Reversal Point Dynamics⇋ Reversal Point Dynamics (RPD)
This is not an indicator; it is a complete system for deconstructing the mechanics of a market reversal. Reversal Point Dynamics (RPD) moves far beyond simplistic pattern recognition, venturing into a deep analysis of the underlying forces that cause trends to exhaust, pause, and turn. It is engineered from the ground up to identify high-probability reversal points by quantifying the confluence of market dynamics in real-time.
Where other tools provide a static signal, RPD delivers a dynamic probability. It understands that a true market turning point is not a single event, but a cascade of failing momentum, structural breakdown, and a shift in market order. RPD's core engine meticulously analyzes each of these dynamic components—the market's underlying state, its velocity and acceleration, its degree of chaos (entropy), and its structural framework. These forces are synthesized into a single, unified Probability Score, offering you an unprecedented, transparent view into the conviction behind every potential reversal.
This is not a "black box" system. It is an open-architecture engine designed to empower the discerning trader. Featuring real-time signal projection, an integrated Fibonacci R2R Target Engine, and a comprehensive dashboard that acts as your Dynamics Control Center , RPD gives you a complete, holistic view of the market's state.
The Theoretical Core: Deconstructing Market Dynamics
RPD's analytical power is born from the intelligent synthesis of multiple, distinct theoretical models. Each pillar of the engine analyzes a different facet of market behavior. The convergence of these analyses—the "Singularity" event referenced in the dashboard—is what generates the final, high-conviction probability score.
1. Pillar One: Quantum State Analysis (QSA)
This is the foundational analysis of the market's current state within its recent context. Instead of treating price as a random walk, QSA quantizes it into a finite number of discrete "states."
Formulaic Concept: The engine establishes a price range using the highest high and lowest low over the Adaptive Analysis Period. This range is then divided into a user-defined number of Analysis Levels. The current price is mapped to one of these states (e.g., in a 9-level system, State 0 is the absolute low, and State 8 is the absolute high).
Analytical Edge: This acts as a powerful foundational filter. The engine will only begin searching for reversal signals when the market has reached a statistically stretched, extreme state (e.g., State 0 or 8). The Edge Sensitivity input allows you to control exactly how close to this extreme edge the price must be, ensuring you are trading from points of maximum potential exhaustion.
2. Pillar Two: Price State Roc (PSR) - The Dynamics of Momentum
This pillar analyzes the kinetic forces of the market: its velocity and acceleration. It understands that it’s not just where the price is, but how it got there that matters.
Formulaic Concept: The psr function calculates two derivatives of price.
Velocity: (price - price ). This measures the speed and direction of the current move.
Acceleration: (velocity - velocity ). This measures the rate of change in that speed. A negative acceleration (deceleration) during a strong rally is a critical pre-reversal warning, indicating momentum is fading even as price may be pushing higher.
Analytical Edge: The engine specifically hunts for exhaustion patterns where momentum is clearly decelerating as price reaches an extreme state. This is the mechanical signature of a weakening trend.
3. Pillar Three: Market Entropy Analysis - The Dynamics of Order & Chaos
This is RPD's chaos filter, a concept borrowed from information theory. Entropy measures the degree of randomness or disorder in the market's price action.
Formulaic Concept: The calculateEntropy function analyzes recent price changes. A market moving directionally and smoothly has low entropy (high order). A market chopping back and forth without direction has high entropy (high chaos). The value is normalized between 0 and 1.
Analytical Edge: The most reliable trades occur in low-entropy, ordered environments. RPD uses the Entropy Threshold to disqualify signals that attempt to form in chaotic, unpredictable conditions, providing a powerful shield against whipsaw markets.
4. Pillar Four: The Synthesis Engine & Probability Calculation
This is where all the dynamic forces converge. The final probability score is a weighted calculation that heavily rewards confluence.
Formulaic Concept: The calculateProbability function intelligently assembles the final score:
A Base Score is established from trend strength and entropy.
An Entropy Score adds points for low entropy (order) and subtracts for high entropy (chaos).
A significant Divergence Bonus is awarded for a classic momentum divergence.
RSI & Volume Bonuses are added if momentum oscillators are in extreme territory or a volume spike confirms institutional interest.
MTF & Adaptive Bonuses add further weight for alignment with higher timeframe structure.
Analytical Edge: A signal backed by multiple dynamic forces (e.g., extreme state + decelerating momentum + low entropy + volume spike) will receive an exponentially higher probability score. This is the very essence of analyzing reversal point dynamics.
The Command Center: Mastering the Inputs
Every input is a precise lever of control, allowing you to fine-tune the RPD engine to your exact trading style, market, and timeframe.
🧠 Core Algorithm
Predictive Mode (Early Detection):
What It Is: Enables the engine to search for potential reversals on the current, unclosed bar.
How It Works: Analyzes intra-bar acceleration and state to identify developing exhaustion. These signals are marked with a ' ? ' and are tentative.
How To Use It: Enable for scalping or very aggressive day trading to get the earliest possible indication. Disable for swing trading or a more conservative approach that waits for full bar confirmation.
Live Signal Mode (Current Bar):
What It Is: A highly aggressive mode that plots tentative signals with a ' ! ' on the live bar based on projected price and momentum. These signals repaint intra-bar.
How It Works: Uses a linear regression projection of the close to anticipate a reversal.
How To Use It: For advanced users who use intra-bar dynamics for execution and understand the nature of repainting signals.
Adaptive Analysis Period:
What It Is: The main lookback period for the QSA, PSR, and Entropy calculations. This is the engine's "memory."
How It Works: A shorter period makes the engine highly sensitive to local price swings. A longer period makes it focus only on major, significant market structure.
How To Use It: Scalping (1-5m): 15-25. Day Trading (15m-1H): 25-40. Swing Trading (4H+): 40-60.
Fractal Strength (Bars):
What It Is: Defines the strength of the pivot detection used for confirming reversal events.
How It Works: A value of '2' requires a candle's high/low to be more extreme than the two bars to its left and right.
