Auf geht's

W-VWAP

VWAP and Previous Day Closing VWAP1. Understanding the Two Lines Current VWAP (The Dynamic Curve): This represents the average price paid throughout the current session, weighted by volume. It moves as new trades come in. Previous Day’s Closing VWAP (The Flat Level): This is a fixed horizontal line representing where the institutional "average price" finished yesterday. It serves as a major psychological anchor point for the current day. 2. Common Trading Strategies The Mean Reversion (The "Rubber Band") If the price gaps up or moves significantly away from both the current VWAP and the Previous Day's VWAP early in the morning, traders often look for a "reversion to the mean." The Logic: Large institutions rarely like to buy significantly above the day's average price. The Trade: If the price starts losing momentum far above the VWAP lines, traders may look for a short position back down toward the Current VWAP. The "Value" Retest The Previous Day’s Closing VWAP often acts as a support or resistance zone. Support: If the price opens above yesterday's VWAP, drops down to touch it, and then bounces, it confirms that buyers are defending "yesterday's value." Resistance: If the price opens below it and fails to break above it, the market is signaling bearishness. The Crossover Signal When the Current VWAP crosses over or under the Previous Day’s Closing VWAP, it indicates a shift in trend strength. Bullish: Current VWAP crosses above Previous Day's VWAP. This suggests today's buyers are more aggressive than yesterday's average. Bearish: Current VWAP crosses below Previous Day's VWAP. This suggests today's selling pressure is heavier than yesterday's average. 3. Best Practices & Pro-Tips Timeframes: This indicator is most effective on 1-minute, 5-minute, or 15-minute charts. On a Daily (D) chart, the lines will disappear or look like single dots because VWAP is calculated intraday. Volume is Key: VWAP is only as strong as the volume behind it. If a bounce off the VWAP happens on low volume, it’s less reliable than a bounce on high volume. The "No-Trade Zone": Many professional traders avoid taking long positions when the price is below the current VWAP, as they are essentially "buying at a premium" relative to the day's average sellers.
Pine Script® Indikator
von sandip4evr
CBC Flip with Targets and Filters [LuxAlgo]The CBC Flip with Targets and Filters indicator provides an institutional framework for identifying high-probability trend reversals based on the Candle By Candle (CBC) method. By combining structural price action with dynamic ATR targets, stop losses, and intraday value filtering, this tool offers a straightforward strategy for managing risk and executing trades based on shifts in market bias. 🔶 USAGE The Usage section describes how the script can be used to navigate market trends using price action confirmation and volatility-based levels. 🔹 Signal Identification Bullish and bearish triangles indicate confirmed trend flips. A bullish flip is detected when price closes above a previous high, while a bearish flip occurs when price closes below a previous low. These signals only appear after the bar closes to ensure non-repainting execution. 🔹 Strategic Filtering Align signals with intraday value by using the VWAP filter settings: Confirmation mode: Ensures you only take long signals above the VWAP and short signals below it. Contrarian mode: Used to identify potential mean-reversion opportunities when price flips against the current value area. 🔹 Risk Management Every flip generates dynamic target and stop loss lines based on a customizable Average True Range (ATR). The 'Require candle close to stop' feature allows users to choose between a hard touch of the stop level or waiting for a candle close to invalidate the bias. The script also includes retroactive outcome markers (circles and crosses) that appear on the signal candle to show whether the target or stop was reached first. A lack of symbol by the bullish or bearish triangles means neither the target nor stop loss criteria have been met. 🔹 Performance Verification Refer to the real-time dashboard to monitor current trade progress and historical hit rates. The Current Target Progress metric in the dashboard tracks how far price moved in the trade direction, helping you optimize your ATR multipliers and assess trend strength. 🔶 DETAILS 🔹 Institutional CBC Logic The Candle By Candle (CBC) methodology, popularized by maplestax, is a price action-centric approach that ignores minor fluctuations. By requiring a full candle close beyond the previous candle range, the script filters out wick rejections that often lead to false signals in volatile markets. 🔹 Non-Repainting Design The indicator is designed to be fully non-repainting. Signals and levels are calculated based on closed bars, ensuring that what you see on the chart is consistent with historical performance and real-time execution. 🔶 SETTINGS 🔹 Indicator Settings Bulls/Bears Color: Customizes the theme for bullish and bearish trend components. ATR Length: Sets the lookback period for volatility calculations. Target ATR Multiplier: Defines the distance of the profit target from the entry. Stop ATR Multiplier: Defines the distance of the stop loss from the entry. Require candle close to stop: When enabled, the stop loss is only triggered if a candle closes beyond the stop level. Show Daily Anchored VWAP: Toggles the visibility of the session-anchored VWAP. Filter Bias by VWAP: Choose between No Filter, Confirmation (Trend-following), or Contrarian (Mean-reversion). 🔹 Visuals Show Flip Labels: Toggles the entry triangle icons. Show Outcome Markers: Toggles the retroactive "X" and "Circle" markers on signal candles. Label Size: Adjusts the size of the on-chart icons. 🔹 Dashboard Dashboard: Toggles the performance metric table. Position/Size: Adjusts the UI location and scale. Historical Trade Count: Sets the sample size for the historical success rate calculation.
Pine Script® Indikator
von LuxAlgo
Market Liquidity IndicatorThe strategy identifies institutional "Ignition" points where price breaks a key macro level (VWAP) with significant volume and order flow support. It assumes that a clean breakout, backed by high relative volume (RVOL) and aggressive buying/selling pressure (CVD Slope), will result in a sustainable trend. Risk is managed via a "Profit-Only Trailing Stop" mechanism, which enforces a hard floor for losses but allows profits to run uncapped until the trend bends Timeframe: This strategy is hardcoded to look at 1-minute data for its decision engine (RVOL/CVD), regardless of the chart timeframe. However, it is recommended to run it on a 5-minute chart for visual clarity. Execution: GOL (Green Arrow): Go Long. GOS (Red Arrow): Go Short. Exits: 1 Brick = 0.1% of Entry Price. Trailing Stop Loss: Retrace from Extreme High/Low ± 3 Bricks. Stop Out: +/- 3 Bricks from Entry Price Works well with Stocks - 5 min TF. For Index 10 min TF works well. However do play around to get your best fit. Happy Profitable Trading! Have fun!
