BTC CME Gap – detector & single signals# BTC CME Gap — Detector & Single Signals (Pine v5)
**What it does**
This indicator finds the **weekend gap** on **CME Bitcoin futures** and turns it into a clean, tradable object:
* Draws a **gap zone** (Friday close ↔ Monday open) as a right-extending box.
* Fires **one-time signals** per gap:
* **ENTER** – first touch of the gap zone by price.
* **FILL** – gap is considered filled when price tags **Friday’s close**.
It works on any BTC chart (spot or futures). The gap itself is calculated from **CME\:BTC1!** daily data.
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## How it works
1. Pulls **daily** `open`/`close` from `CME:BTC1!` (`request.security`, no lookahead).
2. On **Monday**, compares Monday **open** with previous **Friday close**:
* If different → a **gap** exists.
3. Defines the zone:
* `gapTop = max(MonOpen, FriClose)`
* `gapBot = min(MonOpen, FriClose)`
4. Renders a box + boundary lines, **extending right** until price action resolves it.
5. Signals:
* **ENTER**: the first bar that **enters** the gap zone.
* **FILL**: first bar that **touches Friday close** (gap completion).
6. Each new Monday gap **replaces** the previous box and signals.
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## Inputs
* **CME symbol** (default `CME:BTC1!`)
* **Gap timeframe** (default `D`)
* **Colors** for the box and edges
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## Plot & Signals
* **Box** = visual gap zone (transparent fill, outlined).
* **ENTER** = triangle up below bar.
* **FILL** = triangle down above bar.
* Optional label prints **Top / Bottom / Fill** levels.
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## Notes on behavior
* Uses `barmerge.lookahead_off` and daily aggregation, so the gap definition **does not repaint** once Monday’s daily bar is confirmed.
* Signals are **single-shot** per gap (no clutter).
* Works on any chart timeframe; the gap logic always references **CME daily**.
---
## Practical use
* Track obvious **“magnets”** for mean-reversion, stop-runs, or liquidity grabs.
* Combine with your higher-timeframe bias (e.g., **1D trend filter**) and execution on **4H/1H**.
* Typical outcomes: quick Monday fill, staged fill after partial rejection, or delayed fill during later consolidation.
---
## Customization ideas
* Add `alertcondition(enterSignal, …)` / `alertcondition(fillSignal, …)` for automation.
* Gate trades with trend filters (EMA/SMA, Kernel regression, ADX) or session tools (VWAP/POC).
* Persist multiple historical gap boxes if you want to track **unfilled** gaps.
---
**Credits**: Built for BTC CME weekend gaps; minimal, publication-ready visualization with single-event signals to keep charts clean.
Volatilität
Low Volatility Breakout in Trend
█ OVERVIEW
"Low Volatility Breakout in Trend" is a technical analysis tool that identifies periods of low-volatility consolidation within an ongoing trend and signals potential breakouts aligned with the trend's direction. The indicator detects trends using a simple moving average (SMA) of price, identifies consolidation zones based on the size of candle bodies, and displays the percentage change in volume (volume delta) at the breakout moment.
█ CONCEPTS
The core idea of the indicator is to pinpoint moments where traders can join an ongoing trend by capitalizing on breakouts from consolidation zones, supported by additional information such as volume delta. It provides clear visualizations of trends, consolidation zones, and breakout signals to facilitate trading decisions.
Why Use It?
* Breakout Identification: The indicator locates low-volatility consolidation zones (measured by the size of individual candle bodies, not the price range of the consolidation) and signals breakouts, enabling traders to join the trend at key moments.
* Volume Analysis: Displays the percentage change in volume (delta) relative to its simple moving average, providing insight into market activity rather than acting as a signal filter.
* Visual Clarity: Colored trend lines, consolidation boxes (drawn only after the breakout candle closes, not on subsequent candles), and volume delta labels enable quick chart analysis.
* Flexibility: Adjustable parameters, such as the volatility window length or SMA period, allow customization for various trading strategies and markets.
How It Works
* Trend Detection: The indicator calculates a simple moving average (SMA) of price (default: based on the midpoint of high/low) and creates dynamic trend bands, offset by a percentage of the average candle height (band scaling). A price above the upper band signals an uptrend, while a price below the lower band indicates a downtrend. Trend changes occur not when the price crosses the SMA but when it crosses above the upper band or below the lower band (offset by the average candle height multiplied by the scaling factor).
* Consolidation Identification: Identifies low-volatility zones when the candle body size is smaller than the average body size over a specified period (default: 20 candles) multiplied by a volatility threshold — the maximum allowable body size as a percentage of the average body (e.g., 2 means the candle body must be less than twice the average body to be considered low-volatility).
* Breakout Signals: A breakout occurs when the candle body exceeds the volatility threshold, is larger than the maximum body in the consolidation, and aligns with the trend direction (bullish in an uptrend, bearish in a downtrend).
* Visualization: Draws a trend line with a gradient, consolidation boxes (appearing only after the breakout candle closes, marking the consolidation zone), and volume delta labels. Optionally displays breakout signal arrows.
* Signals and Alerts: The indicator generates signals for bullish and bearish breakouts, including the volume delta percentage. Alerts are an additional feature that can be enabled for notifications.
Settings and Customization
* Volatility Window: Length of the period for calculating the average candle body size (default: 20).
* Volatility Threshold: Maximum candle body size as a percentage of the average body (default: 2).
* Minimum Consolidation Bars: Number of candles required for a consolidation (default: 10).
* SMA Length for Trend: Period of the SMA for trend detection (default: 100).
* Band Scaling: Offset of trend bands as a percentage of the average candle height (default: 250%), determining the distance from the SMA.
* Visualization Options: Enable/disable consolidation boxes (Show Consolidation Boxes, drawn after the breakout candle closes), volume delta labels (Show Volume Delta Labels), and breakout signals (Show Breakout Signals, e.g., triangles).
* Colors: Customize colors for the trend line, consolidation boxes, and volume delta labels.
