Gamma Regime Indicator [Eloni]
╔══════════════════════════════════════════════════════════════════════════════════════════════╗
║ GAMMA REGIME / VWAP FLOW ENGINE ║
╚══════════════════════════════════════════════════════════════════════════════════════════════╝
┌──────────────────────┬─────────────────────────────┬────────────────────────────┬──────────────┐
│ MARKET STRUCTURE │ FLOW / SENTIMENT │ VOLATILITY / IV │ POSITION │
├──────────────────────┼─────────────────────────────┼────────────────────────────┼──────────────┤
│ • VWAP Distance │ • Call / Put / Total Vol │ • VIX / IV Level │ • Hold Bars │
│ • Round Levels │ • Z-Score Normalization │ • IV Slope (Up/Down) │ • Entry ≥ 5 │
│ • Prev Close │ • Flow Hot / Flow Cold │ • ATR Compress / Expand │ • Exit ≤ 2 │
│ • ATR % │ • PCR Ratio & Slope │ • Regime Shift Alert │ • Buffer │
│ • Near / Far Zones │ • Extremes Detection │ • Volatility Cycles │ • Reset │
└──────────────────────┴─────────────────────────────┴────────────────────────────┴──────────────┘
===============================================================================
PINNING REGIME (MEAN REVERSION ZONE)
===============================================================================
┌─────────────┐ ┌──────────────┐ ┌──────────────┐
│ LOCATION │ ----> │ CONFIRM │ ----> │ EXECUTE │
└─────────────┘ └──────────────┘ └──────────────┘
Near VWAP / Level Flow = Cold Fade Extremes
Near Prev Close ATR = Compress Sell High / Buy Low
IV = Down Scalps / Short DTE
PCR = Extreme
-------------------------------------------------------------------------------
WHERE
-----
- VWAP ± Threshold
- Gamma Walls
- Round Numbers
- Prior Day Close
INDICATORS
----------
- VWAP
- Volume Z-Score
- ATR Percent
- PCR
- VIX
STRATEGIES
----------
- VWAP Fade
- Range Scalping
- Iron Condors
- Credit Spreads
- Mean Reversion Options
AVOID
-----
- Expanding Range
- High Volume Breaks
- Rising IV
- News Events
===============================================================================
TREND / BREAKOUT REGIME (MOMENTUM ZONE)
===============================================================================
┌─────────────┐ ┌──────────────┐ ┌──────────────┐
│ LOCATION │ ----> │ CONFIRM │ ----> │ EXECUTE │
└─────────────┘ └──────────────┘ └──────────────┘
Far from VWAP Flow = Hot Buy Pullbacks
Outside Range ATR = Expand Break and Retest
IV = Rising Ride Momentum
PCR = Trending
-------------------------------------------------------------------------------
WHERE
-----
- Range High / Low
- VWAP Break
- Value Area Break
- Opening Range
INDICATORS
----------
- VWAP Bands
- Flow Z
- ATR Expansion
- IV Slope
- Volume Profile
STRATEGIES
----------
- Opening Range Breakout
- Trend Pullbacks
- Debit Spreads
- Futures Momentum
- Directional Options
AVOID
-----
- Fading Strength
- Weak Volume Moves
- Flat Volatility
- Midday Chop
===============================================================================
NO EDGE / BUFFER ZONE
===============================================================================
VWAP Reset | Session Open | Post-News | Low Volume
- Reduce Size
- Observe Only
- Wait for Alignment
- Capital Preservation
===============================================================================
REGIME DECISION MATRIX
===============================================================================
┌──────────────┬──────────────┬──────────────┬──────────────┬──────────────┐
│ STRUCTURE │ FLOW │ IV │ PCR │ REGIME │
├──────────────┼──────────────┼──────────────┼──────────────┼──────────────┤
│ Near │ Cold │ Down │ Extreme │ Pinning │
│ Far │ Hot │ Up │ Trending │ Trend │
│ Mixed │ Neutral │ Flat │ Neutral │ No Edge │
└──────────────┴──────────────┴──────────────┴──────────────┴──────────────┘
===============================================================================
EXECUTION PLAYBOOK
===============================================================================
PIN MODE
--------
Entry : VWAP / Level Touch + Flow Cold
Stop : VWAP Break + ATR Expansion
TP : Mid-Range / Mean Reversion
Size : Medium to High
TREND MODE
----------
Entry : Pullback to VWAP / EMA
Stop : Range Reclaim
TP : ATR Trail / Structure
Size : Scale In
NO EDGE
-------
Entry : None
Goal : Preservation
Focus : Patience
===============================================================================
CORE SYSTEM LOGIC
===============================================================================
PINNING = Liquidity Absorption -> Mean Reversion -> Sell Volatility
TREND = Momentum Expansion -> Directional Flow -> Buy Volatility
NO EDGE = Regime Unclear -> Capital Protection
Volatilität
Ross GPT - Momentum Scalp 1mThis strategy is a long-only momentum scalping system designed for the 1-minute timeframe, combining VWAP, EMA trend alignment, MACD momentum, volume confirmation, and session filtering to identify high-probability intraday entries for pre-market session and U.S small cap stocks with high % change compared to previous day. Apply only for stock price between $2-$20.
⸻
1️⃣ Date Range Filter
The strategy trades only within a user-defined date range.
• Default range: Feb 1, 2026 – Dec 31, 2069
• Trades are ignored outside this period
• Useful for controlled backtesting and forward testing
⸻
2️⃣ Indicators Used
VWAP
• Used as a trend and mean-reversion filter
• Only long trades are allowed when price is above VWAP
MACD (12, 26, 9)
• Momentum confirmation
• Entry requires MACD line > Signal line
• Exit is triggered if MACD crosses below Signal
Exponential Moving Averages
• EMA 9
• EMA 20
• EMA 50
• EMA 200 (visual reference)
Trend Bias Requirement
• Bullish alignment:
• EMA 9 > EMA 20 > EMA 50
Volume Strength (Price Action Proxy)
• Counts bullish candles over the last 5 bars
• Entry requires at least 3 green candles
• Used as a confirmation of buying pressure
⸻
3️⃣ Session Filter
Trades are allowed only during a specific intraday session:
• 06:59 – 09:00 (exchange time)
• Designed to focus on high-liquidity morning momentum
⸻
4️⃣ Entry Conditions (Long Only)
A buy signal is generated when all of the following are true:
• Price is above VWAP
• MACD line is above Signal line
• EMA alignment confirms bullish trend
• Bullish candle count condition is met
• Current bar is within the allowed session
• Current bar is within the selected date range
• No existing open position
Only one position at a time is allowed.
