Wyckoff Smart Money Pro [MTF]

前天

Wyckoff Smart Money Pro [MTF] detects trading ranges, phases, and events from the Wyckoff method and confirms them with VSA (Volume Spread Analysis), divergence checks, and a composite “smart money” strength index. It generates optional buy/sell signals only when multiple conditions align (phase, VSA, CO strength, effort vs. result, time/volume filters). The dashboard, POC/Value Area, and MTF backdrop help you manage context and risk in real time.

What this indicator does

Wyckoff Smart Money Pro [MTF] is a multi-timeframe Wyckoff tool that:
⦁ Finds accumulation/distribution ranges and tracks Phases A–E.
⦁ Labels Wyckoff events (PS, SC, AR, ST, Spring/Test, SOS, LPS, UTAD, SOW, LPSY, TS…) and VSA patterns (No Demand/Supply, Stopping Volume, Upthrust, etc.).
⦁ Computes a Composite Operator (CO) Strength score from price/volume behavior to approximate “smart money” bias.
⦁ Adds divergence, effort vs. result, and a volume profile (POC & 70% value area) inside the detected range.
⦁ Provides buy/sell signals only when a configurable confluence is present (events + VSA + CO + EVR + phase + filters).
⦁ Supports MTF context (with a safe HTF resolver and fallbacks) and an Info Dashboard to summarize the current state.

It is designed to make the Wyckoff workflow visual and rules-based without promising results or automating decisions.

How it works (methods & calculations)

1) Range & Phase model
⦁ A sliding lookback searches for a valid range (recent highest high/lowest low), requiring width within 2–10× ATR(14) and a minimum bar count inside the bounds.
⦁ Once a range is active, the script derives Creek/Ice/Mid/Quartiles and classifies bars into Wyckoff Phases A–E using event recency (barssince) and where price sits relative to the range.
⦁ The background color reflects the current Phase; optional MTF events (from the chosen HTF) tint the background lightly for higher-timeframe context.

2) Wyckoff & VSA event engine
⦁ Events include PS, SC, AR, ST, Spring, Test, SOS, LPS, PSY, BC, UTAD, SOW, LPSY, TS, plus minor/multiple variants and Creek/Ice jumps.
⦁ VSA patterns detect No Demand/No Supply, Stopping Volume, Buying/Selling Climax, Upthrust/Pseudo Upthrust, Bag Holding, Shake-Out, Volume Dry-Up, etc., from spread vs. average spread and volume vs. average volume with tunable thresholds.

3) Smart-money (CO) Strength
⦁ CO Strength (0–100) blends: relative volume on up/down bars, professional accumulation/distribution, no-supply/no-demand, stopping volume, Springs/UTADs and Tests, SOS/SOW, price’s position inside the range, and volume-delta vs. its MA.
⦁ Persistent accumCount / distCount counters smooth temporary noise.

4) Divergence & Effort-vs-Result
⦁ Price vs. cum volume-delta divergence highlights weakening pushes.
⦁ EVR flags “High effort / no result” and potential Bullish/Bearish reversals, or “Low effort / high result” moves that are often unsustainable.

5) Volume Profile (inside range)
⦁ A 50-bin profile accumulates volume across the detected range to derive POC, VAH/VAL (70% value area). Lines update as the active range evolves.

6) Multi-Timeframe (MTF) safety
⦁ getHTF() converts your multiplier to a valid Pine timeframe string (e.g., 60, 240, 2D, 1W), and the script falls back to current timeframe values if an HTF request returns na.
⦁ If you enter a Custom HTF, it must be strictly higher than the chart’s timeframe (validated at runtime).

7) Signals & risk model
⦁ Signals are not tied to any single pattern. A buy may require Spring/Test/Shake-out/Creek Jump or SOS plus confirmation (VSA, CO>60, Phase C/D, divergence/EVR context).
⦁ Sell is symmetrical (UTAD/Failed Spring/SOW/Ice Jump + VSA + CO<40 + Phase C/D).
⦁ Minimum confidence is configurable; SL/TP and R:R lines are drawn from range edges or recent bar extremes.
⦁ Filters: trading hours, weekend avoidance, and a minimum volume threshold (relative to average) are available to suppress low-quality contexts.
⦁ Alerts include all major events, divergences, structure/phase changes, and the gated Buy/Sell signals (with a cooldown to reduce alert spam).

Inputs (key ones you’ll actually use)
⦁ Display Settings: toggle ranges, phases, events, VSA, signals, dashboard.
⦁ MTF: Enable HTF, set Multiplier or a Custom HTF (must be higher than current).
⦁ Range Detection: period / min bars / pivot strength.
⦁ VSA: volume sensitivity & climax multiplier.
⦁ Signal Settings: minimum confidence, risk/reward labels.
⦁ Advanced Filters: trading hours, weekend avoidance, and Min Volume Filter (× avg).
⦁ Colors: phase backgrounds, structure colors, and line styling.

How to use (practical flow)
1. Choose a symbol & timeframe you normally analyze (e.g., 5–60m for entries, 4H/D for context).
2. If using MTF, pick a multiplier (e.g., 5×) or a Custom HTF (e.g., 240/4H).
3. Wait for a range to form; watch Phase and CO Strength on the Dashboard.
4. When events (e.g., Spring/Test in Phase C or UTAD in distribution) appear with favorable VSA, CO, EVR, and volume/time filters, consider the signal and review R:R lines.
5. Use POC/VA and Creek/Ice/Mid as structure references; manage risk around the range edge that generated the setup.

