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Trend

Fractal Retracement [Jamallo](2025) Intro FRAMA is a moving average that adapts its speed based on fractal geometry — specifically, the fractal dimension (D) of recent price action. When price is trending strongly (low fractal dimension), it moves fast. When price is choppy/ranging (high fractal dimension), it slows down. This makes it far more responsive than a standard EMA or SMA. Breakdown: The indicator wraps this with a continuous range logic layer: the filtered line = k only moves if price breaks beyond the FRAMA ± ATR-based range, creating a stepped/ratcheting effect that filters out noise. Two sets of bands are plotted around the filtered line, scaled by ATR multiplied by user-defined multipliers (tight at 0.5×, medium at 1.0×). They're smoothed with a short EMA to reduce jitter, and filled with gradient colors for visual clarity. Direction is simply determined by whether k is rising or falling, and colors everything green (uptrend) or pink/red (downtrend). END In short, it's a noise-filtered trend indicator useful for identifying trend direction, dynamic support/resistance , and gauging how far price has retraced from the trend baseline.
Pine Script® Indikator
von Jamallo22
Advanced Momentum Engine [identityKa]Overview The Advanced Momentum Engine is a technical oscillator designed to consolidate trend direction and momentum exhaustion into a single visual pane. By mathematically integrating Moving Average Convergence Divergence (MACD) with the Relative Strength Index (RSI), this script aims to reduce chart clutter and provide a strict, rule-based approach to confluence analysis. Instead of monitoring MACD crossovers and RSI extreme levels in separate windows, this indicator unifies them. The MACD dictates the base histogram color representing the trend, while the RSI dictates specific color overrides when momentum reaches mathematical extremes. Core Calculations & Logic The engine operates on two primary technical formulas: MACD Component: It utilizes the standard MACD calculation (Fast EMA 12, Slow EMA 26, Signal 9 by default). The histogram plots the spread between the MACD line and the Signal line. RSI Component: A standard RSI (default length 14) is calculated simultaneously in the background to measure the speed and change of price movements. Dynamic Visualization Features The histogram colors are not static; they adapt dynamically based on the relationship between these two components: Trend Phases: When the RSI is in a neutral state (between 30 and 70), the histogram reflects standard MACD momentum. Increasing positive spreads plot as Strong Bullish (Bright Green), decreasing positive spreads as Weak Bullish (Dark Green). The inverse applies to Bearish states (Bright Red / Dark Red). The Danger Zone Override: If the background RSI calculation breaches the user-defined Overbought (≥70) or Oversold (≤30) thresholds, the script triggers an override. The histogram and background explicitly turn Orange. This mathematical condition indicates that while the MACD trend may still be active, the RSI momentum is statistically exhausted. HUD Dashboard & AI Suggestion To simplify real-time data interpretation, the script includes an on-chart panel (HUD) that evaluates the current bar's state and outputs a logical suggestion: LONG: Triggered when MACD > Signal AND RSI is strictly neutral (< 70). SHORT: Triggered when MACD < Signal AND RSI is strictly neutral (> 30). Dangerous: Triggered whenever RSI ≥ 70 OR RSI ≤ 30. How to Use It Traders can use this script to filter their entries and manage risk. A standard approach is to look for trend-following entries only when the dashboard indicates a "LONG" or "SHORT" state. Conversely, when the histogram and dashboard turn to the Orange "Danger Zone," it serves as a mechanical rule to avoid new trend-continuation entries and consider tightening stop-losses, as mean reversion is statistically more probable. All moving average lengths, RSI thresholds, and color themes are fully adjustable in the settings.
Pine Script® Indikator
von IdentityKa
Hodrick-Prescott filter [Jamallo](2025) Intro The Hodrick-Prescott (HP) filter is a tool originally developed by economists to remove short-term noise from data and reveal the underlying long-term trend — think of it like a moving average, but mathematically smarter. Instead of just averaging recent prices, it solves for the smoothest possible trendline that still follows the data. Applied to price, it produces a cleaner baseline than most traditional moving averages. --- However it comes with 3 problems in practical day trading. Problem #1 Standard HP Repaints History (core issue) The standard HP filter is non-causal — the value at any point in time depends on future values CEPR, meaning past signals can change retroactively. How I solved it: Switching to a one-sided implementation fixes this — it only looks at past data, so history never changes once a bar closes. Problem #2 One-Sided HP Hooks at Turns Going one-sided introduces an endpoint artifact — near turning points the trend line briefly curves in the wrong direction before reversing, producing a false signal. How I solved it: Feeding the HP output into a range filter solves this. The line only moves when HP breaks outside a volatility band, so the false hook gets absorbed into a flat zone and never fires a signal. Problem #3 Fixed Band Would Be Too Rigid A fixed band would whipsaw in volatile markets and lag in calm ones. How I solved it: Instead the band is sized dynamically using a percentile of True Range, scaling automatically with current market conditions.
Pine Script® Indikator
von Jamallo22
AVANTI MASTER PRO FINAL**AVANTI MASTER PRO FINAL** AVANTI MASTER PRO FINAL is an intraday trading indicator designed to help traders identify potential buy and sell opportunities using a combination of trend, momentum, and strength confirmation tools. The indicator combines multiple technical concepts into a single system to provide a clearer view of market direction and potential breakout movements. **Key Components Used** • EMA Trend Analysis (9 / 30 / 200) • RSI Momentum Confirmation • ADX Trend Strength Filter • Volume Based Smart Money Activity • Long / Short Buildup Detection • Breakout & Breakdown Strength Score • Multi-Timeframe Trend Confirmation (5m & 15m) • Automatic Target Levels (TP1, TP2, TP3) and Stop Loss • Signal Strength Status (STRONG BUY / STRONG SELL / WAIT) • Market Condition Dashboard The script also includes built-in alerts for trading signals. **Alerts** • AVANTI BUY • AVANTI SELL Signals are filtered with trend and strength conditions in order to reduce false signals during low-momentum market conditions. **Recommended Usage** This indicator is primarily designed for intraday trading and works well on: • 5 Minute Charts • 15 Minute Charts Users should combine this tool with proper risk management and their own trading judgment. **Developer** Developed by **AVANTI STOCKS – Satish D. Nakhate**
Pine Script® Indikator
von avantistocks
1
Trend filter [Jamallo](2025) This is a trend qualification and filtering tool. Breakdown: Signal Line — Vervoort ATR Trailing Stop The signal line is an implementation of the ATR Trailing Stop developed by Sylvain Vervoort, first published in Technical Analysis of Stocks & Commodities, Volume 27, Issue 6 (June 2009), in his article "Average True Range Trailing Stops" . The stop uses a modified ATR calculated on the average price (O+H+L+C)/4 rather than the plain close. Baseline — Kalman Filter The baseline is derived from the Kalman Filter, a recursive algorithm developed in 1960 by Rudolf E. Kálmán, a Hungarian-American engineer and mathematician. Originally developed for aerospace applications in the early 1960s — including guidance of the Apollo spacecraft. In this indicator, the Kalman Filter acts as a smooth, low-lag trend estimate. Rather than applying fixed weights to historical data like conventional moving averages, it dynamically adjusts its trust between the predicted trend and observed prices. Bands — Volatility Channels Two pairs of bands (inner and outer) are built around the Kalman baseline using a 200-bar WMA.
Pine Script® Indikator
von Jamallo22
Bradbury Trend Confirmation DashboardThe Bradbury Trend Confirmation Dashboard is a multi-factor trend and confirmation tool built to simplify decision-making for intraday traders. Instead of stacking a chart with multiple separate studies, this script combines trend, structure, flow, key levels, higher-timeframe alignment, opening range context, reclaim logic, and market-state filtering into one clean dashboard. The goal is simple: give traders a fast, readable view of whether conditions are supportive of a bullish move, bearish move, watch setup, or no-trade environment. This script is especially useful for futures traders who want a more structured way to read intraday conditions on charts like MNQ, NQ, ES, and similar markets, but it can also be applied to other instruments and timeframes. What this script does This indicator evaluates multiple layers of market information and combines them into a single dashboard and signal framework: trend bias market structure trigger confirmation flow / participation VWAP location opening range context daily and weekly open location reclaim events higher timeframe alignment market state and filter conditions directional strength setup quality final signal state Rather than relying on one indicator like an EMA cross or a VWAP touch, this dashboard is designed to create a more complete view of trend quality and directional confirmation. Core features Trend Bias The script evaluates directional bias using price relative to trend references such as: fast EMA vs slow EMA EMA slope price location relative to VWAP optional higher-timeframe alignment This gives a quick read on whether the current chart context is leaning bullish, bearish, or neutral. Structure Structure is based on pivot behavior and helps determine whether price is building: higher highs / higher lows lower highs / lower lows or remaining mixed This adds an important layer so the script is not relying only on moving averages or momentum. Trigger The trigger logic is designed to identify when price is actually attempting to move, not just drifting. It uses breakout / acceptance-style behavior to determine whether a directional move is beginning to confirm. Flow The flow component acts as a participation filter using: momentum volume expansion delta-style proxy logic This helps distinguish between passive movement and stronger directional participation. VWAP context The dashboard shows whether price is currently: above VWAP below VWAP or near VWAP This makes it easier to judge intraday directional control. Opening Range logic Optional Opening Range logic tracks the user-defined opening range and shows whether price is: above OR below OR inside OR or still building This is useful for traders who rely on early-session structure and opening range breaks. Daily Open / Weekly Open The dashboard checks whether price is above or below the daily and weekly open, which can provide useful context for intraday directional control. Reclaim detection One of the key features of this script is the Reclaim row. This detects when price has recently lost and then regained an important reference level and held it, such as: VWAP OR High / OR Low Daily Open Weekly Open This helps identify situations where the market is not just above a level, but has recently reclaimed and accepted it, which can be powerful confirmation for continuation or reversal setups. Higher Timeframe Alignment Optional HTF alignment allows the script to compare the current chart against one or two user-defined higher timeframes. This helps identify when the lower timeframe and higher timeframe are aligned or mixed. Market State The script classifies the market environment as: Trending Choppy Volatile This helps avoid taking trend signals in poor conditions. Filter A filter layer helps determine whether current market conditions are suitable for signals based on volatility, directional pressure, and environmental quality. Strength The Strength row displays a simple visual bull / bear bar so traders can quickly judge whether directional conditions are weak, moderate, or strong. Quality The Quality row summarizes overall setup quality into a simplified grade such as: A+ A B C Skip This is designed to help traders quickly decide whether a setup is worth attention. Signal states The final signal output is simplified into states such as: Strong Buy Bull Watch Neutral Bear Watch Strong Sell No Trade This makes the script easier to use as a decision-support tool rather than just another chart overlay. Dashboard customization The dashboard is highly customizable and can be tailored to different chart layouts. Position options The dashboard can be placed in: top left top right middle left middle right bottom left bottom right Size options Users can resize the dashboard with: Tiny Small Normal Big Huge Color customization The script includes customizable colors for: background header labels bullish values bearish values neutral values watch states info cells text Transparency controls Users can also control dashboard appearance with adjustable transparency settings, including: base dashboard transparency value cell transparency accent cell transparency Session filter An optional session filter can be enabled or disabled. When enabled, signals are only allowed during the user-defined session window. This is helpful for traders who want to focus only on specific times of day, such as: NY Open NY AM session London session custom trading windows Marker behavior The script includes optional buy/sell markers that can be displayed on the chart. These are designed to be less noisy than traditional signal scripts and can be configured to focus on transitions rather than constant repeated signals. Suggested use This script works best as a confluence dashboard, not as a standalone “blind entry” system. It is best used to answer questions like: Is the market trending or choppy? Is structure aligned with the move? Is price above or below important reference points? Has price reclaimed a meaningful level? Are higher timeframes aligned? Is this a quality setup or something to skip? Many traders will find the script most useful on intraday charts such as: 5 minute 15 minute It can be especially useful in futures trading, index products, and other active intraday markets. Important note This script is designed as a decision-support and confirmation tool. It is not intended to guarantee direction, predict every move, or replace risk management. Like all technical tools, it should be used alongside: sound trade planning risk control level awareness market context Best use case This script is ideal for traders who want: fewer individual indicators on the chart a more organized decision process stronger confluence before entering trades a clean visual dashboard for intraday bias and confirmation
Pine Script® Indikator
von BradburyITM
VWAP Breakout Retest Trend StrategyStrategy Idea This strategy focuses on trading continuation moves that occur after price breaks away from the Volume Weighted Average Price (VWAP) and then retests it. VWAP is commonly used to represent the average traded price during a session. When price moves away from this level and later returns to it, the area can act as a dynamic support or resistance level. The script attempts to capture trend continuation when price breaks VWAP and then confirms the move with a retest. How the Strategy Works 1. VWAP Breakout The first step is identifying when price moves above or below the VWAP line. Price crossing above VWAP suggests bullish momentum. Price crossing below VWAP suggests bearish momentum. This initial move signals potential directional interest. 2. Retest Confirmation Instead of entering immediately on the breakout, the strategy waits for price to pull back toward VWAP. This retest helps confirm whether the VWAP level is acting as support or resistance. 3. Trend Alignment To reduce counter-trend trades, a trend filter using an exponential moving average (EMA) is applied. Price above the trend EMA favors long trades. Price below the trend EMA favors short trades. 4. Risk Management Stop-loss and take-profit levels are based on ATR (Average True Range). This allows exits to adapt to market volatility rather than using fixed distances. Key Features VWAP-based market structure Retest confirmation before entry Trend filter using EMA ATR-based dynamic risk management Designed for testing and educational purposes When This Strategy May Work Better This type of approach may perform better in: intraday trending markets instruments with strong liquidity sessions where price frequently reacts to VWAP levels It may perform less effectively during low-volatility or sideways market conditions.