How To Use It: '2' is a robust standard. Increase to '3' for an even stricter definition of a structural pivot, which will result in fewer signals.
MTF Multiplier:
What It Is: Integrates pivot data from a higher timeframe for confluence.
How It Works: A multiplier of '4' on a 15-minute chart will pull pivot data from the 1-hour chart (15 * 4 = 60m).
How To Use It: Set to a multiple that corresponds to your preferred higher timeframe for contextual analysis.
🎯 Signal Settings
Min Probability %:
What It Is: Your master quality filter. A signal is only plotted if its score exceeds this threshold.
How It Works: Directly filters the output of the final probability calculation.
How To Use It: High-Quality (80-95): For A+ setups only. Balanced (65-75): For day trading. Aggressive (50-60): For scalping.
Min Signal Distance (Bars):
What It Is: A noise filter that prevents signals from clustering in choppy conditions.
How It Works: Enforces a "cooldown" period of N bars after a signal.
How To Use It: Increase in ranging markets to focus on major swings. Decrease on lower timeframes.
Entropy Threshold:
What It Is: Your "chaos shield." Sets the maximum allowable market randomness for a signal.
How It Works: If calculated entropy is above this value, the signal is invalidated.
How To Use It: Lower values (0.1-0.5): Extremely strict. Higher values (0.7-1.0): More lenient. 0.85 is a good balance.
Adaptive Entropy & Aggressive Mode:
What It Is: Toggles for dynamically adjusting the engine's core parameters.
How It Works: Adaptive Entropy can slightly lower the required probability in strong trends. Aggressive Mode uses more lenient settings across the board.
How To Use It: Keep Adaptive on. Use Aggressive Mode sparingly, primarily for scalping highly volatile assets.
📊 State Analysis
Analysis Levels:
What It Is: The number of discrete "states" for the QSA.
How It Works: More levels create a finer-grained analysis of price location.
How To Use It: 6-7 levels are ideal. Increasing to 9 can provide more precision on very volatile assets.
Edge Sensitivity:
What It Is: Defines how close to the absolute top/bottom of the range price must be.
How It Works: '0' means price must be in the absolute highest/lowest state. '3' allows a signal within the top/bottom 3 states.
How To Use It: '3' provides a good balance. Lower it to '1' or '0' if you only want to trade extreme exhaustion.
The Dashboard: Your Dynamics Control Center
The dashboard provides a transparent, real-time view into the engine's brain. Use it to understand the context behind every signal and to gauge the current market environment at a glance.
🎯 UNIFIED PROB SCORE
TOTAL SCORE: The highest probability score (either Peak or Valley) the engine is currently calculating. This is your main at-a-glance conviction metric. The "Singularity" header refers to the event where market dynamics align—the event RPD is built to detect.
Quality: A human-readable interpretation of the Total Score. "EXCEPTIONAL" (🌟) is a rare, A+ confluence event. "STRONG" (💪) is a high-quality, tradable setup.
📊 ORDER FLOW & COMPONENT ANALYSIS
Volume Spike: Shows if the current volume is significantly higher than average (YES/NO). A 'YES' adds major confirmation.
Peak/Valley Conf: This breaks down the probability score into its directional components, showing you the separate confidence levels for a potential top (Peak) versus a bottom (Valley).
🌌 MARKET STRUCTURE
HTF Trend: Shows the direction of the underlying trend based on a Supertrend calculation.
Entropy: The current market chaos reading. "🔥 LOW" is an ideal, ordered state for trading. "😴 HIGH" is a warning of choppy, unpredictable conditions.
🔮 FIB & R2R ZONE (Large Dashboard)
This section gives you the status of the Fibonacci Target Engine. It shows if an Active Channel (entry zone) or Stop Zone (invalidation zone) is active and displays the precise price levels for the static entry, target, and stop calculated at the time of the signal.
🛡️ FILTERS & PREDICTIVES (Large Dashboard)
This panel provides a status check on all the bonus filters. It shows the current RSI Status, whether a Divergence is present, and if a Live Pending signal is forming.
The Visual Interface: A Symphony of Data
Every visual element is designed for instant, intuitive interpretation of market dynamics.
Signal Markers: These are the primary outputs of the engine.
▼/▲ b: A fully confirmed signal that has passed all filters.
? b: A tentative signal generated in Predictive Mode, indicating developing dynamics.
◈ b: This diamond icon replaces the standard triangle when the signal is confirmed by a strong momentum divergence, highlighting it as a superior setup where dynamics are misaligned with price.
Harmonic Wave: The flowing, colored wave around the price.
What It Represents: The market's "flow dynamic" and volatility.
How to Interpret It: Expanding waves show increasing volatility. The color is tied to the "Quantum Color" in your theme, representing the underlying energy field of the market.
Entropy Particles: The small dots appearing above/below price.
What They Represent: A direct visualization of the "order dynamic."
How to Interpret Them: Their presence signifies a low-entropy, ordered state ideal for trading. Their color indicates the direction of momentum (PSR velocity). Their absence means the market is too chaotic (high entropy).
The Fibonacci Target Engine: The dynamic R2R system appearing post-signal.
Static Fib Levels: Colored horizontal lines representing the market's "structural dynamic."
The Green "Active Channel" Box: Your zone of consideration. An area to manage a potential entry.
Development Philosophy
Reversal Point Dynamics was engineered to answer a fundamental question: can we objectively measure the forces behind a market turn? It is a synthesis of concepts from market microstructure, statistics, and information theory. The objective was never to create a "perfect" system, but to build a robust decision-support tool that provides a measurable, statistical edge by focusing on the principle of confluence.
By demanding that multiple, independent market dynamics align simultaneously, RPD filters out the vast majority of market noise. It is designed for the trader who thinks in terms of probability and risk management, not in terms of certainties. It is a tool to help you discount the obvious and bet on the unexpected alignment of market forces.
"Markets are constantly in a state of uncertainty and flux and money is made by discounting the obvious and betting on the unexpected."
