ORB Fusion🎯 CORE INNOVATION: INSTITUTIONAL ORB FRAMEWORK WITH FAILED BREAKOUT INTELLIGENCE
ORB Fusion represents a complete institutional-grade Opening Range Breakout system combining classic Market Profile concepts (Initial Balance, day type classification) with modern algorithmic breakout detection, failed breakout reversal logic, and comprehensive statistical tracking. Rather than simply drawing lines at opening range extremes, this system implements the full trading methodology used by professional floor traders and market makers—including the critical concept that failed breakouts are often higher-probability setups than successful breakouts .
The Opening Range Hypothesis:
The first 30-60 minutes of trading establishes the day's value area —the price range where the majority of participants agree on fair value. This range is formed during peak information flow (overnight news digestion, gap reactions, early institutional positioning). Breakouts from this range signal directional conviction; failures to hold breakouts signal trapped participants and create exploitable reversals.
Why Opening Range Matters:
1. Information Aggregation : Opening range reflects overnight news, pre-market sentiment, and early institutional orders. It's the market's initial "consensus" on value.
2. Liquidity Concentration : Stop losses cluster just outside opening range. Breakouts trigger these stops, creating momentum. Failed breakouts trap traders, forcing reversals.
3. Statistical Persistence : Markets exhibit range expansion tendency —when price accepts above/below opening range with volume, it often extends 1.0-2.0x the opening range size before mean reversion.
4. Institutional Behavior : Large players (market makers, institutions) use opening range as reference for the day's trading plan. They fade extremes in rotation days and follow breakouts in trend days.
Historical Context:
Opening Range Breakout methodology originated in commodity futures pits (1970s-80s) where floor traders noticed consistent patterns: the first 30-60 minutes established a "fair value zone," and directional moves occurred when this zone was violated with conviction. J. Peter Steidlmayer formalized this observation in Market Profile theory, introducing the "Initial Balance" concept—the first hour (two 30-minute periods) defining market structure.
📊 OPENING RANGE CONSTRUCTION
Four ORB Timeframe Options:
1. 5-Minute ORB (0930-0935 ET):
Captures immediate market direction during "opening drive"—the explosive first few minutes when overnight orders hit the tape.
Use Case:
• Scalping strategies
• High-frequency breakout trading
• Extremely liquid instruments (ES, NQ, SPY)
Characteristics:
• Very tight range (often 0.2-0.5% of price)
• Early breakouts common (7 of 10 days break within first hour)
• Higher false breakout rate (50-60%)
• Requires sub-minute chart monitoring
Psychology: Captures panic buyers/sellers reacting to overnight news. Range is small because sample size is minimal—only 5 minutes of price discovery. Early breakouts often fail because they're driven by retail FOMO rather than institutional conviction.
2. 15-Minute ORB (0930-0945 ET):
Balances responsiveness with statistical validity. Captures opening drive plus initial reaction to that drive.
Use Case:
• Day trading strategies
• Balanced scalping/swing hybrid
• Most liquid instruments
Characteristics:
• Moderate range (0.4-0.8% of price typically)
• Breakout rate ~60% of days
• False breakout rate ~40-45%
• Good balance of opportunity and reliability
Psychology: Includes opening panic AND the first retest/consolidation. Sophisticated traders (institutions, algos) start expressing directional bias. This is the "Goldilocks" timeframe—not too reactive, not too slow.
3. 30-Minute ORB (0930-1000 ET):
Classic ORB timeframe. Default for most professional implementations.
Use Case:
• Standard intraday trading
• Position sizing for full-day trades
• All liquid instruments (equities, indices, futures)
Characteristics:
• Substantial range (0.6-1.2% of price)
• Breakout rate ~55% of days
• False breakout rate ~35-40%
• Statistical sweet spot for extensions
Psychology: Full opening auction + first institutional repositioning complete. By 10:00 AM ET, headlines are digested, early stops are hit, and "real" directional players reveal themselves. This is when institutional programs typically finish their opening positioning.
Statistical Advantage: 30-minute ORB shows highest correlation with daily range. When price breaks and holds outside 30m ORB, probability of reaching 1.0x extension (doubling the opening range) exceeds 60% historically.
4. 60-Minute ORB (0930-1030 ET) - Initial Balance:
Steidlmayer's "Initial Balance"—the foundation of Market Profile theory.
Use Case:
• Swing trading entries
• Day type classification
• Low-frequency institutional setups
Characteristics:
• Wide range (0.8-1.5% of price)
• Breakout rate ~45% of days
• False breakout rate ~25-30% (lowest)
• Best for trend day identification
Psychology: Full first hour captures A-period (0930-1000) and B-period (1000-1030). By 10:30 AM ET, all early positioning is complete. Market has "voted" on value. Subsequent price action confirms (trend day) or rejects (rotation day) this value assessment.
Initial Balance Theory:
IB represents the market's accepted value area . When price extends significantly beyond IB (>1.5x IB range), it signals a Trend Day —strong directional conviction. When price remains within 1.0x IB, it signals a Rotation Day —mean reversion environment. This classification completely changes trading strategy.
🔬 LTF PRECISION TECHNOLOGY
The Chart Timeframe Problem:
Traditional ORB indicators calculate range using the chart's current timeframe. This creates critical inaccuracies:
Example:
• You're on a 5-minute chart
• ORB period is 30 minutes (0930-1000 ET)
• Indicator sees only 6 bars (30min ÷ 5min/bar = 6 bars)
• If any 5-minute bar has extreme wick, entire ORB is distorted
The Problem Amplifies:
• On 15-minute chart with 30-minute ORB: Only 2 bars sampled
• On 30-minute chart with 30-minute ORB: Only 1 bar sampled
• Opening spike or single large wick defines entire range (invalid)
Solution: Lower Timeframe (LTF) Precision:
ORB Fusion uses `request.security_lower_tf()` to sample 1-minute bars regardless of chart timeframe:
```
For 30-minute ORB on 15-minute chart:
- Traditional method: Uses 2 bars (15min × 2 = 30min)
- LTF Precision: Requests thirty 1-minute bars, calculates true high/low
```
Why This Matters:
Scenario: ES futures, 15-minute chart, 30-minute ORB
• Traditional ORB: High = 5850.00, Low = 5842.00 (range = 8 points)
• LTF Precision ORB: High = 5848.50, Low = 5843.25 (range = 5.25 points)
Difference: 2.75 points distortion from single 15-minute wick hitting 5850.00 at 9:31 AM then immediately reversing. LTF precision filters this out by seeing it was a fleeting wick, not a sustained high.
Impact on Extensions:
With inflated range (8 points vs 5.25 points):
• 1.5x extension projects +12 points instead of +7.875 points
• Difference: 4.125 points (nearly $200 per ES contract)
• Breakout signals trigger late; extension targets unreachable
Implementation:
```pinescript
getLtfHighLow() =>
float ha = request.security_lower_tf(syminfo.tickerid, "1", high)
float la = request.security_lower_tf(syminfo.tickerid, "1", low)
```
Function returns arrays of 1-minute high/low values, then finds true maximum and minimum across all samples.
When LTF Precision Activates:
Only when chart timeframe exceeds ORB session window:
• 5-minute chart + 30-minute ORB: LTF used (chart TF > session bars needed)
• 1-minute chart + 30-minute ORB: LTF not needed (direct sampling sufficient)
Recommendation: Always enable LTF Precision unless you're on 1-minute charts. The computational overhead is negligible, and accuracy improvement is substantial.
⚖️ INITIAL BALANCE (IB) FRAMEWORK
Steidlmayer's Market Profile Innovation:
J. Peter Steidlmayer developed Market Profile in the 1980s for the Chicago Board of Trade. His key insight: market structure is best understood through time-at-price (value area) rather than just price-over-time (traditional charts).
Initial Balance Definition:
IB is the price range established during the first hour of trading, subdivided into:
• A-Period : First 30 minutes (0930-1000 ET for US equities)
• B-Period : Second 30 minutes (1000-1030 ET)
A-Period vs B-Period Comparison:
The relationship between A and B periods forecasts the day:
B-Period Expansion (Bullish):
• B-period high > A-period high
• B-period low ≥ A-period low
• Interpretation: Buyers stepping in after opening assessed
• Implication: Bullish continuation likely
• Strategy: Buy pullbacks to A-period high (now support)
B-Period Expansion (Bearish):
• B-period low < A-period low
• B-period high ≤ A-period high
• Interpretation: Sellers stepping in after opening assessed
• Implication: Bearish continuation likely
• Strategy: Sell rallies to A-period low (now resistance)
B-Period Contraction:
• B-period stays within A-period range
• Interpretation: Market indecisive, digesting A-period information
• Implication: Rotation day likely, stay range-bound
• Strategy: Fade extremes, sell high/buy low within IB
IB Extensions:
Professional traders use IB as a ruler to project price targets:
Extension Levels:
• 0.5x IB : Initial probe outside value (minor target)
• 1.0x IB : Full extension (major target for normal days)
• 1.5x IB : Trend day threshold (classifies as trending)
• 2.0x IB : Strong trend day (rare, ~10-15% of days)
Calculation:
```
IB Range = IB High - IB Low
Bull Extension 1.0x = IB High + (IB Range × 1.0)
Bear Extension 1.0x = IB Low - (IB Range × 1.0)
```
Example:
ES futures:
• IB High: 5850.00
• IB Low: 5842.00
• IB Range: 8.00 points
Extensions:
• 1.0x Bull Target: 5850 + 8 = 5858.00
• 1.5x Bull Target: 5850 + 12 = 5862.00
• 2.0x Bull Target: 5850 + 16 = 5866.00
If price reaches 5862.00 (1.5x), day is classified as Trend Day —strategy shifts from mean reversion to trend following.
📈 DAY TYPE CLASSIFICATION SYSTEM
Four Day Types (Market Profile Framework):
1. TREND DAY:
Definition: Price extends ≥1.5x IB range in one direction and stays there.
Characteristics:
• Opens and never returns to IB
• Persistent directional movement
• Volume increases as day progresses (conviction building)
• News-driven or strong institutional flow
Frequency: ~20-25% of trading days
Trading Strategy:
• DO: Follow the trend, trail stops, let winners run
• DON'T: Fade extremes, take early profits
• Key: Add to position on pullbacks to previous extension level
• Risk: Getting chopped in false trend (see Failed Breakout section)
Example: FOMC decision, payroll report, earnings surprise—anything creating one-sided conviction.
2. NORMAL DAY:
Definition: Price extends 0.5-1.5x IB, tests both sides, returns to IB.
Characteristics:
• Two-sided trading
• Extensions occur but don't persist
• Volume balanced throughout day
• Most common day type
Frequency: ~45-50% of trading days
Trading Strategy:
• DO: Take profits at extension levels, expect reversals
• DON'T: Hold for massive moves
• Key: Treat each extension as a profit-taking opportunity
• Risk: Holding too long when momentum shifts
Example: Typical day with no major catalysts—market balancing supply and demand.
3. ROTATION DAY:
Definition: Price stays within IB all day, rotating between high and low.
Characteristics:
• Never accepts outside IB
• Multiple tests of IB high/low
• Decreasing volume (no conviction)
• Classic range-bound action
Frequency: ~25-30% of trading days
Trading Strategy:
• DO: Fade extremes (sell IB high, buy IB low)
• DON'T: Chase breakouts
• Key: Enter at extremes with tight stops just outside IB
• Risk: Breakout finally occurs after multiple failures
Example: [/b> Pre-holiday trading, summer doldrums, consolidation after big move.
4. DEVELOPING:
Definition: Day type not yet determined (early in session).
Usage: Classification before 12:00 PM ET when IB extension pattern unclear.
ORB Fusion's Classification Algorithm:
```pinescript
if close > ibHigh:
ibExtension = (close - ibHigh) / ibRange
direction = "BULLISH"
else if close < ibLow:
ibExtension = (ibLow - close) / ibRange
direction = "BEARISH"
if ibExtension >= 1.5:
dayType = "TREND DAY"
else if ibExtension >= 0.5:
dayType = "NORMAL DAY"
else if close within IB:
dayType = "ROTATION DAY"
```
Why Classification Matters:
Same setup (bullish ORB breakout) has opposite implications:
• Trend Day : Hold for 2.0x extension, trail stops aggressively
• Normal Day : Take profits at 1.0x extension, watch for reversal
• Rotation Day : Fade the breakout immediately (likely false)
Knowing day type prevents catastrophic errors like fading a trend day or holding through rotation.
🚀 BREAKOUT DETECTION & CONFIRMATION
Three Confirmation Methods:
1. Close Beyond Level (Recommended):
Logic: Candle must close above ORB high (bull) or below ORB low (bear).
Why:
• Filters out wicks (temporary liquidity grabs)
• Ensures sustained acceptance above/below range
• Reduces false breakout rate by ~20-30%
Example:
• ORB High: 5850.00
• Bar high touches 5850.50 (wick above)
• Bar closes at 5848.00 (inside range)
• Result: NO breakout signal
vs.
• Bar high touches 5850.50
• Bar closes at 5851.00 (outside range)
• Result: BREAKOUT signal confirmed
Trade-off: Slightly delayed entry (wait for close) but much higher reliability.