Pine Script® Strategie
von AIScripts
AVANTI MASTER PRO FINALAVANTI MASTER PRO FINAL – Smart Intraday Trend & Breakout System AVANTI MASTER PRO FINAL is an advanced intraday trading indicator designed to identify high-probability buy and sell opportunities using a combination of trend analysis, momentum strength, breakout scoring, and smart money behavior. This indicator integrates multiple technical factors such as EMA trend structure, RSI momentum, breakout strength analysis, buildup detection, ADX trend strength filter, and multi-timeframe confirmation to help traders avoid sideways markets and focus on strong trending moves. The system automatically generates entry signals and calculates risk-reward targets for different instruments. Key Features Trend Detection Uses EMA 9, EMA 30, and EMA 200 to determine the overall market trend. Multi-Timeframe Trend Filter Signals are confirmed only when 5-minute and 15-minute trends align, improving trade accuracy. Breakout Strength Score A scoring system evaluates multiple bullish and bearish conditions to determine breakout probability. RSI Momentum Confirmation RSI is used to validate market momentum before generating signals. ADX Trend Strength Filter Signals are generated only when ADX > 23, helping to avoid sideways markets. Buildup Analysis Detects Long Buildup, Short Buildup, Short Covering, and Long Unwinding based on price and volume behavior. Auto Target System Automatically calculates Entry, TP1, TP2, TP3, and Stop Loss depending on the instrument. Supported Instruments Targets are optimized for: • NIFTY • Stock Options • Crude Oil • Natural Gas Dashboard Information The built-in dashboard displays key market insights such as: • Trend status • RSI momentum • Breakout / Breakdown strength • ADX trend strength • Market buildup • Trade zone indication Best Use This indicator is designed for intraday trading and trend continuation setups where strong momentum and trend confirmation are present. Works best in trending markets. Developed by AVANTI STOCKS – Satish D. Nakhate
Pine Script® Indikator
von avantistocks
StrikeZone Bias Flip Market Structure + EMA v6StrikeZone — Bias Flip (MSA + EMA) v6 Overview StrikeZone — Bias Flip is a market regime detection indicator designed to identify when the underlying directional bias of a market shifts from bullish to bearish (or vice versa). It combines Market Structure Analysis (BOS / CHoCH) with a 21 / 55 EMA trend filter to produce high-confidence bias signals. The goal is simple: Tell the trader which side of the market they should be trading. Instead of reacting to every structure break, this indicator waits for confirmed structural reversals aligned with trend conditions before issuing a Bias Flip. What the Indicator Detects The system merges two powerful concepts: 1. Market Structure Analysis (MSA) The indicator detects: Swing Highs / Swing Lows Break of Structure (BOS) Change of Character (CHoCH) These events track who currently controls the market. Bullish structure: Higher highs Higher lows Bearish structure: Lower highs Lower lows 2. EMA Trend Alignment Two EMAs are used: EMA 21 EMA 55 Trend direction is defined as: Bullish Trend: EMA21 > EMA55 Bearish Trend: EMA21 < EMA55 This acts as a trend filter so structural signals against the broader move are ignored. Bias Flip Logic A Bias Flip occurs when structure and trend conditions align. Depending on the confirmation mode, flips occur under different conditions. Default Mode (Recommended) CHoCH + EMA Bias flips when: • A Change of Character occurs AND • EMA trend aligns with the direction Example: Bearish → Bullish flip: CHoCH upward + EMA21 above EMA55. Other Confirmation Modes CHoCH Only Fastest but noisiest. Bias flips immediately on any CHoCH without EMA filtering. CHoCH → BOS A two-step confirmation. CHoCH occurs A BOS follows in the same direction This confirms the reversal before flipping bias. CHoCH → BOS + EMA The most conservative option. Requires: • CHoCH • Follow-through BOS • EMA alignment Fewest signals but highest conviction. Visual Elements The indicator provides a clear visual structure layer on the chart. Background Bias Green = Bullish bias Red = Bearish bias This allows traders to instantly see the current regime. Bias Flip Labels When bias changes the chart prints: BIAS FLIP ↑ or BIAS FLIP ↓ These mark the exact candle where regime changed. EMA Trend Lines Optional plotting of: EMA 21 EMA 55 Helps visually confirm trend alignment. Swing Structure Levels The most recent swing high and swing low levels are drawn to help visualize structural boundaries. Status Panel A compact dashboard shows: Current Bias EMA Trend Structure Trend Confirmation Mode Latest Swing Levels This helps traders understand why the bias currently exists. Alerts The indicator includes a fully automated alert system designed for webhook integrations. Alerts can be sent to platforms such as: Discord Trading bots Trade automation systems Alerts include structured information such as: Symbol Timeframe Bias direction Structure trigger EMA alignment Key levels Suggested bias Invalidation level Optional Discord embed formatting produces clean notification cards. Early Warning Alerts Optional alerts trigger when a CHoCH occurs before full confirmation. These serve as a heads-up that structure may be shifting but bias has not yet flipped. Recommended Use This indicator works best as a directional bias filter. Example workflow: Determine bias from the indicator Only take trades in the direction of the bias Use other tools for entries such as: Fair Value Gaps Liquidity sweeps Order blocks Support / resistance Session opens The bias signal answers the question: Should I be looking for longs or shorts? Best Timeframes The indicator works across all timeframes but performs best on: Higher-timeframe bias: 1H 4H Execution timeframes: 5m 15m Key Settings Swing Length Controls how sensitive swing detection is. Higher value: Fewer signals Stronger structure Lower value: Faster signals More noise Confirmation Mode Defines how strict the bias flip rules are. Minimum Bars Between Flips Prevents bias from rapidly flipping during consolidation. ATR Buffer Optional volatility buffer for structure breaks. Helps filter out false breakouts. Who This Indicator Is For This tool is ideal for: intraday traders scalpers swing traders smart money concept traders structure-based strategies It is especially useful for traders who want a clean directional filter before executing trades. Important Notes This indicator is designed to identify market bias, not specific entries. It works best when combined with a trading strategy that defines: entries risk management trade exits StrikeZone System Bias Flip is part of the broader StrikeZone trading framework, which focuses on: market structure liquidity session timing imbalance trading
Pine Script® Indikator
von chaser_sol
Retrograde Volatility Zones [PyraTime]The Problem: The "Invisible" Trend Killer Most traders rely exclusively on lagging price indicators (Moving Averages, RSI, MACD). These tools are excellent at telling you what just happened, but they are notoriously blind to cyclic exhaustion. Markets don't just move in a vacuum; they undergo rhythmic shifts in volatility and psychology. The "Invisible" problem is the Stationary Period. When a major planetary cycle slows down to a "Station," liquidity often thins, trends become erratic, and "Black Swan" volatility spikes occur. Without a way to quantify these cycles, traders frequently "buy the top" or "short the bottom" exactly as the underlying cyclic regime is shifting from green to red. The Solution: PyraTime · RVZ The Retrograde Volatility Zones indicator solves the problem of cyclic blindness by providing a real-time, quantitative map of planetary velocity. Unlike amateur scripts that use hardcoded (and expiring) date arrays, PT·RVZ calculates the Geocentric Longitude Speed of the planets in real-time.Key Technical Pillars:Speed-Based Detection: If a planet’s speed is negative ( AMEX:SPD < 0$), it is retrograde. This is the professional standard for astronomical accuracy. The Traffic Light Regime: It converts raw velocity into a weighted "Composite Score." It tells you not just that a planet is moving, but how much "thrust" the current cyclic environment has.Shadow Zone Identification: It highlights the "Storm before the Storm" the period where a planet is still moving forward but has decelerated to less than 20% of its normal speed. Volatility Sync: It overlays ATR spikes during these windows, filtering out noise and highlighting the specific moments where cyclic pressure translates into actual price expansion. Tutorial: How to Master the Cycle 1. Reading the "Traffic Light" The background and dashboard provide an instant read on the market "weather": 🟢 Green (Bullish): The weighted composite of planets is moving at high forward velocity. This is your "Trend is Friend" regime. Focus on long entries and trend-following. 🟡 Yellow (Mixed/Shadow): Major planets are decelerating or "Stationing." Expect chop, mean-reversion, and "fake-out" breakouts. Tighten stops and reduce position sizes. 🔴 Red (Bearish/Retrograde): The cycle is in retreat. Historically, these are windows of high-volatility corrections. Look for short opportunities or stay in cash. 2. Trading the "Stations" (℞ & D) The glowing neon vertical lines mark the Station Point—the exact bar where velocity hits zero. ℞ (Station Retrograde): Often marks the "Blow-off Top" or the start of a deep corrective phase. D (Station Direct): Often marks the "Final Flush" or the moment where the market regains its forward momentum. 3. The Dashboard Strategy Watch the Speed°/d column in the dashboard. If you see Mercury ($\☿$) speed drop rapidly while price is hitting new highs, a "Mercury Retrograde" volatility spike is likely loading. Use the Composite Score at the bottom of the table to gauge the total "cyclic weight" of the market. 4. Setting High-Signal Alerts Don't stare at the screen. Set the "High Vol + Retro" alert. This fires only when price range (ATR) expands significantly during a retrograde window—this is the signature of a major cyclic pivot.
