Confluence Strength Meter (Bull/Bear) [v6]This indicator provides a quantified "Strength Score" (0-5) for price action setups by measuring the confluence of five key technical drivers. It features a Strategy Mode toggle, allowing traders to instantly switch between Bullish (Long) and Bearish (Short) scoring logic.
How it Works: The script analyzes the following factors to build a Confluence Score:
Trend Direction: Price relation to the Slow EMA (50).
EMA Stack: Fast EMA (20) vs. Slow EMA (50) alignment.
Volume Sentiment: Price relation to the Intraday VWAP.
Momentum: MACD vs. Signal line crossover.
RSI Health: Checks for momentum in the correct direction while filtering out extreme exhaustion (Overbought/Oversold).
Features:
Visual Histogram: Color-coded bars (Green/Red for strong setups, Orange for moderate, Gray for weak) make it easy to spot high-confluence zones.
Dual Modes: Input setting to switch the entire logic engine between Bullish and Bearish detection.
Alerts: Pre-configured alert conditions for both Long and Short setups, ready for webhook integration.
Usage: Look for a score of 4 or 5 (brightly colored bars) to confirm high-probability entries in the direction of your selected trend.
Trendanalyse
GAME CHANGER BHRAMASTRAVery powerful indicator to get trend analysis on everywhere on 5min timeframe
BUY/SELL Multi-Factor Decision Engine (v8) WebhookBUY / SELL Multi-Factor Decision Engine (v8) — Webhook
Important Notice
This indicator is not financial advice, does not guarantee results, and does not eliminate losses.
It is not a bot, not an oracle, and does not replace experience, risk management, or human judgment.
It is a tool for reading, filtering, and organizing market information.
1. What is this indicator?
BUY / SELL Multi-Factor Decision Engine (v8) — Webhook is a technical analysis indicator that:
analyzes multiple indicators at the same time,
evaluates structure, momentum, pressure, and context,
generates BUY / SELL signals when sufficient intent exists,
displays two state semaphores (BAS and CTX),
concentrates complex information into a compact panel,
is highly configurable from the settings panel (almost the entire indicator is configurable, including parameters, thresholds, profiles, and tolerances, allowing significant modification of the indicator’s behavior),
can generate alerts and signals via Webhook.
It does not execute trades.
It does not promise consistent wins.
It does not eliminate risk.
2. What does it actually do?
This indicator does NOT work with simple rules such as:
“RSI above X = buy”
“Moving average crossover = entry”
It also does not wait for everything to be perfect at the same time.
It works as follows:
It evaluates market intent using several indicators simultaneously.
It builds a LONG probability and a SHORT probability.
Intent may exist even if some indicators are neutral.
When intent exceeds a minimum configurable threshold, a BUY or SELL is generated internally.
That signal is only shown if the market is moving enough (ATR filter).
Important note:
ATR does NOT participate in the BUY / SELL decision.
ATR only decides whether existing intent:
is shown on screen,
triggers an alert,
or is sent via Webhook.
In parallel, risk context (CTX) is evaluated and displayed as a warning.
CTX does not participate in the BUY / SELL decision; it only informs about risk.
All analyzed information (EMAs, MACD, RSI, CMF, ADX/DI, BBP, SMC, candles, patterns, sweeps, EQs) is displayed in a compact panel, including the direction they appear to indicate.
BUY / SELL is not an order; it is a visual synthesis of a complex reading.
3. Market Intent (main engine)
This is where BUY or SELL is born.
Intent is calculated using classic indicators, but they are not read as textbook values, rather as behavior.
The engine does not ask:
“Is it above or below X?”
It asks things like:
Is the market pushing or losing strength?
Is momentum accelerating or exhausting?
Is there real pressure or just a bounce?
Does structure support or contradict the move?
Because of this, the indicator may:
anticipate classic signals,
maintain intent while something is neutral,
fail,
arrive early or late.
This is normal in any probabilistic system.
Nothing in the market is certain.
BUY and SELL signals:
are not orders,
are not imperative instructions,
must not be interpreted as mandatory entries or exits,
and do not replace market reading or the trader’s own analysis.
BUY / SELL is:
a visual synthesis of a complex reading,
a probabilistic representation of intent,
a decision-support tool,
not a mandate or a guarantee.
4. Indicators that form intent (interpretation and weight)
The intent engine works on an accumulated score.
Each indicator adds evidence, not orders.
EMAs — weight: 2 points
Measure structure and dynamic direction.
Evaluates:
slope,
speed,
relationship between them.
LONG intent may exist before a classic crossover.
MACD — weight: 2 points
Measures momentum and acceleration.
Not used as a “magic crossover”.
Evaluates:
whether momentum accelerates or weakens,
whether it accompanies price.
RSI — weight: 1 point
Not used as overbought/oversold.
Interpreted as:
direction of pressure,
gain or loss of relative strength.
CMF (Chaikin Money Flow) — weight: 1 point
Evaluates money flow.
Helps distinguish:
supported moves,
empty moves.
ADX + DI — weight: 2 points
Evaluates:
whether there is real trend,
who dominates (buyers or sellers),
whether the move has a foundation.
BBP (Bull/Bear Power) — weight: 1 point
Evaluates buying vs selling pressure.
Helps detect:
control,
exhaustion.
SMC (BOS / CHOCH) — weight: 3 points
Evaluates market structure:
continuity (BOS),
change of character (CHOCH).
Not decorative.
It has the highest individual weight in the engine.
Important:
Bias does not have a 3-point weight.
SMC only adds 3 points when a BOS or CHOCH event appears in the panel.
While only Bias is present, it adds 0 points, because there is no event.
Therefore, the intent threshold depends on the other indicators until a BOS or CHOCH occurs.
Important
The engine does not require unanimity.
It requires sufficient intent (sum of points ≥ configured threshold).
5. BAS Semaphore (intent state)
The BAS semaphore summarizes the state of the intent engine:
🟢 Green → solid intent
🟡 Yellow → weak or transitioning intent
🔴 Red → deteriorated or risky intent
BAS:
is linked to BUY / SELL,
reflects intent quality,
does not automatically cancel a signal.
It helps evaluate trade health, not blind obedience.
6. Operability (ATR Gates)
ATR:
does NOT generate BUY or SELL,
does NOT decide direction.
ATR only answers:
Is the market moving enough for this intent to be operational?
Therefore intent may:
exist,
but not be shown,
not trigger alerts,
not be sent via Webhook.
This avoids:
trading dead ranges,
signal spam,
micro-moves without continuity.
ATR Profiles (timeframe)
Included ATR profiles:
Scalp (2m / 5m)
Intraday (15m / 30m)
Swing (1H – 4H)
Position (1D / 1W / 1M / 3M)
STANDARD (editable)
Profiles only adjust operability filtering.
They do not change direction or the intent engine.
Recommendation:
Use the profile matching your timeframe or edit STANDARD according to your criteria.
7. Engine Profiles
The indicator also includes Engine profiles.
The Engine STANDARD is editable by the user.
Predefined Engine profiles are NOT editable.
They are calibrated as coherent parameter sets.
This avoids common mistakes such as:
scalping EMAs with swing RSI,
mixing incompatible indicator ranges.
Modifying fixed profiles breaks internal coherence.
8. Context (CTX)
Context does NOT participate in BUY / SELL decisions.
It adds no points.
It subtracts no points.
It does not block signals.
It warns about risk.
Evaluates, among other things:
liquidity sweeps,
Equal Highs / Equal Lows (EQ),
candle types,
chart patterns (forming or confirmed).
CTX semaphore:
🟢 relatively clean environment
🟡 transition / caution
🔴 high-risk environment
A BUY with red CTX is not invalid, but riskier.
In CTX, fewer marks is generally better.
9. What is shown on screen
The indicator can show:
BUY / SELL
Compact panel with:
BAS
CTX
indicator readings
L / S labels on the chart
Labels:
L → Long
S → Short
10. Abbreviations (panel key)
Candles
Doji → Doji
LLDoji → Long-legged Doji
Eng → Engulfing
Maru → Dominant no-wick candle
Hammer → Hammer
InvHam → Inverted Hammer
Shoot → Shooting Star
Hang → Hanging Man
BD Slot (strength / indecision)
DD → strong indecision
D → indecision
BE↑ / BE↓ → bullish / bearish engulfing
B↑ / B↓ → dominant candle
Chart Patterns
H&S → Head & Shoulders
iH&S → Inverse H&S
DT / DB → Double Top / Bottom
RWdg / FWdg → Rising / Falling Wedge
RChnl / FChnl → Rising / Falling Channel
SymTri / AscTri / DescTri → Triangles
Comp → Compression
Stage:
F → Forming
C → Confirmed
11. Configuration (very important)
Parameters are not decorative.
Modifying:
EMAs
RSI
MACD
CMF
ADX / DI
BBP
ATR
intent threshold
profiles
context tolerances
changes the real behavior of the engine.
Important:
Adjusting a single parameter in isolation is generally not recommended.
If one value changes, the set should usually be adjusted to avoid incompatible ranges.
Example:
EMA 10/20 ≠ EMA 15/30 ≠ EMA 10/50
Same applies to all indicators.
12. BUY / SELL, Alerts and Webhook
The indicator does not execute trades.
It is used to:
trade manually,
receive alerts,
send signals to Telegram or other systems,
automate only if the user builds their own bot.
The indicator only sends structured information.
Execution is:
external,
user-decided,
user-responsibility.
13. How I use it (creator’s criteria)
I do not rely solely on the indicator, and no one should.
I still read:
each individual indicator,
candle patterns,
chart patterns,
sweeps,
EQs,
structure and overall context.
The indicator does not replace my reading — it confirms it.
I use it to:
consolidate scattered information,
decide faster,
reduce visual noise,
avoid impulsive entries.
It is support, not a substitute for judgment.
DISCLAIMER
Important Notice – read carefully
As stated throughout this document, BUY / SELL Multi-Factor Decision Engine (v8) — Webhook is a technical analysis tool and does not constitute financial advice, investment recommendations, or a guarantee of results.
This indicator:
does not predict the future,
does not guarantee profits,
does not eliminate losses,
does not reduce market risk,
and does not replace experience, human judgment, risk management, or the learning curve required to trade.
BUY / SELL Multi-Factor Decision Engine:
is not a bot,
is not an automated system,
is not an oracle,
does not execute trades,
and does not make decisions for the user.
