Rumiancev Reaction ZonesRumiancev Reaction Zones
Rumiancev Reaction Zones (RRZ) is a clean, non-signal overlay that highlights potential reaction areas — places where price often slows down, bounces, or becomes stretched relative to the current market range.
RRZ is NOT a trading bot. It does not provide guaranteed entries/exits. Use it as a context tool alongside your own confirmation (structure, trend bias, momentum/volume, etc.).
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WHAT IS DRAWN ON THE CHART
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🔵 Blue Zone • Buy Area (Filled Band)
A lower reaction band (“discount / downside stretch”).
• Upper edge: Blue Zone • Buy Area (blue line)
• Lower edge: Blue Zone • Lower Band (hidden band edge)
When price enters this band, reactions become more likely (bounces, stabilization, reclaim moves).
🟠 Orange Zone • Sell Area (Filled Band)
An upper reaction band (“stretch / upside extension”).
• Lower edge: Orange Zone • Sell Area (orange line)
• Upper edge: Orange Zone • Upper Band (hidden band edge)
When price reaches this band, pauses, pullbacks, or distribution can appear.
⚪ Guide Line (Gray)
A neutral reference line inside the structure. Helps to judge whether price is closer to “discount” (Blue side) or “stretch” (Orange side).
🟢 Deep Line (Green) — Aggressive Context (NOT a zone)
A deeper downside reference line (green), not a filled band.
If price reaches it, conditions are typically more volatile and risk is higher. Treat it as a high-risk context line, not an automatic entry.
🔴 Orange Extreme (Red) — High Extension (NOT a zone)
A high-extension reference line above the Orange Zone. Often used as a strong risk-reduction context after extended upside moves.
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HOW TO USE RRZ (PRACTICAL FRAMEWORK)
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1) Blue Zone approach (potential entries)
• When price enters the Blue Zone , wait for confirmation first (rejection wick, reclaim back above the zone edge, local structure holding).
• Consider scaling in gradually rather than entering full size at once.
• If price continues deeper toward the green Deep Line , treat it as higher risk and act only if your plan and risk limits allow it.
2) Orange Zone approach (potential exits)
• When price reaches the Orange Zone , many traders consider partial risk reduction (scale out, protect profit, tighten stops).
• Near the red Orange Extreme line, many traders consider stronger risk reduction (up to closing most/all), especially after impulsive runs.
IMPORTANT: RRZ marks areas , not entries. Always define invalidation (stop/idea failure point) and position size before acting.
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CONFIRMATION IDEAS (SIMPLE)
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• Rejection wicks / reclaim back above a zone edge
• Break & retest of local structure
• Momentum/volume shift you personally trust
• Alignment with higher-timeframe direction
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SETTINGS
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• Depth → sensitivity (lower = more reactive, higher = steadier)
• Smoothness → adaptation speed (lower = faster, higher = smoother)
• Zone Width → thickness of the Blue/Orange fills (visual width)
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EXAMPLES (CHART IMAGES)
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Example 1 — Orange Zone reaction (Daily)
Price pushes into the Orange Zone (stretch area), then cools off and rotates lower. RRZ helps visualize this as a place to watch for rejection or profit-taking context.
Example 2 — Repeated cycles (Daily)
Multiple cycles where touches into the Orange Zone often coincide with pauses/pullbacks, while dips into the Blue Zone tend to act as reaction areas during corrections.
Example 3 — Blue Zone reaction after a sell-off (4H)
A sharp move pushes price into the Blue Zone , followed by stabilization and reaction. The Orange Zone remains overhead as the next upside stretch region to monitor.
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NOTES
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• Zones are dynamic and update as new market data forms.
• No future-looking data (“lookahead”) is used.
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DISCLAIMER
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This script is for educational and informational purposes only and is not financial advice. Trading involves risk. No indicator can guarantee results.
Range
Breakout Open Range (ORB) v3.3This is an advanced version of the classic Open Range Breakout (ORB) strategy, designed for precision and ease of use. It automatically identifies the initial volatility range of a trading session (e.g., London or New York Open) and projects clear Breakout and Take Profit levels.
v3.3 Update: Optimized for a cleaner chart and easier configuration.
KEY FEATURES:
1. User-Friendly Time Input:
No more typing complicated session strings! Now you can simply select the Start Hour/Minute and End Hour/Minute using easy number fields in the settings.
2. Clean Chart Logic (New):
The indicator now automatically resets all lines at the start of a new day. The chart remains completely empty until your defined start time (e.g., 15:30), preventing old levels from cluttering the pre-market view.
3. 1:1 Take Profit:
Automatically calculates and plots a Take Profit level based on a 1:1 Risk/Reward ratio relative to the range size.
*Note:* TP lines appear only AFTER the range formation is complete to maintain visual clarity.
4. Dynamic Price Labels:
Displays exact price levels on the right side of the chart for:
- Entry (Long/Short)
- Stop Loss positions
- Take Profit targets
- Total Range Size
HOW IT WORKS:
1. Define your Open Range time in the settings (e.g., 15:30 to 16:15).
2. The script draws the High and Low of this period.
3. Wait for a candle to close outside the range:
- Breakout Above = Long Signal (Target: Blue Upper Line)
- Breakout Below = Short Signal (Target: Blue Lower Line)
SETTINGS:
- Timezone & Session Hours (simple number inputs)
- Toggle visibility for Lines, Background, TP, and Labels
- Fully customizable colors
Perfect for day traders looking for an objective, automated way to trade the opening bell volatility.
Market Regime | NY Session Killzones Indicator [ApexLegion]Market Regime | NY Session Killzones Indicator
Introduction and Theoretical Background
The Market Regime | NY Session Killzones indicator is designed exclusively for New York market hours (07:00-16:00 ET). Unlike universal indicators that attempt to function across disparate global sessions, this tool employs session-specific calibration to target the distinct liquidity characteristics of the NY trading day: Pre-Market structural formation (08:00-09:30), the Morning breakout window (09:30-12:00), and the Afternoon Killzone (13:30-16:00)—periods when institutional order flow exhibits the highest concentration and most definable technical structure. By restricting its operational scope to these statistically significant time windows, the indicator focuses on signal relevance while filtering the noise inherent in lower-liquidity overnight or extended-hours trading environments.
I. TECHNICAL RATIONALE: THE PRINCIPLE OF CONTEXTUAL FUSION
1. The Limitation of Acontextual Indicators
Traditional technical indicators often fail because they treat every bar and every market session equally, applying static thresholds (e.g., RSI > 70) without regard for the underlying market structure or liquidity environment. However, institutional volume and market volatility are highly dependent on the time of day (session) and the prevailing long-term risk environment.
This indicator was developed to address this "contextual deficit" by fusing three distinct yet interdependent analytical layers:
• Time and Structure (Macro): Identifying high-probability trading windows (Killzones) and critical structural levels (Pre-Market Range, PDH/PDL).
• Volatility and Scoring (Engine): Normalizing intraday momentum against annual volatility data to create an objective, statistically grounded AI Score.
• Risk Management (Execution): Implementing dynamic, volatility-adjusted Stop Loss (SL) and Take Profit (TP) parameters based on the Average True Range (ATR).
2. The Mandate for 252-Day Normalization (Z-Score)
What makes this tool unique is its 252-day Z-Score normalization engine that transforms raw momentum readings into statistically grounded probability scores, allowing the same indicator to deliver consistent, context-aware signals across any timeframe—from 1-minute scalping to 1-hour swing trades—without manual recalibration.
THE PROBLEM OF SCALE INVARIANCE
A high Relative Strength Index (RSI) reading on a 1-minute chart has a completely different market implication than a high RSI reading on a Daily chart. Simple percentage-based thresholds (like 70 or 30) do not provide true contextual significance. A sudden spike in momentum may look extreme on a 5-minute chart, but if it is statistically insignificant compared to the overall volatility of the last year, it may be a poor signal.
THE SOLUTION: CROSS-TIMEFRAME Z-SCORE NORMALIZATION
This indicator utilizes the Pine Script function request.security to reference the Daily timeframe for calculating the mean (μ) and standard deviation (σ) of a momentum oscillator (RSI) over the past 252 trading days (one year).
The indicator then calculates the Z-Score (Z) for the current bar's raw momentum (x): Z = (x - μ) / σ
Core Implementation: float raw_rsi = ta.rsi(close, 14) // x
= request.security(syminfo.tickerid, "D",
, // σ (252 days)
lookahead=barmerge.lookahead_on)
float cur_rsi_norm = d_rsi_std != 0 ? (raw_rsi - d_rsi_mean) / d_rsi_std : 0.0 // Z
This score provides an objective measurement of current intraday momentum significance by evaluating its statistical extremity against the yearly baseline of daily momentum. This standardized approach provides the scoring engine with consistent, global contextual information, independent of the chart's current viewing timeframe.