2. Wick Beyond Level:
Logic: [/b> Any touch of ORB high/low triggers breakout.
Why:
• Earliest possible entry
• Captures aggressive momentum moves
Risk:
• High false breakout rate (60-70%)
• Stop runs trigger signals
• Requires very tight stops (difficult to manage)
Use Case: Scalping with 1-2 point profit targets where any penetration = trade.
3. Body Beyond Level:
Logic: [/b> Candle body (close vs open) must be entirely outside range.
Why:
• Strictest confirmation
• Ensures directional conviction (not just momentum)
• Lowest false breakout rate
Example: Trade-off: [/b> Very conservative—misses some valid breakouts but rarely triggers on false ones.
Volume Confirmation Layer:
All confirmation methods can require volume validation:
Volume Multiplier Logic: Rationale: [/b> True breakouts are driven by institutional activity (large size). Volume spike confirms real conviction vs. stop-run manipulation.
Statistical Impact: [/b>
• Breakouts with volume confirmation: ~65% success rate
• Breakouts without volume: ~45% success rate
• Difference: 20 percentage points edge
Implementation Note: [/b>
Volume confirmation adds complexity—you'll miss breakouts that work but lack volume. However, when targeting 1.5x+ extensions (ambitious goals), volume confirmation becomes critical because those moves require sustained institutional participation.
Recommended Settings by Strategy: [/b>
Scalping (1-2 point targets): [/b>
• Method: Close
• Volume: OFF
• Rationale: Quick in/out doesn't need perfection
Intraday Swing (5-10 point targets): [/b>
• Method: Close
• Volume: ON (1.5x multiplier)
• Rationale: Balance reliability and opportunity
Position Trading (full-day holds): [/b>
• Method: Body
• Volume: ON (2.0x multiplier)
• Rationale: Must be certain—large stops require high win rate
🔥 FAILED BREAKOUT SYSTEM
The Core Insight: [/b>
Failed breakouts are often more profitable [/b> than successful breakouts because they create trapped traders with predictable behavior.
Failed Breakout Definition: [/b>
A breakout that:
1. Initially penetrates ORB level with confirmation
2. Attracts participants (volume spike, momentum)
3. Fails to extend (stalls or immediately reverses)
4. Returns inside ORB range within N bars
Psychology of Failure: [/b>
When breakout fails:
• Breakout buyers are trapped [/b>: Bought at ORB high, now underwater
• Early longs reduce: Take profit, fearful of reversal
• Shorts smell blood: See failed breakout as reversal signal
• Result: Cascade of selling as trapped bulls exit + new shorts enter
Mirror image for failed bearish breakouts (trapped shorts cover + new longs enter).
Failure Detection Parameters: [/b>
1. Failure Confirmation Bars (default: 3): [/b>
How many bars after breakout to confirm failure?
Logic: Settings: [/b>
• 2 bars: Aggressive failure detection (more signals, more false failures)
• 3 bars Balanced (default)
• 5-10 bars: Conservative (wait for clear reversal)
Why This Matters:
Too few bars: You call "failed breakout" when price is just consolidating before next leg.
Too many bars: You miss the reversal entry (price already back in range).
2. Failure Buffer (default: 0.1 ATR): [/b>
How far inside ORB must price return to confirm failure?
Formula: Why Buffer Matters: clear rejection [/b> (not just hovering at level).
Settings: [/b>
• 0.0 ATR: No buffer, immediate failure signal
• 0.1 ATR: Small buffer (default) - filters noise
• [b>0.2-0.3 ATR: Large buffer - only dramatic failures count
Example: Reversal Entry System: [/b>
When failure confirmed, system generates complete reversal trade:
For Failed Bull Breakout (Short Reversal): [/b>
Entry: [/b> Current close when failure confirmed
Stop Loss: [/b> Extreme high since breakout + 0.10 ATR padding
Target 1: [/b> ORB High - (ORB Range × 0.5)
Target 2: Target 3: [/b> ORB High - (ORB Range × 1.5)
Example:
• ORB High: 5850, ORB Low: 5842, Range: 8 points
• Breakout to 5853, fails, reverses to 5848 (entry)
• Stop: 5853 + 1 = 5854 (6 point risk)
• T1: 5850 - 4 = 5846 (-2 points, 1:3 R:R)
• T2: 5850 - 8 = 5842 (-6 points, 1:1 R:R)
• T3: 5850 - 12 = 5838 (-10 points, 1.67:1 R:R)
[b>Why These Targets? [/b>
• T1 (0.5x ORB below high): Trapped bulls start panic
• T2 (1.0x ORB = ORB Mid): Major retracement, momentum fully reversed
• T3 (1.5x ORB): Reversal extended, now targeting opposite side
Historical Performance: [/b>
Failed breakout reversals in ORB Fusion's tracking system show:
• Win Rate: 65-75% (significantly higher than initial breakouts)
• Average Winner: 1.2x ORB range
• Average Loser: 0.5x ORB range (protected by stop at extreme)
• Expectancy: Strongly positive even with <70% win rate
Why Failed Breakouts Outperform: [/b>
1. Information Advantage: You now know what price did (failed to extend). Initial breakout trades are speculative; reversal trades are reactive to confirmed failure.
2. Trapped Participant Pressure: Every trapped bull becomes a seller. This creates sustained pressure.
3. Stop Loss Clarity: Extreme high is obvious stop (just beyond recent high). Breakout trades have ambiguous stops (ORB mid? Recent low? Too wide or too tight).
4. Mean Reversion Edge: Failed breakouts return to value (ORB mid). Initial breakouts try to escape value (harder to sustain).
Critical Insight: [/b>
"The best trade is often the one that trapped everyone else."
Failed breakouts create asymmetric opportunity because you're trading against [/b> trapped participants rather than with [/b> them. When you see a failed breakout signal, you're seeing real-time evidence that the market rejected directional conviction—that's exploitable.
📐 FIBONACCI EXTENSION SYSTEM
Six Extension Levels: [/b>
Extensions project how far price will travel after ORB breakout. Based on Fibonacci ratios + empirical market behavior.
1. 1.272x (27.2% Extension): [/b>
Formula: [/b> ORB High/Low + (ORB Range × 0.272)
Psychology: [/b> Initial probe beyond ORB. Early momentum + trapped shorts (on bull side) covering.
Probability of Reach: [/b> ~75-80% after confirmed breakout
Trading: [/b>
• First resistance/support after breakout
• Partial profit target (take 30-50% off)
• Watch for rejection here (could signal failure in progress)
Why 1.272? [/b> Related to harmonic patterns (1.272 is √1.618). Empirically, markets often stall at 25-30% extension before deciding whether to continue or fail.
2. 1.5x (50% Extension):
Formula: [/b> ORB High/Low + (ORB Range × 0.5)
Psychology: [/b> Breakout gaining conviction. Requires sustained buying/selling (not just momentum spike).
Probability of Reach: [/b> ~60-65% after confirmed breakout
Trading: [/b>
• Major partial profit (take 50-70% off)
• Move stops to breakeven
• Trail remaining position
Why 1.5x? [/b> Classic halfway point to 2.0x. Markets often consolidate here before final push. If day type is "Normal," this is likely the high/low for the day.
3. 1.618x (Golden Ratio Extension): [/b>
Formula: [/b> ORB High/Low + (ORB Range × 0.618)
Psychology: [/b> Strong directional day. Institutional conviction + retail FOMO.
Probability of Reach: [/b> ~45-50% after confirmed breakout
Trading: [/b>
• Final partial profit (close 80-90%)
• Trail remainder with wide stop (allow breathing room)
Why 1.618? [/b> Fibonacci golden ratio. Appears consistently in market geometry. When price reaches 1.618x extension, move is "mature" and reversal risk increases.
4. 2.0x (100% Extension): [/b>
Formula: ORB High/Low + (ORB Range × 1.0)
Psychology: [/b> Trend day confirmed. Opening range completely duplicated.
Probability of Reach: [/b> ~30-35% after confirmed breakout
Trading: Why 2.0x? [/b> Psychological level—range doubled. Also corresponds to typical daily ATR in many instruments (opening range ~ 0.5 ATR, daily range ~ 1.0 ATR).
5. 2.618x (Super Extension):
Formula: [/b> ORB High/Low + (ORB Range × 1.618)
Psychology: [/b> Parabolic move. News-driven or squeeze.
Probability of Reach: [/b> ~10-15% after confirmed breakout
[b>Trading: Why 2.618? [/b> Fibonacci ratio (1.618²). Rare to reach—when it does, move is extreme. Often precedes multi-day consolidation or reversal.
6. 3.0x (Extreme Extension): [/b>
Formula: [/b> ORB High/Low + (ORB Range × 2.0)
Psychology: [/b> Market melt-up/crash. Only in extreme events.
[b>Probability of Reach: [/b> <5% after confirmed breakout
Trading: [/b>
• Close immediately if reached
• These are outlier events (black swans, flash crashes, squeeze-outs)
• Holding for more is greed—take windfall profit
Why 3.0x? [/b> Triple opening range. So rare it's statistical noise. When it happens, it's headline news.
Visual Example:
ES futures, ORB 5842-5850 (8 point range), Bullish breakout:
• ORB High : 5850.00 (entry zone)
• 1.272x : 5850 + 2.18 = 5852.18 (first resistance)
• 1.5x : 5850 + 4.00 = 5854.00 (major target)
• 1.618x : 5850 + 4.94 = 5854.94 (strong target)
• 2.0x : 5850 + 8.00 = 5858.00 (trend day)
• 2.618x : 5850 + 12.94 = 5862.94 (extreme)
• 3.0x : 5850 + 16.00 = 5866.00 (parabolic)
Profit-Taking Strategy:
Optimal scaling out at extensions:
• Breakout entry at 5850.50
• 30% off at 1.272x (5852.18) → +1.68 points
• 40% off at 1.5x (5854.00) → +3.50 points
• 20% off at 1.618x (5854.94) → +4.44 points
• 10% off at 2.0x (5858.00) → +7.50 points
[b>Average Exit: Conclusion: [/b> Scaling out at extensions produces 40% higher expectancy than holding for home runs.
📊 GAP ANALYSIS & FILL PSYCHOLOGY
[b>Gap Definition: [/b>
Price discontinuity between previous close and current open:
• Gap Up : Open > Previous Close + noise threshold (0.1 ATR)
• Gap Down : Open < Previous Close - noise threshold
Why Gaps Matter: [/b>
Gaps represent unfilled orders [/b>. When market gaps up, all limit buy orders between yesterday's close and today's open are never filled. Those buyers are "left behind." Psychology: they wait for price to return ("fill the gap") so they can enter. This creates magnetic pull [/b> toward gap level.
Gap Fill Statistics (Empirical): [/b>
• Gaps <0.5% [/b>: 85-90% fill within same day
• Gaps 0.5-1.0% [/b>: 70-75% fill within same day, 90%+ within week
• Gaps >1.0% [/b>: 50-60% fill within same day (major news often prevents fill)
Gap Fill Strategy: [/b>
Setup 1: Gap-and-Go
Gap opens, extends away from gap (doesn't fill).
• ORB confirms direction away from gap
• Trade WITH ORB breakout direction
• Expectation: Gap won't fill today (momentum too strong)
Setup 2: Gap-Fill Fade
Gap opens, but fails to extend. Price drifts back toward gap.
• ORB breakout TOWARD gap (not away)
• Trade toward gap fill level
• Target: Previous close (gap fill complete)
Setup 3: Gap-Fill Rejection
Gap fills (touches previous close) then rejects.
• ORB breakout AWAY from gap after fill
• Trade away from gap direction
• Thesis: Gap filled (orders executed), now resume original direction
[b>Example: Scenario A (Gap-and-Go):
• ORB breaks upward to $454 (away from gap)
• Trade: LONG breakout, expect continued rally
• Gap becomes support ($452)
Scenario B (Gap-Fill):
• ORB breaks downward through $452.50 (toward gap)
• Trade: SHORT toward gap fill at $450.00
• Target: $450.00 (gap filled), close position
Scenario C (Gap-Fill Rejection):
• Price drifts to $450.00 (gap filled) early in session
• ORB establishes $450-$451 after gap fill
• ORB breaks upward to $451.50
• Trade: LONG breakout (gap is filled, now resume rally)
ORB Fusion Integration: [/b>
Dashboard shows:
• Gap type (Up/Down/None)
• Gap size (percentage)
• Gap fill status (Filled ✓ / Open)
This informs setup confidence:
• ORB breakout AWAY from unfilled gap: +10% confidence (gap becomes support/resistance)
• ORB breakout TOWARD unfilled gap: -10% confidence (gap fill may override ORB)
[b>📈 VWAP & INSTITUTIONAL BIAS [/b>
[b>Volume-Weighted Average Price (VWAP): [/b>
Average price weighted by volume at each price level. Represents true "average" cost for the day.
[b>Calculation: Institutional Benchmark [/b>: Institutions (mutual funds, pension funds) use VWAP as performance benchmark. If they buy above VWAP, they underperformed; below VWAP, they outperformed.
2. [b>Algorithmic Target [/b>: Many algos are programmed to buy below VWAP and sell above VWAP to achieve "fair" execution.
3. [b>Support/Resistance [/b>: VWAP acts as dynamic support (price above) or resistance (price below).