BUY and SELL signals:
are not orders,
are not imperative instructions,
must not be interpreted as mandatory entries or exits,
and do not replace market reading or personal analysis.
BUY / SELL is:
a visual synthesis of a complex reading,
a probabilistic representation of intent,
a decision-support tool,
not a mandate or a guarantee.
Nature of the indicator and the market
This indicator reads information, not outcomes.
It interprets what the market — and specifically TradingView — shows at each moment: indicators, structure, patterns, candles, sweeps, EQs, momentum, and context.
That a LONG or SHORT intent forms, a BUY or SELL signal triggers, and the market later does not move in that direction does not mean the indicator failed.
This happens because:
the market may show intent and later invalidate it,
new orders may enter,
liquidity may change,
context may deteriorate.
This is exactly why even very experienced traders lose trades.
The indicator always interprets information the same way, but it has no more information than what is publicly available.
It does not see the future, hidden orders, or external events.
A failed signal is not an indicator error — it is the probabilistic and uncertain nature of the market.
Parameter configuration
Users may modify parameters, thresholds, profiles, and tolerances.
Doing so changes the actual behavior of the engine, not just appearance.
Modifying a single parameter in isolation is generally not recommended.
Changing one value often requires adjusting the whole set to avoid incoherent ranges.
The intent-based logic does not change, but results can be altered if ranges are modified inconsistently.
Alerts and Webhook usage
This indicator can generate alerts and send signals via Webhook to external systems (bots, servers, messaging platforms, execution systems).
The Webhook only transmits information generated when internal conditions are met.
The indicator does not execute trades, control external systems, or validate user actions.
Any automation, bot, script, server, or system receiving these signals:
is external to the indicator,
is built, configured, and operated by the user,
and operates under the user’s full responsibility.
The creator is not responsible for:
automated executions,
programming errors in external bots or scripts,
connectivity failures,
duplicate orders,
delays,
losses derived from automation,
or decisions made from Webhook signals.
Using Webhook does not turn this indicator into a bot or automated system.
Webhook is only a communication channel.
Final Statement
Neither this indicator, nor any other indicator, nor any bot:
predicts the future,
guarantees profits,
or prevents losses.
Anyone claiming otherwise is lying.
This indicator is designed as a support tool to:
organize information,
reduce noise,
improve market reading,
and help make more conscious decisions,
not to eliminate risk or replace human judgment.
The creator of BUY / SELL Multi-Factor Decision Engine (v8) — Webhook assumes no responsibility for any loss, economic damage, financial harm, or negative consequence resulting from the use of this indicator.
This includes, but is not limited to, use:
manual,
semi-automated,
automated,
via alerts,
via Webhook,
via bots, scripts, servers, APIs, or any external system.
Any decision made using this indicator:
is solely the user’s responsibility,
made under their own judgment,
and at their own risk.
Using this indicator implies explicit acceptance that:
trading involves risk,
losses are possible,
and the creator assumes no direct or indirect liability for adverse results, misinterpretation, incorrect execution, faulty automation, or trading decisions.
Accurate Swing Trading + Support Resistance 2 more setting accurate swing trading, 2 setting mode. 1 trend. 2. buy sell. and add support resisten
Quantum Wolf Model Options CoreQuantum Wolf Model — Options Core
Overview
Quantum Wolf Model — Options Core is a decision-support indicator designed to assist traders with options market evaluation, risk awareness, and position sizing guidance.
The script does not place trades, does not generate automatic buy/sell orders, and does not predict future price movements.
How the Indicator Works
The model evaluates market conditions using a layered framework:
Market regime analysis to identify trend or range environments
Higher-timeframe bias alignment for directional context
Volatility assessment using ATR and implied-volatility ranking
Liquidity and volume participation to filter low-quality conditions
Session context awareness to account for active vs thin trading periods
Price-derived Greek-style sensitivity metrics (Delta, Gamma, Theta) to assess directional responsiveness, volatility expansion, and time-decay risk
These factors are combined into an internal scoring and filtering process that helps determine when options exposure may be more appropriate and how risk could be scaled based on current conditions.
Risk & Usage Notes
This indicator is for informational and analytical purposes only.
It is not financial advice and should not be used as a standalone trading system.
Options trading involves significant risk, and users are responsible for all execution and risk management decisions.
Intended Audience
Designed for traders who understand options mechanics and want an additional market-condition and risk-governance layer to support their own strategy.
Disclaimer
Past market behavior does not guarantee future results.
Use at your own discretion.
Intraday Market Context (Trend & Risk)📌 Intraday Market Context (Trend & Risk)
Overview
Intraday Market Context (Trend & Risk) is a non-signal, informational indicator designed to provide a high-level view of current market conditions. Instead of generating buy or sell signals, this tool helps traders understand what kind of market they are operating in and how cautious or aggressive they should be.The output is shown as a clean, fixed on-chart box with plain-language guidance.
What This Indicator Shows
The indicator displays three simple elements:
1️⃣ Market Type
Identifies the current market environment:
Trending Market
Sideways Market
Expanding / Breakout Market
Unclear Market
2️⃣ Risk Mode
Provides a relative assessment of market risk:
Normal Risk
Medium Risk
High Risk
This is contextual information only and does not imply trade direction.
3️⃣ What to Do
Plain-language behavioral guidance, not trade instructions:
Trend is Friend
Range is Friend
Wait for Pullback
Stay Out
These phrases are meant to guide trader behavior, not trigger trades.
How to Use
Use this indicator as a market context filter, not as a trading signal
Decide when to trade, trade cautiously, or stay out
Use your own execution tools (price action, EMAs, VWAP, structure, etc.) for entries and exits
Respect “Stay Out” conditions to avoid over-trading in unfavorable environments
This indicator works best as a decision-support overlay, especially for intraday traders.
What This Indicator Is NOT
❌ Not a buy/sell signal
❌ Not a trading strategy
❌ Not predictive
❌ Not a replacement for risk management
Important Disclaimer
This indicator is provided for educational and informational purposes only.It does not constitute financial advice, investment advice, or a recommendation to trade any instrument.Trading involves risk, and losses can exceed expectations. Always use proper risk management and make your own trading decisions.
Pivot Point Zones [JOAT]Pivot Point Zones — Multi-Formula Pivot Levels with ATR Zones
Pivot Point Zones calculates and displays traditional pivot points with five formula options, enhanced with ATR-based zones around each level. This creates more practical trading zones that account for price noise around key levels—because price rarely reacts at exact mathematical levels.
What Makes This Indicator Unique
Unlike basic pivot point indicators, Pivot Point Zones:
Offers five different pivot calculation formulas in one indicator
Creates ATR-based zones around each level for realistic reaction areas
Pulls data from higher timeframes automatically
Displays clean labels with exact price values
Provides a comprehensive dashboard with all levels
What This Indicator Does
Calculates pivot points using Standard, Fibonacci, Camarilla, Woodie, and more formulas
Draws horizontal lines at Pivot, R1-R3, and S1-S3 levels
Creates ATR-based zones around each level for realistic price reaction areas
Displays labels with exact price values
Updates automatically based on higher timeframe closes
Provides fills between zone boundaries for visual clarity
Pivot Formulas Explained
// Standard Pivot - Classic (H+L+C)/3 calculation
pp := (pivotHigh + pivotLow + pivotClose) / 3
r1 := 2 * pp - pivotLow
s1 := 2 * pp - pivotHigh
r2 := pp + pivotRange
s2 := pp - pivotRange
// Fibonacci Pivot - Uses Fib ratios for level spacing
r1 := pp + 0.382 * pivotRange
r2 := pp + 0.618 * pivotRange
r3 := pp + 1.0 * pivotRange
// Camarilla Pivot - Tighter levels for intraday
r1 := pivotClose + pivotRange * 1.1 / 12
r2 := pivotClose + pivotRange * 1.1 / 6
r3 := pivotClose + pivotRange * 1.1 / 4
// Woodie Pivot - Weights current close more heavily
pp := (pivotHigh + pivotLow + 2 * close) / 4
// TD Pivot - Conditional based on open/close relationship
x = pivotClose < pivotOpen ? pivotHigh + 2*pivotLow + pivotClose :
pivotClose > pivotOpen ? 2*pivotHigh + pivotLow + pivotClose :
pivotHigh + pivotLow + 2*pivotClose
pp := x / 4
Formula Characteristics
Standard — Classic pivot calculation. Balanced levels, good for swing trading.
Fibonacci — Uses 0.382, 0.618, and 1.0 ratios. Popular with Fibonacci traders.
Camarilla — Tighter levels derived from range. Excellent for intraday mean-reversion.
Woodie — Weights current close more heavily. More responsive to recent price action.
TD — Conditional calculation based on open/close relationship. Adapts to bar type.
Zone System
Each pivot level includes an ATR-based zone that provides a more realistic area for potential price reactions:
// ATR-based zone width calculation
float atr = ta.atr(atrLength)
float zoneHalf = atr * zoneWidth / 2
// Zone boundaries around each level
zoneUpper = level + zoneHalf
zoneLower = level - zoneHalf
This accounts for market noise and helps avoid false breakout signals at exact level prices.
Visual Features
Pivot Lines — Horizontal lines at each calculated level
Zone Fills — Transparent fills between zone boundaries
Level Labels — Labels showing level name and exact price (e.g., "PP 45123.50")
Color Coding :
- Yellow: Pivot Point (PP)
- Red gradient: Resistance levels (R1, R2, R3) - darker = further from PP
- Green gradient: Support levels (S1, S2, S3) - darker = further from PP
Color Scheme
Pivot Color — Default: #FFEB3B (yellow) — Central pivot point
Resistance Color — Default: #FF5252 (red) — R1, R2, R3 levels
Support Color — Default: #4CAF50 (green) — S1, S2, S3 levels
Zone Transparency — 85-90% transparent fills around levels
Dashboard Information
The on-chart table (bottom-right corner) displays:
Selected pivot type (Standard, Fibonacci, etc.)