█ OTHER SECTIONS
Usage Examples
* Joining an Uptrend: When the price breaks out of a consolidation in an uptrend with a volume delta of +50%, open a long position; the signal is stronger if the breakout candle surpasses a local high.
* Avoiding False Breakouts: Ignore breakout signals with low volume delta (e.g., below 0%) and combine the indicator with other tools (e.g., support/resistance levels or oscillators) to confirm moves in low-activity zones.
Notes for Users
* On markets that do not provide volume data, the indicator will not display volume delta — disable volume labels and enable breakout signals (e.g., triangles) instead.
* Adjust parameters to suit the market's characteristics to minimize noise.
* Combine with other tools, such as Fibonacci levels or oscillators, for greater precision.
HTF Bollinger Bands S/R with ShadingBollinger Band works as good support and resistance levels. This indicator shows the BB 2SD and 3SD on daily, weekly and monthly on lower timeframes.
DM Impulse Enhanced [BackQuant]DM Impulse Enhanced
What this is (and what it isn’t)
DM Impulse Enhanced is a signal-driven overlay that classifies market action into two practical regimes: Long (risk-on) and Cash (risk-off). It’s built around a proprietary impulse model from the directional-movement family, wrapped in a persistence test and a state machine. Because this script is private, the core mechanics are intentionally abstracted here; what follows explains how to read and use it without revealing the protected calculation.
Why traders use it
Many tools oscillate or describe “how stretched” price is; fewer make a firm, operational call that you can automate. DM Impulse Enhanced aims to do exactly that declare when upside pressure is broad and durable enough to justify a long bias, and when deterioration is strong enough to stand aside (cash/short discretion). The emphasis is on impulse persistence rather than one-off spikes.
What you see on the chart
• Long / Cash markers – Green up-triangles (Long) and red down-triangles (Cash) plot at the bar where the regime changes.
• Regime-tinted bars (optional) – Candles can be softly shaded green during Long and red during Cash for at-a-glance context.
• Trend ribbon (context only) – A narrow ribbon (fast/slow moving averages) is tinted by the current regime to show trend alignment; it does not generate signals on its own.
• No separate sub-pane – Signals are intended to sit directly on price for immediate decision-making.
How the logic behaves (high-level)
Impulse core – A directional-movement–based engine estimates the strength of buying vs. selling pressure over a user-defined horizon.
Persistence gate – Instead of reacting to a single reading, the model evaluates how consistently that impulse dominates across a configurable lookback range.
State machine – When persistence clears (or fails) a pair of thresholds, the model flips and stays in that regime until evidence justifies a change. This “stickiness” is intentional; it reduces whipsaws in choppy tape.
Inputs & controls
Calculation Settings
• DM Length – The base horizon for the impulse engine. Longer = smoother/steadier; shorter = quicker/more reactive.
• Start / End – Defines the span of the persistence check. Expanding the span asks the market to prove itself against more history before changing regime.
Signal Settings
• Long Threshold – The persistence level required to promote the model into Long.
• Short Threshold – The level that, once crossed to the downside, demotes the model into Cash. Using a cross-under event for risk-off helps avoid premature exits on noise.
Visual Settings
• Long / Short colours – Customize marker and shading hues.
• Color Bars? – Toggle candle tinting by regime (off if you prefer a clean chart).
Reading the signals
• Long prints only when the model observes sustained upside pressure across the configured span. Treat this as permission to engage with pullbacks, breakouts, or your preferred setups in the direction of the trend.
• Cash prints when downside deterioration is strong enough to invalidate the prior regime. It’s a risk-off directive—flatten, hedge, or switch to short strategies according to your plan.
• Regime persistence is a feature: once Long, the model won’t flip on minor dips; once Cash, it won’t re-arm on minor bounces. If you want more flips, shorten the spans and relax thresholds; if you want fewer, do the opposite.
Practical tuning guide
Match DM Length to your timeframe
– Intraday: smaller length for timely response.
– Swing/Position: larger length to filter desk-noise and track higher-timeframe flows.
Size the persistence span to your goal
– Narrow span: faster regime changes, more trades, more noise.
– Wide span: fewer, higher-conviction calls, longer holds.
Set realistic thresholds
– The Long threshold should be reachable with your chosen span; the Short threshold should be low enough to catch genuine deterioration but not so tight that it flips on every dip.
Decide on cosmetics
– Turn on bar tinting for discretionary reading, or keep it off when exporting screenshots or running other overlays.
Suggested workflows
• Trend-following with discipline – Trade only in the Long regime; use structure (higher lows, anchored VWAP, or pullbacks to your MA stack) for entries and the Cash flip as a portfolio-level exit.
• Risk overlay – Keep your normal strategy, but: reduce size when Cash appears; re-enable full risk only after Long reasserts.
• Multi-timeframe gating – Require Long on a higher timeframe (e.g., 4H or 1D), then take entries on a lower one. If the high-TF posts Cash, stand down.
How the ribbon fits in
The ribbon visualizes short- vs. intermediate-term trend in the same colour as the regime. It’s deliberately “dumb”: it does not change the signal, it just helps you see when price action and regime are in harmony (e.g., pullbacks during Long that hold above the ribbon).
Alerts included
• DM Impulse LONG – Triggers as the persistence measure clears the Long threshold.
• DM Impulse CASH – Triggers when deterioration crosses the Short threshold from above.
Configure alerts to fire on bar close if you want final (non-intrabar) decisions.
Strengths
• Actionable binary output – Long/Cash is unambiguous and easy to automate.
• Persistence-aware – Focuses on runs that endure, not one-bar excitement.
• Asset/timeframe agnostic – Works anywhere you trust directional-movement concepts (equities, futures, crypto, FX).
Limitations & cautions
• Not a reversal caller – It’s a regime classifier. If you need early bottoms/tops, pair it with your own exhaustion or liquidity tools.