Pine Script® Indikator
von razcads
VWAP Reversal Strategy V1🔹 VWAP Reversal Strategy V1 by COT-Trader.com The VWAP Reversal Strategy V1 is a selective intraday framework designed to capture structured pullbacks to VWAP after a confirmed breakout. It focuses on quality over frequency and integrates volatility, confirmation and optional higher timeframe bias filtering. This strategy is part of the systematic trading research published at 👉 cot-trader.com 📌 Core Concept Markets frequently break above or below VWAP (fair value), only to retest it before continuation. This strategy trades that sequence: Long Setup Price breaks above VWAP A retest of VWAP occurs within a defined number of bars A bullish confirmation candle forms Optional filters align Entry at confirmation Short Setup Mirrored logic below VWAP (can be disabled). 📊 Built-In Filters To increase selectivity, the following filters can be enabled: • Rejection wick confirmation • Volume spike confirmation • Minimum ATR-based distance from VWAP • Optional H1 VWAP directional bias All filters are configurable. ⚙ Risk Management The strategy uses: • ATR-based Stop Loss • ATR-based Take Profit • Maximum trades per day limit • Optional session filter The goal is consistency and controlled exposure rather than high trade frequency. 🧠 Intended Use Designed for intraday timeframes (typically 15–30 minutes). Works best in structured, liquid markets. Extensive debug markers can be enabled for research purposes. ⚠ Disclaimer This script is published for educational and research purposes only. It does not constitute financial advice. Always test strategies in simulation before using real capital.
Pine Script® Strategie
von DerAndi72
2
Premium Discount Range Daily with VWAPPremium Discount Range (Daily + VWAP): This indicator provides a visual reference for price positioning relative to: • The current day’s developing high/low range midpoint • Session VWAP It classifies price into three zones: Premium → Price trading above midpoint threshold Discount → Price trading below midpoint threshold Fair Value → Price within the defined midpoint band How It Works: 1. Tracks the current day's evolving high and low. 2. Calculates the intraday midpoint. 3. Compares current price to: Midpoint (with adjustable percentage threshold) VWAP 4. Displays status via: Background shading Optional live label Use Cases: • Intraday bias identification • Context for pullback entries • Range positioning analysis • VWAP confluence assessment Notes: Designed for intraday charts. Works across stocks, forex, crypto, and indices. Does not generate trading signals or guarantee outcomes. Use alongside proper risk management and confirmation tools.
Pine Script® Indikator
von uzair2join
VWAP Gate (1m aligned ORB5)VWAP Gate v2.3 is a 1-minute aligned, session-aware VWAP regime filter (“gate”) designed to keep VWAP trades out of flat/choppy conditions and focus only on periods where VWAP is moving with structure. It plots a Session Anchored VWAP (RTH) with an ε touch zone, optionally plots an Overnight Anchored VWAP, and can mark VWAP retest entry signals only when the gate is active and price action confirms. This is an overlay tool for discretionary execution and rule-based filtering. It does not manage exits, risk, or position sizing. Core idea (what it does) VWAP works best when the market has directional order flow and fails in mean-reverting chop. This indicator attempts to separate those regimes by requiring: VWAP has actually moved (slope/magnitude filter) Price is not constantly flipping around VWAP (chop filter) Price is holding on one side of VWAP by a realistic buffer (hold/acceptance filter) Only when these conditions persist does the Gate turn ON, enabling a “tradeable VWAP” environment. All calculations are done on 1-minute data using request.security(..., "1", ...) so the behavior stays consistent across chart timeframes. What is plotted 1) Session AVWAP (RTH Anchored VWAP) A manually computed VWAP that resets at the start of the RTH session (default 09:30–16:00 New York). It is plotted as “Session AVWAP” and changes color based on gate state and directional readiness (see “Colors” below). 2) VWAP ε Touch Zone (retest band) Two lines around Session VWAP: VWAP ε Upper = VWAP + ε VWAP ε Lower = VWAP − ε The band between them is filled. This creates a practical “touch zone” for retests and rejection closes. ε (epsilon) is adaptive to instrument microstructure: ε = max(minTicksEps × tickSizePts, spreadPts × epsSpreadMult) This prevents treating tiny touches (often just spread/noise) as meaningful VWAP interactions. 3) Overnight AVWAP (optional) If enabled, plots an Overnight anchored VWAP computed over the defined overnight session (default 00:00–09:30 New York). Useful for mapping overnight fair value into the open. 4) ORB(5) High/Low (optional) Plots the Opening Range Breakout (5 minutes) high/low (default 09:30–09:35 New York). Optionally draws an ε band around ORB levels (ORB ± ε) to account for noise/spread around key levels. 5) VWAP Retest Entry Markers (optional) When the gate is active, the tool can print: “L” for a long retest entry “S” for a short retest entry These are filters + triggers, not guaranteed trades. Gate logic (when trading is allowed) A) VWAP Move / Slope filter The indicator measures VWAP displacement over lookbackMin minutes: VWAP_move = |VWAP_now − VWAP_lookback| It must exceed thresholds tied to: Recent price range: thrRange = kRange × (highestHigh − lowestLow over lookback) Spread: thrSpr = kSpread × spreadPts Threshold mode Strict AND: VWAP_move must beat both thresholds Loose: VWAP_move must beat max(thrRange, thrSpr) Purpose: block low-energy sessions where VWAP drift is too small vs noise. B) Chop filter (VWAP flips) The indicator counts how often price flips sides of VWAP during the lookback window (with a small buffer to reduce micro-noise flips). If flips exceed maxCrossesN, the environment is classified as chop and the gate cannot activate. Purpose: avoid mean-reverting “ping-pong” around VWAP. C) Gate confirmation (anti-flicker / hysteresis) The gate requires persistence: Gate turns ON after onConfirmBars consecutive passes Gate turns OFF after offConfirmBars consecutive fails Purpose: prevent rapid ON/OFF switching in borderline conditions. Directional “Hold” readiness (LONG vs SHORT bias) Even when the gate is ON, the indicator requires acceptance away from VWAP: Define δ (delta buffer): δ = max(2 ticks, spreadPts × holdDeltaMult) Then: HoldLong = price has stayed > (VWAP + δ) for holdBars 1-minute closes HoldShort = price has stayed < (VWAP − δ) for holdBars 1-minute closes Additionally, direction must agree with VWAP slope: Long requires VWAP slope > 0 Short requires VWAP slope < 0 Purpose: avoid “false bias” when price temporarily deviates but VWAP is drifting the other way. VWAP Retest Entry signals (L / S) Entry markers trigger only when all are true: Gate is active Inside your Trade Window (default 09:40–11:00 New York) HoldLongOk / HoldShortOk is true Price touches the ε zone: low ≤ VWAP+ε AND high ≥ VWAP−ε Then closes away from VWAP (“rejection close”) by a fraction of ε: Long rejection: close > VWAP + (ε × rejCloseFrac) Short rejection: close < VWAP − (ε × rejCloseFrac) Optional: Require pullback can require the previous close to already be on the trend side (to avoid first-touch chaos). Colors (quick regime read) The Session VWAP line and ε zone communicate state: Gray: gate inactive / no-trade regime Yellow: gate active but no clean long/short hold yet (standby) Lime: gate active + long hold confirmed (long bias) Red: gate active + short hold confirmed (short bias) Optional background tint can reinforce gate state, and optional shading can gray out bars outside the trade window. Important notes / limitations Set spreadPts and tickSizePts correctly for your instrument. ε and δ depend on them; wrong values distort the entire filter. The indicator uses 1-minute computations across all chart timeframes for consistent behavior. This tool is a regime filter + entry trigger, not a complete trading system (no exits, no sizing, no expectancy validation included). If volume is missing/invalid, the script substitutes a minimal volume value for VWAP calculations. Suggested use Use Prop VWAP Gate to: Avoid VWAP trading in flat/choppy opens Focus attention when VWAP is moving and price is holding with structure Execute VWAP retest setups inside a controlled time window Combine with ORB(5) and overnight VWAP for key reference levels
Pine Script® Indikator
von MPR86
Institutional Value Relocation VerdictSummary in one paragraph Value Relocation Verdict ARD is an acceptance versus rejection classifier for liquid instruments on intraday to daily timeframes. It helps you act only when multiple conditions align after price pushes beyond a boundary. It is original because it treats every break as a probe and scores whether value is relocating using a break anchored VWAP relocation metric fused with time outside, extension, outside volume share, pullback quality, and failure velocity back into value. Add it to a clean chart, read the compact decision table, and use the visuals or alerts. Shapes can move while the 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 • Timeframes. One minute to daily • Default demo used in the publication. NQ1! on 15 minute • Purpose. Prevent trading raw breakouts and raw fades before the market proves acceptance or rejection • Limits. This is an indicator. It does not place orders and does not simulate fills Originality and usefulness This is not a mashup of common indicators. It is a state machine that measures what happens after a boundary is breached. • Unique concept or fusion. Breaks are treated as probes and classified by value relocation using break anchored VWAP plus behavioral metrics outside the boundary • What failure mode it addresses. False starts in chop, one bar breakouts that reverse, and fades taken too early when value is actually relocating • Testability. The table shows the live decision, the two competing scores, and the driver metrics so users can verify why a suggestion appears • Portable yardstick. All distances are normalized in ATR units so thresholds travel better across symbols • Protected scripts. Public open source, implementation visible Method overview in plain language Base measures • Range basis. True Range smoothed with ATR over ATR length • Value basis. Session anchored VWAP defines a value center, with a configurable VWAP band as the value zone Components • Boundary selection. Choose prior day high and low, opening range, prior week high and low, VWAP band edges, or custom levels • Probe state. A probe begins when price crosses a boundary. The boundary is frozen for the probe so time outside and velocity are measured consistently • Acceptance score. A 0 to 100 score built from closes outside, max extension beyond the boundary, outside volume ratio, break anchored VWAP relocation, defense touches, expansion context, and a pullback penalty • Rejection score. Evaluated only when price re enters the boundary. It fuses sweep size, snapback depth, fail velocity, speed of re entry, RVOL, compression context, and a value zone re entry bonus • Context regime. A light regime classifier uses session VWAP slope and a higher timeframe EMA slope to bias acceptance slightly in trend direction and boost rejection slightly in ranges • Session windows optional. Session follows the exchange time of the chart. Verify when changing symbol or venue Fusion rule • Two separate scores are maintained during a probe: Acceptance score and Rejection risk • During the probe, the table shows a Lean decision based on the score spread: Acceptance score minus Rejection risk • Thresholds for ACC and REJ are explicit in Inputs and the drivers are visible in the table Signal rule • ACC Up appears when a probe above the boundary reaches acceptance score threshold for the configured confirm bars, closes remain outside the buffer, and chase distance is not excessive • ACC Down is symmetric for probes below the boundary • REJ Up appears when price re enters the boundary after probing above and rejection score meets its threshold • REJ Down is symmetric for probes below the boundary • WAIT shows when no probe is active or when neither side has a clear edge What you will see on the chart • Active boundary line. Thick line at the frozen probe boundary • Value zone. Optional VWAP band fill and optional VWAP lines for context • Probe band. Optional thin band around the boundary equal to the outside buffer • Break VWAP. Optional line during the probe that shows break anchored VWAP • Markers. ACC and REJ markers on the bar where the model resolves • Optional plan overlay. Entry, stop, and target lines for the last resolved signal, informational only • Compact table. A decision dashboard with Lean, State, Regime, ACC score, REJ risk, and the drivers Table fields and quick reading guide • Decision. Lean ACC, Lean REJ, or Wait • State. Idle, Probe Above, Probe Below, Waiting Levels, or Out of Session • Regime. Trend Up, Trend Down, or Range • ACC Score. 