Risk Leverage ToolRisk Leverage Tool – Calculate Position Size and Required Leverage
This script automatically calculates the optimal position size and the leverage needed based on the amount of capital you are willing to risk on a trade. It is designed for traders who want precise control over their risk management.
The script determines the distance between the entry and stop-loss price, calculates the maximum position size that fits within the defined risk, and derives the notional value of the trade. Based on the available margin, it then calculates the required leverage. It also displays the percentage of margin at risk if the stop-loss is hit.
All results are displayed in a table in the top-right corner of the chart. Additionally, a label appears at the entry price level showing the same data.
To use the tool, simply input your planned entry price, stop-loss price, the maximum risk amount in dollars, and the available margin in the settings menu. The script will update all values automatically in real time.
This tool works with any market where capital risk is expressed in absolute terms (such as USD), including futures, CFDs, and leveraged spot positions. For inverse contracts or percentage-based stops, manual adjustment is required.
Volatilität
Market Order BubblesMarket Order Bubbles is a streamlined, volume-driven overlay indicator designed to spotlight sudden spikes in trading activity, highlighting potential shifts in market momentum.
By detecting deviations in volume from its recent average, it plots intuitive bubble markers to reveal aggressive order flows—ideal for traders seeking early warnings of exhaustion or reversal setups in fast-moving markets.
What makes this indicator different
This indicator draws inspiration from established volume analysis tools but stands out with a refined, lightweight approach. Unlike more complex models that layer multiple filters or emulate cumulative metrics, it leverages a weighted moving average (WMA) of volume paired with statistical deviation for a direct, responsive measure of "surge intensity."
This results in cleaner signals with less noise, making it particularly suited for intraday scalpers or swing traders who value simplicity without sacrificing depth. The focus on excess volume relative to a dynamic baseline ensures bubbles only emerge during truly anomalous activity, setting it apart from generic volume oscillators or basic footprint indicators that often flood charts with irrelevant data.
Core Mechanics
At its heart, the indicator computes a smoothed volume baseline using a WMA over a user-defined period, then applies a volatility-adjusted threshold derived from the standard deviation of that same period. A "surge" triggers when actual volume exceeds this baseline plus the threshold, with the excess amount determining bubble size. Price direction (bullish or bearish close) classifies the surge as buying or selling pressure:
Buy Surges (plotted as blue bubbles above the bar): Indicate potential overextension in upward moves.
Sell Surges (plotted as red bubbles below the bar): Flag possible downside fatigue.
Bubble opacity and size scale with surge magnitude—fainter, smaller bubbles for mild excesses; bolder, larger ones for extreme outliers—providing a visual gradient of intensity at a glance.
How to use this tool:
Use this tool as a contrarian edge to anticipate potential pullbacks or reversals, rather than chasing the trend. Large clusters of buy bubbles during a rally could signal "capitulation" from late entrants or forced covers, priming the market for a downside move. Conversely, sell bubbles in a downward move can mark bottoming exhaustion, cueing possible upside bounces.
For best results:
Confluence: Pair with price action, momentum indicators, or other orderflow tools.
Timeframe Flexibility: Excels on low timeframe for day trading; scale up to hourly for swings.
Treat bubbles as filters, not standalone signals—always confirm with broader context.
In essence bubbles don't predict direction but can illuminate when the crowd's aggression might soon flip.
Bubble Sizing and Interpretation
Bubbles are tiered by surge strength for quick assessment:
Small Bubbles: Minor excess — a little more pressure on volume.
Medium Bubbles: Notable excess — moderate alert.
Large Bubbles: Major excess — high-impact event.
Customizing Settings
The indicator keeps things minimal with just two changeable inputs, highlighting quick tweaks without overwhelming options.
WMA Length (default: 100): Controls the lookback for the volume baseline. Increase for smoother, less reactive signals (fewer but more reliable bubbles in volatile assets). Decrease for heightened sensitivity (more frequent alerts in choppy sessions).
Threshold Multiplier (default: 1.5): Scales the deviation buffer. Higher values tighten criteria, reducing bubble frequency for more conservative filtering; lower values loosen it, capturing subtler surges but risking more noise.
These adjustments let traders dial in the indicator to their style.
Frankator BBRSI🧭Strategy Description of Frankator BBRSI: Bollinger Bands + RSI Signal (only on 5 min chart)
Overview
This indicator combines Bollinger Bands and the Relative Strength Index (RSI) to identify potential overbought and oversold market conditions.
It generates buy and sell signals when the price reaches extreme levels confirmed by RSI momentum — helping traders anticipate potential reversals or continuation setups.
📊 How It Works
Bollinger Bands
The script plots three lines:
Upper Band: SMA + (Standard Deviation × Multiplier)
Basis (Middle Band): Simple Moving Average (SMA)
Lower Band: SMA - (Standard Deviation × Multiplier)
When the price touches or breaks the upper band, it may indicate an overbought market.
When the price touches or drops below the lower band, it may indicate an oversold market.
