Opening Range Breakout + VWAP + Volume [ORB Strategy]A complete Opening Range Breakout (ORB) strategy with optional VWAP and volume confirmation filters for day trading futures, stocks, and indices.
█ FEATURES
- Configurable Opening Range duration (5-60 minutes)
- VWAP filter — only take longs above VWAP, shorts below
- Volume confirmation — require relative volume (RVOL) spike on breakout
- Adjustable trading time window with timezone support
- Visual OR high/low levels with glow effect
- Real-time dashboard showing filter status and session state
- 6 built-in alerts for signals and filter rejections
- 5 color themes (Supernova, Nebula Core, Aurora Borealis, Ice Giant, Solar Flare)
█ HOW IT WORKS
1. Marks the high/low of the Opening Range after market open
2. Generates BUY signal when price breaks above OR high (with optional filters)
3. Generates SELL signal when price breaks below OR low (with optional filters)
4. Failed breakouts (rejected by filters) shown as small markers
█ FILTER COMBINATIONS
Toggle filters independently:
- ORB only — classic breakout signals
- ORB + VWAP — directional bias confirmation
- ORB + Volume — momentum confirmation
- ORB + VWAP + Volume — maximum filter (recommended)
█ RECOMMENDED USE
- Best on 5-15 minute charts
- Optimized for NQ, MNQ, ES, MES futures
- Works on stocks and indices
- Ideal for 9:30-11:00 AM ET session trading
█ INPUTS
Opening Range: duration, line visibility, extension
Session: start time, trade window, timezone
Filters: VWAP toggle, volume toggle, RVOL threshold
Display: signal size, dashboard position/size, theme
DM for access
Volatilität
Relative VolumeSimple relative volume indicator.
Relative Volume (RVOL) on is a technical indicator that compares an asset's current trading volume to its historical average for that specific time of day, helping traders spot unusual activity, confirm trends, or find potential reversals by showing if volume is significantly higher (green/buzzing) or lower (red/flat) than normal. It's popular for intraday analysis, identifying "in-play" tickers, and gauging market conviction.
SNIPER ORB V4SNIPER ORB V4
### What It Does
Draws 5/15/30 minute Opening Range Breakout levels with confirmation patterns.
### Session Times
| Session | Hours (ET) |
|---------|------------|
| London | 3:00 - 9:30 |
| New York | 9:30 - 17:00 |
### Levels Drawn
| Level | Color Default | Purpose |
|-------|---------------|---------|
| 5m ORB H/L | Blue | Scalp levels |
| 15m ORB H/L | Cyan | Swing levels |
| 30m ORB H/L | Purple | **Primary levels** |
| Targets 1x-3x | Green/Red | Profit targets |
### Signals
| Signal | Meaning | Priority |
|--------|---------|----------|
| `ORB↑` | Confirmed breakout up | ⭐⭐ |
| `ORB↓` | Confirmed breakout down | ⭐⭐ |
| `RT↑` | Retest long entry | ⭐⭐⭐ **BEST** |
| `RT↓` | Retest short entry | ⭐⭐⭐ **BEST** |
| `FVG↑` | FVG zone long | ⭐⭐⭐ |
| `FVG↓` | FVG zone short | ⭐⭐⭐ |
| `ABS` | Absorption (caution) | ⚠️ Warning |
| `FK!` | Fakeout detected | ❌ Avoid |
### FVG Zones (Blue Boxes)
- **Bullish FVG** = Gap below price → Support zone
- **Bearish FVG** = Gap above price → Resistance zone
- **Best Entry** = Price touches FVG + Engulfing candle
### Bar Colors
| Color | Meaning |
|-------|---------|
| Bright Green | Bullish breakout confirmed |
| Bright Red | Bearish breakout confirmed |
| Light Green | Bullish retest entry |
| Light Red | Bearish retest entry |
### Info Table Key
| Field | Green = Good | Yellow/Orange = Caution |
|-------|--------------|-------------------------|
| Volume | HIGH VOL | Normal |
| Body | STRONG (70%+) | Normal/Weak |
| Status | BROKE HIGH/LOW | IN RANGE |
### Quick Trade Plan
```
LONG:
1. Wait for 30m ORB to complete
2. Watch for ORB↑ breakout
3. WAIT for pullback to ORB High
4. Enter on RT↑ or FVG↑ signal
5. SL = Below 30m ORB Low
6. TP = Target 1x or 2x
SHORT:
1. Wait for 30m ORB to complete
2. Watch for ORB↓ breakout
3. WAIT for pullback to ORB Low
4. Enter on RT↓ or FVG↓ signal
5. SL = Above 30m ORB High
6. TP = Target 1x or 2x
```
---
MGC 5 POINT WIN NY SESSION🚀 EMA Crossover Strategy (MGC) — Precision Trend Trading With Smart Risk Control
Unlock a cleaner, more consistent way to trade Micro Gold Futures (MGC) with this trend‑powered EMA crossover system. Designed for traders who want high‑probability entries, tight risk management, and automated profit protection, this strategy blends simplicity with powerful trade logic.
If you’re tired of chop, fakeouts, and inconsistent setups — this is built for you.
🔥 Why This Strategy Works
Gold loves structure. This system takes advantage of that by combining:
✅ Trend‑Aligned Entries
Trades only trigger when the fast EMA crosses the mid or slow EMA in the direction of the dominant trend. No counter‑trend guessing. No fighting momentum.
✅ 5‑Point Take Profit (Optimized for MGC)
A realistic, repeatable target that fits MGC’s intraday volatility. With 3 micro contracts, that’s roughly $150 per trade.
✅ Break‑Even Protection (+2 Points)
Once the trade moves +2 points in your favor, the stop snaps to break‑even. Your downside risk instantly drops to zero.
✅ Trailing Stop Engine (+3 Points)
At +3 points, a dynamic trailing stop activates — letting winners run while locking in gains. Perfect for catching those extended gold pushes.
⚙️ What’s Under the Hood
This strategy uses:
9 EMA → short‑term momentum
20 EMA → medium‑term structure
55 EMA → trend filter
Crossover logic → precise entries
Dollar‑based initial stop → consistent risk
Break‑even + trailing stop → automated profit protection
Everything is built to keep you on the right side of the market while minimizing unnecessary losses.
📈 Who This Strategy Is For
This system is ideal for traders who want:
Clean, rules‑based entries
Trend‑only setups
Fast break‑even protection
A realistic, repeatable profit target
A strategy that works across Asia, London, and NY sessions
A simple but powerful framework that doesn’t require indicators all over the chart
If you scalp or intraday trade MGC, this fits your workflow perfectly.