[b>VWAP Bands (Standard Deviations): [/b>
• [b>1σ Band [/b>: VWAP ± 1 standard deviation
- Contains ~68% of volume
- Normal trading range
- Bounces common
• [b>2σ Band [/b>: VWAP ± 2 standard deviations
- Contains ~95% of volume
- Extreme extension
- Mean reversion likely
ORB + VWAP Confluence: [/b>
Highest-probability setups occur when ORB and VWAP align:
Bullish Confluence: [/b>
• ORB breakout upward (bullish signal)
• Price above VWAP (institutional buying)
• Confidence boost: +15%
Bearish Confluence: [/b>
• ORB breakout downward (bearish signal)
• Price below VWAP (institutional selling)
• Confidence boost: +15%
[b>Divergence Warning:
• ORB breakout upward BUT price below VWAP
• Conflict: Breakout says "buy," VWAP says "sell"
• Confidence penalty: -10%
• Interpretation: Retail buying but institutions not participating (lower quality breakout)
📊 MOMENTUM CONTEXT SYSTEM
[b>Innovation: Candle Coloring by Position
Rather than fixed support/resistance lines, ORB Fusion colors candles based on their [b>relationship to ORB :
[b>Three Zones: [/b>
1. Inside ORB (Blue Boxes): [/b>
[b>Calculation:
• Darker blue: Near extremes of ORB (potential breakout imminent)
• Lighter blue: Near ORB mid (consolidation)
[b>Trading: [/b> Coiled spring—await breakout.
[b>2. Above ORB (Green Boxes):
[b>Calculation: 3. Below ORB (Red Boxes):
Mirror of above ORB logic.
[b>Special Contexts: [/b>
[b>Breakout Bar (Darkest Green/Red): [/b>
The specific bar where breakout occurs gets maximum color intensity regardless of distance. This highlights the pivotal moment.
[b>Failed Breakout Bar (Orange/Warning): [/b>
When failed breakout is confirmed, that bar gets orange/warning color. Visual alert: "reversal opportunity here."
[b>Near Extension (Cyan/Magenta Tint): [/b>
When price is within 0.5 ATR of an extension level, candle gets tinted cyan (bull) or magenta (bear). Indicates "target approaching—prepare to take profit."
[b>Why Visual Context? [/b>
Traditional indicators show lines. ORB Fusion shows [b>context-aware momentum [/b>. Glance at chart:
• Lots of blue? Consolidation day (fade extremes).
• Progressive green? Trend day (follow).
• Green then orange? Failed breakout (reversal setup).
This visual language communicates market state instantly—no interpretation needed.
🎯 TRADE SETUP GENERATION & GRADING [/b>
[b>Algorithmic Setup Detection: [/b>
ORB Fusion continuously evaluates market state and generates current best trade setup with:
• Action (LONG / SHORT / FADE HIGH / FADE LOW / WAIT)
• Entry price
• Stop loss
• Three targets
• Risk:Reward ratio
• Confidence score (0-100)
• Grade (A+ to D)
[b>Setup Types: [/b>
[b>1. ORB LONG (Bullish Breakout): [/b>
[b>Trigger: [/b>
• Bullish ORB breakout confirmed
• Not failed
[b>Parameters:
• Entry: Current close
• Stop: ORB mid (protects against failure)
• T1: ORB High + 0.5x range (1.5x extension)
• T2: ORB High + 1.0x range (2.0x extension)
• T3: ORB High + 1.618x range (2.618x extension)
[b>Confidence Scoring:
[b>Trigger: [/b>
• Bearish breakout occurred
• Failed (returned inside ORB)
[b>Parameters: [/b>
• Entry: Close when failure confirmed
• Stop: Extreme low since breakout + 0.10 ATR
• T1: ORB Low + 0.5x range
• T2: ORB Low + 1.0x range (ORB mid)
• T3: ORB Low + 1.5x range
[b>Confidence Scoring:
[b>Trigger:
• Inside ORB
• Close > ORB mid (near high)
[b>Parameters: [/b>
• Entry: ORB High (limit order)
• Stop: ORB High + 0.2x range
• T1: ORB Mid
• T2: ORB Low
[b>Confidence Scoring: [/b>
Base: 40 points (lower base—range fading is lower probability than breakout/reversal)
[b>Use Case: [/b> Rotation days. Not recommended on normal/trend days.
[b>6. FADE LOW (Range Trade):
Mirror of FADE HIGH.
[b>7. WAIT:
[b>Trigger: [/b>
• ORB not complete yet OR
• No clear setup (price in no-man's-land)
[b>Action: [/b> Observe, don't trade.
[b>Confidence: [/b> 0 points
[b>Grading System:
```
Confidence → Grade
85-100 → A+
75-84 → A
65-74 → B+
55-64 → B
45-54 → C
0-44 → D
```
[b>Grade Interpretation: [/b>
• [b>A+ / A: High probability setup. Take these trades.
• [b>B+ / B [/b>: Decent setup. Trade if fits system rules.
• [b>C [/b>: Marginal setup. Only if very experienced.
• [b>D [/b>: Poor setup or no setup. Don't trade.
[b>Example Scenario: [/b>
ES futures:
• ORB: 5842-5850 (8 point range)
• Bullish breakout to 5851 confirmed
• Volume: 2.0x average (confirmed)
• VWAP: 5845 (price above VWAP ✓)
• Day type: Developing (too early, no bonus)
• Gap: None
[b>Setup: [/b>
• Action: LONG
• Entry: 5851
• Stop: 5846 (ORB mid, -5 point risk)
• T1: 5854 (+3 points, 1:0.6 R:R)
• T2: 5858 (+7 points, 1:1.4 R:R)
• T3: 5862.94 (+11.94 points, 1:2.4 R:R)
[b>Confidence: LONG with 55% confidence.
Interpretation: Solid setup, not perfect. Trade it if your system allows B-grade signals.
[b>📊 STATISTICS TRACKING & PERFORMANCE ANALYSIS [/b>
[b>Real-Time Performance Metrics: [/b>
ORB Fusion tracks comprehensive statistics over user-defined lookback (default 50 days):
[b>Breakout Performance: [/b>
• [b>Bull Breakouts: [/b> Total count, wins, losses, win rate
• [b>Bear Breakouts: [/b> Total count, wins, losses, win rate
[b>Win Definition: [/b> Breakout reaches ≥1.0x extension (doubles the opening range) before end of day.
[b>Example: [/b>
• ORB: 5842-5850 (8 points)
• Bull breakout at 5851
• Reaches 5858 (1.0x extension) by close
• Result: WIN
[b>Failed Breakout Performance: [/b>
• [b>Total Failed Breakouts [/b>: Count of breakouts that failed
• [b>Reversal Wins [/b>: Count where reversal trade reached target
• [b>Failed Reversal Win Rate [/b>: Wins / Total Failed
[b>Win Definition for Reversals: [/b>
• Failed bull → reversal short reaches ORB mid
• Failed bear → reversal long reaches ORB mid
[b>Extension Tracking: [/b>
• [b>Average Extension Reached [/b>: Mean of maximum extension achieved across all breakout days
• [b>Max Extension Overall [/b>: Largest extension ever achieved in lookback period
[b>Example: 🎨 THREE DISPLAY MODES
[b>Design Philosophy: [/b>
Not all traders need all features. Beginners want simplicity. Professionals want everything. ORB Fusion adapts.
[b>SIMPLE MODE: [/b>
[b>Shows: [/b>
• Primary ORB levels (High, Mid, Low)
• ORB box
• Breakout signals (triangles)
• Failed breakout signals (crosses)
• Basic dashboard (ORB status, breakout status, setup)
• VWAP
[b>Hides: [/b>
• Session ORBs (Asian, London, NY)
• IB levels and extensions
• ORB extensions beyond basic levels
• Gap analysis visuals
• Statistics dashboard
• Momentum candle coloring
• Narrative dashboard
[b>Use Case: [/b>
• Traders who want clean chart
• Focus on core ORB concept only
• Mobile trading (less screen space)
[b>STANDARD MODE:
[b>Shows Everything in Simple Plus: [/b>
• Session ORBs (Asian, London, NY)
• IB levels (high, low, mid)
• IB extensions
• ORB extensions (1.272x, 1.5x, 1.618x, 2.0x)
• Gap analysis and fill targets
• VWAP bands (1σ and 2σ)
• Momentum candle coloring
• Context section in dashboard
• Narrative dashboard
[b>Hides: [/b>
• Advanced extensions (2.618x, 3.0x)
• Detailed statistics dashboard
[b>Use Case: [/b>
• Most traders
• Balance between information and clarity
• Covers 90% of use cases
[b>ADVANCED MODE:
[b>Shows Everything:
• All session ORBs
• All IB levels and extensions
• All ORB extensions (including 2.618x and 3.0x)
• Full gap analysis
• VWAP with both 1σ and 2σ bands
• Momentum candle coloring
• Complete statistics dashboard
• Narrative dashboard
• All context metrics
[b>Use Case: [/b>
• Professional traders
• System developers
• Those who want maximum information density
[b>Switching Modes: [/b>
Single dropdown input: "Display Mode" → Simple / Standard / Advanced
Entire indicator adapts instantly. No need to toggle 20 individual settings.
📖 NARRATIVE DASHBOARD
[b>Innovation: Plain-English Market State [/b>
Most indicators show data. ORB Fusion explains what the data [b>means [/b>.
[b>Narrative Components: [/b>
[b>1. Phase: [/b>
• "📍 Building ORB..." (during ORB session)
• "📊 Trading Phase" (after ORB complete)
• "⏳ Pre-Market" (before ORB session)
[b>2. Status (Current Observation): [/b>
• "⚠️ Failed breakout - reversal likely"
• "🚀 Bullish momentum in play"
• "📉 Bearish momentum in play"
• "⚖️ Consolidating in range"
• "👀 Monitoring for setup"
[b>3. Next Level:
Tells you what to watch for:
• "🎯 1.5x @ 5854.00" (next extension target)
• "Watch ORB levels" (inside range, await breakout)
[b>4. Setup: [/b>
Current trade setup + grade:
• "LONG " (bullish breakout, A-grade)
• "🔥 SHORT REVERSAL " (failed bull breakout, A+-grade)
• "WAIT " (no setup)
[b>5. Reason: [/b>
Why this setup exists:
• "ORB Bullish Breakout"
• "Failed Bear Breakout - High Probability Reversal"
• "Range Fade - Near High"
[b>6. Tip (Market Insight):
Contextual advice:
• "🔥 TREND DAY - Trail stops" (day type is trending)
• "🔄 ROTATION - Fade extremes" (day type is rotating)
• "📊 Gap unfilled - magnet level" (gap creates target)
• "📈 Normal conditions" (no special context)
[b>Example Narrative:
```
📖 ORB Narrative
━━━━━━━━━━━━━━━━
Phase | 📊 Trading Phase
Status | 🚀 Bullish momentum in play
Next | 🎯 1.5x @ 5854.00
📈 Setup | LONG
Reason | ORB Bullish Breakout
💡 Tip | 🔥 TREND DAY - Trail stops
```
[b>Glance Interpretation: [/b>
"We're in trading phase. Bullish breakout happened (momentum in play). Next target is 1.5x extension at 5854. Current setup is LONG with A-grade. It's a trend day, so trail stops (don't take early profits)."
Complete market state communicated in 6 lines. No interpretation needed.
[b>Why This Matters:
Beginner traders struggle with "So what?" question. Indicators show lines and signals, but what does it mean [/b>? Narrative dashboard bridges this gap.
Professional traders benefit too—rapid context assessment during fast-moving markets. No time to analyze; glance at narrative, get action plan.
🔔 INTELLIGENT ALERT SYSTEM
[b>Four Alert Types: [/b>
[b>1. Breakout Alert: [/b>
[b>Trigger: [/b> ORB breakout confirmed (bull or bear)
[b>Message: [/b>
```
🚀 ORB BULLISH BREAKOUT
Price: 5851.00
Volume Confirmed
Grade: A
```
[b>Frequency: [/b> Once per bar (prevents spam)
[b>2. Failed Breakout Alert: [/b>
[b>Trigger: [/b> Breakout fails, reversal setup generated
[b>Message: [/b>
```
🔥 FAILED BULLISH BREAKOUT!
HIGH PROBABILITY SHORT REVERSAL
Entry: 5848.00
Stop: 5854.00
T1: 5846.00
T2: 5842.00
Historical Win Rate: 73%
```
[b>Why Comprehensive? [/b> Failed breakout alerts include complete trade plan. You can execute immediately from alert—no need to check chart.
[b>3. Extension Alert:
[b>Trigger: [/b> Price reaches extension level for first time
[b>Message: [/b>
```
🎯 Bull Extension 1.5x reached @ 5854.00
```
[b>Use: [/b> Profit-taking reminder. When extension hit, consider scaling out.
[b>4. IB Break Alert: [/b>
[b>Trigger: [/b> Price breaks above IB high or below IB low
[b>Message: [/b>
```
📊 IB HIGH BROKEN - Potential Trend Day
```
[b>Use: [/b> Day type classification. IB break suggests trend day developing—adjust strategy to trend-following mode.