⸻
5️⃣ Trade Execution
• Market entry when all conditions align
• Fixed position sizing (default: 500 units)
• Commission and slippage are included for realism
⸻
6️⃣ Exit Logic
Primary Exit (Bracket Order)
• Take Profit: +0.25
• Stop Loss: -0.10
• Managed using strategy.exit for intra-bar accuracy
Indicator-Based Exit
• If MACD crosses below the Signal line, the position is closed immediately at market
This dual exit system allows both quick scalps and early momentum failure exits.
⸻
7️⃣ Visual Aids
The strategy plots all key indicators used in decision-making:
• EMA 9, 20, 50, 200
• VWAP
This allows easy visual verification of entries and exits directly on the chart.
⸻
⚠️ Notes
• Designed for scalping and short-duration trades
• Best suited for high-liquidity instruments
• Results may vary depending on symbol, spread, and market conditions
• This script is for educational and research purposes only
High Breakout PRO - Huy Hoang Trader
# High Breakout PRO - Huy Hoang Trader - Strategy Description
## 🚀 Overview
**High Breakout PRO** is a professional-grade Trend Following strategy designed to capture major market moves while strictly managing risk. Built on the core philosophy of "Price Action Breakouts," this script enhances the classic Donchian Channel breakout method with modern risk management tools like the **Hybrid Exit** and **EMA Trend Filter**.
This strategy is optimized for **Gold (XAUUSD)**, **Bitcoin (BTC)**, and **Major Stocks (AAPL, AMZN)** on **H4 and Daily** timeframes.
## 💎 Key Features
1. **Trend Filter (EMA):** Only takes long positions when the price is above the 200-period EMA. This filters out counter-trend noise and significantly improves winning probability.
2. **Hybrid Exit Mechanism ("Holy Grail"):** A unique dynamic trailing stop that combines:
* **Price Structure:** Uses the lowest low of the last Y bars (Donchian Support).
* **Volatility:** Uses ATR-based trailing (Chandelier Exit logic).
* *Logic:* The system automatically chooses the **tighter** (higher) stop level between the two, ensuring you lock in profits rapidly during strong volatility while giving the trade room to breathe during accumulation.
3. **Professional Visuals:** A refined "Wealth & Earth" themes (Gold/Silver/Brown) specifically designed to reduce eye strain and provide clear, professional signal visibility without chart clutter.
## 🛠 Strategy Logic
### entry rules
* **Breakout:** Price closes above the Highest High of the last `X` bars (Default: 20).
* **Trend Confirmation:** Closing Price > EMA 200 (Configurable).
### Exit Rules
* **Dynamic Stop Loss:** The trade is closed when price breaches the **Hybrid Trailing Stop**.
* The Trailing Stop never moves down. It only moves up as price increases.
* It effectively adapts to both slow-grinding trends and explosive spikes.
## ⚙️ Best Settings (Recommended)
* **Timeframe:** H4 (Swing Trading) or Daily (Position Trading).
* **Entry Period (X):** 20
* **Exit Period (Y):** 10
* **Trend Filter:** ON (EMA 200)
* **Risk Management:** Hybrid Mode (ATR Multiplier 3.0)
## ⚠️ Disclaimer
This strategy follows trends. It may experience drawdowns during choppy/sideways markets. Always use proper risk management (position sizing) and backtest on your specific asset before live trading.
---
*Developed by Antigravity. Empowering traders with institutional-grade tools.*
Contact for work: www.facebook.com
YesterWAPThe VWAP describes intra-day price action in "value-space" (quantity * price). By weighting prices based on the volume transacted, the VWAP attempts to reflect the "fair-market" value of an asset.
The VWAP is reset periodically, often at daily open, creating a "gap."
The YesterWAP tracks the gap for you.
Every time the VWAP is about to reset to LastPrice, the YesterWAP resets to it, first.
When yesterday's players clock back in today, they'll try to sort their (losing) positions out, at yesterday's VWAP, the YesterWAP.
Midas Decision Dashboard (XAU)Midas Decision Dashboard (XAU)
Indicator Overview
Midas Decision Dashboard (XAU)** is a high-precision strategic tool specifically engineered for Gold (XAU/USD) scalping on lower timeframes like M1 and M5. Instead of providing a single, lagging signal, the dashboard acts as a "Mission Control" center, synthesizing four core market dimensions and real-time Price Action into a live, weighted scoring matrix.
The Four Strategic Pillars
The dashboard evaluates the market using a weighted logic system to ensure no single indicator triggers a false entry:
📈 TREND ANALYSIS (EMA 200 - 20%): Monitors the 200-period Exponential Moving Average to establish the primary market direction (BULL/BEAR/FLAT).
⚡ POWER & STRENGTH (ADX - 45%): The engine of the strategy. A high weight ensures you only engage when real trend strength is present. **WEAK** power is highlighted in Light Yellow to signal low-volatility caution.
🔥 MARKET ENERGY (CHOP - 25%): A sophisticated volatility meter that identifies BREAKOUT phases while flagging dangerous CONSOLIDATION zones in red to avoid sideways traps.
🌊 MOMENTUM SAFETY (RSI - 10%): Provides a final safety layer to prevent buying at overextended peaks or selling at oversaturated bottoms.
Dynamic Scoring & Signal Hierarchy
The system calculates a live score (0-100%) based on active conditions. The **🎯 SIGNAL** row triggers a verdict using a professional traffic-light system:
🟢 GO (80% - 100%): High-conviction alignment. All major pillars are in sync for an entry.
🟡 WAIT (50% - 79%): The market is developing, but full confirmation is currently missing.
🔴 STOP (Below 50%): Low-probability environment. No trade zone.
Disclaimer
Trading gold involves significant risk. This dashboard is a decision-support tool and should be used in conjunction with a proper risk management strategy.
Pivot Point ORIGINAL + Breaksalarms pivots points.......................................................................................................................................................
LDEF SENS Loss Dependent Error Filter Dominance Regime SwitchCAPITALCOM:GOLD
LDEF SENS stands for Loss Dependent Error Filter. This indicator is a dominance regime filter with an adaptive switch boundary. It separates the market into two main states.
Directional tradeable tape (trend and impulse conditions)
Balanced noisy tape (higher fakeout probability)
It also provides a dominance direction bias (bull vs bear) and an adaptive boundary you can use as a market switch signal.
What you see in the indicator pane (bottom panel)
Main line (0 to 100): dominance sensitivity score
Line color meaning
Green: bullish dominance (L greater than R)
Red: bearish dominance (R greater than L)
Gray: low strength or mixed tape
Purple line: adaptive regime boundary (moving threshold)
Violet shading: regime ON (tradeable conditions)
Key idea: height equals strength, color equals direction, violet shading equals regime state.