II. CORE COMPONENTS AND TECHNICAL ANALYSIS BREAKDOWN
1. TIME AND SESSION ANALYSIS (KILLZONES AND BIAS)
The indicator visually segments the trading day based on New York (NY) trading sessions, aligning the analysis with periods of high institutional liquidity events.
Pre-Market (PRE)
• Function: Defines the range before the core market opens. This range establishes structural support and resistance levels (PMH/PML).
• Technical Implementation: Uses a dedicated Session input (ny_pre_sess). The High and Low values (pm_h_val/pm_l_val) within this session are stored and plotted for structural reference.
• Smart Extension Logic: PMH/PML lines are automatically extended until the next Pre-Market session begins, providing continuous support/resistance references overnight.
NY Killzones (AM/PM)
• Function: Highlights high-probability volatility windows where institutional liquidity is expected to be highest (e.g., NY open, lunch, NY close).
• Technical Implementation: Separate session inputs (kz_ny_am, kz_ny_pm) are utilized to draw translucent background fills, providing a clear visual cue for timing.
Market Regime Bias
• Function: Determines the initial directional premise for the trading day. The bias is confirmed when the price breaks either the Pre-Market High (PMH) or the Pre-Market Low (PML).
• Technical Implementation: Involves the comparison of the close price against the predefined structural levels (check_h for PMH, check_l for PML). The variable active_bias is set to Bullish or Bearish upon confirmed breakout.
Trend Bar Coloring
• Function: Applies a visual cue to the bars based on the established regime (Bullish=Cyan, Bearish=Red). This visual filter helps mitigate noise from counter-trend candles.
• Technical Implementation: The Pine Script barcolor() function is tied directly to the value of the determined active_bias.
2. VOLATILITY NORMALIZED SCORING ENGINE
The internal scoring mechanism accumulates points from multiple market factors to determine the strength and validity of a signal. The purpose is to apply a robust filtering mechanism before generating an entry.
The score accumulation logic is based on the following factors:
• Market Bias Alignment (+3 Points): Points are awarded for conformance with the determined active_bias (Bullish/Bearish).
• VWAP Alignment (+2 Points): Assesses the position of the current price relative to the Volume-Weighted Average Price (VWAP). Alignment suggests conformity with the average institutional transaction price.
• Volume Anomaly (+2 Points): Detects a price move accompanied by an abnormally high relative volume (odd_vol_spike). This suggests potential institutional participation or significant order flow.
• VIX Integration (+2 Points): A score derived from the CBOE VIX index, assessing overall market stability and stress. Stable VIX levels add points, while high VIX levels (stress regimes) remove points or prevent signal generation entirely.
• ML Probability Score (+3 Points): This is the core predictive engine. It utilizes a Log-Manhattan Distance Kernel to compare the current market state against historical volatility patterns. The script implements a Log-linear distance formula (log(1 + |Δ|) ). This approach mathematically dampens the impact of extreme volatility spikes (outliers), ensuring that the similarity score reflects true structural alignment rather than transient market noise.
Core Technical Logic (Z-Score Normalization)
float cur_rsi_norm = d_rsi_std != 0 ? (raw_rsi - d_rsi_mean) / d_rsi_std : 0.0
• Technical Purpose: This line calculates the Z-Score (cur_rsi_norm) of the current momentum oscillator reading (raw_rsi) by normalizing it against the mean (d_rsi_mean) and standard deviation (d_rsi_std) derived from 252 days of Daily momentum data. If the standard deviation is zero (market is perfectly flat), it safely returns 0.0 to prevent division by zero runtime errors. This allows the AI's probability score to be based on the current signal's significance within the context of the entire trading year.
3. EXECUTION AND RISK MANAGEMENT (ATR MODEL)
The indicator utilizes the Average True Range (ATR) volatility model. This helps risk management scale dynamically with market volatility by allowing users to define TP/SL distances independently based on the current ATR.
Stop Loss Multiplier (sl_mult)
• Function: Sets the Stop Loss (SL) distance as a configurable multiple of the current ATR (e.g., 1.5 × ATR).
• Technical Logic: The price level is calculated as: last_sl_price := close - (atr_val * sl_mult). The mathematical sign is reversed for short trades.
Take Profit Multiplier (tp_mult)
• Function: Sets the Take Profit (TP) distance as a configurable multiple of the current ATR (e.g., 3.0 × ATR).
• Technical Logic: The price level is calculated as: last_tp_price := close + (atr_val * tp_mult). The mathematical sign is reversed for short trades.
Structural SL Option
• Function: Provides an override to the ATR-based SL calculation. When enabled, it forces the Stop Loss to the Pre-Market High/Low (PMH/PML) level, aligning the stop with a key institutional structural boundary.
• Technical Logic: The indicator checks the use_struct_sl input. If true, the calculated last_sl_price is overridden with either pm_h_val or pm_l_val, dependent on the specific trade direction.
Trend Continuation Logic
• Function: Enables signal generation in established, strong trends (typically in the Afternoon session) based on follow-through momentum (a new high/low of the previous bar) combined with a high Signal Score, rather than exclusively relying on the initial PMH/PML breakout.
• Technical Logic: For a long signal, the is_cont_long logic specifically requires checks like active_bias == s_bull AND close > high , confirming follow-through momentum within the established regime.
Smart Snapping & Cleanup (16:00 Market Close)
• Function: To maintain chart cleanliness, all trade boxes (TP/SL), AI Prediction zones, Killzone overlays (NY AM/PM), and Liquidity lines (PDH/PDL) are automatically "snapped" and cut off precisely at 16:00 NY Time (Market Close).
• Technical Logic: When is_market_close condition is met (hour == 16 and minute == 0), the script executes cleanup logic that:
◦ Closes active trades and evaluates final P&L
◦ Snaps all TP/SL box widths to current bar
◦ Truncates AI Prediction ghost boxes at market close
◦ Cuts off NY AM/PM Killzone background fills
◦ Terminates PDH/PDL line extensions
◦ Prevents visual clutter from extending into post-market sessions
4. LIQUIDITY AND STRUCTURAL ANALYSIS
The indicator plots key structural levels that serve as high-probability magnet zones or areas of potential liquidity absorption.
• Pre-Market High/Low (PMH/PML): These are the high and low established during the configured pre-market session (ny_pre_sess). They define the primary structural breakout level for the day, often serving as the initial market inflection point or the key entry level for the morning session.
• PDH (Previous Day High): The high of the calendar day immediately preceding the current bar. This represents a key Liquidity Pool; large orders are often placed above this level, making it a frequent target for stop hunts or liquidity absorption by market makers.
• PDL (Previous Day Low): The low of the calendar day immediately preceding the current bar. This also represents a key Liquidity Pool and a high-probability reversal or accumulation point, particularly during the Killzones.
FIFO Array Management
The indicator uses FIFO (First-In-First-Out) array structures to manage liquidity lines and labels, automatically deleting the oldest objects when the count exceeds 500 to comply with drawing object limits.
5. AI PREDICTION BOX (PREDICTIVE MODEL)
Function: Analyzes AI scores and volatility to project predicted killzone ranges and duration with asymmetric directional bias.
A. DIRECTIONAL BIAS (ASYMMETRIC EXPANSION)
The prediction model calculates directional probability using the ML kernel's 252-day Normalized RSI (Z-Score) and Relative Volume (RVOL). The prediction box dynamically adjusts its range based on this probability to provide immediate visual feedback on high-probability direction.
Bullish Scenario (ml_prob > 1.0):
• Upper Range: Expands significantly (1.5x multiplier) to show the aggressive upside target
• Lower Range: Tightens (0.5x multiplier) to show the invalidation level
• Visual Intent: The box is visibly skewed upward, immediately communicating bullish bias without requiring numerical analysis.
Bearish Scenario (ml_prob < -1.0):
• Upper Range: Tightens (0.5x multiplier) to show the invalidation level
• Lower Range: Expands significantly (1.5x multiplier) to show the aggressive downside target
• Visual Intent: The box is visibly skewed downward, immediately communicating bearish bias.
Neutral Scenario (-1.0 < ml_prob < 1.0):
Both ranges use balanced multipliers, creating a symmetrical box that indicates uncertainty.
B. DYNAMIC VOLATILITY BOOSTER (SESSION-BASED ADAPTATION)
The prediction box adjusts its volatility multiplier based on the current session and market conditions to account for intraday volatility patterns.
AM Session (Morning: 07:00-12:00):
• Base Multiplier: 1.0x (Neutral Base)
• Logic: Morning sessions often contain false breakouts and noise. The base multiplier starts neutral to avoid over-projecting during consolidation.