• Parameter feasibility matters – If your thresholds are set beyond what your span can reasonably achieve, signals may rarely (or never) trigger.
• Chop happens – In mean-reverting or news-driven tape, expect more frequent flips unless you widen spans and thresholds.
• Intrabar movement – Like any responsive model, provisional intrabar states can appear before the bar closes. Use “bar close” alerts for finality.
Getting started (safe defaults you can adapt)
• Intraday bias – Shorter DM Length, modest span, moderately tight thresholds.
• Swing filter – Longer DM Length, wider span, stricter Long and sufficiently low Short.
• Conservative overlay – Keep thresholds firm and spans wide; use signals to scale risk rather than flip directions frequently.
Summary
DM Impulse Enhanced is a persistence-focused regime classifier built on directional-movement concepts. It answers a narrow question clearly “Risk-on or risk-off?” and stays with that answer until the evidence meaningfully changes. Use it as a bias switch, a portfolio risk overlay, or a gate for your existing entry logic, and size its spans/thresholds to the cadence of the market you trade.
ATR% Multiples from SMA/EMAInspired by the indicator ATR% multiple from 50-MA by @jfsrev, this tool measures how far price is extended from a Moving Average using an ATR% multiple.
What’s added vs. ATR% multiple from 50-MA indicator:
Downside multiples — flags extensions below and above the MA.
Timeframe selection — compute on Daily/Weekly/Monthly or intraday, independent of your chart.
EMA/SMA toggle — choose the MA type (EMA/SMA).
Multi-thresholds — set several ATR% multiple levels.
How to use the indicator:
I find the ATR multiple to be a very versatile tool that can be used for profit taking, mean reverting, and to make better assumption about what market environment to expect.
Which thresholds should you use?
It's up to you really. Personally I use them in a quite discretionary manner where I will change inputs depending on market and it's current regime - E.g. if we are in a strong uptrend I might use higher multiples to the upside and lower multiples to the downside, and if the market is in a range I will use them in a different manner. Be creative, test things, and work out what makes sense to you and the market and timeframe you are trading in.
Stop ATR Indicator [AlphaGroup.Live]Tralling Stop tool! Perferct for Prop Firm Traders
The Stop ATR is a volatility-based trailing stop that adapts dynamically to market conditions.
It uses the Average True Range (ATR) to plot a continuous “stair-step” line:
• In uptrend , the stop appears below price as a green line, rising with volatility.
• In downtrend , the stop appears above price as a red line, falling with volatility.
Unlike fixed stops, the Stop ATR never moves backward . It only trails in the direction of the trend, locking in profits while leaving room for price to move.
Key features:
• ATR-based trailing stop that adapts to volatility.
• Clean “one line only” design — no overlap of signals.
• Adjustable ATR period and multiplier for flexibility.
• Color-coded visualization for quick trend recognition.
How traders use it:
• Manage trades with volatility-adjusted stop placement.
• Identify trend reversals when price closes across the stop.
• Combine with other entry signals for a complete strategy.
About us:
AlphaGroup.Live develops battle-tested trading systems and tools for real traders — indicators, bots, dashboards, and strategy manuals.
Visit alphagroup.live to get our free eBook: The Ultimate 100 Trading Strategies .
HiLo Stop Indicator [AlphaGroup.Live]Don't give your money back!
The HiLo Stop is a classic trend-following tool designed to keep trading simple and disciplined.
It plots a single continuous “stair-step” line that switches sides when the trend changes:
• In uptrend , the line appears below price as a green stop.
• In downtrend , the line appears above price as a red stop.
This indicator is commonly used as:
• A trailing stop to protect open profits.
• A trend filter to confirm buy/sell direction.
• A visual guide to avoid trading against the trend.
Key features:
• Clean “one line only” design — never plots both sides at once.
• Adjustable HiLo period for sensitivity control.
• Color-coded trend visualization for quick decision making.
How traders apply it:
• Take trades in the direction of the HiLo line.
• Place stop-loss orders at or near the line.
• Close or reverse positions when price closes across the stop.
About us:
AlphaGroup.Live develops battle-tested trading systems and tools for real traders — indicators, bots, dashboards, and strategy manuals.
Visit alphagroup.live to get our free eBook: The Ultimate 100 Trading Strategies .
Prev Day Close Line + Label — White Text / Royal Blue (v6)Previous Day Close line with clear labeling.
- Gap up vs PDC
- Gap down vs PDC
Helps analyze what yesterday attempted to do helps to confirm whether the attempt was successful.
Close-Based Donchian ChannelDonchian Channel Script that is referenced of the close of candles rather than highs and lows.
Skully ATR Stoploss LevelsA comprehensive ATR-based stop loss indicator designed for precise risk management across all trading styles.
✨ KEY FEATURES:
- Live Price Levels: Display up to 3 real-time stop loss lines above/below current candle
- Historical Analysis: Scroll back to see ATR levels at any historical candle
- Triple ATR System: Three customizable ATR multipliers (1.0x, 1.5x, 2.0x default)
- Long/Short Separation: Independent controls for bullish and bearish setups
- Clean Interface: Minimal visual clutter with smart default settings
🎯 PERFECT FOR:
- Swing traders setting daily/weekly stops
- Day traders needing quick, precise risk management
- Position sizing based on volatility
- Multi-timeframe stop analysis (customizable in settings)
📊 HOW IT WORKS:
The indicator calculates Average True Range over your chosen period and displays stop loss levels at 1x, 1.5x, and 2x ATR distances (also customizable). Toggle individual levels on/off, and use historical steplines to analyze/backtest past setups.
⚙️ SMART DEFAULTS:
- Only ATR1 Long Level (Live Price) visible by default (to keep charts clean)
- Historical data available but invisible until needed
- Works across any timeframe and asset class
- Default colors will display cleanly on both Dark and Light charts
Perfect for traders who want professional-grade stop placement without chart clutter.
Session Map! This indicator visually highlights the three main Forex trading sessions — Asia, London, and New York — as well as the Power Zone when London and New York overlap.