On-chart legend (what the letters mean)

Wyckoff events (labels)
⦁ PS Preliminary Support, SC Selling Climax, AR Automatic Rally, ST Secondary Test
⦁ Spring Spring; Test Test of Spring
⦁ SOS Sign of Strength; LPS Last Point of Support
⦁ PSY Preliminary Supply, BC Buying Climax
⦁ UTAD Upthrust After Distribution; SOW Sign of Weakness; LPSY Last Point of Supply
⦁ TS Terminal Shakeout; MS Multiple Spring
⦁ CJ Creek Jump; IJ Ice Jump
⦁ mSOS / mSOW Minor Sign of Strength/Weakness

VSA patterns (tiny labels)
⦁ ND No Demand, NS No Supply, SV Stopping Volume, BC/SC Buying/Selling Climax
⦁ PA/PD Professional Accumulation/Distribution, BH Bag Holding, DU Volume Dry-Up
⦁ SO Shake-Out, TS Test for Supply (VSA test), UT Upthrust, PUT Pseudo Upthrust

Other visuals
⦁ Range box with Creek (upper third), Ice (lower third), Mid, Quartiles
⦁ POC/VAH/VAL: yellow solid (POC), purple dotted (value area)
⦁ VWAP and Dynamic S/R (stepline)
⦁ Green/Red triangles: gated Buy/Sell signals (only if min confidence & filters are met)
⦁ Risk label near the triangle: confidence /10 and R:R

Alerts included
⦁ Core events (Spring/Test/UTAD/SOS/SOW/TS), secondary events (SC/AR/BC/LPS/LPSY), VSA patterns, EVR states, Hidden Accumulation/Distribution, HTF events, Divergences, Phase/Structure changes, and the constrained Buy/Sell signals with a cooldown.

Notes, limits & best practices
⦁ This is not a buy/sell system; it’s a context & confirmation tool. Combine with your plan, risk limits, and execution criteria.
⦁ Long, illiquid, or news-driven bars can distort volume/spread logic; filters help but cannot eliminate this.
⦁ For MTF, if an exchange doesn’t support a specific HTF, the script falls back safely to current TF values to avoid na-propagation.
⦁ Dashboard rows/size/position are user-configurable to keep charts uncluttered.

Changelog (what’s new in this version)
⦁ MTF safety & validation (Custom HTF must be above current; graceful fallbacks for request.security() na results).
⦁ Performance caching for close position & up/down bar flags; drawing cleanup to stay under label/line limits.
⦁ Volume Profile upgraded to 50 bins; VA algorithm adjusted accordingly.
⦁ Signal gating with time/day/volume filters and alert cooldown to reduce noise.
⦁ Bug guards for parameter conflicts (e.g., rangeMinBars cannot exceed rangePeriod).

Disclaimer
This script is for educational and research purposes only and does not constitute financial advice or a recommendation to buy or sell any asset. Market risk is real; always test on a demo and trade at your own discretion.

昨天

版本注释

Wyckoff Smart Money Pro [MTF] | Update Highlights

⦁ Customizable dashboard: position, size, rows, transparency, optional border.
⦁ MTF overhaul: multiplier or custom HTF, with safer request.security fallbacks and HTF event background shading (Spring/UTAD/SOS/SOW).
⦁ Validation & stability: input checks for HTF and range params to prevent bad configs.
⦁ Performance cache: per-bar caching of close position/up/down flags for smoother runtime.
⦁ Volume Profile upgrade: 50-bin profile with improved POC & Value Area (VAH/VAL) calculations and lines.
⦁ Risk module: new Stop Loss type = Creek/Ice (tighter SL option) + separate SL/TP lines for sell signals.
⦁ Signals/alerts: cooldown to avoid duplicate pings, plus trading-hours, weekend, and min-volume filters on final signals.
⦁ UI polish: cleaner labels showing Confidence and live R:R on entries.

21小时前

版本注释

Major Update: Multi-Target Take Profit System

New Features Added:
⦁ Multiple Take Profit Levels: Choose between 1, 2, or 3 profit targets with customizable position sizing.
⦁ Wyckoff-Aligned Targets: TP1 at Ice/Creek levels (33%), TP2 at Creek/Ice (66%), TP3 at range boundaries (100%).
⦁ Flexible Stop Loss Options: Toggle between Range-based or tighter Creek/Ice stop losses for better risk management.
⦁ Visual TP Display: Each target shown with distinct line styles - solid (TP1), dashed (TP2), dotted (TP3).
⦁ Position Management: Default 50%/30%/20% split across targets, fully customizable.

How It Works:
The system intelligently places targets at key Wyckoff structural levels where smart money typically acts. When ranges aren't defined, it falls back to risk-based ratios (1.5:1, 2.5:1, 4:1). This allows traders to lock in partial profits at high-probability levels while letting winners run to full Wyckoff cycle completion.

Settings:
⦁ Number of Targets: 1-3
⦁ Stop Loss Type: Range or Creek/Ice
⦁ TP1/TP2 Position %: Customizable

Perfect for traders who want professional-grade position management aligned with classic Wyckoff methodology.