[b>Alert Management: [/b>
Each alert type can be enabled/disabled independently. Prevents notification overload.
[b>Cooldown Logic: [/b>
Alerts won't fire if same alert type triggered within last bar. Prevents:
• "Breakout" alert every tick during choppy breakout
• Multiple "extension" alerts if price oscillates at level
Ensures: One clean alert per event.
⚙️ KEY PARAMETERS EXPLAINED
[b>Opening Range Settings: [/b>
• [b>ORB Timeframe [/b> (5/15/30/60 min): Duration of opening range window
- 30 min recommended for most traders
• [b>Use RTH Only [/b> (ON/OFF): Only trade during regular trading hours
- ON recommended (avoids thin overnight markets)
• [b>Use LTF Precision [/b> (ON/OFF): Sample 1-minute bars for accuracy
- ON recommended (critical for charts >1 minute)
• [b>Precision TF [/b> (1/5 min): Timeframe for LTF sampling
- 1 min recommended (most accurate)
[b>Session ORBs: [/b>
• [b>Show Asian/London/NY ORB [/b> (ON/OFF): Display multi-session ranges
- OFF in Simple mode
- ON in Standard/Advanced if trading 24hr markets
• [b>Session Windows [/b>: Time ranges for each session ORB
- Defaults align with major session opens
[b>Initial Balance: [/b>
• [b>Show IB [/b> (ON/OFF): Display Initial Balance levels
- ON recommended for day type classification
• [b>IB Session Window [/b> (0930-1030): First hour of trading
- Default is standard for US equities
• [b>Show IB Extensions [/b> (ON/OFF): Project IB extension targets
- ON recommended (identifies trend days)
• [b>IB Extensions 1-4 [/b> (0.5x, 1.0x, 1.5x, 2.0x): Extension multipliers
- Defaults are Market Profile standard
[b>ORB Extensions: [/b>
• [b>Show Extensions [/b> (ON/OFF): Project ORB extension targets
- ON recommended (defines profit targets)
• [b>Enable Individual Extensions [/b> (1.272x, 1.5x, 1.618x, 2.0x, 2.618x, 3.0x)
- Enable 1.272x, 1.5x, 1.618x, 2.0x minimum
- Disable 2.618x and 3.0x unless trading very volatile instruments
[b>Breakout Detection:
• [b>Confirmation Method [/b> (Close/Wick/Body):
- Close recommended (best balance)
- Wick for scalping
- Body for conservative
• [b>Require Volume Confirmation [/b> (ON/OFF):
- ON recommended (increases reliability)
• [b>Volume Multiplier [/b> (1.0-3.0):
- 1.5x recommended
- Lower for thin instruments
- Higher for heavy volume instruments
[b>Failed Breakout System: [/b>
• [b>Enable Failed Breakouts [/b> (ON/OFF):
- ON strongly recommended (highest edge)
• [b>Bars to Confirm Failure [/b> (2-10):
- 3 bars recommended
- 2 for aggressive (more signals, more false failures)
- 5+ for conservative (fewer signals, higher quality)
• [b>Failure Buffer [/b> (0.0-0.5 ATR):
- 0.1 ATR recommended
- Filters noise during consolidation near ORB level
• [b>Show Reversal Targets [/b> (ON/OFF):
- ON recommended (visualizes trade plan)
• [b>Reversal Target Mults [/b> (0.5x, 1.0x, 1.5x):
- Defaults are tested values
- Adjust based on average daily range
[b>Gap Analysis:
• [b>Show Gap Analysis [/b> (ON/OFF):
- ON if trading instruments that gap frequently
- OFF for 24hr markets (forex, crypto—no gaps)
• [b>Gap Fill Target [/b> (ON/OFF):
- ON to visualize previous close (gap fill level)
[b>VWAP:
• [b>Show VWAP [/b> (ON/OFF):
- ON recommended (key institutional level)
• [b>Show VWAP Bands [/b> (ON/OFF):
- ON in Standard/Advanced
- OFF in Simple
• [b>Band Multipliers (1.0σ, 2.0σ):
- Defaults are standard
- 1σ = normal range, 2σ = extreme
[b>Day Type: [/b>
• [b>Show Day Type Analysis [/b> (ON/OFF):
- ON recommended (critical for strategy adaptation)
• [b>Trend Day Threshold [/b> (1.0-2.5 IB mult):
- 1.5x recommended
- When price extends >1.5x IB, classifies as Trend Day
[b>Enhanced Visuals:
• [b>Show Momentum Candles [/b> (ON/OFF):
- ON for visual context
- OFF if chart gets too colorful
• [b>Show Gradient Zone Fills [/b> (ON/OFF):
- ON for professional look
- OFF for minimalist chart
• [b>Label Display Mode [/b> (All/Adaptive/Minimal):
- Adaptive recommended (shows nearby labels only)
- All for information density
- Minimal for clean chart
• [b>Label Proximity [/b> (1.0-5.0 ATR):
- 3.0 ATR recommended
- Labels beyond this distance are hidden (Adaptive mode)
[b>🎓 PROFESSIONAL USAGE PROTOCOL [/b>
[b>Phase 1: Learning the System (Week 1) [/b>
[b>Goal: [/b> Understand ORB concepts and dashboard interpretation
[b>Setup: [/b>
• Display Mode: STANDARD
• ORB Timeframe: 30 minutes
• Enable ALL features (IB, extensions, failed breakouts, VWAP, gap analysis)
• Enable statistics tracking
[b>Actions: [/b>
• Paper trade ONLY—no real money
• Observe ORB formation every day (9:30-10:00 AM ET for US markets)
• Note when ORB breakouts occur and if they extend
• Note when breakouts fail and reversals happen
• Watch day type classification evolve during session
• Track statistics—which setups are working?
[b>Key Learning: [/b>
• How often do breakouts reach 1.5x extension? (typically 50-60% of confirmed breakouts)
• How often do breakouts fail? (typically 30-40%)
• Which setup grade (A/B/C) actually performs best? (should see A-grade outperforming)
• What day type produces best results? (trend days favor breakouts, rotation days favor fades)
[b>Phase 2: Parameter Optimization (Week 2) [/b>
[b>Goal: [/b> Tune system to your instrument and timeframe
[b>ORB Timeframe Selection:
• Run 5 days with 15-minute ORB
• Run 5 days with 30-minute ORB
• Compare: Which captures better breakouts on your instrument?
• Typically: 30-minute optimal for most, 15-minute for very liquid (ES, SPY)
[b>Volume Confirmation Testing:
• Run 5 days WITH volume confirmation
• Run 5 days WITHOUT volume confirmation
• Compare: Does volume confirmation increase win rate?
• If win rate improves by >5%: Keep volume confirmation ON
• If no improvement: Turn OFF (avoid missing valid breakouts)
[b>Failed Breakout Bars:
[b>Goal: [/b> Develop personal trading rules based on system signals
[b>Setup Selection Rules: [/b>
Define which setups you'll trade:
• [b>Conservative: [/b> Only A+ and A grades
• [b>Balanced: [/b> A+, A, B+ grades
• [b>Aggressive: [/b> All grades B and above
Test each approach for 5-10 trades, compare results.
[b>Position Sizing by Grade: [/b>
Consider risk-weighting by setup quality:
• A+ grade: 100% position size
• A grade: 75% position size
• B+ grade: 50% position size
• B grade: 25% position size
Example: If max risk is $1000/trade:
• A+ setup: Risk $1000
• A setup: Risk $750
• B+ setup: Risk $500
This matches bet sizing to edge.
[b>Day Type Adaptation: [/b>
Create rules for different day types:
Trend Days:
• Take ALL breakout signals (A/B/C grades)
• Hold for 2.0x extension minimum
• Trail stops aggressively (1.0 ATR trail)
• DON'T fade—reversals unlikely
Rotation Days:
• ONLY take failed breakout reversals
• Ignore initial breakout signals (likely to fail)
• Take profits quickly (0.5x extension)
• Focus on fade setups (Fade High/Fade Low)
Normal Days:
• Take A/A+ breakout signals only
• Take ALL failed breakout reversals (high probability)
• Target 1.0-1.5x extensions
• Partial profit-taking at extensions
Time-of-Day Rules: [/b>
Breakouts at different times have different probabilities:
10:00-10:30 AM (Early Breakout):
• ORB just completed
• Fresh breakout
• Probability: Moderate (50-55% reach 1.0x)
• Strategy: Conservative position sizing
10:30-12:00 PM (Mid-Morning):
• Momentum established
• Volume still healthy
• Probability: High (60-65% reach 1.0x)
• Strategy: Standard position sizing
12:00-2:00 PM (Lunch Doldrums):
• Volume dries up
• Whipsaw risk increases
• Probability: Low (40-45% reach 1.0x)
• Strategy: Avoid new entries OR reduce size 50%
2:00-4:00 PM (Afternoon Session):
• Late-day positioning
• EOD squeezes possible
• Probability: Moderate-High (55-60%)
• Strategy: Watch for IB break—if trending all day, follow
[b>Phase 4: Live Micro-Sizing (Month 2) [/b>
[b>Goal: [/b> Validate paper trading results with minimal risk
[b>Setup: [/b>
• 10-20% of intended full position size
• Take ONLY A+ and A grade setups
• Follow stop loss and targets religiously
[b>Execution: [/b>
• Execute from alerts OR from dashboard setup box
• Entry: Close of signal bar OR next bar market order
• Stop: Use exact stop from setup (don't widen)
• Targets: Scale out at T1/T2/T3 as indicated
[b>Tracking: [/b>
• Log every trade: Entry, Exit, Grade, Outcome, Day Type
• Calculate: Win rate, Average R-multiple, Max consecutive losses
• Compare to paper trading results (should be within 15%)
[b>Red Flags: [/b>
• Win rate <45%: System not suitable for this instrument/timeframe
• Major divergence from paper trading: Execution issues (slippage, late entries, emotional exits)
• Max consecutive losses >8: Hitting rough patch OR market regime changed
[b>Phase 5: Scaling Up (Months 3-6)
[b>Goal: [/b> Gradually increase to full position size
[b>Progression: [/b>
• Month 3: 25-40% size (if micro-sizing profitable)
• Month 4: 40-60% size
• Month 5: 60-80% size
• Month 6: 80-100% size
[b>Milestones Required to Scale Up: [/b>
• Minimum 30 trades at current size
• Win rate ≥48%
• Profit factor ≥1.2
• Max drawdown <20%
• Emotional control (no revenge trading, no FOMO)
[b>Advanced Techniques:
[b>Multi-Timeframe ORB: Assumes first 30-60 minutes establish value. Violation: Market opens after major news, price discovery continues for hours (opening range meaningless).
2. [b>Volume Indicates Conviction: ES, NQ, RTY, SPY, QQQ—high liquidity, clean ORB formation, reliable extensions
• [b>Large-Cap Stocks: AAPL, MSFT, TSLA, NVDA (>$5B market cap, >5M daily volume)
• [b>Liquid Futures: CL (crude oil), GC (gold), 6E (EUR/USD), ZB (bonds)—24hr markets benefit from session ORBs
• [b>Major Forex Pairs: [/b> EUR/USD, GBP/USD, USD/JPY—London/NY session ORBs work well
[b>Performs Poorly On: [/b>
• [b>Illiquid Stocks: <$1M daily volume, wide spreads, gappy price action
• [b>Penny Stocks: [/b> Manipulated, pump-and-dump, no real price discovery
• [b>Low-Volume ETFs: Exotic sector ETFs, leveraged products with thin volume
• [b>Crypto on Sketchy Exchanges: Wash trading, spoofing invalidates volume analysis
• [b>Earnings Days: [/b> ORB completes before earnings release, then completely resets (useless)
• Binary Event Days: FDA approvals, court rulings—discontinuous price action
[b>Known Weaknesses: [/b>
• [b>Slow Starts: ORB doesn't complete until 10:00 AM (30-min ORB). Early morning traders have no signals for 30 minutes. Consider using 15-minute ORB if this is problematic.
• [b>Failure Detection Lag: [/b> Failed breakout requires 3+ bars to confirm. By the time system signals reversal, price may have already moved significantly back inside range. Manual traders watching in real-time can enter earlier.
• [b>Extension Overshoot: [/b> System projects extensions mathematically (1.5x, 2.0x, etc.). Actual moves may stop short (1.3x) or overshoot (2.2x). Extensions are targets, not magnets.
• [b>Day Type Misclassification: [/b> Early in session, day type is "Developing." By the time it's classified definitively (often 11:00 AM+), half the day is over. Strategy adjustments happen late.
• [b>Gap Assumptions: [/b> System assumes gaps want to fill. Strong trend days never fill gaps (gap becomes support/resistance forever). Blindly trading toward gaps can backfire on trend days.
• [b>Volume Data Quality: Forex doesn't have centralized volume (uses tick volume as proxy—less reliable). Crypto volume is often fake (wash trading). Volume confirmation less effective on these instruments.
• [b>Multi-Session Complexity: [/b> When using Asian/London/NY ORBs simultaneously, chart becomes cluttered. Requires discipline to focus on relevant session for current time.
[b>Risk Factors: [/b>
• [b>Opening Gaps: Large gaps (>2%) can create distorted ORBs. Opening range might be unusually wide or narrow, making extensions unreliable.