How to read the three images
Image A - Regime ON in a trending environment
Where to look
Price panel: left to middle shows a clean up move
Indicator panel: directly below the same time window
Violet band is present for a sustained stretch
Main line stays high and mostly green
What it means
When the violet band stays ON, the tape is directional enough for trend following setups to have higher quality. This is not an entry signal. It is an environment filter.
Image B - Switch boundary and state changes
Where to look
Indicator panel: focus on the purple adaptive line and the main line crossing relative to it
Watch the moment the main line moves above the purple line. In the same region, violet shading turns ON.
What it means
The purple line is the adaptive regime boundary.
Cross above: regime switches toward directional tape (state change confirmation)
Cross below: regime fades and chop risk returns
Image C - Direction semantics inside a regime
Where to look
Indicator panel: inside violet shaded regions
Main line is green during bullish dominance (L greater than R)
Main line is red during bearish dominance (R greater than L)
What it means
Violet answers: is this a tradeable regime
Green or red answers: which side is dominating
Together, they provide a filter plus bias framework.
Practical usage
Regime filter
Prefer setups only when the violet band is ON
Reduce size or tighten criteria when the violet band is OFF
Direction bias
Prefer longs when the line is green
Prefer shorts when the line is red
Treat gray as no edge or mixed tape
Switch boundary analysis
Cross above purple: treat as regime shift confirmation
Cross below purple: treat as regime cooling off and higher chop risk
Limitations
This is a regime and dominance tool, not a standalone entry generator. Regime confirmation can be late by design, especially after shocks. Use it with structure, liquidity, and risk management.
Friendly Stretch Band Regime + Filters (Close Confirm + Hold)What it is
A calm, regime-based stretch band that highlights only three states: BUY zone, SELL zone, and Neutral. Designed to reduce noise and visual overload by avoiding markers, labels, and background tint.
How it works
Bands are built from an EMA basis ± ATR.
BUY Zone: price below lower band (lower band turns green)
SELL Zone: price above upper band (upper band turns red)
Neutral: price inside bands (bands grey)
Stability Options
Confirm on Close: requires CLOSE beyond the band (reduces wick spikes)
Hold Bars: holds zone state for N bars after the trigger ends (reduces flicker)
Optional Filters (applied only if enabled)
Trend filter (basis slope or slow EMA)
ATR expansion gate
Minimum exceed beyond band (ATR units)
Suggested Use
Best used as a clean “location/context” tool on swing timeframes (e.g., 4H). It can be paired with a separate momentum/confirmation tool.
Repainting & Disclaimer
Uses only current and historical bar data (no security() calls). Values may update on the realtime bar before close. Educational use only; not financial advice.
Break asian range break alerts
- stratégie break ou réintégration possible avec alertes intégrées .
asian range break
Market Internals SPY[TP]# Market Internals SPY Dashboard - TradingView Publication
## 📊 Overview
**Market Internals SPY ** is a comprehensive multi-factor market sentiment dashboard designed specifically for SPY (S&P 500 ETF) traders. This indicator combines four powerful market breadth signals into one easy-to-read interface, helping traders identify high-probability setups and avoid false breakouts.
---
## 🎯 What Makes This Indicator Unique?
Unlike single-indicator tools, this dashboard synthesizes **multiple market internals** to provide confluence-based trading signals:
- **CPR (Central Pivot Range)** - Institutional pivot levels
- **VIX (Volatility Index)** - Fear gauge
- **Put/Call Ratio** - Options sentiment with dynamic crossover alerts
- ** USI:ADD (Advance/Decline Line)** - Market breadth strength
All presented in a clean, real-time dashboard with visual alerts directly on your chart.
---
## 📈 Key Features
### 1. **Static Daily CPR Levels**
- Automatically plots Top CPR, Pivot, and Bottom CPR
- Levels remain fixed throughout the trading day (no repainting)
- **Trend Bias Indicator**: Green = Current Pivot > Previous Pivot (Bullish structure)
### 2. **Put/Call Ratio Crossover System**
- 10-period SMA smoothing for cleaner signals
- **Bullish Signal** (Green background): Put/Call crosses below SMA
- Indicates decreasing hedging activity (bullish)
- **Bearish Signal** (Red background): Put/Call crosses above SMA
- Indicates increasing hedging activity (bearish)
### 3. **Price/Breadth Divergence Detection**
- **Yellow Candles**: Highlight when price and USI:ADD diverge
- Price rising but USI:ADD falling = Potential reversal
- Price falling but USI:ADD rising = Possible bottom
### 4. **Comprehensive Real-Time Dashboard**
A top-right table displaying:
- **CPR Trend Bias**: Bullish/Bearish structure
- **VIX Level**: Current value + directional bias
- **Put/Call Ratio**: Live value + trend arrows
- **AD Line**: Breadth strength with directional indicators
### 5. **Intelligent Bar Coloring**
- **Green bars**: USI:ADD rising (breadth improving)
- **Red bars**: USI:ADD falling (breadth deteriorating)
- **Yellow bars**: Divergence warning (potential reversal)
---
## 🔧 How to Use
### Setup Instructions
1. **Add to Chart**: Apply to SPY on your preferred intraday timeframe (5m, 15m, 30m, 1H)
2. **Configure Symbols** (if needed):
- Default settings work for most platforms
- If "PCC" doesn't load, try: `PCCR`, `INDEX:PCC`, `USI:PCC`, or `CBOE:PCC`
- Ensure you have market internals data access ( USI:ADD , VIX)
### Trading Signals
#### 🟢 **Bullish Confluence** (High-Probability Long Setup)
- CPR Trend = BULLISH
- VIX falling or low (<20)
- Put/Call below SMA (or green background crossover)
- USI:ADD rising (green bars)
- **Entry**: Look for bullish price action at support levels
#### 🔴 **Bearish Confluence** (High-Probability Short Setup)
- CPR Trend = BEARISH
- VIX rising or elevated (>25)
- Put/Call above SMA (or red background crossover)
- USI:ADD falling (red bars)
- **Entry**: Look for bearish rejection at resistance
#### ⚠️ **Divergence Warning**
- Yellow candles indicate mismatch between price and breadth
- Consider profit-taking or reversals when divergence appears at extremes
### Best Practices
- **Multi-Timeframe Confirmation**: Check higher timeframes (4H, Daily) for trend alignment
- **Volume Confirmation**: Combine with volume analysis for stronger signals