R3, R2, R1 resistance levels with exact prices
PP (Pivot Point) highlighted
S1, S2, S3 support levels with exact prices
Inputs Overview
Pivot Settings:
Pivot Type — Formula selection (Standard, Fibonacci, Camarilla, Woodie, TD)
Pivot Timeframe — Higher timeframe for OHLC data (default: D = Daily)
ATR Length — Period for zone width calculation (default: 14)
Zone Width — ATR multiplier for zone size (default: 0.5)
Level Display:
Show Pivot (P) — Toggle central pivot line
Show R1/S1 — Toggle first resistance/support levels
Show R2/S2 — Toggle second resistance/support levels
Show R3/S3 — Toggle third resistance/support levels
Show Zones — Toggle ATR-based zone fills
Show Labels — Toggle price labels at each level
Visual Settings:
Pivot/Resistance/Support Colors — Customizable color scheme
Line Width — Thickness of level lines (default: 2)
Extend Lines Right — Project lines forward on chart
Show Dashboard — Toggle the information table
How to Use It
For Intraday Trading:
Use Daily pivots on intraday charts (15m, 1H)
Pivot point often acts as the day's "fair value" reference
Camarilla levels work well for intraday mean-reversion
R1/S1 are the most commonly tested levels
For Swing Trading:
Use Weekly pivots on daily charts
Standard or Fibonacci formulas work well
R2/S2 and R3/S3 become more relevant
Zone boundaries provide realistic entry/exit areas
For Support/Resistance:
R levels above price act as resistance targets
S levels below price act as support targets
Zone boundaries are more realistic than exact lines
Multiple formula confluence adds significance
Alerts Available
DPZ Cross Above Pivot — Price crosses above central pivot
DPZ Cross Below Pivot — Price crosses below central pivot
DPZ Cross Above R1/R2 — Price breaks resistance levels
DPZ Cross Below S1/S2 — Price breaks support levels
Best Practices
Match pivot timeframe to your trading style (Daily for intraday, Weekly for swing)
Use zones instead of exact levels for more realistic expectations
Camarilla is best for mean-reversion; Standard/Fibonacci for breakouts
Combine with other indicators for confirmation
— Made with passion by officialjackofalltrades
MA Distance Percentile - HighQ ToolsHighQTools — MA Distance Percentile (MADP)
As always, if anyone has any tips or additional features they'd like to see, feel free to reach out!
MA Distance Percentile (MADP) measures how far price is from its moving average relative to its own recent history.
Instead of showing raw distance (which varies by symbol, volatility, and timeframe), MADP normalizes price-to-MA distance into a 0–100 percentile rank over a rolling lookback window. This allows traders to quickly identify when price is relatively extended or compressed compared to recent conditions.
🔍 How It Works
A moving average is calculated (EMA by default, configurable).
The ratio of price / MA is computed.
That ratio is percentile-ranked over a user-defined lookback window.
The result is optionally smoothed for clarity.
High values (e.g., 80–100): Price is more extended above its MA than it has been recently.
Low values (e.g., 0–20): Price is relatively compressed or discounted vs its MA.
🧭 How to Use It
MADP is best used as a context tool, not a standalone signal:
Identify mean-reversion potential at relative extremes
Distinguish trend continuation vs exhaustion
Filter entries taken near highs/lows vs those taken in compression
Combine with structure, volume, delta, or VWAP-based tools
Optional visual levels (20 / 50 / 80) are provided for quick reference. Simple signals are included but disabled by default to encourage discretionary use.
⚙️ Defaults & Notes
Default MA: 20-period EMA
Default lookback: 200 bars
Designed for intraday and swing analysis
Does not repaint
Percentile-based normalization makes it robust across symbols and timeframes
This indicator is part of the HighQTools framework: clean, transparent tools designed to provide context first, not overfitted signals.
BTC - RVPM: Run Velocity & Probability MapBTC – RVPM: Run Velocity & Probability Map | RM
Strategic Context: Understanding Price Runs
A "Price Run" (also known as a streak or consecutive sessions) is a foundational concept in time-series analysis that measures the duration of a price movement without a significant counter-signal. While common indicators like RSI or MACD measure magnitude or momentum, they often ignore the Persistence of the trend. Historically, markets move through cycles of expansion and mean-reversion. A Price Run represents a period of "Unidirectional Flow" — a fingerprint of institutional accumulation or systematic distribution. However, standard "run-counting" is often too simplistic for the volatile crypto markets.
What Makes RVPM Special?
Most community run-counters are binary; they simply tell you if X days were green or red. The RVPM distinguishes itself through three proprietary layers:
• The Intensity Filter: It doesnt just count days; it counts effort . By ignoring "flat" days through a percentage-return threshold, it filters out noise that would otherwise skew the statistical probability.
• Dynamic Benchmarking: Instead of using an arbitrary number (like "7 days"), the RVPM looks back at 200 bars of history to find the local "Persistence Ceiling." It adapts to the current volatility regime of Bitcoin.
• The Velocity Score: It transform simple counts into a -100 to +100 histogram, allowing traders to see momentum "decaying" (e.g., dropping from 90 to 70) even if the price continues to rise.
The 3 Pillars of the Engine
1. Velocity Mapping (Persistence Histogram)
The histogram calculates the density of directional effort within a defined window. It functions as the "Pulse" of the trend, mapping market behavior into three distinct zones:
• High Velocity Zone (> 80 or < -80): Institutional Expansion. This identifies a "clean" move where one side of the market possesses total structural control. In this zone, the trend is efficient, and counter-signals are immediately absorbed.
• The Neutral Zone (Near Zero): Momentum Equilibrium. When the histogram fluctuates near the zero line, the market is in a "Recharge Phase." Neither bulls nor bears are achieving persistent dominance. Tactically, this is the "Waiting Room" where range-bound chop is likely, and traders should wait for a new "Expansion" spike before committing.
• Velocity Decay: The Exhaustion Warning. Velocity Decay occurs when the indicator moves from an extreme (e.g., +95) back toward the zero line (e.g., +50) while the price is still rising. This is a "Persistence Divergence." It tells you that while the trend is still moving, the consistency of the bars is fragmenting. The "fuel" is being depleted, and the trend is transitioning from an "Institutional Expansion" into a "Speculative Exhaustion."
2. n-of-m Consistency (The Pips)
The "Pips" (Circles) mark when a specific consistency threshold is met (e.g., 5 out of 7 bars in one direction). This identifies "Leaky Trends" that are still statistically dominated by one side of the ledger.
3. Statistical Exhaustion (The Arrows)
The Dark Red (Top) and Dark Green (Bottom) triangles represent the engine's "Mean-Reversion Signal." The calculation is based on a Relative Maximum Streak (RMS) logic: the script tracks the current linear, consecutive bar count (ignoring bars that fail the Intensity Filter) and continuously benchmarks this against the highest streak recorded over the last 200 bars ( ta.highest(streak, 200) ). The triangles are triggered specifically when the current run reaches 80% of this historical record (the "Anomaly Threshold"). Mathematically, this identifies a move that is statistically pushing against its half-year limit. By using this dynamic threshold rather than a fixed number, the "Extreme" signal automatically tightens during low-volatility regimes and expands during high-volatility expansions, ensuring the signal only appears when the "statistical rubber band" is at a true breaking point.
Operational Interface: The RVPM Dashboard
The Status Dashboard (Top Right) serves as a real-time monitor for momentum health, providing a clean summary of the underlying persistence data:
• Current STREAK: The active, consecutive count of bars meeting the Intensity Filter. It is dynamically color-coded (Cyan/Bullish or Red/Bearish) to provide an instant read on trend seniority.
• WINDOW Consistency: Measures the Momentum Density (the n-of-m value). A value of "6" in a "7-bar" window indicates a high-conviction regime that is successfully absorbing pullbacks without losing its primary trajectory.
Tactical Playbook: The Mean-Reversion Rule
Price action typically follows a "Rubber Band" effect. The further it is stretched without a break, the more "unstable" the trend becomes as the pool of available buyers or sellers is depleted.
• The Setup: Wait for the Triangle Arrows to appear.
• The Logic: The move has reached a 200-day anomaly. A "Liquidity Vacuum" is forming on the opposite side.
• The Action: This is a high-probability Mean-Reversion signal. It is a tactical time to take profits or look for a sharp snap-back move toward the 20-period moving average or the "Institutional Mean."
Settings & Parameters
• Window Length (m): The lookback window used to calculate the Velocity Score.
• Required Days (n): The minimum number of directional bars needed within the window to trigger a "Consistency Pip."
• Intensity Filter (%): The minimum % change required for a bar to be counted toward a run.
• Lookback Period: The historical window (Default: 200 bars) used to calculate the "Maximum Streak" records for exhaustion alerts.
Timeframe Recommendation
The RVPM is best viewed on the Daily (1D) timeframe. This filters out intraday noise and provides the most reliable statistical mapping for macro exhaustion points.
Credits & Verification
The RVPM logic aligns with institutional "Persistence" models and Glassnode's Price Stretch benchmarks. By benchmarking against a rolling 200-day window, the indicator automatically adapts to changing market volatility.
Risk Disclaimer & No Financial Advice
The information, data, and analytical models provided in this publication are for educational and informational purposes only. This script does not constitute financial, investment, or trading advice. Trading cryptocurrencies and other financial instruments carries a high degree of risk, and statistical anomalies or "Extreme Runs" do not guarantee future price action. Past performance is never indicative of future results. Every trader is responsible for their own due diligence and risk management. Rob Maths and the associated entities are not liable for any financial losses incurred through the use of this tool. Always consult with a certified financial professional before making significant investment decisions.
Tags:
bitcoin, btc, persistence, streaks, price-runs, momentum, mean-reversion, exhaustion, Rob Maths
LiquidityPulse Volume-Weighted Price Movement OverlayLiquidityPulse Volume-Weighted Price Movement Overlay (VWPM)
-This is a non-repainting indicator.
What this indicator does
This overlay is designed to make directional pressure + participation + wick rejection readable directly on price.
It combines:
Volume-Weighted directional pressure (bull vs bear pressure on the current timeframe)
Wick rejection “heat bands” (strength of upper/lower wick pressure, with optional volatility adaptation)
Lower-timeframe (LTF) trend + wick context (auto-selected or manual LTFs)
Chart markers for:
VOL = participation spike aligned with the current pressure direction
EXH = exhaustion warning when trend direction is met with strong opposite-wick pressure
This script is intended as an overlay/structure companion to the separate Volume-Weighted Price Movement (Oscillator) script (pane-based), which focuses on oscillator-style pressure/participation metrics.