• [b>Low Volatility Environments:[/b> When VIX <12, opening ranges can be tiny (0.2-0.3%). Extensions are equally tiny. Profit targets don't justify commission/slippage.
• [b>High Volatility Environments:[/b> When VIX >30, opening ranges are huge (2-3%+). Extensions project unrealistic targets. Failed breakouts happen faster (volatility whipsaw).
• [b>Algorithm Dominance:[/b> In heavily algorithmic markets (ES during overnight session), ORB levels can be manipulated—algos pin price to ORB high/low intentionally. Breakouts become stop-runs rather than genuine directional moves.
[b>⚠️ RISK DISCLOSURE[/b>
Trading futures, stocks, options, forex, and cryptocurrencies involves substantial risk of loss and is not suitable for all investors. Opening Range Breakout strategies, while based on sound market structure principles, do not guarantee profits and can result in significant losses.
The ORB Fusion indicator implements professional trading concepts including Opening Range theory, Market Profile Initial Balance analysis, Fibonacci extensions, and failed breakout reversal logic. These methodologies have theoretical foundations but past performance—whether backtested or live—is not indicative of future results.
Opening Range theory assumes the first 30-60 minutes of trading establish a meaningful value area and that breakouts from this range signal directional conviction. This assumption may not hold during:
• Major news events (FOMC, NFP, earnings surprises)
• Market structure changes (circuit breakers, trading halts)
• Low liquidity periods (holidays, early closures)
• Algorithmic manipulation or spoofing
Failed breakout detection relies on patterns of trapped participant behavior. While historically these patterns have shown statistical edges, market conditions change. Institutional algorithms, changing market structure, or regime shifts can reduce or eliminate edges that existed historically.
Initial Balance classification (trend day vs rotation day vs normal day) is a heuristic framework, not a deterministic prediction. Day type can change mid-session. Early classification may prove incorrect as the day develops.
Extension projections (1.272x, 1.5x, 1.618x, 2.0x, etc.) are probabilistic targets derived from Fibonacci ratios and empirical market behavior. They are not "support and resistance levels" that price must reach or respect. Markets can stop short of extensions, overshoot them, or ignore them entirely.
Volume confirmation assumes high volume indicates institutional participation and conviction. In algorithmic markets, volume can be artificially high (HFT activity) or artificially low (dark pools, internalization). Volume is a proxy, not a guarantee of conviction.
LTF precision sampling improves ORB accuracy by using 1-minute bars but introduces additional data dependencies. If 1-minute data is unavailable, inaccurate, or delayed, ORB calculations will be incorrect.
The grading system (A+/A/B+/B/C/D) and confidence scores aggregate multiple factors (volume, VWAP, day type, IB expansion, gap context) into a single assessment. This is a mechanical calculation, not artificial intelligence. The system cannot adapt to unprecedented market conditions or events outside its programmed logic.
Real trading involves slippage, commissions, latency, partial fills, and rejected orders not present in indicator calculations. ORB Fusion generates signals at bar close; actual fills occur with delay. Opening range forms during highest volatility (first 30 minutes)—spreads widen, slippage increases. Execution quality significantly impacts realized results.
Statistics tracking (win rates, extension levels reached, day type distribution) is based on historical bars in your lookback window. If lookback is small (<50 bars) or market regime changed, statistics may not represent future probabilities.
Users must independently validate system performance on their specific instruments, timeframes, and broker execution environment. Paper trade extensively (100+ trades minimum) before risking capital. Start with micro position sizing (5-10% of intended size) for 50+ trades to validate execution quality matches expectations.
Never risk more than you can afford to lose completely. Use proper position sizing (0.5-2% risk per trade maximum). Implement stop losses on every single trade without exception. Understand that most retail traders lose money—sophisticated indicators do not change this fundamental reality. They systematize analysis but cannot eliminate risk.
The developer makes no warranties regarding profitability, suitability, accuracy, reliability, or fitness for any purpose. Users assume full responsibility for all trading decisions, parameter selections, risk management, and outcomes.
By using this indicator, you acknowledge that you have read, understood, and accepted these risk disclosures and limitations, and you accept full responsibility for all trading activity and potential losses.
[b>═══════════════════════════════════════════════════════════════════════════════[/b>
[b>CLOSING STATEMENT[/b>
[b>═══════════════════════════════════════════════════════════════════════════════[/b>
Opening Range Breakout is not a trick. It's a framework. The first 30-60 minutes reveal where participants believe value lies. Breakouts signal directional conviction. Failures signal trapped participants. Extensions define profit targets. Day types dictate strategy. Failed breakouts create the highest-probability reversals.
ORB Fusion doesn't predict the future—it identifies [b>structure[/b>, detects [b>breakouts[/b>, recognizes [b>failures[/b>, and generates [b>probabilistic trade plans[/b> with defined risk and reward.
The edge is not in the opening range itself. The edge is in recognizing when the market respects structure (follow breakouts) versus when it violates structure (fade breakouts). The edge is in detecting failures faster than discretionary traders. The edge is in systematic classification that prevents catastrophic errors—like fading a trend day or holding through rotation.
Most indicators draw lines. ORB Fusion implements a complete institutional trading methodology: Opening Range theory, Market Profile classification, failed breakout intelligence, Fibonacci projections, volume confirmation, gap psychology, and real-time performance tracking.
Whether you're a beginner learning market structure or a professional seeking systematic ORB implementation, this system provides the framework.
"The market's first word is its opening range. Everything after is commentary." — ORB Fusion
Volatilität
MHM BOT V6Proprietary algorithm based indicator providing clear buy / sell signals which do not repaint. Perfectly suited for scalping tickers with high liquidity and volatility. Perfectly suited for scaling NQ or ES.
BBMA Signal ProBBMA Signal Pro
BBMA Signal Pro is a professional BBMA (Bollinger Band + Moving Average) cycle indicator designed to identify structure, momentum, and continuation — not random signals.
This script strictly enforces the BBMA trading cycle and only allows continuation and re-entry signals when the market context is valid.
Core Components
Bollinger Bands (20 SMA, configurable)
WMA 5 & WMA 10 (High / Low)
EMA 50 for trend confirmation
BBMA Cycle Logic (Strict Flow)
All continuation setups require the full BBMA sequence to complete:
EXT (Extreme)
TPW (TP Wajib)
MHV (Market Hilang Volume)
Only after this sequence is completed will continuation setups be allowed.
This prevents early, unstructured, and low-quality signals.
Signals Included
EXT – MA pushes outside Bollinger Band
TPW – price reacts to opposite MA5 after EXT
MHV – price fails to break Bollinger Band
CSAK – continuation candle inside BB zone
CSM – strong momentum candle closing fully outside BB
Re-Entry – controlled pullback after CSAK or CSM
Each CSAK / CSM setup:
Appears only once
Waits for re-entry or invalidation
Is canceled immediately by an opposite CSAK or CSM
Re-Entry Conditions
Pullback to MA5 High (Sell) or MA5 Low (Buy)
Default Trend Confirmation (IMPORTANT)
By default, Re-Entry uses the CURRENT timeframe trend as confirmation:
Sell Re-Entry → Mid BB below EMA50
Buy Re-Entry → Mid BB above EMA50
This prevents:
Counter-trend re-entries
Late or forced continuation trades
Chasing exhausted moves
Optional entry confirmation:
-Touch MA5 only
-Touch MA5 + close inside MA5 band
Valid within 10 candles after the setup
Must match the last active setup (CSAK or CSM)
Dynamic Multi-Timeframe Trend Confirmation
Trend confirmation adapts automatically to the chart timeframe:
Chart TF | Trend Confirmation
5m | M15 + H1
15m | H1 + H4
1H | H4
4H | Daily
Daily | Current TF
Used for:
Filtering CSAK / CSM setups
Optional Re-Entry confirmation
Visual trend tables
Alerts
Trend Filter Modes
You control how strict the trend filtering is:
-No Filter
-Higher TF Only
-Current TF Only
-Higher TF + Current TF
A Skip Current TF Check option is available for advanced users who want earlier signals before full confirmation.
Invalidation Rules
Any opposite CSAK or CSM immediately cancels all pending setups and re-entries
Prevents holding bias when market structure flips
Visual & UX Features
Clean BB + MA layout (matches BBMA Signal Pro reference)
No duplicate labels
Clear setup → continuation → re-entry flow
Dynamic trend tables
-Higher timeframe trend table
-Current timeframe trend (Mid BB vs EMA50)
Alerts (Production-Ready)
Matches visual logic exactly
Supports webhook automation
Re-Entry alerts respect:
-Trend confirmation
-Re-Entry mode timing (touch vs close)
JSON payload includes:
Price
SL / TP reference
Trend context
Chart link
Who This Script Is For
✔ BBMA traders who follow structure
✔ Traders who respect trend alignment
✔ Traders who want re-entries done properly
✖ Not for scalping noise
✖ Not for counter-trend gambling
Final Note
This is not a signal spam indicator.
It is a decision-filtering system .
If you understand BBMA, this script enforces discipline.
If you don’t, it will expose impatience very quickly.
Trade the cycle. Follow the trend. Re-enter with confirmation.
Multi-Contraction VCP DetectorThis indicator highlights low volume and contracted price movement prior to possible breakouts.
USD Liquidity Regime for BTC Perps (Dual) V1USD Liquidity Regime for BTC Perps (Dual)
This intents to be a BTC Perps USD Liquidity Regime macro indicator.
As it names states it is designed for BTCUSDT perpetual futures traders.
It attempts to tracks USD strength (DXY, UUP, yields, VIX composite) as liquidity proxy:
Lower index = weak USD = Risk-On (green background/histogram = long tailwind for BTC).
Higher = strong USD = Risk-Off (red = caution longs, shorts favor).
How to use:
Green background/histogram: Favor longs — rallies likely, dips bought.
Red: Caution longs — corrections hurt, short bias possible.
Blue line (index) vs red SMA: Crosses signal regime shifts.
Histogram strength: Bigger bars = stronger bias.
This is not intended as financial advise or trigger signal tool.
This is a work in progress
Its value is limited, if you do not understand any or some of the words above please do not use this indicator. If you did, then you understand you are not supposed to use this alone to make decisions.
Feel free to ask any questions, this is a work in progress.
Feel free to suggest improvements.
Educational macro context tool — not signals/advice.
Ok for avoiding going against the USD trend dominance by following liquidity.
By @frank_vergaram
TuxAlgo Plus SMC u. Trap Toolkit Rel.V0.98r by McTogaTuxAlgo Plus – Smart Money Concepts + Smart Money Traps + Fair Value Gaps Version: V0.98r (Alpha/Pre-Release) with integrated 2% risk calculator
The “TuxAlgo Plus” indicator is a powerful, standalone, conceptual open-source project and self-sufficient “smart money toolkit” with automatic trap detection (SMT), liquidity grabs, FVG confluence, and complete bot setup signals for TradingView charts in the “H1 to H6” time frame and the daily chart.
The script is used to improve SMC/trap analysis, i.e., the structure and visualization logic for TradingView charts has been expanded in the “TuxAlgo++” project in line with Smart Money Concepts (SMC) and Smart Money Traps (SMT).
The “TuxAlgo” Pine script is a standalone implementation of smart money concepts (structure, BOS/CHOCH, simple order blocks, fair value gaps) written from scratch. Terms such as “BOS,” “CHOCH,” “order block,” and “fair value gap” are commonly used concepts in market technology. This means that the market structure is often visible on the ‘H4’ time frame
and the trigger on the “H1” time frame.
BLACK OPS Pro Edition (White Knight) v1.0BLACK OPS Pro Edition (White Knight) v1.0
Author: Mayo – Black Ops (WBI) Whales Belly Investments
Version: 1.0
Pine Script: v6
Overlay: Yes
Product Description
The BLACK OPS Pro Edition (White Knight) is a professional-grade TradingView overlay designed for traders seeking clarity, actionable insights, and multi-timeframe precision. This dashboard combines ultra SuperTrend flips, dynamic Delta Zones, ATR-based volatility detection, EMA trend analysis, and real-time trust indicators into a single powerful interface.
It’s built for intraday and swing traders who want instant visual cues on bullish or bearish momentum, consolidation zones, and high-confidence entry points—without cluttering the chart.
Key Features
Multi-Timeframe EMA Trend – Monitor EMA alignment across multiple timeframes for accurate trend detection.
Ultra SuperTrend Flips – Intrabar first-bar arrows highlight potential trend reversals immediately.
Delta Zones Buy/Sell Pressure – Non-persistent labels indicate strong buying or selling pressure.
ATR-Based Guidance – Stop-loss, take-profit, and volatility context for trade decisions.
Fog Overlay – Visual fog between EMAs shows short-term trend momentum; green = bullish, red = bearish.
Professional Dashboard – Upper-right table displays overall trend, signals, volatility, chop/trend status, and multi-timeframe consensus.
Trust Indicators – “✅ TRUST BUY / SELL” alerts when multiple confirmations align.
Customizable Inputs – Adjust EMAs, ATR periods, risk/reward, SuperTrend sensitivity, and visual options.
Non-Persistent Signals – Arrows and labels only display intrabar, keeping historical data uncluttered.