- **Risk Management**: Always use stop losses; no indicator is 100% accurate
- **News Awareness**: Be cautious around major economic releases
---
## 📚 Understanding the Components
### CPR (Central Pivot Range)
Traditional floor trader pivot levels calculated from previous day's High, Low, Close:
- **Pivot (PP)** = (High + Low + Close) / 3
- **Top CPR (TC)** = (PP - BC) + PP
- **Bottom CPR (BC)** = (High + Low) / 2
### VIX (Volatility Index)
- **< 15**: Complacency, potential for sudden moves
- **15-20**: Normal conditions
- **20-30**: Elevated uncertainty
- **> 30**: High fear, potential bottoming process
### Put/Call Ratio
- **< 0.7**: Excessive optimism (contrarian bearish)
- **0.7-1.0**: Balanced sentiment
- **> 1.0**: Defensive positioning (contrarian bullish potential)
### USI:ADD (NYSE Advance/Decline)
- **> 0**: More stocks advancing than declining (bullish breadth)
- **< 0**: More stocks declining than advancing (bearish breadth)
- **Extreme readings** (±2000+): Potential exhaustion
---
## ⚙️ Customization Options
### Input Parameters
- **AD Line Symbol**: Default "ADD" (try "ADVN" or "NYSE:ADD" if needed)
- **VIX Symbol**: Default "VIX" (try "CBOE:VIX" if needed)
- **Put/Call Symbol**: Default "PCC" (alternatives listed above)
### Color Scheme
- Blue: CPR levels
- Purple: Pivot point
- Green: Bullish signals/backgrounds
- Red: Bearish signals/backgrounds
- Yellow: Divergence warnings
---
## 💡 Pro Tips
1. **Wait for Confluence**: Don't trade on a single indicator - wait for 3+ signals to align
2. **Use CPR as Dynamic S/R**: Price tends to react at TC and BC levels
3. **Watch the Crossovers**: Put/Call crossovers often precede significant moves
4. **Monitor Divergences**: Yellow candles at key levels are high-value signals
5. **Combine with Price Action**: This tool confirms direction - you still need entry triggers
---
## ⚠️ Limitations & Disclaimers
- Requires **premium data** for USI:ADD and VIX on most platforms
- Best suited for **intraday SPY trading** (may adapt to other indices)
- **Not a standalone system** - use with proper risk management
- Past performance does not guarantee future results
- Always backtest before live trading
---
## 🎓 Example Scenario
**Bullish Setup**:
- 9:45 AM EST: Price pulls back to Bottom CPR
- Dashboard shows: ✅ Bullish CPR Bias, ✅ VIX 16.5 (falling), ✅ Put/Call 0.68 ⬇️ Bull, ✅ USI:ADD +850 ⬆️
- Green background flashes (Put/Call crossunder)
- **Action**: Enter long at BC with stop below TC of previous day
---
## 📊 Ideal Timeframes
- **Primary**: 5-minute, 15-minute (day trading)
- **Secondary**: 30-minute, 1-hour (swing entries)
- **Confirmation**: Daily chart for trend context
---
## 🔄 Updates & Support
This indicator is actively maintained. If you encounter symbol loading issues:
1. Check your data provider includes market internals
2. Try alternative symbols in inputs
3. Ensure you're using a premium TradingView plan (if required)
---
## 📝 Version Information
- **Version**: 5 (Pine Script v5)
- **Type**: Overlay Indicator
- **Author**: tapaspattanaik
- **Category**: Market Internals / Breadth Analysis
---
## 🏆 Final Thoughts
This indicator is designed for **serious traders** who understand that edge comes from confluence, not single signals. By combining institutional pivot levels with real-time market internals, you gain a significant advantage in reading market sentiment and timing entries with precision.
**Remember**: The best trades happen when multiple independent factors align. Use this dashboard to find those moments.
---
## 📌 How to Add This Indicator
1. Open TradingView and navigate to Pine Editor
2. Copy the complete script code
3. Click "Add to Chart"
4. Configure symbols if needed (see Setup Instructions above)
5. Adjust position/colors to your preference
---
**Happy Trading! 📈**
*This indicator is for educational purposes. Always manage risk appropriately and never risk more than you can afford to lose.*
---
### Tags
`#SPY` `#MarketInternals` `#CPR` `#VIX` `#PutCallRatio` `#BreadthAnalysis` `#DayTrading` `#SwingTrading` `#TechnicalAnalysis` `#PivotPoints`
White Core Trend [wjdtks255]
White Core Trend is a trend-following indicator designed to strip away market noise and visualize the "Core Trend" of price action. It focuses on the essential relationship between price and a dynamic baseline to provide clear trading decisions.
White Core Line: Built on a responsive HMA (Hull Moving Average) logic, this line acts as the definitive trend filter. It reacts swiftly to price changes while maintaining a smooth trajectory to reduce false signals.
Intuitive Visual Signals: The indicator identifies trend exhaustion and reversal points by plotting triangle labels (▲/▼). These signals help traders maintain discipline and avoid emotional decision-making.
Minimalist Design: Optimized for clarity, the indicator eliminates unnecessary clutter like background colors or complex data overlays, keeping the focus strictly on the trend and entry levels.
As a core technical tool, this indicator is used to identify the market's direction and establish precise entry/exit benchmarks.
1. Entry Strategy
Long Entry: Enter when the price crosses above the White Core Line and a green triangle appears.
Short Entry: Enter when the price crosses below the White Core Line and a red triangle appears.
Note: Ensure the candle body closes decisively across the line to confirm the signal.
2. Position Management
Trend Following: Stay in the trade as long as the price remains on the correct side of the White Core Line.
Reference Point: Use the horizontal white "Entry" line as a visual anchor for your current position.
3. Exit & Stop Loss
Stop Loss: Exit immediately if the price crosses back over the White Core Line against your position.
Take Profit: Secure profits when the price reaches your target or when the trend starts to flatten out (sideways movement) near the core line.
THIN ORDER BOOK BADGEI created this order book badge indicator to remind me that I'm trading fast moving alt coins so that I don't trade on big timeframes, but instead trade smaller timeframes.
Big caps with deep liquidity or big order books move slow enough to scale down from a big timeframe.
Type the exchange and ticker in the list and the badge will only appear on charts with thin order books or volatile assets
CopyPipe Trading Dashboard - Multi-Indicator Signal Panel
🚀 CopyPipe Trading Dashboard
A **free, all-in-one trading dashboard** that displays key indicators and market information in a clean, easy-to-read panel on your chart.