• Trend Booster: Multiplier jumps to 1.5x when:
Price > London Session Open AND AI is Bullish (ml_prob > 0), OR
Price < London Session Open AND AI is Bearish (ml_prob < 0)
• Logic: When the London trend (typically 03:00-08:00 NY time) aligns with the AI model's directional conviction, the indicator aggressively targets higher volatility expansion. This filters for "institutional follow-through" rather than random morning chop.
PM Session (Afternoon: 13:00-16:00):
• Fixed Multiplier: 1.8x
• Logic: The PM session, particularly the 13:30-16:00 ICT Silver Bullet window, often contains the "True Move" of the day. A higher baseline multiplier is applied to emphasize this session's significance over morning noise.
Safety Floor:
A minimum range of 0.2% of the current price is enforced regardless of volatility conditions.
• Purpose: Maintains the prediction box visibility during extreme low-volatility consolidation periods where ATR might collapse to near-zero values.
Volatility Clamp Protection:
Maximum volatility is capped at three times the current ATR value. During flash crashes, circuit breaker halts, or large overnight gaps, raw volatility calculations can spike to extreme levels. This clamp prevents prediction boxes from expanding to unrealistic widths.
Technical Implementation:
f_get_ai_multipliers(float _prob) =>
float _abs_prob = math.abs(_prob)
float _range_mult = 1.0
float _dur_mult = 1.0
if _abs_prob > 30
_range_mult := 1.8
else if _abs_prob > 10
_range_mult := 1.2
else
_range_mult := 0.7
C. PRACTICAL INTERPRETATION
• Wide Upper Range + Tight Lower Range: Strong bullish conviction. The model expects significant upside with limited downside risk.
• Tight Upper Range + Wide Lower Range: Strong bearish conviction. The model expects significant downside with limited upside.
• Symmetrical Range: Neutral/uncertain market. Wait for directional confirmation before entry.
• Large Box (Extended Duration): High-confidence prediction expecting sustained movement.
• Small Box (Short Duration): Low-confidence or choppy conditions. Expect quick resolution.
III. PRACTICAL USAGE GUIDE: METHODOLOGY AND EXECUTION
A. ESTABLISHING TRADING CONTEXT (THE THREE CHECKS)
The primary goal of the dashboard is to filter out low-probability trade setups before they occur.
• Timeframe Selection: Although the core AI is normalized to the Daily context, the indicator performs optimally on intraday timeframes (e.g., 5m, 15m) where session-based volatility is most pronounced.
• PHASE Check (Timing): Always confirm the current phase. The highest probability signals typically occur within the visually highlighted NY AM/PM Killzones because this is when institutional liquidity and volume are at their peak. Signals outside these zones should be treated with skepticism.
• MARKET REGIME Check (Bias): Ensure the signal (BUY/SELL arrow) aligns with the established MARKET REGIME bias (BULLISH/BEARISH). Counter-bias signals are technically allowed if the score is high, but they represent a higher risk trade.
• VIX REGIME Check (Risk): Review the VIX REGIME for overall market stress. Periods marked DANGER (high VIX) indicate elevated volatility and market uncertainty. During DANGER regimes, reducing position size or choosing a wider SL Multiplier is advisable.
B. DASHBOARD INTERPRETATION (THE REAL-TIME STATUS DISPLAY)
The indicator features a non-intrusive dashboard that provides real-time, context-aware information based on the core analytical engines.
PHASE: (PRE-MARKET, NY-AM, LUNCH, NY-PM)
• Meaning: Indicates the current institutional session time. This is derived from the customizable session inputs.
• Interpretation: Signals generated during NY-AM or NY-PM (Killzones) are generally considered higher-probability due to increased institutional participation and liquidity.
MARKET REGIME: (BULLISH, BEARISH, NEUTRAL)
• Meaning: The established directional bias for the trading day, confirmed by the price breaking above the Pre-Market High (PMH) or below the Pre-Market Low (PML).
• Interpretation: Trading with the established regime (e.g., taking a BUY signal when the regime is BULLISH) is the primary method. NEUTRAL indicates that the PMH/PML boundary has not yet been broken, suggesting market ambiguity.
VIX REGIME: (STABLE, DANGER)
• Meaning: A measure of overall market stress and stability, based on the CBOE VIX index integration. The thresholds (20.0 and 35.0 default) are customizable by the user.
• Interpretation: STABLE indicates stable volatility, favoring momentum trades. DANGER (VIX > 35.0) indicates extreme stress; signals generated in this environment require caution and often necessitate smaller position sizing.
SIGNAL SCORE: (0 to 10+ Points)
• Meaning: The accumulated score derived from the VOLATILITY NORMALIZED AI SCORING ENGINE, factoring in bias, VWAP alignment, volume, and the Z-Score probability.
• Interpretation: The indicator generates a signal when this score meets or exceeds the Minimum Entry Score (default 3). A higher score (e.g., 7+) indicates greater statistical confluence and a stronger potential entry.
AI PROBABILITY: (Bull/Bear %)
• Meaning: Directional probability derived from the ML kernel, expressed as a percentage with Bull/Bear label.
• Interpretation: Higher absolute values (>20%) indicate stronger directional conviction from the ML model.
LIVE METRICS SECTION:
• STATUS: Shows current trade state (LONG, SHORT, or INACTIVE)
• ENTRY: Displays the entry price for active trades
• TARGET: Shows the calculated Take Profit level
• ROI | KILL ZONE:
◦ For Active Trades: Displays real-time P&L percentage during NY session hours.
◦ At Market Close (16:00 NY): Since this is a NY session-specific indicator, any active position is automatically evaluated and closed at 16:00. The final result (VALIDATED or INVALIDATED) is determined based on whether the trade reached profit or loss at market close.
◦ Result Persistence: The killzone result (VALIDATED/INVALIDATED) remains displayed on the dashboard until the next NY AM KILLZONE session begins, providing a clear performance reference for the previous trading day.
Note: If a trade is still trending at 16:00, it will be force-closed and evaluated at that moment, as the indicator operates strictly within NY trading hours.
C. SIGNAL GENERATION AND ENTRY LOGIC
The indicator generates signals based on two distinct technical setups, both of which require the accumulated SIGNAL SCORE to be above the configured Minimum Entry Score.
Breakout Entry
• Trigger Condition: Price closes beyond the Pre-Market High (PMH) or Low (PML).
• Rationale: This setup targets the initial directional movement for the day. A breakout confirms the institutional bias by decisively breaking the first major structural boundary, making the signal high-probability.
Continuation Entry
• Trigger Condition: The market is already in an established regime (e.g., BULLISH), and the price closes above the high (or below the low) of the previous bar, while the SIGNAL SCORE remains high. Requires the Allow Trend Continuation parameter to be active.
• Rationale: This setup targets follow-through trades, typically in the afternoon session, capturing momentum after the morning's direction has been confirmed. This filters for sustainability in the established trend.
Execution: Execute the trade immediately upon the close of the bar that prints the BUY or SELL signal arrow.
D. MANAGING RISK AND EXITS
1. RISK PARAMETER SELECTION
The indicator immediately draws the dynamic TP/SL zones upon entry.
• Volatility-Based (Recommended Default): By setting the SL Multiplier (e.g., 1.5) and the TP Multiplier (e.g., 3.0), the indicator enforces a constant, dynamically sized risk-to-reward ratio (e.g., 1:2 in this example). This helps that risk management scales proportionally with the current market volatility (ATR).
• Structural Override: Selecting the Use Structural SL parameter fixes the stop-loss not to the ATR calculation, but to the more significant structural level of the PMH or PML. This is utilized by traders who favor institutional entry rules where the stop is placed behind the liquidity boundary.
2. EXIT METHODS
• Hard Exit: Price hits the visual TP or SL box boundary.
• Soft Exit (Momentum Decay Filter): If the trade is active and the SIGNAL SCORE drops below the Exit Score Threshold (default 3), it indicates that the momentum supporting the trade has significantly collapsed. This serves as a momentum decay filter, prompting the user to consider a manual early exit even if the SL/TP levels have not been hit, thereby preserving capital during low-momentum consolidation.
• Market Close Auto-Exit: At 16:00 NY time, any active trade is automatically closed and classified as VALIDATED (profit) or INVALIDATED (loss) based on current price vs. entry price.
IV. PARAMETER REFERENCE AND CONFIGURATION
A. GLOBAL SETTINGS
• Language (String, Default: English): Selects the language for the dashboard and notification text. Options: English, Korean, Chinese, Spanish, Portuguese, Russian, Ukrainian, Vietnamese.
B. SESSION TIMES (3 BOX SYSTEM)
• PRE-MARKET (Session, Default: 0800-0930): Defines the session range used for Pre-Market High/Low (PMH/PML) structural calculation.
• REGULAR (Morning) (Session, Default: 0930-1200): Defines the core Morning trading session.
• AFTERNOON (PM) (Session, Default: 1300-1600): Defines the main Afternoon trading session.