Installation & Instructions
Add to TradingView:
Open TradingView → Pine Editor → Paste the script → Add to Chart.
Adjust Inputs (Optional):
EMA Lengths & Filters: Fine-tune trend detection settings.
ATR / Risk Settings: Configure stop-loss and take-profit multipliers.
SuperTrend Factors: Adjust sensitivity for trend flips.
Display Options: Toggle fog overlay, labels, and arrows.
Using Signals:
Bullish Signals (🚀BUY): Confirm dashboard trend and trust indicators.
Bearish Signals (💥SELL): Check volatility, Delta Zones, and multi-timeframe consensus.
Trust Indicators: ✅ TRUST BUY / SELL appears when conditions align across trend, volatility, and multi-timeframe checks.
Dashboard Overview
Row Content Description
Overall BULL 🟢 / BEAR 🔴 / MIXED ⚪ Current market trend based on EMA + SuperTrend.
20m Trend BULL 🟢 / BEAR 🔴 / NEUTRAL ⚪ Short-term EMA trend reference.
Signals 🚀LONG / 💥SHORT Active buy/sell triggers.
Volatility HIGH ⚡ / LOW 💤 Market activity indicator using ATR.
Chop / Trend CHOP 🟡 / TRENDING 🟢 Detects consolidation vs trending conditions on lower timeframes.
Delta Zones Labels
Strong Buy: ✅ White Knight (below candle, intrabar only)
Strong Sell: ⚡ Black OPS (above candle, intrabar only)
High-confidence zones indicate significant buying or selling pressure and appear only when conditions are met to keep charts clean.
Visual Elements
Fog Overlay: Green = bullish, Red = bearish (adjustable transparency)
EMAs: Short- and medium-term EMAs plotted for trend reference
SuperTrend Arrows: Green = bullish flip, Red = bearish flip
Trust Labels: ✅ TRUST BUY / SELL signals when confirmations align
Lower-Left Watermark
Text: “Property of Black Ops Trading Company”
Semi-transparent, non-intrusive, updates dynamically with chart movement.
Lower-Right Disclaimer
⚠️ For educational purposes only. NOT financial advice.
Trading involves risk. Test strategies in paper trading first. Users are fully responsible for trades.
Marketing Blurbs
Long-Form:
“Unlock the BLACK OPS Pro Edition – your all-in-one TradingView tool for multi-timeframe trend detection, intrabar SuperTrend flips, and high-confidence Delta Zone alerts. Perfect for traders who want professional insights and actionable guidance instantly.”
“Track trend, volatility, and high-probability trade zones in real time with intuitive arrows, fog overlays, and a full dashboard. Make informed decisions faster and trade smarter.”
Short-Form / One-Liners:
“Black Ops Pro Edition: Spot trends, flips, and high-probability trades instantly!”
“Trade smarter with EMA trends, SuperTrend flips, and Delta Zone alerts!”
“See the trend, catch the flips, and know when the pros buy and sell!”
Quick Reference – Colors & Labels
Element Color
Bullish Arrows / Trust Buy Green
Bearish Arrows / Trust Sell Red
Fog Bullish Green
Fog Bearish Red
Delta Strong Buy White
Delta Strong Sell Gray
Dashboard Text Bull Green
Dashboard Text Bear Red
Dashboard Neutral / Mixed Gray / White
SignalViper CoilStop getting chopped up in sideways markets. Coil uses slope-normalized trend detection to identify CHOP, CAUTION, and CLEAR states—so you know when to trade and when to wait.
▸ Three-state system: CHOP/CAUTION/CLEAR
▸ slopeNorm method adapts to any market
▸ Background highlighting (gold=chop, orange=caution)
▸ State change labels on transitions
▸ Perfect filter for Strike and Rush signals
[iQ]PRO Volume Frequency Profile+++🌟 The Adaptive Volume Profile Analyst (AVPA) 📊
Unveiling the Hidden Architecture of Market Flow
This indicator is a highly advanced, proprietary volume analysis tool engineered to dissect and visualize the intricate interplay between price action and trading volume with unparalleled precision. The Adaptive Volume Profile Analyst transcends conventional volume-based indicators by constructing a dynamic, highly-tuned visualization of volume distribution across specific price levels. This provides traders with a profound, instantaneous understanding of market structure and liquidity pools that often remain opaque in standard charting.
Core Functionality & Key Features (Intrigue Without Exposure)
1. Hyper-Responsive Volume Distribution Mapping
At its heart, the AVPA utilizes a sophisticated, custom-engineered algorithm to process raw volume data and map it onto the price axis.
Custom Volume Visualization: The proprietary rendering logic generates a visually rich and highly informative profile using a color-graded gradient that dynamically shifts based on the relative volume magnitude within each price bin. This unique aesthetic is not merely for display; it is a critical component for instantly identifying areas of high-interest and low-interest volume concentration. (See the line: col = color.from_gradient(...))
Adaptive Sizing: The width of the visualized volume bars is meticulously calculated based on a normalized volume factor, ensuring that the profile accurately reflects the relative significance of volume activity at each level without cluttering the chart. The maximum display width is controlled by an internal scaling factor. (See the lines: width_px = math.round(norm * vol_max_width) and the x1, x2 coordinate calculations)
2. Strategic Node & Interaction Point Identification
The AVPA is designed to isolate and highlight key structural components within the volume profile that signify crucial market junctures.
High-Impact Structural Nodes: The indicator employs a closed-source methodology to identify and flag significant Volume Profile Nodes ('X'). These nodes represent major price levels where volume accumulation or distribution has established a clear, lasting structural imprint on the market.
Confirmed Interaction Points: A separate, proprietary process identifies and labels Interaction Nodes ('✓'). These points highlight areas where price action has recently confirmed the relevance of the established volume structure, often indicating potential support, resistance, or critical inflection zones.
3. Clean, Adjustable Visualization for Optimal Edge
The presentation of the data is optimized for real-time decision-making.
Customizable Profile Orientation: The user has the flexibility to display the volume profile extending from the left or right of the price bar, offering a clean, non-obtrusive integration with existing charting setups. (See the conditional logic on x1 and x2 based on plot_vol_bins_left)
Non-Repainting and Real-Time: The indicator's drawing mechanisms utilize Pine Script's robust box.new and label.new functions, ensuring that the profile and its critical nodes are rendered precisely on the historical bar index, providing a reliable and non-repainting depiction of volume structure.
Why Choose AVPA?
The Adaptive Volume Profile Analyst provides a quantifiable, visual edge by transforming chaotic volume data into actionable intelligence. This is not just a tool for seeing where volume was; it is a sophisticated system for understanding why it was there and how that structure will influence future price movement. It is an indispensable resource for traders who demand precision and a deeper understanding of market mechanics.
Access to this tool is often restricted, offered only to select members who are committed to leveraging this advanced level of market insight.
STRUCTUREX OPTIONS CONTEXT - Smart Market Bias Framework█ WHAT THIS INDICATOR DOES
STRUCTUREX OPTIONS CONTEXT is a pre-trade decision framework, not a signal generator.
It answers five critical questions before a trader opens an options chain or considers execution:
- What is the directional bias? (Bull / Bear / Neutral)
- Is trading allowed, cautioned, or blocked right now?
- Is the market trending or ranging?
- Is volatility in expansion or decay risk?
- Is the current session suitable for trading?
This tool is designed to filter bad trades, protect against chop, and improve discipline.
█ WHAT THIS INDICATOR DOES NOT DO
- No BUY or SELL signals
- No trade entries or exits
- No option chain analysis
- No strike, expiry, or contract selection
- No profit, performance, or financial claims
- No alerts in v1.0
This indicator provides context only, not trading advice.
█ WHO THIS IS FOR
- Options traders (direction & permission before opening chains)
- Futures, forex, crypto, and equity traders (bias & regime context)
- Discretionary traders who already have an execution strategy
- Traders who want fewer trades, better timing, and clearer conditions
█ SUPPORTED MARKETS
Although designed for options decision-making, this indicator works on any chart:
- Indices (SPX, NQ, ES, DAX, FTSE)
- Stocks & ETFs (QQQ, SPY, AAPL, TSLA, etc.)
- Forex pairs
- Crypto assets
The logic is applied to the underlying price, which is exactly how professional options traders operate.
█ HOW TO USE
Best results using this stack order:
1. STRUCTUREX SESSIONS (bottom layer)
2. STRUCTUREX OPTIONS CONTEXT (middle layer)
3. STRUCTUREX CORE (top layer - structure/liquidity)
Practical Example:
- Bias = BULL
- Permission = GO
- Regime = TREND
- Environment = EXPAND
Only then does a trader consider opening the options chain.
If Permission = NO, do nothing.
█ WORKS STANDALONE OR STACKED
This indicator works perfectly on its own for bias and permission context.
For complete market analysis, stack with other STRUCTUREX modules:
STRUCTUREX SESSIONS — Session timing and kill zone visualization
STRUCTUREX CORE — Market structure, order blocks, and liquidity zones
Recommended stack order (bottom to top):
1. SESSIONS (timing context)
2. OPTIONS CONTEXT (bias & permission)
3. CORE (structure & zones)
Each module is independent — use what fits your workflow.
█ HUD BREAKDOWN
BIAS
- ▲ BULL — Bullish directional bias
- ▼ BEAR — Bearish directional bias
- ◆ NEUTRAL — No clear direction
PERMISSION
- ● GO — Conditions acceptable
- ◐ WAIT — Reduced quality environment
- ○ NO — Trading blocked
REGIME
- ↗ TREND — Market trending
- ↔ RANGE — Market ranging/consolidating
ENVIRONMENT
- ◉ EXPAND — Volatility expansion (momentum favorable)
- ◎ DECAY — Chop or volatility compression (theta risk)
SESSION
- □ OPEN — Inside allowed kill zone
- ■ CLOSED — Outside session window
█ RISK MODES
- Conservative — Strict thresholds, fewer trades
- Balanced — Default, professional discretion
- Aggressive — Earlier bias recognition (higher risk)
█ VISUAL CONTROLS
- HUD Size: Small / Normal / Large
- HUD Position: 8 screen positions available
- HUD Mode: Minimal / Clean / Detailed
- Optional background tint
- Optional state-change markers
All visuals are non-intrusive and optimized for live trading.
█ SETTINGS OVERVIEW
Quick Start:
- Enable/Disable module
- Risk Mode selector
- HUD Display mode
Decision Engine:
- Trend, Momentum, Location components
- EMA length and ATR multiplier
Session Filter:
- London and NY Kill Zone windows
- Time zone selection
Regime & Volatility:
- ATR-based trend detection
- Chop detection sensitivity
█ IMPORTANT DISCLAIMER
This indicator is not financial advice. It does not provide trade signals, entry points, exit points, or profit guarantees. All trading decisions remain the sole responsibility of the user. Use at your own risk.
█ VERSION
v1.0.0 — Initial Release
- Directional bias engine
- Trade permission framework
- Regime & volatility context
- Session gating
- Professional HUD interface
Whale Flow PRO [Institutional Grade Trend System]Whale Flow PRO is an advanced market analysis algorithm designed to align retail traders with institutional liquidity cycles. Unlike standard lagging indicators, Whale Flow focuses on detecting the underlying phase of the market: Liquidity Building (Consolidation) vs. Institutional Expansion (Whale Runs).
This tool was engineered to solve the biggest problem in trading: getting trapped in choppy markets ("Whipsaws") and missing the true explosive moves.
⚙️ How It Works
The algorithm utilizes a proprietary volatility-adjusted volume model combined with dynamic price-action pivots. By analyzing the rate of change relative to historical volatility compression, the script identifies key "Pivot Lines" where liquidity is likely to flow.
Trend Filtering: It automatically filters out noise by calculating a custom "Consolidation Index". When the market is in a building phase, signals are suppressed to protect capital.
Whale Runs: When volatility expands beyond a specific threshold in the direction of the dominant trend, the system triggers a "Whale Run" mode, signaling high-probability entry zones.
📊 Key Features
Smart Dashboard (HUD): A real-time professional panel displaying the current Trend Direction, Market Phase (Run vs. Build), and active Pivot Levels.
Dynamic Heatmap: A visual ribbon at the bottom of the chart that tracks the historical strength of the trend flow.
Context-Aware Coloring:
Neon Green: Confirmed Bullish Flow (Whale Run).
Neon Red: Confirmed Bearish Flow (Dump).
Silver/Gray: Consolidation Zone (Safety Mode - No Trades).
Protection System: The "Liquidity Build" filter prevents entries during sideways movement, significantly increasing the win rate of the signals.
🔒 Access
This is an Invite-Only script dedicated to professional traders and community members. It is strictly protected to maintain the edge of its users.
To obtain access: Please visit the link in my signature or send me a private message (PM) here on TradingView for licensing details.
Disclaimer: This tool is for informational purposes only and does not constitute financial advice. Past performance (even of whales) is not indicative of future results.
PFA_ATR Locha:Clean Volatility RegimeCondensed Abstract (Advanced)
ATR Locha functions as a non-directional volatility-regime discriminator, operationalizing ATR normalized by price to detect latent shifts in market stress dynamics. By stratifying volatility into compression, equilibrium, and expansion states, it isolates pre-trend instability and post-trend exhaustion without invoking directional bias. The indicator is structurally anticipatory rather than predictive, serving as a probabilistic risk-state lens that contextualizes price behavior, enhances temporal positioning, and mitigates regime-mismatch errors when integrated with structural or trend-confirmatory frameworks.