Image: Overlay indicator applied to price
How to read it on the chart
1) Pressure Cloud + Candle Tint
The cloud and optional candle tint reflect the current timeframe’s pressure direction:
Green = bullish pressure dominant
Red = bearish pressure dominant
Brightness/opacity scales with pressure strength (normalized by a lookback period).
2) Wick Pressure Heat Bands
The lower band represents bullish wick pressure (lower-wick rejection/absorption).
The upper band represents bearish wick pressure (upper-wick rejection/supply).
Brighter = stronger wick pressure relative to its recent baseline.
Optional Adaptive bands to volatility uses ATR to keep band scaling more consistent across changing volatility regimes.
Image: Overlay + Oscillator working together
This chart highlights how volume participation and wick behaviour can be observed during periods of increased market interaction.
The arrows are used for visual reference only:
Red arrows indicate rising volume participation during the move.
Green arrows highlight increasing wick pressure, suggesting stronger rejection or absorption at those points.
3) VOL signal (Participation Spike)
A VOL marker appears when volume % of average exceeds your threshold and aligns with the current pressure direction.
This is a quick filter for:
“The current pressure direction is being supported by above-average participation.”
4) EXH signal (Exhaustion)
An EXH marker appears when the current trend is met with strong/extreme opposite wick pressure, e.g.:
Trend is Bullish but Bear wick becomes Strong/Extreme → possible bullish exhaustion / rejection risk
Trend is Bearish but Bull wick becomes Strong/Extreme → possible bearish exhaustion / absorption risk
Table (top-right)
You can toggle individual rows on or off in the settings. The table can display:
Trend (Chart)- Directional volume-weighted pressure on the chart timeframe (Bullish / Bearish, shown with ▲ ▼ icons)
Wick (Chart)- A real-time summary of wick pressure on the chart timeframe, reflecting how price is being rejected or absorbed within candles.
Possible states include:
Strong Bull – dominant lower-wick rejection (bullish absorption), shown with a green ▲
Strong Bear – dominant upper-wick rejection (bearish pressure), shown with a red ▼
Neutral – no meaningful wick imbalance, shown with a ●
Strong Both – elevated rejection on both sides, shown with a dual-pressure marker, often seen during volatility expansion or transitional conditions
Trend + Wick (Lower Timeframes)- Trend and wick context for two lower timeframes (auto-selected or manually chosen), allowing short-term behaviour to be viewed within the higher-timeframe structure
Core metrics- Bull Avg / Bear Avg, Bull–Bear Difference, Volume % Avg, and related participation statistics
Additional metrics- Further table rows can be enabled or disabled via the settings panel
How traders can use this indicator
Traders can use LiquidityPulse VWPM as a contextual tool to observe how price movement, volume participation, and wick behaviour interact.
Common use cases include:
Identifying periods where bullish or bearish pressure is dominant on the current timeframe
Observing wick rejection or absorption near highs/lows, especially during strong moves
Monitoring lower-timeframe trend and wick alignment within a higher-timeframe move
Noticing participation spikes (VOL) that confirm increased market involvement
Spotting exhaustion conditions (EXH) where strong opposing wick pressure appears against the prevailing trend
Image: This example highlights how the overlay can be used to monitor directional pressure on the chart timeframe while simultaneously observing trend and wick conditions from selected lower timeframes. The statistics table shows instances where lower-timeframe trend readings diverge from the chart-level pressure, alongside changes in wick behaviour. This allows traders to visually contextualise short-term shifts in participation and rejection within the broader structure.
Key settings (what they change)
Presets: Scalp / Intraday / Swing adjusts effective smoothing/normalization defaults to fit different trading speeds.
Lookback Period + Smoothing: These control how fast/slow the pressure model responds.
Lower values = faster response (more reactive/noisier)
Higher values = smoother response (slower/more stable)
Wick thresholds + Wick row mode: Strong / Extreme thresholds define when wick pressure is classified as Strong/Extreme relative to baseline.
Wick rows show can filter table wick rows to Extreme-only, Strong + Extreme, or Full.
Wick bands- Volatility Adapt: Adaptive bands to volatility (ATR-based) helps wick band height/offset remain visually consistent as volatility expands/contracts.
Adapt Strength controls how much the ATR regime affects the bands.
Visual controls: Transparency controls let you make the overlay more subtle or more prominent without changing calculations.
Why there is an Overlay and Oscillator version
This tool is intentionally split into two complementary indicators to preserve clarity and usability
Overlay version (this script): Focuses on price-level context, structure, wick pressure, lower-timeframe alignment, and event markers directly on the chart.
Oscillator companion version: Provides a dedicated pane for pressure balance, participation, and momentum acceleration metrics that benefit from oscillator-style visualisation.
Separating these views avoids overcrowding the price chart and allows each component to be interpreted more clearly in its appropriate context.
Disclaimer
This indicator is designed to visualise price–volume interaction, pressure, and wick behaviour.
It does not generate trade entries or exits signals and should be used as analytical context alongside a trader’s existing methodology and risk management only.
Adaptive 2 EMA Cloud (Trend-Aware)Adaptive 2 EMA Cloud (Trend-Aware)
This indicator combines a classic 2-EMA cloud and crossover with an adaptive Trend vs Chop filter designed to reduce whipsaws during sideways markets.
Instead of treating every EMA crossover equally, this script evaluates EMA separation and directional commitment (normalized by ATR) to determine whether price is trending or chopping. Signals can optionally be filtered so they only appear during qualified trend conditions.
What This Indicator Does
Plots two configurable EMAs with a filled EMA cloud
Marks bullish and bearish EMA crossovers
Classifies market state as BULLISH / BEARISH / CHOP
Optionally filters signals during chop
Highlights chop zones with a subtle background
Displays a movable Trend status label (Top / Bottom × Left / Middle / Right) with offset controls to avoid UI overlap
This makes the indicator useful both as:
A visual trend context tool
A signal filter to pair with discretionary or systematic entries
Quick Presets (Main Framework)
Scalp / Fast (1–2 min)
Built for speed and momentum bursts. Uses tighter EMAs and stricter filters to avoid chop on very fast charts.
EMA pairs (choose one):
5 / 9
8 / 13
slopeLen: 4–6
minDistATR: 0.25–0.40
minSlopeATR: 0.06–0.12
Balanced Intraday (3–5 min)
General-purpose intraday setup. Balances early trend participation with chop filtering. Recommended starting point if unsure.
EMA pairs (choose one):
8 / 13
9 / 21
slopeLen: 5–8
minDistATR: 0.18–0.30
minSlopeATR: 0.04–0.08
Slower / Swing (15–60 min)
Designed for higher timeframes and smoother trends. Allows longer trends to develop without requiring sharp acceleration.
EMA pairs (choose one):
13 / 21
21 / 34
slopeLen: 8–14
minDistATR: 0.10–0.22
minSlopeATR: 0.02–0.06
Input Guide (Streamlined)
minDistATR — EMA Separation
Sets the minimum EMA spacing (ATR-normalized) required for a trend.
Higher = stricter, fewer signals
Filters EMA compression / ranges
Too much chop → increase
Too few signals → decrease
Too low = congestion signals · Too high = late entries
minSlopeATR — EMA Slope / Commitment
Sets the minimum directional strength (ATR-normalized) of the EMAs.
Higher = stricter, fewer signals
Filters weak drift and slow grind
Signals stall → increase
Miss smooth trends → decrease
Too low = flat EMAs allowed · Too high = requires acceleration
slopeLen — Slope Lookback
Controls how quickly the filter reacts.
Lower = faster, noisier
Higher = smoother, fewer signals
3–5 responsive · 8–14 stable
atrLen — Normalization
Stabilizes distance and slope across symbols and timeframes.
Leave at 14 normally
Use 20–30 during extreme volatility shifts
Notes
This is an indicator, not a strategy. It does not backtest or predict outcomes.
No filter eliminates chop entirely—this tool is designed to reduce low-quality conditions, not remove them.
Best results come from matching presets to timeframe first, then making small adjustments only when behavior is clearly off.
Hybrid Smart Money Concepts [MarkitTick]💡This indicator provides a comprehensive technical analysis system that combines Market Structure concepts (Smart Money Concepts) with advanced Gap Analysis and a statistical Stress Model. It is designed to help traders identify trend direction, structural pivot points, potential reversal zones (Order Blocks), significant price gaps, and moments of market exhaustion.
Unlike standard ZigZag or Fractal indicators, this script integrates volume, trend maturity, and statistical volatility (Z-Score) to contextually classify price action. By overlaying these elements with a robust Market Structure engine—which identifies Change of Character (CHoCH) and Order Blocks—the tool provides a confluent view of price action.
It automates the detection of institutional footprints, allowing traders to see the structural trend, momentum drivers, and potential exhaustion points simultaneously.
● METHODOLOGY
The script operates on three distinct but complementary logic engines:
• Gap Analysis Engine
This module detects gaps between the previous high/low and the current open. It classifies them into three specific types based on volume and structural context:
Breakaway Gaps: Identified when a gap creates a breakout above a recent Pivot High or below a Pivot Low. This signals the start of a potential new trend.
Exhaustion Gaps: Identified when a gap occurs with high relative volume and meets the Trend Maturity criteria. This often signals the end of a trend.
Runaway Gaps: Standard continuation gaps that occur within a trend.
• Market Structure Engine
Swings and CHoCH: The script uses a left-and-right bar lookback to identify Pivot Highs and Lows. A Change of Character (CHoCH) is plotted when price closes beyond the most recent major pivot.
Order Blocks (OB): Upon a continuation of the trend, the script scans backward to find the extreme candle (the origin of the move) and highlights this zone as an Order Block.
Dynamic Cleanup: Gaps and Order Blocks are automatically removed (mitigated) when price aggressively crosses through their levels.
• Exhaustion & Stress Model
This statistical engine measures market "Stress" by analyzing the impact of price range relative to volume (True Range / Volume).
Calculation: It calculates a Z-Score (Standard Deviation) of this impact.
Logic: When the Z-Score exceeds a specific threshold (Sigma), it indicates a statistical anomaly or "Stress."
Signal: If high stress occurs while price is significantly above the trend baseline, it signals "Buyer Exhaustion." Conversely, high stress below the baseline signals "Seller Exhaustion."