🧪 Backtest Behavior
In testing, this strategy consistently shows:
Fewer false signals due to trend filtering
Stronger win rate thanks to the 5‑point TP
Reduced drawdowns from early break‑even logic
Better performance in choppy conditions
Smooth equity curves during trending sessions
It’s built for stability — not lottery‑ticket trades.
🎯 Recommended Settings
Timeframe: 5‑minute
Symbol: MGC1!
Fast EMA: 9
Mid EMA: 20
Slow EMA: 55
Take Profit: 5 points
Break‑Even Trigger: +2 points
Trailing Trigger: +3 points
Trailing Distance: 1 point
Risk per Trade: $100
💡 Final Notes
This strategy is designed to give you structure, consistency, and confidence in the gold market. It removes emotion, avoids chop, and automates the parts of trading that humans tend to mess up.
If you want a clean, disciplined approach to MGC — this is it.
SNIPER Initial Balance V1SNIPER INITIAL BALANCE V1
### What It Does
Draws the first hour's high/low range with extensions and breakout signals.
### IB Times (Auto-Selected)
| Market Type | IB Period (ET) |
|-------------|----------------|
| Index (ES/NQ/YM) | 9:30 - 10:30 |
| Gold (GC/MGC) | 8:30 - 9:30 |
| Energy (CL) | 9:00 - 10:00 |
### Levels Drawn
| Level | Style | Purpose |
|-------|-------|---------|
| IB High | Solid | Resistance |
| IB Low | Solid | Support |
| IB Mid | Dashed | Mean reversion |
| 50% Ext | Dotted | Target 1 |
| 100% Ext | Dotted | Target 2 |
| 1SD (1.28x) | Dashed | 80% range |
| 2SD (2.0x) | Dashed | 95% range |
### Signals
| Signal | Meaning | Action |
|--------|---------|--------|
| `IB↑` | Breakout above IB High | Look for long |
| `IB↓` | Breakout below IB Low | Look for short |
| `RT↑` | Retest long entry | **BEST ENTRY** - Go long |
| `RT↓` | Retest short entry | **BEST ENTRY** - Go short |
| `FK` | Fakeout warning | **AVOID** - Don't enter |
### Entry Requirements (All Must Be True)
- ✅ Close above/below level (not just wick)
- ✅ Volume ≥ 1.3x average
- ✅ Body ≥ 60% of candle
- ✅ Minimal adverse wick
### Quick Trade Plan
```
LONG: Wait for RT↑ → SL below IB Low → TP at 50% or 100% ext
SHORT: Wait for RT↓ → SL above IB High → TP at 50% or 100% ext
```
---
MGC 5POINT WIN(Asia + London Optimized, BE + Trail + ATR Filter)📌 Strategy Description (Asia + London + NY Optimized Version)
This strategy is designed specifically for MGC (Micro Gold Futures) and optimized to perform consistently across Asia, London, and New York sessions. Gold behaves differently in each global session, so this system uses volatility‑adaptive logic, trend confirmation, and dynamic stop management to maintain stable performance 24 hours a day.
The goal is simple: Capture clean, trend‑aligned moves while avoiding low‑quality chop and protecting profits early.
🔶 Core Logic
The strategy uses a 9/20/55 EMA structure to identify trend direction and momentum shifts. Entries occur only when the fast EMA crosses the mid or slow EMA in the direction of the prevailing trend, filtering out counter‑trend signals.
🔶 Trend Filter
To improve accuracy and reduce noise:
Longs only when price is above the 55 EMA
Shorts only when price is below the 55 EMA
This keeps the system aligned with broader directional bias.
🔶 Volatility Filter (ATR‑Based)
Asia session often has low volatility and choppy price action. To avoid low‑quality setups, the strategy requires ATR to be above a minimum threshold before allowing entries.
This dramatically improves performance during Asia and stabilizes results across all sessions.
🔶 EMA Slope Filter
Sideways markets are filtered out by requiring the slow EMA to have a minimum slope. This ensures trades only occur when the market is actually moving.
🔶 Profit Target
The strategy uses a 5‑point take‑profit, which is ideal for MGC’s intraday volatility. With 3 micro contracts, this equals approximately $150 per trade.
This TP level provides:
High win rate
Frequent opportunities
Realistic movement across all sessions
🔶 Dynamic Stop Management
Break‑Even Stop (+2 Points)
Once price moves +2 points in profit, the stop is moved to the entry price. This eliminates downside risk and protects against reversals.
Trailing Stop (+3 Points)
After price reaches +3 points in profit, a trailing stop activates. This allows the strategy to lock in gains while still giving room for the move to reach the 5‑point target.
📊 Backtest Notes
During backtesting, the following behaviors were observed:
ATR filter removes 40–60% of losing trades during Asia session
EMA slope filter significantly reduces chop entries
London session performance improves due to cleaner trend confirmation
New York session performance remains strong and unaffected
Drawdowns are reduced across all sessions
Win rate increases due to trend‑aligned entries and early risk removal
Trailing stop captures extended moves without sacrificing consistency
🔧 Recommended Settings
Fast EMA: 9
Mid EMA: 20
Slow EMA: 55
Take Profit: 5 points
Break‑Even Trigger: +2 points
Trailing Stop Trigger: +3 points
Trailing Distance: 1 point
ATR Length: 14
Minimum ATR: 0.25–0.35
EMA Slope Minimum: 0.02–0.05
Timeframe: 5‑minute chart
Symbol: MGC1! or continuous MGC contract
🎯 Best Use Case
This strategy is ideal for traders who operate during:
Asia session (low volatility)
London session (medium volatility)
New York session (high volatility)
The system adapts automatically to volatility conditions, making it suitable for 24‑hour trading.
SuperSqueeze 2.0 - Supertrend Indicator with Buy/Sell SignalsSuperSqueeze 2.0 — Supertrend Indicator with Buy/Sell Signals
A clean, customizable Supertrend indicator for identifying trend direction and reversal points. Uses ATR-based dynamic support/resistance levels that trail price action.
HOW IT WORKS:
- Green line = Uptrend (price above support)
- Red line = Downtrend (price below resistance)
- Buy/Sell labels appear on trend flips
FEATURES:
- Adjustable ATR period and multiplier (default: 10, 3.0)
- Two ATR calculation methods (standard or SMA-based)
- Optional trend highlighting fill
- Built-in alerts for trend changes
BEST FOR:
- Trend following entries and exits
- Trailing stop-loss placement
- Filtering trades in the dominant direction
- Works on any timeframe and instrument (futures, stocks, crypto, forex)
DEFAULT SETTINGS: ATR 10, Multiplier 3.0 — adjust multiplier higher for fewer signals, lower for more sensitivity.