RSI Confirmation
RSI measures momentum to confirm whether the market is truly overbought or oversold.
Default RSI levels:
Overbought: RSI > 70
Oversold: RSI < 30
Signal Conditions
Buy Signal:
Price closes at or below the lower Bollinger Band
RSI < 30 (oversold)
A green triangle appears below the candle
Sell Signal:
Price closes at or above the upper Bollinger Band
RSI > 70 (overbought)
A red triangle appears above the candle
Alerts
You can set TradingView alerts for automatic notifications when either a Buy or Sell condition is met.
Go to “Add Alert” → “Condition” → Choose this indicator → Select Buy/Sell Signal, or Any alert for both alerts.
⚠️ Disclaimer
This indicator is a technical analysis tool, not a guarantee of future performance. Always use proper risk management and confirm signals with other indicators or price patterns before entering trades.
Liquidity Levels - PMH/PWH/PDH/HODWhat is it?
An indicator that tracks the main liquidity levels on TradingView, displaying the highs and lows of reference for month, week, previous day and current day.
What's it for?
It identifies price zones where there are many pending orders (liquidity). Traders use it to:
Find support and resistance points
Identify areas where price could bounce or break through
Receive alerts when price touches or breaks these levels
Which levels does it show?
LevelDescriptionColorLinePMH/PMLPrevious month's high and lowPurpleSolidPWH/PWLPrevious week's high and lowBlueSolidPDH/PDLPrevious day's high and lowOrangeSolidHOD/LODCurrent day's high and lowGrayDotted
How to use it?
Apply the indicator to your chart
Customize colors and enable/disable the levels you prefer
Set alerts to receive notifications when price touches or breaks levels
Use the levels to make trading decisions (entry, exit, stop loss)
Perfect for: Scalping, Day Trading, Swing Trading on any asset (forex, crypto, stocks)
BTC OI Delta (binance, okx, bybit, htx, bitget, deribit)📊 BTC Open Interest (OI) Delta (Binance, OKX, Bybit, HTX, Bitget, Deribit)
📝 Overview
This Pine Script indicator tracks and visualizes the changes (delta) in Bitcoin (BTC) open interest (OI) for perpetual futures across multiple major crypto exchanges: Binance, OKX, Bybit, Bitget, HTX, and Deribit. It calculates the total net delta by summing the OI delta from each exchange and displays positive (OI increase) and negative (OI decrease) deltas as separate column charts. Users can choose which exchanges to include or exclude and utilize the spike highlight feature to differentiate delta intensity with color based on user-defined thresholds.
⚡ Key Features
🌐 Multi-exchange OI delta tracking
Fetches and calculates BTC perpetual futures OI delta individually from Binance, OKX, Bybit, Bitget, HTX, and Deribit.
📈 Total net delta calculation
Sums the OI delta from all selected exchanges to represent overall market open interest changes.
🎨 Visualization
Column plots: Displays net OI increases (positive delta) and decreases (negative delta) as separate column charts for intuitive trend analysis.
Spike highlights: Changes in OI delta are color-coded according to user-defined thresholds to make significant moves easily identifiable.
⚙️ User settings
Users can select which exchanges to display, enable/disable spike highlights, and set thresholds for “strong” and “very strong” OI delta changes.
🛠 Input Settings
Show Zero Line (bool, default: true): Show a zero baseline on the chart.
Highlight Spikes (bool, default: true): Enable color highlighting based on OI delta intensity.
Strong Threshold (int, default: 1000): Delta value considered a “strong” change (in BTC).
Very Strong Threshold (int, default: 2000): Delta value considered a “very strong” change (in BTC).
Show Binance (bool, default: true): Include Binance OI delta.
Show OKX (bool, default: true): Include OKX OI delta.
Show Bybit (bool, default: true): Include Bybit OI delta.
Show Bitget (bool, default: true): Include Bitget OI delta.
Show HTX (bool, default: true): Include HTX OI delta.
Show Deribit (bool, default: true): Include Deribit OI delta.
🔢 Calculation Method
🧮 Individual OI request
Uses request.security() to fetch OI data from each exchange.
➕ Delta calculation
Current bar OI minus previous bar OI (oi - oi ).
❌ Handling na values
If OI data is missing (exchange disabled or no data), the delta is treated as 0 to avoid sum errors.
🔗 Total net delta
Sums all selected exchange deltas as totalCombinedDelta.
↔️ Separate net increase/decrease
Positive (netIncreaseCombined) and negative (netDecreaseCombined) parts of total delta are split.
🎨 Color determination
getNetDeltaHighlightedColor function dynamically sets column colors based on highlightSpike and threshold settings.