PFA_ATR LochaCondensed Abstract (Advanced)
ATR Locha functions as a non-directional volatility-regime discriminator, operationalizing ATR normalized by price to detect latent shifts in market stress dynamics. By stratifying volatility into compression, equilibrium, and expansion states, it isolates pre-trend instability and post-trend exhaustion without invoking directional bias. The indicator is structurally anticipatory rather than predictive, serving as a probabilistic risk-state lens that contextualizes price behavior, enhances temporal positioning, and mitigates regime-mismatch errors when integrated with structural or trend-confirmatory frameworks.
STRUCTUREX SESSIONS - Smart Market Session ContextSTRUCTUREX SESSIONS is a clean, lightweight market session visualization tool that helps traders understand when different global markets are active.
█ WHAT IT DOES
This indicator displays:
- Session Boxes: Visual background for Asia, London, and New York sessions
- Session Opens: Horizontal line marking each session's opening price
- Session Transitions: Vertical markers at London and NY open times
- Kill Zones: Optional high-probability trading windows (London/NY open periods)
█ WHAT IT DOES NOT DO
- No BUY/SELL signals — this is context only
- No alerts or webhooks
- No regime detection — use STRUCTUREX CORE for that
█ HOW IT WORKS
The indicator uses TradingView's time() function to detect when price is within each session window. Sessions are fully customizable with hour inputs. Kill zones support minute-precision timing (e.g., 13:30-15:30 for NY).
Session detection includes safety guards to prevent issues if start and end times are set equal.
█ DEFAULT SESSION TIMES
- Asia: 00:00 - 07:00
- London: 07:00 - 12:00
- New York: 12:00 - 17:00
- London Kill Zone: 07:00 - 09:00
- NY Kill Zone: 13:30 - 15:30
All times reference your selected time zone (Exchange, UTC, or specific city).
█ PRESETS
- Minimal: Session boxes only, no labels or opens
- Clean: Session boxes + open lines, labels optional
- Detailed: All features enabled (boxes, opens, labels, transitions)
█ HOW TO USE
1. Add to chart — default "Clean" preset works for most traders
2. Choose your time zone reference (Exchange recommended for most)
3. Enable Kill Zones if you trade London/NY open strategies
4. Adjust session times if your broker uses different hours
█ STACKING WITH STRUCTUREX CORE
Add SESSIONS first (bottom layer), then STRUCTUREX CORE on top. Sessions provide timing context for when to look for setups; CORE provides the actual structure and zones.
█ SETTINGS OVERVIEW
Quick Start:
- Master toggles for Sessions, Opens, Transitions, Kill Zones
- Visual Preset selector
Time Reference:
- Exchange, UTC, or specific city time zone
Sessions:
- Individual enable toggles
- Start/End hour for each session
- Session label visibility
Session Opens:
- Line style (Solid/Dashed/Dotted)
- Line width
- Open label visibility
Kill Zones:
- London and NY kill zone windows
- Minute-precision timing support
Performance:
- Past sessions to display (0-5)
- Max boxes limit
█ NOTES
- Works on any market and timeframe
- Optimized for FX and Crypto
- Lightweight with minimal resource usage
- Part of the STRUCTUREX indicator suite
Market Session Terrain Monitor vs 1.0 (UTC)Summary
Market Session Terrain Monitor helps traders understand where the market is within its normal intraday behavior, not where it should go. It is a decision-support tool designed to reduce late entries, over-trading, and narrative bias by grounding intraday analysis in historical session statistics.
Purpose
Market Session Terrain Monitor provides statistical context for intraday market movement by analyzing how much each major trading session typically moves, how much it has moved so far, and what market state the current session inherits from previous sessions.
The indicator is designed to answer one core question:
Is the current session early, normal, or already expanded relative to its historical behavior?
This indicator does not predict direction and does not generate buy or sell signals. It is intended as a context and state-awareness tool to support independent, structure-based decision making.
Sessions Analyzed
The trading day is divided into three independent sessions, defined in UTC time:
• Asia
• London
• New York
Each session is analyzed separately using its own historical data. No session is assumed to control or predict the behavior of another.
Session Range
For each session, the indicator measures the session range, defined as the session high minus the session low. This captures how much the market actually moved during that session, regardless of direction.
P90 Expansion Benchmark
For each session, the indicator calculates a P90 expansion benchmark.
• P90 represents the range that only about ten percent of historical sessions exceed
• It reflects a large but repeatable expansion, not an extreme outlier
• It is used as a normalization reference so sessions with different volatility characteristics can be compared on equal terms
The P90 values are displayed in the table header in price units, such as USD, as a reference for scale.
Percent of P90
Current and previous session ranges are expressed as a percentage of that session’s own P90.
This shows:
• How much of a statistically large session has already been used
• Whether the session is still early, behaving normally, or approaching expansion
Rolling Comparative Table
The table displays three rows, ordered by time and anchored to the current active session:
• Current · Session
• Previous · Session
• Previous-2 · Session
Each row shows:
• Session name
• Session range in price units
• Session range as a percentage of that session’s P90
This rolling layout provides context about the market state inherited by the current session without implying causality.
How to Use the Indicator
The indicator helps with:
• Identifying whether a session is early or late in its statistical range
• Avoiding entries when a session is already stretched
• Recognizing compression versus expansion regimes
• Understanding the market state the current session inherits
The indicator does not:
• Predict direction
• Forecast highs or lows
• Assume that one session determines the next
Directional decisions should come from price structure, execution rules, and risk management.
Design Philosophy
• Range first, direction second
• State awareness over narrative
• Statistical normalization instead of absolute numbers
• Comparative, not predictive
The indicator intentionally avoids estimating remaining range or subtracting previous session movement, as those approaches introduce bias and false causality.
Suitable Markets
• Gold and silver
• Forex pairs
• Indices
• Other liquid instruments with clear session behavior
QG-Intraday MomentumThe script is made to show the intraday momentum and trend continuation.
The script is based on Waddah Attar explosion indicator in 2 timeframes.
The current timeframe has an option to filter the signals using a higher timeframe. The HTF should be about 3 times the current timeframe.
For indices, it works best on 5 min chart with a 15 min filter.
The settings on the script are about the slow and fast EMA, Bollinger bands period and deviation for the Waddah Attar explosion indicator.
The indicator can be used as a scalping indicator or as a signal for scale-in and scale-out strategy.
DeltaReact - Volume and Orderflow ReactivityThis indicator is designed to visualise institutional participation and directional pressure using a multi-timeframe blend of volume expansion, delta imbalance, and trend context.
Unlike traditional volume or momentum tools, it focuses on relative change rather than absolute values.
Core Concepts
The script measures:
Volume expansion relative to its own moving baseline
Delta strength derived from directional volume imbalance
Directional agreement between delta, volume, and trend state
Multi-timeframe structure, allowing lower-timeframe signals to be viewed in higher-timeframe context
What Makes This Different
Most volume-based indicators treat volume and delta independently. This tool:
Normalises both metrics into percentage-based strength
Applies contextual filters to reduce noise
Highlights structural shifts rather than raw spikes
Provides clear visual hierarchy for participation intensity
How to Use
Strong delta + volume expansion suggests active participation
Directional alignment improves confidence
Signals are designed for confluence, not standalone entries
Works across assets and sessions without instrument-specific tuning
Access & Availability
This script is published as invite-only to control distribution.
If you would like to request access or learn more about usage, please contact the author via TradingView direct message.
Important Notes
This indicator is not a trading strategy and does not provide buy or sell signals.
It is intended as a decision-support tool to be used alongside risk management and broader market analysis.
Market Session Terrain Monitor v1.0Summary
Market Session Terrain Monitor helps traders understand where the market is within its normal intraday behavior, not where it should go. It is a decision-support tool designed to reduce late entries, over-trading, and narrative bias by grounding intraday analysis in historical session statistics.
Purpose
Market Session Terrain Monitor provides statistical context for intraday market movement by analyzing how much each major trading session typically moves, how much it has moved so far, and what market state the current session inherits from previous sessions.
The indicator is designed to answer one core question:
Is the current session early, normal, or already expanded relative to its historical behavior?
This indicator does not predict direction and does not generate buy or sell signals. It is intended as a context and state-awareness tool to support independent, structure-based decision making.
Sessions Analyzed
The trading day is divided into three independent sessions, defined in UTC time:
• Asia
• London
• New York
Each session is analyzed separately using its own historical data. No session is assumed to control or predict the behavior of another.
Session Range
For each session, the indicator measures the session range, defined as the session high minus the session low. This captures how much the market actually moved during that session, regardless of direction.
P90 Expansion Benchmark
For each session, the indicator calculates a P90 expansion benchmark.
• P90 represents the range that only about ten percent of historical sessions exceed
• It reflects a large but repeatable expansion, not an extreme outlier
• It is used as a normalization reference so sessions with different volatility characteristics can be compared on equal terms
The P90 values are displayed in the table header in price units, such as USD, as a reference for scale.
Percent of P90
Current and previous session ranges are expressed as a percentage of that session’s own P90.
This shows:
• How much of a statistically large session has already been used
• Whether the session is still early, behaving normally, or approaching expansion
Rolling Comparative Table
The table displays three rows, ordered by time and anchored to the current active session:
• Current · Session
• Previous · Session
• Previous-2 · Session
Each row shows:
• Session name
• Session range in price units
• Session range as a percentage of that session’s P90
This rolling layout provides context about the market state inherited by the current session without implying causality.
How to Use the Indicator
The indicator helps with:
• Identifying whether a session is early or late in its statistical range
• Avoiding entries when a session is already stretched
• Recognizing compression versus expansion regimes
• Understanding the market state the current session inherits
The indicator does not:
• Predict direction
• Forecast highs or lows
• Assume that one session determines the next
Directional decisions should come from price structure, execution rules, and risk management.
Design Philosophy
• Range first, direction second
• State awareness over narrative
• Statistical normalization instead of absolute numbers
• Comparative, not predictive
The indicator intentionally avoids estimating remaining range or subtracting previous session movement, as those approaches introduce bias and false causality.
Suitable Markets
• Gold and silver
• Forex pairs
• Indices
• Other liquid instruments with clear session behavior
Trend + Liquidity Master Trend & Liquidity Master
A Professional All-in-One Trading System combining Dynamic Trend Analysis with Smart Money Liquidity Zones
---
## 🎯 Overview
The Trend & Liquidity Master is a comprehensive trading indicator that merges institutional-grade trend detection with smart money liquidity mapping. Designed for traders who want to align with market structure while identifying high-probability entry zones, this system provides clear visual signals backed by multi-layered confirmation filters.
## ⚡ Core Features
### 📊 **Adaptive Trend Cloud**
- Multi-Algorithm Support: Choose between EMA, SMA, HMA, or RMA for trend calculation
- Volatility-Based Bands: Dynamic ATR bands that expand/contract with market conditions
- Anti-Chop Filter: Maintains trend state during consolidation to reduce false signals
- Visual Clarity: Color-coded cloud system (Green = Bullish, Red = Bearish - customisable)
### 🧱 **Smart Liquidity Zones**
- Supply & Demand Boxes: Automatically identifies institutional support/resistance levels
- Pivot-Based Detection: Uses swing high/low analysis to map liquidity pools
- Dynamic Mitigation: Zones auto-delete when price invalidates them
- Clean Visual Design: Semi-transparent boxes that don't clutter your chart
### 🎯 **Multi-Filter Signal System**
- Volume Confirmation: Optional filter to ensure signals occur on above-average volume
- RSI Screening: Avoid overbought buys and oversold sells (toggleable)
- Trend Alignment: Signals only trigger on confirmed trend changes
- Clear Entry Labels: BUY/SELL markers appear directly on the chart
### 🖥️ **Professional HUD Dashboard**
Real-time market intelligence display showing:
- Trend Bias: Current market direction (Bullish/Bearish)
- Momentum Status: Strength classification (Strong/Neutral/Weak)
- Volume State: Current volume relative to average (High/Low)
- Customizable Position & Styling: Place anywhere on your chart
---
## 🛠️ Customization Options
### **Trend Engine**
- Adjustable MA type and length
- Volatility multiplier for band sensitivity
- Source selection (Close, Open, HL2, etc.)