DM for access
Data Panel - Trend & Bollinger + CVD + AlertsData Panel – Trend, Bollinger, CVD & Alerts
Description:
This indicator, built in Pine Script v5, integrates multiple tools into a unified panel with PC/Mobile mode switch. It is not just a mashup of indicators, but a structured design that helps traders monitor trend, RSI, MACD, Bollinger squeeze/breakouts, CVD, buy/sell volume, EMA crosses and nearness in one place.
• Trend & Momentum: EMA fast/slow, SMA, RSI and MACD show market direction and strength.
• Volatility: Bollinger Bands with squeeze detection and breakout signals.
• Volume & CVD: Buy/sell volume sums and cumulative delta volume for order flow analysis.
• Multi‑timeframe RSI: Confirms extreme zones on 1H and 4H simultaneously.
• EMA Cross/Nearness: Detects major EMA alignments and proximity conditions.
• Alerts: Built‑in alert conditions for RSI, MACD, Bollinger breakouts, EMA crosses and EMA nearness.
• Mode Switch: PC panel shows extended details; Mobile panel provides simplified view for readability.
This script is closed‑source to protect its original panel design and integrated alert logic.
Disclaimer:
Educational use only, not financial advice. Author not responsible for trading outcomes.
Access:
Invite‑only. Access is managed through TradingView’s request access system.
SuperSqueeze - Supertrend & Squeeze Momentum Strategy for MNQA systematic day trading strategy combining two powerful indicators: Supertrend (ATR-based trend following) and Squeeze Momentum (Bollinger Bands/Keltner Channel compression). Designed for MNQ, NQ, and other futures contracts seeking consistent daily profits.
Core Strategy Logic: Entries trigger on Supertrend flips when confirmed by strong directional momentum (customizable threshold, default ±30). A built-in 5-point scoring system filters setups by quality—only high-probability trades (Score 4-5) execute by default.
Key Features:
* Momentum Threshold Filter — Blocks weak, choppy signals below your minimum momentum requirement
* Session Time Filter — Trade only during your preferred market hours with timezone offset support
* Midday Chop Filter — Automatically blocks entries during low-conviction lunch hours (12:00–1:30 PM EST)
* Daily Profit Target — Auto-closes positions and stops trading when session target is reached
* Session Start Entry — Enters immediately if trend is already established at session open
* Debug Mode — Visual labels explain exactly why entries were blocked (momentum, time, score, etc.)
* Squeeze Detection — Plots squeeze status (in squeeze, released, none) for visual confirmation
Optimized Settings: Supertrend: ATR 10, Multiplier 3.0 Squeeze: BB Length 20, KC Length 20 Fully customizable via inputs.
Best For:
* Futures day traders (MNQ, NQ, ES, MES)
* Momentum-based systematic trading
* Traders seeking rule-based entries with clear stop-loss (Supertrend line)
* Prop firm traders managing daily drawdown limits
Execution Notes: Entries execute on candle close (not intrabar) for realistic backtesting. Exits occur on opposing Supertrend flip, session end, or profit target—whichever comes first.
Unified Master Indicator V6i.imgur.com
Unified Master Indicator V6 – Trend, Divergence, Alarm and Trade Panel
Description (English):
This indicator combines classic elements (EMA, SMA, RSI, MACD, Bollinger Bands, Volume, CVD) into a unified panel that allows traders to monitor trend, divergence, volatility, alarms, and risk management in one place.
• Trend & Momentum: EMA20/50/100/200, SMA50 and VWAP show market direction. RSI and MACD measure momentum strength.
• Volatility & Breakouts: Bollinger squeeze detection and breakout signals highlight volatility shifts.
• Divergence Analysis: Detects regular and hidden bullish/bearish divergences on RSI, MACD Histogram and CVD.
• Alarm Panel: Displays early/strong signals, divergence alerts, fake buy/sell warnings, and Bollinger breakouts.
• Trade Panel: Calculates position size, margin requirements, ATR‑based stop loss, and TP1/TP2/TP3 targets automatically.
This script is closed‑source because it provides an original panel design and integrated alarm/trade logic not available in open‑source scripts. The unified structure and risk management features deliver clear value to traders.
Open Interest Weighted Average Price [Arjo]Open Interest Weighted Average Price , or OIWAP , is a simple visual indicator that shows the average price of an asset based on changes in open interest .
Instead of using trading volume like VWAP, this indicator gives more weight to prices where new futures contracts are being added or removed . This helps highlight the price levels where traders are actively building or closing positions.
The indicator shows:
A main line that represents the average price weighted by open interest changes.
Upper and lower bands (standard deviation bands) that show how far the price moves away from this average.
OIWAP is mainly useful for NSE futures markets , where open interest data is available. It helps traders visually understand where most market participation and positioning are taking place relative to price .
Concepts:
Applies statistical concepts, including weighted averaging and standard deviation, to open interest data
Uses the absolute change in open interest as a weighting factor for each price point
Creates a dynamic average that reflects where significant open interest activity has occurred during a given period
Standard deviation bands are computed from this weighted average to show the statistical spread of prices around the OIWAP line
Resets calculations based on user-selected time periods (daily, weekly, monthly, or session-based)
Allows for fresh analysis at regular intervals
Similar concept to volume-weighted average price (VWAP) indicators, but uses open interest changes as the weighting component
Features:
Weighted Average: Calculates a central line based on contract activity.
Flexible Anchors: Allows users to choose the reset period for the calculation.
Volatility Bands: Displays outer and mid-bands to visualize price stretches.
Data Check: Built-in alerts notify you if Open Interest data is missing for a symbol.
Visual Zones: Color-coded areas help identify price location at a glance.
How To Use
When you add the indicator to your chart, you will see:
A main OIWAP line — the open-interest-weighted price level
Mid-bands around the line (±0.5 standard deviations)
Outer bands farther away (±2.0 standard deviations)
Shaded background zones between these lines
You can:
Change the reset period to see how the average behaves over different time ranges
Adjust the timeframe for open-interest data
Turn mid-bands on or off
Adjust colors and styles to improve readability
Conclusion
The OIWAP indicator serves as an educational tool for visualizing the relationship between price movements and open interest activity in futures markets
Presents a weighted average price line along with statistical deviation bands
Offers a structured framework for chart analysis
Customizable settings allow users to adapt the display to their analytical preferences
Maintains focus on visual interpretation rather than directional predictions
Functions as a supplementary charting overlay that may complement other forms of technical and fundamental analysis
Disclaimer
This indicator is for educational and visual-analysis purposes only. It does not provide trading signals, financial advice, or guaranteed outcomes . You should perform your own research and consult a licensed financial professional when needed. All trading decisions are solely the responsibility of the user.