● VISUALS & LEGEND
Before trading, you need to know what the indicator is drawing on your chart:
• Change of Character (CHoCH)
Green Dashed Line: Indicates a Bullish reversal.
Red Dashed Line: Indicates a Bearish reversal.
• Order Blocks (OB)
Green Boxes: Bullish support zones (Buy interest).
Red Boxes: Bearish resistance zones (Sell interest).
Note: Invalidated boxes are automatically deleted.
• Gaps
Blue Box (Breakaway): Strong momentum gap starting a new trend.
Orange Box (Runaway): Continuation gap.
Red Box (Exhaustion): Warning signal; trend may be ending.
• Stress Model Signals
Label "BE" (Red): Buyer Exhaustion. Suggests the bullish move is overextended relative to volume participation.
Label "SE" (Green): Seller Exhaustion. Suggests the bearish move is overextended.
● TRADING STRATEGY
You can use a "Pullback, Continuation & Exhaustion" strategy with this indicator.
• Scenario A: Long Setup (Buying)
Trend Change: Look for a CHoCH label with a Green Dashed Line.
Entry Zone: Look for a Green Order Block (OB) to form.
Confirmation: A Breakaway Gap (Blue) validates the breakout.
Entry: Enter Long when price pulls back into the Green OB.
Exit Warning: If a "BE" (Buyer Exhaustion) label appears, consider tightening stops or taking profit.
• Scenario B: Short Setup (Selling)
Trend Change: Look for a CHoCH label with a Red Dashed Line.
Entry Zone: Look for a Red Order Block (OB) to form.
Confirmation: A Breakaway Gap downwards validates the move.
Entry: Enter Short when price rallies back into the Red OB.
Exit Warning: If an "SE" (Seller Exhaustion) label appears, consider tightening stops or taking profit.
● SETTINGS
• Date Range Filter
Use Date Filter: Toggle time-based filtering.
Start Date: Timestamp to begin calculations.
• Gap Analysis
Min Gap Size: Minimum points required to register a gap.
Logic Inputs: Configures lookback periods and volume multipliers for gap classification.
Visuals: Customize colors for Breakaway, Runaway, and Exhaustion gaps.
• Market Structure
Swing Detection Length: Lookback period for pivot points.
Show CHoCH: Toggle for Change of Character labels.
Show Order Blocks: Toggle for OB boxes.
• Exhaustion & Stress Model
Trend Filter Length: Baseline length for determining trend direction (EMA).
Statistical Lookback: Length for the Z-Score calculation.
Stress Threshold (Sigma): The standard deviation requirement to trigger an exhaustion signal (Default: 2.0).
● DISCLAIMER
All provided scripts and indicators are strictly for educational exploration and must not be interpreted as financial advice or a recommendation to execute trades. I expressly disclaim all liability for any financial losses or damages that may result, directly or indirectly, from the reliance on or application of these tools. Market participation carries inherent risk where past performance never guarantees future returns, leaving all investment decisions and due diligence solely at your own discretion.
Candle 2 Closure [LuxAlgo]The Candle 2 Closure tool detects a specific reversal pattern on the chart spanning four bars. The first bar trades into a key price level. The second bar trades outside the first bar's range, but closes inside, indicating a reversal. The third bar closes outside the second bar's range, in the direction of the reversal, creating a price expansion. The fourth bar is a continuation of prices in that same direction.
This tool features key levels, equilibrium zones, and real-time alarms upon confirmation of the second and third candles of the pattern.
This specific part of the more complete Fractal model by TTrades was requested by a lot of you. We are happy to bring it to you and wish you a merry Christmas!
🔶 USAGE
This pattern is a TTrades concept: a reversal setup that is very easy to understand. It occurs when the current bar trades outside of the previous bar's range, but closes inside it. In other words, traders try to push prices outside of the previous bar's range, but fail. This is considered a reversal, meaning that traders encountered opposing forces that overwhelmed them. Thus, the expectation is that prices will trade in the new direction, changing the market bias from bullish to bearish, or vice versa.
Let's look at the example in the chart, where the four candles of this setup are marked. Note that we have selected a perfect setup, where all conditions are met.
Candle 1: This bar traded into a key price area at the top of the range, spanning several months.
Candle 2: This bar traded outside the range of Candle 1, but failed to close outside. This is the reversal.
Candle 3: The wick of this bar formed at or below the equilibrium zone of Candle 2, and it closed outside the range of Candle 2. This is the expansion.
Candle 4: At this point, the setup is complete, and the expectation for this candle is that it will trade in the same direction. The top of the candle is at or below the equilibrium zone of Candle 3. This is the continuation.
In a strong setup, the top or bottom of the next bar will form inside the equilibrium zone defined by the highlighted areas on candles 2 and 3.
This is a perfect bearish setup, featuring all elements. Not all setups will be like this, but when this setup occurs, it is important for traders to be aware of it.
The tool is highly customizable from the settings panel and features real-time alerts at candle 2 and 3 confirmations.
Now, let's take a broader view of the same chart. We have disabled the display of candle 2 and filtered the setups with a length of 50.
As we can see, most of the last 17 setups found on the EUR/USD daily chart lead to multi-day or multi-month price movements.
🔹 Filtering Reversals
The tool features a reversals filter that is disabled by default. This filter allows us to filter out minor reversals and display only those that are important.
Traders can adjust the length parameter to display reversals only at the top or bottom of the last N specified bars. We can see some examples in the chart.
🔹 Wick Threshold
From the settings panel, traders can fine-tune the equilibrium zone for candle 2.
If the wick exceeds the threshold expressed as a percentage of the total bar range, the equilibrium zone will be calculated based only on the wick. In all other cases, the full bar range will be used.
🔶 SETTINGS
Candle 2 (Reversal): Enable or disable Candle 2 reversals.
Candle 3 (Expansion): Enable or disable Candle 3 expansions.
Reversals Filter: Filter reversals as the highest or lowest of the last N bars.
Wick Threshold %: Filter wicks as percentage of total bar range.
🔹 Style
Bullish Color: Select bullish color.
Bearish Color: Select bearish color.
Transparency: Select the transparency level. 0 is solid and 100 is fully transparent.
Levels: Enable or disable the horizontal levels.
Candle 2 Zone: Enable or disable the Candle 2 equilibrium zones.
Candle 3 Zone: Enable or disable the Candle 3 equilibrium zones.
🔹 Alerts
Candle 2 Alerts: Enable or disable Candle 2 alerts.
Candle 3 Alerts: Enable or disable Candle 3 alerts.
Equilibrium Reversal Channel [BOSWaves]Equilibrium Reversal Channel - Volatility-Based Risk Geometry for Mean Reversion Scenarios
Overview
The Equilibrium Reversal Channel is a volatility-weighted price channel designed to highlight statistically stretched price conditions and assist traders in identifying mean-reversion opportunities within broader market structure. The indicator is not intended to predict market direction in isolation, but rather to contextualize price movement relative to volatility, trend balance, and exhaustion zones.
At its foundation, this tool operates on the assumption that price oscillates around a dynamic equilibrium. When price deviates too far from that equilibrium - particularly under expanding volatility - the probability of a reaction, pause, or reversal increases. The Reversal Channel visualizes these deviations clearly, continuously, and without relying on fixed thresholds or static support/resistance levels.
This indicator is best used as a contextual framework, not as a standalone trading system. Its strength lies in defining where reactions are statistically more likely to occur and when price has moved far enough to warrant caution or contrarian attention.
Use Cases
Primary Use Case 1: Volatility-Anchored Trade Framing (TP / SL Construction)
The Equilibrium Reversal Channel is used to construct trade reference levels directly from live market structure and volatility behavior, rather than from arbitrary price distances.
Stop invalidation is framed around the outer displacement boundary. This boundary represents the point at which price is no longer statistically stretched but instead entering a new volatility regime, invalidating the original mean-reversion premise. In other words, if price accepts beyond this zone, the imbalance thesis is structurally broken.
Take-profit projections are derived from measured rebalancing paths back toward equilibrium, scaled using configurable payoff ratios. These projections reflect how far price typically resolves once imbalance conditions unwind, rather than relying on fixed targets or discretionary exits.
This use case turns the channel into a risk geometry tool — defining where a trade idea is wrong, where resolution is likely to occur, and whether the opportunity offers asymmetric payoff before capital is committed.
Primary Use Case 2: Identifying Statistically Stretched Price Conditions
The second core function of the Reversal Channel is identifying when price is operating far enough from its volatility-adjusted balance state to justify contrarian attention.
Sustained interaction with the outer displacement zones signals that price has entered a statistically inefficient regime. Continuation may still occur, but the marginal return on momentum decreases while reaction probability increases. The channel highlights these conditions in real time, without relying on fixed thresholds or static reference levels.
Rather than predicting reversals, this framework defines where continuation becomes fragile and where rebalancing pressure historically emerges - particularly when reinforced by higher-timeframe structure or liquidity context.
Central Basis Line (Market Equilibrium)
At the core of the Reversal Channel is a dynamically adaptive balance line derived from recent price behavior. This line represents the market’s evolving equilibrium - the point around which price naturally oscillates under normal conditions.
The balance calculation prioritizes recent market information while maintaining smooth continuity, allowing it to adjust efficiently as conditions change without overreacting to short-term noise. Rather than acting as a directional signal, this axis serves as a reference framework for measuring price displacement, volatility expansion, and rebalancing pressure.
Extended acceptance above the equilibrium suggests sustained bullish pressure, while prolonged activity below reflects bearish dominance. However, the Reversal Channel is intentionally agnostic to directional bias - its focus is on distance from balance, not trend prediction.
Volatility-Weighted Channel Construction
Surrounding the equilibrium line are three upper and three lower displacement bands, each derived from a real-time volatility normalization process. This process measures actual market expansion and contraction rather than relying on static price offsets, allowing the channel to adapt fluidly across assets, sessions, and regime shifts.
Each successive band represents an increasing degree of statistical displacement from equilibrium:
The first tier reflects mild volatility expansion
The second tier captures elevated deviation
The outer tier represents extreme statistical stretch
Because the channel geometry is volatility-responsive, it expands during high-energy conditions and contracts during quieter phases. This prevents structural distortion - avoiding channels that are either too restrictive in low volatility or meaningless during aggressive expansion.
