Composite Reversion OscillatorComposite Reversion Oscillator
A short-term mean-reversion oscillator that blends three different "how stretched is this?" reads into one 0–100 line: how overbought/oversold momentum is, how long the current up/down streak has run, and where the latest return ranks against its own recent history. Each measures a different face of over-extension; together they flag exhaustion more reliably than any one alone.
Why these parts are combined (not a mashup for show). A short momentum oscillator flags overbought/oversold but ignores persistence. A streak read (an oscillator of the consecutive up/down-close count) captures persistence it misses — three green closes isn't one. A return-rank read captures the size of the latest move relative to its own norm, which neither of the others sees. Averaging the three yields a composite that only reaches an extreme when momentum, streak and move-size all agree — far fewer false "oversold" prints.
What's different here. Rather than presenting the composite as a fixed rule, it forward-calibrates whether those agreed extremes actually revert on this symbol, with an out-of-sample split and a multiple-testing check — because mean-reversion edges are regime-dependent and decay, which is exactly where symbol-specific honesty matters most. Signals fire once per excursion (no zone-edge whipsaw).
How it works. Component 1: a short-period momentum oscillator of price. Component 2: the same oscillator applied to the signed consecutive-close streak. Component 3: the percentile rank of the latest return within a recent window. The composite is their average, mapped to a ±100 pane. A long fires on the cross up out of oversold (and locks out until the line recovers to mid); a short mirrors it. Each is labelled by a triple barrier — a profit target and equal stop in ATR units plus a time limit — split into in-sample and recent out-of-sample.
How to use. Read the Verdict (Long/Short/Watch/Wait) and the Conviction, which reads "High" only when that turn type shows a positive edge that survives the test here — otherwise it openly says so. Best used with your own trend and risk plan, not alone. Non-repainting.
Disclaimer: for research and education only. Not financial advice. Trading carries risk of loss; manage your own positions. Indikator
Buy/Sell Pressure Meter [AGPro Series]Buy/Sell Pressure Meter
🔹 Overview
Buy/Sell Pressure Meter is a volume-flow analytics tool that quantifies the tug-of-war between buyers and sellers on every bar and on a rolling basis. Unlike traditional volume delta indicators that only plot raw bar-level buy minus sell, this tool layers four complementary lenses into a single oscillator: rolling pressure trend, imbalance streak tracking, intraday pressure shift count, and session-accumulated dominance. A subtle price-pane background tint gives a Bookmap-light read on intraday participation that works across crypto, futures, and liquid equities — without requiring tick-level order flow data.
🔹 Unique Edge
Most volume-delta scripts answer the question "which side was bigger on this bar?" This one answers a different, more useful question for intraday traders: "who has been in control, and how stable is that control?"
• Rolling Pressure Trend — a moving average of buy and sell pressure separately (dual histogram), so you see structural bias, not just bar-to-bar noise.
• Imbalance Streak Tracking — counts consecutive same-side dominant bars and labels only the final length of each significant streak at the moment the streak breaks. No per-bar label spam, one clean marker per event.
• Intraday Pressure Shift Count — how many times the rolling dominant side has flipped since session open. High shift count = rotational day. Low shift count = trending day.
• Session-Accumulated Net Delta — cumulative bull vs bear contribution since the day began, independent of the rolling window.
• Price-Pane Bookmap-Light Tint — a very high-transparency background tint paints the main chart pane when one side is rolling-dominant, so you see control visually without leaving the price chart.
These five lenses together are deliberately designed not to overlap with raw volume-delta or cumulative-volume-delta indicators. They describe the character of participation, not just its magnitude.
🔹 Methodology
Because standard chart data does not include true tick-level order flow, this script uses a widely-accepted proxy: up-bar volume is attributed to buy pressure, down-bar volume to sell pressure, and doji volume is split evenly. This is explicitly a simulated bias — not real bid/ask flow — and the script labels it as such in the panel.
From that proxy:
1. Current-bar bull pressure percentage = buyPressure / (buyPressure + sellPressure) × 100.
2. Rolling pressure = SMA of buy and sell pressure over the user-defined window (default 20 bars).
3. A bar is classified bull-dominant when its bull pressure percent exceeds the dominance threshold (default 55%), and bear-dominant at the mirror level.
4. Streaks count consecutive bars of the same classification and reset when a neutral or opposite bar prints. Peak length is captured at the moment of reset and optionally labelled on chart.
5. Pressure shifts compare the current rolling dominant side against the last confirmed non-neutral dominant side; a change increments the intraday shift counter (only on intraday timeframes).
6. Session delta is the cumulative net delta since the last daily rollover.
🔹 Signals & States
• Dual histogram — buy pressure (teal, upward) and sell pressure (pink, downward) plotted as rolling averages.
• Net delta center line — accent-colored line showing rolling buy minus sell.
• Price-pane background tint — subtle teal or pink when one side is rolling-dominant, gives a Bookmap-light feel without obscuring candles.
• Oscillator-pane echo tint — even more subtle tint mirroring the dominant side in the indicator pane.
• Shift markers — triangles on the pane when the dominant side flips.
• Streak peak labels — plotted only at streak termination, showing final length (e.g. "Bull 7").
• Alerts — pressure shift to bull, pressure shift to bear, bull imbalance streak, bear imbalance streak.
🔹 Key Inputs
Calculation:
• Rolling Pressure Length — default 20. Higher = smoother, slower reaction.
• Minimum Streak To Highlight — default 3. Used for alerts.