Footprint.Pro [Elykia]OVERVIEW
The Footprint Pro is a comprehensive Order Flow and Footprint analysis tool designed to visualize buying and selling pressure inside each candlestick. Unlike standard charts that only show OHLC (Open, High, Low, Close), this script uses a proprietary Reconstruction Engine to reveal the internal volume distribution, allowing traders to see the interaction between aggressive buyers (Ask) and sellers (Bid) at every price level.
METHODOLOGY & DATA PRECISION
To achieve high-definition Order Flow without external data feeds, this script is designed to be applied on a 1-second (1s) chart timeframe .
Reconstruction Engine: It harvests granular 1-second data to mathematically reconstruct and draw Footprint candles for higher timeframes (from 1 Minute up to 15 Minutes).
Why 1-second? By processing 1-second intervals, the script captures the exact price levels where volume was traded with very high precision. This allows for the creation of accurate Volume Profiles and Delta calculations inside the candle, creating a granular view impossible to achieve with standard timeframe data.
CALCULATION MODES & STYLES
The script processes this data using distinct algorithms and visualization styles to adapt to different market conditions.
Timeframe Mode: Reconstructs standard time-based footprints (e.g., viewing M5 candles while remaining on the 1s chart).
Simulated Range Bars: Uses a custom volatility algorithm to ignore time and close bars based on pure price movement.
Why use Range Mode? Unlike time-based charts, Range bars filter out "noise" during low volatility (choppy markets) and clarify market structure, allowing traders to see pure price action and volume distribution without the distortion of time.
VISUALIZATION TOOLS: HISTOGRAM, HEATMAP & POC
Profile Style (Histogram): Instead of raw numbers, the script draws a volume profile inside the candle. This offers an instant visual reading to spot if volume is "heavy" at the bottom (support) or top (resistance).
Heatmap (Dynamic Coloring):
Function: The script dynamically adjusts the opacity (transparency) of each histogram bar based on Delta intensity relative to surrounding volumes. Levels with strong aggression appear opaque and vivid, while low activity zones remain transparent.
Trader Benefit: This creates an immediate visual hierarchy. The trader's eye automatically ignores noise to focus only on "Hot Spots" where the real battle between buyers and sellers is taking place.
POC (Point of Control): Indicates the exact price level where maximum volume was traded. Its position is crucial: a POC at the top of a wick indicates buyers were trapped (weakness/rejection).
Show Data (Dashboard): Displays real-time Total Volume, Delta, and candle size to qualify volatility (e.g., distinguishing an anecdotal move from a real institutional impulse).
MAJOR SYNERGY: MULTI-TIMEFRAME SMT & FOOTPRINT
The script integrates an SMT (Smart Money Technique) engine that works in synergy with the Footprint to offer a comprehensive "Macro & Micro" approach.
1. The SMT Engine (The Structural Alert)
The module performs a background scan on 4 distinct timeframes simultaneously (e.g., 30s, 1m, 2m, 5m).
Logic: It continuously compares the Pivots (Highs/Lows) of the current asset against a correlated comparison asset (e.g., NQ vs ES or EURUSD vs DXY).
Signal: If Asset A makes a Higher High while Asset B makes a Lower High on ANY of the 4 monitored timeframes, a specific divergence label is plotted.
Interest: It is an early warning signal indicating an institutional intention of reversal or exhaustion, often before price visibly turns.
2. Interaction with Footprint (The Confirmation)
An SMT divergence alone can be early. Combining it with Footprint offers surgical timing:
Context: SMT warns that correlations are breaking and the move is running out of steam.
Trigger: The trader then waits for the Footprint to display a Rejection Setup or Absorption at this SMT level.
Result: This avoids entering too early and confirms that real orders (Micro-structure) validate the structural thesis (Macro).
SMART ASSISTANT: REAL-TIME CONTEXT
To assist traders, a logic engine analyzes the last 5-10 reconstructed candles to detect actor psychology:
Liquidity Sweeps (Turtle Soup):
Function: Price breaks a recent high/low to trigger stops, then immediately reintegrates.
Trader Benefit: Allows identification of false breakouts and taking the counter-party (Reversal) with an excellent risk/reward ratio, once liquidity is captured.
Absorption (Iceberg Orders):
Function: Massive volume traded without price progression (Strong Delta but small candle).
Trader Benefit: Signals a "Wall" of passive limit orders. The trader knows not to bet against this wall (protection) or can enter in the direction of the defense.
Traps (Delta Divergence):
Function: Divergence between candle color and its Delta (e.g., Red Candle with massive Green Delta).
Trader Benefit: Indicates aggressive participants are "trapped" (underwater). The trader profits from their pain (Pain Trade) when these trapped traders have to liquidate positions.
THE 6 ALGORITHMIC SETUPS (TRIANGLES & MARKERS)
The script monitors every tick to generate 6 specific signals, reducing trader mental fatigue:
Setup 1: Rejection (Validated Rejection)
Signal: Large wick + Delta confirming rejection.
Interest: Filters profit-taking to keep only real counter-trend aggression.
Setup 2: Exhaustion
Signal: Sharp volume drop at high/low + POC at extreme.
Interest: Indicates end of a healthy trend (no one left to push price).
Setup 3: Failed Aggression
Signal: Explosive volume (>2x avg) but price stalls.
Interest: Sign of institutional hand blocking the market (Absorption). Powerful reversal signal.
Setup 4: Trap
Signal: Strict divergence between candle color and cumulative Delta.
Interest: Exploiting the "Squeeze" of trapped traders.
Setup 5: Stacked Imbalances (The Wall)
Signal: 3 consecutive price levels with buy/sell imbalance > 300%.
Interest: Materializes a very strong Support/Resistance zone (displayed by a box). If price tests this zone again, it's a high-probability bounce opportunity.
Setup 6: Absorption Pattern (Zero Prints / Block)
Signal: Presence of "Zeros" in footprint (lack of liquidity) vs large volume (block).
Interest: Fine microstructure detection often indicating immediate stop of current move.
VWAP INTEGRATION & COMBINED STRATEGY
The script calculates and plots an anchored VWAP (Volume Weighted Average Price), based on the reconstructed data.
Interest of VWAP (The "Fair Value"): The VWAP is the absolute reference for institutional algorithms. It represents the average price paid by all participants during the session. If price is above, the trend is bullish (buyers in control); below, it is bearish. It often acts as an invisible dynamic support/resistance.
