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XAUUSD ICT + SMC Professional ToolkitADVANCED SMC TOOLKIT WITH BUY AND SELL CALL MARK MONEY MAGNET ZONE Indicator मध्ये: Order Blocks: Institutional buying/selling zones FVG: Price imbalance किंवा रिकामी liquidity area SSL Sweep: Sell-side liquidity sweep झाल्यानंतर reversal/bounce दाखवतो EMA 50 आणि EMA 200: Trend direction filter Red zones: संभाव्य Sell/Supply zones Green zones: संभाव्य Buy/Demand zones Purple/Grey zones: FVG आणि imbalance zones
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von PV56BCP
Indian Sectors HeatMapA real-time NSE sector dashboard built for intraday traders. Tracks 3 benchmark indices (Nifty 50, Bank Nifty, Midcap 100) and 13 sector indices in a single color-coded table. Each row shows the last price, daily change%, and gap% (today's open vs yesterday's close) with a green/red gradient so you can instantly spot sector strength and weakness. Sectors covered: Auto, Financial Services, FMCG, IT, Media, Metal, Pharma, PSU Bank, Realty, Energy, Commodities, Private Bank, Oil & Gas. Fully customizable — Sort by highest/lowest change or alphabetically, reposition the table anywhere on the chart, and adjust colors to match your theme.
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von PrasoonSinghChauhan
Institutional Positioning (COT S&P 500 Asset Managers)中文說明 機構部位擁擠度指標(COT S&P 500 Asset Manager Positioning) 本指標追蹤美國股指期貨市場中「資產管理公司/機構法人」類別的淨部位相對歷史水位,用以觀察機構投資人多空部位是否已經過度擁擠,是一個逆勢型的市場情緒觀察工具。 計算方式 資料來源為 CFTC(美國商品期貨交易委員會)每週五公布的 Traders in Financial Futures(TFF)報告,取 E-mini S&P 500 期貨(CFTC Code #13874A)中「Asset Manager/Institutional」類別的多單減空單,得到淨部位。再用 ta.percentrank() 將淨部位轉換成過去約3年(780個交易日)區間內的百分位排名(0-100),用以判斷目前部位相對於自身歷史的擁擠程度。 如何使用 紅色區域(百分位 80-95以上):機構多單部位處於近3年相對高檔,代表多頭部位已經擁擠。這是逆勢訊號,不是趨勢確認——意味著追高風險上升、獲利了結壓力可能浮現,不代表市場馬上要跌。 綠色區域(百分位 5-20以下):機構空單部位處於近3年相對高檔(或多單部位處於低檔),代表空頭情緒或減碼行為已經擁擠。同樣是逆勢訊號,提醒悲觀情緒可能已經到達極端,存在反彈的統計傾向,不代表市場立刻反轉向上。 中線(50)代表目前部位落在過去3年的中位數,無明顯偏多或偏空的擁擠現象。 注意事項 資產管理公司(退休基金、資產管理業者)本質上以長期資產配置為主要目的,部位天生偏向長期持有多單,這代表本指標的中樞長期會偏向50以上,這是市場結構特性,不是指標偏誤。 資料為週更新,雖然本指標可以掛在任何K線週期上使用,但反映的訊號本質是總經/中長期部位變化,不適合作為短線精確進出場依據,建議搭配保證金負債、淨流動性、信用壓力等指標一起觀察,綜合判斷市場所處的槓桿-流動性-信用-部位週期階段。 若發現此分類訊號長期缺乏區分度,可考慮改用波動性更高的 Leveraged Funds(避險基金)分類作為替代或補充。 本指標僅供教育與研究參考,不構成投資建議。 English Description Institutional Positioning Crowding Indicator (COT S&P 500 Asset Manager Positioning) This indicator tracks the net positioning of the "Asset Manager/Institutional" category in U.S. equity index futures relative to its own historical range, used to assess whether institutional investors' long or short positioning has become overcrowded. It is a contrarian market-sentiment tool, not a trend-confirmation one. Methodology Data comes from the CFTC's weekly Traders in Financial Futures (TFF) report, using the E-mini S&P 500 futures (CFTC Code #13874A). Net position is calculated as Asset Manager/Institutional long positions minus short positions. This net position is then converted using ta.percentrank() into a percentile ranking (0–100) relative to roughly the past 3 years (780 trading days), showing how crowded the current positioning is relative to its own history. How to use it Red zone (percentile 80–95+): Institutional long positioning is near a 3-year relative high — longs are crowded. This is a contrarian signal, not trend confirmation: it flags rising risk of profit-taking or a pullback, not an imminent decline. Green zone (percentile 5–20 or below): Short positioning (or reduced long exposure) is near a 3-year relative extreme — pessimism is crowded. Also contrarian: it suggests bearish sentiment may be near an extreme, with a statistical tendency toward a bounce, not a guaranteed reversal. Midline (50) indicates positioning sits near its 3-year median, with no notable crowding in either direction. Notes Asset managers (pension funds, institutional money managers) are structurally oriented toward long-term allocation and tend to run persistent long exposure. This means the indicator's center of gravity will naturally skew above 50 over time — this reflects genuine market structure, not a flaw in the indicator. Although the underlying data updates weekly and this indicator can technically be applied to any chart timeframe, the signal itself reflects medium- to long-term institutional positioning shifts. It is not suited for precise short-term trade timing and works best alongside margin debt, net liquidity, and credit stress indicators to build a fuller picture of the leverage-liquidity-credit-positioning cycle. If this category's signal proves insufficiently differentiated over time, consider substituting or supplementing it with the more volatile Leveraged Funds (hedge fund) category. For educational and research purposes only; not investment advice.