Pine Script® Indikator
von PyraTime
Trend Momentum Channel Viprasol## Overview The Adaptive Trend Momentum Channel (ATMC) is a comprehensive trend-following overlay that measures not just trend direction, but trend velocity — how fast and aggressively price is moving in a given direction. Unlike simple moving average crossovers that only tell you "up or down," ATMC quantifies the acceleration of a trend and adapts its sensitivity to current market conditions. Designed for swing traders and intraday traders across all markets (stocks, crypto, forex, futures), this indicator combines an adaptive momentum engine with a visual channel, multi-timeframe dashboard, divergence detection, volume confirmation, and risk management overlay — all in a single tool. ## How It Works ### Core Methodology: Momentum Measurement ATMC measures the gap between a fast-reacting double-smoothed average and a slower exponential average, then normalizes this gap by the Average True Range (ATR). This produces a volatility-adjusted momentum reading that is comparable across different assets and timeframes. - When the fast line pulls away from the slow line, the trend is accelerating - When the gap compresses, the trend is losing energy (potential reversal ahead) - The momentum reading is mapped to a 0-100% strength scale relative to recent history ### Adaptive Period Engine Rather than using fixed smoothing periods, ATMC employs the Kaufman Efficiency Ratio to measure how "clean" the current price movement is: - In strong directional trends (high efficiency): the indicator uses shorter periods for faster response - In choppy/ranging markets (low efficiency): it automatically switches to longer periods to filter noise - This dramatically reduces whipsaw signals in sideways markets while maintaining responsiveness in trends ### Channel Construction The channel is asymmetric by design: - Inner edge: the fast double-smoothed line (leading price estimate) - Outer edge: the slow average pushed outward by ATR-scaled padding - Channel width represents trend strength — wider channels = stronger trends - A three-layer graduated fill provides visual depth ### Volume Confirmation An optional volume filter suppresses trend signals that occur on below-average volume. This is critical for avoiding false breakouts in thin markets. When enabled, signals require volume to be at or above the user-defined threshold before confirming. ### Divergence Detection The indicator automatically scans for disagreements between price and momentum: - Bullish divergence: price makes a lower low, but momentum makes a higher low (early reversal warning) - Bearish divergence: price makes a higher high, but momentum makes a lower high (trend exhaustion warning) Divergences appear as labeled markers on the chart. ### Reversal Level System When a trend flip occurs, the indicator records the price level where the flip happened and draws a dashed line forward. It then monitors for retests of these levels — when price returns to within 0.25 ATR of a reversal level, a "Retest" marker appears. Levels are automatically removed if price invalidates them by moving too far beyond. ## Key Features - Adaptive smoothing engine (auto-adjusts to market conditions) - Volatility-normalized momentum measurement (works on any asset/timeframe) - Visual momentum glow that pulses with trend strength - Volume confirmation filter to reduce false signals - Bullish and bearish divergence detection - Reversal level tracking with retest monitoring - Multi-timeframe dashboard showing trend state across 5 timeframes - Risk management overlay with SL/TP visualization (3 stop methods: Channel Edge, ATR Multiple, Swing High/Low) - 8 distinct alert conditions with detailed dynamic messages - Fully customizable colors, toggles for every visual element - Clean, organized input groups with explanatory tooltips ## How to Use ### Trend Following 1. Look for a confirmed trend flip signal (LONG/SHORT label) 2. Check the MTF dashboard — stronger signals align with higher timeframes 3. Enter in the direction of the signal, using the channel edge as your dynamic stop ### Momentum Fading - When momentum strength reaches >85% (Peak Momentum alert), the trend may be near exhaustion - Look for divergences as confirmation of a potential reversal - Consider tightening stops or taking partial profits at peak momentum ### Reversal Trading - Watch for reversal levels to be retested - A retest of a level combined with a divergence signal is a high-confluence setup ### Signal Quality Assessment - "LONG/SHORT Vol OK" = Full confirmation (trend + volume) - "Weak Bull/Bear" = Trend flipped but volume did not confirm — proceed with caution ## Settings ### Core Settings - **Price Source**: Close (default). Recommended for most use cases - **Base Smoothing Period** (18): Primary period for the fast average. Lower = more responsive - **Momentum Smoothing** (5): Smoothing on the momentum reading - **Volatility Period** (14): ATR period for normalization ### Adaptive Engine - **Enable Adaptive Period**: Toggle auto-adjustment on/off - **Adaptive Min/Max Period** (8/40): Range for the adaptive engine - **Efficiency Lookback** (10): Kaufman efficiency calculation period ### Volume Filter - **Enable Volume Filter**: Toggle volume confirmation - **Volume Threshold** (1.0x): Minimum volume relative to average ### Divergence Detection - **Pivot Lookback** (5): Sensitivity for finding price pivots - **Max Bars Between Pivots** (60): Maximum gap for valid divergences ### Risk Management - **Stop-Loss Method**: Channel Edge (dynamic), ATR Multiple (fixed), or Swing High/Low - **Target Risk:Reward** (2.0): Take-profit as multiple of stop distance ## Alerts 1. **Bullish Trend Flip** — Confirmed bullish trend change 2. **Bearish Trend Flip** — Confirmed bearish trend change 3. **Peak Momentum** — Momentum strength exceeds 85% (potential exhaustion) 4. **Momentum Fading** — Momentum drops below 15% (trend losing energy) 5. **Bullish Divergence** — Price vs momentum disagreement (bullish) 6. **Bearish Divergence** — Price vs momentum disagreement (bearish) 7. **Any Trend Flip** — Either direction (for automation/webhooks) 8. **MTF Alignment** — Multiple higher timeframes confirm current trend All alerts include ticker, price, and timeframe in the message for webhook/bot compatibility. ## Limitations and Disclaimer - Like all trend-following indicators, ATMC will lag actual turning points. The adaptive engine reduces this but cannot eliminate it - Divergence detection works with a delay equal to the pivot lookback period - Volume data may not be available or reliable on all instruments (especially forex spot) - The MTF dashboard uses end-of-bar data from higher timeframes and may not update intra-bar - This indicator is a tool for analysis, not a standalone trading system. Always use proper risk management - Past performance does not guarantee future results. This is not financial advice ## Credits This indicator builds upon the trend velocity channel concept originally explored by BackQuant. The Viprasol version significantly extends the original with an adaptive period engine, multi-timeframe analysis, divergence detection, volume confirmation, and risk management overlay. --- (c) Viprasol viprasol.com
Pine Script® Indikator
von viprasol
Aura Trend & Candlestick Matrix [Pineify]Aura Trend & Candlestick Matrix — EMA Trend Cloud with Trend-Aligned Candlestick Pattern Detection and Dynamic Support & Resistance The Aura Trend & Candlestick Matrix is a multi-layered technical analysis indicator that fuses an EMA-based trend cloud, classic candlestick pattern recognition, and pivot-derived support and resistance levels into a single, cohesive overlay. Its core philosophy is confluence : rather than firing candlestick signals in isolation, every pattern must first pass through a directional trend filter before it reaches the chart. A Hammer is only displayed when the trend cloud confirms bullish momentum; a Shooting Star only appears when the cloud is bearish. This trend-alignment mechanism dramatically reduces noise and false signals, giving traders a cleaner, higher-probability view of potential reversal and continuation setups — all without leaving the price chart. Key Features Dual-EMA "Aura Cloud" that visually maps trend direction and strength through a color-coded filled region between a fast and slow exponential moving average Three families of candlestick pattern detection — Hammer / Shooting Star, Bullish / Bearish Engulfing, and Morning Star / Evening Star — each identified using precise shadow-to-body ratio and multi-bar structural rules Trend-alignment filter that only surfaces bullish patterns during confirmed uptrends and bearish patterns during confirmed downtrends, eliminating counter-trend noise Dynamic pivot-based support and resistance levels that automatically update as new structural highs and lows are confirmed Optional candle coloring that tints every bar green or red based on the prevailing trend for instant visual context Built-in alert conditions for both bullish and bearish setups, enabling automated notification workflows without additional configuration How It Works The indicator is built on three independent analytical engines that feed into a unified signal pipeline. Engine 1: The Aura Trend Cloud Two exponential moving averages — a fast EMA (default 20 periods) and a slow EMA (default 50 periods) — are plotted on the chart. When the fast EMA is above the slow EMA, the trend is classified as bullish; when below, bearish. The region between the two EMAs is filled with a semi-transparent color (green for bullish, red for bearish), creating the "Aura Cloud." This cloud serves two purposes: it provides an immediate visual representation of trend direction and strength (a widening cloud suggests strengthening momentum), and it acts as the gatekeeper for all candlestick pattern signals. Engine 2: Candlestick Pattern Detection The pattern detection engine analyzes candle anatomy using shadow-to-body ratios and multi-bar structural relationships: Hammer & Shooting Star — Single-candle patterns identified by comparing the lower shadow proportion, upper shadow proportion, and body proportion relative to the full candle range. A Hammer requires a lower shadow at least twice the body size, a body less than 50% of the range, an upper shadow under 15%, and a bullish close. The Shooting Star applies the mirror criteria with a bearish close. Doji candles (body < 10% of range) are excluded to avoid ambiguity. Bullish & Bearish Engulfing — Two-candle patterns where the current candle's real body completely wraps the previous candle's body. An additional 120% size threshold ensures the engulfing candle demonstrates meaningful conviction beyond a marginal overlap. Morning Star & Evening Star — Three-candle reversal patterns. A Morning Star requires a bearish candle two bars ago, a small-bodied middle candle (less than 50% of the prior body), and a bullish current candle that closes above the midpoint of the first candle's body. The Evening Star applies the inverse logic. Engine 3: Dynamic Support & Resistance The indicator uses Pine Script's pivot detection functions with a configurable lookback window (default 10 bars on each side). When a bar's high is confirmed as the highest within the lookback window, it becomes the current resistance level. When a bar's low is the lowest, it becomes the current support level. These levels persist on the chart as circle markers until a new pivot replaces them, providing a continuously updated structural reference frame. Trading Ideas and Insights Cloud Bounce + Pattern Confirmation — When price pulls back to the Aura Cloud boundary during an uptrend and a Hammer or Bullish Engulfing pattern fires at the cloud's edge, this represents a high-confluence long entry. The cloud acts as dynamic support, and the candlestick pattern provides the timing trigger. Trend Reversal Detection — Watch for Morning Star or Evening Star patterns forming near pivot-based support or resistance levels just as the trend cloud begins to narrow. A narrowing cloud suggests weakening momentum, and a three-candle reversal pattern at a key structural level can signal an early trend change. S/R Level Validation — Use the dynamic support and resistance levels to validate candlestick signals. A Bullish Engulfing pattern that forms precisely at the current support level carries more weight than one occurring at a random price point. Trend Strength Assessment — The width of the Aura Cloud reflects the separation between the fast and slow EMAs. A wide, expanding cloud indicates strong trending conditions where trend-aligned patterns are most reliable. A narrow, contracting cloud suggests consolidation where signals should be treated with more caution. Multi-Timeframe Confluence — Apply the indicator on a higher timeframe to establish the dominant trend direction, then switch to a lower timeframe to find trend-aligned candlestick entries. The cloud's direction on the higher timeframe provides the bias; the pattern signals on the lower timeframe provide the entry timing. How Multiple Indicators Work Together The Aura Trend & Candlestick Matrix integrates three distinct analytical techniques into a single decision-support system through a deliberate hierarchical architecture: The EMA trend cloud establishes directional context, the candlestick pattern engine identifies potential reversal and continuation setups, and the pivot-based support and resistance levels provide structural price references — together forming a confluence-driven framework where signals must pass through multiple filters before reaching the chart. The trend cloud sits at the top of the hierarchy as the primary directional filter. It answers the fundamental question: "Which side of the market should I be on right now?" By requiring all candlestick patterns to align with the cloud's direction, the indicator enforces a disciplined approach that avoids the common trap of trading counter-trend reversal patterns in strong trends. The candlestick pattern engine operates as the timing mechanism within the trend context. Each pattern family captures a different market dynamic — Hammers and Shooting Stars detect single-bar rejection of price levels, Engulfing patterns identify momentum shifts through body-size dominance, and Morning/Evening Stars capture multi-bar sentiment transitions. By offering all three families simultaneously, the indicator provides multiple entry opportunities across different market conditions while maintaining the trend-alignment requirement. The dynamic support and resistance engine adds a structural dimension that complements both the trend cloud and the pattern signals. While the cloud tells you the trend direction and the patterns tell you when to act, the S/R levels tell you where price is likely to react. Patterns forming at or near these pivot-derived levels carry inherently higher significance because they occur at prices where the market has previously demonstrated supply or demand. Unique Aspects Trend-gated pattern signals — Unlike standalone candlestick scanners that display every detected pattern regardless of context, this indicator enforces directional alignment. Bullish patterns are suppressed during downtrends and bearish patterns are suppressed during uptrends, producing a significantly cleaner signal set with higher expected reliability. Ratio-based pattern detection with doji exclusion — Pattern identification uses proportional shadow-to-body ratios rather than fixed pip or point thresholds, making the detection logic adaptive across instruments and timeframes. The explicit doji exclusion prevents ambiguous candles from triggering false Hammer or Shooting Star signals. 