🎨 Color Scheme
Highlight disabled:
Positive delta: teal shades
Negative delta: red shades
Highlight enabled:
Positive delta (normal): dark teal (#026628)
Positive delta (strong): bright teal (#00ff95)
Positive delta (very strong): yellow (#eeff00)
Negative delta (normal): dark red (#6b0d0d)
Negative delta (strong): bright red (#ff1044)
Negative delta (very strong): pink (#ff00ea)
📊 Usage
💹 Market sentiment analysis
Total net OI delta increase → capital inflow and position building
Total net OI delta decrease → capital outflow and position liquidation
⚖️ Position interpretation
BTC rising + positive OI delta → increasing long positions
BTC falling + negative OI delta → decreasing long positions
BTC falling + positive OI delta → increasing short positions
BTC rising + negative OI delta → decreasing short positions
📈 Trend confirmation
Sustained positive delta → bullish signal
Sustained negative delta → bearish signal
🌪 Volatility prediction
“Strong” or “very strong” spikes may indicate increased price volatility.
🏦 Exchange-specific impact
Enable/disable exchanges to analyze how each exchange’s OI changes affect the overall market.
Gaussian RibbonSummary
Adaptive Gaussian ribbon with inner/outer sigma bands and soft regime colors—green trend, red pressure, gray neutral.
What it is
A clean Gaussian filter ribbon that maps trend + volatility without the jitter. It uses a Gaussian smoother, a tiny EMA basis, and two standard-deviation bands. Color fades with distance from the basis, and flips softly (no knife-edge).
How it works
Gaussian core: IIR-style smoothing on your chosen source (default hlc3).
Basis: EMA(3) of the Gaussian for a steadier slope.
Bands: Inner = Basis ± (σ × Inner Mult), Outer = Basis ± (σ × Outer Mult).
Regime: z-score → softsign → EMA(3) → bull / neutral / bear.
Faded look: opacity ramps with distance; neutral turns gray.
What “Regime” Means (Simple)
A regime is the market’s “weather.” It shifts between Bull, Neutral, and Bear. Different tactics work in each.
How this indicator detects regime
Builds a smoothed score of price vs. the basis (z-score → softsign → EMA).
Score > 0 = Bull, score < 0 = Bear. Inside the inner band = Neutral filter to cut noise.
Color changes are soft (faded) so flips don’t knife-edge.
Playbook (What to do)
Bull (Green): Buy pullbacks to the inner band; add on strength; cut fast if price falls back inside the ribbon.
Neutral (Gray): Reduce size, fade extremes, or stand down. Wait for a clean break in either direction.
Bear (Red): Sell/short rallies to the ribbon; protect capital; flip long only after a confirmed regime turn.
For Pros (Tuning & Confirmation)
Timeframe bias: Use higher TF (1W/2W) for context; trade on 1D/4H in the higher-TF direction.
Smoother vs faster: Increase Length to reduce flip-flop; decrease for earlier turns.
Vol filter: Widen Outer/Inner multipliers in choppy markets; narrow in strong trends.
Confirm: Use structure (HH/HL vs LH/LL), volume/OBV, or your MA; ribbon = context, not a standalone trigger.
How to read it
Green = trend support; pullbacks to the inner band are typical buy-the-dip zones.
Gray = inside ribbon; chop/mean reversion. Size down or wait.
Red = trend pressure; rallies into ribbon are fade zones until regime flips.
Opacity increases with distance = stronger momentum.
Good starting presets
Macro (1W–2W): Length 90–110, Outer 2.3, Inner 1.3, Source hlc3.
Swing (1D): Length 60–80, Outer 2.0, Inner 1.4.
Intraday (1–4H): Length 30–40, Outer 1.8, Inner 1.2.
Options
Opens in a separate pane (overlay=false). Set overlay=true to place on candles (consider +5 transparency on fills).
Watermark is “CAYEN” (table-based, no editor drama).
Why it’s “safe”
No repaint. No lookahead; uses only closed-bar data.
Deterministic state and divide-by-zero guards.
Limitations
It’s a context tool. It will lag at regime turns (by design). Use structure/volume to time entries.
Credits
Script by Jason Cayen. Gaussian smoothing is classic DSP math (public domain).
Release notes (v1.0)
Initial public release: faded bands, neutral zone, soft regime colors, Non-repainting; pane by default.
THAIT Moving Averages Tight within # ATR EMA SMA convergence
THAIT(tight) indicator is a powerful tool for identifying moving average convergence in price action. This indicator plots four user-defined moving averages (EMA or SMA). It highlights moments when the MAs converge within a user specified number of ATRs, adjusted by the 14-period ATR, signaling potential trend shifts or consolidation.
A convergence is flagged when MA1 is the maximum, the spread between MAs is tight, and the price is above MA1, excluding cases where the longest MA (MA4) is the highest. The indicator alerts and visually marks convergence zones with a shaded green background, making it ideal for traders seeking precise entry or exit points.
Flux AI PullBack System (Hybrid Pro)Flux AI PullBack System (Hybrid Pro)
//Session-Aware | Adaptive Confluence | Grace Confirm Logic//
Overview:
The Flux AI PullBack System (Hybrid Pro v5) is an adaptive, session-aware pullback indicator designed to identify high-probability continuation setups within trending markets. It automatically adjusts between “Classic” and “Enhanced” logic modes based on volatility, volume, and ATR slope, allowing it to perform seamlessly across different market sessions (Asian, London, and New York).