#### ✨ Features:
📊 **Signal Summary Panel**
- Overall market bias (Bullish/Bearish/Neutral)
- Real-time indicator readings
- Current trading session display
- Daily high/low levels
📈 **RSI Analysis**
- Customizable period (default 14)
- Overbought/Oversold detection
- Color-coded status
📉 **MACD Tracking**
- Standard 12/26/9 settings (customizable)
- Bullish/Bearish crossover detection
📏 **Moving Averages**
- Fast & Slow MA with trend detection
- Choose between SMA or EMA
- Visual crossover on chart
🌍 **Trading Sessions**
- London, New York, Asia, Sydney
- Subtle background highlighting
- Know when the big players are active
📐 **Key Levels**
- Previous day's high/low
- Previous close
- Great for support/resistance
#### 🔔 Built-in Alert Templates
This indicator comes with **pre-configured alert conditions** formatted for webhook automation:
- MA Bullish/Bearish Cross
- RSI Overbought/Oversold
- Strong Confluence Signals (multiple indicators aligned)
Alert messages are formatted as **JSON** - perfect for connecting to trading automation platforms.
---
#### ⚡ Want to Auto-Execute These Signals?
**CopyPipe** connects your TradingView alerts directly to MetaTrader 4/5.
✅ Set up alerts on this indicator
✅ Signals execute automatically in MT4/MT5
✅ No coding required
✅ Works with any broker
**Learn more:** copypipe.io
---
#### 📖 How to Use
1. Add the indicator to your chart
2. Customize settings in the indicator panel
3. Position the info panel where you prefer
4. Set up alerts using the built-in conditions
5. (Optional) Connect to CopyPipe for auto-execution
#### ⚙️ Settings
- **Dashboard Settings:** Panel position, size, visibility
- **RSI Settings:** Length, overbought/oversold levels
- **MACD Settings:** Fast, slow, signal periods
- **Moving Averages:** Type (SMA/EMA), lengths
- **Sessions:** Toggle which sessions to highlight
- **Key Levels:** Daily high/low, previous close
- **Colors:** Customize bullish/bearish colors
---
Made with ❤️ by the CopyPipe team
copypipe.io
India VIX CartsanovIndia VIX Cartsanov is a lightweight TradingView indicator designed to give traders a quick, clear snapshot of India VIX (volatility index) directly on the chart.
Instead of switching symbols or panels, this script displays live VIX data in a compact table, making it perfect for NIFTY & Bank NIFTY options traders who rely on volatility for risk management.
Candle Numbers (last N, no bubble)
Candle Numbers (last N, no bubble) is a lightweight utility indicator that labels candles with sequential numbers to make chart analysis and discussion easier (e.g., “candle 213”, “the breakout candle”, “the pivot”). It is designed for clarity and performance: labels are text-only (no background bubble) and are drawn only for the last N bars.
What it does
Numbers the last N candles on the chart (a sliding window near the most recent bar).
Counting starts at the left edge of that window:
the leftmost bar in the window is 1
the most recent bar in the window is N (or fewer if you use stepping / limits).
Allows numbering every Nth bar to keep the chart clean.
Places numbers below each candle, with a configurable vertical offset measured in ticks.
Inputs
Bars to number (last N) (barsWindow)
Size of the numbered window (default 200).
Number every N bars (step)
1 = every bar, 2 = every second bar, 5 = every fifth bar, etc.
Text color (txtColor)
Text size (txtSizeIn)
tiny / small / normal / large
Vertical offset (ticks) (offsetTick)
Moves the label down by offsetTick * syminfo.mintick. You can use large values if needed.
Max numbers to plot (maxMarks)
Extra safeguard to control label count and performance.
How it works (implementation notes)
Labels are drawn only when barstate.islast is true (updates on the latest bar).
Previously created labels are deleted and re-created each update to avoid clutter.
Uses max_labels_count=500 plus maxMarks to stay within TradingView label limits.
Notes
This is not a trading signal indicator. It’s a chart annotation tool for analysis and manual backtesting.
Price Range AnalyzerPrice Range Analyzer - 365-Day Market Context
Get instant market perspective with key price metrics calculated from daily timeframe data, regardless of your current chart interval.
📊 KEY FEATURES:
- 365-Day High/Low with percentage distance from current price
- Range Position indicator (0-100%) with color-coded zones
- Comparison vs 365-day average price
- ATR-based volatility assessment
- Automatic adaptation for new assets (uses available data)
- Clean, professional table (top-left position)
- Optional visual lines on chart
🎯 WHAT IT SHOWS:
1. 365D High - Highest price in period + % below current
2. 365D Low - Lowest price in period + % above current
3. Range Position - Where price sits in the range:
• 🟢 Very Low (0-20%): Strong buy zone
• 🟢 Low (20-40%): Bullish territory
• 🟡 Mid (40-60%): Neutral zone
• 🟠 High (60-80%): Bearish territory
• 🔴 Very High (80-100%): Strong sell zone
4. vs 365D Average - Distance from mean (reversion signal)
5. Volatility - ATR as % of price (Low/Medium/High)
💡 USE CASES:
- Quick assessment of support/resistance zones
- Identify overbought/oversold conditions
- Mean reversion trading opportunities
- Risk assessment via volatility levels
- Works on ALL timeframes (always uses daily data)
- Perfect for new listings (auto-adjusts to available history)
⚙️ SETTINGS:
- Adjustable lookback period (30-730 days)
- Toggle high/low/average lines on chart
- White background optimized table
Clean, simple, actionable. Know exactly where you stand in the bigger picture at a glance.
Bands and Channels Laboratory [DAFE]Bands and Channels Laboratory : The Ultimate Volatility & Envelope Engine
40+ Unique Algorithms. The Revolutionary MTF Horizon Display. Smart Kill Zones & Pattern Recognition. This is not just a band indicator; it is the definitive toolkit for mastering market volatility.
█ PHILOSOPHY: BEYOND THE BAND, INTO THE LABORATORY
Standard band indicators like Bollinger Bands or Keltner Channels are built on a simple, powerful idea: price tends to revert to a mean, and its deviation from that mean is a measure of volatility. However, their core calculations are primitive. A simple moving average for the basis and a simple standard deviation for the width are blunt instruments in a market that demands surgical precision and adaptability.
The Bands and Channels Laboratory was not created to be another band indicator. It was engineered to be the final word on volatility and envelope analysis. This is not just an indicator; it is a powerful, interactive research environment. It is a laboratory where you, the trader, can move beyond the static "one-size-fits-all" approach and forge a volatility system that is perfectly synchronized with the unique physics of your market.
We have deconstructed the very concept of a "band," separating it into its three core components— The Basis (Center Line) , The Deviation (Width) , and The Band Type (Envelope Logic) —and rebuilt each one with a library of dozens of advanced algorithms. This modular approach provides an almost infinite number of unique combinations, allowing you to construct a tool that is truly your own.
