly multi-timeframe: you compute the adaptive Kijun on the chart TF (in this example 30 m) plus three lower TFs (in this example 1, 3, 5 m), then build a “cloud” between the highest and lowest of those equilibria, which becomes a practical map of where timeframes disagree and where price is most likely to “snap back” toward balance.
Bearish bias
This is a signal that the trend may shift into a bearish bias.
Due to this graphical setup, “cloud fog” is a meaningful meta-word here. In classic Ichimoku, the thickness and shape of the cloud provide a visual way to reason about strength and uncertainty.
In my indicator, the “cloud fog fills” reinterpret that same visual principle, but instead of Senkou spans, they shade the space between equilibria across timeframes, making dispersion (and compression) immediately visible.
The Ornstein–Uhlenbeck part then adds a quantitative “pullback detector” that fits the Ichimoku philosophy rather than replacing it. OU was introduced by Ornstein and Uhlenbeck as a mean-reverting stochastic process; in modern terms, it is a canonical model for a variable that is continuously pulled back toward a mean.
Bullish bias
In this case, we have a bullish bias, and the pullback detector based on Ornstein–Uhlenbeck mean-reversion calculations has signalled that the price is re-entering the green cloud, suggesting a potential bullish continuation after the bounce.
In my indicator, the mean is not an arbitrary moving average: it is the Kijun equilibrium itself. I apply OU to the deviation x = price − kijun, estimate a reversion strength (κ/kappa), and convert the deviation into a z-like score.
The result is very “Japanese” in spirit: the model isn’t saying “price is random”; it’s saying “price departs from balance, but balance pulls back”, and you only trust that pullback when κ is strong enough and the deviation is meaningfully stretched.
Bearish bias and Pull-Back idea
In this case, there are multiple pullbacks that may offer short opportunities, but eventually price breaks strongly through the TF baseline—at that point, it’s time to stop treating the trend as bearish-biased.
Finally, ATR is the glue that makes the bias logic practical and comparable across regimes. ATR (popularised by J. Welles Wilder in 1978) is fundamentally a volatility yardstick. Here it becomes, coupled with biased signals, the unit of measure for everything that should scale with volatility: how far price must be outside the cloud to count as “stretched”, how much spacing you require between stacked Kijuns to accept a true long/short bias, and even how far above/below price you place bias labels. In other words, the “Long Bias / Short Bias” is not just alignment across timeframes; it is alignment with enough ATR-separated structure to reduce false signals when all lines are compressed.
This isn’t one of the most advanced tools in my collection, but it can help newcomers. Be careful: despite the safeguards added, it may or may not produce consistently reliable signals. Risk management is central.
However, given its history, I wanted it to be part of my own collection of scripts with my personal mods, and I’m releasing it for free to the community.
by Oberlunar 👁★
High/Low Tracker (Dual Sessions)VV4High and lows in 2 timeframes
16:00 -> 03:55
19:30 -> 02:55
Toggle on/off of
- Auto extending untill 09:25
- Live updating during price action
Configure linestyles, box styles
It is now displaying correctly for both CL and ES
The Beast (Main)This Indicator combines Trendline Break + Z-Score + Adaptive Re-Entry
🔥 Quick Start
Trade trendline breakouts only
Confirm entries with Z-Score momentum
Optional adaptive re-entries (✕) after pullbacks
Clean signals, no clutter, no repaint
Works best when paired with the Z-Score Oscillator Companion
🚀 Overview
This indicator is a clean, rule-based breakout and continuation system designed to highlight high-quality trend trades while avoiding noise and overtrading.
It combines:
Structural trendline breaks
Statistical momentum (Z-Score)
Adaptive re-entry logic based on timeframe behavior
The result is a disciplined, professional signal framework focused on clarity and confidence rather than signal quantity.
🧠 How It Works
1️⃣ Trendline Break (Structure First)
Signals are only considered after price breaks a dynamically calculated trendline based on swing highs/lows.
This ensures alignment with real market structure.
2️⃣ Z-Score Momentum Confirmation
After a break:
BUY → Z-Score ≥ positive threshold
SELL → Z-Score ≤ negative threshold
This filters out weak moves and confirms statistical momentum, not guesswork.
3️⃣ Controlled Timing Window
Signals are valid only for a limited number of bars after the break.
This avoids late entries and stale setups.
🔁 Adaptive Re-Entries (Optional)
Re-entries allow controlled continuation trades in strong trends.
Marked with a ✕ (cross) for clear distinction
Always occur after a pullback
Printed one bar after confirmation (non-repainting)
Timeframe-aware modes:
Auto (Recommended)
Low / Mid / High TF
Off
A max re-entry limit prevents overexposure.