It also includes a bottom-center dashboard showing the current active session and the best Forex pairs to trade during that session.
Key Features 🚀
Session Background Shading
Asia Session → Aqua
London Session → Teal
New York Session → Blue
Power Zone (London + NY overlap) → Gold ⚡
Dynamic Dashboard (bottom-center)
Displays current active session
Shows best pairs to trade based on session liquidity
Optimized for Forex Trading
Know instantly when to trade and what to trade
Uses session-specific recommendations based on volatility windows
Why This Indicator is Useful
This isn’t just a session visualizer — it’s a trading assistant:
Helps you identify high-liquidity trading windows
Shows you which pairs are most active per session
Highlights the Power Zone ⚡ where volatility peaks
ATR Dashboard (Pane Only)🔧 Core Logic
ATR Source: Multi-timeframe ATR (default 1H while trading 5m/15m).
Threshold Rule:
TREND = ATR > (ATR_SMA × k)
NORMAL = otherwise
Sessions: Only evaluates during London (02:00–07:00 ET) and New York (07:00–11:30 ET) by default.
Smoothing: ATR compared against its SMA (default 10-period).
k Multiplier: Controls sensitivity (default 1.20).
🖥️ Visuals
✅ TREND: Green label (or green background if enabled).
⚪ NORMAL: Gray label.
⏸️ OUT OF SESSION: Dim label, so you don’t force trades off-hours.
📊 Optional panel shows ATR, ATR_SMA, and Threshold values in real time.
📊 Dashboard + Overlay Combo
Use this overlay on your chart TF for tactical entries.
Pair with an ATR Dashboard (pane) on a higher TF (like 1H) for the strategic backdrop.
Overlay TREND + Dashboard TREND → High conviction trending environment.
Overlay TREND but Dashboard NORMAL → Fragile breakout, trade smaller or pass.
Both NORMAL → Chop/range → stick to 1:1.4 BE rules.
⚖️ Trading Playbook Integration
NORMAL Mode (ATR below threshold)
50% partial at 1R.
BE @ 1:1.4.
Runner capped at 2R.
TREND Mode (ATR above threshold)
50% partial at 1R.
BE @ 1:1.6.
Remainder trails ATR ×1.5.
Reserve ~15% of trend trades as no-partials for fat-tail home runs (4R–6R+).
🔔 Alerts
ATR Trend ON (in session) → “ATR > Threshold → Switch to TREND BE (1:1.6).”
ATR Trend OFF (in session) → “ATR ≤ Threshold → Switch to NORMAL BE (1:1.4).”
Perfect for getting pinged the moment volatility regime flips.
📌 Tips
k = 1.20 → balanced (default).
k = 1.10–1.15 → more TREND calls (sensitive).
k = 1.30+ → only strongest trends count.
Run it with overlay ON chart TF for execution, and dashboard on HTF for context.
Best used during active London/NY sessions.
✅ This isn’t a signal generator. It’s a regime filter + risk manager.
It keeps you from chasing chop and helps you mechanically switch BE rules without hesitation.
⚡ Pro tip: Combine with a Trend Continuation HUD, Elliott Wave Convergence overlay, or a Bollinger+RSI/MFI reversal scanner for a full tactical playbook.
ATR Trend Switch (ATR > k*ATR_SMA) - Overlay + Session Windows🔧 Core Logic
ATR Source: Multi-timeframe ATR (default 1H while trading 5m/15m).
Threshold Rule:
TREND = ATR > (ATR_SMA × k)
NORMAL = otherwise
Sessions: Only evaluates during London (02:00–07:00 ET) and New York (07:00–11:30 ET) by default.
Smoothing: ATR compared against its SMA (default 10-period).
k Multiplier: Controls sensitivity (default 1.20).
🖥️ Visuals
✅ TREND: Green label (or green background if enabled).
⚪ NORMAL: Gray label.
⏸️ OUT OF SESSION: Dim label, so you don’t force trades off-hours.
📊 Optional panel shows ATR, ATR_SMA, and Threshold values in real time.
📊 Dashboard + Overlay Combo
Use this overlay on your chart TF for tactical entries.
Pair with an ATR Dashboard (pane) on a higher TF (like 1H) for the strategic backdrop.
Overlay TREND + Dashboard TREND → High conviction trending environment.
Overlay TREND but Dashboard NORMAL → Fragile breakout, trade smaller or pass.
Both NORMAL → Chop/range → stick to 1:1.4 BE rules.
⚖️ Trading Playbook Integration
NORMAL Mode (ATR below threshold)
50% partial at 1R.
BE @ 1:1.4.
Runner capped at 2R.
TREND Mode (ATR above threshold)
50% partial at 1R.
BE @ 1:1.6.
Remainder trails ATR ×1.5.
Reserve ~15% of trend trades as no-partials for fat-tail home runs (4R–6R+).
🔔 Alerts
ATR Trend ON (in session) → “ATR > Threshold → Switch to TREND BE (1:1.6).”
ATR Trend OFF (in session) → “ATR ≤ Threshold → Switch to NORMAL BE (1:1.4).”
Perfect for getting pinged the moment volatility regime flips.
📌 Tips
k = 1.20 → balanced (default).
k = 1.10–1.15 → more TREND calls (sensitive).
k = 1.30+ → only strongest trends count.
Run it with overlay ON chart TF for execution, and dashboard on HTF for context.
Best used during active London/NY sessions.
✅ This isn’t a signal generator. It’s a regime filter + risk manager.
It keeps you from chasing chop and helps you mechanically switch BE rules without hesitation.
⚡ Pro tip: Combine with a Trend Continuation HUD, Elliott Wave Convergence overlay, or a Bollinger+RSI/MFI reversal scanner for a full tactical playbook.