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von uaena001
COT Category Screener [invincible3]COT Category Screener — Participant Select The COT Category Screener is a professional Commitment of Traders dashboard designed to compare positioning across multiple futures markets from one compact table. It uses Legacy COT data and allows traders to analyze either Non-Commercial or Commercial participants. Every displayed metric—including net positioning, historical indices, score, bias, ranking, and weekly history—automatically adapts to the selected participant. MARKET CATEGORIES The screener supports the following groups: • Metals • Energy • Grains & Oilseeds • Soft Commodities • Livestock • Equity Indices • Cryptocurrencies • Major Currencies • Emerging-Market Currencies Depending on the selected category, the dashboard compares up to eight markets simultaneously. PARTICIPANT SELECTION Choose between: Non-Commercial Primarily reflects speculative positioning from large traders such as funds and institutional market participants. Commercial Reflects the positioning stance of commercial participants and hedgers. Commercial mode represents the Commercial participant-side perspective . It should not automatically be interpreted as a contrarian market signal. When Commercial and Non-Commercial positioning spreads are symmetrical, their displayed scores and bias states will naturally appear opposite. DASHBOARD METRICS OI — Open Interest Displays the total number of outstanding contracts reported for the selected market. NET — Net Position Calculated as: Long Positions − Short Positions A positive value indicates net-long positioning, while a negative value indicates net-short positioning. ΔNET — Weekly Net Change Measures the change in the selected participant’s net position compared with the previous COT report. It helps identify whether participants are: • Adding long exposure • Reducing long exposure • Adding short exposure • Covering short exposure L% and S% Displays the selected participant’s long and short positions as a percentage of total open interest. FLIP% Calculated as: Long% − Short% A positive Flip% indicates stronger long exposure, while a negative Flip% indicates stronger short exposure. HISTORICAL DIFFERENCE MODEL The screener calculates the historical position of the spread between the selected participant and the opposite participant over three report windows: • D13 — 13-report difference index • D26 — 26-report difference index • D52 — 52-report difference index These values range from 0 to 100. In the screener’s model: • Lower Difference values contribute to a more bullish score. • Higher Difference values contribute to a more bearish score. The three windows are weighted as follows: • D13: 20% • D26: 30% • D52: 50% The longer-term D52 component therefore carries the greatest influence. COT POSITION INDICES I52 Shows the selected participant’s current net position relative to its historical range over the previous 52 reports. I3Y Shows the same relative position over 156 reports, approximately three years of weekly COT history. Values near 0 indicate positioning near the lower end of the historical range. Values near 100 indicate positioning near the upper end of the historical range. These indices describe historical positioning extremes and should be interpreted together with the participant type, Difference readings, weekly net change, and overall bias. COMPOSITE SCORE The screener converts the weighted D13, D26, and D52 readings into a normalized score ranging from: • +100 — Strong bullish positioning setup • 0 — Neutral or mixed positioning • −100 — Strong bearish positioning setup The score is designed for relative comparison and ranking across markets within the selected category. BIAS STATES ▲ BUY Positioning has reached a potential bottom-zone setup. This identifies an extreme condition, but it does not confirm that positioning has already reversed. ↗ BULL TURN Short- and medium-term positioning has begun turning upward from a bullish extreme. ▲ LONG BUILD A bullish turn is supported by a positive weekly change in net positioning, indicating that the selected participant is actively building long exposure. ▲ LONG BIAS Positioning remains within the bullish side of the model, although a fresh turning condition is not present. ↘ LONG UNWIND The broader positioning structure remains bullish, but net exposure declined during the latest report. ↗ SHORT COVER The broader structure remains bearish, but net positioning increased, suggesting that short exposure may be reducing. ▼ SHORT BIAS Positioning remains within the bearish side of the model without a newly confirmed bearish turn. ◇ TOP RISK Positioning has reached a potential upper-zone or overcrowded extreme. This is a risk condition rather than an immediate sell confirmation. ↘ BEAR TURN Short- and medium-term positioning has begun turning downward from a bearish extreme. ▼ SHORT BUILD A bearish turn is supported by a negative weekly change in net positioning, indicating active short-position accumulation or long-position reduction. • NEUTRAL Positioning is mixed and does not meet the defined bullish or bearish thresholds. — NO DATA Sufficient historical COT observations are not yet available for the selected calculation. WEEKLY POSITIONING HISTORY The final column displays a compact 10–15 week Flip% sparkline . Each vertical character represents one COT reporting week: • The oldest report appears on the left. • The most recent report appears on the right. • Taller bars represent stronger relative Flip% readings. The history can be normalized independently for each market or displayed using a fixed percentage range. Hover over the history cell to view the underlying weekly values. SORTING OPTIONS Markets can be arranged by: • Category Order • Bullish → Bearish • Bearish → Bullish • Strongest Extreme This makes it easier to identify the strongest relative opportunities or risks within a market group. VISUAL DESIGN The dashboard uses neutral table surfaces with value-colored typography rather than full-cell heatmap coloring. It automatically adapts to light and dark chart themes and includes detailed hover tooltips for: • CFTC market codes • Raw positioning values • Difference readings • Historical indices • Composite scores • Bias calculations • Weekly Flip% history DATA OPTIONS The user can select between: • Futures Only • Futures and Options Combined All calculations are based on weekly COT reports and are not intended to represent real-time positioning. SUGGESTED USE This screener is designed for: • Identifying historically crowded positioning • Comparing related futures markets • Detecting positioning accumulation or distribution • Monitoring speculative and commercial behavior separately • Locating potential medium-term bottom or top setups • Confirming broader macro or price-action analysis COT positioning is generally more suitable for contextual and medium-term analysis than precise entry timing. Signals should be combined with price structure, trend, momentum, volatility, and appropriate risk-management rules. DISCLAIMER This indicator is an analytical tool and does not constitute financial advice. Historical positioning extremes do not guarantee a market reversal or continuation.