### **Liquidity Detection**
- Pivot lookback period (sensitivity control)
- Zone extension bars
- Toggle zones on/off independently
### **Signal Filters**
- Enable/disable volume filter
- Enable/disable RSI filter
- Fine-tune to match your trading style
### **Visual Design**
- Custom colors for bullish/bearish/neutral states
- Candle coloring option
- Dashboard styling and positioning
- Adjustable text and UI sizing
---
## 📈 How to Use
1. Identify the Trend: Wait for price to break above the upper band (Bullish) or below the lower band (Bearish)
2. Watch for Signals: BUY labels appear when trend turns bullish with confirmation; SELL labels for bearish turns
3. Confirm with Liquidity: Use Supply/Demand zones as potential entry refinement or profit targets
4. Monitor the HUD: Check momentum and volume states for additional confluence
5. Set Alerts: Built-in alert conditions for automated notifications
---
## 💡 Best Practices
- **Higher Timeframes**: Works best on 15m+ charts for reduced noise
- **Trend Following**: This is a trend-following system—avoid counter-trend trades
- **Multiple Confirmations**: Combine signals with liquidity zones for highest probability setups
- **Risk Management**: Always use proper position sizing and stop losses
---
## 🔔 Alert System
Pre-configured alerts for:
- Long entry signals (Apex Buy Alert)
- Short entry signals (Apex Sell Alert)
- Automatic ticker symbol insertion
---
## 📝 Notes
- Maximum 50 boxes and lines for optimal performance
- Liquidity zones automatically manage themselves (old zones removed)
- All components can be toggled independently
- Compatible with all markets (Forex, Crypto, Stocks, Indices)
---
## 🎨 What Makes This Different?
You get the best of both worlds: smart money zones that show where liquidity sits, combined with clear trend signals that tell you when to act.
---
Ready to trade with institutional-grade market intelligence? Add the Trend & Liquidity Master to your chart today.
---
*Disclaimer: This indicator is for educational and informational purposes only. Past performance does not guarantee future results. Always conduct your own analysis and practice proper risk management.*
Kozmik Belirme v1.3: Ontolojik Bulut (Mizan Refined)### 🌌 Cosmic Manifestation: The Ontological Cloud (Psi_U v1.3)
**"The market is not a random walk; it is a manifestation of collective consciousness bending spacetime."**
This indicator, part of the **Mizan Refined** architecture, moves beyond traditional technical analysis. It treats price action as a physical event subject to **Quantum Mechanics** and **General Relativity**.
Instead of simple moving averages, it visualizes the **Probabilistic Cloud** of the asset's future path.
---
### 🧠 The Mathematical Core (How It Works)
The script operates on three proprietary engines designed by Murat Kavak:
#### 1. The Psi_U Field (Market Consciousness)
Calculates the "Intent" of the market by fusing Momentum, Volatility Compression, and Money Flow.
* **High Psi:** The market has "Crystallized" (Decided on a direction).
* **Low Psi:** The market is in "Superposition" (Chaos/Uncertainty).
#### 2. Gravitational Engine ( CAPITALCOM:G_M $)
Based on Einstein's curvature of spacetime:
* **Mass:** Calculated via Volume intensity relative to price range.
* **Spacetime:** Represented by the VWAP anchor.
* **Result:** The indicator calculates a gravitational force ( CAPITALCOM:G_M $) that pulls the price. The stronger the gravity, the brighter the cloud colors becomes (Dynamic Gradients).
#### 3. Heisenberg Cloud Geometry
The width of the cloud is not static; it obeys the **Uncertainty Principle**.
* If Market Consciousness (Psi_U) drops, the cloud expands (Entropy increases), showing high risk.
* If Consciousness rises, the cloud narrows, revealing a precise path.
---
### 🎨 Visual Language
* **Turquoise/Green Glow:** Strong Bullish Gravity (Future projection).
* **Red/Maroon Glow:** Strong Bearish Gravity (Heavy resistance).
* **The Cloud:** Represents the "Event Horizon" where price is most likely to manifest.
### ⚠️ Disclaimer
This tool is an experimental model of market physics and ontology. It is intended for analytical visualization of trends and volatility, not as financial advice. Trading involves significant risk.
---
**ACCESS:**
This is a proprietary **Invite-Only** script. The source code is closed to protect the underlying algorithm. To request access, please contact the author via private message.
MicroTrend QuantBox [1POINT6.in]🚀 MicroTrend QuantBox is a professional-grade market structure and momentum visualisation tool designed to help traders identify high-probability micro trends within larger market regimes — with built-in risk awareness.
This indicator does not generate buy/sell calls.
Instead, it provides decision intelligence by visually mapping:
Where momentum is expanding
How long it persists
How much price has moved
Where risk should be defined
Built for clarity, discipline, and adaptability across all timeframes.
✅ What Makes MicroTrend QuantBox Different?
✔ Long-term trend regime awareness
✔ Short-term momentum expansion zones
✔ Real-time performance statistics
✔ Volatility-adjusted risk reference
✔ Clean, non-cluttered visuals
✔ Works across 1m to Daily+ timeframes
This tool is suitable for:
Active traders
Swing traders
Position traders
Investors looking for structured add-ons
2️⃣ Core Concepts
MicroTrend QuantBox is built on three independent engines:
🟦 LT-Regime (Long-Term Regime)
Defines the primary market structure and acts as a contextual anchor.
Blue → Bullish regime
Yellow → Bearish regime
This helps traders avoid trading against dominant structure.
🟩 MicroTrend QuantBox (Momentum Expansion Zone)
A boxed region that highlights periods where short-term momentum aligns in favor of price expansion.
Each box represents:
A complete micro trend
Its price range
Its duration
Its strength
These are not entry signals, but opportunity zones.
🟥 Risk Compression Line (Volatility-Based)
A dynamic risk reference line plotted inside the active box.
Adjusts automatically with volatility
Helps traders define invalidation levels
Removed once the MicroTrend ends
3️⃣ Box Color Logic (Very Important)
Box Color Meaning
Light Green: Early-stage micro trend (price below LT-Regime)
Bright Cyan: Confirmed micro trend (price above LT-Regime)
This allows traders to visually grade confidence without extra indicators.
4️⃣ Labels & On-Chart Information
📊 Top Stats Label (Live & Historical)
Displayed above each MicroTrend box:
▲ 89.20 (+9.25%)
Meaning:
89.20 → Points moved
(+9.25%) → Percentage move
→ Time duration
Updates in real time while the box is active.
📍 Execution Reference Labels (Active Box Only)
Displayed on the right side of the active box:
EP: Expansion Point (bottom of box)
XP: Expansion Peak (top of box)
SL: Stoploss Volatility-adjusted risk reference
These are reference levels, not mandatory orders.
5️⃣ How to Use MicroTrend QuantBox (Practical Guide)
🔹 Step 1: Identify the LT-Regime
Prefer MicroTrends that align with the regime
Counter-regime boxes are aggressive contrarian setups
🔹 Step 2: Observe MicroTrend Formation
Let the box develop
Avoid reacting to the first candle
Focus on structure, not urgency
🔹 Step 3: Use EP–XP–SL as a Framework
EP → Contextual base
XP → Expansion reference
SL → Invalidation logic
You decide how to trade — the indicator shows where.
🔹 Step 4: Combine with Your Strategy
MicroTrend QuantBox works best when combined with:
Price action
Volume analysis
Support/resistance
Your own execution rules
It is intentionally strategy-agnostic.
6️⃣ Recommended Timeframes
Scalping 1m – 5m
Intraday 5m – 15m
Swing 1h – 4h
Positional 1D -1W
The indicator auto-adjusts time statistics accordingly.
7️⃣ Inputs Explained (Plain English)
Input
What it Controls
LT-Regime Sensitivity
How responsive the long-term structure is
Impulse Vector
Short-term directional acceleration
Momentum Bias
Strength confirmation
Volatility Envelope
Market volatility measurement
Risk Compression Factor
Distance of risk reference line
Defaults are optimized for general use.
8️⃣ Important Notes & Disclaimer
This indicator does not predict the future
It does not guarantee profits
It is a decision-support tool
Risk management is the trader’s responsibility
Always backtest and forward-test before live trading.
Built with ❤️ by 1POINT6.in
Free for the trading community.
If this tool helps you trade with more clarity and discipline — it has done its job.
Please visit us: 1point6.in
For more premium indicator subscription:https://1point6.in/scalper-quantpro/
Connect directly with us on telegram: t.me
Momentum Engine: Stage AnalysisOverview: This dashboard is a comprehensive momentum analysis tool designed for the Indian stock market (adaptable to others). It evaluates a stock's health by analyzing its trend structure, relative strength against a benchmark, volume activity, and price volatility.
Dashboard Metrics & Interpretation: Each row in the dashboard provides a specific diagnostic check for the stock.
Trend Structure: Identifies the current phase of the stock's life cycle.
✅ Power Trend (Stage 2): The strongest bullish signal. The stock is in a confirmed uptrend indicating powerful momentum.
⚠️ Stage 2 (Developing): The stock price is rising, but the momentum alignment is not yet perfect. It is positive but may be in the early stages or correcting.
❌ Mixed / Stage 4: The stock is either in a downtrend (falling price) or moving sideways without clear direction. It is technically weak.
RS vs BenchmarkCompares the stock's performance against a selected market index (e.g., Nifty 50, Sensex, Smallcap).
💪 Beating : The stock is outperforming the market. Even if the market is flat, this stock is rising. This indicates market leadership.
⚠️ Lagging : The stock is underperforming. It is weaker than the general market, suggesting a lack of institutional interest.
Tightness (VCP) Checks if the price action is "tightening" (Volatility Contraction Pattern).
✅ Tight (VCP): The price swings are getting smaller and calmer. This "calm before the storm" often precedes a major breakout.
❌ Loose: The price action is wide and choppy. The stock is "noisy," making it difficult to manage risk effectively.
The Final Verdict: The "Verdict" synthesizes all metrics into a single actionable status.Verdict 🚀 A+ BREAKOUT🟩 Green: The Perfect Setup. The stock is in a Power Trend, beating the market, has tightened up (VCP), and is sitting just below the breakout point. High probability.
💪 VOL MOMENTUM🟦 Blue High Velocity. The stock has strong trend and volume but might be imperfect (e.g., a bit loose or volatile). Suitable for aggressive traders riding momentum.👀
WATCH LIST🟧 Orange Getting Ready. The stock has a great structure but is not ready to buy yet (e.g., price is too far from the pivot). Keep it on your radar.
WAIT⬜ Gray No Setup. The stock is weak, lagging, or broken. Ignore it for now.
⚠️ WARNING & DISCLAIMER
Trading involves substantial risk of loss. This tool is a technical analysis aid only and does not guarantee future performance.
No Guarantees: A "Power Trend" or "A+ Breakout" signal does not ensure the stock will rise. Market conditions can change instantly due to news, earnings, or global events.
Not Financial Advice: This script is for educational and analytical purposes only. It is not a recommendation to buy or sell any specific security.
Use Caution: Always perform your own research (DYOR) and use strict risk management (Stop Losses) regardless of what the indicator says. The indicator is based on historical data, which may not predict future movements.
SMMA Breakout ATR retest systemA fast, ATR-based SMMA breakout scalping system designed for Gold (XAUUSD). It can also be used on other Forex and Indices pairs. Uses breakout-retest confirmation, no-chase protection, and clean visual risk levels. Optimized for quick TP1 scalps with controlled drawdowns.
Quick Scalp TP1 — Checklist
🔧 Setup
☐ Symbol: XAUUSD
☐ Timeframe: 5m
☐ SMMA Length: 5
☐ ATR Length: 14
⚙️ Settings
☐ Stop Loss: 1.5× ATR
☐ Take Profit: ATR 1.2× (TP1 only)
☐ Show Entry/SL?TP Lines & Labels✅ ON
☐ Show Entry Arrows✅ ON
☐ Show Early Warning Labels on Chart✅ ON
☐ ATR Range Filter: ❌ OFF
☐ HTF Bias (15m / 1H): ❌OFF
☐ 15m Candle Body Filter: ❌ OFF
☐ NY Session Filter: ❌ OFF
☐ Retest Entry: ✅ ON
☐ No-Chase Filter: ✅ ON
📈 BUY and SELL Entry Rules :
✅ Long setup (BUY)
If Retest Entry is ON:
☐ 1. Price breaks above the 5-SMMA (raw breakout begins)
☐ 2. Price pulls back and retests near/into the SMMA
☐ 3. A confirmation candle closes back up and breaks the retest high
➡️ BUY arrow prints + risk panel switches to SIDE: LONG
If Retest Entry is OFF:
• The BUY arrow prints immediately when the price crosses above the 5-SMMA (if filters pass)
✅ Short setup (SELL)
Same idea, reversed:
☐ 1. Break below SMMA
☐ 2. Retest near/into SMMA
☐ 3. Confirmation closes down, and breaks retest low
➡️ SELL arrow prints + panel shows SIDE: SHORT
🎯 Trade Management
When a confirmed entry happens, the script prints/plot lines to show clearly:
• ENTRY
• SL (ATR-based)
• TP1
☐ Do not hold runners in this mode, take full profit at TP1
🔔 Alerts (Recommended) - Tradingview Essential Package will allow you to use alerts
Create these alerts:
Confirmed Entry Alerts
• GG BUY CONFIRMED
• GG SELL CONFIRMED
• Set to: ✅ Once per bar close
•Type in Alert Name and Message - SELL CONFIRMED or BUY CONFIRMED
• Enable: Popup + Sound
Early Warning Alerts (Optional)
• GG EARLY BUY WARNING
• GG EARLY SELL WARNING
• Set to: ✅ Once per bar
•Type in Alert Name and Message - Potential Buy forming of Potential Sell forming
• Used only as a heads-up, not an entry
⚠️ Important Notes / Disclaimer
This script is a technical analysis tool, not financial advice.
All trading involves risk. Always test settings on a demo before live use.
Results will vary depending on market conditions, broker execution, and risk settings.