Trend Continuation — Compact HUD Pane 🖥️ Trend Continuation HUD Panel — Multi-Factor Dashboard
This panel is your trend continuation command center ⚡. Instead of guessing which filters are in play, the HUD shows you a real-time checklist of up to 6 confluence filters — with clear ✔ and ✖ signals.
🔍 What it shows
Each row = one filter. Green ✔ means it’s passing in the trend direction, red ✖ means it’s failing, grey ✖ means neutral/inactive.
✔ Ichimoku (9/26/52/26) → Above/Below cloud + Tenkan/Kijun order
✔ MACD (12/26/9) → Histogram slope & zero-line alignment
✔ RSI / MFI (14) → Momentum ≥60 bull / ≤40 bear
✔ ADX (14) → Strength ≥20 and rising
✔ EMA Alignment (9/21/55/233) (optional) → Stack order confirms trend engine
✔ ATR Slope (14) (optional) → Expanding volatility filter
📊 Score Line (0–6 scale)
At the bottom of the HUD you’ll see a colored score plot:
🟢 5–6 = A-Grade Trend Environment → strongest continuation regimes
🟡 3–4 = Mixed Bag → wait for clarity
🔴 0–2 = Fail Zone → stay flat, no trend support
🎯 How to use it
Scan the HUD first → wait until Score ≥5 and most rows are ✔ green.
Then check Overlay labels/arrows → only take signals while HUD is green (trend environment confirmed).
Adjust strictness with minChecks:
• Normal Days → Score ≥4 acceptable (partial TP style).
• Trend Days → Demand Score ≥5 (stacked, high-conviction runs).
🧩 Best Practices
⏰ Focus on London & NY sessions (HUD grays out off-hours).
🔄 Keep the HUD & Overlay in sync (same EMA/ATR/session settings).
⚡ Use the HUD as your filter, Overlay as your trigger → keeps you aligned with your trading plan and risk model.
QAIS Advanced Liquidity Hunter [HYBRID ALERT]I Qais Shah from Kalmeshwar, Nagpur. Have Unlock Institutional-Grade Strategies with the Advanced Liquidity Hunter
This powerful indicator is designed for serious traders seeking to capitalize on the same market mechanics used by institutional players. The Advanced Liquidity Hunter identifies high-probability reversal setups by detecting key market events: Liquidity Sweeps, Fair Value Gaps (FVG), and RSI Divergence, all filtered through a multi-timeframe analysis for maximum confluence.
🔍 What This Indicator Does:
Detects Liquidity Sweeps: Finds precise moments where price aggressively sweeps beyond a recent swing high or low to trigger stop orders (liquidity) and then rejects back into the range—a classic sign of institutional activity.
Identifies Fair Value Gaps (FVG): Highlights imbalanced areas on the chart where price is likely to return, providing excellent entry zones.
Multi-Timeframe RSI Divergence: Confirms momentum shifts by analyzing divergence not just on your current chart, but also on the higher 1-hour timeframe for stronger, more reliable signals.
Volume Spike Confirmation: Ensures the move is validated by a significant increase in trading volume, separating genuine moves from false breakouts.
Smart Alert System: Sends direct alerts to your phone or email when a perfect confluence of conditions is met, so you never miss a setup.
⚙️ How to Use It:
This is a Hybrid Quant-Discretionary tool. It does the heavy lifting of scanning the markets 24/7, but it requires your expert discretion for final execution.
Wait for the Alert: The indicator will send an alert when a high-quality setup is detected.
Confirm on Higher Timeframe (HTF): Open the chart. Check that the signal aligns with a major HTF support/resistance level, trend, or order block.
Execute Your Plan: Manually enter the trade using the provided logic, ensuring you implement strict risk management (1-2% of capital per trade).
🎯 Ideal For:
Swing Traders and Day Traders looking for high-quality, high-probability entries.
Those who understand and trade based on market structure, liquidity, and order flow.
Traders who prefer a disciplined, alert-based system over emotional decision-making.
📊 Key Features:
Fully Customizable: Adjust all parameters (ATR multiplier, RSI length, volume spike) to fit your trading style and the current market volatility.
Clear Visuals: Easy-to-see triangles and crosses plot the exact entry points and liquidity sweeps directly on your chart.
Non-Repainting: The logic uses confirmed closing prices to ensure signals do not repaint.
Disclaimer: This tool is designed to identify high-probability opportunities, not guaranteed wins. Always practice proper risk management and backtest the strategy before using real capital. Past performance is not indicative of future results.
PCCE + False Breakout DetectorPCCE + False Breakout Detector
Type: Invite‑Only Indicator (closed source)
Purpose: Identify volatility compression (“coil”) and the first expansion after it, while filtering failed breakouts (bull/bear traps).
What it does — in plain language
This tool unifies two complementary behaviours that often appear back‑to‑back around strong moves:
1. Price Coil Compression & Expansion (PCCE) – finds compact ranges created by shrinking candle bodies, wick dominance, and contracting range relative to recent history. When price expands out of that coil with strength, it prints a Burst↑ / Burst↓ label.
2. False Breakout Detection – monitors recent swing extremes. If price closes beyond a prior high/low but re‑enters that range within a short window, it marks a trap (❌ red for failed bullish breakout, ❌ green for failed bearish breakout).
Why combine them?
PCCE tells you where the next move is likely brewing; the trap filter validates whether the breakout is genuine or failing. Used together they turn raw breakouts into structured, risk‑aware opportunities.
How it works — concepts behind the calculations
1) Detecting “Coil” (compression)
• Body contraction: Count of consecutive bars where |close-open| is decreasing within a sliding window.
• Wick dominance: Average (upper wick + lower wick) / body must exceed a threshold → indecision/liquidity probing.
• Relative range: Current high‑low over the window must be smaller than the average of prior windows (tight market).
• Coil zone: When the above conditions align, the most recent high/low envelope defines the coil’s bounds.
2) Confirming “Burst” (expansion)
A breakout through the coil high/low is only labelled when:
• Body thrust: current body > moving‑average body × multiplier (large real body).