To maintain visual coherence and structural continuity, displacement boundaries are processed through a secondary smoothing mechanism. This refinement preserves volatility information while ensuring the channel flows naturally with price action instead of reacting mechanically to isolated candles.
Zone Interpretation (Green, Yellow, Red)
The channel is visually segmented into three color-coded zones on both the upper and lower side of the basis. These zones are not signals - they are probability regions.
The green zone, closest to the basis, represents normal price fluctuation. Price entering this area does not imply exhaustion or reversal; it simply reflects routine movement around equilibrium.
The yellow zone indicates price is becoming extended. Momentum may still continue, but risk increases. This zone often corresponds with late-trend behavior, reduced reward-to-risk for continuation trades, and early contrarian interest.
The red zone represents extreme deviation relative to recent volatility. Price reaching this area suggests the market is operating far from equilibrium. While reversals are not guaranteed, this zone statistically favors slowing momentum, rejection, or reversion, especially when combined with structural or higher-timeframe confluence.
Importantly, these zones are symmetrical. Extreme conditions exist on both the upside and downside, allowing the channel to function in bullish, bearish, and ranging markets.
Reversal Sensitivity Logic
Rather than generating signals immediately when price enters a zone, the indicator uses a confirmation counter mechanism. This means price must remain beyond the first volatility boundary for a user-defined number of consecutive bars before a reversal signal is allowed.
This approach reduces false positives caused by single-candle spikes or transient wicks. By requiring persistence, the indicator attempts to confirm that price is genuinely operating in an extended state rather than momentarily probing it.
Sensitivity inputs allow traders to control how strict this confirmation process is. Lower sensitivity values produce faster signals with higher frequency but lower confirmation. Higher values demand more sustained extension, reducing signal count but increasing contextual reliability.
Buy and Sell Signal Logic
A buy signal is generated only after price has remained below the lower volatility boundary for the required number of consecutive bars and no active trade condition is present. Conceptually, this reflects downside exhaustion relative to volatility.
A sell signal follows the same logic on the upper side, triggering only after sustained price extension above the upper volatility boundary.
These signals are contrarian by design. They are not trend continuation entries. They assume that when price stretches too far, too quickly, the probability of reaction increases - particularly in markets that oscillate rather than trend cleanly.
Trade State Awareness and Exit Logic
The indicator internally tracks whether a trade condition is active. This prevents repeated signals from firing continuously while price remains extended.
Once a trade condition is active, the indicator monitors price relative to the basis line. The basis acts as a logical exit reference, representing a return toward equilibrium. When price crosses back through the basis in the direction of the trade, the condition is reset.
This design reinforces the indicator’s purpose: capturing mean reversion back toward balance, not trend continuation beyond it.
Risk Reference Levels (TP / SL Framework)
Optional take-profit and stop-loss reference levels are derived directly from channel structure rather than arbitrary values. Stop placement is anchored near the outermost volatility band, reflecting the point at which the statistical premise of the trade is invalidated.
Multiple take-profit projections are calculated using configurable risk-to-reward ratios. These levels are not recommendations; they exist to provide structure, visual planning, and consistency when evaluating potential trades.
The indicator does not manage trades. It provides spatial context so the trader can make informed decisions.
Practical Use & Context
The Equilibrium Reversal Channel performs best in markets that exhibit rotational behavior or frequent volatility expansion and contraction. In strong, one-directional trends, extreme zones may persist longer than expected. For this reason, the indicator should always be used alongside higher-timeframe structure, trend context, or directional filters.
Its purpose is not to outperform trend systems, but to define statistical stretch clearly and consistently across assets and timeframes.
Final Notes
Equilibrium Reversal Channel is designed as a contextual decision-support framework rather than a predictive system. It visualizes price behavior relative to dynamically adjusted equilibrium and volatility boundaries, offering insight into statistically stretched conditions and potential mean-reversion opportunities. Its outputs are guidance-oriented, not guarantees, and should be interpreted alongside broader market structure, higher-timeframe context, and sound risk management practices. Every visual element, zone, and signal is intended to enhance situational awareness, empower disciplined decision-making, and provide probabilistic insight into market behavior, not dictate outcomes. Traders are strongly encouraged to combine this framework with their own strategy execution and capital management protocols.
Risk Disclaimer
This indicator is provided for educational and informational purposes only and does not constitute financial advice. Trading involves significant risk, and past performance is not indicative of future results. Users are responsible for their own analysis, risk management, and execution decisions.
[uPaSKaL] Adaptive Swing StructureOverview :
Adaptive Swing Structure identifies and labels swing structure using HH / HL / LH / LL and can optionally draw wave connectors between successive swing points.
The goal is to provide a clean, practical view of market structure that remains readable across different market conditions.
Instead of relying only on a classic fixed-window pivot scan (left/right bars), this indicator uses an adaptive swing-detection approach designed to better match how traders visually interpret legs and structure.
Why this approach (vs. a simple pivot scan)?
Classic pivot scans (e.g., “pivot high/low with left/right bars”) are simple and widely used, but they often have practical limitations:
They depend heavily on a fixed window size (too sensitive in chop, too slow in trends)
They can mark pivots that are locally valid but not always representative of the broader leg
They may produce frequent structure changes during ranges, reducing readability
What you get with this indicator
A more stable swing structure view that adapts to price movement
Cleaner HH / HL / LH / LL labeling for context and decision-making
Optional wave connectors to visually follow the swing path
Visual comparison:
The screenshots below illustrate the difference in how structure can appear when using a classic pivot scan versus Adaptive Swing Structure.
Classic Pivot Points (High / Low):
Adaptive Swing Structure (This Indicator):
How to read the labels
This indicator labels swing structure using the standard notation:
HH = Higher High
HL = Higher Low
LH = Lower High
LL = Lower Low
How to interpret Wave Lines
When enabled, wave lines connect successive swing points to help you visually track the current swing path and structural transitions.
Inputs guide
Tracer Line Len
Main sensitivity control. Adjust this to fit the instrument and timeframe.
Higher values → fewer swing points, smoother structure (macro view)
Lower values → more swing points, more detail (micro view)
Show Wick (High / Low) Line
Shows the wick-based tracer (visual reference).
More sensitive to extremes and wick behavior
Useful when wicks matter (liquidity spikes / stop-runs)
Show Body (Open / Close) Line
Shows the body-based tracer (visual reference).
Filters wick noise and often looks smoother
Useful when you prefer structure based on candle bodies
Show Slope Flip Labels
Shows small markers that highlight swing turning moments (study/verification).
Helpful for understanding where structure updates
Optional and can be disabled for a cleaner chart
Wave Labels (WICK)
Shows HH/HL/LH/LL labels using wick-based swings.
More responsive to wick extremes
Wave Lines (WICK)
Connects wick-based swing points with wave lines.
Improves visual continuity of swings
Wave Labels (BODY)
Shows HH/HL/LH/LL labels using body-based swings.
Typically smoother and less sensitive to wick spikes
Wave Lines (BODY)
Connects body-based swing points with wave lines.
Cleaner wave path for body-based structure
Max Wave Labels Kept (per Wick / Body)
Limits the number of labels kept on the chart (older ones are removed first).
Reduces clutter
Helps maintain performance
Max Wave Lines Kept (per Wick / Body)
Limits the number of wave lines kept on the chart (older ones are removed first).
Keeps the chart readable
Helps maintain performance
History Window (map size / scan clamp)
Performance / stability control for how much recent history is considered.
Higher values → more history considered, higher CPU usage
Lower values → lighter execution, structure limited to more recent swings
Usage / Tuning
1) Find “your number” for each market
There is no universal best setting. The optimal Tracer Line Len depends on:
Instrument volatility
Your trading timeframe
Whether you want micro structure or macro structure
2) Build a simple baseline
Choose your chart timeframe (e.g., 4H).
Start with a moderate Len (e.g., 10–30).
Increase or decrease Len until the swing structure matches how you would manually map it.
3) Practical “timeframe scaling” intuition
You can use Len to “zoom out” or “zoom in” structure without changing your chart timeframe.
Example on 4H :
If Len = 20 produces the swing structure you want for 4H decisions, keep it as your baseline.
If you increase it to something like Len = 120 , the structure becomes much smoother and swing points appear less frequently.
This means:
4H with a smaller Len → focuses on 4H-level swings (more detail).
4H with a much larger Len → filters many local swings and highlights broader legs (more “higher-timeframe-like” context).
This is not a strict mathematical replacement for switching timeframes, but it is a practical and effective way to compress or expand structure density on the same chart.
4) Wick vs Body (which one to choose?)
WICK : Choose when extreme wicks matter to your reading of structure.
BODY : Choose when you want smoother structure and less sensitivity to wick spikes.
5) Suggested workflow for active traders
Use one preset for local structure (entries / short-term decisions).
Use a second preset with a larger Len for higher-level context (major swings / directional bias).
TradingView Alert Adapter for AlgoWayTRALADAL is a universal TradingView alert adapter designed for traders who work with indicators and want to test and automate indicator-based signals in a structured way.
It allows users to convert indicator outputs into a TradingView strategy and forward the same logic through alerts for multi-platform execution via AlgoWay.
This script can be used as TradingView indicator automation, enabling traders to build a TradingView strategy from indicators and route TradingView alerts through an AlgoWay connector TradingView workflow for multi-platform execution.
Why this adapter is needed
Most TradingView indicators are not available as strategies.
Traders often receive visual signals or alerts but have no access to objective statistics such as win rate, drawdown, or profit factor.
This adapter solves that problem by providing a generic framework that transforms indicator signals into a backtestable strategy — without modifying indicator code and without requiring Pine Script knowledge.
Input source–based design (including closed indicators)
All conditions in TRALADAL are built using input sources, which means you can connect:
Event-based signals (1 / non-zero values, arrows, shapes)
Indicator lines and values (EMA, VWAP, RSI, MACD, etc.)
Outputs from invite-only or closed-source indicators
If an indicator produces a visible signal or alert-compatible output, it can be evaluated and tested using this adapter, even when the source code is locked.
Three-level signal logic
The strategy uses a three-layer condition model commonly applied in discretionary and systematic trading:
Signal — primary entry trigger
Confirmation — directional validation
Filter — additional noise reduction
Each level can be enabled independently and combined using AND / OR logic, allowing traders to test multi-indicator systems without writing complex scripts.