• Timezone (String, Default: America/New_York): Sets the timezone for all session and time-based calculations.
C. NY KILLZONES (OVERLAYS)
• Show NY Killzones (Bool, Default: True): Toggles the translucent background fills that highlight high-probability trading times (Killzones).
• NY AM Killzone (Session, Default: 0700-1000): Defines the specific time window for the first key liquidity surge (Open overlap).
• NY PM Killzone (Session, Default: 1330-1600): Defines the afternoon liquidity window, aligned with the ICT Silver Bullet and PM Trend entry timing.
• Allow Entry in Killzones (Bool, Default: True): Enables or disables signal generation specifically during the defined Killzone hours.
• Activate AI Prediction Box (Bool, Default: True): Toggles the drawing of the predicted target range boxes on the chart.
D. CORE SCORING ENGINE
• Minimum Entry Score (Int, Default: 3): The lowest accumulated score required for a Buy/Sell signal to be generated and plotted.
• Allow Trend Continuation (Bool, Default: True): Enables the secondary entry logic that fires signals based on momentum in an established trend.
• Force Ignore Volume (Bool, Default: False): Overrides the volume checks in the scoring engine. Useful for markets where volume data is unreliable or nonexistent.
• Force Show Signals (Ignore Score) (Bool, Default: False): Debug mode that displays all signals regardless of score threshold.
• Integrate CBOE:VIX (Bool, Default: True): Enables the connection to the VIX index for market stress assessment.
• Stable VIX (<) (Float, Default: 20.0): VIX level below which market stress is considered low (increases score).
• Stress VIX (>) (Float, Default: 35.0): VIX level above which market stress is considered high (decreases score/flags DANGER).
• Use ML Probability (Bool, Default: True): Activates the volatility-normalized AI Z-Score kernel. Disabling this removes the cross-timeframe normalization filter.
• Max Learning History (Int, Default: 2000): Maximum number of bars stored in the ML training arrays.
• Normalization Lookback (252 Days) (Int, Default: 252): The number of DAILY bars used to calculate the Z-Score mean and standard deviation (representing approximately 1 year of data).
E. RISK MANAGEMENT (ATR MODEL)
• Use Structural SL (Bool, Default: False): Overrides the ATR-based Stop Loss distance to use the Pre-Market High/Low as the fixed stop level.
• Stop Loss Multiplier (x ATR) (Float, Default: 1.5): Defines the Stop Loss distance in multiples of the current Average True Range (ATR).
• Take Profit Multiplier (x ATR) (Float, Default: 3.0): Defines the Take Profit distance in multiples of the current Average True Range (ATR).
• Exit Score Threshold (<) (Int, Default: 3): The minimum score below which an active trade is flagged for a Soft Exit due to momentum collapse.
F. VISUAL SETTINGS
• Show Dashboard (Bool, Default: True): Toggles the real-time data panel.
• Show NY Killzones (Bool, Default: True): Toggles killzone background fills.
• Show TP/SL Zones (Bool, Default: True): Toggles the drawing of Take Profit and Stop Loss boxes.
• Show Pre-Market Extensions (Bool, Default: True): Extends PM High/Low lines across the entire chart for support/resistance reference.
• Activate AI Prediction Box (Bool, Default: True): Enable or disable the predictive range projection.
• Light Mode Optimization (Bool, Default: True): Toggles dashboard and plot colors for optimal visibility on white (light) chart backgrounds.
• Enforce Trend Coloring (Bool, Default: True): Forces candle colors based on Market Regime (Bullish=Cyan, Bearish=Pink) to emphasize trend direction.
• Label Size (String, Default: Normal): Options: Tiny, Small, Normal.
G. LIQUIDITY POOLS (PDH/PDL)
• Show Liquidity Lines (Bool, Default: True): Toggles the display of the Previous Day High (PDH) and Low (PDL) lines.
• Liquidity High Color (Color, Default: Green): Color setting for the PDH line.
• Liquidity Low Color (Color, Default: Red): Color setting for the PDL line.
🔔 ALERT CONFIGURATION GUIDE
The indicator is equipped with specific alert conditions.
How to Set Up an Alert:
Click the "Alert" (Clock icon) in the top TradingView toolbar.
Select "Market Regime NY Session " from the Condition dropdown menu.
Choose one of the specific trigger conditions below depending on your strategy:
🚀 Available Alert Conditions
1. BUY (Long Entry)
Trigger: Fires immediately when a confirmed Bullish Setup is detected.
Conditions: Market Bias is Bullish (or valid Continuation) + Signal Score ≥ Minimum Entry Score.
Usage: Use this alert to open new Long positions or close existing Short positions.
2. SELL (Short Entry)
Trigger: Fires immediately when a confirmed Bearish Setup is detected.
Conditions: Market Bias is Bearish (or valid Continuation) + Signal Score ≥ Minimum Entry Score.
Usage: Use this alert to open new Short positions or close existing Long positions.
V. IMPORTANT TECHNICAL LIMITATIONS
⚠️ Intraday Only (Timeframe Compatibility)
This indicator is strictly designed for Intraday Timeframes (1m to 4h).
Daily/Weekly Charts: The session logic (e.g., "09:30-16:00") cannot function on Daily bars because a single bar encompasses the entire session. Session boxes, TP/SL zones, and AI prediction boxes will NOT draw on the Daily timeframe. Only the PDH/PDL liquidity lines remain visible on Daily charts. This is expected behavior, not a limitation.
Maximum Supported Timeframe: All visual components (session boxes, killzone overlays, TP/SL zones, AI prediction boxes) are displayed up to the 4-hour timeframe. Above this timeframe, only PDH/PDL lines and the dashboard remain functional.
⚠️ Drawing Object Limit (Max 500)
A single script can display a maximum of 500 drawing objects (boxes/lines) simultaneously.
On lower timeframes (e.g., 1-minute), where many signals and session boxes are generated, older history (typically beyond 10-14 days) will automatically disappear to make room for new real-time data.
For deeper historical backtesting visualization, switch to higher timeframes (e.g., 15m, 1h).
The indicator implements FIFO array management to comply with this limit while maintaining the most recent and relevant visual data.
VI. PRACTICAL TRADING TIPS AND BEST PRACTICES
• Killzone Confirmation: The highest statistical validity is observed when a high-score signal occurs directly within a visible NY AM/PM Killzone. Use the Killzones as a strict time filter.
• Liquidity Awareness (PDH/PDL): Treat the Previous Day High (PDH) and Low (PDL) lines as magnets. If your dynamic Take Profit (TP) is placed just above PDH, consider adjusting your target slightly below PDH or utilizing the Soft Exit, as liquidity absorption at these levels often results in sudden, sharp reversals that stop out a trade just before the target is reached.
• VIX as a Position Sizer: During DANGER VIX regimes, the resulting high volatility means the ATR value will be large. It is prudent to either reduce the SL Multiplier or, more commonly, reduce the overall position size to maintain a constant currency risk exposure per trade.
• Continuation Filter Timing: Trend Continuation signals are most effective during the Afternoon (PM) session when the morning's directional breakout has had time to establish a strong, clear, and sustainable trend. Avoid using them in the initial AM session when the direction is still being contested.
• 16:00 Market Close Rule: All trades, boxes, and lines are automatically cleaned up at 16:00 NY time. This prevents overnight chart clutter and maintains visual clarity.
VII. DISCLAIMER & RISK WARNINGS
• Educational Purpose Only
This indicator, including all associated code, documentation, and visual outputs, is provided strictly for educational and informational purposes. It does not constitute financial advice, investment recommendations, or a solicitation to buy or sell any financial instruments.
• No Guarantee of Performance
Past performance is not indicative of future results. All metrics displayed on the dashboard (including "ROI" and trade results) are theoretical calculations based on historical data. These figures do not account for real-world trading factors such as slippage, liquidity gaps, spread costs, or broker commissions.
• High-Risk Warning
Trading cryptocurrencies, futures, and leveraged financial products involves a substantial risk of loss. The use of leverage can amplify both gains and losses. Users acknowledge that they are solely responsible for their trading decisions and should conduct independent due diligence before executing any trades.
• Software Limitations
The software is provided "as is" without warranty. Users should be aware that market data feeds on analysis platforms may experience latency or outages, which can affect signal generation accuracy.
Context Pro SuiteContext Pro Suite
**VWAP • EMA Cloud • Session High/Low (NY / London / Asia)
The Context Pro Suite is a *decision-making overlay*, not a signal spam indicator.
It’s designed to help traders clearly see **value, trend, and liquidity levels** across **New York, London, and Asia sessions** — all in one clean, customizable tool.
Built for **NQ, ES, Gold, and FX pairs**, with a focus on **5–15-minute execution charts**.