• Relative volume: volume > moving‑average volume × multiplier (participation filter).
• Trend alignment (optional): close vs EMA to avoid counter‑trend bursts.
• Cooldown: minimum bars between signals to reduce clustering.
Result: Burst↑ if closing beyond coil high with thrust; Burst↓ if closing beyond coil low with thrust.
3) Flagging failed breakouts (traps)
• Track recent swing high/low from a lookback excluding the current bar.
• If a bar closes beyond that swing but within N bars price closes back inside the swing range → flag a trap:
• Bull trap: ❌ red above bar (break above failed)
• Bear trap: ❌ green below bar (break below failed)
⸻
What you see on the chart
• Coil zone: a shaded box (tight range envelope).
• Burst labels: Burst↑ (triangle up) and Burst↓ (triangle down) at confirmed expansion bars.
• Trap markers: ❌ red (failed bullish breakout), ❌ green (failed bearish breakout).
• Alerts: “Burst Up”, “Burst Down” (fires on bar close only).
⸻
How to use it
1. Preparation : When a coil box forms, mark the zone and wait.
2. Trigger : A Burst label confirms the first expansion with thrust/volume; treat it as an entry cue only within your own plan.
3. Validation : If a ❌ trap appears shortly after a break, treat it as caution/exit info; the breakout is failing.
4. Context : Best on 15m–4H. Combine with higher‑timeframe bias, nearby S/R, and risk controls.
5. Parameters to tune :
• Coil window, wick‑to‑body threshold, and range tightness
• Body/volume multipliers
• EMA trend filter on/off
• Trap lookback and confirmation bars
• Cooldown bars
⸻
Originality & usefulness
• Behaviour‑first compression scoring: Coil detection blends monotonic body shrink, wick dominance, and relative range contraction—not generic bands or a single oscillator.
• Two‑stage discipline: A burst is not just any break; it requires body thrust + relative volume (+ optional trend) to reduce noise.
• Immediate invalidation layer: The trap filter is evaluated right after the burst context, turning breakouts into risk‑aware signals rather than blind entries.
• Operator controls: Cooldown + multipliers let traders adapt the strictness to instrument/session behaviour.
⸻
Repainting & limitations
• Signals are evaluated on bar close; no lookahead, no request.security() with lookahead_on.
• Coil boxes while forming can update until confirmed; Burst/Trap labels do not repaint after their bar closes.
• News spikes and illiquid hours can still create noise; adjust multipliers and cooldown for your market.
⸻
Disclaimer
This indicator is an educational decision‑support tool, not financial advice. Markets are uncertain; past behaviour does not guarantee future results. Use with your own analysis and risk management.
Donchian Squeeze Oscillator# Donchian Squeeze Oscillator (DSO) - User Guide
## Overview
The Donchian Squeeze Oscillator is a technical indicator designed to identify periods of low volatility (squeeze) and high volatility (expansion) in financial markets by measuring the distance between Donchian Channel bands. The indicator normalizes this measurement to a 0-100 scale, making it easy to interpret across different timeframes and instruments.
## How It Works
The DSO calculates the width of Donchian Channels as a percentage of the middle line, smooths this data, and then normalizes it using historical highs and lows over a specified lookback period. The result is inverted so that:
- **High values (80+)** = Narrow channels = Low volatility = Squeeze
- **Low values (20-)** = Wide channels = High volatility = Expansion
## Key Parameters
### Core Settings
- **Donchian Channel Period (20)**: The number of bars used to calculate the highest high and lowest low for the Donchian Channels
- **Smoothing Period (5)**: Applies moving average smoothing to reduce noise in the oscillator
- **Normalization Lookback (200)**: Historical period used to normalize the oscillator between 0-100
### Threshold Levels
- **Over Squeeze (80)**: Values above this level indicate strong squeeze conditions
- **Over Expansion (20)**: Values below this level indicate strong expansion conditions
## Reading the Indicator
### Color Coding
- **Red Line**: Squeeze condition (above 80 threshold) - Markets are consolidating
- **Orange Line**: Neutral/trending condition with upward momentum
- **Green Line**: Expansion condition or downward momentum
### Visual Elements
- **Red Dashed Line (80)**: Squeeze threshold - potential breakout zone
- **Gray Dotted Line (50)**: Middle line - neutral zone
- **Green Dashed Line (20)**: Expansion threshold - high volatility zone
- **Red Background**: Highlights active squeeze periods
## Trading Applications
### 1. Breakout Trading
- **Setup**: Wait for DSO to reach 80+ (squeeze zone)
- **Entry**: Look for breakouts when DSO starts declining from squeeze levels
- **Logic**: Prolonged low volatility often precedes significant price movements
### 2. Volatility Cycle Trading
- **Squeeze Phase**: DSO > 80 - Prepare for potential breakout
- **Breakout Phase**: DSO declining from 80 - Trade the direction of breakout
- **Expansion Phase**: DSO < 20 - Expect trend continuation or reversal
### 3. Trend Confirmation
- **Orange Color**: Suggests bullish momentum during expansion
- **Green Color**: Suggests bearish momentum or consolidation
- Use in conjunction with price action for trend confirmation
## Best Practices
### Timeframe Selection
- **Higher Timeframes (Daily, 4H)**: More reliable signals, fewer false breakouts
- **Lower Timeframes (1H, 15M)**: More frequent signals but higher noise
- **Multi-timeframe Analysis**: Confirm squeeze on higher TF, enter on lower TF
### Parameter Optimization
- **Volatile Markets**: Increase Donchian period (25-30) and smoothing (7-10)
- **Range-bound Markets**: Decrease Donchian period (15-20) for more sensitivity
- **Trending Markets**: Use longer normalization lookback (300-400)
### Signal Confirmation
Always combine DSO signals with:
- **Price Action**: Support/resistance levels, chart patterns
- **Volume**: Confirm breakouts with increasing volume
- **Other Indicators**: RSI, MACD, or momentum oscillators
## Alert System
The indicator includes built-in alerts for:
- **Squeeze Started**: When DSO crosses above the squeeze threshold
- **Expansion Started**: When DSO crosses below the expansion threshold
## Common Pitfalls to Avoid
1. **False Breakouts**: Don't trade every squeeze - wait for confirmation
2. **Parameter Over-optimization**: Stick to default settings initially
3. **Ignoring Market Context**: Consider overall market conditions and news
4. **Single Indicator Reliance**: Always use additional confirmation tools
## Advanced Tips
- Monitor squeeze duration - longer squeezes often lead to bigger moves
- Look for squeeze patterns at key support/resistance levels
- Use DSO divergences with price for potential reversal signals
- Combine with Bollinger Band squeezes for enhanced accuracy
## Conclusion
The Donchian Squeeze Oscillator is a powerful tool for identifying volatility cycles and potential breakout opportunities. Like all technical indicators, it should be used as part of a comprehensive trading strategy rather than as a standalone signal generator. Practice with the indicator on historical data before implementing it in live trading to understand its behavior in different market conditions.