0 to 100 plus a bar gauge • REJ Risk. 0 to 100 plus a bar gauge • Boundary. Frozen boundary price during the probe • Value VWAP. Session anchored VWAP price • Outside. Closes outside count versus Accept min closes outside • Delta. ACC Score minus REJ Risk, used to express separation • Drivers shown by preset. Extension ATR, Reloc ATR, Out Vol, Pull ATR, RVOL, Fail Vel, Sweep ATR, Snap ATR, Expansion, Compression Reading tip. When Session is ON and Delta shows clear separation, outcomes tend to be easier to manage than when both scores are similar. Inputs with guidance Setup • Theme. Dark or Light. Matches chart background for readability • Preset. Minimal, Standard, Pro. Minimal is the clean chart default • Session and Require session. Typical use is ON for index futures and intraday equity sessions • Cooldown bars. Typical range 0 to 15. Higher reduces clustered probes • Max probe bars. Typical range 20 to 120. Lower avoids stale probes • Decision delta. Typical range 10 to 25. Higher demands more separation before leaning Levels • Mode. Prev Day HL, Opening Range, Prev Week HL, VWAP Band, Custom • Opening range minutes. Typical 15 to 60 on intraday charts • Break trigger. Close is more conservative. Wick is earlier but noisier • VWAP band width ATR. Typical 0.5 to 1.5 • Custom upper and Custom lower. Only active in Custom mode. Both must be greater than 0 and upper must be greater than lower Scoring • Outside buffer ATR. Typical 0.05 to 0.30. Higher requires stronger closes outside • Accept min closes outside. Typical 3 to 10. Higher confirms slower relocations • Accept min extension ATR. Typical 0.6 to 1.8. Higher demands stronger expansion • Accept min outside volume ratio. Typical 0.45 to 0.80. Higher demands conviction • Accept min relocation ATR. Typical 0.10 to 0.50. Higher demands value shift beyond the boundary • Accept max pullback ATR. Typical 0.30 to 1.00. Lower penalizes weak holding • Accept confirm bars. Typical 1 to 3. Higher reduces one bar acceptance • Accept score threshold. Typical 60 to 85 • Accept max chase distance ATR. Typical 0.8 to 2.0. Lower avoids late entries • Defense touches needed and defense touch distance ATR. Use 0 to disable. Typical 1 to 2 touches, 0.15 to 0.35 distance Rejection scoring • Reject max closes outside before re entry. Typical 2 to 6. Lower demands fast failure • Reject min fail velocity. Typical 0.3 to 1.0. Higher demands sharper failure • RVOL length and reject min RVOL. Typical 20 and 1.1 to 1.8 • Reject min sweep ATR and reject min snapback ATR. Typical sweep 0.25 to 0.80, snap 0.10 to 0.50 • Reject score threshold. Typical 60 to 85 Context • Context timeframe. Typical 15, 30, or 60 minutes for intraday • Context EMA length. Typical 34 to 100 • VWAP slope bars and trend slope threshold. Typical 4 to 12 bars, threshold 0.05 to 0.15 • Bias scores by regime. ON by default. Turn OFF if you want pure probe math only UI • Show signals, probe band, value fill, value lines, signal labels • Table position and table size Clean default. Minimal preset with value fill ON, value lines OFF, and labels OFF Usage recipes Intraday trend focus • Preset Standard • Context timeframe 30 • Bias scores by regime ON • Accept score threshold 75 • Reject score threshold 80 • Break trigger Close • Decision delta 20 Intraday mean reversion focus • Preset Standard • Mode Prev Day HL or Opening Range • Bias scores by regime ON • Reject max closes outside 3 • Reject min sweep 0.35 and snapback 0.20 • Reject score threshold 70 • Decision delta 15 Swing continuation • Timeframe 60 minutes to 4 hours • Context timeframe 1 day • Increase Accept min closes outside and Accept confirm bars • Increase Max probe bars • Use Close trigger • Raise Decision delta Realism and responsible publication • No performance claims. Past results never guarantee future outcomes • No certainty about the future • Intrabar motion reminder. Shapes can move while a bar forms and settle on close • Standard candles are recommended. Non standard chart types change OHLC and can alter the meaning of sweeps and snapbacks Honest limitations and failure modes • Economic releases and thin liquidity can invalidate sweep and relocation behavior • Gap heavy symbols can distort intrabar probe stats on small timeframes • Very quiet regimes reduce score separation. Consider longer windows or higher thresholds • Session windows use the exchange time of the chart • Custom mode requires valid upper and lower values or the script will wait Open source reuse and credits • None Legal Education and research only. Not investment advice. You are responsible for your decisions. Test on historical data and in simulation before any live use. Use realistic costs.
Pine Script® Indikator
von exlux
Premium / Discount Screener for Range today with VWAPPremium / Discount Screener – Today’s Range Midpoint + VWAP Deviation This open-source overlay indicator is a clean, real-time visual screener that shows whether current price is trading at a **premium** (overvalued relative to today's range + VWAP) or **discount** (undervalued), helping traders quickly assess intraday location bias. Core Concept Intraday traders often use the developing daily range and VWAP as reference points for value: - Price significantly above the midpoint of today's high/low → premium zone → potential mean-reversion sells or overextended rallies - Price significantly below the midpoint → discount zone → potential mean-reversion buys or oversold bounces - VWAP deviation adds context (institutional fair value proxy) This script combines both references and flags extreme deviations with color-coded labels and background tint. How It Works 1. Tracks today's high/low (resets at new day) 2. Calculates midpoint = (Today's High + Today's Low) / 2 3. Tracks session VWAP (hlc3-based, resets daily) 4. Computes two deviation percentages: - Distance from midpoint (%) - Distance from VWAP (%) 5. Classifies status based on user-defined threshold (default 0.5% from midpoint): - Premium (red): close > midpoint + threshold - Discount (green): close < midpoint – threshold - Fair/Neutral (gray): within threshold band Visual Output - Last-bar label (toggleable) showing: - Status: PREMIUM / DISCOUNT / FAIR - % distance from midpoint - % distance from VWAP - Background tint: - Light red → premium zone - Light green → discount zone - No tint → neutral/fair Why this is useful - Provides instant visual context for bias without needing complex zone drawing - Helps filter entries: e.g., look for longs in discount + bullish structure, shorts in premium + bearish structure - VWAP deviation adds institutional reference — price far from VWAP often signals exhaustion or absorption - Lightweight and non-repainting — ideal for fast decision-making on lower timeframes How to Use - Best on **5m–1h timeframes** for intraday trading (forex majors, indices, gold, futures, high-volume stocks) - Recommended symbols: EURUSD, GBPUSD, XAUUSD, NAS100, ES1!, NQ1!, SPY - Typical workflow: 1. Wait for price to reach deep discount/premium zone 2. Confirm with price action, structure (BOS/CHOCH), or order blocks 3. Avoid trading near "Fair" zone unless strong catalyst/breakout - Tune threshold: - Lower (0.2–0.4%) for very volatile instruments (crypto, gold) - Higher (0.6–1.0%) for less volatile pairs (EURUSD, major indices) Inputs - Show Premium/Discount Label: toggle last-bar text label - Alert Threshold % from Midpoint: default 0.5% (sensitivity for premium/discount classification) Publishing Recommendation - Publish with a clean chart (e.g., 15m–1h XAUUSD, EURUSD or NQ during active session) - Show a period where price moves into premium and discount zones (label + background tint visible) - No extra indicators/drawings needed for basic use This is a simple, educational location bias tool — fully open-source. It highlights relative value zones — not trade signals. Trading involves significant risk of loss. Use discretion and proper risk management. Feedback welcome — especially suggestions for adding PD high/low lines or session open!