— George Soros
Trade with insight. Trade with anticipation.
— Dskyz, for DAFE Trading Systems
在脚本中搜索"美国要强买强卖，要求中国购买指定商品，四年还必须买够15万亿？"
Multi-Timeframe SMTSummery
The Multi-Timeframe SMT indicator is designed to identify and visualize Higher Timeframe (HTF) data on a Lower Timeframe (LTF) chart, allowing traders to see the broader market context without changing their current chart's resolution. It accurately draws pivots and SMT divergences from higher timeframes on the corresponding candles of your current lower timeframe chart.
Its core features include:
Multi-Timeframe Analysis: Configure and monitor pivots on up to four independent timeframes, from intraday to monthly.
Customizable Pivot Detection: Define the strength of pivots by adjusting the number of bars to the left and right.
SMT Divergence: Automatically identifies bullish and bearish SMT divergences by comparing the price action of the main chart symbol with a chosen correlated asset.
Early SMT Detection: A unique feature that monitors a lower "detection timeframe" to provide early warnings of potential SMT setups before they're confirmed on the main timeframe. Note that this early detection is only shown on timeframes equal to or lower than the "Detection timeframe" you have set.
Visual Cues & Alerts: Clear on-chart labels, lines, and fully customizable alerts notify you of confirmed pivots and SMT divergences, ensuring you don't miss key opportunities.
Important Nuance Regarding Pivot Label Display
Due to a self-imposed limit within this script's drawing management logic, the indicator might quickly reach its drawing capacity if you enable pivot crosses for multiple timeframes simultaneously. When this internal drawing limit is exceeded, the script is designed to automatically remove the oldest drawings to make space for new ones.
Therefore, to ensure optimal performance and visibility of the most recent and relevant pivots, it's highly recommended to only enable the "Show Pivot Crosses" option for one timeframe at a time. If you wish to view pivots for a different timeframe, simply disable the pivot crosses for the currently active timeframe and then enable them for your desired one. This approach prevents the rapid cycling and disappearance of pivot labels, providing a clearer and more stable visual experience.
In-Depth Explanation of the Logic
This script is built on two primary concepts: pivot points and Smart Money Technique (SMT) divergence. It systematically collects historical data on multiple timeframes, identifies pivots, and then compares them between two assets to find divergences.
Pivot Point Identification
A pivot is a turning point in the market. A pivot high is a candle that has a higher high than the candles to its immediate left and right. Conversely, a pivot low is a candle with a lower low than its neighbors.
How it Works in the Script:
The script tracks the highest high and lowest low for each period of the selected timeframe (e.g., for each 4-hour candle). When a new high-timeframe candle closes, it stores that high/low value and its bar index in an array. The checkForPivot() function then checks if a recently stored high or low qualifies as a pivot.
Key Inputs:
Left Strength (leftBars1): The number of candles to the left that must have a lower high (for a pivot high) or higher low (for a pivot low).
Right Strength (rightBars1): The number of candles to the right that must meet the same criteria.
For example, with Left Strength and Right Strength both set to 3, a pivot high is only confirmed when its high is greater than the highs of the 3 previous high-timeframe candles and the 3 subsequent high-timeframe candles. Increasing these values will identify more significant, longer-term pivots.
Smart Money Technique (SMT) Divergence
SMT Divergence is a concept popularized by The Inner Circle Trader (ICT). It occurs when two closely correlated assets fail to move in sync. For instance, if Asset A makes a higher high but Asset B fails to do so and instead makes a lower high, this creates a bearish SMT divergence. It suggests that the "smart money" may not be supporting the move in Asset A, signaling a potential reversal.
Bearish SMT: Main asset makes a higher high, while the correlated asset makes a lower high. This is a potential sell signal.
Bullish SMT: Main asset makes a lower low, while the correlated asset makes a higher low. This is a potential buy signal.
How it Works in the Script:
Data Request: For each timeframe, the script uses the request.security() function to fetch the high and low data for both the main chart symbol (syminfo.tickerid) and the chosen Comparison Asset.
Pivot Comparison: When a new pivot is confirmed on the main asset, the script checks if a corresponding pivot also formed on the comparison asset at the same time.
Divergence Check: It then compares the direction of the pivots. For a bearish SMT, it checks if the main asset's new pivot high is higher than its previous pivot high, while the comparison asset's new pivot high is lower than its previous one. The logic is reversed for bullish SMT.
Visualization: If a divergence is found, the script draws a red (bearish) or green (bullish) line connecting the two pivots on your chart and places an "SMT" label.
Early SMT Detection
This is a proactive feature designed to give you a heads-up. Waiting for a 4-hour or daily pivot to form can take a long time. The early detection system looks for SMT divergences on a much smaller, user-defined Detection timeframe (e.g., 15-minute).
How it Works in the Script:
Awaiting Setup: After a primary pivot (Pivot A) is formed on the main timeframe (e.g., a Daily pivot high), the script begins monitoring.
Intraday Monitoring: It then watches the Detection timeframe (e.g., 15-minute) for smaller intraday pivots.
Potential Divergence: It looks for an intraday pivot that forms a divergence against the primary Pivot A.
Watchline & Alert: When this "potential" divergence occurs, the script draws a dashed white line and triggers a "Potential SMT" alert. This isn't a confirmed SMT on the main timeframe yet, but it's a powerful early warning that one may be forming.
Drawing & Object Management
To keep the chart clean and prevent performance issues, the script manages its drawings (lines and labels) efficiently. It stores them in arrays and uses a drawing limit to automatically delete the oldest drawings as new ones are created, ensuring your TradingView remains responsive.
How to Use the Indicator
Configuration
Enable Timeframes: Use the checkboxes (Enable Timeframe 1, Enable Timeframe 2, etc.) to activate the timeframes you want to monitor. It's often best to start with one or two to keep the chart clean.
Select Timeframes: Choose the higher timeframes you want to analyze (e.g., 240 for 4-hour, D for Daily, W for Weekly).