VWAP + Footprint Interaction (Context + Trigger): The VWAP provides the level of intervention and the Footprint provides the confirmation via volume.
Instead of trading every Footprint signal randomly, the trader uses VWAP as a probability filter:
1. In uptrend: Ignore sell signals. Wait for price to pull back to VWAP.
2. Confirmation: At that precise moment, look at the Footprint.
Concrete Trade Example (The "Defensive Bounce"):
Scenario: Price is in uptrend and corrects to touch the VWAP line.
What Footprint must show: Look for an Absorption or Failed Aggression Setup. For example, aggressive sellers attack the VWAP (very negative Delta, big red volume), but price refuses to close below VWAP (rejection wick or green candle).
The Order: This is the signal that institutions are defending their average price (passive buy limits absorbing sells). The trader buys with a short stop below the absorption wick, aligning with "Big Players".
AUTHOR'S INSTRUCTIONS
IMPORTANT: CONFIGURATION REQUIRED
This script uses a granular reconstruction engine. To work correctly, you MUST set your chart timeframe to 1 second (1s) .
Step-by-Step Setup:
Open your chart and select the 1-second (1s) timeframe.
Hide the original candles: Right-click on the chart, Settings, Symbol, uncheck the "Body", "Borders", and "Wick". This removes the clutter of the 1s bars so you can see the reconstructed Footprint clearly.
Add the indicator to the chart.
The script loads with a default 1-minute configuration. You can change to Range Bars or other timeframes in the Settings.
DISCLAIMER
This tool is for informational and educational purposes only. It does not constitute financial advice or a signal service. Past performance of the detected patterns (SMT, Imbalances...) does not guarantee future results. Trading involves a high level of risk.
ACCESS
This is an invite-only script. To obtain access, please use the link provided in the Signature field below.
Teppa Pro SessionsPro Session Boxes + Pip Range: The Complete Institutional Session Suite
This all-in-one indicator is designed for professional traders who require precise session timing, volatility analysis, and liquidity reference points without the chart clutter. It combines visual session tracking with real-time statistical data to help identifying expansion, consolidation, and potential reversal zones.
Key Features:
📊 Dynamic Session Boxes:
Clearly highlights the Asian, London, and New York sessions with customizable, color-coded ranges.
Visualizes the "Killzones" instantly on your chart.
📉 Smart Pip Analysis:
Live Ranges: Displays the current pip range for every active session.
Historical Context: compares current volatility against a 20-day rolling average directly on the chart labels (e.g., Current (Avg)).
Macro Dashboard: A fixed top-right panel provides the 30-Day Average Range for the full Asia, London, and NY sessions, giving you a high-level view of market volatility.
🎯 Institutional Price Levels (True Origin):
Automatically plots PDH/PDL (Previous Day High/Low) and PWH/PWL (Previous Week High/Low).
"True Origin" Logic: Lines are drawn starting exactly from the candle where the high/low occurred, rather than arbitrary horizontal lines, providing precise context for liquidity sweeps.
🕒 Critical Timing Markers:
Frankfurt Open: Dashed vertical lines marking the critical 02:00–03:00 (UTC-5) window.
NY Trap: Highlights the often-manipulative 08:00–09:00 (UTC-5) pre-market zone.
Auto-Clean: Intraday timing lines automatically delete at the start of a new day to keep your charts pristine.
Configuration:
Default Timezone: UTC-5 (New York Time).
Fully customizable colors and lookback periods for data calculation.
Designed for ICT, SMC, and Session-based traders who demand precision.
Donchian Channel (Simple & Clear Version)Donchian Channel Indicator - Simple & Clear
OVERVIEW
The Donchian Channel is a powerful trend-following indicator that helps identify breakouts and potential trading opportunities. It consists of three lines based on the highest high and lowest low over a specified period.
HOW IT WORKS
• Upper Band (Green): The highest price over the last N periods
• Lower Band (Red): The lowest price over the last N periods
• Middle Line (Blue): The average of upper and lower bands
TRADING SIGNALS
📈 Bullish Breakout: When price breaks above the upper band (green triangle)
📉 Bearish Breakout: When price breaks below the lower band (red triangle)
SETTINGS
• Period Length: Default is 20 (adjustable based on your trading timeframe)
• Show Middle Line: Toggle on/off to display the middle line
HOW TO USE
1. Upward breakouts suggest potential long entries
2. Downward breakouts suggest potential short entries
3. Price touching upper band = strong uptrend
4. Price touching lower band = strong downtrend
5. Use with other indicators for confirmation
BEST PRACTICES
✓ Works well in trending markets
✓ Combine with volume analysis for better accuracy
✓ Consider using stop-loss below/above the opposite band
✓ Adjust period length: shorter for day trading (10-14), longer for swing trading (20-50)
Perfect for traders looking for a clean, easy-to-understand breakout indicator!
Liquidity Analysis ProLIQUIDITY ANALYSIS PRO - Smart Money Concepts Trading Indicator
Automated liquidity zone detection and SMC-based trading signals for professional traders.
KEY FEATURES:
✅ Automatic Liquidity Zone Detection (swing highs/lows)
✅ SMC Trading Signals (BUY/SELL with displacement detection)
✅ Liquidity Strength Analysis (volume, touches, time)
✅ Next Target Prediction (untaken liquidity zones)
✅ Exhaustion Detection (reversal alerts)
✅ Zone Merging (optional, reduces clutter)
✅ Trend Filter (EMA-based)
✅ Real-Time Info Dashboard
HOW IT WORKS:
- Identifies liquidity zones where stop orders cluster
- Detects when zones are swept (liquidity taken)
- Generates signals after displacement (strong move)
- Predicts next price targets
- Tracks zone strength and exhaustion
SIGNAL LOGIC:
BUY: Low zone swept → upward displacement → signal
SELL: High zone swept → downward displacement → signal
CUSTOMIZABLE SETTINGS:
- Swing length (5-50 bars)
- Zone width (ATR multiplier)
- Displacement bars & threshold
- Strength weights (volume/touches/time)
- Trend filter (EMA periods)
- Colors and display options
WORKS ON ALL TIMEFRAMES: 1m to Monthly
Perfect for swing trading, day trading, and position trading. Built on proven Smart Money Concepts principles.
ATR Tick Targets (Daily + Intraday)ATR Tick Targets (Daily + Intraday)
This indicator calculates ATR-based tick targets and stops using both intraday ATR and daily ATR, then converts the result directly into tick distances relative to the current price.