🔄 Alternate Signal Protection
An optional filter prevents:
BUY → BUY → BUY
SELL → SELL → SELL
This enforces signal discipline and avoids overtrading.
🎨 Visual Design
Primary entries: Arrow or Label (user choice)
Re-entries: ✕ only (always discreet)
Adjustable transparency for clean charts
🛠 Best Use
Trend-focused markets
Crypto, Forex, Indices, Futures
Intraday and Swing trading
Combine with "The Beast (Adaptive Companion)" for maximum clarity.
TrendX Amila Bro SignalsTrendX Amila Bro is a trend-following TradingView indicator designed to identify high-probability BUY and SELL signals by combining EMA crossovers, RSI strength, Fibonacci retracement zones, and optional RSI divergence confirmation.
The indicator is built to work on any market (Forex, Gold, Crypto, Indices, Stocks) and any timeframe, with best performance during trending market conditions.
🔹 Core Features
Fast & Slow EMA crossover to detect trend direction
RSI strength filter to avoid weak or low-momentum signals
Optional Fibonacci 50% & 61.8% zone filter for pullback entries
Optional RSI divergence filter for stronger confirmations
Clear BUY / SELL arrows directly on the price chart
Customizable inputs for full control
🔸 Signal Types
BUY / SELL
Basic EMA + RSI signals (always visible)
BUY+ / SELL+
Strong signals when EMA + RSI + Fibonacci + Divergence all agree
⚙️ Settings Guide
Fast EMA / Slow EMA – Adjust trend sensitivity
RSI Levels – Control momentum strength for entries
Use Fibonacci Filter – Enable for pullback-based entries
Use RSI Divergence Filter – Enable for extra confirmation
Fib Zone Distance % – Defines tolerance around Fib levels
💡 Tip: Turn Fib & Divergence filters OFF for more signals,
turn them ON for higher-quality setups.
📈 Best Use
Trending markets
Pullback entries in trend direction
Confluence with support/resistance or price action
⚠️ Disclaimer
This indicator is for educational purposes only and does not guarantee profits. Always use proper risk management and confirm signals with your own analysis.
High/Low Tracker (Dual Sessions)V4High and lows in 2 timeframes
16:00 -> 03:55
19:30 -> 02:55
Toggle on/off of
- Auto extending untill 09:25
- Live updating during price action
Configure linestyles, box styles
It is now displaying correctly for both CL and ES
Multiple Time Frame Stoch-RSIThis indicator is designed to show users the values for default stochastic RSI and default RSI settings across multiple time frames.
I have made many bad trades focusing too closely on one particular time frame and indicators that suggest the price will move one way, to be superseded by a higher timeframe pushing price in another direction.
The timeframes are customisable so you can select your own timeframes, but the default timeframes chosen here are part of the BareNaked Crypto or Naked Nation strategy, looking at timeframes in multiples of 3 for lower timeframes.
The idea in its simplest form is that when timeframes like the 3/6/9m are all over sold or over bought (coloured red or green) then it could be a suitable time to place an order. Or at least be more favourable for your trade.
This indicator as with all indicators is designed as a tool to add to whatever arsenal of strategy or tools you are already using and does not constitute financial advice, just be cause 3/6/9m is in red or green does not guarantee that the trade will go your way.
The orange on the timeframes are generally designed to show users where price can reverse so for example if the stochastic 3m is at 10 and in green, but the 9m is at 65 in orange, it could be that a push up is not finished and the 9m drop from oversold to 65 could be reversed due to a low 3m stochastic number and then 9m goes from 65 back up to 100, and vice versa.
The arrows for direction also allow you to quickly deduce the direction of the stochastic RSI, ^ up, V down, and stable -. this should allow you to see if the stochastic has been rising and is beginning to turn around or not.
Overnight Gap - Close to Open - TF PascalCalculates the percentage change in the opening price of the candle above relative to the closing price of the previous candle.
Not available for S&P500 CFDs.
Can be used for cash prices such as TVC's SPX for the S&P500.
First Strike ORB Strategy [BlackBelt Futures]My own personal take on the opening range breakout.
2:1RR, 45% win rate. Fully automated. DM for access.
King Trade 4-hour buy/sell strategyThis is a buy/sell system for 4-hour candlestick charts. For best results, use it on Heiken Ashi candlestick charts.
Support & Resistance Zones📌 Support & Resistance Zones – Indicator Overview
This indicator automatically identifies dynamic support and resistance zones using pivot highs and lows.
Zones are built with ATR-based thickness, making them adaptive to market volatility.