• Dominance Threshold — default 55%. Share of total pressure needed to classify a bar as dominant.
Visuals:
• Tint Price Pane On Dominance — toggles the Bookmap-light effect on the main chart.
• Show Streak Peak Labels + Minimum Streak Length To Label (default 5) — controls chart cleanliness.
• Show Pressure Shift Events — triangle markers on shifts.
• Background Tint Transparency — default 94, adjustable 80-99.
Panel:
• Panel Location, Theme (Dark / Light), Font Size, Label Font Size — all default to Normal and fully configurable.
🔹 How To Use
This is an analytical tool, not a standalone trading system. Typical use cases:
• Confirmation — when price breaks a structure level while the rolling net delta is strongly in the break direction and a streak is in progress, the break has participation behind it.
• Exhaustion — a long bull streak peak followed by a rolling shift to bear, or vice versa, often marks the end of the current impulse.
• Regime read — a day with many intraday pressure shifts is rotational; a day with 0-1 shifts is directional. Adjust your playbook accordingly.
• Companion to S/R, supply/demand, and volume profile tools — use the streak peak and shift events as a participation filter when price interacts with a zone.
Best results on liquid instruments with meaningful bar-to-bar volume variation. Low-volume illiquid tickers produce noisier readings.
🔹 Limitations & Transparency
• The buy vs sell attribution is a proxy derived from bar direction and bar volume. It is not real order flow, Level 2, or tick data. Bookmap, CVD from exchange feeds, and footprint tools access information that bar-level scripts structurally cannot replicate.
• On instruments or timeframes where many bars close near their open (doji-heavy regimes), proxy-based attribution becomes less informative.
• The intraday shift counter is only meaningful on intraday timeframes; on daily-and-above timeframes the panel explicitly shows this as n/a.
• The script is non-repainting on closed bars. Intrabar values update in real time and may change until the bar confirms.
• Pressure shifts and streaks describe past and current state. They are not predictions of future price.
🔹 Risk Disclosure
This script is provided as an analytical tool for educational and research purposes. It does not constitute financial advice, a trading signal, or a recommendation to buy or sell any asset. Past performance of any pattern, streak, or shift event does not guarantee future results. Users are solely responsible for their own trading decisions and risk management. Always combine any indicator with broader market context, position sizing discipline, and your own due diligence. Indikator
Indikator
Session Streaks [LuxAlgo]The Session Streaks tool allows traders to identify whether a session is bullish or bearish on the chart. It also shows the current session streak, or the number of consecutive bullish or bearish sessions.
The tool features a dashboard with information about the session streaks of the underlying product on the chart.
🔶 USAGE
Analyzing session streaks is commonly used for market timing by studying the number of consecutive sessions over time and how long they last before the market changes direction.
We identify a bullish session as one in which the closing price is equal to or greater than the opening price, and a bearish session as one in which the closing price is below the opening price.
Each session is labeled according to its bias (bullish or bearish) and the number of consecutive sessions of the same type that conform the current streak.
🔹 Dashboard
The dashboard at the top shows information about the current session.
Under the "Streaks" header, historical information about session streaks is displayed, divided into bullish and bearish categories.
Number: Total number of streaks.
Median: The average duration of those streaks. We chose the median over the mean to avoid misrepresentation due to outliers.
Mode: The most common streak duration.
As the image shows, for this particular market, there are more bullish streaks than bearish ones. Bullish streaks have an average duration that is longer than that of bearish streaks, and both have the same most common streak duration.
If the current session is bullish and the median streak duration for bullish sessions is three, then we could consider scenarios in which the next two sessions are bullish.
🔶 DETAILS
🔹 Streaks On Larger Timeframes
On timeframes lower than or equal to Daily, the tool identifies each consecutive session, but this behavior changes on larger timeframes.
On timeframes larger than daily, the tool identifies the last session of each bar. Let's use the chart in the image as a reference.
At the top of the image, there is a daily chart where each session corresponds to each candle. One candle equals one day.
In the middle, we have a weekly chart where each session is the last session of each week, which is usually Friday for the Nasdaq 100 futures contract. The levels and labels displayed correspond to the last session within each candle, which is the last day of each week.
The levels and labels on the monthly chart correspond to the last session of each month, which is the last day of each month.
🔹 Gradient Style
Traders can choose between two different color gradients for the session background. Each gradient provides different information about price behavior within each session.
Horizontal: Green indicates prices at the top of the session range and red indicates prices at the bottom.
Vertical: Green indicates prices that are equal to or greater than the open price and red indicates prices that are below the open price of the session.
🔶 SETTINGS
🔹 Dashboard
Dashboard: Enable or disable the dashboard.
Position: Select the location of the dashboard.
Size: Select the dashboard size.
🔹 Style
Bullish: Select a color for bullish sessions.
Bearish: Select a color for bearish sessions.
Transparency: Select a transparency level from 100 to 0.
Gradient: Select a horizontal or vertical gradient.
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Highest/Lowest value since X time ago, various indicatorsThis script will count the bars back since the last time the current bar indicator value was either this low or this high.
It will provide the time in either, seconds, minutes, hours, days, weeks, months, or years.
please note:
There are currently no alerts setup for this script.
the length options only apply to the sources that have the "(MA)" in their name.
There is a horizontal line display issue which corrects once you adjust the amount of sources you want to use.
Once you select the amount of sources you would like to use, align the indicator so the horizontal lines match up with the table lines.
If find any bugs in the script, let me know.
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