Core Features:
Hybrid Auto Mode — Dynamically switches between Classic (fast-moving) and Enhanced (strict) modes.
Session-Aware Context — Optimized for intraday trading in ES, NQ, and SPY.
Grace Confirmation Logic — Validates pullbacks with a follow-through condition to reduce noise.
Adaptive EMA Zone (38/62) — Highlights pullback areas with dynamic aqua fill and transparency linked to trend strength.
Noise Suppression Filter — Prevents false pullbacks during EMA crossovers or unstable transitions.
Weighted Confluence Model — Combines trend, ATR, volume, and swing structure for confirmation strength.
Pine v6 Compliant Alerts — Constant-string safe, ready for webhooks and automation.
Visual Elements:
Aqua EMA Zone: Displays the “breathing” pullback band (tightens during volatility spikes).
PB↑ / PB↓ Markers: Confirmed pullbacks with subtle transparency and fixed label size.
Bar Highlights: Yellow for pullbacks; ice-blue for confirmed continuation.
Use Cases
Perfect for:
Intraday trend traders
0DTE SPX / ES scalpers
Futures traders (NQ, MNQ, MES)
Algorithmic strategy builders using webhooks
Recommended Timeframes:
1–15 minute charts (scalping / intraday)
Higher timeframes for swing confirmations.
Attribution:
This open-source script was inspired by Chris Moody’s “CM Slingshot System” and JustUncleL’s Pullback Tools, but it was built from scratch using AI-assisted code refinement (ChatGPT).
All logic and enhancements are original, not derived from proprietary software.
License: MIT (Open Source)
© 2025 Ken Anderson — You may modify, use, or redistribute with credit.
Keywords:
Pullback, Reversal, AI Trading, EMA Zone, Session Aware, Futures Trading, SPX, ES, NQ, ATR Filter, Volume Confirmation, Flux System, Pine Script v6, Non-Repainting, Adaptive Trading Indicator.
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Smart Money Concept: FVG Block Filter Smart Money Concept: FVG Block Filter (FVG Block Range vs N Range) with Candle Highlighter
Summary:
Smart Money Concept (SMC): An advanced indicator designed to visualize and filter Fair Value Gaps (FVG) blocks based on their size (Range) compared to the preceding N Range candle movement. It also includes a customizable Candle Highlighter function that marks the specific candle responsible for creating the FVG. The indicator allows full color customization for both blocks and the highlighter, and features clean, label-free charts by default.
Key Features:
FVG Block Detection: Automatically identifies and groups sequential FVG imbalances to form consolidated FVG blocks.
FVG Block Filtering (N Range): Filters blocks based on a user-defined rule, comparing the block's size (Range) to the range of the preceding N candles (e.g., requiring the FVG block to be larger than the range of the previous 6 candles).
Customizable Candle Highlighter: Marks the central candle (B) within the FVG structure (A-B-C) to highlight the source of the price imbalance. Highlighter colors are fully adjustable via inputs.
Visualization Control: Labels are turned OFF by default to keep the chart clean but can be easily enabled via the indicator settings.
Full Color Customization: Allows independent customization of Bullish and Bearish FVG Block colors, Block Transparency, and Bullish/Bearish Highlighter colors.
Keywords:
Smart Money Concept, SMC, Fair Value Gap, FVG, Imbalance, Block Filter, Candle Highlighter, Range.
FluxVector Liquidity Universal Trendline FluxVector Liquidity Trendline FFTL
Summary in one paragraph
FFTL is a single adaptive trendline for stocks ETFs FX crypto and indices on one minute to daily. It fires only when price action pressure and volatility curvature align. It is original because it fuses a directional liquidity pulse from candle geometry and normalized volume with realized volatility curvature and an impact efficiency term to modulate a Kalman like state without ATR VWAP or moving averages. Add it to a clean chart and use the colored line plus alerts. Shapes can move while a bar is open and settle on close. For conservative alerts select on bar close.
Scope and intent
• Markets. Major FX pairs index futures large cap equities liquid crypto top ETFs
• Timeframes. One minute to daily
• Default demo used in the publication. SPY on 30min
• Purpose. Reduce false flips and chop by gating the line reaction to noise and by using a one bar projection
• Limits. This is a strategy. Orders are simulated on standard candles only
Originality and usefulness
• Unique fusion. Directional Liquidity Pulse plus Volatility Curvature plus Impact Efficiency drives an adaptive gain for a one dimensional state
• Failure mode addressed. One or two shock candles that break ordinary trendlines and saw chop in flat regimes
• Testability. All windows and gains are inputs
• Portable yardstick. Returns use natural log units and range is bar high minus low
• Protected scripts. Not used. Method disclosed plainly here
Method overview in plain language
Base measures
• Return basis. Natural log of close over prior close. Average absolute return over a window is a unit of motion
Components
• Directional Liquidity Pulse DLP. Measures signed participation from body and wick imbalance scaled by normalized volume and variance stabilized
• Volatility Curvature. Second difference of realized volatility from returns highlights expansion or compression
• Impact Efficiency. Price change per unit range and volume boosts gain during efficient moves
• Energy score. Z scores of the above form a single energy that controls the state gain
• One bar projection. Current slope extended by one bar for anticipatory checks
Fusion rule
Weighted sum inside the energy score then logistic mapping to a gain between k min and k max. The state updates toward price plus a small flow push.