█ WHAT MAKES THIS THE "ULTIMATE" LABORATORY? THE CORE INNOVATIONS
This tool stands in a class of its own, offering a suite of proprietary features that collectively create an unparalleled analytical experience.
The 40+ Algorithm Core (Modular Engine): This is the heart of the Laboratory. You have independent control over the mathematical engine for each part of the band:
22 Basis Algorithms: Choose anything from a classic SMA to a zero-lag Hull MA, an adaptive KAMA, or a proprietary DAFE engine for your center line.
16 Deviation Algorithms: Move beyond simple standard deviation. Use statistically robust measures like Parkinson Volatility, advanced concepts like the Ulcer Index, or proprietary DAFE engines like "DAFE Dark Matter" to calculate your band width.
14 Band Types: Select the fundamental logic, from Bollinger and Keltner to unique DAFE models like "DAFE Quantum Bands."
The MTF Horizon Display: A revolutionary leap in data visualization. The Horizon projects up to three "holographic" displays of higher-timeframe band metrics (like Bandwidth % or Squeeze State) directly onto your main price chart. You can now see the "Macro Volatility" of the 1-Hour, 4-Hour, and Daily charts without ever leaving your 5-minute screen.
The Smart Kill Zone Engine: The indicator automatically identifies, plots, and tracks high-probability reversal zones. These are not based on simple price pivots. They are generated by identifying price levels where price interacted with the bands on high volume and with significant momentum, marking a true, institutionally defended level.
The Pattern Recognition Engine: The Laboratory isn't just reactive; it's proactive. It automatically detects and labels critical band patterns, including multiple types of Squeezes (Coiling, Compression), strong Walking Bands trends, and subtle Band Divergences that often precede major reversals.
The Visualization Core: Data should be intuitive and beautiful. Choose from 11 distinct, animated, and theme-aware rendering modes . From the glowing "Quantum Field" and flowing "Plasma Storm" to the abstract "Neural Network," you can transform the simple band into interactive data art.
█ A GUIDED TOUR OF THE ALGORITHMIC CORE
This is your library of mathematical DNA. Understanding your tools is the first step to mastery.
THE ENGINE FAMILIES
The Basis Algorithms (Center Line): You have over 22 choices. Replace the lagging SMA with a Hull MA for zero lag, a KAMA for adaptivity, or the DAFE Tensor Cloud for a 4D average of OHLC data. Your center line is now as intelligent as you want it to be.
The Deviation Algorithms (Band Width): You have over 16 choices. Go beyond simple standard deviation. Use advanced statistical measures like Garman-Klass or Yang-Zhang for a more efficient estimate of volatility. Or, deploy proprietary DAFE engines like DAFE Entropy , which widens the bands in chaotic markets, or DAFE Elastic , which resists extreme expansion.
The Band Types: Choose from 14 fundamental logics, including classics like Bollinger Bands, Keltner Channels , and Donchian Channels , as well as proprietary DAFE models like the DAFE Quantum Bands , which use a noise-canceling step function for their width.
█ ACTIONABLE INTELLIGENCE: THE SIGNAL & PATTERN ENGINES
The Laboratory transforms bands from a simple contextual tool into a complete trading framework.
The Signal Engine: You are not limited to one strategy. Choose from eight distinct signal modes, from classic Mean Reversion on a band touch to aggressive Squeeze Breakouts or robust Trend Following signals. The "Smart Composite" mode uses a multi-factor scoring system to identify only the highest quality setups.
The Pattern Engine: This is your early warning system.
Squeeze Classification: It doesn't just tell you there's a squeeze; it classifies its type ("Coiling," "Compression"), giving you insight into the potential energy being stored.
Walking the Bands: It automatically detects when price is "walking" or "riding" the upper or lower band—the signature of an extremely powerful trend.
Band Divergence: It alerts you to subtle but powerful divergences between the trend of the price and the trend of the bandwidth, often signaling trend exhaustion before it's visible in price action.
█ THE MASTER DASHBOARD: YOUR "AT-A-GLANCE" COMMAND CENTER
The professional-grade dashboard provides a comprehensive, real-time summary of the entire volatility system's state.
Position & State: Instantly see the price's position relative to the bands (%B), the current Bandwidth percentage, and the overall Volatility Regime (HIGH, LOW, NORMAL).
Pattern Readout: Get a real-time display of the currently detected band pattern (e.g., "SQUEEZE: COILING," "WALKING UPPER").
Signal Status: Confirms the most recent signal generated by your chosen signal mode and displays its calculated "Strength."
Optimizer Data: When enabled, shows the backtest results of your current settings, including Win Rate, Profit Factor, and a proprietary Robustness Score.
█ DEVELOPMENT PHILOSOPHY
Bands Laboratory Ultra was born from a fascination with the physics of the market: the constant ebb and flow between equilibrium and chaos, compression and expansion. We believe that volatility is not just a risk metric; it is the very energy that drives all market movement. This tool was designed for the serious trader who seeks to understand and harness that energy. It is for the analyst who wants to deconstruct, test, and build a volatility tool that is a perfect extension of their own mind.
This Laboratory is designed to help you be wrong less often by providing a crystal-clear, multi-dimensional view of market volatility, allowing you to filter out low-probability trades and act with precision when the odds are stacked in your favor.
█ DISCLAIMER AND BEST PRACTICES
THIS IS AN ADVANCED ANALYTICAL TOOL: This indicator provides a sophisticated volatility and signal framework. It must be integrated into a complete trading plan that includes your own analysis and risk management.
TEST, DON'T GUESS: The power of this tool is its adaptability. Use the built-in Optimizer Engine to rigorously test different algorithm combinations and settings on your chosen asset and timeframe.
START WITH A ROBUST BASE: A classic "Bollinger Bands" type with a "Hull MA" basis and "Standard Deviation" is an excellent, low-lag starting point. From there, begin experimenting with more advanced deviation methods or basis algorithms.
USE CONFLUENCE: The highest probability signals come from confluence. A "Squeeze Breakout" buy signal that is confirmed by high volume, a bullish ADX, and alignment with the MTF Horizon is an A++ setup.
"In the business of trading, the winner is not the person who is never wrong, but the person who is wrong the least."