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von invincible3
HTF Volume Profile Map - POC, VAH, VAL and DeltaHTF Volume Profile Map - POC, VAH, VAL and Delta HTF Volume Profile Map estimates where trading volume was concentrated inside higher-timeframe candles and displays those value areas directly on an intraday chart. The indicator builds a separate volume-at-price profile for each completed higher-timeframe candle. For example, traders can view four-hour volume distributions while working from a 5-minute, 15-minute, or 1-hour chart. It highlights the prices that attracted the greatest estimated participation rather than relying only on the higher-timeframe candle’s open, high, low, and close. Main features Higher-timeframe volume-at-price profiles Point of Control, or POC Value Area High and Value Area Low Configurable value-area percentage Developing POC, VAH, and VAL Projection of the latest completed value area Estimated directional volume delta Buy/sell-colored profile rows Automatic ATR-based row sizing Manual tick-based row sizing Configurable profile width and history Dashboard showing location, flow, levels, and calculation quality Alerts for value-area entry and POC crosses How it works The script retrieves lower-timeframe OHLCV data using request.security_lower_tf() and groups those intrabars inside the selected higher-timeframe period. Each intrabar’s volume is distributed across the price rows touched by its high-to-low range. Upward intrabars contribute to estimated buying volume, while downward intrabars contribute to estimated selling volume. Doji intrabars are classified using their movement relative to the preceding intrabar. The row with the greatest accumulated volume becomes the POC. The value area begins at the POC and expands toward adjacent rows with greater volume until it contains the selected percentage of total profile volume. The conventional default is 70%. Reading the profile POC The price row containing the highest estimated volume. It can represent an important acceptance level or price magnet. VAH The upper boundary of the value area. Trading above VAH can indicate an auction attempting to establish higher value. VAL The lower boundary of the value area. Trading below VAL can indicate an auction attempting to establish lower value. Estimated Delta The difference between estimated buying and selling volume: Positive delta indicates greater upward intrabar volume. Negative delta indicates greater downward intrabar volume. A relatively small delta is classified as balanced value. Dashboard states Above Value Price is above the latest completed HTF value area. Below Value Price is below the latest completed HTF value area. Value / Upper Price is inside value and above the POC. Value / Lower Price is inside value and below the POC. Buy Dominant / Sell Dominant Estimated delta exceeds the directional threshold. Balanced Value Neither side has established significant directional dominance. Practical applications Traders can use the indicator to study: Acceptance or rejection around prior HTF value POC retests Failed auctions above VAH or below VAL Rotation from one value boundary toward the other Confluence with market structure, liquidity, supply/demand, or session levels Differences between price direction and estimated volume delta The indicator identifies context and reference levels. It does not generate automatic buy or sell signals. Suggested configuration For a 15-minute chart: Higher Timeframe: 240 minutes Intrabar Sampling: 1 minute Row Size: Auto Value Area: 70% For a 5-minute chart: Higher Timeframe: 60 or 240 minutes Intrabar Sampling: 1 minute Value Area: 70% Increase profile width if the histograms appear too narrow. Increase the row size or reduce the automatic target-row setting if the dashboard displays “Widen Rows.” Important limitation This is an estimated volume profile, not an exchange-level bid/ask footprint. TradingView’s native footprint API requires a qualifying higher-tier subscription. This script instead uses lower-timeframe OHLCV data, allowing it to operate without the native footprint request. Because the precise transaction price of every trade is unavailable, each intrabar’s volume is distributed across the price rows covered by that intrabar. The resulting POC, value area, and delta should therefore be treated as analytical estimates. Historical depth also depends on the selected sampling timeframe and TradingView’s available intrabar data. The script processes confirmed chart bars and discards the first incomplete HTF profile loaded at the beginning of the dataset. Completed HTF profiles remain fixed, while developing levels can change until their HTF candle closes.
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von ImtiyazAli73
Short Pressure IndexOverview A composite 0-100 "short pressure" score built from three independently computed components (volume climax, MA deviation, and bearish-bar momentum), with optional automatic exchange routing for crypto and FINRA short-volume data substitution for stocks — so the same score means something comparable across very different asset classes. How it's calculated 1. Volume pressure: the fraction of high-significance volume (climax or above-average bars, per a PVSRA-style multiplier check) that occurred on bearish closes over a rolling window. For US stocks with FINRA short volume enabled, this component is swapped for the actual reported short-volume ratio instead. 2. MA deviation pressure: how far below (in ATR multiples) price sits from its moving average, rescaled to 0-100 over a rolling window. 3. Momentum pressure: the % of the last N bars that closed bearish. The three are averaged and smoothed with an EMA to produce the SPI line, which gets its own signal-line EMA and histogram. For crypto, price/volume can be routed to a more liquid exchange feed (e.g. Bitfinex) since the chart's native feed may be sparse; unsupported symbol types can be suppressed entirely rather than plotting a meaningless value. How to use it Readings above the high threshold (default 70) suggest broad short-side pressure building across all three components; below the low threshold (default 30) suggests minimal short pressure. The histogram and signal-line crosses give earlier, more granular entries than waiting for a threshold cross. For US equities, "Use FINRA Short Volume" swaps in real reported short-sale data for a more direct read than the volume-climax proxy alone.
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von MTG_MindTheGap
JMJ SNIPER-7X - Jai Mata Ji Institutional PCR, Max Pain and DXY JMJ SNIPER-7X is a 7-point intraday decision dashboard for Indian markets (NIFTY, BANKNIFTY, stocks, MCX metals). You enter 3 values from the NSE option chain (Current PCR, Morning PCR, Max Pain strike); every other layer is automatic. THE 7 POINTS: (1) Asset Status. (2) Smart Money Zone from fixed PCR bands: above 1.60 overbought, 1.20-1.50 bullish, 0.90-1.10 no-trade, 0.50-0.80 bearish, below 0.40 oversold, plus transition bands. (3) PCR Pulse: intraday shift vs your 09:30 baseline reading. (4) Max Pain magnet line with live distance from price. (5) Trap Finder: price-vs-PCR divergence measured from the same 09:30 baseline. (6) Global X-Ray: automatic US Dollar Index (DXY) trend filter using confirmed previous-day daily values (non-repainting); DXY rising is a headwind for Indian equities and commodities. (7) Sniper Verdict: mechanical STRONG BUY / STRONG SELL / ARMED / TRAP / NO TRADE, firing only on a confirmed Darvas box breakout close. ENGINE: startup-safe one-shot Darvas box (one signal per box, no repeats on recrosses), India VIX filter that blocks fresh signals when hot, fail-closed data checks (missing DXY/VIX data blocks signals instead of allowing them), ATR-based stop-loss and target labels, and 4 ready-made alert conditions. NOTES: TradingView has no NSE option-chain feed, so PCR and Max Pain are manual inputs. In the default Live-only mode, signals fire only on confirmed realtime bars and historical bars are never painted with today's PCR (no fake backtest). Recreate alerts after changing inputs. Works best on 5m/15m standard candles, 1D or lower. Educational tool only - not financial advice. Jai Mata Ji.