Signal rule
• Long suggestion and order when close is below trend and the one bar projection is above the trend
• Short suggestion and flip when close is above trend and the one bar projection is below the trend
• WAIT is implicit when neither condition holds
• In position states end on the opposite condition
What you will see on the chart
• Colored trendline teal for rising red for falling gray for flat
• Optional projection line one bar ahead
• Optional background can be enabled in code
• Alerts on price cross and on slope flips
Inputs with guidance
Setup
• Price source. Close by default
Logic
• Flow window. Typical range 20 to 80. Higher smooths the pulse and reduces flips
• Vol window. Typical range 30 to 120. Higher calms curvature
• Energy window. Typical range 20 to 80. Higher slows regime changes
• Min gain and Max gain. Raise max to react faster. Raise min to keep momentum in chop
UI
• Show 1 bar projection. Colors for up down flat
Properties visible in this publication
• Initial capital 25000
• Base currency USD
• Commission percent 0.03
• Slippage 5
• Default order size method percent of equity value 3%
• Pyramiding 0
• Process orders on close off
• Calc on every tick off
• Recalculate after order is filled off
Realism and responsible publication
• No performance claims
• Intrabar reminder. Shapes can move while a bar forms and settle on close
• Strategy uses standard candles only
Honest limitations and failure modes
• Sudden gaps and thin liquidity can still produce fast flips
• Very quiet regimes reduce contrast. Use larger windows and lower max gain
• Session time uses the exchange time of the chart if you enable any windows later
• Past results never guarantee future outcomes
Open source reuse and credits
• None
NEURAL FLOW INDEX — Core Energy • Momentum Stream • Pulse SyncNeural Flow Index (NFI) — Advanced Triple-Layer Reversal Framework
The Neural Flow Index (NFI) is a next-generation market oscillator designed to reveal the hidden synchronization between trend energy, cyclical momentum, and internal pulse dynamics.
It merges three powerful analytical layers into a single, normalized view:
Core Energy Curve (based on RSO logic) — captures structural trend bias and volatility expansion.
Momentum Stream (WaveTrend algorithm) — visualizes cyclical motion of price waves.
Pulse Sync (Stochastic RSI adaptation) — measures short-term momentum rhythm and overextension.
Each layer feeds into a unified flow model that adapts to both trend-following and reversal conditions. The goal is not to chase every fluctuation, but to sense where momentum, direction, and volatility converge into true inflection points.
Conceptual Mechanics
The oscillator translates complex market behavior into an elegant, multi-phase signal system:
Core Energy Curve (RSO foundation):
A smoothed dynamic field representing the overall strength and direction of market pressure.
Green energy indicates expansion (bullish dominance); red energy reflects contraction (bearish decay).
Momentum Stream (WaveTrend):
The teal line functions like an electro-wave, oscillating through phases of expansion and exhaustion.
It provides the heartbeat of the market — smooth, rhythmic, and beautifully cyclic.
Pulse Sync (Stochastic RSI):
The purple line acts as the market’s nervous pulse, reacting to micro-momentum changes before the larger trend adjusts.
It identifies micro-tops and micro-bottoms that precede major trend shifts.
When these three forces align, they create high-probability reversal zones known as Neural Nodes — regions where energy, momentum, and rhythm converge.
Trading Logic
Potential Entry Zones:
When the purple Pulse Sync line crosses the green Momentum Stream near the lower or upper bounds of the oscillator, a potential turning point forms.
Yet, these crossovers are only validated when the Core Energy histogram (RSO) simultaneously supports the same direction — confirming that energy and rhythm are synchronized.
Histogram Confirmation:
The histogram is the “voice” of the oscillator.
Rising green volume within the histogram during a Pulse-Momentum crossover suggests a legitimate upward reversal.
Conversely, expanding red energy during an upper-band cross indicates momentum exhaustion and an early short-side opportunity.
Neutral Zones:
When all three layers flatten near the zero line, the market enters an equilibrium phase — no clear trend dominance, ideal for patience and re-entry planning.
| Layer | Representation | Color | Function |
| --------------------- | ------------------- | ----------------- | ------------------------------ |
| **Core Energy Curve** | Area / Histogram | Lime-Red gradient | Trend bias & volatility energy |
| **Momentum Stream** | WaveTrend line | Teal | Cyclical flow of price |
| **Pulse Sync** | Stochastic RSI line | Purple | Short-term momentum rhythm |
Interpretation Summary
Converging Waves: Trend, momentum, and pulse move together → strong continuation.
Diverging Waves: Pulse or Momentum decouple from Core Energy → early reversal warnings.