Set Pivot Strength: The default of 3 for Left/Right strength is a good starting point. Increase it to find more significant market structure points or decrease it for more frequent, shorter-term pivots.
Configure SMT:
Check Enable SMT for the timeframes where you want to detect divergence.
Enter a Comparison Asset . This is crucial. Ensure the assets are correlated.
To use the early warning system, check Enable early SMT detection and select an appropriate Detection timeframe (e.g., 15 or 60 minutes for a Daily analysis).
RSI Overbought/Oversold MTFRSI Overbought / Oversold MTF — Dashboard & Alerts
What it does
This script scans up to 13 symbols at once and shows their RSI readings on three lower‑time‑frames (1 min, 5 min, 15 min).
If all three RSIs for a symbol are simultaneously above the overbought threshold or below the oversold threshold, the script:
Prints the condition (“Overbought” / “Oversold”) in a color‑coded dashboard table.
Fires a one‑per‑bar alert so you never miss the move.
Key features
Feature Details
Multi‑symbol Default list includes BTC, ETH, SOL, BNB, XRP, ADA, AVAX, AVAAI, DOGE, VIRTUAL, SUI, ALCH, LAYER (all Binance pairs). Replace or reorder in the inputs.
Triple‑time‑frame check RSI is calculated on 1 m, 5 m, 15 m for each symbol.
Customizable thresholds Set your own RSI Period, Overbought and Oversold levels. Defaults: 14 / 70 / 30.
Color‑coded dashboard Top‑right table shows:
• Symbol name
• RSI 1 m / 5 m / 15 m (red = overbought, green = oversold, white = neutral)
• Overall Status column (“Overbought”, “Oversold”, “Mixed”).
Alerts built in Triggers once per bar whenever a symbol is overbought or oversold on all three time‑frames simultaneously.
Typical use cases
Scalp alignment — Enter when all short TFs agree on overbought/oversold extremes.
Mean‑reversion spotting — Identify stretched conditions across multiple coins without switching charts.
Quick sentiment scan — Glance at the dashboard to see where momentum is heating up or cooling down.
How to use
Add to chart (overlay = false; it sits in its own pane).
Adjust symbols & thresholds in the Settings panel.
Create alerts → choose “RSI Overbought/Oversold MTF” → “Any Alert() Function Call” to receive push, email, or webhook notifications.
Note: The script queries many symbols each bar; use on lower time‑frames only if your data limits allow.
For educational purposes only — not financial advice. Always test on paper before trading live.
Timeframe Quadrants | InvrsROBINHOODTimeframe Quadrant Visualizer
Summary
This indicator is a powerful visualization tool designed to help traders analyze price action by dividing various timeframes into four distinct, color-coded quadrants. By breaking down periods from a full year to a single minute, it offers a unique perspective on market cycles and intraday patterns. The script includes fully customizable colors and display styles, allowing you to tailor the visual output to your specific charting needs.
Key Features
Multiple Timeframe Divisions: Choose to divide a Year, Month, Week, Day, Hour, or Minute into four parts.
Customizable Quadrant Logic:
Year: Divided into calendar quarters (Jan-Mar, Apr-Jun, Jul-Sep, Oct-Dec).
Month: Divided into four approximate weeks (Days 1-7, 8-14, 15-21, 22-end).
Week: Divided into four 42-hour blocks, starting from Sunday at 00:00.
Day: Divided into four 6-hour blocks.
Hour: Divided into four 15-minute blocks.
Minute: Divided into four 15-second blocks.
Flexible Display Options: Visualize the quadrants as either a full Background Color overlay or a Bar Overlay that colors the price bars directly.
Timeframe Separators: A vertical line is automatically drawn at the beginning of each selected timeframe (e.g., at the start of each new day when "Day" is selected), making it easy to see where each period begins.
Full Color Customization: All four quadrant colors are user-definable, along with a global transparency setting to ensure the indicator complements your chart without obscuring price action.
Timezone-Aware: All calculations are performed based on a user-selected timezone from a dropdown menu, ensuring accuracy and consistency across different markets and trading sessions. As an added option, there is a manual input if the timezone is not available.
How to Use
Add to Chart: Add the "Timeframe Quadrants" indicator to your chart.
Open Settings: Hover over the indicator's name on your chart and click the Settings (gear) icon.
Configure the Indicator:
Timeframe: Select the primary time period you want to divide (e.g., "Day", "Week", "Hour").
Display Method: Choose whether you want the quadrants to appear as a Background Color or a Bar Overlay.
Timezone: Select the desired timezone from the dropdown menu. This is crucial for aligning the quadrants with specific market sessions (e.g., "America/New_York" for the NYSE session).
Quadrant Colors: Customize the color for each of the four quadrants.
Transparency %: Adjust the transparency of the colors to your preference.
Underlying Concepts
This script operates by using Pine Script's built-in time and date variables. It identifies the current bar's position within the user-selected timeframe (timeframe_choice) and assigns it to one of four quadrants based on pre-defined logic. For example, when "Day" is selected, it uses the hour() function to determine which 6-hour block the current bar falls into. The vertical separator lines are generated by detecting a change in the relevant time unit (e.g., ta.change(dayofmonth)), which marks the first bar of a new period.
Disclaimer: This tool is intended for visual analysis and pattern recognition. It does not generate buy or sell signals and should be used in conjunction with your own trading strategy and risk management. Past performance is not indicative of future results.
Info TableOverview
The Info Table V1 is a versatile TradingView indicator tailored for intraday futures traders, particularly those focusing on MESM2 (Micro E-mini S&P 500 futures) on 1-minute charts. It presents essential market insights through two customizable tables: the Main Table for predictive and macro metrics, and the New Metrics Table for momentum and volatility indicators. Designed for high-activity sessions like 9:30 AM–11:00 AM CDT, this tool helps traders assess price alignment, sentiment, and risk in real-time. Metrics update dynamically (except weekly COT data), with optional alerts for key conditions like volatility spikes or momentum shifts.