Risk management and alert execution
The adapter supports practical risk parameters:
Stop Loss (pips)
Take Profit (pips)
Trailing Stop (pips)
Two execution modes are available:
Strategy Mode — risk rules are applied inside the TradingView Strategy Tester
Alert Mode — risk parameters are embedded into structured TradingView alerts and handled by AlgoWay during execution
Position sizing follows TradingView conventions (percent of equity, cash, or contracts) to keep strategy results and alerts aligned.
Typical use cases
This TradingView alert adapter is intended for:
Indicator-based trading systems
Backtesting signals from closed or invite-only scripts
Comparing multiple indicators within a single strategy
Sending TradingView alerts to external trading platforms via AlgoWay
The adapter does not generate signals or trading recommendations.
Its purpose is to provide a transparent and testable workflow from indicator signals to TradingView alerts and automated execution.
Statistical Reversion FrameworkIntroduction and Core Philosophy
The Statistical Reversion Framework constitutes a sophisticated quantitative trading instrument designed to identify high-probability mean reversion opportunities across financial markets. Unlike traditional technical indicators that rely on a single dimension of market data, this framework adopts a multi-faceted approach, synthesizing statistical probability, volume profile analysis, institutional money flow proxies, and standard technical momentum into a singular composite score. The core philosophy driving this script is the concept of confluence through heterogeneity; by combining uncorrelated or loosely correlated market factors—such as price deviation (statistics), participant commitment (volume), and macro sentiment (intermarket data)—the algorithm aims to filter out the noise inherent in standard oscillators and isolate moments where market pricing has deviated unsustainably from its intrinsic equilibrium. This tool is specifically engineered to detect market extremes—tops and bottoms—where the probability of a counter-trend move or a snap-back to the mean is mathematically significant. It operates on the premise that while asset prices can remain irrational in the short term, they are bound by statistical variance and mean-reverting properties over longer horizons, particularly when institutional flows and volume exhaustion patterns align with those statistical extremes.
Methodology: The Composite Scoring Architecture
The underlying methodology of the framework relies on a weighted composite scoring system. Rather than generating binary buy or sell signals based on a threshold crossover, the script calculates a granular score ranging from zero to one hundred for various market dimensions. These dimension-specific scores are then weighted according to user-defined inputs to produce a final "Composite Score." This approach allows for a nuanced assessment of market conditions; a setup might have extreme statistical deviation but lack volume confirmation, resulting in a lower confidence score than a setup where price, volume, and macro factors all align. The algorithm normalizes all input data into a standardized scale, typically converting raw values—such as Z-Scores or volume ratios—into a zero-to-ten ranking before aggregating them. This normalization process is critical because it allows the algorithm to compare apples to oranges mathematically, treating a standard deviation of 3.0 and a Relative Strength Index (RSI) of 20 as compatible inputs within the same equation. By summing these normalized values and applying regime-based confidence adjustments, the framework produces a dynamic signal that adapts to the volatility and trend intensity of the current market environment.
Algorithmic Component I: Statistical Analysis via Multi-Timeframe Z-Scores
The backbone of the framework is the Statistical Component, which utilizes the Z-Score (or Standard Score) to quantify the degree of price deviation. The Z-Score measures how many standard deviations the current price is from its moving average. A crucial aspect of this algorithm is its fractal nature; it does not rely on a single lookback period. Instead, it computes Z-Scores across three distinct timeframes—Daily, Weekly, and Monthly—and within each timeframe, it calculates deviations for short, medium, and long-term periods. For instance, on the daily timeframe, it assesses deviation from 50-day, 200-day, and 500-day means simultaneously. This multi-timeframe approach is designed to filter out ephemeral noise. A price move that appears extreme on a 10-day basis but is normal on a 200-day basis is likely a trend pull-back rather than a reversal. Conversely, when the Z-Scores across daily, weekly, and monthly timeframes all register values beyond significant thresholds (such as 2.0 or 3.0 standard deviations), it indicates a rare fractal alignment where the asset is historically overextended on all relevant scales. The algorithm aggregates these nine distinct Z-Score data points to form the "Statistical Score," heavily rewarding scenarios where multiple timeframes show directional alignment, as these synchronized deviations often precede powerful mean-reversion events.
Algorithmic Component II: Volume Signature and Participation Analysis
While statistical deviation highlights where the price is, the Volume Component analyzes the conviction behind the move to determine if a reversal is imminent. This section of the code employs several sophisticated logic gates to identify specific volume signatures known as Capitulation and Exhaustion. The algorithm compares current volume against a 50-day moving average to generate a volume ratio. It then correlates this ratio with price action. For example, the script identifies "Capitulation" when price collapses significantly (more than 2%) on volume that is at least three times the average. This specific signature—panic selling—often marks the psychological wash-out necessary for a market bottom. Conversely, the script detects "Volume Exhaustion" when prices drift without conviction on extremely low volume, indicating a lack of participant interest in pushing the trend further. Furthermore, the algorithm integrates On-Balance Volume (OBV) analysis, specifically looking for divergences. It detects subtle shifts where the price makes a new low, but the OBV makes a higher low, signaling that smart money is accumulating positions despite the falling price. This divergence logic is automated using pivot-based high/low detection arrays, adding a layer of foreshadowing that price-only indicators often miss.
Algorithmic Component III: Institutional Proxy and Intermarket Correlations
The Institutional Component distinguishes this framework from standard retail indicators by incorporating intermarket data that serves as a proxy for macro sentiment and institutional flow. The script pulls data from extraneous tickers—specifically the VIX (Volatility Index), Government Bond Yields (10-year and 2-year), Copper, Gold, and the Dollar Index (DXY). The logic here is grounded in fundamental market mechanics. For instance, the script analyzes the VIX to gauge market fear; however, it applies a contrarian logic. An extremely high VIX (panic) coincident with a low equity price is scored as a bullish factor, while a complacently low VIX at market highs is viewed as bearish. Similarly, the algorithm analyzes the Yield Curve (the spread between 10-year and 2-year yields). A steepening or flattening curve provides context on economic expectations, influencing the score based on whether the environment is "risk-on" or "risk-off." The Copper/Gold ratio is utilized as a barometer for global economic health; rising copper relative to gold suggests industrial demand and growth, confirming bullish setups, whereas falling copper prices signal contraction. By integrating these non-price variables, the framework ensures that a trade signal is not just technically sound but is also supported by the broader macroeconomic undercurrents that drive institutional capital allocation.
Algorithmic Component IV: Technical Momentum and Structure
The final layer of input comes from standard Technical Analysis, which serves to fine-tune the timing of the entry. This component aggregates readings from the Relative Strength Index (RSI), Moving Average Convergence Divergence (MACD), Bollinger Bands, and Support/Resistance proximity. While Z-Scores measure linear distance from the mean, the RSI and Bollinger Bands measure the velocity and elasticity of that move. The algorithm assigns higher scores when RSI hits extreme levels (below 20 or above 80) and when price action pierces the outer bounds of the Bollinger Bands. Additionally, the MACD is monitored for histogram reversals and signal line crosses that align with the mean reversion bias. A unique feature of this component is the proximity logic, which calculates how close the current price is to a 50-period high or low. If a statistical extreme coincides with a retest of a major structural support level, the technical score is maximized. This ensures that the trader is not catching a falling knife in a void, but rather identifying a reversal at a location where technical structure provides a natural floor or ceiling for price.
Regime Detection and Confidence Adjustment
A critical vulnerability of mean reversion strategies is that they can suffer severe drawdowns during strong, unidirectional trending markets (momentum regimes). To mitigate this, the framework incorporates a Regime Detection module using the Average Directional Index (ADX) and volatility thresholds. The script calculates the ADX to measure trend strength regardless of direction. If the ADX is above a certain threshold (default 25), the market is classified as "Trending." The script then cross-references this with volatility data to classify the environment into regimes such as "Crisis," "Trending," "Range," or "Mean-Revert." This classification is not merely cosmetic; it actively influences the final output through a "Regime Confidence" multiplier. If the system detects a strong trending regime, it dampens the Composite Score, requiring extraordinary evidence from the other components to trigger a signal. Conversely, if the market is detected as "Mean-Revert" or "Low-Vol Range," the confidence multiplier boosts the score, making the system more sensitive to reversion signals. This adaptive logic helps protect the trader from fading strong breakouts while aggressively capitalizing on ranging markets.
Usage Instructions and Dashboard Interpretation
Traders utilizing this framework should primarily interact with the on-screen Dashboard, which provides a real-time summary of all computed metrics. The dashboard is organized hierarchically, with the "Composite Score" and "Signal Status" at the top. A Composite Score above 70 is generally considered actionable, with scores above 85 representing "Exceptional" setups. The Dashboard is color-coded: green hues indicate bullish/oversold conditions suitable for buying, while red hues indicate bearish/overbought conditions suitable for selling or shorting. Traders should look for "Confluence" across the rows. Ideally, a robust signal will show a high Statistical score (indicating price is cheap/expensive), a high Volume score (indicating capitulation or accumulation), and a supportive Institutional score. If the Composite Score is high but the Institutional score is low, the trader should proceed with caution, as the macro environment may not support the trade.
The chart visuals provide immediate entry triggers. "Strong Bottom" (Green Triangle) and "Strong Top" (Red Triangle) shapes appear when the Composite Score breaches the high threshold and Z-Scores are at extremes. These are the primary execution signals. Smaller "Potential" markers indicate developing setups that may require lower timeframe confirmation. Additionally, specific volume icons (Diamonds) will appear to denote Capitulation or Climax events. A trader should ideally wait for the candle to close to confirm these signals. The alerts configured in the script allow the trader to be notified of these events remotely. For risk management, because this is a mean reversion tool, stop-losses should typically be placed below the swing low of the capitulation candle (for longs) or above the swing high of the climax candle (for shorts), anticipating that the statistical extreme marks the distinct turning point. By systematically waiting for the Composite Score to align with the visual signals and verifying the regime context on the dashboard, the trader effectively filters out low-probability trades, engaging only when statistics, volume, and macro-economics align.
Fractal Swing Levels📊 Fractal Swing Levels — Indicator Description
Fractal Swing Levels is a lightweight, visual indicator that plots historical swing high and swing low reference levels using Williams Fractal logic. The indicator helps traders visually identify areas where price previously formed confirmed pivots. These levels can be used as contextual reference zones when analyzing price structure and market behavior.