Histogram Expansion: Confirms direction and strength of the new wave.
Crossovers at Extremes: Potential entries, especially when confirmed by energy alignment.
🪶 Philosophy Behind NFI
The Neural Flow Index is not just a technical indicator — it’s a behavioral visualization system.
Instead of focusing on lagging confirmations, it captures the neural pattern of price motion:
how liquidity flows, contracts, and expands through time.
It bridges the gap between pure mathematics and market intuition — giving traders a cinematic, harmonic view of energy transition inside price structure.
GARCH Range PredictorThis was inspired by deltatrendtrading's video on GARCH models to predict daily trading ranges and identify favorable trading conditions. Based on advanced volatility forecasting techniques, it predicts whether a trading day's true range will exceed a threshold, helping traders decide when to trade or skip a session.
Key Features
GARCH(1,1) Volatility Modeling: Uses log-transformed true ranges with exponential moving average centering
Forward-Looking Predictions: Makes predictions at session start before the day unfolds
Dynamic or Static Thresholds: Choose between fixed dollar thresholds or adaptive 20-day averages
Accuracy Tracking: Monitors prediction accuracy with overall and recent (20-day) hit rates
Visual Session Boxes: Colors trading sessions green (trade) or red (skip) based on predictions
Real-Time Statistics: Displays current predictions, thresholds, and performance metrics
How It Works
Data Transformation: Log-transforms daily true ranges and centers them using an EMA
Variance Modeling: Updates GARCH variance using: σ²ₜ = ω + α(residual²) + β(σ²ₜ₋₁)
Prediction Generation: Back-transforms log predictions to dollar values
Signal Generation: Compares predictions to threshold to generate trade/skip signals
Performance Tracking: Validates predictions against actual outcomes
Parameters
GARCH Parameters (ω, α, β): Control volatility persistence and mean reversion
EMA Period: Smoothing period for log range centering
Threshold Settings: Static dollar amount or dynamic multiplier of recent averages
Session Time: Define regular trading hours for analysis
Best Use Cases
Breakout and momentum strategies that perform better on high-range days
Risk management by avoiding low-volatility sessions
Futures day trading (optimized for MNQ/NQ detection)
Any strategy where daily range impacts profitability
Important Notes
Requires 5+ sessions for initialization and warm-up
Accuracy depends heavily on proper parameter tuning for your specific instrument
Default parameters may need adjustment for different markets
Monitor the hit rate to validate effectiveness on your timeframe
Volume + MA5 & MA10This Volume + MA5 & MA10 (Technical Volume Trend Analysis)
The Volume + MA5 & MA10 indicator provides a precise view of market participation and volume momentum by combining raw volume data with two moving averages (MA5 and MA10). It’s designed for traders who rely on volume-based confirmation to validate price movements, breakouts, and trend reversals.
🔍 Overview
This indicator displays volume bars alongside two smooth volume averages — MA5 (short-term) and MA10 (medium-term) — making it easier to detect shifts in market activity.
When the short-term average crosses above or below the long-term average, it signals a potential change in trading intensity or market sentiment.
⚙️ Key Features
Dual Volume Moving Averages (MA5 & MA10) for short- and medium-term analysis.
Dynamic Bar Coloring based on whether current volume exceeds MA5 or MA10.
Crossover Detection with visual markers for MA5/MA10 intersections.
Alert Conditions to notify you of significant volume trend shifts.
Fully customizable appearance and smoothing options.
📊 How to Interpret
MA5 > MA10 → Increasing short-term volume activity (strengthening momentum).
MA5 < MA10 → Decreasing short-term volume (weakening participation).
Rising volume with price → Confirms trend strength.
Falling volume with rising/falling price → Suggests potential reversal or reduced conviction.
💡 Applications
Confirm breakouts and trend continuations.
Identify momentum divergences between price and volume.
Filter out low-volume or weak-trend setups.
Combine with RSI, MACD, or moving averages for enhanced signal validation.
✅ Advantages
Simple yet powerful structure for clean visual analysis.
Works across all timeframes and markets (crypto, stocks, forex, indices).
No repainting — reliable for both live and historical backtesting.
Use Volume + MA5 & MA10 to strengthen your technical analysis and gain a deeper understanding of how market participation drives price trends.
EdgeBox: MA DistanceEdgeBox: MA Distance adds a clean HUD showing the percentage distance from the current close to your selected moving averages (default: SMA 100/150/200/250). Values are positive when MAs are above price and negative when below. Also includes ATR% (volatility) and RSI(14). Fully customizable: corner position, font sizes, and text/background colors. A fast context panel for trend and volatility at a glance.
PG ATM Strike Line with Call & Put PremiumsPine Script: ATM Strike Line with Call & Put Premiums (Simplified)This Pine Script for TradingView displays the At-The-Money (ATM) strike price, futures price, call/put premiums (time value), and two ratios—Premium Ratio (PR) and Volume Ratio (VR)—for a user-selected underlying asset (e.g., NIFTY, BANKNIFTY, or stocks). It helps traders gauge near-term market direction using options data.How the Script WorksInputs:Expiry: Select year (e.g., '25), month (01–12), day (01–31) for option expiry (e.g., '251028').