This indicator builds on foundational concepts like linear regression for predictions and adapts open-source elements for enhanced functionality. Gradient code is adapted from TradingView's Color Library. QQE logic is adapted from LuxAlgo's QQE Weighted Oscillator, licensed under CC BY-NC-SA 4.0. The script is released under the Mozilla Public License 2.0.
Key Features
Two Customizable Tables: Positioned independently (e.g., top-right for Main, bottom-right for New Metrics) with toggle options to show/hide for a clutter-free chart.
Gradient Coloring: User-defined high/low colors (default green/red) for quick visual interpretation of extremes, such as overbought/oversold or high volatility.
Arrows for Directional Bias: In the New Metrics Table, up (↑) or down (↓) arrows appear in value cells based on metric thresholds (top/bottom 25% of range), indicating bullish/high or bearish/low conditions.
Consensus Highlighting: The New Metrics Table's title cells ("Metric" and "Value") turn green if all arrows are ↑ (strong bullish consensus), red if all are ↓ (strong bearish consensus), or gray otherwise.
Predicted Price Plot: Optional line (default blue) overlaying the ML-predicted price for visual comparison with actual price action.
Alerts: Notifications for high/low Frahm Volatility (≥8 or ≤3) and QQE Bias crosses (bullish/bearish momentum shifts).
Main Table Metrics
This table focuses on predictive, positional, and macro insights:
ML-Predicted Price: A linear regression forecast using normalized price, volume, and RSI over a customizable lookback (default 500 bars). Gradient scales from low (red) to high (green) relative to the current price ± threshold (default 100 points).
Deviation %: Percentage difference between current price and predicted price. Gradient highlights extremes (±0.5% default threshold), signaling potential overextensions.
VWAP Deviation %: Percentage difference from Volume Weighted Average Price (VWAP). Gradient indicates if price is above (green) or below (red) fair value (±0.5% default).
FRED UNRATE % Change: Percentage change in U.S. unemployment rate (via FRED data). Cell turns red for increases (economic weakness), green for decreases (strength), gray if zero or disabled.
Open Interest: Total open MESM2 futures contracts. Gradient scales from low (red) to high (green) up to a hardcoded 300,000 threshold, reflecting market participation.
COT Commercial Long/Short: Weekly Commitment of Traders data for commercial positions. Long cell green if longs > shorts (bullish institutional sentiment); Short cell red if shorts > longs (bearish); gray otherwise.
New Metrics Table Metrics
This table emphasizes technical momentum and volatility, with arrows for quick bias assessment:
QQE Bias: Smoothed RSI vs. trailing stop (default length 14, factor 4.236, smooth 5). Green for bullish (RSI > stop, ↑ arrow), red for bearish (RSI < stop, ↓ arrow), gray for neutral.
RSI: Relative Strength Index (default period 14). Gradient from oversold (red, <30 + threshold offset, ↓ arrow if ≤40) to overbought (green, >70 - offset, ↑ arrow if ≥60).
ATR Volatility: Score (1–20) based on Average True Range (default period 14, lookback 50). High scores (green, ↑ if ≥15) signal swings; low (red, ↓ if ≤5) indicate calm.
ADX Trend: Average Directional Index (default period 14). Gradient from weak (red, ↓ if ≤0.25×25 threshold) to strong trends (green, ↑ if ≥0.75×25).
Volume Momentum: Score (1–20) comparing current to historical volume (lookback 50). High (green, ↑ if ≥15) suggests pressure; low (red, ↓ if ≤5) implies weakness.
Frahm Volatility: Score (1–20) from true range over a window (default 24 hours, multiplier 9). Dynamic gradient (green/red/yellow); ↑ if ≥7.5, ↓ if ≤2.5.
Frahm Avg Candle (Ticks): Average candle size in ticks over the window. Blue gradient (or dynamic green/red/yellow); ↑ if ≥0.75 percentile, ↓ if ≤0.25.
Arrows trigger on metric-specific logic (e.g., RSI ≥60 for ↑), providing directional cues without strict color ties.
Customization Options
Adapt the indicator to your strategy:
ML Inputs: Lookback (10–5000 bars) and RSI period (2+) for prediction sensitivity—shorter for volatility, longer for trends.
Timeframes: Individual per metric (e.g., 1H for QQE Bias to match higher frames; blank for chart timeframe).
Thresholds: Adjust gradients and arrows (e.g., Deviation 0.1–5%, ADX 0–100, RSI overbought/oversold).
QQE Settings: Length, factor, and smooth for fine-tuned momentum.
Data Toggles: Enable/disable FRED, Open Interest, COT for focus (e.g., disable macro for pure intraday).
Frahm Options: Window hours (1+), scale multiplier (1–10), dynamic colors for avg candle.
Plot/Table: Line color, positions, gradients, and visibility.
Ideal Use Case
Perfect for MESM2 scalpers and trend traders. Use the Main Table for entry confirmation via predicted deviations and institutional positioning. Leverage the New Metrics Table arrows for short-term signals—enter bullish on green consensus (all ↑), avoid chop on low volatility. Set alerts to catch shifts without constant monitoring.
Why It's Valuable
Info Table V1 consolidates diverse metrics into actionable visuals, answering critical questions: Is price mispriced? Is momentum aligning? Is volatility manageable? With real-time updates, consensus highlights, and extensive customization, it enhances precision in fast markets, reducing guesswork for confident trades.
Note: Optimized for futures; some metrics (OI, COT) unavailable on non-futures symbols. Test on demo accounts. No financial advice—use at your own risk.
The provided script reuses open-source elements from TradingView's Color Library and LuxAlgo's QQE Weighted Oscillator, as noted in the script comments and description. Credits are appropriately given in both the description and code comments, satisfying the requirement for attribution.
Regarding significant improvements and proportion:
The QQE logic comprises approximately 15 lines of code in a script exceeding 400 lines, representing a small proportion (<5%).