Pine Script® Indikator
von uzair2join
Fabio Valentini Pro Scalper [PickMyTrade]Fabio Valentini Pro Scalper Inspired by Fabio Valentini's NASDAQ scalping methodology, this strategy approximates professional order flow analysis using volume-based techniques, volume profile, and institutional trading concepts for liquid markets. CORE METHODOLOGY This strategy uses volume analysis to approximate order flow concepts typically seen in professional trading platforms: Volume Profile Analysis: Calculates Point of Control (POC), Value Area High (VAH), and Value Area Low (VAL) to identify institutional price acceptance zones where the majority of trading activity occurs. Delta Approximation: Estimates buying versus selling pressure by analyzing volume distribution within candles, helping identify which side of the market is in control. Absorption Detection: Identifies high-volume, low-price-movement candles that indicate institutional passive order absorption - when large players are building positions by absorbing aggressive orders. Triple-A Setup: Tracks the three-phase institutional trading pattern: - Absorption - Large players build positions passively - Accumulation - Price contracts into tight range as positions build - Aggression - Breakout with volume as institutional move initiates ENTRY SIGNAL TYPES Triple-A Setups: Identifies the complete absorption-accumulation-aggression sequence. When absorption is detected, followed by range contraction, and then aggressive breakout with volume confirmation. Opening Range Breakout (ORB): Trades breakouts from the configurable opening range period (default 30 minutes). Based on the concept that early session range defines key levels. Value Area Bounces: Identifies reactions at Value Area High or Value Area Low levels with absorption confirmation, suggesting institutional support or resistance. KEY FEATURES - VWAP with Dynamic Bands: Volume-weighted average price with ATR-based bands for trend and mean reversion context - Session-Based Filtering: Fully customizable trading session (default NY hours 9:30 AM - 4:00 PM) - Built-in Risk Management: Customizable risk percentage per trade with adjustable Risk:Reward ratios - Daily Loss Limit: Enforces maximum daily losses rule (default 3 losses) to prevent overtrading - Trailing Stop System: Optional ATR-based trailing stops to lock in profits - Real-Time Dashboard: Shows delta control, absorption status, market phase, and session information - Multiple Signal Filters: Combine or isolate different setup types for optimization CUSTOMIZABLE PARAMETERS Session Settings: Trading session times (any timezone), session filter enable/disable Volume Profile: Lookback period (default: 50 bars), row resolution for price levels (default: 24 rows) Absorption Detection: Volume multiplier threshold (default: 2.0), maximum price movement threshold (default: 0.3 ATR) Delta Analysis: Smoothing period (default: 5 bars) VWAP Settings: Enable/disable VWAP filter, band width multiplier (default: 0.5 ATR) Risk Management: Risk per trade percentage (default: 1%), Risk:Reward ratio (default: 2.0), maximum daily losses before stopping (default: 3), trailing stop toggle and ATR multiplier (default: 1.5) Opening Range Breakout: ORB period in minutes (default: 30), enable/disable ORB signals VISUAL ELEMENTS The strategy provides comprehensive visual feedback including VWAP bands, volume profile levels (POC, VAH, VAL), ORB lines, absorption signals, Triple-A setup markers, entry arrows with labels, session background highlighting, live statistics table, and daily loss limit warning background. BUILT-IN ALERT CONDITIONS Long and Short entry signals, strong absorption detection, Triple-A setup completion, and daily loss limit warnings. STRATEGY PHILOSOPHY Based on institutional trading principles: identify where large players are positioning through absorption patterns, wait for the accumulation phase shown by range contraction, then trade the aggressive move during expansion. The strategy combines multiple confirmation factors to filter high-probability setups. IMPORTANT NOTES AND DISCLAIMERS Not True Order Flow: This script approximates order flow concepts using publicly available volume data. True order flow analysis requires tick-by-tick bid/ask data from specialized platforms (e.g., Sierra Chart, Investor/RT with exchange feeds). This implementation provides educational approximation using TradingView's available data. Performance Sensitivity: Scalping strategy results are extremely sensitive to commission rates, slippage assumptions, position sizing decisions, parameter optimization for specific instruments, and market conditions. Cost Configuration Required: Before backtesting or live use, you MUST configure the Properties tab with realistic trading costs: Commission: Set to match your broker's actual fee structure (crypto spot: typically 0.05-0.20% per side, crypto futures: typically 0.02-0.05% per side, stock/futures: varies by broker and contract) Slippage: Set based on instrument liquidity (high liquidity: 2-5 ticks, medium liquidity: 5-10 ticks, lower liquidity or volatile conditions: 10+ ticks) Even small changes in commission or slippage can significantly impact profitability for scalping strategies. Parameter Optimization: Default settings are educational starting points. Users should test different absorption multiplier values (1.5-3.5), experiment with Risk:Reward ratios (2.0-4.0), try each signal type individually to find best performers, adjust parameters for their specific instrument and timeframe, and always validate changes with forward testing. Market Dependence: Strategy performance varies significantly across different instruments (futures vs crypto vs stocks), various timeframes (1-min vs 5-min vs 15-min), market conditions (trending vs ranging vs volatile), and trading sessions (high vs low liquidity periods). Educational Purpose: This strategy demonstrates order flow concepts, volume profile analysis, and institutional trading patterns for learning purposes. It is not a guaranteed profitable system and requires user optimization. RISK WARNING Scalping strategies require strict discipline and emotional control, excellent execution infrastructure (low latency, reliable fills), understanding of costs impact on profitability, respect for daily loss limits to prevent revenge trading, and realistic expectations - backtest results typically exceed live performance. This strategy enforces a daily loss limit (default 3 losses) based on professional trading risk management principles. When the limit is reached, the strategy stops generating signals to prevent overtrading. DISCLAIMER This is an educational tool for learning order flow concepts and institutional trading patterns. It is not financial advice. Past performance does not guarantee future results. Strategy profitability is highly dependent on execution quality, trading costs, parameter optimization, and market conditions. Users are solely responsible for their own testing, risk management, and trading decisions. No trading strategy is guaranteed to be profitable. Always test thoroughly on paper accounts before risking real capital.
Pine Script® Strategie
von PickMyTrade_Official
stelaraX - VWAPstelaraX – VWAP stelaraX – VWAP is a volume-weighted price indicator designed to show the average traded price of an asset throughout the trading session. By incorporating volume into the calculation, it provides a more realistic view of fair value compared to simple price averages. This indicator is part of the stelaraX ecosystem for clean technical analysis and AI-supported chart evaluation. stelarax.com Core logic The indicator calculates the Volume Weighted Average Price using the typical price (HLC3) and traded volume. VWAP represents the average price at which the market has traded, weighted by volume, and is commonly used to assess whether price is trading at a premium or discount relative to fair value. Optional deviation bands are calculated using the volume-weighted standard deviation around the VWAP. Two configurable band levels allow traders to measure statistical price extremes. Visualization The script plots: * the VWAP line directly on the price chart * optional upper and lower deviation bands * two configurable deviation multipliers The VWAP line serves as the central reference, while the bands highlight potential overextension zones above and below the average traded price. Use case This indicator is intended for: * identifying fair value and premium or discount pricing * intraday trend bias and mean reversion analysis * dynamic support and resistance assessment * trade filtering and execution alignment * combining volume context with price structure For traders who want to integrate volume-based analysis with modern AI-driven chart evaluation, additional tools and insights are available at stelarax.com Disclaimer This indicator is provided for educational and technical analysis purposes only and does not constitute financial advice or trading recommendations. All trading decisions and risk management remain the responsibility of the user.