Realized Volatility (StdDev of Returns, %)Realized Volatility (StdDev of Returns, %)
This indicator measures realized (historical) volatility by calculating the standard deviation of log returns over a user-defined lookback period. It helps traders and analysts observe how much the price has varied in the past, expressed as a percentage.
How it works:
Computes close-to-close logarithmic returns.
Calculates the standard deviation of these returns over the selected lookback window.
Provides three volatility measures:
Daily Volatility (%): Standard deviation over the chosen period.
Annualized Volatility (%): Scaled using the square root of the number of trading days per year (default = 250).
Horizon Volatility (%): Scaled to a custom horizon (default = 5 days, useful for short-term views).
Inputs:
Lookback Period: Number of bars used for volatility calculation.
Trading Days per Year: Used for annualizing volatility.
Horizon (days): Adjusts volatility to a shorter or longer time frame.
Notes:
This is a statistical measure of past volatility, not a forecasting tool.
If you change the scale to logarithmic, the indicator readibility improves.
It should be used for analysis in combination with other tools and not as a standalone signal.
EMA Oscillator [Alpha Extract]A precision mean reversion analysis tool that combines advanced Z-score methodology with dual threshold systems to identify extreme price deviations from trend equilibrium. Utilizing sophisticated statistical normalization and adaptive percentage-based thresholds, this indicator provides high-probability reversal signals based on standard deviation analysis and dynamic range calculations with institutional-grade accuracy for systematic counter-trend trading opportunities.
🔶 Advanced Statistical Normalization
Calculates normalized distance between price and exponential moving average using rolling standard deviation methodology for consistent interpretation across timeframes. The system applies Z-score transformation to quantify price displacement significance, ensuring statistical validity regardless of market volatility conditions.
// Core EMA and Oscillator Calculation
ema_values = ta.ema(close, ema_period)
oscillator_values = close - ema_values
rolling_std = ta.stdev(oscillator_values, ema_period)
z_score = oscillator_values / rolling_std
🔶 Dual Threshold System
Implements both statistical significance thresholds (±1σ, ±2σ, ±3σ) and percentage-based dynamic thresholds calculated from recent oscillator range extremes. This hybrid approach ensures consistent probability-based signals while adapting to varying market volatility regimes and maintaining signal relevance during structural market changes.
// Statistical Thresholds
mild_threshold = 1.0 // ±1σ (68% confidence)
moderate_threshold = 2.0 // ±2σ (95% confidence)
extreme_threshold = 3.0 // ±3σ (99.7% confidence)
// Percentage-Based Dynamic Thresholds
osc_high = ta.highest(math.abs(z_score), lookback_period)
mild_pct_thresh = osc_high * (mild_pct / 100.0)
moderate_pct_thresh = osc_high * (moderate_pct / 100.0)
extreme_pct_thresh = osc_high * (extreme_pct / 100.0)
🔶 Signal Generation Framework
Triggers buy/sell alerts when Z-score crosses extreme threshold boundaries, indicating statistically significant price deviations with high mean reversion probability. The system generates continuation signals at moderate levels and reversal signals at extreme boundaries with comprehensive alert integration.
// Extreme Signal Detection
sell_signal = ta.crossover(z_score, selected_extreme)
buy_signal = ta.crossunder(z_score, -selected_extreme)
// Dynamic Color Coding
signal_color = z_score >= selected_extreme ? #ff0303 : // Extremely Overbought
z_score >= selected_moderate ? #ff6a6a : // Overbought
z_score >= selected_mild ? #b86456 : // Mildly Overbought
z_score > -selected_mild ? #a1a1a1 : // Neutral
z_score > -selected_moderate ? #01b844 : // Mildly Oversold
z_score > -selected_extreme ? #00ff66 : // Oversold
#00ff66 // Extremely Oversold
🔶 Visual Structure Analysis
Provides a six-tier color gradient system with dynamic background zones indicating mild, moderate, and extreme conditions. The histogram visualization displays Z-score intensity with threshold reference lines and zero-line equilibrium context for precise mean reversion timing.
snapshot
4H
1D
🔶 Adaptive Threshold Selection
Features intelligent threshold switching between statistical significance levels and percentage-based dynamic ranges. The percentage system automatically adjusts to current volatility conditions using configurable lookback periods, while statistical thresholds maintain consistent probability-based signal generation across market cycles.
🔶 Performance Optimization
Utilizes efficient rolling calculations with configurable EMA periods and threshold parameters for optimal performance across all timeframes. The system includes comprehensive alert functionality with customizable notification preferences and visual signal overlay options.
🔶 Market Oscillator Interpretation
Z-score > +3σ indicates statistically significant overbought conditions with high reversal probability, while Z-score < -3σ signals extreme oversold levels suitable for counter-trend entries. Moderate thresholds (±2σ) capture 95% of normal price distributions, making breaches statistically significant for systematic trading approaches.
snapshot
🔶 Intelligent Signal Management
Automatic signal filtering prevents false alerts through extreme threshold crossover requirements, while maintaining sensitivity to genuine statistical deviations. The dual threshold system provides both conservative statistical approaches and adaptive market condition responses for varying trading styles.