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von skcbgp7000
B.S: NQ/ES Ratio + DXY (streng gefiltert)Kurzbeschreibung: Misst die relative Stärke des Nasdaq‑100 zum S&P 500 (NQ/ES‑Ratio). Zeigt auf einen Blick, ob Tech führt oder hinkt. Ein optionaler DXY‑Filter blendet nur dann einen Dollar‑Kontext ein, wenn die statistischen Voraussetzungen (stark negative Korrelation + große Bewegung) tatsächlich erfüllt sind – ohne unnötige Ablenkung. Für wen geeignet: Traders mit Nasdaq‑lastigem Portfolio, die schnell erkennen wollen, ob Tech‑Aktien relativ zum Gesamtmarkt Rücken‑ oder Gegenwind haben. Anwender von Options‑Walls oder markttechnischen Setups, die den reinen Kurskontext um einen validierten Makro‑Faktor ergänzen möchten, ohne sich von Rauschen irritieren zu lassen. Alle, die einen sauberen, nicht überladenen Indikator schätzen – die DXY‑Info erscheint nur, wenn sie wirklich etwas zu sagen hat. Was der Indikator macht: Plottet die NQ/ES‑Ratio als farbige Linie (grün = Tech führt, rot = Tech hinkt, grau = neutral). Zeigt eine kompakte Info‑Box (rechts oben) mit: aktuellem Ratio‑Wert Tech‑Trend (führend/hinkend) nur dann eine DXY‑Zusatzinfo („Rückenwind“/„Gegenwind“), wenn: Die rollierende 20‑Perioden‑Korrelation zwischen DXY und Nasdaq‑100 klar negativ ist (≤ -0,5) Die heutige DXY‑Bewegung stärker als 1,5 Standardabweichungen ausfällt (seltene, signifikante Moves) An den allermeisten Tagen bleibt die DXY‑Spalte unsichtbar – kein falscher Kontext, keine Verwirrung. Einstellungen (Inputs): Symbole: NQ, ES und DXY frei wählbar (Standard: NQ1!, ES1!, TVC:DXY). SMA‑Glättung Ratio: 1 = Roh‑Ratio, höhere Werte glätten die Linie. DXY‑Filter: Korrelations‑Lookback (Standard 20) – Länge des rollierenden Fensters. Signifikanz‑Schwelle (StdAbw) (Standard 1,5) – erst ab dieser Stärke wird die Bewegung beachtet. Intraday‑Modus: Optionales Vergleichen mit dem heutigen Daily‑Open statt mit der Vorperiode (für Kurzzeitcharts). Info‑Box anzeigen: Ein/Aus. Hinweise: Der Indikator ist kein Kaufsignal, kein Gate, kein Veto, sondern ein nüchterner Kontext‑Geber. Auf dem Daily‑Chart erfasst er die langsameren Regime‑Wechsel; auf Intraday‑Charts (mit aktivierter Open‑Referenz) dient er als Intraday‑Orientierung. Die DXY‑Logik setzt bewusst auf statistische Strenge statt auf kurzfristiges Zappeln – sie zeigt nur robuste Windrichtungen.
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von Berkaax
Trading ATR Framework **Trading ATR Framework** is a clean, rule-based volatility tool designed for futures traders. The indicator automatically calculates the previous daily close and the completed Daily ATR(14), then projects the key volatility levels at ±25%, ±50%, ±75%, and ±100% ATR. It includes: * Automatic daily ATR levels * Previous daily close as the basis price * Tick-size rounding * Current ATR position and directional bias * Optional manual settlement and ATR inputs * Built-in 2.5R risk-to-reward calculator * Alerts for important ATR level crossings * Premium black-and-gold visual design The framework is designed for NQ/MNQ, GC/MGC, and CL/MCL, but can also be used on other markets and timeframes. ATR levels are context and decision zones, not standalone trade signals. Always combine them with market structure, volume, order flow, and proper risk management.
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von FxxDanny
Market Regime Engine [NQ Labs] WHAT THIS ANSWERS Almost every indicator tells you WHAT the market is doing. Very few tell you whether the current market has enough exploitable structure to be worth risking money on at all. The Market Regime Engine is built for that second question: should I be trading this right now, and if so, what style of approach do current conditions actually favour? It is not a signal generator. It produces no entries. It is a filter you run underneath whatever you already trade. WHY IT IS BUILT THIS WAY Two design decisions separate this from a conventional regime or trend filter. 1. EVERY AXIS IS PERCENTILE-RANKED AGAINST ITS OWN HISTORY. Most regime tools use fixed thresholds - an ADX of 25, an ATR multiplier of 3. Those numbers are calibrated to whatever the author tested on. They are the reason a tool behaves sensibly on one instrument and nonsensically on the next. Here, each axis is ranked against its own recent distribution on the current symbol and timeframe, so a 65th-percentile reading carries the same meaning on a crypto pair as it does on an FX major. Nothing needs retuning per market. 2. THE THREE AXES ARE ORTHOGONAL BY DESIGN. Many "confluence" tools stack three views of momentum and present the agreement as confirmation. Correlated inputs agreeing is not evidence. These three measure genuinely different properties: DIRECTIONAL EFFICIENCY - net distance travelled divided by the total path walked to get there. A value near 1 is a straight line. A value near 0 means price ended where it started after a great deal of work. This is the most direct available answer to "is there a trend here", and it is independent of direction. VOLATILITY STATE - ATR ranked against its own history. Not "is volatility high" in absolute terms, but "is volatility high for this instrument". RETURN PERSISTENCE - lag-1 autocorrelation of log returns. Positive means an up bar tends to be followed by an up bar, so momentum approaches have something to work with. Negative means the market reverts. Near zero means returns carry no usable memory. THE SCORING LOGIC The Tradeability Score (0-100) rests on one idea: Efficiency is the signal. Volatility is the cost of being wrong. Volatility only hurts you when there is no direction to exploit. So the noise penalty is the product of how little direction exists and how violent the market is. It approaches zero inside a strong trend no matter how wild conditions get - because volatility inside a trend is opportunity, not noise - and it peaks precisely where traders are most reliably ground down: low efficiency combined with high volatility. That specific combination is what the engine exists to flag. THE FIVE REGIMES TREND Efficiency high. Directional. Follow it. VOLATILE CHOP Efficiency low, volatility high. No direction, maximum cost of being wrong. The state that does the damage. COIL Efficiency low, volatility low. Compression. Wait. RANGE Efficiency low, volatility middling. Edges are tradeable. TRANSITION Efficiency mid-range. No clean read. Reduce size. A raw regime read must hold for a configurable number of consecutive bars before it is confirmed. Without that filter, readings that straddle a threshold flip back and forth for single bars. REGIME MATURITY - THE PART I HAVE NOT SEEN ELSEWHERE The engine records the length of every completed regime run on the current chart and reports the current run against that learned baseline, together with the sample size behind it. A trend at 0.3x its typical duration and a trend at 2.4x are not the same trade, even though every conventional indicator prints the identical reading for both. A compression that has lasted three times longer than compressions normally last on this instrument is a different proposition to one that started six bars ago. The sample size (n=) is shown deliberately. Below the configured threshold the cell dims, because a baseline built from two observations is not evidence and should not be dressed up as though it were. HOW TO USE IT The engine is a gate, not a trigger. The intended workflow: 1. Read the Verdict first. STAND DOWN means your edge, whatever it is, is probably not present. The most valuable output of this tool is the trades it talks you out of. 2. Read the Regime and Favoured Style. Trend-following systems belong in TREND. Mean-reversion belongs in RANGE, and only when Persistence confirms the market is actually reverting rather than merely quiet. COIL means the setup has not arrived yet. VOLATILE CHOP means nothing you own works here. 3. Read Persistence before choosing an approach. If it reads Random, the market has no memory to exploit in either direction, and both momentum and mean-reversion are coin flips. 