Pine Script® Indikator
von stelaraX_official
VWAP Trader NXiThe VWAP (Volume-Weighted Average Price) is a technical indicator that calculates the average price of a security based on price and volume. It serves as a key benchmark for intraday trends for day traders: If the price is above it, the market is considered bullish; below it, bearish. The VWAP is usually recalculated daily to find fair entry or exit points. Key facts about the VWAP: Calculation: (Sum(Price) × Volume) / Total Volume). Application: Particularly popular in day trading to identify intraday trends and as a "fair value." Comparison to the Moving Average: Unlike the simple moving average (MA), the VWAP weights trading volume, making it more reliable during strong trending phases. Interpretation: If the price is above the VWAP line, this indicates an upward trend. including a downward trend. Anchored VWAP: Allows the calculation to be started at any point (e.g., a significant high or low) instead of automatically at the market open. Many institutional traders use VWAP to execute large orders in a way that minimizes their impact on the market price. My setup: Reverse setup = VWAP is telling your if price is cheap or expensive. Buy after price reverses in discount zone and sell when price in Premium zone. I use big trade as a combination in ATAS to see stop buy/stop sell order. Trend following = VWAP has a 0.0 center line. This can be use as Resistance or Support. I use trend VWAP with IB (initial balance) zone to determine buy or sell upportunity. Visit us and more: www.tradernxi.com
Pine Script® Indikator
von Trader-Pilot
GCM Apex Predator AlgoTitle: GCM Apex Predator Algo Overview The GCM Apex Predator is a high-performance, multi-engine trading system designed for traders who demand precision and clarity. Whether you are a fast-paced scalper or a patient swing trader, this algorithm adapts to market conditions using a sophisticated "Apex Score" momentum engine combined with institutional-grade volume and trend filters. Key Features • Triple Engine Logic: Switch seamlessly between Scalper Mode (Fast), Trend Mode (Swing), or a Hybrid setup that captures both micro-moves and macro-trends. • Apex Score Momentum: A proprietary loop-based engine that calculates the "persistence" of price action. It filters out "fake" moves by ensuring momentum is backed by structural strength. • Institutional Filters: Includes built-in ADX Trend Power and Relative Volume filters to keep you out of "chop" and only in high-probability trades. • Dynamic Risk Management: Automatically calculates and draws Entry, Stop Loss (SL), and Take Profit (TP) zones using ATR-based volatility, giving you a professional "desk" feel. • Corporate Dashboard: A real-time HUD (Heads-Up Display) that monitors Trend Bias, ADX Power, Apex Momentum, and VWAP positioning at a glance. How to Use 1. Select Your Mode: Use the "Scalper Mode" for lower timeframes (1m, 5m) or "Trend Mode" for higher timeframes (1h, 4h). 2. The "Sniper" Signal: Look for the Gold Circle symbols. These represent "Sniper" entries where all engines (Trend, Volume, and Apex) align for a high-conviction move. 3. Market Structure: Pay attention to the dashed reversal lines. These project potential structural shifts based on fast-reversal HMA logic. Alerts This indicator is fully optimized for Any alert() function call. You can set one single alert to receive detailed notifications like: • 🎯 SNIPER LONG: BTCUSD @ 65000 • ⚡ SCALP BUY: EURUSD @ 1.0850 Disclaimer Trading involves significant risk. This tool is for educational and technical analysis purposes. Past performance does not guarantee future results.
Pine Script® Indikator
von uniGram
1
YesterWAPThe VWAP describes intra-day price action in "value-space" (quantity * price). By weighting prices based on the volume transacted, the VWAP attempts to reflect the "fair-market" value of an asset. The VWAP is reset periodically, often at daily open, creating a "gap." The YesterWAP tracks the gap for you. Every time the VWAP is about to reset to LastPrice, the YesterWAP resets to it, first. When yesterday's players clock back in today, they'll try to sort their (losing) positions out, at yesterday's VWAP, the YesterWAP.
Pine Script® Indikator
von Kerbal
Multi Market VWAP SystemMulti‑VWAP — Adaptive, Multi‑Session Anchored VWAP Suite Multi‑VWAP is a comprehensive, multi‑session Volume‑Weighted Average Price engine designed for traders who rely on precise, session‑aware VWAP levels across equities, futures, and crypto. Built for Pine Script v6, it handles complex market structures, custom anchor dates, and non‑standard trading sessions with robust error‑tolerant logic. What This Indicator Does This tool calculates and displays a full suite of anchored VWAPs, including: Standard Period VWAPs - Daily - Weekly - Monthly - Yearly To‑Date VWAPs - Week‑to‑Date (WTD) - Month‑to‑Date (MTD) - Year‑to‑Date (YTD) Custom Anchored VWAP - Anchor to any user‑selected date - Automatically recalculates from the first bar of that date - Works across all markets, including 24/7 crypto Multi‑Day Rolling VWAPs Optional rolling VWAPs for: - 2‑day - 3‑day - 4‑day - 5‑day - 10‑day - 20‑day - 50‑day Each VWAP can be toggled individually for a clean, customizable chart. Key Features ✔ Market‑Adaptive Session Handling Automatically adjusts for: - Regular equities sessions - Futures extended hours - 24/7 crypto markets - Holidays (via MarketHolidays library) ✔ Clean, Efficient, Pine v6 Architecture - No deprecated functions - No array overflows - No undefined variables - Defensive programming for unsupported markets - Optimized for performance on lower‑timeframe charts ✔ Visual Clarity & Control - Independent color and visibility toggles - Optional labels showing VWAP values - Smart timestamp anchoring for all VWAP types - Minimal chart clutter with maximum information density Who This Indicator Is For This tool is ideal for traders who rely on VWAP structure for: - Intraday mean‑reversion - Swing anchoring - Multi‑session bias - Institutional level mapping - Crypto VWAP structure where no “session” exists If you use VWAP as a core part of your workflow, this script gives you the flexibility and precision needed for modern multi‑market trading. Notes - This script does not repaint. - All VWAPs are calculated using standard cumulative volume‑weighted methodology. - Custom date VWAP begins at the first bar of the selected date on the chart’s timeframe.