Why Choose EMA Oscillator ?
This indicator provides traders with statistically-grounded mean reversion analysis through sophisticated Z-score normalization methodology. By combining traditional statistical significance thresholds with adaptive percentage-based extremes, it maintains effectiveness across varying market conditions while delivering high-probability reversal signals based on quantifiable price displacement from trend equilibrium, enabling systematic counter-trend trading approaches with defined statistical confidence levels and comprehensive risk management parameters.
NY Session First 15m Range ORB Strategy first 15m high&low NY session
let you know the high and low of first 15m and the first candle is sitck out of the line you can ride on the wave to make moeny no bul OANDA:XAUUSD SP:SPX
Penguin TrendMeasures the volatility regime by comparing the upper Bollinger Band to the upper Keltner Channel and colors bars with a lightweight trend state. Supports SMA/EMA/WMA/RMA/HMA/VWMA/VWAP and a selectable calculation timeframe. Default settings preserve the original look and behavior.
Penguin Trend visualizes expansion vs. compression in price action by comparing two classic volatility envelopes. It computes:
Diff% = (UpperBB − UpperKC) / UpperKC × 100
* Diff > 0: Bollinger Bands are wider than Keltner Channels -> expansion / momentum regime.
* Diff < 0: BB narrower than KC -> compression / squeeze regime.
A white “Average Difference” line smooths Diff% (default: SMA(5)) to help spot regime shifts.
Trend coloring (kept from original):
Bars are colored only when Diff > 0 to emphasize expansion phases. A lightweight trend engine defines four states using a fast/slow MA bias and a short “thrust” MA applied to ohlc4:
* Green: Bullish bias and thrust > fast MA (healthy upside thrust).
* Red: Bearish bias and thrust < fast MA (healthy downside thrust).
* Yellow: Bullish bias but thrust ≤ fast MA (pullback/weakness).
* Blue: Bearish bias but thrust ≥ fast MA (bear rally/short squeeze).
Note: By default, Blue renders as Yellow to preserve the original visual style. Enable “Use true BLUE color” if you prefer Aqua for Blue.
How it works (under the hood):
* Bollinger Bands (BB): Basis = selected MA of src (default SMA(20)). Width = StdDev × Mult (default 2.0).
* Keltner Channels (KC): Basis = selected MA of src (default SMA(20)). Width = ATR(kcATR) × Mult (defaults 20 and 2.0).
* Diff%: Safe division guards against division-by-zero.
* MA engine: You can choose SMA / EMA / WMA / RMA / HMA / VWMA / VWAP for BB/KC bases, Diff smoothing, and the trend components (VWAP is session-anchored).
* Calculation timeframe: Set “Calculation timeframe” to compute all internals on a chosen TF via request.security() while viewing any chart TF.
Inputs (key ones):
* Calculation timeframe: Empty = use chart TF; if set (e.g., 60), all internals compute on that TF.
* BB: Length, StdDev Mult, MA Type.
* KC: Basis Length, ATR Length, Multiplier, MA Type.
* Smoothing: Average Length & MA Type for the “Average Difference” line.
* Trend Engine: Fast/Slow lengths & MA type; Signal (kept for completeness); Thrust length & MA type (defaults replicate original behavior).
* Display: Paint bars only when Diff > 0; optional Zero line; optional true Blue color.
How to use:
1. Regime changes: Watch Diff% or Average Diff crossing 0. Above zero favors momentum/continuation setups; below zero suggests compression and potential breakout conditions.
2. State confirmation: Use bar colors to qualify expansion: Green/Red indicate expansion aligned with trend thrust; Yellow/Blue flag weaker/contrarian thrust during expansion.
3. Multi-timeframe analysis: Run calculations on a higher TF (e.g., H1/H4) while trading a lower TF chart to smooth noise.
Alerts:
* Diff crosses above/below 0.
* Average Diff crosses above/below 0.
* State changes: GREEN / RED / YELLOW / BLUE.
Notes & limitations:
* VWAP is session-anchored and best on intraday data. If not applicable on the selected calculation TF, the script automatically falls back to EMA.
* Default parameters (SMA(20) for BB/KC, multipliers 2.0, SMA(5) smoothing, trend logic and bar painting) preserve the original appearance.
Release notes:
v6.0 — Rewritten in Pine v6 with structured inputs and guards. Multi-MA support (SMA/EMA/WMA/RMA/HMA/VWMA/VWAP). Calculation timeframe via request.security() for multi-TF workflows. Safe division; optional zero line; optional true Blue color. Original visuals and behavior preserved by default.
License / disclaimer:
© waranyu.trkm — MIT License. Educational use only; not financial advice.
Previous Days High & Low RTH Session by TenAM TraderPurpose:
This indicator plots the high and low levels of previous trading days’ Regular Trading Hours (RTH), helping traders identify key support and resistance zones based on historical price action.
How to Use / Strategy:
Designed as a super simple trading strategy:
Buy when price breaks above and confirms the previous day’s high.
Sell when price breaks below and confirms the previous day’s low.
Alerts notify you when price interacts with these levels, helping traders act on confirmed breakout opportunities rather than premature moves.
*Traders can also look for reversal opportunities if price breaks back through one of the levels.
Note: Make sure RTH (Regular Trading Hours) is turned on for the chart, as the indicator is based on RTH highs and lows.
Features:
Tracks previous days’ highs and lows.
Provides clear visual reference for support and resistance.
Simple, actionable strategy based on breakout confirmations and reversal plays.
Alerts for confirmed price breaks.
Disclaimer:
This indicator is for educational and informational purposes only. It does not provide financial advice. Trading involves risk, and past performance does not guarantee future results. Users trade at their own risk.