---
## 🔹 What This Indicator Shows
### ✅ VWAP + ATR Bands
* Session VWAP (fair value)
* ATR-based extension bands (1x / 2x)
* Helps identify **overextension, mean reversion zones, and trend pullbacks**
### ✅ EMA 9 / 21 Cloud
* Visual trend and momentum filter
* Custom colors + opacity
* Identifies **trend continuation vs chop**
### ✅ Session High / Low Levels
* **New York RTH**
* **London**
* **Asia (midnight-safe)**
* Optional previous session highs/lows
* Adjustable line styles, widths, colors, and extensions
### ✅ Anchored VWAP (Optional)
* Reset by:
* Daily
* NY session start
* London session start
* Asia session start
* Useful for tracking **session-specific value shifts**
---
## 🔹 How Traders Use It
This indicator is meant to answer:
* *Are we trading at value or extension?*
* *Is the market trending or rotating?*
* *Where is liquidity likely sitting right now?*
Common use cases:
* Trend pullbacks into VWAP or EMA cloud
* Reversal setups at session highs/lows
* Session breakout + retest confirmation
* Overnight context for London and Asia sessions
---
## 🔹 Customization & Flexibility
Every component can be toggled and styled:
* Colors, widths, line styles
* Cloud up/down colors + opacity
* Session visibility and extensions
* VWAP band multipliers and ATR length
Members can adapt it to **their own style**, market, and timeframe.
The system visually blocks entries when the signal candle is too large relative to ATR, helping traders avoid statistically unfavorable risk-to-reward scenarios.
🔑 Key Notes:
The ❌ is an ENTRY filter only
It does not signal exits or reversals
It does not invalidate trend or structure
It simply prevents late participation
If a valid entry already occurred, the ❌ should be ignored and trade management continues as planned.
This is intended to improve discipline, consistency, and execution quality, especially during high-volatility environments.
Disclaimer:
As always, this indicator is a context and decision-support tool, not financial advice. Users should apply proper risk management and confirm signals with their own trading plan.
Sessions + Prev + PDH/PDL + Killzones SuiteDescription
This indicator is designed to provide time-based and price-based market context by combining session ranges with commonly referenced prior levels into a single, unified framework.
The purpose of the script is contextual analysis, not signal generation.
What the script does
The script tracks and plots the following elements directly on the price chart:
• High and Low ranges for multiple trading sessions (Asia, London, New York morning, and New York afternoon)
• High and Low levels from the previous occurrence of each session
• Prior Day High (PDH) and Prior Day Low (PDL)
• Optional session “killzone” boxes that visually mark active session time windows
All calculations are performed using time-based session boundaries and price extrema (high/low) within those windows.
Why these components are combined
Sessions, previous session levels, and prior day levels are frequently analyzed together by discretionary traders because they represent:
• Where liquidity formed earlier in the day or previous day
• Where price previously paused, expanded, or reversed
• Natural reference points for intraday structure and range analysis
Instead of plotting these elements using multiple separate scripts, this indicator integrates them into one consistent framework so that all levels are calculated using the same timezone, session logic, and display rules.
This avoids mismatched session times, duplicate levels, or conflicting calculations that can occur when multiple scripts are used simultaneously.
How the script works (high-level)
• Each session is defined using user-selectable session times and timezone
• During a session, the script tracks the highest and lowest traded price
• When a session ends, its final high and low are stored as the “previous session” levels
• PDH and PDL are calculated using the completed trading day
• Lines and labels are anchored to the bars where levels are formed, rather than extending indefinitely
• Optional display filters allow users to show only the current trading day to reduce chart clutter
No forward-looking logic, prediction, alerts, or trade execution logic is included.
How to use it
This script is intended to be used as a visual reference tool to help traders:
• Identify session boundaries and intraday ranges
• Observe how price reacts near prior session highs and lows
• Assess where price is trading relative to PDH and PDL
• Maintain consistent session timing across different timezones
The script does not provide trade entries, exits, alerts, or performance claims.
Important notes
• This indicator does not generate buy or sell signals
• It does not predict future price movement
• It is not a trading strategy
• All decisions remain the responsibility of the user
Disclaimer
This script is provided for educational and informational purposes only.
It does not constitute financial advice. Trading involves risk, and users should apply appropriate risk management and personal judgment when using any technical tool.
VX-Market Pulse Dashboard - by Ikaru-s-📊 VX-Market Pulse Dashboard
The VX-Market Pulse Dashboard is a lightweight market overview tool designed to give you instant context across multiple asset classes - without cluttering your chart.
It displays daily market performance in a compact heatmap-style table, showing:
📈 Daily % change
📊 Point movement (P)
🔥 Daily range (R%)
💵 Daily close price
🎯 Color-coded strength & momentum
All values are calculated from daily data, making it ideal for:
Market bias & sentiment checks
Top-down analysis
Session preparation
Macro & intermarket overview
✅ Features
Supports up to 15 instruments
Fully customizable symbols & labels
Heatmap coloring based on volatility thresholds
Clean % | Points | Range layout
Optional daily close column
Ultra-lightweight (only 1 request per symbol)
Works on any chart / timeframe
📌 Default Markets Included
NASDAQ / US30
DXY / VIX
BTC / ETH
Gold & Silver
S&P 500
FX majors
(All fully editable in settings)
⚙️ Designed For
Traders who want:
A fast market pulse
Clean data without indicator noise
A dashboard that actually adds context instead of clutter
⚠️ Note
This is not a trading signal, it’s a market state & awareness tool designed to complement your existing strategy.
Opening Range candle percent of ATRIt takes the opening range of the first candle - 5, 10, 15 or whatever minute - and finds what percent of the ATR that is. So if the opening candle high is 15 and low is 14, its range is 1. If the ATR (daily or whatever you want) is 2, then the opening candle's range is 50% of the ATR.
The percentage is displayed on right in a blue box.
The indicator is used in reversal strategies, since opening candles that eat up a large amount of the daily ATR have a higher probability of reversing.
Indicator made with ChatGPT.
VORB DJB Trades V1VORB by DJB Trades (Version 1) is a complete intraday framework built around the New York session Opening Range Breakout (ORB), combined with higher-timeframe VWAPs and precise Fair Value Gap mapping.
This tool is designed to give you context, levels and confluence at a glance – no more stacking 5 different indicators on your chart.
🔶 Core ORB Logic (NY Session)
• Uses the 09:30–09:45 NY time 15-minute ORB range.
• Draws an ORB box from high to low during the ORB window.
• Projects clean high/low ORB lines across the session (up to your chosen end time, default 18:00 NY).
• Displays the ORB size in points above the box
• 1 point = 4 ticks (futures-style logic).
This gives an instant sense of how “wide” or “tight” the opening drive was, and how much room you have for trend or mean-reversion plays.
📐 Daily VWAP (Intraday Bias)
• Custom anchor time (default 18:00, NY session close style).
• Plots Daily VWAP plus +/-1 standard deviation bands.
• Full styling controls: colors, line widths, band fill etc.
• You can limit visibility to specific timeframes via dropdown (e.g. only show on 1–5m, or just intraday).
VWAP +/-1 deviation bands gives you intraday bias and “fair value” zones to frame trades around the ORB.
🕒 Higher Timeframe VWAPs (Weekly, Monthly, Yearly)
All three higher-TF VWAPs are calculated the same way (volume-weighted, streaming) but anchored at different structural points:
• Weekly VWAP – resets at the start of each week
• Monthly VWAP – resets at the start of each month
• Yearly VWAP – resets at the start of each year
Each has:
• Main VWAP line
• ±/-1 standard deviation bands
• Independent color / width / band fill settings
• Timeframe visibility controls (“show from TF” & “show up to TF”) so you can do things like:
⁃ Weekly VWAP only from 5m and above
⁃ Monthly on 1h and higher
⁃ Yearly only on Daily/Weekly/Monthly
Use these as higher-timeframe bias references and key dynamic value areas above/below the ORB.
📊 1m FVGs (Outside ORB & VWAP Bands)
For precision entries:
• Detects 1-minute Fair Value Gaps (classic 3-candle pattern):
⁃ Bullish FVG: low > high
⁃ Bearish FVG: high < low
• Only plots FVGs that are:
⁃ Outside the ORB range, and
⁃ Outside the Daily VWAP +/-1 bands
• FVG boxes are auto-extended to the right (4× original width) for clear “liquidity pockets”.
• Separate colors for bullish and bearish FVGs.
This helps you focus only on “clean” imbalances away from the opening chop and mid-range value.
⚙️ Customisation & Use
• Works best on US indices, FX and futures during the NY session.
• Optimised for 1m–15m ORB trading, but higher-TF VWAPs shine on 5m, 15m, 1h and Daily.
• Every visual element (ORB box, lines, VWAPs, bands, FVGs, label text/bg) is fully customisable in the settings.
⚠️ Disclaimer
This script is for educational and informational purposes only.