120% engulfing threshold — The Engulfing pattern requires the current body to exceed the previous body by at least 20%, filtering out marginal engulfing candles that lack conviction and improving signal quality. Three-engine confluence in a single overlay — By combining trend analysis, pattern recognition, and support/resistance detection in one indicator, traders avoid the visual clutter and potential conflicts of layering multiple separate tools on the same chart. Distinct visual vocabulary — Each pattern family uses a unique shape (triangles for Engulfing, labeled markers for Hammers/Stars), allowing traders to instantly identify the pattern type without reading text labels. How to Use Add the Aura Trend & Candlestick Matrix to your chart. It overlays directly on the price chart, displaying the Aura Cloud, pattern signals, and S/R levels simultaneously. Identify the current trend by observing the Aura Cloud color — a green cloud indicates a bullish trend (fast EMA above slow EMA), and a red cloud indicates a bearish trend. The cloud's width reflects trend strength. Watch for candlestick pattern signals that appear on the chart. Green triangles (▲) below bars indicate Bullish Engulfing patterns; red triangles (▼) above bars indicate Bearish Engulfing. Labels marked "H", "S", "MS", and "ES" denote Hammer, Shooting Star, Morning Star, and Evening Star patterns respectively. Cross-reference pattern signals with the dynamic S/R levels (green and red circle markers). Patterns occurring near support (for bullish) or resistance (for bearish) carry additional structural significance. Use the candle coloring feature (enabled by default) for quick visual scanning — green candles confirm you are in a bullish trend zone, red candles confirm a bearish trend zone. Set up alerts using the built-in "Bullish Setup" and "Bearish Setup" alert conditions to receive real-time notifications when a trend-aligned candlestick pattern is detected. Combine with volume analysis or momentum oscillators for additional confirmation layers when entering trades based on the indicator's signals. Customization Fast EMA Length (default: 20) — Controls the responsiveness of the fast trend line. Lower values (10-15) make the cloud more reactive to recent price changes, suitable for shorter-term trading. Higher values (25-50) produce a smoother cloud for swing or position trading. Slow EMA Length (default: 50) — Sets the anchor for the trend cloud. Common alternatives include 100 or 200 for longer-term trend identification. The gap between fast and slow lengths determines how quickly the cloud changes direction. Color Candles Based on Trend (default: on) — Toggle candle coloring on or off. Disable if you prefer to use your chart's native candle colors or another coloring scheme. Show Hammers / Shooting Stars (default: on) — Enable or disable single-candle reversal pattern detection. Disable if you prefer to focus only on multi-candle patterns. Show Engulfing Patterns (default: on) — Enable or disable two-candle engulfing pattern detection. Show Morning / Evening Stars (default: on) — Enable or disable three-candle star pattern detection. Pivot Detection Length (default: 10) — Controls the lookback window for support and resistance detection. Lower values (3-7) detect more frequent, minor pivot levels; higher values (15-30) identify only major structural turning points. Conclusion The Aura Trend & Candlestick Matrix delivers a disciplined, confluence-based approach to technical analysis by requiring candlestick patterns to align with the prevailing EMA trend direction before they are displayed. By integrating a visual trend cloud, three families of rigorously defined candlestick patterns, and dynamic pivot-based support and resistance levels into a single overlay, this indicator provides traders with a comprehensive yet uncluttered analytical framework. Whether you are a day trader looking for precise trend-aligned reversal entries, a swing trader seeking high-probability pattern setups at key structural levels, or a position trader monitoring broad trend direction with candlestick confirmation, the Aura Trend & Candlestick Matrix offers a clean, systematic, and visually intuitive toolset for identifying where trend momentum and candlestick structure converge — the moments where trading opportunities are most compelling.
Pine Script® Indikator
von Pineify
Sessions ExtendedSessions Extended Based on the original "Sessions" indicator by LuxAlgo, this script is a complete rewrite and substantial expansion. It is built for traders who want control over session visualization, deep volume analytics, and a live dashboard that works on any chart timeframe from 1 minute up to 1 week. ============================================================================= WHAT CHANGED COMPARED TO THE ORIGINAL "SESSIONS" INDICATOR ============================================================================= SESSIONS Original: 4 fixed sessions (New York, London, Tokyo, Sydney) Extended: 11 fully independent sessions labeled A through K, each with its own complete settings group. The default setup covers the major forex windows: Asia, London, New York, Sydney, Tokyo I, Hong Kong, Singapore I, Tokyo II, Singapore II, EU pre-London, and US pre-NY. PER-SESSION STYLING Original: One shared background color and transparency, border always dotted, no width control. Extended: Per-session background color and transparency, fully independent of the border color. Per-session border style (Dotted / Dashed / Solid) and border width (1 to 4 pixels). Every session box can have a completely unique appearance. SESSION LABELS Original: One fixed label per session, always tiny, always at the session high. Extended: Per-session label color and size (Tiny / Small / Normal / Large / Huge). A numeric "Name Offset" input shifts the label upward by a chosen number of blank lines, keeping label height constant regardless of zoom level. An optional second label shows the actual session open and close times in HH:mm format with its own independent offset, color, and size. OVERLAYS PER SESSION Each of the 11 sessions independently supports seven overlay types: Range Box — High/Low box drawn for each session occurrence Trendline — Linear regression line (best-fit straight line through closes) Std Band — Dashed lines at +1σ and -1σ around the regression line. Works independently — Trendline does not need to be active. Bars outside the bands indicate unusual price movement. Mean — Cumulative average of all closing prices within the session, drawn as a connected line. Equal weight per bar, no volume influence. See "Understanding Mean vs VWAP" below. VWAP — Volume-Weighted Average Price. Institutional benchmark. See "Understanding Mean vs VWAP" below. Max/Min — Short horizontal tick marks at session High and Low Midpoint — Horizontal line at the 50% level of the session High/Low range EXTENDED HIGH/LOW LINES Each session can project its previous High and Low as horizontal lines extending to the right of the chart — classic support and resistance reference levels. Fully configurable per session: - Line color (independent from the session border color) - Line style: Solid, Dashed, or Dotted - Line width: 1 to 4 pixels - Optional end-of-line label showing session name and date (dd.MM.yy) - Label text color, background color, and background transparency A global "Max Extended H/L Lines" setting (Range Settings group, default 10) caps the total number of line pairs visible across all sessions combined. DAYS BACK FILTER Each session has a "Last N sessions" input. When set to 0 (default), all available history is shown. When set to 1–50, only the N most recent occurrences are drawn. The pruning applies consistently to boxes, labels, Max/Min lines, Midpoint lines, Mean lines, VWAP plots, and Extended H/L lines. TIMEZONE A "Use Exchange Timezone" checkbox follows the exchange timezone automatically (syminfo.timezone). When unchecked, a UTC Offset field (−12 to +14) enables manual adjustment. This is particularly useful for handling Daylight Saving Time transitions without needing to touch any session time strings. ============================================================================= THE DASHBOARD — COMPLETE REFERENCE ============================================================================= ENABLING AND POSITIONING Find the Dashboard group in Settings. Toggle "Show Dashboard" to show or hide the panel. Choose from four positions (Top Left, Top Right, Bottom Left, Bottom Right) and four sizes (Tiny, Small, Normal, Large). DASHBOARD MODES The dashboard has three display modes, selected via the "Volume & Sigma columns" and "Show Buy/Sell Volume" toggles: Standard mode (both off): Session | Trend Advanced mode (Volume & Sigma on): Session | Volume | Sigma | Trend Advanced + Buy/Sell mode (both on): Session | Volume | Sigma | ▲Buy ▼Sell | Trend COLUMN DESCRIPTIONS Session The session name (e.g. ASIA, LONDON, NEW YORK). The cell background changes color to reflect the session state: Active background color — session currently open Inactive background color — session closed today (snapshot visible) Dimmed border color — session not yet started today or yesterday data Volume Total traded volume for the session's measurement window. Updates live while the session is open. Freezes as a snapshot when it closes. Calculated at 1-minute resolution via request.security — accurate on any chart timeframe. Sigma (σ) Standard deviation of closing prices within the session. Measures how much price spread around its average. A high Sigma indicates a volatile, wide-ranging session. A low Sigma indicates tight, consolidating price action. Updates live, freezes on session close. ▲Buy ▼Sell (optional, "Show Buy/Sell Volume") Volume split by bar direction. Up-bars (Close ≥ Open) count as buy volume, down-bars count as sell. Note: this is an approximation — Pine Script cannot access TradingView's internal tick-level buy/sell data. Open / High / Low (optional, "Show O/H/L + Change") The session's opening price, highest traded price, and lowest traded price. These are permanent historical facts and remain visible (dimmed) even after the session closes and after the trading day resets. Chg (optional, "Show O/H/L + Change") The change from session Open to session Close: Close − Open. Display format: +1.234 green — session closed above its open (bullish) -1.234 red — session closed below its open (bearish) ±0.000 grey — session closed exactly at its open (neutral) The three colors (up, down, flat) are independently configurable. Trend (r²) The R-squared value of the linear regression for the session. Ranges from −1.00 to +1.00. Positive values indicate an upward trend, negative values a downward trend. Values near 0 indicate a sideways/choppy session. The cell background is colored green (bullish) or red (bearish) based on the sign, making trend direction scannable at a glance. Timer (optional, "Show Timer column") Countdown to the next relevant session event: ▼ HH:MM — session is currently open, counting down to close ▲ HH:MM — session is closed, counting up to next open ▲ Xd HH:MM — session opens in more than 24 hours (e.g. weekend gap) The timer is updated in real time using timenow. It is visible at all times, including when the market is closed. Weekend gaps are handled correctly: sessions that open Monday morning show 2d+ on Friday evening, while sessions still opening later on Friday show the same-day countdown. The timer text is colored with the active session color when open, or dimmed when the session is waiting to open. DAY TOTAL ROW When one or more sessions have "In Day Total" checked in their settings, a Day Total row appears at the bottom of the dashboard. It shows: - The sum of all Volume values from today's In-Day-Total sessions - The average Sigma across those sessions Critically , Day Total counts only sessions that have actually run since the last anchor-session reset — not yesterday's data. If ASIA (the default anchor) opened at 18:00 EST and New York has not yet run today, New York's data from the previous day will appear in its row (dimmed) but will not be included in Day Total. YESTERDAY ROW When all sessions have closed, a Yesterday row appears showing the prior trading day's totals for comparison. This row disappears once the new trading day begins. STALE DATA — THREE BRIGHTNESS LEVELS The dashboard uses text brightness to communicate data age at a glance: Full brightness — session is currently active (live data) Dimmed — session ran and closed today (today's snapshot) More dimmed — session has data from the previous day (no run today yet) Near-invisible — session has no data at all (never run or newly