— William Eckhardt, Market Wizard
Taking you to school. - Dskyz, Trade with Bands. Trade with Channels. Trade with Bands and Channels Laboratory
GK Trend Ribbon 10L (Ultra Tight) + PREPARE HUDThis upgraded GK Trend Ribbon keeps original ultra tight 10-line trend engine but now adds a Real Time Preparation system to help traders get ready before the signal print
New Additions
Prepare Alerts (Early Warming System)
Before a GK BUY or GK SELL confirms, the indicator now detects when trend conditions are forming and prints
PREPARE GK BUY
PREPARE GK SELL
this gives traders time to: Set lot Sizes
Mark entries
Prepare risk management
Avoid late entries
Live Trend HUD (heads up display)
green Bullish mode
red Bearish mode
grey Neutral/wait
Warning symbol PREPARE GK BUY/SELL when a move is building
this acts like a market control panel keeping traders aligned with the trend direction at all times
CORE ENGINE (unchanged power)
zero lag trend structure
ATR based dynamic bands
1 clean GK BUY/SELL per confirmed trend shift
visual ribbon showing strength and direction
this version improves timing, preparation, and confidence-without adding clutter
this indicator are for educational purposes only
High Breakout PRO Huy Hoang Trader
High Breakout PRO - Strategy Description
## 🚀 Overview
**High Breakout PRO** is a professional-grade Trend Following strategy designed to capture major market moves while strictly managing risk. Built on the core philosophy of "Price Action Breakouts," this script enhances the classic Donchian Channel breakout method with modern risk management tools like the **Hybrid Exit** and **EMA Trend Filter**.
This strategy is optimized for **Gold (XAUUSD)**, **Bitcoin (BTC)**, and **Major Stocks (AAPL, AMZN)** on **H4 and Daily** timeframes.
## 💎 Key Features
1. **Trend Filter (EMA):** Only takes long positions when the price is above the 200-period EMA. This filters out counter-trend noise and significantly improves winning probability.
2. **Hybrid Exit Mechanism ("Holy Grail"):** A unique dynamic trailing stop that combines:
* **Price Structure:** Uses the lowest low of the last Y bars (Donchian Support).
* **Volatility:** Uses ATR-based trailing (Chandelier Exit logic).
* *Logic:* The system automatically chooses the **tighter** (higher) stop level between the two, ensuring you lock in profits rapidly during strong volatility while giving the trade room to breathe during accumulation.
3. **Professional Visuals:** A refined "Wealth & Earth" themes (Gold/Silver/Brown) specifically designed to reduce eye strain and provide clear, professional signal visibility without chart clutter.
## 🛠 Strategy Logic
### entry rules
* **Breakout:** Price closes above the Highest High of the last `X` bars (Default: 20).
* **Trend Confirmation:** Closing Price > EMA 200 (Configurable).
### Exit Rules
* **Dynamic Stop Loss:** The trade is closed when price breaches the **Hybrid Trailing Stop**.
* The Trailing Stop never moves down. It only moves up as price increases.
* It effectively adapts to both slow-grinding trends and explosive spikes.
## ⚙️ Best Settings (Recommended)
* **Timeframe:** H4 (Swing Trading) or Daily (Position Trading).
* **Entry Period (X):** 20
* **Exit Period (Y):** 10
* **Trend Filter:** ON (EMA 200)
* **Risk Management:** Hybrid Mode (ATR Multiplier 3.0)
## ⚠️ Disclaimer
This strategy follows trends. It may experience drawdowns during choppy/sideways markets. Always use proper risk management (position sizing) and backtest on your specific asset before live trading.
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*Developed by Huy Hoang Trader. Empowering traders with institutional-grade tools.*
Contact for work: www.facebook.com
Smart SafeZone Stops [MarkitTick]💡 This script represents a sophisticated evolution of volatility-based trailing stop methodologies. It is designed to assist traders in managing trend-following positions by dynamically adjusting stop-loss levels based on market noise, directional momentum, and volume flows. Unlike static trailing stops that move by a fixed percentage or simple ATR multiples, this tool calculates the "safe zone" by analyzing how far price has penetrated against the trend over a specific lookback period, offering a granular approach to risk management that adapts to changing market conditions.
✨ Originality and Utility
The primary utility of this indicator lies in its ability to filter out market noise while remaining tight enough to protect profits during strong trends. While the classic SafeZone concept (popularized by Dr. Alexander Elder) is effective, this script introduces several modern enhancements that increase its robustness:
● Dynamic ADX Integration Standard SafeZone stops use a fixed multiplier. This script integrates the Average Directional Index (ADX) to gauge trend strength. When the trend is strong, the stop tightens (Aggressive Multiplier) to lock in profits rapidly. When the trend is weak or choppy, the stop widens (Conservative Multiplier) to prevent premature shakeouts. ● Volume-Weighted Noise Price movement on low volume is often considered "noise," while high-volume movement signifies conviction. This script optionally weights the noise calculation by Relative Volume. A downward spike on low volume will affect the stop level less than a downward spike on high volume.
● 3-Day Smoothing Mechanism To prevent the stop line from becoming too jagged or reacting to single-bar anomalies, the script applies a 3-day smoothing algorithm. It utilizes the "worst-case" scenario of the last three calculated stop levels, ensuring the stop only moves when the trend structure genuinely shifts.
🔬 Methodology and Concepts
The underlying logic operates on a "Ratchet" mechanism, meaning the stop line can only move in the direction of the trade (up for longs, down for shorts) and never retraces until a trend reversal occurs.
● Directional Noise Calculation The script separates market noise into two components: Downside Penetration (for Longs): The distance the price dips below the previous bar's low. Upside Penetration (for Shorts): The distance the price spikes above the previous bar's high. The average of these penetrations is calculated over the Noise Lookback Period .
● The SafeZone Formula The raw stop level is derived as follows: Long Stop = Previous Low - (Average Downside Noise × Multiplier) Short Stop = Previous High + (Average Upside Noise × Multiplier)
● Adaptive Multiplier Logic If Dynamic ADX is enabled: If ADX > Strong Threshold: Use Aggressive Multiplier (e.g., 1.5x). If ADX < Weak Threshold: Use Conservative Multiplier (e.g., 3.5x). Otherwise: Use the Base Safety Coefficient.
● Exhaustion Detection The script calculates the distance between the current Close price and the Active Stop. If this distance exceeds a specific multiple of the ATR (Average True Range), it flags a "Mean Reversion" or "Exhaustion" warning, suggesting price has extended too far from equilibrium.
🎨 Visual Guide
The indicator plots distinct visual elements to guide decision-making without cluttering the chart excessively.
● Trailing Stop Lines Green Line (Solid): Represents the SafeZone Long Stop. This line appears below price during an uptrend. As long as price closes above this line, the bullish bias is intact. Red Line (Solid): Represents the SafeZone Short Stop. This line appears above price during a downtrend. A close above this line signals a potential short exit or reversal.