It’s designed for traders who think in ticks rather than raw price units, especially futures traders (e.g., MGC, ES, NQ, CL, etc.).
🔍 What it does
✔️ Calculates:
Intraday ATR
Daily ATR
A combined ATR value (user-selectable)
✔️ Converts ATR → ticks using the symbol’s minimum tick size
✔️ Plots:
ATR-based long TP / SL
ATR-based short TP / SL
✔️ Displays:
tick distances for TP and SL
ATR values used in calculation
optional label shifted to the right of price
⚙️ ATR combination methods
You can choose how ATR is derived:
Intraday only
Daily only
Average (default)
Max (more conservative stops / larger targets)
This allows you to match your volatility model to your trading style.
🎯 Typical use cases
This tool is useful if you:
set fixed tick SL/TP from ATR
scale target size with volatility
trade futures or tick-based markets
want a volatility-aware RR framework
want targets that expand in trends and contract in chop
It does not generate trade signals. It simply provides objective ATR-based distances that you can plug into your own strategy.
👁️ Visual control
Options include:
show/hide lines
show only current + previous bar
show full historical levels
toggle long/short model independently
offset info label to avoid covering candles
⚠️ Notes
Works on any timeframe
Tick values depend on the symbol’s minimum tick size
Intended for analysis, not guaranteed execution distances
TNT Intraday Checklist█ OVERVIEW
TNT Intraday Checklist is a structured decision-support tool developed exclusively for the TNT One trading community by The Noiseless Trader. It implements the proprietary 5-condition intraday framework that is central to the TNT methodology.
This indicator is designed to work alongside the educational content and trading approach practiced within the TNT One community.
█ COMMUNITY-EXCLUSIVE TOOL
Why Invite-Only:
This indicator was built specifically for TNT One community members who:
- Have learned the underlying methodology through community education
- Understand the context and proper interpretation of each condition
- Practice the specific trading approach this tool supports
The 5-condition framework requires foundational knowledge to use effectively. Access is restricted to ensure users have the prerequisite understanding to interpret signals correctly.
Access Information:
- TNT One Members: Access is complimentary with your membership
- Non-Members: May request access at no cost, subject to availability
- Registration required to verify membership and provide support
█ WHAT MAKES THIS UNIQUE
This is NOT a standard indicator mashup. It implements proprietary logic specific to the TNT methodology:
1. ORB Breach Memory System
Unlike standard ORB indicators, this tool LOCKS directional bias once a level is breached:
- ORB High breached → Bullish bias locked for the day
- ORB Low breached → Bearish bias locked for the day
- Bias persists even if price returns to range
- Prevents false signals from price oscillations
- Resets at new trading day
2. Dual-State ORB Evaluation
ORB High and ORB Low are evaluated as SEPARATE conditions with OPPOSING logic:
ORB HIGH:
- Breached = Bullish (resistance overcome)
- Intact = Bearish (resistance holding)
ORB LOW:
- Intact = Bullish (support holding)
- Breached = Bearish (support broken)
This creates four distinct market states:
- Bullish Breakout: High breached + Low intact
- Bearish Breakdown: High intact + Low breached
- Ranging: Both intact
- Choppy: Both breached
3. 5-Condition Alignment Framework
The core of the TNT methodology - ALL 5 conditions must align for a trade signal:
- No signal generated unless all conditions agree
- Mixed conditions = No Trade
- This filter-based approach is specific to how the TNT community trades
4. Cross-Timeframe Consistency
All data sourced from 15-minute timeframe via request.security():
- ORB levels from first 15-minute candle (9:15-9:30 AM IST)
- EMA calculated on 15-minute data
- Dashboard shows identical values across 1m, 3m, 15m charts
5. Nifty-Specific Exhaustion Detection
Calibrated for Nifty index based on community backtesting:
- Threshold: 0.85% beyond ORB levels
- Warns of overextension even when all conditions align
- Specific to Nifty volatility profile
█ THE 5-CONDITION FRAMEWORK
BULLISH SIGNAL (All 5 green):
1. Price > Daily Pivot
2. Positional Bias = Bullish (Today's Pivot > Yesterday's + Price confirms)
3. ORB High = Breached
4. ORB Low = Intact
5. Price > 34 EMA (15-min)
BEARISH SIGNAL (All 5 red):
1. Price < Daily Pivot
2. Positional Bias = Bearish (Today's Pivot < Yesterday's + Price confirms)
3. ORB High = Intact
4. ORB Low = Breached
5. Price < 34 EMA (15-min)
SIDEWAYS (No Trade):
- Both ORB levels intact (ranging market)
- Both ORB levels breached (choppy market)
- Large opening gap detected
- Wide opening range detected
MIXED (No Trade):
- Conditions not aligned - wait for clarity
█ CALCULATIONS
Daily Pivot:
Pivot = (Previous Day High + Previous Day Low + Previous Day Close) / 3
Opening Range Breakout (ORB):
- ORB High = High of first 15-minute candle (9:15-9:30 AM IST)
- ORB Low = Low of first 15-minute candle (9:15-9:30 AM IST)
- Fetched via request.security() from 15-minute timeframe
Intraday Bias (EMA):
- 34-period Exponential Moving Average
- Calculated on 15-minute timeframe
- Consistent across all chart timeframes
Gap Analysis:
- Nifty: Measured in points (threshold: 100 points)
- Stocks: Measured as percentage (threshold: 3%)
- Formula: Gap = Today's Open - Previous Day Close
Range Analysis:
- Nifty: Measured in points (threshold: 100 points)
- Stocks: Measured as percentage (threshold: 2%)
- Formula: Range = ORB High - ORB Low
Exhaustion Detection (Nifty Only):
- Bullish Exhaustion: Price > ORB High × 1.0085
- Bearish Exhaustion: Price < ORB Low × 0.9915
- Threshold configurable (default: 0.85%)
█ DASHBOARD DISPLAY
The dashboard provides:
- Real-time status of all 5 conditions
- Traffic light indicators: 🟢 Bullish | 🔴 Bearish | 🟡 Sideways
- Strength count: "BULLISH: X/5 | BEARISH: Y/5"
- ORB breach status with memory indication
- Final verdict with clear recommendation
Signal Interpretation:
- 🟢🟢🟢🟢🟢 (5/5) = TRADE BULLISH
- 🔴🔴🔴🔴🔴 (5/5) = TRADE BEARISH
- Mixed colors = NO TRADE - MIXED
- 🟡 Yellow = SIDEWAYS - NO TRADE
- 💨 Emoji = Exhaustion warning
█ HOW TO USE
1. Add indicator to 1-minute, 3-minute, or 15-minute chart
2. Wait for first 15-minute candle completion (9:30 AM IST)
3. Observe dashboard for condition alignment
4. All 5 conditions must align (all green OR all red) for a signal
5. Mixed or sideways = Avoid directional trades
6. Monitor exhaustion warnings on Nifty positions
█ SETTINGS
ORB Settings:
- Nifty Range Threshold: Points for wide range (default: 100)
- Stock Range Threshold: Percentage for wide range (default: 2%)
- Nifty Exhaustion %: Overextension threshold (default: 0.85%)
- Show Historical ORB: Display last 3 days' levels (default: On)
EMA Settings:
- EMA Period: Moving average period (default: 34)
Gap Settings:
- Nifty Gap Threshold: Points (default: 100)
- Stock Gap Threshold: Percentage (default: 3%)
Visual Settings:
- ORB Line Color
- Pivot Line Color
- Dashboard Position
- Color Theme
█ ALERTS
- Bullish Signal: All 5 conditions aligned bullish
- Bearish Signal: All 5 conditions aligned bearish
- Bullish with Exhaustion: Bullish but overextended
- Bearish with Exhaustion: Bearish but overextended
- Sideways Signal: Market conditions suggest no trade
- Both ORB Levels Breached: Choppy market detected
- Mixed Conditions: Waiting for alignment
█ LIMITATIONS
- Designed for Indian market hours (9:15 AM - 3:30 PM IST)
- Supports 1-minute, 3-minute, and 15-minute timeframes only
- ORB levels fixed after first 15-minute candle completes
- Exhaustion detection applies to Nifty symbols only
- Historical ORB requires multiple days of chart data
█ DISCLAIMER
This indicator is a technical analysis tool developed for educational and informational purposes. It is designed to support a specific trading methodology taught within the TNT One community.