It does not constitute financial advice or a signal service.
Always test on a demo account and use your own risk management before trading live.
Killzones & DoL's by @mohtradesThe KillZones & DoLs indicator is a comprehensive tool designed for ICT and institutional traders. It provides a clean, customizable way to visualize key time-based levels, killzone sessions, and daily/weekly/monthly statistics directly on your chart.
Key Features
1. Killzones & Sessions
Visualize the three major trading sessions with customizable boxes and time ranges:
Asia Range: Default 20:00 - 00:00 (NY Time)
London Killzone: Default 02:00 - 05:00 (NY Time)
New York Killzone: Default 09:30 - 16:00 (NY Time)
Killzone Tools:
Boxes: Draw highlighted boxes for each session.
Pivots: Automatically mark the High and Low of each session.
Midpoints: Optionally show the 50% equilibrium level of the session range.
Extensions: Extend pivot lines until they are mitigated (price touches them) or keep them for a set duration.
Alerts: Get notified when a session High or Low is broken.
2. Highs & Lows (HTF Levels)
Track significant liquidity levels from higher timeframes without switching charts:
Previous Day High/Low (PDH/PDL)
Previous Week High/Low (PWH/PWL)
Previous Month High/Low (PMH/PML)
Current High/Low of Day (HOD/LOD): Tracks the developing high and low of the current day.
Current High/Low of Week (HOW/LOW): Tracks the developing high and low of the current week.
3. Opening Price Lines
Mark key opening prices to use as support/resistance or bias confirmation:
True Day Open (00:00 NY)
Week Open
Month Open
Custom Open Lines: Configure up to 8 custom time-based open price lines (e.g., 06:00, 10:00, 14:00).
4. Separators & Statistics
Period Separators: Vertical lines marking the start of new Days, Weeks, or Months.
Range Table: Display the range (in pips/points) of recent sessions and their average to gauge volatility.
Customization
Timezone: Fully adjustable to your preferred timezone (default America/New_York).
Styling: Customize colors, line styles, widths, and label sizes for all elements.
Drawing Limits: Optimize chart cleanliness by limiting historical drawings to the last N days.
How to Use
Add the indicator to your chart.
Open Settings to enable/disable specific Killzones (Asia, London, NY).
Enable "Show PDH/PDL" or "Show HOW/LOW" to track liquidity.
Set your convenient timezone (typically NY for ICT concepts).
Use alerts to catch liquidity runs on session pivots.
Market Pressure Regime [Interakktive]The Market Pressure Regime (MPR) is a 4-state market classifier that models how structural forces create "pressure zones" — regions where price movement is either supported (Release) or suppressed (Pinned) by market microstructure.
It combines compression analysis, follow-through efficiency, and stress detection into a composite pressure score, classifying markets into Release, Suppressed, Transition, or Trap states — helping traders understand WHY price is moving (or not moving) in the current environment.
█ USAGE
MPR addresses a core question traders face: Is the market in a regime where directional moves are likely to follow through, or is it structurally pinned?
For swing traders, MPR identifies Release phases where momentum strategies work best, and Suppressed phases where mean reversion dominates.
For day traders, it highlights Trap conditions — high effort with no follow-through — where reversals are probable and trend entries fail.
🔹 The 4-State Model
The indicator classifies markets into four distinct regimes:
• Release (Teal): Pressure score ≥ +5. Directional flow dominates. Price moves efficiently with follow-through. Favor trend continuation.
• Suppressed (Grey): Pressure score ≤ -5. Compression dominates. Price is range-bound or pinned. Fade extremes, expect reversion.
• Transition (Amber): Score between thresholds OR instability detected. Regime is uncertain — wait for confirmation before committing.
• Trap (Magenta): High stress + low follow-through. Effort without result. Expect reversals.
🔹 Reading the Pressure Histogram
The histogram displays the composite Pressure Score (range approximately -100 to +100):
• Positive values: Follow-through exceeds compression. Market is "releasing" — directional moves are supported.
• Negative values: Compression exceeds follow-through. Market is "suppressed" — price movement is constrained.
• Color reflects confirmed state: The histogram uses persistence filtering — a state must hold for N bars before the color changes, preventing false signals from noise.
🔹 The 5-Stage Calculation
MPR synthesizes five analytical stages into the final state:
1. Compression Score: Measures how tight the current range is relative to ATR. High compression suggests structural forces are pinning price.
2. Follow-Through Score: Measures price path efficiency (MER-style). Efficient moves indicate genuine directional flow, not chop.
3. Stress Score: Detects effort-without-result (ERD-style). High volume or range with no price progress = absorption.
4. Composite Pressure: Combines follow-through and compression into a single directional score.
5. Persistence Filter: Requires states to hold for configurable bars before confirming, eliminating flickering.
█ SETTINGS
Core Settings
• ATR Length: Period for volatility normalization. Default 14.
• Baseline Lookback: Period for compression and efficiency baselines. Default 20.
• Volume Average Length: Period for stress calculation baseline. Default 20.
State Classification
• Release Threshold: Pressure score above this = Release. Default +5.
• Suppressed Threshold: Pressure score below this = Suppressed. Default -5.
• Trap Threshold: Stress score above this (with low follow-through) = Trap. Default 30.
• Persistence Bars: Bars required to confirm state change. Default 3.
• Stability Lookback: Period for stability calculation. Default 20.
• Stability Threshold: Below this = forced Transition state. Default 0.5.
Visual Settings
• Show Pressure Histogram: Display the main pressure score histogram.
• Show Zero Line: Display the zero reference line.
• Show Background Tint: Subtle background color by state (default OFF).
Data Window
• Show Data Window Values: Export all calculated scores for analysis.
█ INTERPRETATION GUIDE
When to Use Trend Strategies (Release):
• Histogram tall and positive
• Teal coloring confirmed
• Price making efficient higher highs or lower lows
When to Use Mean Reversion (Suppressed):
• Histogram flat or negative
• Grey coloring confirmed
• Price oscillating without follow-through
When to Wait (Transition):
• Amber coloring
• Mixed signals — don't force trades
• Wait for state to resolve
When to Expect Reversals (Trap):
• Magenta coloring
• High volume moves that don't stick
• Often occurs at structural inflection points
█ COMPLEMENTARY TOOLS
MPR pairs well with:
• Volatility State Index (VSI) — Confirms whether volatility is expanding into the pressure regime
• Effort-Result Divergence (ERD) — Provides bar-by-bar absorption/vacuum detection
• Market Efficiency Ratio (MER) — Validates follow-through quality
█ SUITABLE MARKETS
Works across all liquid markets:
• Equities: SPY, QQQ, liquid single stocks
• Futures: ES, NQ, CL, GC
• Crypto: BTC, ETH
• Forex: Major pairs
Works on any timeframe, but 1H–Daily provides cleanest regime classification. Intraday (5m–15m) useful for session-level tactical decisions.
█ OPEN SOURCE
This indicator is open-source for educational purposes. Review the code to understand the full calculation methodology.
█ DISCLAIMER
This indicator is for educational and informational purposes only. It does not constitute financial advice. Past performance does not guarantee future results. Always conduct your own analysis and use proper risk management.
HPDR Bands with projectionHPDR: Historical Price Delta Range
What is it? The HPDR indicator measures how much an asset’s price typically changes over a specific timeframe. It looks at historical price movements ("deltas") and organizes them into percentiles. These are then plotted on your chart as a median line surrounded by statistical bands.
This tool helps you understand an asset’s unique character and its typical price deviations.
Because the median is in this context a statistically relative stable value(if you add 7 values to 1000 it doesn't change much), it allows for high-probability projections of the future median.
For a clearer understanding of the indicator's logic, try setting the Range to 7 and the Offset to -7.
The 50% percentile Band signifies that in 50% of all bars, the price remained within this statistical range.
Market Session Terrain Monitor v1.0Summary
Market Session Terrain Monitor helps traders understand where the market is within its normal intraday behavior, not where it should go. It is a decision-support tool designed to reduce late entries, over-trading, and narrative bias by grounding intraday analysis in historical session statistics.
Purpose
Market Session Terrain Monitor provides statistical context for intraday market movement by analyzing how much each major trading session typically moves, how much it has moved so far, and what market state the current session inherits from previous sessions.
The indicator is designed to answer one core question:
Is the current session early, normal, or already expanded relative to its historical behavior?
This indicator does not predict direction and does not generate buy or sell signals. It is intended as a context and state-awareness tool to support independent, structure-based decision making.
Sessions Analyzed
The trading day is divided into three independent sessions, defined in UTC time:
• Asia
• London
• New York
Each session is analyzed separately using its own historical data. No session is assumed to control or predict the behavior of another.
Session Range
For each session, the indicator measures the session range, defined as the session high minus the session low. This captures how much the market actually moved during that session, regardless of direction.