Only the most recent zones are displayed to keep the chart clean, and each zone extends to the right, providing clear areas where price is likely to react.
The indicator does not repaint and is designed for price action analysis, helping traders anticipate potential bounces, breakouts, and role reversals without relying on lagging signals.
Best used for:
Market structure analysis
Key reaction zones
Manual trade decision-making
Early Trend Warning Using MTF AnalysisAs an active trader and software professional, I build my own indicators. I built this one today which I want to share with fellow traders.
If you are a trend trader then HTF/MTF analysis is very critical. It is virtually impossible to constantly track multiple tickers all the time. One should not take a buy trade when MTF is bearish and vice versa. This indicator solves this problem.
The EMA Trend Warning indicator helps traders detect potential trend changes early by analyzing price interactions with multi-timeframe Exponential Moving Averages (EMAs) and their momentum. It sends instant alerts when price crosses above or below EMAs with supporting momentum, making it easier to capture bullish or bearish moves.
The EMA Trend Warning indicator detects potential trend changes by monitoring price against 14-period EMAs on multiple timeframes: 15-minute, 30-minute, and 1-hour charts. It sends alerts when the price crosses above or below the EMA with supporting momentum, helping traders identify early bullish or bearish signals.
How It Works:
1. Calculates 14-period EMA on 15m, 30m, and 1H charts.
2. Computes EMA slopes to determine momentum direction.
3. BUY alert triggers when price crosses above the 15m EMA and at least one EMA slope is upward.
4. SELL alert triggers when price crosses below the 15m EMA and at least one EMA slope is downward.
5. Alerts fire once per bar and track previous state to avoid repeated notifications.
Features:
1. Multi-timeframe EMA monitoring.
2. Momentum confirmation with EMA slopes.
3. Instant BUY/SELL alerts.
4. Tracks previous trend state to prevent alert spam.
Benefits:
1. Detects trend changes early for better entry timing.
2. Confirms trend across multiple timeframes.
3. Saves time with automated alerts.
4. Helps traders align trades with market momentum.
Please consider this indicator as EARLY WARNING ONLY. Take trade based on multiple confluences post receiving any warning. I have tested it on BTCUSD since yesterday, multiple warning alerts were 100% perfect.
RSI Strategy with Auto Tuner (PF)# RSI Auto‑Tuner Strategy — How To Use
This document explains **how to use** the RSI Auto‑Tuner strategy. It intentionally avoids math and implementation details. Follow this as an operating guide.
---
## 1. What This Tool Is For
This strategy helps you:
* Discover **which RSI length works best** on a given ticker and timeframe
* Measure performance using **Profit Factor (PF)**
* Improve RSI performance on noisy markets by **transforming price first**
The auto‑tuner is a **research tool**, not a live trading signal generator.
---
## 2. Two Modes You Must Treat Differently
### Research Mode
Used to explore and discover parameters.
* Auto‑Tune: **ON**
* Parameters are allowed to change
* Results may look very good
* Overfitting risk is real
### Trading Mode
Used for forward testing or live trading.
* Auto‑Tune: **OFF**
* Parameters are fixed
* Behavior is stable and repeatable
* This is the only acceptable mode for live use
**Never trade live with Auto‑Tune enabled.**
---
## 3. Manual Mode (Trading Mode)
Use this after parameters are finalized.
Steps:
1. Set **Auto‑Tune = OFF**
2. Choose:
* Source (raw price or transformed price)
* RSI Length (manual, default 14)
* Oversold / Overbought levels
3. The strategy will:
* Enter long when RSI crosses up through Oversold
* Enter short when RSI crosses down through Overbought
* Flip positions on opposite signals
This mode is predictable and safe for forward testing.
---
## 4. Auto‑Tune Mode (Research Mode)
Use this to find optimal RSI lengths.
Steps:
1. Set **Auto‑Tune = ON**
2. Configure the search range:
* Minimum Length (default 5)
* Maximum Length (default 14)
* Step Size (default 1)
3. The strategy will:
* Internally simulate trades for each RSI length
* Track gross profit, gross loss, and trades
* Select the length with the highest Profit Factor
4. The best length is applied automatically
Auto‑Tune evaluates historical data only.
---
## 5. Using a Transform on Price (Critical)
RSI does **not** have to run on raw price.