4. Use vs Typical for position management, not entry. An extended regime is not a reversal signal. It is a reason to stop adding and to tighten what you already hold. 5. Let the ribbon and score do the work on the price chart. The dashboard can be forced onto the main pane so the engine occupies a pane without costing you chart real estate. SETTINGS THAT ACTUALLY MATTER RANKING LOOKBACK is the important one. It must span several complete regime cycles on your timeframe or every axis will rank near the middle and everything will read TRANSITION. 250 bars on a daily chart is roughly a year - a real baseline. 250 bars on a 5-minute chart is under a day, and is not. On intraday timeframes, raise it substantially. MINIMUM REGIME RUN trades responsiveness for stability. Higher values give a calmer read and a cleaner duration baseline at the cost of confirming changes later. Set it to 1 to see the unfiltered classification. CHOP PENALTY controls how hard low-efficiency volatility is punished. Set it to 0 and the score becomes pure efficiency rank. EFFICIENCY and VOLATILITY thresholds are percentiles, not raw values. They do not need adjusting per instrument. That is the point. LIMITATIONS - STATED PLAINLY - This is a lagging, descriptive tool. It classifies conditions that have already formed. It does not forecast, and it cannot tell you a regime is about to end. - Confirmation costs lag. A genuine regime change registers a few bars late by design. That is the price of not flickering. - The maturity baseline is learned from visible chart history and rebuilds whenever settings, symbol, or timeframe change. It is not persistent memory. Early in a chart, or for a rarely-occurring regime, the sample is thin. The n= value tells you when to discount it. - On intraday equity charts, overnight gaps inflate ATR and distort the persistence reading. Daily and above, or extended hours, handle this better. - Autocorrelation is a weak statistic on short samples. Persistence readings close to zero should be read as "no information", not as a subtle signal. - Efficiency is directionless. TREND tells you a trend exists, not which way it points. Pair it with something that reads direction. - No regime classification is correct at the moment it matters most, which is the turn. Nothing here changes that. This script is open-source. Read the code, disagree with it, improve it. This is an analytical tool for studying market conditions. It is not financial advice, and it does not generate trade recommendations. Trading involves risk of loss.
Indikator
von NQ_Labs
Reversal Signals & Trailing Stop [AlgoAlpha]🟠 OVERVIEW Reversal Signals & Trailing Stop identifies reversal attempts after price stretches away from a dynamic equilibrium. Instead of using fixed percentage bands or standard volatility envelopes, it measures the size of previous directional price moves and uses that information to position adaptive reversal bands around a moving basis. When price rejects one of these bands with a wick and closes back inside the range, the script generates a reversal signal. Each signal starts a trailing stop that follows the move until price invalidates it. This allows the indicator to combine reversal detection with trade management in a single workflow. 🟠 CONCEPTS Dynamic Basis — A Hull Moving Average that acts as the center of the reversal bands and adapts to changing market direction. Directional Move Bands — Upper and lower bands built from the historical size of bullish and bearish candle sequences, using percentile analysis instead of fixed volatility. Wick Rejection — A reversal condition where price extends beyond a band but closes back inside it, showing rejection of the extreme move. Trailing Stop — A one-directional stop that follows price after a reversal signal and remains active until price breaks it for the required number of bars. Bounce Zone — A shaded region around the trailing stop that highlights the area where price interacts with the active trail. 🟠 FEATURES Bullish and Bearish Signal Markers — Marks confirmed wick rejection reversals directly on the chart. Dynamic Trailing Stop — Draws an active trailing stop after each reversal signal and updates it as price moves. Trail Shading and Bounce Zone — Highlights the space between price and the trailing stop, including a dedicated bounce region around the trail. 🟠 HOW TO USE Watch for a bullish or bearish signal after price rejects one of the reversal bands and closes back inside the range. Use the active trailing stop as a dynamic exit level while the trade remains valid. Monitor the bounce zone to see where price is interacting with the trail during an active move. Wait for the trailing stop to invalidate before treating the current reversal as complete. Adjust the band coverage, band width, and trail distance to match the volatility of the market you are trading. 🟠 CONCLUSION Reversal Signals & Trailing Stop combines adaptive reversal bands, wick rejection signals, and a dynamic trailing stop into a single indicator. It is designed to identify potential reversal points while providing a structured way to manage the move after entry. This gives traders both reversal context and an objective trailing reference on the chart.
Indikator
von AlgoAlpha
2
Credit Stress (HY OAS Z-Score)中文說明 信用壓力指標(Credit Stress – HY OAS Z-Score ) 本指標追蹤美國高收益債(垃圾債)信用利差的標準化程度,用以觀察信用市場對違約風險的定價變化,是判斷市場風險偏好的重要總經指標之一。 計算方式 資料來源為 FRED 公布的 ICE BofA 美國高收益債期權調整利差(BAMLH0A0HYM2),每日更新。將原始利差數值轉換成過去約一年(252個交易日)的 z-score,標準化後的數值代表目前利差偏離自身近一年平均值的程度(以標準差為單位),而非原始的基點數字。 如何使用 紅色區域(z-score > 1.5):利差顯著擴大,代表信用市場正在為違約風險要求更高補償,是市場風險意識升高的訊號,歷史上常與股市轉弱同步或稍微領先出現。 綠色區域(z-score < -1):利差異常收窄,代表信用市場對風險的定價過度寬鬆,這不是「安全」訊號,而是提醒風險偏好可能已經過熱,是留意泡沫跡象的參考,而非進場依據。 建議關注穿越0軸的方向(利差轉為擴大或收窄的轉折點),比單看目前處於哪個顏色區間更有參考價值。 圖表下方的灰色背景代表 NBER 官方認定的美國經濟衰退期,取自 FRED:USREC。 注意事項 本指標更新頻率雖為每日,但反映的是總經層級的風險情緒轉變,不適合當作短線進出場的精確訊號,較適合搭配保證金負債、淨流動性等指標一起觀察,綜合判斷市場所處的槓桿-流動性-信用週期階段。 z-score 的滾動窗口(252日)為固定值,未經過歷史事件的參數最佳化,選擇這個長度是基於避免對少數幾次歷史危機過度擬合的考量,而非「回測表現最好」的結果。使用者可依自己想觀察的時間尺度自行調整。 本指標為簡化模型,僅反映信用市場單一面向,不構成投資建議。 English Description Credit Stress Indicator (HY OAS Z-Score) This indicator tracks the standardized level of U.S. high-yield (junk bond) credit spreads, used to observe how credit markets are pricing default risk — a key macro gauge of overall market risk appetite. Methodology Data is sourced from FRED's ICE BofA US High Yield Index Option-Adjusted Spread (BAMLH0A0HYM2), updated daily. The raw spread is converted into a z-score using a roughly one-year (252 trading day) rolling window, expressing how far the current spread deviates from its own recent average, measured in standard deviations rather than raw basis points. How to use it Red zone (z-score > 1.5): Spreads are widening significantly — credit markets are demanding greater compensation for default risk. This signals rising risk aversion and has historically tended to move in tandem with, or slightly ahead of, equity market weakness. Green zone (z-score < -1): Spreads are unusually tight — credit markets are pricing risk with unusual complacency. This is not a "safe" signal; rather, it's a warning that risk appetite may be overheated, useful for spotting potential bubble conditions rather than as an entry signal. Focus on directional crossovers through the zero line (the point where spreads start widening or tightening) — this tends to carry more information than the current absolute zone. The gray background marks official NBER-designated U.S. recession periods, sourced from FRED:USREC. Notes Although the underlying data updates daily, this indicator reflects macro-level shifts in risk sentiment and is not intended for precise short-term trade timing. It's best used alongside margin debt and net liquidity indicators to build a fuller picture of where the market sits in the leverage-liquidity-credit cycle. The 252-day rolling window is a fixed value, deliberately not optimized against historical crisis events, in order to avoid overfitting to a small number of past episodes. Users can adjust it to match their own preferred time horizon. This is a simplified model reflecting a single dimension of credit markets; it does not constitute investment advice.