- This is NOT financial advice
- Does NOT guarantee trading outcomes
- Past performance is NOT indicative of future results
- Trading involves substantial risk of loss
- Users should conduct their own analysis
- Always practice proper risk management
The developer is not responsible for any trading decisions made using this indicator.
BBands + Overbought/Oversold MarkersAdvanced Bollinger Bands indicator with overbought/oversold signals, automatic squeeze detection, and multi-timeframe (MTF) capabilities.
Retains all functions of the original Bollinger Bands indicator from TradingView with a few added features:
Overbought/Oversold Markers: Visual signals when price opens and closes outside the bands
🔴 Red Highlight & Arrow → Price opens & closes above the upper BB (potential overbought/excess momentum).
🟢 Green Highlight & Arrow → Price opens & closes below the lower BB (potential oversold/reversal).
Squeeze Detection: Automatically highlights when bandwidth reaches its lowest point (narrowest BB width) in the lookback period, signalling potential breakout zones
Multi-Timeframe Bands: Display Bollinger Bands from any timeframe on your current chart (e.g., weekly bands on a daily chart), including markers and squeeze zones
Dual Rendering MTF Modes: Choose between traditional plots (unlimited history) or smooth line drawing (~125-165 MTF bars of history)
Built-in Alerts: Set alerts for overbought conditions, oversold conditions, squeeze detection, or any combination
Fully Customizable: Adjust MA type (SMA/EMA/RMA/WMA/VWMA), standard deviation multiplier, colors, and marker styles
Perfect for: Swing traders, MTF analysis, volatility-based entries, and identifying consolidation/expansion cycles.
BaconAlgo🥓 BaconAlgo — Auto TP/SL Signals with Confluence Dashboard (v6)
BaconAlgo is a premium TradingView indicator built to deliver high-quality BUY and SELL signals using advanced multi-indicator confluence logic, strict filtering, automatic risk-based TP/SL levels, and a real-time dashboard.
The objective is simple: fewer signals, higher quality trades, with clean visual risk management.
Key Features
Confluence-based BUY/SELL signals using trend, momentum, volatility and volume pressure
Signal strength scoring: Good / Excellent / Perfect
Automatic Entry, TP1-TP4 and dynamic Stop-Loss
Smart stop-loss engine: Swing, ATR, Swing+ATR, Swing+ATR+Fib, AI Adaptive
Confluence dashboard showing all BUY/SELL conditions
Relative Strength vs SPY or QQQ
Timeframe-aware filters with volume adaptation
Built-in alerts for signals, TP hits and SL hits
Optional Santa Mode with festive UI and score boost
This script is Public but Invite-Only.
To request access, send me a TradingView private message with:
“TRIAL BACON”
or visit 👉 baconalgo.com
Discord: discord.gg
TQQQ Master (v10.0 RSI Turbo)TQQQ + RSI overbought sell strategy
TQQQ + RSI overbought sell strategy
Gamma Adaptive Regime Engine - CoreGamma Adaptive Regime Engine – Core
The Gamma Adaptive Regime Engine (GARO) is a visualization tool designed to help identify how market conditions are currently behaving — whether price is moving directionally or fluctuating within a range. Many indicators apply the same logic in all environments; GARO instead focuses on displaying the surrounding context so users can better understand what type of environment they are looking at.
Why the Source Is Protected
This script uses Protected Source to prevent accidental edits and keep calculations consistent across all users. The study combines several technical concepts — adaptive moving averages, volatility filters, and context-based visuals — inside one framework. Protection is used strictly for stability and maintenance, not as a claim of performance.
How to Use: Visual Overview
GARO highlights the chart with colors and overlays to help illustrate the current environment. These visuals are intended as context only and should always be combined with independent analysis.
1) Market Regimes
Expansion (Green background / bands)
Represents conditions where price movement appears more directional and trends can develop.
Contraction (Blue background / bands)
Represents conditions where price behavior is more range-like, often moving back and forth within boundaries.
Spike (Red background)
Represents periods of elevated volatility where price behavior can become fast and irregular.
These categories describe conditions — they are not trade instructions.
2) Visual Elements
Orange Dots (Range Anchor)
Displayed primarily during Contraction.
They represent a smoothed “fair-value” anchor that price frequently fluctuates around in sideways environments.
Green / Fuchsia Line (Expansion Core)
A smoothed directional line showing the current bias during Expansion phases.
Green indicates upward bias; Fuchsia indicates downward bias.
Cloud Bands (Shaded Areas)
Adaptive volatility boundaries.
In range-type conditions, touches near the edges may indicate stretched behavior.
During directional movement, they may function visually like trailing boundaries.
Yellow Dashed Line (Zero Gamma Proxy)
A calculated reference level that sometimes aligns with areas where price pauses, consolidates, or rotates.