P90 Expansion Benchmark
For each session, the indicator calculates a P90 expansion benchmark.
• P90 represents the range that only about ten percent of historical sessions exceed
• It reflects a large but repeatable expansion, not an extreme outlier
• It is used as a normalization reference so sessions with different volatility characteristics can be compared on equal terms
The P90 values are displayed in the table header in price units, such as USD, as a reference for scale.
Percent of P90
Current and previous session ranges are expressed as a percentage of that session’s own P90.
This shows:
• How much of a statistically large session has already been used
• Whether the session is still early, behaving normally, or approaching expansion
Rolling Comparative Table
The table displays three rows, ordered by time and anchored to the current active session:
• Current · Session
• Previous · Session
• Previous-2 · Session
Each row shows:
• Session name
• Session range in price units
• Session range as a percentage of that session’s P90
This rolling layout provides context about the market state inherited by the current session without implying causality.
How to Use the Indicator
The indicator helps with:
• Identifying whether a session is early or late in its statistical range
• Avoiding entries when a session is already stretched
• Recognizing compression versus expansion regimes
• Understanding the market state the current session inherits
The indicator does not:
• Predict direction
• Forecast highs or lows
• Assume that one session determines the next
Directional decisions should come from price structure, execution rules, and risk management.
Design Philosophy
• Range first, direction second
• State awareness over narrative
• Statistical normalization instead of absolute numbers
• Comparative, not predictive
The indicator intentionally avoids estimating remaining range or subtracting previous session movement, as those approaches introduce bias and false causality.
Suitable Markets
• Gold and silver
• Forex pairs
• Indices
• Other liquid instruments with clear session behavior
Session ATR Progression Tracker📊 Session ATR Progression Tracker - SIYL Regression Trading Tool
Track how much of your instrument's 7-day Average True Range (ATR) has been covered during the current trading session. This indicator is specifically designed for regression traders who follow the "Stay In Your Lane" (SIYL) methodology, helping you identify when the probability of mean reversion significantly increases. If you are interested in more on that check out Rod Casselli and tradersdevgroup.com.
🎯 Key Features:
• Real-time ATR Coverage Percentage - See at a glance what percentage of the 7-day ATR has been covered in the current session
• SIYL-Optimized Thresholds - See at a glance when the instrument has achieved 80% and 100% ATR coverage, the proven thresholds where mean reversion probability increases (customizable)
• Flexible Session Modes:
- Daily: Resets at calendar day change
- Session: Uses exchange-defined trading sessions
- Custom Session: Set your exact session start/end times (perfect for futures traders and international markets)
• Visual Alerts - Color-coded display (gray → orange → red) and optional background highlighting
• Repositionable Display - Choose from 9 screen positions to avoid chart clutter
• Session Markers - Green triangles mark the start of each new session
• Detailed Stats - View current range, ATR value, session high/low, and session status
💡 Why Use This Indicator?
This tool is built around a proven concept: regression trading becomes significantly more effective once a session has achieved at least 80% of its 7-day ATR. At this threshold, the probability of price reverting to mean increases substantially, creating higher-probability trade setups for SIYL practitioners.
Benefits for regression traders:
- Identify optimal entry points when mean reversion probability is highest (≥80% ATR coverage)
- Avoid premature regression entries before adequate range has been established
- Recognize when daily moves have "earned their range" and are ripe for reversal
- Time fade-the-move and counter-trend strategies with statistical backing
- Improve win rates by trading only after proven probability thresholds are met
⚙️ Setup Instructions:
1. Add the indicator to your chart
2. Select your preferred "Reset Mode" (recommend "Custom Session" for futures/international markets)
3. If using Custom Session, enter your session times in 24-hour format (e.g., 0930-1600 for US stocks, 1700-1600 for CME futures)
4. Adjust alert thresholds if desired (default: 80% and 100% - proven SIYL thresholds)
5. Position the display where it's most visible on your chart
📈 Works Across All Markets:
Stocks • Futures • Forex • Indices • Crypto • Commodities
Perfect for regression traders, mean reversion specialists, and SIYL practitioners who want to trade with probability on their side by entering only after the session has "earned its range."
---
Tip: For futures contracts with overnight sessions that span calendar days (like MES, MNQ, MYM), use "Custom Session" mode with your exchange's official session times for accurate tracking.
Daily Context (yctrades_)This indicator automatically marks the Previous Day’s High and Low, as well as the market’s midnight opening price.
These levels are updated at the start of each new trading day and remain visible throughout the entire session.
By providing key daily reference points, the indicator helps establish a clear market context and allows traders to immediately understand where price is positioned relative to the previous day’s range and the daily open.
The New York midnight line (00:00 NY) now appears only at the actual NY midnight.
Any previous day’s NY midnight line is automatically deleted when the day changes.
Between the previous NY midnight and the current one, no line is displayed, avoiding clutter or outdated lines.
The line’s color can now be individually customized via NY 00:00 Line + Text Color input, applying to both the line and its label.
Displays a vertical line between each trading day.
Fully customizable in the settings:
Color of the line
Width of the line
Style (solid, dashed, dotted)
This makes it easy to visually separate trading sessions directly on the chart.
PDH / PDL are calculated using UTC 00:00–23:59 to ensure identical levels for all traders worldwide, regardless of market or timezone.
Future Ichimoku Cloud - HorizonIchimoku Horizon is an advanced Ichimoku indicator that projects future cloud formations and component lines, giving traders unprecedented visibility into potential support/resistance zones before they form.
1. Future Ichimoku Projections
Project Ichimoku components forward in time using simulated price evolution based on rolling Tenkan/Kijun windows
Manual forecast periods up to 125 bars (all 4 components) or 500 bars (cloud only)
Smart limit management automatically adjusts to TradingView's drawing object limits while maximizing visible projections
2. Preset & Custom Ichimoku Configurations
Choose from multiple common Ichimoku presets or fully customize your own
3. Multi-Timeframe Display & Projections
Display Ichimoku from higher/lower timeframes directly on your current timeframe chart
Automatic scaling adjusts Ichimoku periods correctly across timeframes
Intelligent handling of 24/7 markets (crypto/forex) vs traditional session-based markets
Built-in detection of problematic timeframe combinations with optional MTF cloud fetching for accuracy
Automatic notifications when future projections are unavailable due to MTF constraints
4. Tenkan & Kijun Range Windows
Visual range windows that display the exact high/low range used for Tenkan and Kijun calculations
Optional High/Low markers placed at the exact bars they occur
Optional countdown labels show how many bars remain until the current High/Low expires from the rolling window
Range windows scale up and down dynamically to match display timeframe
5. Comprehensive Alert Suite
Built-in alerts for all major Ichimoku events: TK crosses, E2E entires, Kumo breakouts, etc.
All alerts are cloud-aware and displacement-correct.
How It Works
The indicator uses the traditional Donchian channel method to calculate Ichimoku components, then extends this logic forward by simulating future price action within the calculation windows (no new highs or lows). This creates a forward-looking projection of where support and resistance zones will form.
The range display feature helps traders understand why the lines are where they are by showing the exact high/low points and countdown timers for when these points will expire from the calculation.
Who This Indicator Is For:
Ichimoku traders who want future-aware context
Multi-timeframe analysts seeking correctly aligned clouds
Traders who want to understand Tenkan/Kijun mechanics
Users who need precision without manual recalculation
Notes:
Maximum 500 drawing objects limit managed automatically
Due to Pinescript/TradingView limitations, future Tenkan/Kijun line width is only modifiable in the source code.
ORB Algo⚡ ORB Strategy + Backtesting (Pine Script v5)
This script implements a complete Opening Range Breakout (ORB) strategy, featuring built-in backtesting, advanced TP/SL visualization, full style customization, and a performance dashboard. It is designed for traders who want to clearly evaluate breakout performance directly on the chart.
🕑 ORB Window Configuration
🔹 Session selection: choose between Market Timezone or Custom Session.
🔹 Timezone support: configurable from UTC-8 to UTC+12.
🔹 Daily limit: option to allow only one trade per day.
🔹 Risk/Reward (RR) settings:
Configurable TP1, TP2, and TP3 levels.
Stop Loss calculated dynamically from the ORB range.
📊 Backtesting Engine
🔹 Interactive dashboard showing trades, wins, losses, and win rate.
🔹 Adjustable partial exits for each TP (TP1, TP2, TP3).
🔹 Automatic calculation of percentage-based profit and loss.
🔹 Tracks total trades, total profit, and average profit per trade.
🎨 Visual Customization
🔹 Fully customizable colors:
ORB high/low lines and range fill.
Buy/Sell entry labels.
TP and SL lines with background zones.
🔹 Line style and thickness options (solid, dotted, dashed).
🔹 Visibility controls for each TP/SL level.
🔹 Clear profit and loss zones drawn directly on the chart.