Indikator
von uaena001
Geometry Academy# geometry academy — projection, levels and market timing geometry academy is an educational indicator dedicated to market geometry, price levels, projections and timing. it combines several classical methods inside a single interface: * fibonacci retracements and extensions * golden pocket * ab=cd projection * double top and double bottom * ichimoku system * andrews pitchfork * session vwap * anchored vwap * approximate volume profile * poc, vah and val * linear regression channel * cycle interval estimation * relative strength against a benchmark * confluence scanner * educational lessons * reference curriculum * built-in glossary the objective is not to generate automatic entries or promise a result. the indicator is designed to explain where important zones are located, why they exist and how several independent methods can converge around the same area. a single line represents one piece of information. several independent levels grouped in the same area form a confluence zone worth studying. --- ## general operation geometry academy uses confirmed pivots to build its geometry. a pivot high or pivot low becomes available only after the number of bars defined in the “swing · right bars” setting has closed. this means a swing is never known exactly when it forms. it is confirmed several bars later and then displayed on its original bar. this behavior prevents an unfinished high or low from being treated as a definitive pivot. rolling tools such as vwap, volume profile, regression and relative strength naturally continue to update as new bars are added. --- # indicator modules ## fibonacci retracement the fibonacci module measures the retracement depth of the latest confirmed leg. the available levels are: * 0.0 * 0.236 * 0.382 * 0.5 * 0.618 * 0.786 * 1.0 on a bullish leg, the levels help study pullback zones below the latest high. on a bearish leg, they help study rebound zones above the latest low. the levels are not buy or sell signals. they only identify areas where a reaction may become relevant. ## golden pocket the golden pocket is the zone between the 0.618 and 0.65 retracement levels. it is displayed as a zone rather than a precise line because market reactions do not always occur at one exact price. a trade should not be decided only because price touches this area. price reaction, structure and other nearby levels must also be studied. ## fibonacci extensions the 1.272, 1.618 and 2.0 extensions project targets beyond the reference leg. they are mainly intended for studying potential objectives after the original movement resumes. an extension is generally more useful when it aligns with: * a previous high or low * a vah or val * a poc * a pitchfork median * an ab=cd projection * a regression band ## ab=cd projection the ab=cd model studies symmetry between two price legs. the distance from a to b is projected from point c to estimate a potential point d. point d is a mathematical completion zone. it does not guarantee a reversal. a projection becomes more relevant when: * bc is a coherent retracement of ab * cd moves in the same direction as ab * point d aligns with another important zone * the duration of cd remains close to the duration of ab * price shows a confirmed reaction around d ## double top and double bottom the module looks for structures such as: * high, low, high for a double top * low, high, low for a double bottom the tolerance between the two highs or two lows is calculated with atr. the second high or low only creates the initial structure. a double top is confirmed when price closes below the neckline. a double bottom is confirmed when price closes above the neckline. before the neckline breaks, the pattern remains a possibility rather than a confirmed setup. ## ichimoku kinko hyo the ichimoku system is displayed with: * tenkan-sen * kijun-sen * senkou span a * senkou span b * kumo * chikou span simplified interpretation: * price above the kumo: bullish regime * price below the kumo: bearish regime * price inside the kumo: neutral or uncertain regime * tenkan above kijun: positive short-term momentum * tenkan below kijun: negative short-term momentum the cloud is intentionally projected forward. chikou is intentionally shifted backward. these displacements are part of the standard ichimoku construction. a tenkan and kijun cross must always be interpreted within context. a bullish cross below a bearish cloud does not carry the same meaning as a bullish cross above a bullish cloud. ## andrews pitchfork the pitchfork is built from three alternating confirmed pivots. the median line begins at the first pivot and passes through the midpoint of the next two pivots. the two outer lines are parallel to the median. the pitchfork helps study: * the geometric direction of the swing * returns toward the median * acceleration toward an outer line * structural weakness after a breakout * areas where the median aligns with another level the pitchfork depends directly on the quality of the three selected pivots. when a new significant swing is confirmed, the geometry may be recalculated. ## session vwap vwap represents the session’s volume-weighted average price. simplified interpretation: * price above a rising vwap: intraday advantage for buyers * price below a falling vwap: intraday advantage for sellers * return toward vwap: return toward the session’s weighted average * loss and reclaim of vwap: potential intraday control change vwap is especially useful on markets with meaningful volume data. ## anchored vwap anchored vwap begins its calculation from the selected date. it can be used to study the volume-weighted average price since a specific event: * origin of a movement * breakout * important high or low * monthly open * asset launch * fundamental event * regime change anchored vwap does not reveal the exact price paid by every market participant. it represents a weighted average from the selected anchor. the quality of the level therefore depends directly on the relevance of the selected date. ## volume profile the volume profile distributes the lookback volume across several price zones. it provides: * poc * vah * val * an optional horizontal histogram the poc represents the profile row that received the largest allocated volume. the vah is the upper boundary of the value area. the val is the lower boundary of the value area. simplified interpretation: * price near poc: potential high-acceptance zone * price between vah and val: price located inside the value area * price above vah: price above the studied value zone * price below val: price below the studied value zone this profile is an approximation calculated from the ohlcv data available on the chart. it does not replace a native profile built from more detailed intrabar data. ## linear regression channel the center line represents the best-fit linear trend over the selected period. the bands are calculated using the dispersion of residuals around that line. the module helps study: * the statistical direction of price * the distance between price and its central trend * periods of extension * returns toward the mean * slope changes a band touch is not automatically a reversal signal. in a strong trend, price may remain close to an outer band for several bars. ## cycle projection the cycle module measures the intervals between several confirmed swing lows. it uses their average spacing to project a potential future time window. this projection represents an area of attention rather than a guaranteed reversal date. cycles may contract, expand or disappear during a regime change. price level must always be studied separately from timing. ## relative strength relative strength compares the chart symbol with a