It is intended purely as a contextual reference.
Table (Top-Right)
The table summarizes what the engine is currently reading:
Regime Status — Expansion, Contraction, or Spike
Context Label — Examples include:
Trend Context
Mean-Reversion Context
Range — Trend Bias Intact
These labels describe the environment only and do not generate signals.
Educational Disclaimer
This script is for visualization and educational purposes only.
It does not provide trading signals, guarantees, or advice. All decisions should be based on independent analysis, personal judgment, and appropriate risk management.
Debye-Einstein Trend Oscillator [Dual Mode] | IkkeOmarDebye-Einstein Trend Oscillator
Indicator Settings Guide
Visual Settings View Mode: Switches the chart display. Select "Standard Flow" to see the raw physics energy bars and crossover lines. Select "Trend Diff (MACD)" to see the histogram that highlights momentum shifts and chaos spikes.
Physics Engine Trend Lookback: Defines the "Mass" of the trend. This sets the long-term baseline (default 1500 bars). Higher values filter out noise and focus only on macro-cycles; lower values make the system faster but noisier. Chaos Threshold (%): Controls the trigger for the Einstein (Chaos) state. Set to 95, only the top 5% of highest-energy volume events will trigger the vertical white spikes. Lowering this value makes the system more sensitive to volatility.
Flow Moving Averages MA Type: Choose between SMA (Simple) or EMA (Exponential) for the smoothing calculation. Fast / Slow Length: These settings determine the sensitivity of the momentum logic. The difference between these two lengths creates the histogram in "Trend Diff" mode.
1. Concept & Theoretical Basis
This script applies principles from Solid State Physics—specifically the Debye and Einstein models of specific heat capacity—to financial market trend analysis.
The core hypothesis is that market trends behave like physical lattices:
Low Energy State (Debye Model): The market moves in a coordinated, wave-like manner (phonons). Trends are sustainable and correlated.
High Energy State (Einstein Model): The market becomes chaotic. Individual participants (atoms) vibrate independently and violently. This represents capitulation or euphoria.
We model "Price" as the position of particles and "Volume × Range" as the thermal energy (Temperature) entering the system.
2. Implementation Models
We constructed the oscillator using three primary physical components:
A. The Trend Vector (Mass)
We assume the "Mass" of the market is its inertia relative to a long-term baseline.
Model: Distance from a 1500-period SMA, normalized by ATR.
Assumption: Price deviation from a deep baseline indicates the magnitude of the trend "force."
B. Thermodynamics (Temperature)
We define "Work" as Volume * True Range.
Temperature (T): The Percentile Rank of this Work over the lookback period (1500 bars).
Assumption: High volume combined with high range equals high thermal energy.
C. The Dual Regimes (Amplifiers)
This is the engine of the script. We apply a scalar multiplier to the Trend Vector based on the current Temperature (T).
Debye Regime (Sustainable): When T is below the critical threshold (95%), we use a polynomial function (T^2). This mimics the Debye T^3 law where energy scales smoothly.
Effect: Smoothly amplifies standard trends.
Einstein Regime (Chaos): When T breaches the critical threshold (95%), we switch to an exponential function derived from the Einstein Solid model.
Effect: Creates massive vertical spikes during trend exhaustions or breakouts.
3. Code Explanation
The Physics Scalars
debye_amp(t) => 1.0 + (math.pow(t, 2) * 5.0)
Defines the sustainable state multiplier. Squaring the temperature t creates a non-linear but smooth response curve that gradually increases with volatility.
einstein_amp(t) => 1.0 + ((1.0 / (math.exp(1.0 / t_safe) - 1.0)) * 15.0)
Deep Dive: This function applies the Bose-Einstein distribution formula (1 / (e^(1/T) - 1)).
The Physics: In quantum mechanics, this formula calculates the occupancy of energy states. At low temperatures, the value is effectively zero (the "frozen" state).
The Function: As our market "Temperature" (T) rises, the denominator shrinks, causing the output to grow exponentially.
The Result: This mathematically forces the system to ignore low-volatility noise but react explosively once the "Boiling Point" is reached, creating the vertical spikes seen on the chart.
is_einstein = (T * 100) >= thresh_einstein
A boolean check that determines if the current market energy (Temperature) has exceeded the user-defined chaos threshold (default 95%).
physics_scalar = is_einstein ? einstein_amp(T) : debye_amp(T)
The regime switch. If the threshold is breached, the system applies the exponential Einstein scalar; otherwise, it applies the polynomial Debye scalar.
Trend Differentiation Logic
final_flow = trend_vector * physics_scalar
Calculates the primary oscillator value by multiplying the directional Trend Vector (Mass) by the active Physics Scalar (Energy).
diff_val = ma_fast - ma_slow
Calculates the momentum of the flow itself by subtracting the Slow Moving Average from the Fast Moving Average. This creates the MACD-style histogram.
4. Visual Reporting & Chart Analysis
Referring to the generated charts (Trend Diff Mode):
The Histogram: Represents the diff_val (Fast MA - Slow MA).
Cyan/Pink: Standard trend momentum (Debye mode).
White Spikes: These represent the Einstein Threshold (Chaos). These spikes generally appear at local bottoms or explosive breakout points, confirming that "Temperature" has exceeded the 95th percentile.
Zero Line: Crossing the zero line implies the trend momentum has shifted (Fast MA crossed Slow MA).
5. Assumptions & Limitations
A. The "Always in Trend" Bias
The "Trend Diff" mode calculates the delta between two moving averages of the flow.
Risk: MAs are laggy by definition. By using a 200/500 MA combo on the oscillator, we are smoothing the data significantly.
Consequence: In a ranging market, the MAs will converge near zero. However, if a sudden burst of Volume enters (Temperature rises) without price moving much, the Einstein scalar will trigger. This may amplify a small move into a large signal, implying a trend where there is only volatility.
B. Lag
The lookback period is 1500 bars. This is a "Macro" trend system. It will not react quickly to short-term reversals unless the Volume/Range shock is massive enough to trigger the Einstein scalar immediately.
Example "physics values"
In the Standard Flow view, the vertical columns represent the raw energy of the trend—Teal and Red bars indicate normal, sustainable market movement (Debye state), while bright Lime and Fuchsia bars signal chaotic, high-volatility events (Einstein state). The height of these bars shows the combined strength of price direction and volume. Overlaying these columns are two moving averages, a fast Blue line and a slow Red line, which smooth out this data to show the underlying momentum. When the Blue line crosses the Red line, it signals a shift in the trend's direction, while the color of the bars warns you if that move is stable or nearing exhaustion.