enabled) The dim percentage is configurable ("Stale data text dim", 0–90%). RESET LOGIC — HOW THE TRADING DAY IS DEFINED The dashboard needs to know when a new trading day begins. This is controlled by "Reset Stats when Session starts" in the Dashboard group (default: A = ASIA). When the selected anchor session opens: - All "ran today" tracking flags are cleared - Day Total recalculates from zero - Sessions not yet run show their previous data dimmed until they run again Snapshot data inside each session's measurement function persists until the session runs again and overwrites it. This means US pre-NY data from 08:30 yesterday is still visible in the dashboard at 04:00 today, correctly dimmed, and correctly excluded from Day Total. VOLUME MEASUREMENT WINDOW Each session has a separate "Vol window" session input. By default this matches the display session, but you can narrow it. For example, you could display the full 18-hour ASIA box but only measure volume for the first two hours of activity. The Vol window does not affect the displayed box or overlays — it only affects Volume, Sigma, Buy/Sell, and Trend statistics. DASHBOARD COLORS (configurable) Active cell background — highlight color for currently open sessions Inactive cell background — color for closed sessions with today's data Text color — all non-highlighted cell text Border color — table grid lines Background — dashboard panel fill and transparency Change Up / Down / Flat — three independent colors for the Chg column Stale data dim % — how strongly to dim closed and yesterday data ============================================================================= UNDERSTANDING MEAN vs VWAP ============================================================================= Mean is the simple average of all closing prices within the session: (Close₁ + Close₂ + ... + Closeₙ) / N Every bar contributes equally regardless of how much was traded. Mean shows the geometric center of price over time — a neutral, unweighted reference. VWAP (Volume Weighted Average Price): Σ(Close × Volume) / Σ(Volume) Bars with high volume pull the VWAP toward them. Institutions use VWAP as the primary benchmark for execution quality. A price above VWAP signals that the session is running bullish on a volume-weighted basis; below is bearish. The practical difference: when a sharp directional move occurs on thin volume, Mean shifts significantly because it counts each bar equally. VWAP barely reacts because little volume participated in the move. This divergence — Mean far from VWAP — can itself be a signal that the move lacks conviction. ============================================================================= DEFAULT SESSION CONFIGURATION (UTC-5 / New York EST) ============================================================================= A ASIA 18:00 – 02:00 In Day Total, Anchor Reset (enabled) B LONDON 02:00 – 08:00 In Day Total (enabled) C NEW YORK 08:00 – 17:00 In Day Total (enabled) D Sydney 18:00 – 00:00 (enabled) E Tokyo I 19:00 – 21:30 (enabled) F Hong Kong 20:30 – 03:00 (enabled) G Singapore I 20:00 – 23:00 (enabled) H Tokyo II 22:30 – 01:00 (enabled) I Singapore II 06:00 – 10:00 (enabled) J EU pre-Lon 02:00 – 03:00 (enabled) K US pre-NY 08:00 – 09:30 (enabled) All times are in UTC-5 (New York EST). Adjust the UTC Offset setting or enable "Use Exchange Timezone" to match your local time. Sessions H through K are disabled by default. Enable them in their respective settings group. Note that newly enabled sessions will show no data until they have run at least once after being activated. ============================================================================= SETUP GUIDE — GETTING STARTED ============================================================================= Step 1 — Timezone Open Settings → Timezone. If your instrument uses the exchange timezone natively, enable "Use Exchange Timezone". Otherwise set UTC Offset to your local offset (e.g. -5 for New York EST, +1 for Berlin CET). If your region uses DST and TradingView does not adjust automatically, update this offset manually at DST transitions. Step 2 — Sessions Sessions A (ASIA), B (LONDON), and C (NEW YORK) are enabled by default with commonly used forex hours. Adjust the session time strings to match your instrument's actual active hours. Enable additional sessions (D through K) as needed from their settings groups. Step 3 — Dashboard Open Settings → Dashboard. Enable "Show Dashboard". Choose your preferred position and size. Enable "Volume & Sigma columns" for full statistics. Enable "Show Timer column" to see live countdowns. Configure which sessions should contribute to Day Total via the "In Day Total" checkbox in each session's group. Step 4 — Overlays For each session you want to analyze deeply, enable the overlays relevant to your strategy. Recommended starting set: Range Box (always on), VWAP for institutional context, Mean for a price-weighted counterpart, Std Band for volatility context. Step 5 — Extended H/L Lines Enable "Ext H/L" in any session group to project that session's previous High and Low forward as S/R references. Set "Max Extended H/L Lines" in Range Settings to a comfortable number (default: 10 pairs total). Step 6 — Days Back If your chart history is long and performance is slow, set "Last N sessions" in each session group to limit how many occurrences are drawn (e.g. 5 to 20). ============================================================================= ALERTS ============================================================================= 22 alert conditions are available — one "Session Start" and one "Session End" for each of the 11 sessions. Alerts fire only when the corresponding session's "Show" toggle is enabled. Set alerts via the Add Alert dialog in TradingView, selecting this indicator from the condition dropdown. ============================================================================= LIMITATIONS AND KNOWN BEHAVIOR ============================================================================= Buy/Sell volume approximation Up-bar (Close ≥ Open) = Buy volume. Down-bar = Sell volume. True tick-level data is not accessible in Pine Script. Treat this column as directional sentiment, not precise order flow. Initial load time 11 request.security calls at 1-minute resolution cause a delay when first applying the indicator to a chart with long history. This is a Pine Script constraint — the 1m resolution is required for accuracy on higher timeframes. request.security usage This script uses 12 of Pine Script's 40 allowed request.security calls (11 session functions + 1 anchor-reset detector), leaving 28 available if you build on top of this script. Short sessions on high timeframes Sessions shorter than the chart's bar duration (e.g. a 30-minute session on a 4H chart) may not be detected. Use a lower timeframe for short sessions. Timer and market holidays The countdown timer uses calendar arithmetic, not an exchange trading calendar. On public holidays the timer will count down to the session time as if it were a normal trading day. Weekend detection (Friday evening, Saturday) is handled correctly for standard Mon–Fri market hours. Dashboard layout Table positions are limited to the four corners as defined by Pine Script's table API. Sub-corner pixel positioning is not supported. ============================================================================= CREDITS ============================================================================= Original indicator: Sessions by LuxAlgo This derivative is an independent rewrite published under CC BY-NC-SA 4.0. creativecommons.org Commercial use is prohibited. Derivatives must carry the same license and credit the original work.
Pine Script® Indikator
von Wick-Sniper
Trend Break + Structure + Range FilterThis strategy focuses on trading continuation moves after price breaks recent structure, while filtering out low-momentum conditions. The goal is to participate in directional markets and reduce entries during sideways activity. Concept Behind the Strategy Markets tend to alternate between consolidation and expansion. Instead of reacting to every price movement, this approach waits for a clear break of recent highs or lows, aligned with the prevailing trend. By combining structure, trend bias, and range filtering, the strategy aims to improve trade selection quality. How It Works 1. Trend Direction (EMA Filter) A moving average defines the primary market bias. Price above the EMA → bullish bias Price below the EMA → bearish bias Trades are only taken in the direction of this bias. 2. Structure Break The system monitors the highest high and lowest low over a defined lookback period. A trade is triggered when price breaks beyond that recent structure. 3. Range Filter (Bollinger Logic) If price is moving inside a compressed range, entries are avoided. This helps reduce signals during low-momentum conditions. 4. Risk Management Stop-loss and take-profit levels are based on ATR (Average True Range), which adapts to current volatility. A configurable risk-to-reward ratio determines the target distance. 5. Realistic Backtesting Setup Commission and slippage are included to simulate more practical conditions. Key Characteristics Non-repainting logic Breakout-based entries Trend-aligned trade direction Volatility-adjusted exits Designed for structured testing When It May Perform Better Markets with sustained directional movement Volatility expansion phases Instruments that respect breakout behavior It may underperform during prolonged sideways or low-volatility environments. Important Note This strategy is intended for research and testing purposes. Performance can vary across assets and timeframes. It should be evaluated across different market conditions before considering live use.
Pine Script® Strategie
von AIScripts
Quant Market Predictor v3 (No Signals)Quant Market Predictor – Lite is a streamlined version of the full Quant Market Predictor model. This version focuses purely on market structure analysis and statistical forecasting, without generating trading signals. The indicator combines multiple quantitative techniques commonly used in financial modeling to provide a clearer view of trend dynamics, volatility regimes, and short-term price projections. It is designed for traders and analysts who want model-driven market context while making their own discretionary decisions. Core Models 1. Kalman Filter Trend A recursive Kalman filter smooths price data to estimate the underlying trend. This approach reduces noise while remaining more responsive than traditional moving averages. 2. Adaptive AR(2) Price Model An autoregressive model estimates short-term price momentum using recent price changes. The coefficients adapt to volatility conditions to prevent overreaction during unstable markets. 3. GARCH-Inspired Volatility Model A simplified volatility estimator tracks conditional variance similar to GARCH models. This allows the indicator to identify high-volatility trend regimes and low-volatility consolidation regimes. 4. Multi-Bar Forecast The AR model generates a short-term projection path for the next few bars. The forecast gradually decays to reflect increasing uncertainty further into the future. What the Lite Version Shows • Kalman trend line (dynamic trend estimate) • Volatility bands derived from conditional variance • Regime background highlighting trend vs. consolidation environments • Short-term statistical forecast path • Information table displaying model diagnostics Important This Lite version does not produce buy or sell signals. It is intended as an analytical tool to help interpret market conditions rather than a complete trading system. Typical Use Cases • Understanding whether the market is in a trend or mean-reversion regime • Visualizing volatility expansion and contraction • Viewing a probabilistic short-term forecast path • Supporting discretionary trading decisions
Pine Script® Indikator
von liebmann_
Momentum Lifecycle Detector [BullByte]Momentum Lifecycle Detector An early trend detection oscillator that tracks momentum through five lifecycle phases - from birth to death - using DI spread acceleration analysis . Designed to identify momentum ignition before traditional ADX signals, and warn of trend exhaustion before it becomes obvious. WHAT THIS INDICATOR DOES The Momentum Lifecycle Detector (MLD) is a momentum oscillator with integrated trend phase classification. It answers the question every trend trader needs answered: "Where in its life is this momentum right now?" Most trend strength indicators tell you a trend exists after the move is already underway. ADX crossing above 25 is a lagging confirmation. MLD solves this by detecting the birth of momentum at the earliest mathematically identifiable point, then tracking that momentum through five distinct lifecycle phases until it dies. The indicator displays: An ATR-normalized momentum oscillator (the main line you follow) A signal line for crossover analysis A histogram showing momentum-signal divergence A colored lifecycle band showing the current phase Consolidation zone boxes marking coiled energy before breakouts A reversal atmosphere glow when momentum curvature suggests reversal A dashboard summarizing momentum conditions at a glance Adaptive dead zone and choppy market warnings THE PROBLEM THIS SOLVES - WHY TRADERS NEED EARLY TREND DETECTION Traditional ADX tells you a trend is strong when it crosses above 25. By that point, the optimal entry window has often closed. Conversely, ADX gives no clear warning when a trend is dying - it just slowly rolls over after the move has already reversed. The core innovation in MLD is measuring the acceleration of the gap between +DI and -DI. Here is the mathematical logic: Spread = |+DI minus -DI| - How far apart are bullish and bearish pressure? Velocity = Spread minus Spread - Is that gap widening or narrowing? Acceleration = Velocity minus Velocity - Is the widening itself speeding up? When acceleration is positive and velocity is positive while ADX is still low, a new trend is actively forming. This is the mathematical fingerprint of momentum at birth - detectable bars before ADX would give any signal. WHY THESE SPECIFIC COMPONENTS - JUSTIFICATION FOR THE INTEGRATION This indicator combines several analytical methods into a unified lifecycle detection framework. Each component serves a specific, non-redundant purpose. Here is why each exists: Zero-Lag EMA Momentum Oscillator Purpose : The primary visual output traders watch and trade. Method : Difference between fast ZLEMA (default 9) and slow ZLEMA (default 21), divided by ATR, multiplied by 100. Why ZLEMA : Standard EMA lags behind price. ZLEMA compensates by adding the difference between the current price and its lagged value before smoothing. This produces earlier momentum readings without adding noise. Why ATR normalization: Raw price differences are not comparable across instruments. A 5-point move means something different on a $10 stock versus Bitcoin. Dividing by ATR makes oscillator readings universal - a reading of +50 represents the same relative momentum strength on any chart, any timeframe. Gaussian-Weighted Directional Indicators Purpose : Feed responsive directional data into the lifecycle detection engine. Method : Instead of standard Wilder smoothing for +DI and -DI, a Gaussian (bell-curve) decay function applies exponentially more weight to recent bars. The formula is exp(-(n/len)^2). Why Gaussian weighting : Standard DI treats all bars in the lookback equally. A directional move from 14 bars ago counts the same as one happening now. Gaussian decay makes DI inherently more responsive to fresh moves without shortening the period (which would increase noise). ZLEMA-Smoothed ADX Purpose : Trend strength measurement for phase classification. Method : DX calculated from Gaussian-weighted DI values, smoothed with ZLEMA instead of traditional Wilder smoothing. Why ZLEMA-smoothed: Standard Wilder-smoothed ADX is deliberately sluggish by design. For lifecycle detection, we need ADX that responds faster to "waking up" and "rolling over" behaviors that define phase transitions. DI Spread Acceleration Engine Purpose : The core innovation - detects momentum birth before ADX confirms. Method : Calculates the absolute spread between +DI and -DI, derives its velocity (first derivative) and acceleration (second derivative), smooths both with 3-period EMA. Why this matters: This is what differentiates MLD from existing ADX-based tools. Acceleration of the DI spread is a leading indicator. By the time ADX crosses a threshold, spread acceleration has already been positive for multiple bars. This enables IGNITION detection before traditional signals fire. Kaufman Efficiency Ratio Purpose : Regime filter that warns when conditions are choppy. Method : ER = net price movement divided by total price movement. Values near 1.0 mean efficient directional movement. Values near 0.0 mean price went back and forth without progress. Why included: Momentum oscillators generate false signals in ranging markets. When ER is low, ADX is weak, and momentum sits inside the dead zone, the background turns gray - warning traders that conditions do not support directional strategies. Momentum Curvature Analysis Purpose : Early warning of potential reversals via oscillator curvature. Method : Second derivative of momentum (how the slope is changing). When momentum is negative but curving upward (positive curvature with positive slope), bullish pressure is building from underneath before the trend visibly reverses. Strength is normalized against 30-bar standard deviation of curvature. Important : This is purely mathematical curvature of the plotted oscillator. It does not use order flow, volume profile, bid/ask data, or any external source. The term "atmosphere" is a visual metaphor for the glow effect. These components form an integrated pipeline - they are not independent indicators placed on the same pane. The oscillator provides visual momentum reading, Gaussian DI and ZLEMA ADX feed the lifecycle engine, spread acceleration detects phase transitions, ER provides regime context, and curvature adds reversal awareness. Each output feeds downstream components. THE FIVE LIFECYCLE PHASES - DETECTION LOGIC EXPLAINED The lifecycle band at the bottom displays one of five phases. Each has specific mathematical conditions that must all be true simultaneously. A state machine with configurable inertia prevents rapid flickering. IGNITION - Cyan Band Conditions : DI crossover within last N bars (default 4), spread acceleration above threshold (default 0.2), spread velocity above threshold (default 0.3), ADX rising for two consecutive bars. Meaning : Momentum is being born. DI lines just crossed, the gap is accelerating open, ADX is waking. This is the earliest actionable signal. ADX may still be below 20. State machine : IGNITION transitions instantly (1-bar inertia) because early detection speed matters. THRUST - Green or Red Band (direction-coded) Conditions : Past ignition window but within 3x that window, spread velocity above threshold (default 0.5), ADX surged more than threshold (default 1.5) over 3 bars. Meaning : Young trend gaining real power. Spread velocity is high, ADX is confirming with a surge. The trend is no longer hypothesis - it is building strength. State machine : THRUST transitions instantly. PRIME - Deeper Green or Red Band (direction-coded) Conditions : ADX above strong threshold (default 20), ADX either rising or above its signal line, DI spread above minimum (default 10). Meaning : Mature, established trend. Maximum directional strength. Most productive phase - but also where exhaustion can begin. Use trailing stops. State machine : Requires configured inertia (default 2 bars) before transition. FADING - Orange Band Conditions : ADX above strong threshold BUT falling AND below its signal line, OR ADX strong but spread velocity sharply negative (below -0.5). Meaning : Trend is dying. ADX rolling over, DI gap closing. Time to tighten stops, take partials, prepare for next cycle. State machine: Requires configured inertia before transition. DEAD - Dark Gray Band Conditions : None of the above active. Meaning : No meaningful directional momentum. Market ranging, consolidating, or in transition. Directional strategies unlikely to perform well. HOW TO READ THE OSCILLATOR PLOT Momentum Line (thick, color-coded) Bright green : Momentum positive and rising (bullish, strengthening) Faded green : Momentum positive but falling (bullish, weakening) Bright red: Momentum negative and falling (bearish, strengthening) Faded red : Momentum negative but rising (bearish, weakening) Gray : Momentum inside dead zone (noise, not signal) Signal Line (thin orange) EMA of momentum. Crossovers between momentum and signal highlight directional shifts, similar to MACD signal line usage. Momentum-Signal Fill (shaded area between the two lines) Teal shading: Momentum above signal (bullish bias) Maroon shading: Momentum below signal (bearish bias) This fill provides instant visual recognition of which line is dominant. Histogram (vertical columns at zero line) Shows the gap between momentum and signal. Bright columns: Gap expanding (momentum pulling away, trend strengthening) Faded columns: Gap contracting (momentum converging, trend weakening) Green: Momentum above signal. Red: Momentum below signal. Dead Zone (gray horizontal band around zero) Dynamically calculated as a multiple (default 0.5x) of momentum's 50-bar standard deviation. When momentum is inside this zone, directional signals are unreliable - the reading is within normal noise range. Zero Line (dotted horizontal) Momentum above zero: Net bullish pressure Momentum below zero: Net bearish pressure Zero line crosses represent directional bias shifts. CONSOLIDATION ZONES - COILED ENERGY BEFORE BREAKOUTS Yellow boxes appear on the oscillator when momentum energy is coiling - a potential precursor to a strong directional move. Detection Logic Two conditions must be simultaneously true: Histogram (momentum-signal gap) is unusually tight relative to its recent 50-bar standard deviation. Momentum slope is unusually flat relative to its recent 50-bar standard deviation. Both thresholds are adaptive - they automatically adjust to each instrument's typical behavior. This means the indicator detects relative consolidation, not absolute levels, making it equally effective on volatile crypto and stable bonds. Zone Lifecycle New zone starts as dotted-border, light yellow box. If it persists for minimum bar count (default 5), it upgrades to solid-border, brighter yellow - a validated zone. If momentum drifts too far from where zone started (exceeds drift tolerance relative to zone height), the zone is invalidated and deleted. This prevents slow trends from being falsely labeled as consolidation. When zone breaks (convergence conditions end), box color changes based on breakout direction: teal for bullish breakout, maroon for bearish breakout. Only one active zone exists at a time to keep the chart clean. How to Trade It Validated consolidation zones (solid border) represent coiled momentum. Breakouts from these zones, especially when accompanied by IGNITION or THRUST phase, often produce strong directional moves. The breakout color immediately tells you the direction. REVERSAL ATMOSPHERE - CURVATURE-BASED REVERSAL WARNING A soft colored glow appears around the momentum line when mathematical curvature suggests a reversal is forming. How It Works The indicator calculates the second derivative of momentum (curvature - how the slope itself is changing). Bullish reversal detection: Momentum is below zero (bearish), but slope has turned positive (rising), and curvature is positive (the rise is accelerating). This is the mathematical signature of a bottom forming - momentum is still negative but fighting back. Bearish reversal detection: Mirror image. Momentum is above zero, but slope is negative and curvature is negative. A top is forming. Visual Output Green glow: Bullish reversal pressure building Red glow: Bearish reversal pressure building Glow intensity increases with curvature strength, normalized against 30-bar standard deviation Glow width is configurable (default 8 units) Important Clarification This is purely mathematical analysis of the oscillator's own curvature. It does not incorporate order flow data, market depth, bid/ask spreads, or any external data source. The term "atmosphere" is a visual metaphor describing the glow effect, not a claim about market microstructure. CHOPPY MARKET BACKGROUND - REGIME WARNING When three conditions are all simultaneously true, the pane background turns gray: Efficiency Ratio below choppy threshold (default 0.30) ADX below choppy threshold (default 18) Momentum inside dead zone This gray background is a visual warning: "Market conditions are choppy. Momentum signals here are statistically less reliable. Consider waiting for cleaner conditions." DASHBOARD - THE MOMENTUM WEATHER REPORT A compact panel (position and size configurable) displaying five key readings: PHASE Current lifecycle phase name in corresponding color. Instantly shows where momentum is in its lifecycle. BIRTH DI spread acceleration status - is new momentum being created? ACCELERATING (cyan) : Strong positive acceleration, momentum actively being born BUILDING (green) : Moderate positive acceleration QUIET (gray): No significant acceleration DECELERATING (red): Negative acceleration, momentum creation slowing or reversing FLOW Directional bias with magnitude. BULL : Bullish DI dominance. Number is DI spread (gap between +DI and -DI) BEAR : Bearish DI dominance FLAT : Momentum in dead zone, no meaningful directional bias WEATHER Overall assessment combining phase and vitality. FAVORABLE (green): Active phase (IGNITION/THRUST/PRIME) with momentum outside dead zone. Conditions support directional trading. CAUTION (orange): FADING phase, or PRIME with negative spread velocity. Trend may be exhausting. UNFAVORABLE (red): DEAD phase or momentum in dead zone. Avoid directional strategies. PRESSURE Reversal pressure from curvature analysis. BULLISH REV (green): Strong bullish reversal curvature BEARISH REV (red): Strong bearish reversal curvature BUILDING (cyan): Moderate reversal curvature forming NONE (gray): No significant reversal pressure COMPLETE SETTINGS REFERENCE Core Momentum Oscillator Fast ZLEMA Length (default 9): Fast moving average responsiveness. Lower = faster, noisier. Slow ZLEMA Length (default 21): Baseline moving average. Gap between fast and slow produces momentum. Signal Line Length (default 5): Smoothing period for signal line. Momentum Smoothing (default 3): Additional noise reduction on raw momentum. ATR Period (default 14): Normalization period for cross-instrument comparability. Consolidation Zones Show Consolidation Zones (default true): Toggle zone detection. Histogram Sensitivity (default 1.0): How tight momentum-signal gap must be. Lower = stricter. Slope Sensitivity (default 1.0): How flat momentum must be. Lower = stricter. Minimum Bars (default 5): Shortest valid consolidation duration. Drift Tolerance (default 0.4): Maximum directional drift before zone invalidation. Regime Detection Efficiency Ratio Period (default 10): Lookback for price efficiency calculation. ER Smoothing (default 5): Smoothing to prevent rapid regime flipping. Trend Threshold (default 0.4): ER above this = trending market. Dead Zone Multiplier (default 0.5): Standard deviations defining the noise band. Choppy ER Threshold (default 0.30): ER below this contributes to choppy warning. Choppy ADX Threshold (default 18): ADX below this contributes to choppy warning. Momentum Lifecycle Show Lifecycle Band (default true): Toggle the colored phase band. DI Calculation Length (default 14): Period for Gaussian-weighted +DI/-DI. ADX Smoothing (default 14): ZLEMA smoothing on DX. ADX Signal Length (default 5): EMA of ADX for crossover detection. Ignition Window (default 4): Bars after DI cross qualifying for IGNITION. State Inertia (default 2): Bars a phase must persist before official transition. Ignition Accel Threshold (default 0.2): Minimum spread acceleration for IGNITION. Ignition Velocity Threshold (default 0.3): Minimum spread velocity for IGNITION. Thrust Velocity Threshold (default 0.5): Minimum spread velocity for THRUST. ADX Surge Threshold (default 1.5): Minimum ADX rise over 3 bars for