benchmark. it is calculated using the ratio: asset divided by benchmark simplified interpretation: * rising ratio: the asset is outperforming the benchmark * falling ratio: the asset is underperforming the benchmark * bullish turn in the ratio: improving relative performance * bearish turn in the ratio: weakening relative performance this relative strength measure is not the rsi oscillator. for an altcoin, btc may be used as the benchmark. for a stock, a sector index or broad market index may be more appropriate. --- # explanation of every input ## anchors ### swing · left bars defines the number of bars located to the left of the pivot. a higher value selects more significant swings and reduces the number of detected pivots. a lower value detects more minor movements. ### swing · right bars defines the number of bars required after the pivot before it becomes confirmed. a higher value produces more stable geometry but increases confirmation delay. a lower value reacts faster but includes more market noise. --- ## fibonacci ### auto-fibonacci on the active leg enables or disables the automatic fibonacci drawn on the latest confirmed leg. ### extension targets enables the 1.272, 1.618 and 2.0 projections. ### highlight the golden pocket displays the area between 0.618 and 0.65. ### 0.0 displays the reference end of the movement. ### 0.236 displays a shallow retracement, mainly useful in strong trends. ### 0.382 displays a moderate retracement. ### 0.5 displays the midpoint of the movement. this is not a pure fibonacci ratio, but it is widely used. ### 0.618 displays the retracement related to the inverse golden ratio. ### 0.786 displays a deep retracement near the full invalidation of the leg. --- ## ab=cd symmetry ### project the ab=cd completion enables or disables the point d projection based on the latest compatible pivots. --- ## chart patterns ### detect double top / double bottom enables the search for double top and double bottom structures. ### twin-peak tolerance defines the maximum allowed distance between the two highs or two lows. the tolerance is expressed as an atr multiple. example: * 0.3 atr: strict detection * 0.6 atr: balanced setting * 1.0 atr: more permissive detection --- ## ichimoku kinko hyo ### ichimoku cloud enables the ichimoku system. ### tenkan-sen defines the period of the fast conversion line. the classical setting is 9. ### kijun-sen defines the period of the base line. the classical setting is 26. ### senkou span b defines the period used for the second cloud boundary. the classical setting is 52. ### cloud displacement defines how far the cloud is projected into the future. the classical setting is 26. ### chikou span enables the current close displayed backward according to the ichimoku displacement. --- ## andrews pitchfork ### andrews pitchfork from last 3 anchors enables the pitchfork built from the latest three confirmed alternating pivots. --- ## vwap ### session / rolling vwap enables the standard session vwap. ### anchored vwap enables the vwap calculated from a specific date. ### anchor date defines the starting point of the anchored vwap. it is better to choose a date linked to an event that had real importance on the chart. --- ## volume profile ### volume profile enables the profile, poc, vah and val. ### profile lookback defines the number of bars included in the calculation. a short lookback follows recent structure. a long lookback describes a broader market area but reacts more slowly. ### number of price bins defines the vertical resolution of the profile. fewer bins: * simpler profile * wider levels * lighter calculation more bins: * more detailed profile * more precise levels * greater sensitivity to noise ### value area % defines the percentage of allocated volume included around the poc. the classical setting is 70%. ### draw the profile histogram shows or hides the horizontal profile bars while keeping the main levels. --- ## regression channel ### linear regression channel enables the regression channel. ### regression length defines the number of bars used to calculate the linear trend. a small value follows price quickly. a large value represents a slower and more structural trend. ### channel width multiplies the dispersion of residuals around the center line. a low value produces a narrow channel. a high value produces a wider channel. --- ## market cycles ### project the next cycle low enables the projection of the next time window based on the average spacing between confirmed swing lows. --- ## relative strength ### benchmark symbol selects the asset used as the reference. examples: * btc to compare an altcoin * a broad market index to compare a stock * a sector index to compare a company with its industry * another currency pair to study relative rotation ### rs lookback defines the period used to measure the change in the asset-to-benchmark ratio. a low value reacts quickly. a high value measures a more persistent relative trend. --- ## education ui ### panel · geometry dashboard displays the main dashboard. it summarizes: * ichimoku regime * tenkan and kijun relationship * nearest fibonacci level * poc * vah and val * price position inside the value area * pitchfork median * anchored vwap * regression position * ab=cd target * relative strength ### dashboard position defines the position of the main dashboard. ### panel · level-confluence scanner enables the scanner that compares current price with the calculated levels. ### confluence position defines the position of the confluence scanner. ### confluence cluster tolerance defines the maximum distance between current price and a level for that level to be considered nearby. the distance is expressed in atr. example: * 0.25 atr: very tight confluence * 0.5 atr: precise confluence * 0.75 atr: balanced setting * 1.0 atr or more: wide zone a tolerance that is too large may classify too many levels as nearby. ### panel · deep lesson enables the panel containing a detailed educational lesson. ### lesson topic allows the selection of one of twelve subjects: 1. fibonacci retracement 2. fibonacci extension 3. ab=cd and harmonic patterns 4. chart patterns 5. elliott wave 6. ichimoku 7. andrews pitchfork 8. vwap and anchored vwap 9. volume profile 10. regression channels 11. market cycles 12. relative strength ### panel · source curriculum displays the main historical and methodological references associated with the modules. ### panel · glossary displays quick definitions of the terms used in the indicator. --- ## style ### bull / support defines the color used for bullish information and support areas. ### bear / resistance defines the color used for bearish information and resistance areas. ### accent / value defines the color used for value levels, poc, medians and important elements. ### geometry accent defines the main color of the geometry tools and panel titles. ### secondary text defines the color of secondary text and neutral information. ### panel background defines the background color of the panels and selected labels. --- # mini tutorial ## step 1 — begin with the default settings keep the following values for a first use: * swing left: 8 * swing right: 8 * fibonacci enabled * ichimoku enabled * pitchfork enabled * vwap enabled * volume profile enabled * regression length: 120 * confluence tolerance: 0.75 atr these settings provide a balanced view of structure, levels and context. ## step 2 — identify the regime begin by observing the kumo: * above the cloud: mainly bullish context * below the cloud: mainly bearish context * inside the cloud: uncertain context then check tenkan and kijun. a bullish projection should not be interpreted the same way in a bearish regime. ## step 3 — locate price observe: * the