Timeframe: Choose data timeframe (e.g., Daily, 15-min).
Symbol: Auto-detects chart symbol or select from Indian indices/stocks.
Strike: Auto-ATM (based on futures) or manual strike input.
Interval: Auto (e.g., 100 for NIFTY) or custom strike interval.
Colors: Customizable for ATM line, labels (Futures Price, CPR, PPR, VR, PR).
Calculations:Futures Price (FP): Fetches front-month futures price (e.g., NSE:NIFTY1!).
ATM Strike: Rounds futures price to nearest strike interval.
Option Data: Retrieves Last Traded Price (LTP) and volume for ATM call/put options (e.g., NSE:NIFTY251028C24200).
Call Premium (CPR): Call LTP minus intrinsic value (max(0, FP - Strike)).
Put Premium (PPR): Put LTP minus intrinsic value (max(0, Strike - FP)).
Premium Ratio (PR): PPR / CPR.
Volume Ratio (VR): Put Volume / Call Volume.
Visuals:Draws ATM strike line on chart.
Displays labels: FP (futures price), CPR (call premium), PPR (put premium), VR, PR.
VR/PR labels: Red (≥ 1.25, bearish), Green (≤ 0.75, bullish), Gray (0.75–1.25, neutral).
Updates on last confirmed bar to avoid redraws.
Using PR and VR for Market DirectionPremium Ratio (PR):PR ≥ 1.25 (Red): High put premiums suggest bearish sentiment (expect price drop).
PR ≤ 0.75 (Green): High call premiums suggest bullish sentiment (expect price rise).
0.75 < PR < 1.25 (Gray): Neutral, no clear direction.
Use: High PR favors bearish trades (e.g., buy puts); low PR favors bullish trades (e.g., buy calls).
Volume Ratio (VR):VR ≥ 1.25 (Red): High put volume indicates bearish activity.
VR ≤ 0.75 (Green): High call volume indicates bullish activity.
0.75 < VR < 1.25 (Gray): Neutral trading activity.
Use: High VR suggests bearish moves; low VR suggests bullish moves.
Combined Signals:High PR & VR: Strong bearish signal; consider put buying or call selling.
Low PR & VR: Strong bullish signal; consider call buying or put selling.
Mixed/Neutral: Use price action or support/resistance for confirmation.
Tips:Combine with technical analysis (e.g., trends, levels).
Match timeframe to trading horizon (e.g., 15-min for intraday).
Monitor FP for context; check volatility or news for accuracy.
ExampleNIFTY: FP = 24,237.50, ATM = 24,200, CPR = 120.25, PPR = 180.50, PR = 1.50 (Red), VR = 1.30 (Red).
Insight: High PR/VR suggests bearish bias; consider bearish trades if price nears resistance.
Action: Buy puts or exit longs, confirm with price action.
Conclusion: This script provides a concise tool for options traders, showing ATM strike, premiums, and PR/VR ratios. High PR/VR (≥ 1.25) signals bearish sentiment, low PR/VR (≤ 0.75) signals bullish sentiment, and neutral (0.75–1.25) suggests indecision. Combine with technical analysis for robust trading decisions in the Indian options market.
HV Spike Strategy (HVP + OR Breakout + Reversal + TP/SL Modes)Here is a script that I tried to make it simple, although it has several parameters, I will try to explain, here we go:
Logic: Open Range Breakout: otherwise knows as First Candle Rule, usually used for the first candle in the opening of a market session, in my strategy there is an option to use it even for Crypto that operate 24/7, how to do that? Simply by detecting Volatility from the HVP (Historical Volatility Percentile). Then the ORB logic kicks in and the first candle with high volatility gives the ranges for the trades. The proper HVP Activation Threshold has to be selected for each currency pair/index/crypto in order to have maximum profit.
Enter a trade: when the price goes 100% above/below the First Candle Rule Range. That way it is filtering fake breakouts. Also if the price reverses back into the range the strategy takes the opposite trade.
Exit a trade: SL/TP By percentage or ATR, selection in the input menu.
My intention is to avoid using lagging indicators or guessing of Price Action, purely Bull/Bear indication by the first candle.
I hope you find this helpful! Wishing all successful Trades!
ATR Trailing Stop with Entry Date & First-Day MultiplierATR based trailing stop based on a X post of Aksel Kibar.
Jesses 1.2This indicator detects Break of Structure (BOS) using a strict “break-only + one opposite candle to the left” rule. On confirmation, it draws a sticky zone box (orange for BUY, teal for SELL) anchored to the origin candle and extends it until breached. It includes session filtering (Sydney/Tokyo, London, New York in NZ time), optional origin-candle tint with adjustable opacity, and alerts that trigger only when a box is created. Internally it tracks bullish/bearish runs, enforces one-per-reference logic, rotates recent boxes, and freezes active boxes at the daily boundary.