THRUST. ADX Strong Threshold (default 20): ADX above this = strong trend (PRIME/FADING). DI Spread Minimum (default 10): Minimum DI gap for PRIME confirmation. Reversal Atmosphere Show Reversal Atmosphere (default true): Toggle the curvature glow effect. Glow Width (default 8): Visual width of atmospheric glow. Cosmetic only. Display Show Histogram (default true): Toggle momentum-signal histogram. Show Momentum-Signal Fill (default true): Toggle shaded area between lines. Show Choppy Background (default true): Toggle gray background warning. Dashboard Show Dashboard (default true): Toggle the weather report panel. Dashboard Position (default Top Right): Panel location on chart. Dashboard Size (default Small): Text size in panel. Alerts Alert on Ignition (default true): Notify when entering IGNITION phase. Alert on Fading (default true): Notify when entering FADING phase. Confirm on Bar Close (default true): Wait for bar close before firing alerts. Prevents false signals from intra-bar noise. ALERTS Two alert conditions target the most actionable lifecycle transitions: IGNITION Onset Fires when lifecycle enters IGNITION phase. Alert message includes directional bias (Bullish/Bearish), current ADX value, and how many bars since DI cross. FADING Onset Fires when lifecycle enters FADING phase. Alert message includes ADX value and current spread velocity. Bar Close Confirmation When enabled (default), alerts only fire after the bar closes. This prevents false alerts triggered by intra-bar price spikes that later reverse. Recommended to keep enabled for reliable signals. RECOMMENDED TIMEFRAMES AND INSTRUMENTS MLD works across all timeframes and instruments due to ATR normalization. Default settings optimized for: Daily and 4-hour charts. For lower timeframes (15m, 5m): Consider increasing Momentum Smoothing to 5 and State Inertia to 3 to filter noise. For weekly charts: Default settings work without adjustment. For highly volatile instruments (crypto, small caps): The adaptive thresholds automatically adjust. No manual tuning typically required. For low-volatility instruments (bonds, some forex pairs): Consider reducing Dead Zone Multiplier to 0.3 for more sensitivity. PRACTICAL EXAMPLE - MOMENTUM LIFECYCLE IN ACTION Consider a stock range-bound for weeks. ADX reads 12. Traditional trend tools show nothing actionable. Then +DI crosses above -DI. ADX is still 12. No traditional signal. But MLD detects that the DI spread is accelerating - the gap is not just opening, it is opening faster each bar. ADX has risen for two consecutive bars (waking up). The lifecycle band turns cyan: IGNITION. The dashboard shows BIRTH: ACCELERATING, WEATHER: FAVORABLE. Over the next few bars, spread velocity increases. ADX surges upward. The band turns green: THRUST. The trend is confirmed and building. ADX crosses above 20, continues rising, spread stays wide. Band turns deeper green: PRIME. This is the productive phase. Eventually ADX peaks, starts falling, drops below its signal line. Spread velocity turns negative. Band turns orange: FADING. Dashboard shows WEATHER: CAUTION. Time to trail stops tightly. ADX falls back below 20, momentum enters dead zone. Band turns gray: DEAD. The lifecycle is complete. The value: MLD flagged IGNITION several bars before ADX would have signaled anything. It flagged FADING while ADX was still technically strong but deteriorating. This is the early detection advantage. Chart Example 1: BTC/USDT 5-minute is showing a classic FADING lifecycle : a bullish thrust peaked around 13:00–14:00, entered a validated consolidation zone, and is now visibly breaking down. The momentum line is curving sharply downward inside the yellow box, the band is orange (FADING), and FLOW has flipped to BEAR 17.9 : confirming the consolidation resolved bearishly, not bullishly. The earlier cyan IGNITION flash (~14:30) failed to sustain, overwhelmed by the dominant fading structure. The dashboard reads WEATHER: CAUTION, PRESSURE: NONE : no reversal energy building yet. Chart Example 2: BTC/USDT 15-minute is in DEAD phase with WEATHER: UNFAVORABLE : no tradeable momentum present. The dashboard tells the complete story: FLOW is FLAT meaning neither bulls nor bears have directional control, and PRESSURE is NONE meaning no reversal energy is building beneath the surface either. Despite BIRTH showing ACCELERATING, without flow direction or reversal pressure to back it up, the acceleration has no confirmed destination yet. Stand aside and wait for the lifecycle band to shift out of DEAD before committing. WHAT MAKES THIS INDICATOR ORIGINAL The originality lies in three specific innovations not present in standard ADX/DI implementations or common momentum oscillators: DI Spread Acceleration Analysis Standard tools measure the DI spread itself or track ADX thresholds. MLD applies derivative analysis - velocity and acceleration - to the spread, transforming a traditionally lagging measurement into a leading indicator of trend formation. Gaussian-Weighted DI Calculation Standard DI uses Wilder smoothing with equal weight to all bars. Gaussian decay weighting makes DI inherently more responsive to recent directional moves without the noise penalty of shorter periods. Five-Phase Lifecycle Classification with Inertia-Gated State Machine Rather than binary trend/no-trend output, MLD maps momentum onto a lifecycle model with distinct phases and specific mathematical criteria. The state machine prevents flickering while allowing speed-critical states (IGNITION, THRUST) to transition immediately. These are integrated innovations, not independent indicators on the same pane. Each feeds into the lifecycle engine or provides context for its output. DISCLAIMER This indicator performs mathematical calculations on price data (open, high, low, close) only. It does not use order flow data, volume profile, market depth, bid/ask information, institutional positioning data, or any external data source. Terms like "momentum birth," "reversal atmosphere," "weather," and " lifecycle " are descriptive metaphors for mathematical concepts (derivatives, curvature, efficiency ratios, state classification). They are not claims about market microstructure or participant behavior. No indicator predicts future price movement. MLD identifies mathematical conditions historically associated with specific momentum behaviors. These conditions may or may not produce expected outcomes in any given instance. This tool supplements - it does not replace - a complete trading plan including risk management, position sizing, and multiple forms of analysis. Always use proper risk management. Past indicator behavior does not guarantee future results.
Pine Script® Indikator
von BullByte
8
Zero Lag Kalman Structure [BOSWaves]Zero Lag Kalman Structure - Adaptive Trend Filtering with Deviation-Based Structure Detection Overview Zero Lag Kalman Structure is a precision trend identification system that tracks directional price movement through a zero-lag-compensated Kalman filter ribbon, where deviation-based structural levels dynamically form at volatility-normalized extremes and persist as active support and resistance zones until price invalidates them. Instead of relying on fixed moving average crossovers or static support/resistance lookbacks, trend state, level formation, and break detection are determined through Kalman velocity tracking, ATR-normalized deviation measurement, and swing-based structure identification. This creates adaptive trend boundaries and structural zones that reflect actual price conviction rather than arbitrary historical levels - contracting the ribbon during trending conditions when directional certainty is high, forming fresh levels during deviation extremes when price has meaningfully separated from the Kalman baseline, and incorporating BOS/CHoCH detection to reveal whether market structure is continuing or reversing. Price is therefore evaluated relative to a filter that adapts to momentum velocity rather than conventional lagging averages. Conceptual Framework Zero Lag Kalman Structure is founded on the principle that meaningful structural zones emerge when price deviates from its statistically optimal estimated path by a volatility-significant margin, and that trend context is best captured by a filter engineered to eliminate the lag inherent to traditional smoothing methods. Conventional support/resistance tools identify levels through historical pivot lookbacks, which ignore the dynamic nature of price conviction and the statistical state of the current trend. This framework replaces static pivot logic with Kalman-anchored deviation measurement informed by actual filter velocity and error covariance state. Three core principles guide the design: Trend direction should be captured by a velocity-aware Kalman filter with active lag compensation, not by lagging moving averages. Structural levels must form at statistically significant deviation extremes, normalized to current volatility rather than fixed price distances. Market structure breaks and character changes should be identified through swing-based logic tied to the same price data the filter operates on. This shifts trend and structure analysis from static indicator crossovers into adaptive, filter-anchored confidence zones. Theoretical Foundation The indicator combines Kalman filter estimation theory, zero-lag error compensation, ATR-normalized deviation measurement, deviation zone persistence modeling, and swing pivot structure detection. A Kalman filter baseline provides statistically optimal price estimation by balancing process noise and measurement noise parameters, while a velocity tracker within the filter captures directional momentum. Zero-lag compensation applies the residual error between current price and the filter estimate back onto the output, reducing phase delay. Deviation measurement identifies when price has separated from the filter by an ATR-scaled threshold, triggering level creation at the extreme point once price snaps back. BOS/CHoCH detection uses pivot highs and lows to identify structural breaks and character changes. Four internal systems operate in tandem: Kalman Filter Engine : Computes error-covariance-weighted price estimates with integrated velocity tracking, Kalman gain adaptation, and zero-lag correction applied to each bar. Ribbon Construction System : Runs six parallel Kalman instances with incrementally increasing process noise to produce a multi-layered trend ribbon whose spread and color reflect directional strength. Deviation Level Formation Logic : Monitors ATR-normalized distance from the Kalman estimate, records extreme highs and lows during deviation events, and creates persistent zone boxes upon mean reversion. Market Structure Detection : Tracks swing pivot highs and lows using configurable lookback, identifies crossovers of those pivots, and classifies each break as either a BOS continuation or a CHoCH reversal depending on prior structural trend. This design allows the trend filter, structural zones, and structure labels to operate as a unified system rather than independent overlapping indicators. How It Works Zero Lag Kalman Structure evaluates price through a sequence of filter-aware and deviation-driven processes: Kalman State Initialization : On the first bar, filter state initializes with estimate equal to source price, zero velocity, and unit error covariance to establish a clean starting condition. Prediction Step : Each bar predicts the next estimate by advancing the prior estimate by the velocity component weighted by the velocity weight parameter. Velocity Tracking : A separate exponential tracker computes price-change velocity using a 95/5 blend of decayed prior velocity and current bar price change. Kalman Gain Calculation : Gain is computed from current error covariance and measurement noise, controlling the balance between trusting the filter model versus reacting to new price data. Estimate Update : The filtered estimate updates using the Kalman gain applied to the innovation - the difference between current price and the predicted estimate. Zero-Lag Correction : Residual lag error between price and estimate is computed, then multiplied by the zero lag factor and current Kalman gain, and added back to the estimate to compress phase delay. Ribbon Smoothing : The zero-lag estimate passes through a 0.8/0.2 exponential blend each bar to produce the final ribbon line, providing continuity without reintroducing significant lag. Ribbon Color Gradient : The spread between the fastest and slowest ribbon lines is normalized by ATR to produce a ribbon strength value, which drives a color gradient between the configured bullish and bearish colors. Deviation Monitoring : Each bar, the distance between close and the main Kalman line is measured in ATR units. When this exceeds the deviation threshold, the system begins tracking the extreme high or low of that deviation event. Level Creation on Snap-Back : Once price returns inside 50% of the deviation threshold after an extended move, a new zone box is created centered on the tracked extreme, with width scaled to the level width ATR parameter. Level Management : Active levels extend forward each bar. Broken levels - where price closes beyond the zone boundary - are deleted. When the level count reaches the configured maximum, the oldest level is removed to make space. Retest Detection : Depending on the selected retest method, the system either monitors price interaction with zone boundaries or price proximity to the main Kalman line, applying cooldown periods to prevent signal clustering. BOS/CHoCH Detection : Pivot highs and lows are tracked using the swing lookback parameter. Crossovers of the most recent pivot high trigger bullish structural breaks, and crossunders of the most recent pivot low trigger bearish structural breaks. The prior structural trend determines whether each break is classified as continuation (BOS) or reversal (CHoCH). Together, these elements form a continuously updating trend and structure framework anchored in Kalman estimation theory. Interpretation Zero Lag Kalman Structure should be interpreted as a filter-anchored trend state with deviation-driven structural memory: Ribbon Direction : The relative positioning and color of the six-line ribbon communicates directional trend bias. Bullish gradient color with spread above zero reflects upward trend conviction; bearish gradient with inverted spread reflects downward conviction. Ribbon Spread Width : A widening spread between the fastest and slowest Kalman lines indicates strong directional momentum. A compressing spread suggests trend deceleration or potential transition. Resistance Zones (Red) : Created at extreme highs where price deviated significantly above the Kalman line before snapping back, marking areas where price showed unsustainable separation to the upside. Support Zones (Green) : Created at extreme lows where price deviated significantly below the Kalman line before recovering, marking areas where price showed unsustainable separation to the downside. Zone Persistence : Active zones extend forward until broken by a close beyond the zone boundary, treating them as live structural reference until price demonstrably invalidates them. BOS Labels : Dashed lines with "BOS" text mark continuation breaks of prior swing structure in the direction of the established trend. CHoCH Labels : Dotted lines with "CHoCH" text mark counter-trend breaks of prior swing structure, signaling potential trend character changes. ▲ / ▼ Retest Signals : Small directional arrows identify price retesting either a deviation zone boundary or the main Kalman line, depending on the selected retest method. Colored Candles : Bar coloring reflects the current ribbon gradient state for immediate directional reference across the entire chart history. Note: The original chart candles must be disabled in chart settings for the trend-colored candles to display properly. Ribbon gradient strength, zone validity, and structural trend classification outweigh isolated price movements or individual bar reactions. Signal Logic & Visual Cues Zero Lag Kalman Structure presents two categories of structural interaction signals: BOS / CHoCH Events : Labeled lines appear when price crosses a tracked swing pivot. BOS signals continuation of existing structure; CHoCH signals the first counter-trend structural break, indicating potential trend change. Retest Signals (▲ / ▼) : Arrows appear when price interacts with an active deviation zone boundary (Levels mode) or touches the main Kalman line after sufficient separation (Kalman Line mode), confirmed by cooldown period to prevent rapid repeat signals. Alert generation covers deviation level creation, BOS and CHoCH events, Kalman line retests, and support/resistance level retests for systematic monitoring across instruments and timeframes. Strategy Integration Zero Lag Kalman Structure fits within structure-aware and trend-following analytical frameworks: Filter-Confirmed Directional Bias : Use ribbon color and spread direction as the primary trend filter before evaluating entries, favoring positions aligned with ribbon gradient. Deviation Zone Re-entries : Use active support and resistance zones as high-probability re-entry reference areas when price returns to a level from the correct side. BOS/CHoCH Context Alignment : Treat BOS events as continuation confirmation within established trends; treat CHoCH events as early warning of structural regime change requiring reassessment. Retest-Based Entries : Use Kalman line or zone retests as lower-risk entry points within an established trend after initial separation has confirmed directional conviction. Zone Invalidation as Exit Logic : Use level deletion events - where price closes beyond a zone boundary - as structural evidence that the prior support or resistance thesis is no longer valid. Multi-Timeframe Structure Layering : Apply higher-timeframe deviation zones and BOS/CHoCH context to filter lower-timeframe entry signals for improved precision. Technical Implementation Details Core Engine : Kalman filter with error covariance tracking, Kalman gain adaptation, and integrated velocity model Lag Correction : Zero-lag factor applied multiplicatively with current Kalman gain to preserve filter responsiveness at the correction stage Ribbon System : Six parallel Kalman instances with linearly incremented process noise, blended via gradient fill Level Formation : ATR-normalized deviation threshold with extreme tracking, snap-back detection, and box-based zone persistence Structure Detection : Pivot high/low crossover logic with trend state tracking for BOS/CHoCH classification Retest Logic : Dual-mode detection supporting zone boundary interaction and Kalman proximity, each with configurable cooldown Visualization : Gradient ribbon fills, persistent zone boxes, labeled structure lines, and signal arrows Performance Profile : Optimized for real-time execution with per-bar level management across all timeframes Optimal Application Parameters Timeframe Guidance: 1 - 5 min : Short-term structure tracking with responsive deviation settings for intraday scalping 15 - 60 min : Intraday trend context with balanced deviation threshold and level persistence 4H - Daily : Swing-level structure identification with ATR-normalized zones carrying multi-session significance Suggested Baseline Configuration: Process Noise (Q) : 0.01 Measurement Noise (R) : 0.5 Zero Lag Factor : 1.0 Velocity Weight : 0.5 Ribbon Spread : 0.003 Deviation Threshold (ATR) : 1.5 Level Width (ATR) : 0.25 Maximum Levels : 6 Level Extend Bars : 50 Swing Lookback : 5 Retest Method : Kalman Line Retest Cooldown : 50 Show Ribbon : Enabled Show Deviation Levels : Enabled Show BOS / CHoCH : Enabled These suggested parameters should be used as a baseline; their effectiveness depends on the asset's volatility profile, structural characteristics, and preferred signal frequency, so fine-tuning is expected for optimal performance. Parameter Calibration Notes Use the following adjustments to refine behavior without altering the core logic: Filter too reactive to noise : Increase Measurement Noise (R) to make the Kalman gain more conservative and smooth the estimate more aggressively. Filter too slow to respond : Increase Process Noise (Q) to allow faster adaptation to genuine price movements, or increase Zero Lag Factor to strengthen lag correction. Levels forming too frequently : Increase Deviation Threshold to require greater ATR-normalized separation before a level is created. Levels forming too rarely : Decrease Deviation Threshold to trigger level creation at more moderate deviations. Zones too wide or too narrow : Adjust Level Width multiplier to scale zone thickness proportionally to current ATR. Too many active levels cluttering the chart : Reduce Maximum Levels so older zones are removed sooner, keeping only the most recent structural reference. BOS/CHoCH signals too frequent : Increase Swing Lookback to require more significant pivot formations before a structural break is recognized. BOS/CHoCH signals too infrequent : Decrease Swing Lookback for faster swing detection and more responsive structural classification. Retest signals clustering : Increase Retest Cooldown to enforce greater bar separation between consecutive retest events. Adjustments should be incremental and evaluated across multiple session types rather than isolated market conditions. Performance Characteristics High Effectiveness: Trending markets with clear directional phases where Kalman velocity remains consistently signed Instruments with regular mean-reversion behavior where deviation extremes produce reliable structural zones Swing and position trading approaches where BOS/CHoCH context informs multi-bar directional bias Structure-based strategies that benefit from ATR-normalized level placement over fixed-point lookback methods Reduced Effectiveness: Choppy, range-bound markets with frequent shallow deviations that trigger premature level creation Extremely low volatility environments where ATR normalization compresses zones to negligible significance News-driven or gapped markets with discontinuous price behavior that bypasses zone boundaries without interaction Markets with highly irregular volatility profiles where ATR scaling produces inconsistently sized zones Consolidation and sideways price action where trend-following and structure-based methodologies inherently struggle due to lack of sustained directional conviction Integration Guidelines Confluence : Combine with volume analysis, higher-timeframe trend context, or momentum oscillators to confirm deviation zone significance Ribbon Alignment : Trust structural breaks and retest signals occurring in the direction of the current ribbon color gradient Zone Side Discipline : Treat deviation zones as directional only - approach support zones from above for bullish entries, resistance zones from below for bearish entries CHoCH Awareness : Reduce directional exposure when CHoCH events occur against the prior established structural trend until a confirming BOS in the new direction appears Velocity Respect : During periods of high Kalman velocity as reflected by wide ribbon spread, expect price to sustain moves further from the filter before meaningful retests occur Level Invalidation Response : When a zone is broken, treat the break as structural confirmation of the new directional move rather than a retest opportunity Disclaimer Zero Lag Kalman Structure is a professional-grade trend filtering and structure analysis tool. It uses Kalman estimation theory with zero-lag compensation and ATR-normalized deviation measurement but does not predict future price movements. Results depend on market conditions, volatility characteristics, parameter selection, and disciplined execution. BOSWaves recommends deploying this indicator within a broader analytical framework that incorporates volume context, higher-timeframe bias, and comprehensive risk management.
Pine Script® Indikator
von BOSWaves
3
Heikin Ashi Moving Average Overlay - Wall Street RedneckTurn any standard candlestick chart into a Heikin Ashi trend map — without replacing your candles. This overlay draws a moving average that matches Heikin Ashi candle colors in real time. Green = bullish trend, Red = bearish trend. Smooth, simple, and instantly readable. Unlike regular Heikin Ashi candles, this overlay keeps your chart clean while still showing exact trend direction based on Heikin Ashi logic. How to use: Add it to any candlestick chart to see trend direction at a glance. Use it as a trend filter or visual confirmation alongside your favorite strategies.
Pine Script® Indikator
von Wall-Street-Redneck
1
AG Pro Trend QualityAG Pro Trend Quality Overview / What it does The "AG Pro Trend Quality" script is a quantitative analysis tool designed to evaluate market momentum and directional strength, classifying price action into two primary regimes: TREND and CHOP. Its main output is an on-chart analytical panel that displays the current market regime, a normalized Trend Quality Score (0-100), market direction, and Multi-Timeframe (MTF) alignment. The script aims to help users filter out low-probability environments and visualize macro-trend continuation without cluttering the primary chart interface. Unique Edge (Why it is not a basic mashup) This script is not a simple combination of standard moving averages or raw indicators. It introduces a composite scoring model that normalizes three distinct market dimensions into a unified 0-100 scale: directional momentum (via ADX), price efficiency (via Kaufman's Efficiency Ratio logic), and the rate of change (via ATR-normalized EMA slope). The unique edge lies in its gating and cooldown engine. Rather than flickering on every minor price fluctuation, the system requires a sustained threshold breach, confirmed over consecutive bars, before shifting the recognized regime. Additionally, it features an adaptive UI that automatically reduces visual data lines during non-trending (CHOP) periods to maintain absolute chart hygiene. Methodology (Conceptual Data Flow) Feature Extraction: The script calculates raw values for Directional Movement, Price Efficiency (step-vs-distance), and EMA Slope. Normalization: These raw values are strictly bounded and normalized to a 0.0 – 1.0 scale using mathematical constraints. Scoring: The normalized features are combined using a weighted formula (45% ADX, 35% ER, 20% Slope) to generate the final Trend Quality Score. Filtering & Gating: A score above the user-defined threshold triggers a TREND candidate. Hysteresis bands (±3 points) prevent rapid toggling around the threshold level. State changes are subject to a user-defined bar-count confirmation and a secondary cooldown timer to ensure stability. MTF Confirmation: The script can dynamically check a Higher Timeframe (HTF) for trend alignment. If the HTF is recognized as CHOP, the Lower Timeframe (LTF) trend is strictly designated as "BLOCKED". Signals and Alerts All alerts are deterministically defined based on strict mathematical conditions. For optimal stability, alerts should be configured to trigger on "Once Per Bar Close". TQ: CHOP -> TREND: Triggers precisely when the final filtered regime state shifts from 0 to 1. TQ: TREND -> CHOP: Triggers when the filtered regime state shifts from 1 to 0. TQ: Strong Trend: Triggers when the regime is TREND and the underlying score exceeds the threshold + user-defined "Strong Offset". TQ: HTF Blocked / Unblocked: Triggers specifically when the Multi-Timeframe gating status changes state. Limitations & Transparency This script utilizes request.security() to fetch Higher Timeframe (HTF) data for the MTF confirmation feature. While barmerge.lookahead_off is explicitly used to prevent repainting, historical HTF visuals may exhibit slight variances compared to real-time execution due to the inherent nature of TradingView's data feed updates. Intrabar alert triggers are not recommended; always wait for the bar close for final regime confirmation. What It Is Not & Risk Disclosure This indicator is not a standalone trading strategy, not an automated bot, and does not provide buy or sell recommendations. There is no such thing as a guaranteed win rate or a perfect indicator. Not financial advice. Past performance is not indicative of future results. Do your own research and testing.
Pine Script® Indikator
von AGProLabs
2