Pine Script® Indikator
von geetarplaya
VWMA 200 (HTF) + Fibonacci BandsVWMA 200 (HTF) + Fibonacci Bands + VWAP Trend Dashboard This indicator combines a Higher Timeframe VWMA (default: 200) with volatility bands and Fibonacci-based internal levels, plus anchored VWAPs (Daily / Weekly / Monthly) and an optional trend dashboard table. It was designed to help you quickly spot: where price is relative to a major HTF VWMA mean whether price is trading in normal / extreme zones how price is positioned versus session/period VWAPs a simple “at-a-glance” trend bias across multiple anchors What’s included 1) VWMA 200 (HTF) VWMA is calculated on a locked timeframe (HTF) using request.security. Default source is HLC3, but you can change the source. 2) Volatility bands + Fibonacci levels The outer bands are based on a scaled standard deviation (mult * stdev) around the HTF VWMA. Internal bands use Fibonacci ratios: 11.8% / 23.6% / 38.2% / 50% / 61.8% / 76.4% / 88.6% / 100% Clean labels on the right side show each level as a percentage. 3) Extreme candle highlighting Candles can be highlighted when the close is beyond the 76.4% band (upper or lower). Helps identify potential stretched conditions / breakout zones. 4) Anchored VWAPs Optional Daily / Weekly / Monthly VWAP (anchored by period change). Optional VWAP labels on the right side (toggle separately). 5) Trend Dashboard Table Optional table showing Bullish / Bearish / Neutral for: VWAP D, VWAP W, VWAP M, and VWMA HTF Displays distance from each reference in points (price units). Includes a Confluence row: Bullish if price is above all references Bearish if price is below all references Mixed otherwise Table position can be customized (Top Right / Top Left / Bottom Right / Bottom Left). How to use (quick guide) Mean reversion / structure: Use the HTF VWMA as the central “mean” reference. Zones: Fibonacci bands show progressively stronger deviation zones from the mean. Extremes: Candle coloring beyond 76.4% can highlight stretched price action. Trend bias: The dashboard helps confirm whether price is aligned above or below key anchors (VWAPs + VWMA HTF). Confluence: When multiple anchors agree, trend conviction tends to be higher. Notes / Disclaimer This tool is intended for context and decision support, not as a standalone strategy. VWAP behavior may differ across markets/sessions depending on symbol and exchange rules. Always combine with your own risk management and confirmation tools.
Pine Script® Indikator
von ggarritano
VWAP Confluence Pro█ OVERVIEW VWAP Confluence Pro is a high-precision trading indicator that combines VWAP with multiple confirmation filters to generate reliable buy and sell signals. Unlike basic VWAP crossover strategies that produce excessive noise, this indicator requires alignment across six independent conditions before triggering a signal, dramatically reducing false entries while capturing high-probability setups. █ FEATURES Multi-Layer Confirmation System The indicator employs a strict confluence approach requiring all of the following conditions to align: - VWAP Cross: Price must cross above (buy) or below (sell) the VWAP line - VWAP Trend: The VWAP itself must be rising for buys or falling for sells, confirming directional bias - Price Trend: A 20-period moving average filter ensures trades align with the prevailing trend - Volume Confirmation: Signals only trigger when volume exceeds 1.5x the 20-bar average, indicating institutional participation - RSI Filter: Buys require RSI between 50-60 (bullish momentum without overbought conditions), sells require 40-50 (bearish momentum without oversold conditions) - MACD Momentum: MACD must confirm directional bias with the MACD line above the signal line for buys, below for sells Signal Cooldown Period A configurable cooldown mechanism (default 10 bars) prevents signal clustering and overtrading by ensuring adequate spacing between alerts. This feature is critical for maintaining discipline and avoiding choppy market conditions. Visual Elements - Purple VWAP Line: The cornerstone of the strategy, plotted with high visibility - Green Up Arrows: Buy signals appear below price candles when all conditions align - Red Down Arrows: Sell signals appear above price candles when all conditions align - Blue Trend MA: A semi-transparent moving average provides visual trend context - Background Shading: Subtle green/red backgrounds indicate when multiple confluence factors are aligned, even without a cross █ HOW TO USE Timeframe Selection This indicator is optimized for intraday trading on 1-minute to 15-minute charts, where VWAP is most effective. It can also be used on hourly charts for swing trade entries or daily charts with appropriate parameter adjustments. Parameter Optimization All key parameters are customizable through the indicator settings: - VWAP Deviation %: Controls sensitivity (default 0.8%). Lower values = stricter signals - Volume Multiplier: Defines volume threshold (default 1.5x). Higher values = stronger volume confirmation required - Trend Filter Length: Moving average period (default 20). Adjust based on your timeframe - Cooldown Period: Minimum bars between signals (default 10). Increase for slower markets - RSI/MACD Settings: Standard values provided, adjust for specific instruments if needed Trading Strategy 1 — Wait for a signal arrow to appear (green for buy, red for sell) 2 — Confirm the background shading supports the signal direction 3 — Enter on the close of the signal candle or the open of the next candle 4 — Set stop loss below/above the recent swing low/high or the VWAP line 5 — Take profit at logical resistance/support levels or when opposing confluence develops Best Practices - Only take long trades when price is above a rising VWAP - Only take short trades when price is below a falling VWAP - Avoid trading during low volume periods (first/last 15 minutes of sessions) - Use the background shading to gauge overall market bias between signals - Consider increasing the cooldown period in choppy or range-bound conditions █ LIMITATIONS - This indicator is designed for trending markets and will produce fewer signals during consolidation periods - The strict confluence requirements mean you may miss some valid moves in exchange for higher signal quality - VWAP resets at the start of each session, making it less reliable on 24-hour markets without session breaks (use anchored VWAP for crypto/forex) - Requires real-time volume data to function properly, less effective on thinly traded instruments - Not suitable for scalping strategies requiring rapid entries, as the cooldown mechanism intentionally limits signal frequency █ NOTES Signal Quality Over Quantity This indicator prioritizes accuracy over frequency. You may only see 1-3 signals per session on lower timeframes, but each signal represents a setup where trend, momentum, and volume are all aligned. This approach is designed to keep you out of low-probability trades and focused on the best opportunities. Customization Encouraged The default parameters provide a solid foundation, but different instruments and timeframes may benefit from optimization. Test the indicator across various settings to find what works best for your specific trading style and markets. ═════════════════════════════════════════════════════════════════════════ This indicator synthesizes best practices from institutional VWAP trading with momentum confirmation from RSI and MACD. By requiring multiple independent factors to align, it filters out the noise common in single-indicator systems and focuses on setups where probability favors directional moves.