🔍 What the Indicator Does
Detects confirmed swing highs and swing lows using a configurable fractal length. Draws horizontal levels at those swing points. Extends the levels to the right for ongoing visual reference. Limits the number of displayed levels to keep the chart clean
🎨 Visual Elements
Red lines represent historical swing high levels
Green lines represent historical swing low levels
These lines are drawn only after fractal confirmation and represent past price structure, not future projections.
⚙️ Settings Explained
Fractal Length : Controls how significant a swing must be to qualify as a level.
Higher values → fewer, more prominent levels
Lower values → more frequent levels
Max Levels Per Side : Limits how many swing high and swing low levels are displayed at one time, helping reduce chart clutter.
📈 How to Use
Use the levels as visual reference points for structure analysis. Combine with trend tools, moving averages, or other technical indicators. Useful across intraday, swing, and positional timeframes. This indicator is best used as a contextual aid, not as a standalone decision tool.
⚠️ Important Notes
This is a visual analysis tool only. It does not generate buy or sell signals. It does not predict future price movement. Levels are based solely on confirmed historical price data
🎯 Summary
Fractal Swing Levels provides a clean and minimal way to visualize historical swing structure on the chart, helping traders better understand where price has previously reacted.
Trend Regime Bands (EMA 50 / 150 / 200)📘 Trend Regime Bands – EMA 50·150·200
Overview
Trend Regime Bands is a visual trend-context indicator designed to help users quickly understand whether the market is in a bullish or bearish regime. The indicator uses the alignment of EMA 50, EMA 150, and EMA 200 to determine overall trend direction, while additional EMAs are used only to create color-based bands for visual context. No buy or sell signals are generated.
How Trend Direction Is Determined
Trend direction is derived exclusively from the relative positioning of: EMA 50 (short-term trend) , EMA 150 (medium-term trend) , EMA 200 (long-term trend) . Bullish regime: EMA 50 ≥ EMA 150 ≥ EMA 200 . Bearish regime: EMA 50 < EMA 150 < EMA 200. These three EMAs act as the decision framework for the indicator.
What the Color Bands Represent : The indicator displays two visual bands on the chart:
Fast Band (Momentum Context) - Built using faster EMAs, Represents short-term momentum and pullback behavior. Brighter color intensity reflects stronger momentum
Slow Band (Regime Context) - Built using slower EMAs. Represents broader trend structure and regime stability.Deeper color intensity reflects stronger trend alignment
The color of both bands follows the trend direction determined by EMA 50/150/200:
Green shades indicate a bullish regime. Red shades indicate a bearish regime. Color intensity increases or decreases smoothly based on trend strength.
How to Use This Indicator
Use the bands to understand market context, not as entry or exit signals. Strong, bright bands suggest a well-established trend. Lighter bands indicate weaker or transitioning trends. The indicator works across intraday, swing, and higher timeframes. This tool is best used alongside price action, support/resistance, or other confirmation methods.
Important Notes
This indicator does not provide buy or sell signals. It does not predict future price movement. It is intended solely as a visual trend-regime and context tool
Summary
Trend Regime Bands offers a clean, distraction-free way to visualize bullish and bearish market regimes using EMA structure and color intensity, helping traders maintain directional awareness and discipline.
Supply & Demand Zones (Volume-Based)📌 Supply & Demand Zones (Volume-Based) — Indicator Description
Overview
This indicator visually highlights potential supply and demand price zones using historical candle structure combined with relative volume behavior.The zones are intended to help users observe areas of increased market activity where price has previously reacted. This tool is designed for visual analysis only.
How the Zones Are Identified
Demand zones are highlighted when price shows a strong bullish reaction following a bearish candle.Supply zones are highlighted when price shows a strong bearish reaction following a bullish candle.Relative volume is used as context, not as a predictive input, to classify zones into higher or lower activity levels.Zones automatically invalidate when price structurally breaks them.
About the Percentage Display
The percentage shown on a zone represents normalized relative volume strength at the time the zone was formed.This value is not a probability, not a success rate, and not a performance metric.It should not be interpreted as a prediction or trading signal.Percentages are displayed only for active zones and are removed once a zone is invalidated.
How This Indicator Is Intended to Be Used
As a visual reference tool for identifying historical supply and demand areas.As a contextual overlay alongside other forms of technical analysis.To observe how price behaves when revisiting previously active zones.This indicator does not suggest trade direction, entry timing, or exit levels.
Important Notes & Limitations
All zones are derived from historical price and volume data.Market conditions change, and historical zones may lose relevance over time.No trading decisions should be made based solely on this indicator.Users are encouraged to apply their own analysis and risk management.
Disclaimer
This indicator is provided for educational and informational purposes only.It does not constitute trading, investment, or financial advice.The author assumes no responsibility for decisions made using this tool.
Custom Psych Levels V1.0 Theo SignalDesigned for Index Traders (US30, NAS100, SPX, etc.)
This script is especially effective on indices such as US30, where price reacts strongly to round numbers and psychological zones. By default, levels adapt to index volatility and scale, making them ideal for:
intraday bias
pullback reactions
breakout continuation
mean reversion back to balance
Key Features
Rolling 5-Level Structure: Always centered on current price, no chart clutter.
Market- Aware Magnitude: Automatically adjusts spacing for indices, forex, and crypto.
Higher- Timeframe Anchoring: Optionally anchor levels to 1H, 4H, or Daily closes while trading lower timeframes like 5m.
Session & Daily Resets: Re-anchor levels at New York session open or new trading day.
Center Line Emphasis: Highlight the equilibrium level with custom color, thickness, and style for balance or decision-making.
Clean Professional Display: Only relevant levels near price are shown.
Trading Use Cases
This indicator is best used as a framework, not a signal generator. It excels when combined with:
momentum confirmation
liquidity sweeps
volume expansion
break-and-retest structures
session highs/lows
Traders can use the center line as balance, outer levels as reaction or target zones, and band shifts as confirmation of expanding price acceptance.
Kalman Hull Kijun [BackQuant]Kalman Hull Kijun
A trend baseline that merges three ideas into one clean overlay, Kalman filtering for noise control, Hull-style responsiveness, and a Kijun-like Donchian midline for structure and bias.
Context and lineage
This indicator sits in the same family as two related scripts:
Kalman Price Filter
This is the foundational building block. It introduces the Kalman filter concept, a state-estimation algorithm designed to infer an underlying “true” signal from noisy measurements, originally used in aerospace guidance and later adopted across robotics, economics, and markets.
Kalman Hull Supertrend
This is the original script made, which people loved. So it inspired me to create this one.
Kalman Hull Kijun uses the same core philosophy as the Supertrend variant, but instead of building a Supertrend band system, it produces a single structural baseline that behaves like a Kijun-style reference line.
What this indicator is trying to solve
Most trend baselines sit on a bad trade-off curve:
If you smooth hard, the line reacts late and misses turns.
If you react fast, the line whipsaws and tracks noise.
Kalman Hull Kijun is designed to land closer to the middle:
Cleaner than typical fast moving averages in chop.
More responsive than slow averages in directional phases.
More “structure aware” than pure averages because the baseline is range-derived (Kijun-like) after filtering.
Core idea in plain language
The plotted line is a Kijun-like baseline, but it is not built from raw candles directly.
High level flow:
Start with a chosen price stream (source input).
Reduce measurement noise using Kalman-style state estimation.
Add Hull-style responsiveness so the filtered stream stays usable for trend work.
Build a Kijun-like baseline by taking a Donchian midpoint of that filtered stream over the base period.
So the output is a single baseline that is intended to be:
Less jittery than a simple fast MA.
Less laggy than a slow MA.
More “range anchored” than standard smoothing lines.
How to read it
1) Trend and bias (the primary use)
Price above the baseline, bullish bias.
Price below the baseline, bearish bias.
Clean flips across the baseline are regime changes, especially when followed by a hold or retest.
2) Retests and dynamic structure
Treat the baseline like dynamic S/R rather than a signal generator:
In uptrends, pullbacks that respect the baseline can act as continuation context.
In downtrends, reclaim failures around the baseline can act as continuation context.
Repeated back-and-forth around the line usually means compression or chop, not clean trend.
3) Extension vs compression (using the fill)
The fill is meant to communicate “distance” and “pressure” visually:
Large separation between price and baseline suggests expansion.
Price compressing into the baseline suggests rebalancing and decision points.
Inputs and what they change
Kijun Base Period
Controls the structural memory of the baseline.
Higher values track broader swings and reduce flips.
Lower values track tighter swings and react faster.
Kalman Price Source
Defines what data the filter is estimating.
Close is usually the cleanest default.
HL2 often “feels” smoother as an average price.
High/Low sources can become more reactive and less stable depending on the market.
Measurement Noise
Think of this as the main smoothness knob:
Higher values generally produce a calmer filtered stream.
Lower values generally produce a faster, more reactive stream.
Process Noise
Think of this as adaptability:
Higher values adapt faster to changing conditions but can get twitchy.
Lower values adapt slower but stay stable.
Plotting and UI (what you see on chart)
1) Adaptive line coloring
Baseline turns bullish color when price is above it.
Baseline turns bearish color when price is below it.
This makes the state readable without extra panels.
2) Gradient “energy” fill
Bull fill appears between price and baseline when above.
Bear fill appears between price and baseline when below.
The goal is clarity on separation and control, not decoration.
3) Rim effect
A subtle band around price that only appears on the active side.
Helps highlight directional control without hiding candles.
4) Candle painting (optional)
Candles can be colored to match the current bias.
Useful for scanning many charts quickly.
Disable if you prefer raw candles.
Alerts
Long state alert when price is above the baseline.
Short state alert when price is below the baseline.
Best used as a bias or regime notification, not a standalone entry trigger.
Where it fits in a workflow
This is a context layer, it pairs well with:
Market structure tools, BOS/MSB, OBs, FVGs.
Momentum triggers that need a regime filter.
Mean reversion tools that need “do not fade trends” context.
Limitations
No baseline eliminates chop whipsaws, tuning only manages the trade-off.
Settings should not be copy pasted across assets without checking behavior.
This does not forecast, it estimates and smooths state, then expresses it as a structural baseline.
Disclaimer
Educational and informational only, not financial advice.
Not a complete trading system.
If you use it in any trading workflow, do proper backtesting, forward testing, and risk management before any live execution.