Adaptations include integration with multi-timeframe support via request.security, user-customizable inputs for length, factor, and smooth, and application within a broader table-based indicator for momentum bias display (with color gradients, arrows, and alerts). This extends the original QQE beyond standalone oscillator use, incorporating it as one of seven metrics in the New Metrics Table for confluence analysis (e.g., consensus highlighting when all metrics align). These are functional enhancements, not mere stylistic or variable changes.
The Color Library usage is via official import (import TradingView/Color/1 as Color), leveraging built-in gradient functions without copying code, and applied to enhance visual interpretation across multiple metrics.
The script complies with the rules: reused code is minimal, significantly improved through integration and expansion, and properly credited. It qualifies for open-source publication under the Mozilla Public License 2.0, as stated.
Staccked SMA - Regime Switching & Persistance StatisticsThis indicator is designed to identify the prevailing market regime by analyzing the behavior of a "stack" of Simple Moving Averages (SMAs). It helps you understand whether the market is currently trending, mean-reverting, or moving randomly.
Core Concept: SMA Correlation
At its heart, the indicator examines the relationship between a set of nine SMAs with different lengths (3, 5, 8, 13, 21, 34, 55, 89, 144) and the lengths themselves.
In a strong trending market (either up or down), the SMAs will be neatly "stacked" in order of their length. The shortest SMA will be furthest from the longest SMA, creating a strong, almost linear visual pattern. When we measure the statistical correlation between the SMA values and their corresponding lengths, we get a value close to +1 (perfect uptrend stack) or -1 (perfect downtrend stack). The absolute value of this correlation will be very high (close to 1).
In a mean-reverting or sideways market, the SMAs will be tangled and crisscrossing each other. There is no clear order, and the relationship between an SMA's length and its price value is weak. The correlation will be close to 0.
This indicator calculates this Pearson correlation on every bar, giving a continuous measure of how ordered or "trendy" the SMAs are. An absolute correlation above 0.8 is considered strongly trending, while a value between 0.4 and 0.8 suggests a mean-reverting character. Below 0.4, the market is likely random or choppy.
Regime Classification and Statistics
The indicator doesn't just look at the current correlation; it analyzes its behavior over a user-defined lookback window (default is 252 bars) to classify the overall market "regime."
It presents its findings in a clear table:
📊 |SMA Correlation| Regime Table: This main table provides a snapshot of the current market character.
Median: Shows the median absolute correlation over the lookback period, giving a central tendency of the market's behavior.
% > 0.80: The percentage of time the market was in a strong trend during the lookback period.
% < 0.80 & > 0.40: The percentage of time the market showed mean-reverting characteristics.
🧠 Regime: The final classification. It's labeled "📈 Trend-Dominant" if the median correlation is high and it has spent a significant portion of the time trending. It's labeled "🔄 Mean-Reverting" if the median is in the middle range and it has spent significant time in that state. Otherwise, it's considered "⚖️ Random/ Choppy".
📐 Regime Significance: This tells you how statistically confident you can be in the current regime classification, using a Z-score to compare its occurrence against random chance. ⭐⭐⭐ indicates high confidence (99%), while "❌ Not Significant" means the pattern could be random.
Regime Transition Probabilities
Optionally, a second table can be displayed that shows the historical probability of the market transitioning from one regime to another over different time horizons (t+5, t+10, t+15, and t+20 bars).
📈 → 🔄 → ⚖️ Transition Table: This table answers questions like, "If the market is trending now (From: 📈), what is the probability it will be mean-reverting (→ 🔄) in 10 bars?"
This provides powerful insights into the market's cyclical nature, helping you anticipate future behavior based on past patterns. For example, you might find that after a period of strong trending, a transition to a choppy state is more likely than a direct switch to a mean-reverting
Indicator Settings
Lookback Window for Regime Classification: This sets the number of recent bars (default is 252) the script analyzes to determine the current market regime (Trending, Mean-Reverting, or Random). A larger number provides a more stable, long-term view, while a smaller number makes the classification more sensitive to recent price action.
Show Regime Transition Table: A simple toggle (on/off) to show or hide the table that displays the probabilities of the market switching from one regime to another.
Lookback Offset for Starting Regime: This determines the "starting point" in the past for calculating regime transitions. The default is 20 bars ago. The script looks at the regime at this point and then checks what it became at later points.
Step 1, 2, 3, 4 Offset (bars): These define the future time intervals (5, 10, 15, and 20 bars by default) for the transition probability table. For example, the script checks the regime at the "Lookback Offset" and then sees what it transitioned to 5, 10, 15, and 20 bars later.
Significance Filter Settings
Use Regime Significance Filter: When enabled, this filter ensures that the regime transition statistics only count transitions that were "statistically significant." This helps to filter out noise and focus on more reliable patterns.
Min Stars Required (1=90%, 2=95%, 3=99%): This sets the minimum confidence level required for a regime to be included in the transition statistics when the significance filter is on.
1 ⭐: Requires at least 90% confidence.
2 ⭐⭐: Requires at least 95% confidence (default).
3 ⭐⭐⭐: Requires at least 99% confidence.
Smart Directional Fib Zone (Selectable Session)🎯 Overview
This indicator plots a dynamic Fibonacci zone between the 0.5 and 0.618 levels , calculated from the previous day’s price action , and is designed specifically for intraday traders.
It visually highlights key retracement or reaction areas where the market often pauses or reverses.
🔍 How it works
At the start of each day, the script automatically captures:
the previous day’s open (pdo),
high (pdh),
low (pdl),
and close (pdc).
It then determines if the previous day was bullish (Close > Open) or bearish (Close < Open).
Based on that:
If the previous day was bullish, it projects the Fibonacci levels down from the high (typical for expecting retracements).
If bearish, it projects them up from the low.
The two key levels are:
0.5 (50%) retracement / projection
0.618 (61.8%) retracement / projection
A colored zone is plotted between these levels to act as a leading guide for intraday setups.
⏰ Time filtering & session customization
A unique feature is the dynamic session filtering:
By default, the zone is only plotted during active market hours, keeping your chart clean outside trading hours.