Pine Script® Indikator
von mr_redbrenden
Rolling VWAP - Clean Tunnel Bands (Consecutive Fills)Advanced Rolling Volume Weighted Average Price (RVWAP) indicator with 10 standard deviation bands arranged in clean consecutive zones without overlap. Key Features: • Real-time Rolling VWAP calculated over a time-based window (auto or user-defined) • 10 deviation levels: 0.5σ to 5.0σ • "Tunnel" visual effect: very transparent bands near VWAP, progressively more opaque toward extremes • Consecutive fill system (no overlapping fills between bands) • Individual control for each band: toggle visibility + independent transparency slider • Automatic timeframe-based period or custom fixed period (Days/Hours/Minutes) • Minimum bars protection to prevent calculation errors during market gaps and holidays • Optional info box showing current period Ideal for: - Spotting extreme price deviations - Mean reversion strategies - Volatility analysis - Support/resistance zone identification - Clean visual tunnel for better readability Based on TradingView's official "Rolling VWAP" indicator, heavily enhanced with clean consecutive fills and full per-band customization. Recommended default transparency (higher = more transparent): - Inner bands (0.5σ–1.5σ): 93–98 - Middle bands (2.0σ–3.0σ): 77–89 - Outer bands (3.5σ–5.0σ): 32–68 Enjoy and trade responsibly!
Pine Script® Indikator
von RobertoBenedit
Adaptive Pullbacks ML v2.5Adaptive Pullbacks ML - Context-Aware Trend Trading Overview Adaptive Pullbacks ML is a sophisticated trend-following tool that solves the biggest problem in pullback trading: "Is this a dip to buy, or the start of a reversal?" Unlike standard indicators that use fixed percentages or static moving averages, this script uses a 5-Dimensional k-Nearest Neighbors (k-NN) machine learning engine to learn the specific characteristics of successful pullbacks for the asset you are trading. The 5-Dimensional ML Engine The market is dynamic. A pullback depth that works in a low-volatility lunch session might fail during a high-volatility news event. This indicator tracks 5 key dimensions for every pullback: Depth (ATR Normalized): How deep is the pullback relative to volatility? Trend Slope: Is the trend steep (parabolic) or flat (grinding)? ADX: How strong is the directional energy? VWAP Distance: Is price extended or close to value? Time of Day: Is this a morning drive or an afternoon fade? When a new pullback occurs, the k-NN engine finds the 5 most similar historical events across these dimensions and predicts the probability of success. Core Features 1. Fractal Normalization The indicator speaks the language of ATR (Average True Range). It doesn't care if you trade the 15-second chart or the Daily chart. A "1.5 ATR Pullback" is a statistically comparable event across all timeframes, allowing for robust, scale-invariant analysis. 2. HTF Stats Bridge (Higher Timeframe Data) You can trade on lower timeframes (e.g., 1-minute) while using statistics derived from higher timeframes (e.g., 15-minute). This ensures your signals are based on significant market structure, not microstructure noise. 3. Smart Zones The indicator plots dynamic "Value Zones" based on learning: Cyan Zone (Avg Depth): The "Sweet Spot". High probability bounce area. Yellow Zone (Sigma): The "Extension". Price is stretching elastic limits. Red Zone (Deep): The "Danger/Opportunity". Statistical anomaly. 4. PQS & k-NN Filters Two layers of filtering protect your capital: PQS (Probability Qualification Score): Based on raw win-rate of the zone. k-NN Probability: Based on similarity to past winners. Settings Guide Stats Timeframe: The timeframe to learn from (Leave empty for Chart). Trend/Trigger Settings: Define what constitutes a trend for your strategy. k-Neighbors: Number of historical twins to compare (Default: 5). Min PQS / k-NN: Thresholds for filtering weak signals. Disclaimer: This tool is for educational purposes. Past performance of the k-NN engine does not guarantee future results.
Pine Script® Indikator
von Selfsimilarity
1
Adaptive ML VWAP v1.0Overview Adaptive ML VWAP is a next-generation "Smart Indicator" that moves beyond static deviations (Standard Deviation). Instead of assuming market volatility is distributed normally (Bell Curve), this indicator uses a k-Nearest Neighbors (k-NN) machine learning engine to learn the specific volatility behavior of the asset you are trading. It answers the question: "When price extends away from VWAP, how far does it actually go before reversing?" The Adaptive ML Engine This script features a 5-Dimensional ML Engine that tracks every major extension or pullback event. It records: Deviation Depth (Normalized to ATR) Trend Slope (Is the trend steep or flat?) ADX (Trend Strength) VWAP Deviation (Relative Position) Time of Day (Session Context) When a new setup occurs, the k-NN engine instantly searches its memory for the 5 most similar historical events and calculates the probability of success based on what happened last time. Two Strategy Modes You can toggle the logic to suit your trading style: 1. Mean Reversion Mode (Default) "Fade The Move" Goal: Catch price at an exhaustion point returning to VWAP. Signal: Triggers when price touches a Smart Band and reverses back toward the center. k-NN Learning: Learns which conditions favor a snap-back. Best For: Ranging markets, Lunch hours, Choppy sessions. 2. Trend Following Mode "Ride The Move" Goal: Catch breakouts that are launching away from value. Signal: Triggers when price breaks out of the Inner Band (1.0). k-NN Learning: Learns which breakouts tend to extend to the Outer Bands. Best For: Morning Drives, News Events, Strong Trends. Visual Guide The indicator uses a Dynamic Gradient system to visualize risk/reward: Cyan Mist (0.5 - 1.0): The Value Zone. Noise area. Safe for trend entries. Deep Cyan (1.0 - 2.0): The Trend Zone. Price is moving proactively. Orange Glow (2.0 - 3.0): The Danger Zone. Price is statistically overextended. Reversals are highly probable here. "Fractal" Math Unlike standard indicators that break when you change timeframes, Adaptive ML VWAP uses Fractal Normalization. A "2.0 Band" on a 15-second chart means the same statistical extreme as a "2.0 Band" on a 4-hour chart. Auto-Adaptive Lookback: The indicator automatically boosts the ML memory (Lookback) on lower timeframes (seconds/minutes) where more noise requires larger sample sizes, ensuring robust predictions without manual tweaking. Settings Auto-Adapting Lookback: (Default: True) automatically increases Lookback to 100+ for seconds charts and 50+ for minute charts. Lookback (Events): Manual override base value (Default: 100). Strategy Mode: Toggle between Mean Reversion and Trend Following. k-Neighbors: The number of similar past events to structurally compare (Default: 5). Disclaimer: This tool is for educational purposes. Machine learning performance is dependent on market conditions and historical recursion.
Pine Script® Indikator
von Selfsimilarity