active fibonacci retracement * the golden pocket * vah and val * poc * vwap * anchored vwap * pitchfork median * regression bands the objective is to determine whether price is: * inside a value zone * inside an extension zone * near a potential reaction level * in the middle of an area with no clear advantage ## step 4 — check confluence open the confluence scanner. several tools located near the same price may identify an area worth monitoring. example: * 0.618 fibonacci * val * anchored vwap * lower regression band this combination does not guarantee a bounce, but it describes a technically more important zone than a single isolated level. ## step 5 — wait for the reaction then observe actual price behavior: * wick rejection * close above or below the level * vwap reclaim * neckline break * structure change * volatility expansion * improvement or deterioration in relative strength geometry provides the area. price provides the confirmation. --- # use cases ## example 1 — pullback in a bullish trend context: * price above the kumo * tenkan above kijun * latest confirmed movement is bullish * price is retracing procedure: 1. identify the 0.382, 0.5, 0.618 and 0.786 levels 2. check whether the golden pocket aligns with val or anchored vwap 3. check the pitchfork median 4. consult the confluence scanner 5. wait for a bullish close or reaction around the zone an entry in the middle of the movement generally provides less structure than an entry studied around a pullback into confluence. ## example 2 — range market context: * price inside the kumo * nearly flat regression * price between vah and val * frequent returns toward poc procedure: 1. treat poc as the center of rotation 2. observe vah as the upper value boundary 3. observe val as the lower value boundary 4. avoid interpreting every internal move as a new trend 5. wait for a close and acceptance outside the value area before considering a breakout in this context, fibonacci extensions are often less useful than volume profile and regression. ## example 3 — double top context: * first confirmed high * pullback toward a pivot low * second high close to the first one procedure: 1. confirm that both highs respect the atr tolerance 2. identify the neckline at the intermediate pivot low 3. do not treat the pattern as confirmed at the second high 4. wait for a close below the neckline 5. use the height of the structure as a theoretical projection 6. check whether the target aligns with val, an extension or previous support ## example 4 — studying an altcoin against btc context: * chart symbol: an altcoin * benchmark: binance:btcusdt procedure: 1. study the normal trend of the asset 2. study its relative strength against btc 3. favor assets that are also gaining against the benchmark 4. remain cautious when the asset rises in usd but underperforms btc 5. combine relative strength with structure, volume profile and ichimoku ## example 5 — projection target context: * valid ab=cd structure * point d close to a 1.618 extension * vah or a previous high in the same area * upper regression band nearby procedure: 1. treat the area as a potential objective 2. do not automatically assume a reversal 3. observe price reaction on arrival 4. distinguish a simple pause from a real structure break 5. use confluence to organize the analysis --- # available alerts ## price entered bullish regime triggers when price closes above the ichimoku cloud. ## price entered bearish regime triggers when price closes below the ichimoku cloud. ## tenkan/kijun bullish cross triggers when tenkan crosses above kijun. ## tenkan/kijun bearish cross triggers when tenkan crosses below kijun. ## avwap reclaimed triggers when price reclaims anchored vwap. ## avwap lost triggers when price loses anchored vwap. ## relative strength turned up triggers when relative strength begins rising again. ## relative strength turned down triggers when relative strength begins falling again. to reduce intrabar alerts, use a bar-close frequency in the tradingview alert settings. --- # multi-timeframe use a simple method is to separate context from execution. swing example: * daily chart: ichimoku regime, volume profile and relative strength * 4-hour chart: fibonacci, pitchfork and regression * 1-hour chart: price reaction and confirmation intraday example: * 1-hour chart: general structure * 15-minute chart: value area, vwap and fibonacci levels * 5-minute chart: reaction around the zone pivot settings should be adapted to the timeframe. on a low timeframe, slightly increasing the pivot values may reduce noise. on a high timeframe, pivot settings that are too large may produce very few new structures. --- # data behavior pivots are confirmed only after several bars. a pivot may therefore appear on an earlier bar only after its confirmation. fibonacci levels, pitchfork and ab=cd projection change when a new confirmed pivot updates the active geometry. volume profile, vwap, regression, cycles and relative strength are rolling calculations. their values change as each new bar is added. no projection tool should be interpreted as certainty about the future. --- # good practices * begin with only a few visible modules * add tools gradually * do not use one line as a complete signal * identify the regime before looking for an entry * separate projection from confirmation * adapt pivot settings to the timeframe * choose a meaningful anchored vwap date * choose a coherent benchmark * keep a reasonable confluence tolerance * study price reaction before making a decision * use the lessons and glossary to understand each tool geometry academy is designed as an educational and analytical environment. it helps connect structure, value, geometry, timing and relative strength inside an organized market-reading process.
Indikator
von Alpha_Wizard
MTF StochRSI AlignmentMulti-Timeframe StochRSI Alignment This indicator monitors the Stochastic RSI across three user-defined timeframes simultaneously and alerts you when they all align in the same direction — a classic sign of a strong, multi-timeframe overbought or oversold condition. How it works The script calculates Stochastic RSI independently on each of the three selected timeframes (default: 1-minute, 15-minute, and 1-hour) rather than approximating it from the chart timeframe. Each timeframe is then classified as: - OB — Overbought (K ≥ 80, adjustable) - OS — Oversold (K ≤ 20, adjustable) - N — Neutral (in between) A clean table in the corner of your chart displays all three timeframes and their current status at a glance, along with an overall **Signal** row: - All three Overbought → SELL (box shades red) - All three Oversold → BUY (box shades green) - Mixed → WAIT (neutral shading) Features - Fully customizable timeframes — not locked to 1m/15m/1h, set any three you like - Adjustable RSI length, Stochastic length, K/D smoothing, and OB/OS thresholds - Configurable table position (all four corners) and text size - Built-in alert conditions for both aligned Buy and aligned Sell signals, so you don't have to watch the chart How to use it This tool is designed to help you spot moments where short-term, medium-term, and longer-term momentum are all stretched in the same direction — often a precursor to a pullback or reversal. It works well as a confluence filter alongside your existing entry/exit strategy, rather than as a standalone signal generator. Note: Multi-timeframe indicators reference higher-timeframe data that can update intra-bar. Signals on the lowest configured timeframe are most reliable once that candle has closed. This script is for informational purposes only and does not constitute financial advice — always combine it with your own risk management and analysis.
Indikator
von EDAllan