🚀 Trading Logic
🔹 LONG entries: triggered when price breaks above the ORB high.
🔹 SHORT entries: triggered when price breaks below the ORB low.
🔹 Automatic calculation of Stop Loss and TP1, TP2, TP3 based on ORB range and RR.
🔹 Customizable BUY / SELL labels displayed at entry.
✅ TP / SL Detection
🔹 Real-time detection of TP1, TP2, TP3, and SL hits.
🔹 Prevents double counting of the same level.
🔹 Extended TP/SL lines with shaded zones for better clarity.
📈 Backtesting Dashboard
🔹 Displayed in the top-right corner of the chart.
🔹 Shows:
Total trades
Wins / Losses
Win rate (%)
Total profit (%)
Average profit per trade
🔹 Fully customizable panel color.
✨ Summary
This script combines:
Opening Range detection
Breakout trading logic with advanced risk management
Professional-grade visualizations
Integrated historical performance tracking
High customization for sessions, styles, and colors
💡 Ideal for traders who want to trade ORB setups with clarity, structure, and measurable results.
Volatility High/Low Projection (PHOD / PLOD)AP Capital – Volatility + High/Low Projection
This indicator is designed to identify high-probability intraday turning points by combining daily range statistics, session behaviour, and volatility context into a single clean framework.
It is built for index, forex, and metals traders who want structure, not noise.
🔹 Core Features
1️⃣ Potential High of Day (PHOD) & Potential Low of Day (PLOD)
The indicator highlights likely intraday extremes based on:
Session timing (Asia, London, New York)
Current day volatility vs historical averages
Prior day expansion or compression behaviour
Each level is displayed with:
A clear label (PHOD / PLOD)
A forward-extending box acting as a live Point of Interest (POI)
Automatic invalidation when price breaks the zone
2️⃣ Volatility & Range Context (Info Panel)
A compact information panel in the top-right corner provides real-time context without cluttering the chart:
20-Day Average Range
% of the average range already used today
Range status (NORMAL / EXHAUSTED)
Average session ranges for:
Asia
London
New York
This allows traders to immediately assess whether price is:
Early in the day with room to trend
Statistically stretched and prone to reversal
Over-extended where breakout chasing is risky
3️⃣ Session-Aware Logic
The model respects how markets behave across the trading day:
Asia favours accumulation and potential lows
London provides expansion
New York often delivers distribution or exhaustion
This prevents random high/low marking and focuses only on structurally meaningful levels.
🧠 How to Use
Use PHOD / PLOD boxes as reaction zones, not blind entries
Combine with your own confirmation (structure break, momentum, volume, EMA reclaim, etc.)
Avoid chasing trades when the Range Status = EXHAUSTED
Particularly effective on 15m – 1h timeframes
⚠️ Important Notes
This indicator does not repaint
It is contextual, not a buy/sell signal generator
Best used as part of a complete trading plan
📈 Suitable Markets
XAUUSD (Gold)
Indices (NASDAQ, S&P 500, DAX)
Major FX pairs
📌 Disclaimer
This indicator is for educational and analytical purposes only.
It does not constitute financial advice. Trading involves risk.
Daily contextThis indicator automatically marks the Previous Day’s High and Low, as well as the market’s midnight opening price.
These levels are updated at the start of each new trading day and remain visible throughout the entire session.
By providing key daily reference points, the indicator helps establish a clear market context and allows traders to immediately understand where price is positioned relative to the previous day’s range and the daily open.
Open Range BreakoutOpen Range Breakout (ORB)
The Open Range Breakout (ORB) is a classic intraday strategy used across stocks, indices, FX and futures. It focuses on how price behaves during the first minutes of a major session, when liquidity and volatility are highest.
This indicator fully automates the ORB process with session detection, box drawing, breakout & retest logic, and final Buy/Sell signals.
Multi-Session Support
Choose between the three most important global opens:
Asia (Tokyo) – JPY pairs, Asian indices, gold, crypto
London – FX majors, European indices, strong volatility
New York – US indices, USD pairs, gold, oil, highest volume
The Opening Range is calculated only during the selected session.
ORB Range (5 / 15 / 30 min)
The indicator builds the ORB High/Low from the first X minutes of the session, draws the box, and waits for price action once the range is complete.
How It Works
ORB Window → High/Low of the opening minutes are recorded.
Breakout → Price closes above/below the ORB → “BREAKOUT” label.
Retest → Price returns to the ORB box → “RETEST” label.
Confirmation Levels Freeze → Upper/lower structure set.
Final Signal
Close above frozen upper level → BUY
Close below frozen lower level → SELL
This filters out false breakouts and provides structured continuation signals.
Alerts
Includes built-in alert conditions for:
ORB BUY Signal
ORB SELL Signal
Alerts trigger exactly when the Buy or Sell label appears.
Works On
Stocks & indices
Forex
Futures
Average Candle SizeI created this indicator because I couldn't find a simple tool that calculates just the average candle size without additional complexity. Built for traders who want a straightforward volatility measure they can fully understand. How it works:
1. Calculate high-low for each candle
2. Sum all results
3. Divide by the total number of candles
Simple math to get the average candle size of the period specified in Length.
Multi ORBv6Multiple period Opening Range indicator with alerts. Up to six user defined periods for trading different futures sessions.
Multi-ORB v6This indicator will chart multiple user-defined (up to 6) opening range periods. For futures I recommend the 15 min OR for Tokyo and London opens (or the 8:30 5 minute OR on news days ) and the 1, 5, 15, and 60 IB periods. The indicator will highlight up and down breaks as well as issue alerts. Enjoy.
Range Lattice## RangeLattice
RangeLattice constructs a higher-timeframe scaffolding on any intraday chart, locking in structural highs/lows, mid/quarter grids, VWAP confluence, and live acceptance/break analytics. It provides a non-repainting overlay that turns range management into a disciplined process.
HOW IT WORKS
Structure Harvesting – Using request.security() , the script samples highs/lows from a user-selected timeframe (default 240 minutes) over a configurable lookback to establish the dominant range.
Grid Construction – Midpoint and quarter levels are derived mathematically, mirroring how institutional traders map distribution/accumulation zones.
Acceptance Detection – Consecutive closes inside the range flip an acceptance flag and darken the cloud, signaling balanced auction conditions.
Break Confirmation – Multi-bar closes outside the structure raise break labels and alerts, filtering the countless fake-outs that plague breakout traders.
VWAP Fan Overlay – Session VWAP plus ATR-based bands provide a live measure of flow centering relative to the lattice.
HOW TO USE IT
Range Plays : Fade taps of the outer rails only when acceptance is active and VWAP sits inside the grid—this is where mean-reversion works best.
Breakout Plays : Wait for confirmed break labels before entering expansion trades; the dashboard's Width/ATR metric tells you if the expansion has enough fuel.
Market Prep : Carry the same lattice from pre-market into regular trading hours by keeping the structure timeframe fixed; alerts keep you notified even when managing multiple tickers.
VISUAL FEATURES
Range Tap and Mid Pivot markers provide a tape-reading breadcrumb trail for journaling.
Cloud fill opacity tightens when acceptance persists, visually signaling balance compressions ready to break.
Dashboard displays absolute width, ATR-normalized width, and current state (Balanced vs Transitional) so you can glance across charts quickly.
Acceptance Flag toggle: Keep the repeated acceptance squares hidden until you need to audit balance.
PARAMETERS
Structure Timeframe (default: 240): Choose the timeframe whose ranges matter most (4H for indices, Daily for stocks).
Structure Lookback (default: 60): Bars sampled on the structure timeframe.
Acceptance Bars (default: 8): How many consecutive bars inside the range confirm balance.
Break Confirmation Bars (default: 3): Bars required outside the range to validate a breakout.
ATR Reference (default: 14): ATR period for width normalization.
Show Midpoint Grid (default: enabled): Display the midpoint and quarter levels.
Show Adaptive VWAP Fan (default: enabled): Toggle the VWAP channel for assets where volume distribution matters most.
Show Acceptance Flags (default: disabled): Turn the acceptance markers on/off for maximum visual control.
Show Range Dashboard (default: enabled): Disable if screen space is limited, re-enable during prep sessions.
ALERTS
The indicator includes five alert conditions:
Range High Tap: Price interacted with the RangeLattice high
Range Low Tap: Price interacted with the RangeLattice low
Range Mid Tap: Price interacted with the RangeLattice mid
Range Break Up: Confirmed upside breakout
Range Break Down: Confirmed downside breakout
Where it works best
This indicator works best on liquid instruments with clear structural levels. On very low timeframes (1-minute and below), the structure may update too frequently to be useful. The acceptance/break confirmation system requires patience—faster traders may find the multi-bar confirmation too slow for scalping. The VWAP fan is session-based and resets daily, which may not suit all trading styles.