● Trend Signals Green Triangle (Below Bar): Marks the "Bull Start." This occurs when the price crosses above the Trend Filter EMA and the trend logic flips to bullish. Red Triangle (Above Bar): Marks the "Bear Start." Indicates the start of a downtrend sequence.
● Exhaustion Warnings Yellow Labels (⚠️): These appear when price has extended significantly away from the stop line (based on the ATR Exhaustion Multiplier). This is not an immediate sell signal but a warning that the trend may be overextended and a pullback is probable.
● MTF Consensus Cloud Background Color: If enabled, the chart background changes color to reflect the Higher Timeframe (HTF) trend. Green Background: Current trend matches HTF Uptrend. Red Background: Current trend matches HTF Downtrend. Gray Background: Trends are mismatched (Consolidation/Conflict).
● Quantitative Dashboard A table located in the top-right corner displays real-time statistics: Trend: Current state (BULLISH/BEARISH). Age: Number of bars since the trend began. Stop Price: Exact price level of the trailing stop. Risk %: The percentage distance from the current Close to the Stop. If this exceeds 3%, the text turns red to highlight elevated risk. Active Mult: The current multiplier being used (Dynamic or Fixed). ADX State: Shows if the trend is Strong, Weak, or Normal.
📖 How to Use
1. Entry Timing Wait for a Trend Switch signal (Triangle). For a long entry (Green Triangle), ensure the price is above the Trend Baseline (EMA). Ideally, look for confluence with the MTF Cloud (Green Background).
2. Position Management Once in a trade, use the Trailing Stop Line as your hard exit or invalidation point. Do not manually move the stop away from price; the script automatically "ratchets" the stop tighter as the trend progresses.
3. Taking Profits Use the "Exhaustion Warnings" (⚠️) as opportunities to scale out of positions. When price moves parabolically away from the stop line, the probability of a snap-back increases.
4. Managing Chop If the dashboard shows "ADX State: WEAK," expect the stop line to remain wider. This allows the asset "room to breathe" without stopping you out on random volatility.
⚙️ Inputs and Settings
The script is highly customizable to fit different asset classes (Crypto, Forex, Stocks).
● Trend Definitions Trend Filter (EMA Length): Determines the baseline trend bias (Default: 22). Price must be above this EMA to initiate a long calculation.
● Noise Calculation Noise Lookback Period: The number of bars used to calculate average penetration (Default: 10). Base Safety Coefficient: The standard multiplier applied to the noise average (Default: 2.5). Higher values = wider stops. Use Volume Weighting: Enables the volume-adjustment logic. Use 3-Day Smoothing: Recommended keeping this TRUE to avoid stop-hunts.
● Dynamic Multiplier (ADX) Enable Dynamic ADX: Toggles the adaptive multiplier. Strong/Weak Thresholds: The ADX levels that trigger aggressive or conservative multipliers.
● Multi-Timeframe Consensus Higher Timeframe: Select the TF for the cloud background (e.g., Daily or Weekly).
● Exhaustion Warning ATR Multiplier: Defines how far price must be from the stop to trigger a warning (Default: 3.0).
🔍 Deconstruction of the Underlying Scientific and Academic Framework
The "Smart SafeZone" indicator is grounded in the statistical analysis of market noise versus signal.
● Theory of Noise Penetration Conventional stops often use Standard Deviation (Bollinger Bands) or Average True Range (Keltner Channels/Chandelier Stops). While effective, these measures assume volatility is symmetrical. This script adopts the view that directional volatility matters more. In an uptrend, upside volatility is "good" signal, while downside volatility is "noise." By explicitly calculating the average downside penetration (Low - Low), the script isolates the specific counter-trend force acting on the asset. ● Volume-Weighted Price Analysis (VWPA) The inclusion of volume weighting draws upon Dow Theory principles, which state that volume must confirm the trend. Math: Penetration × (Volume / AverageVolume) This formula asserts that a price drop on low volume is statistically less significant than a drop on high volume. By dampening the impact of low-volume moves, the stop becomes more resistant to liquidity vacuums and algorithmic stop-hunts.
● Trend Efficiency (ADX) The integration of J. Welles Wilder’s ADX (Average Directional Index) adds a dimension of Trend Efficiency. High ADX values indicate a highly efficient trend with little retracement. Mathematically, this justifies a lower standard deviation (or noise multiplier) for the stop, as the probability of a deep retracement without a trend change is lower in high-momentum environments.
⚠️ 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.
ATR-Based Z-Score (with Signal Line)The ATR-Based Z-Score is an advanced, volatility-normalized oscillator designed to identify extreme price deviations more reliably than the standard Z-Score.
By replacing the traditional Standard Deviation with the Average True Range (ATR) in the denominator, this indicator eliminates the "volatility paradox" where rapid price spikes cause standard oscillators to prematurely return to zero, even as the price continues to crash.
Why this version is superior
In a classic Z-Score calculation:
Z = (Price - SMA) / (Standard Deviation)
A sudden impulsive price drop causes the Standard Deviation to explode. Because you are dividing by a rapidly increasing number, the Z-Score often "rises" while the price is still falling.
The ATR-Based Solution:
Z = (Price - SMA) / ATR
By using a long-period ATR as the denominator, the volatility measure remains stable and "clean." This ensures that the indicator’s troughs align much more accurately with actual price bottoms, staying in the oversold territory until the momentum truly shifts.
Key Features
Volatility Cleaning: The ATR-normalization prevents the indicator from "flattening out" during impulsive price movements.
Integrated Signal Line: A customizable Moving Average of the Z-Score values helps filter noise and confirms entry/exit points.
Independent Periods: You can set the Price MA (responsiveness) and the ATR (volatility baseline) separately to fine-tune the indicator to different timeframes.
How to Trade with it
1. Mean Reversion (Buy the Dip / Sell the Rip)
Long: Wait for the Z-Score to drop below a significant level (e.g., -10.0). Enter when the Z-Score crosses back above its Signal Line.
Short: Wait for the Z-Score to rise above +10.0 and enter when it crosses below the Signal Line.
2. Breakout Trading
A strong push of the Z-Score beyond the +/- 7.0 levels can indicate a powerful trend breakout.
In this case, the Signal Line crossover serves as an effective Exit Signal, telling you that the initial momentum of the breakout is fading.
Summary
✅ This indicator is designed for traders who find standard oscillators too "nervous" during volatile periods. By decoupling price deviation from immediate variance spikes, the ATR-Based Z-Score provides a rock-solid foundation for identifying true market extremes and high-probability reversal points.






