You can significantly improve results by:
* Applying a **price transform** first
* Feeding the transformed series into the RSI Source input
Examples of transforms:
* Moving averages
* Low‑pass filters
* Butterworth filters
* Any smoother or denoiser
Why this works:
* Busy, wicky markets cause RSI to whipsaw
* Transforms remove micro‑noise
* RSI responds to structure instead of chaos
* Profit Factor often increases dramatically
Best practice:
* Auto‑tune on raw price
* Auto‑tune on transformed price
* Compare PF, trade count, and stability
---
## 6. Reading the Status Label
At the last bar, the on‑chart label shows:
* Whether Auto‑Tune is ON or OFF
* Whether candidates were built successfully
* Number of RSI lengths tested
* Best RSI length found
* Profit Factor and trade count
If Auto‑Tune is OFF, the label shows the manual length.
---
## 7. Recommended Workflow
1. Choose ticker and timeframe
2. Enable Auto‑Tune on **raw price**
3. Record best RSI length and PF
4. Enable Auto‑Tune on **transformed price**
5. Compare results
6. Lock parameters
7. Disable Auto‑Tune
8. Forward test
---
## 8. Warnings and Discipline
* High PF with few trades is unreliable
* Transforms can hide execution costs
* Always validate on a different period
* Auto‑Tune is a **lens**, not an edge
Treat this tool as a research microscope, not an autopilot.
Rolling Cumulative Volume Delta (N bars)Rolling CVD, not anchored to a date and reset after anchor+period reached
Multi-Fractal Trading Plan [Gemini] v22Multi-Fractal Trading Plan
The Multi-Fractal Trading Plan is a quantitative market structure engine designed to filter noise and generate actionable daily strategies. Unlike standard auto-trendline indicators that clutter charts with irrelevant data, this system utilizes Fractal Geometry to categorize market liquidity into three institutional layers: Minor (Intraday), Medium (Swing), and Major (Institutional).
This tool functions as a Strategic Advisor, not just a drawing tool. It calculates the delta between price and structural pivots in real-time, alerting you when price enters high-probability "Hot Zones" and generating a live trading plan on your dashboard.
Core Features
1. Three-Tier Fractal Engine The algorithm tracks 15 distinct fractal lengths simultaneously, aggregating them into a clean hierarchy:
Minor Structure (Thin Lines): Captures high-frequency volatility for scalping.
Medium Structure (Medium Lines): Identifies significant swing points and intermediate targets.
Major Structure (Thick Lines): Maps the "Institutional" defense lines where trend reversals and major breakouts occur.
2. The Strategic Dashboard A dynamic data panel in the bottom-right eliminates analysis paralysis:
Floor & Ceiling Targets: Displays the precise price levels of the nearest Support and Resistance.
AI Logic Output: The script analyzes market conditions to generate a specific command, such as "WATCH FOR BREAKOUT", "Near Lows (Look Long?)", or "WAIT (No Setup)".
3. "Hot Zone" Detection Never miss a critical test of structure.
Dynamic Alerting: When price trades within 1% (adjustable) of a Major Trend Line, the indicator’s labels turn Bright Yellow and flash a warning (e.g., "⚠️ WATCH: MAJOR RES").
Focus: This visual cue highlights the exact moment execution is required, reducing screen fatigue.
4. The Quant Web & Markers
Pivot Validation: Deep blue fractal markers (▲/▼) identify the exact candles responsible for the structure.
Inter-Timeframe Web: Faint dotted lines connect Minor pivots directly to Major pivots, visualizing the "hidden" elasticity between short-term noise and long-term trend anchors.
5. Enterprise Stability Engine Engineered to solve the "Vertical Line" and "1970 Epoch" glitches common in Pine Script trend indicators. This engine is optimized for Futures (NQ/ES), Forex, and Crypto, ensuring stability across all timeframes (including gaps on ETH/RTH charts).
Operational Guide
Consult the Dashboard: Before executing, check the "Strategy" output. If it says "WAIT", the market is in chop. If it says "WATCH FOR BOUNCE", prepare your entry criteria.
Monitor Hot Zones: A Yellow Label indicates price is testing a major liquidity level. This is your signal to watch for a rejection wick or a high-volume breakout.
Utilize the Web: Use the faint web lines to find "confluence" where a short-term pullback aligns with a long-term trend line.
Configuration
Show History: Toggles "Ghost Lines" (Blue) to display historical structure and broken trends.
Fractal Points: Toggles the geometric pivot markers.
Hot Zone %: Adjusts the sensitivity of the Yellow Warning system (Default: 1%).
Max Line Length: A noise filter that removes stale or "spiderweb" lines that are no longer statistically relevant.
Cumulative Volume Delta [Pro] v1.0Volume Delta is the X-Ray machine for a candle.While a standard volume bar tells you how much activity happened, it keeps the participants anonymous.
It doesn't tell you if the buyers were in control or if the sellers were dumping.Volume Delta peels back the skin of the candle to reveal the Aggressive Intent.