The script provides a dropdown selector so you can quickly switch between:
India session (9:15 to 15:30)
Europe session (9:00 to 17:30)
US session (9:30 to 16:00)
Or even define your own custom session times.
This makes it ideal for intraday traders in any region.
🎨 Visual features
The fill zone changes color based on the previous day’s sentiment:
Green zone if the previous day was bullish
Red zone if the previous day was bearish
🚨 Alerts
The script includes an alert condition, so you can easily set up TradingView alerts to notify you when:
Price enters the Fibonacci zone.
This is extremely helpful for catching retracements or reversals without staring at the screen all day.
⚙️ How to use
✅ Works on any intraday timeframe (1 min, 5 min, 15 min, etc.).
✅ Simply add it to your chart, pick your session in the dropdown, and watch the Fibonacci zone automatically adjust to your selected market hours.
Use it as a confluence tool alongside other indicators like VWAP, EMAs, Bollinger Bands, or price action patterns to time entries and exits.
💪 Why this is powerful
This is more than a simple Fib retracement tool:
It dynamically adapts to the previous day’s sentiment, helping you trade in alignment with recent market psychology.
The session filtering ensures your charts are focused only on the periods
GeeksDoByte 15m & 30m ORB + Prev Day High/LowCME_MINI:NQ1!
How It Works
Opening Ranges
At 9:30 ET, the script begins tracking the high & low.
It uses two fixed sessions:
15 min from 09:30 to 09:45
30 min from 09:30 to 10:00
On the very first bar of each session it initializes the range, then continuously updates the high/low on each new intraday bar.
Dashed lines are drawn when the session opens and extended horizontally across subsequent bars.
Previous Day’s Levels
Independently, it fetches yesterday’s high and low via a daily security call.
These historic levels are plotted as simple horizontal lines for daily context.
How to Use
Breakout Entries
A close above the 15 min ORB high can signal an early breakout; a further push above the 30 min ORB high confirms extended momentum.
Conversely, breaks below the respective lows can indicate short setups.
Support & Resistance
Yesterday’s high/low often act as magnet levels. If price is near the previous high when the opening ranges break, you get a confluence zone worth watching.
Trade Management
Combine the two opening-range levels to tier your stops or scale in.
For example, you might place an initial stop below the 15 min low and a wider stop below the 30 min low.
OPR Asia-New-York [Elykia]This Pine Script indicator, called "OPR Asia-New-York ", displays time-based boxes corresponding to two specific trading periods known as OPR (Opening Price Range):
🎯 Purpose of the Indicator:
To visualize two key market time windows (morning and afternoon) as extended boxes, helping with technical analysis around opening ranges.
🕒 Two sessions displayed as boxes:
🔹 Morning OPR:
Default: from 09:00 to 09:15 (configurable)
The box extends until 10:30.
It captures the highest and lowest candle within this interval.
🔸 Afternoon OPR:
Default: from 15:30 to 15:45
The box extends until 17:30.
Follows the same logic as the morning session.
⚙️ Dashboard Options:
Enable or disable the morning or afternoon box individually
Select the timezone (e.g., GMT+2)
Customize all colors (morning/afternoon boxes, median line)
Set your own start/end/extension times for each session
📦 Each box includes:
A colored rectangle showing the price range (high/low)
A dotted median line between the high and low
The box and line extend until the end time defined
🧠 Usefulness for Traders:
Identify liquidity zones or consolidation areas
Trade setups like liquidity grabs, breakouts, or fakeouts around the OPR
Align with ICT methods or scalping strategies based on session behavior
LVN/HVN Auto Detection [PhenLabs]📊 PhenLabs - LVN/HVN Auto Detection
Version: PineScript™ v6
📌 Description
The PhenLabs LVN/HVN Auto Detection indicator is an advanced volume profile analysis tool that automatically identifies Low Volume Nodes (LVN) and High Volume Nodes (HVN) across multiple trading sessions. This sophisticated indicator analyzes volume distribution patterns to pinpoint critical support and resistance levels where price is likely to react, providing traders with high-probability zones for entries, exits, and risk management.
Unlike traditional volume indicators that only show current activity, this tool builds comprehensive volume profiles from historical sessions and intelligently filters the most significant levels. It combines real-time volume analysis with dynamic level detection, offering both visual bubbles for immediate volume activity and persistent horizontal lines that act as ongoing support/resistance references.
🚀 Points of Innovation
Multi-Session Volume Profile Analysis - Automatically calculates and analyzes volume profiles across the last 5 trading sessions
Intelligent Level Separation Logic - Prevents overlapping signals by maintaining minimum separation between LVN and HVN levels
Dynamic Timeframe Adaptation - Automatically adjusts session lengths based on chart timeframe for optimal level detection
Real-Time Activity Bubbles - Shows volume activity strength through different bubble sizes at key levels
Persistent Line Management - Creates horizontal lines that extend until price crosses them, providing ongoing reference points
Dual Threshold System - Independent percentage-based thresholds for both LVN and HVN identification
🔧 Core Components
Volume Profile Engine : Builds 20-row volume profiles for each analyzed session, distributing volume across price levels
Level Identification Algorithm : Uses percentage-based thresholds to classify volume distribution patterns
Separation Logic : Ensures minimum distance between conflicting levels, prioritizing HVN when overlap occurs
Line Management System : Tracks active support/resistance lines and removes them when price crosses through
Volume Activity Monitor : Compares current volume to 13-period moving average for activity classification
🔥 Key Features
Customizable Thresholds : LVN threshold (5-35%, default 20%) and HVN threshold (65-95%, default 80%) for precise level filtering
Volume Activity Multiplier : Adjustable volume threshold (0.5+, default 1.5) for bubble and line creation sensitivity
Flexible Display Modes : Choose between Lines only, Bubbles only, or Both for optimal chart clarity
Smart Level Separation : Minimum separation percentage (0.1-2%, default 0.5%) prevents conflicting signals
Color Customization : Independent color controls for LVN (red) and HVN (blue) elements
Performance Optimization : Processes every 15 bars with maximum 500 active lines for smooth operation
🎨 Visualization
Colored Bubbles : Three sizes (large, medium, small) indicate volume activity strength at key levels
Horizontal Lines : Persistent support/resistance lines with width corresponding to volume activity
Dual Color System : Semi-transparent red for LVN areas, semi-transparent blue for HVN zones
Information Tooltip : Optional table showing usage guidelines and optimization tips
📖 Usage Guidelines
Volume Thresholds
LVN Threshold
○ Default: 20.0%
○ Range: 5.0-35.0%
○ Description: Price levels with volume below this percentage are marked as LVNs. Lower values create fewer, more significant levels. Typical range 15-25% works for most instruments.