Nosreme v6 - Kulture MetricsNosreme v6 — Kulture Metrics
The evolution of Klarity.
Nosreme brings refined volume intelligence and conviction-based trade mapping to the Kulture Metrics framework.
It only triggers when trend structure and real participation align — filtering false breakouts and fake volume.
Core Elements
• Simple Moving Average (SMA) defines trend bias
• Volume SMA filter validates momentum participation
• ATR-based dynamic risk levels project targets & stops
• Visual “BUY/SELL (Nosreme)” markers at confirmed triggers
• Background shading for directional bias (green = bullish, red = bearish)
Usage
Add to chart, any asset or timeframe (ideal: 15 min – 4 h).
Set alerts “Once per bar close” on Nosreme BUY or Nosreme SELL.
Tune ATR Multiplier / R:R ratio to match volatility profile.
Kulture Metrics • Detroit × Atlanta • Billions Mindset • © 2025
Precision. Discipline. Nosreme.
Fishnet Squeeze [Osprey]🟠 Overview
The SMA Fishnet with Squeeze indicator combines a multi-timeframe moving average ribbon system with an advanced squeeze detection algorithm to help traders identify both trend direction and potential breakout opportunities.
🟠 How to Use This Indicator
- Squeeze Breakout Trading
When the indicator signals a squeeze (yellow diamond marker and highlighted background), prepare for a potential breakout in either direction
- Support and Resistance Identification
The twelve SMA levels act as dynamic support and resistance zones. Price often bounces or pauses at these levels, especially at the convergence of multiple SMAs.
Squeeze Settings
- **Enable/Disable**: Toggle squeeze detection on or off
- **Lookback Period**: Adjust the historical comparison window (20-200 bars)
- **Percentile Threshold**: Set sensitivity for squeeze detection (1-20%)
- **Minimum Duration**: Define how many bars must confirm a squeeze (1-10)
- **Visual Customization**: Modify squeeze marker colors to suit your preferences
‼️ Test different values for Lookback Period ! Lower lookback period = more frequent squeeze marks. I suggest using 31 or 100.
🟠 The Fishnet Structure
The indicator employs twelve SMAs ranging from ultra-short-term (3-period) to long-term (200-period), creating a "fishnet" pattern on your chart. This graduated approach provides a comprehensive view of price action across multiple timeframes simultaneously:
🟠 Advanced Squeeze Detection Algorithm
The squeeze detection component identifies periods when all twelve SMAs converge into an unusually tight range, indicating market indecision and potential energy buildup. The algorithm uses several sophisticated filters:
1. ATR-Normalized Range Calculation: The indicator normalizes the SMA range using Average True Range (ATR) to ensure consistent squeeze detection across different volatility environments and price levels.
2. Historical Percentile Analysis: Compares the current normalized range against a customizable lookback period (default: 31 bars) to identify when SMAs are in the bottom percentile of historical tightness.
3. Statistical Validation: Uses z-score analysis to confirm that the current range is significantly below the mean, filtering out false signals.
4. Duration Confirmation: Requires the squeeze condition to persist for a minimum number of consecutive bars (default: 3) to validate genuine compression.
5. Local Minimum Verification: Confirms that the current squeeze represents the tightest point in recent history (20-bar window).
Directional EMA - For Loop | Lyro RSDirectional EMA - For Loop | Lyro RS
Introduction
This indicator combines multi-type moving averages, loop-based momentum scoring, and divergence detection for adaptive trend and reversal analysis.
Key Features:
Multiple Moving Average Selection System: Choose from 16 different MA types - HMA, ALMA and JMA etc. To match your style best.
For Loop Based Scoring: Uses a From / To system to calculate cumulative buying/selling pressure across recent price action.
Signal Threshold: Long / Short threshold levels to control the sensitivity for different market conditions.
Divergence Detection: Regular bullish / bearish with clear labels for potential reversal points.
Clean Visuals: Multiple color themes with table and color based indicator line for easy reading.
How It Works:
Core Calculation: The indicator first creates a directional signal by comparing price to your selected moving average, normalized for current volatility.
Loop Analysis: This signal feeds into a for-loop that scores recent price history, generating a cumulative momentum value.
Signal Generation:
Bullish signals trigger when the score crosses above the Upper Threshold
Bearish signals trigger when the score crosses below the Lower Threshold
Divergence Alerts: Automatically detects when price makes new highs/lows that aren't confirmed by the oscillator.
Practical Use:
Trend Identification: The color-coded oscillator and signal table help confirm trend direction.
Reversal Warning: Divergence labels highlight potential trend exhaustion points for careful watch.
Customization:
Adjust MA type and length for sensitivity tuning
Modify loop parameters (From/To) to change analysis depth
Fine-tune threshold levels for signal frequency
Enable/disable divergence detection as needed
⚠️ Disclaimer
This tool is for technical analysis education only. It does not guarantee results or constitute financial advice. Always use proper risk management and combine with other analysis methods. Past performance doesn't predict future results.