1The Mechanics (How it Works)Every trade requires a Buyer and a Seller. However, for price to move, one side must be Aggressive (using Market Orders) and the other side must be Passive (using Limit Orders).Ask Volume (Buying):
Traders hitting the "Buy" button at market price. They are impatient and demand liquidity.Bid Volume (Selling): Traders hitting the "Sell" button at market price. They are dumping inventory.
How to Read It (The Cantillon Lens)1. Positive Delta (+)What it means: Aggressive buyers overwhelmed sellers.
2The Narrative: "First Receivers" or eager retail traders are lifting the offer. Demand is real.2. Negative Delta (-)
What it means: Aggressive sellers overwhelmed buyers.
The Narrative: Someone is offloading inventory or shorting aggressively. Supply is dominant.
3. The Anomaly (The "Trap")
This is the most powerful signal.Example: Price makes a massive Green Candle (Price UP), but the Delta is Negative.Translation: This is a "Limit Order Absoption." Retail traders are aggressively buying (Market Buys), but a massive Institutional Seller is sitting there with a Limit Sell wall absorbing all of it.Result: The move is fake.
Price is about to reverse.Why It Matters In the Cantillon Terminal, we use Delta to distinguish between a Trend and a Trap.
Trend: Price is moving UP, and Delta is consistently Positive (Aggression matches Price).
Trap: Price is moving UP, but Delta is Flat or Negative (Price is floating up on thin air, waiting to be swatted down).
VWAP TOOL KIT (RyanTradesES)VWAP TOOL KIT — RyanTradesES
The VWAP Tool Kit is a session-aware, intraday market structure indicator designed for futures and active index traders who rely on VWAP, opening range behavior, and RTH context to frame high-probability trades.
This tool consolidates multiple VWAP regimes, key session levels, and adaptive EMA smoothing into a single, clean overlay—removing the need to stack multiple indicators or scripts.
Core Features
Opening Range (9:30–9:45 NY)
Automatically tracks and shades the Opening Range
Extends through RTH to provide a clear structural reference
Rendered behind price for clarity (non-intrusive)
VWAP Suite
Overnight VWAP (resets at 6:00 PM NY)
24-Hour NY VWAP (resets at 9:30 AM NY)
Previous Day NY VWAP (calculated from prior RTH)
Anchored VWAP with manual date/time control
Each VWAP can be independently enabled, styled, and sourced.
RTH High / Low
Tracks Regular Trading Hours (9:30–16:00 NY)
Updates dynamically and resets daily
Useful for range expansion, rejection, and bias confirmation
EMA + Advanced Smoothing
Base EMA with adjustable length, source, and offset
Optional EMA-based smoothing layer:
SMA
EMA
RMA (SMMA)
WMA
VWMA
SMA + Bollinger Bands
Bollinger Bands adapt directly to EMA behavior, not raw price
Legend / HUD
Compact, auto-updating legend in the chart corner
Displays only active modules
Fully optional and customizable
Design Philosophy
This indicator is built for clarity and context, not signals.
It is meant to help traders:
Identify VWAP acceptance vs rejection
Frame bias using session structure
Align EMA behavior with VWAP positioning
Reduce chart clutter while increasing information density
All components are modular—use everything, or only what fits your strategy.
Recommended Use
Intraday futures (ES, NQ, RTY, YM)
VWAP-based mean reversion and trend continuation
Opening range and RTH structure trading
Discretionary or rules-based execution
Notes
Times are calculated using New York session logic
This indicator does not generate trade signals
Designed for educational and analytical use
How I Personally Use This
I use this tool primarily for context, not entries. My focus is on how price behaves around the Overnight VWAP, 24H NY VWAP, and Previous Day VWAP during the first part of RTH. I pay close attention to whether price is accepting above or below VWAPs rather than crossing them. The Opening Range gives me an early framework for volatility and directional intent, while RTH High/Low helps me stay aware of where price is expanding versus stalling. The EMA and smoothing layer are used to judge momentum quality—when EMA structure aligns with VWAP positioning, I’m more interested; when they diverge, I’m more patient.
Example Framework (Not Trade Advice)
One way this indicator can be used is by observing price behavior after the Opening Range is set. If price holds above the Overnight and 24H VWAPs and the EMA structure remains supportive, that suggests stronger acceptance during RTH. In contrast, repeated failure to reclaim VWAP levels while EMA smoothing rolls over may indicate weakening participation. Anchored VWAP can be used to measure response around specific events such as session opens, highs/lows, or high-volume turns. This framework is intended to help structure decisions, not automate them.






