HVN Threshold
○ Default: 80.0%
○ Range: 65.0-95.0%
○ Description: Price levels with volume above this percentage are marked as HVNs. Higher values create fewer, stronger levels. Range 75-85% is optimal for most trading.
Display Controls
Volume Threshold
○ Default: 1.5
○ Range: 0.5+
○ Description: Multiplier for volume significance (High=2+threshold, Medium=1+threshold, Low=0+threshold). Higher values require more volume for signals.
✅ Best Use Cases
Swing Trading : Identify key levels for position entries and exits over multiple days
Scalping : Use bubbles for immediate volume activity confirmation at critical levels
Risk Management : Place stops beyond LVN levels where price moves quickly
Breakout Trading : Monitor HVN levels for potential breakout or rejection scenarios
Multi-Timeframe Analysis : Combine with higher timeframe levels for confluence
⚠️ Limitations
Timeframe Sensitivity : Lower timeframes may produce too many levels; higher timeframes recommended for cleaner signals
Volume Data Dependency : Accuracy depends on reliable volume data from your data provider
Historical Analysis : Uses past volume data which may not predict future price behavior
Performance Impact : High number of active lines may affect chart performance on slower devices
💡 What Makes This Unique
Automated Session Analysis : No manual drawing required - automatically analyzes multiple sessions
Intelligent Filtering : Advanced separation logic prevents overlapping and conflicting signals
Adaptive Processing : Adjusts to different timeframes automatically for optimal level detection
Dual Visualization System : Combines persistent lines with real-time activity indicators
🔬 How It Works
1. Volume Profile Construction :
Analyzes the last 5 trading sessions with dynamic session length based on timeframe
Divides each session’s price range into 20 equal levels for volume distribution analysis
2. Level Classification :
Calculates volume percentage at each price level relative to session maximum
Identifies LVN levels below threshold and HVN levels above threshold
3. Signal Generation :
Creates bubbles when volume activity exceeds thresholds at identified levels
Draws horizontal lines that persist until price crosses through them
💡 Note : For optimal results, increase your chart timeframe if you see too many levels. The indicator performs best on 15-minute and higher timeframes where volume patterns are more meaningful and less noisy.
Canuck Trading Trader StrategyCanuck Trading Trader Strategy
Overview
The Canuck Trading Trader Strategy is a high-performance, trend-following trading system designed for NASDAQ:TSLA on a 15-minute timeframe. Optimized for precision and profitability, this strategy leverages short-term price trends to capture consistent gains while maintaining robust risk management. Ideal for traders seeking an automated, data-driven approach to trading Tesla’s volatile market, it delivers strong returns with controlled drawdowns.
Key Features
Trend-Based Entries: Identifies short-term trends using a 2-candle lookback period and a minimum trend strength of 0.2%, ensuring responsive trade signals.
Risk Management: Includes a configurable 3.0% stop-loss to cap losses and a 2.0% take-profit to lock in gains, balancing risk and reward.
High Precision: Utilizes bar magnification for accurate backtesting, reflecting realistic trade execution with 1-tick slippage and 0.1 commission.
Clean Interface: No on-chart indicators, providing a distraction-free trading experience focused on performance.
Flexible Sizing: Allocates 10% of equity per trade with support for up to 2 simultaneous positions (pyramiding).
Performance Highlights
Backtested from March 1, 2024, to June 20, 2025, on NASDAQ:TSLA (15-minute timeframe) with $1,000,000 initial capital:
Net Profit: $2,279,888.08 (227.99%)
Win Rate: 52.94% (3,039 winning trades out of 5,741)
Profit Factor: 3.495
Max Drawdown: 2.20%
Average Winning Trade: $1,050.91 (0.55%)
Average Losing Trade: $338.20 (0.18%)
Sharpe Ratio: 2.468
Note: Past performance is not indicative of future results. Always validate with your own backtesting and forward testing.
Usage Instructions
Setup:
Apply the strategy to a NASDAQ:TSLA 15-minute chart.
Ensure your TradingView account supports bar magnification for accurate results.
Configuration:
Lookback Candles: Default is 2 (recommended).
Min Trend Strength: Set to 0.2% for optimal trade frequency.
Stop Loss: Default 3.0% to cap losses.
Take Profit: Default 2.0% to secure gains.
Order Size: 10% of equity per trade.
Pyramiding: Allows up to 2 orders.
Commission: Set to 0.1.
Slippage: Set to 1 tick.
Enable "Recalculate After Order is Filled" and "Recalculate on Every Tick" in backtest settings.
Backtesting:
Run backtests over March 1, 2024, to June 20, 2025, to verify performance.
Adjust stop-loss (e.g., 2.5%) or take-profit (e.g., 1–3%) to suit your risk tolerance.
Live Trading:
Use with a compatible broker or TradingView alerts for automated execution.
Monitor execution for slippage or latency, especially given the high trade frequency (5,741 trades).
Validate in a demo account before deploying with real capital.
Risk Disclosure
Trading involves significant risk and may result in losses exceeding your initial capital. The Canuck Trading Trader Strategy is provided for educational and informational purposes only. Users are responsible for their own trading decisions and should conduct thorough testing before using in live markets. The strategy’s high trade frequency requires reliable execution infrastructure to minimize slippage and latency.
Market Matrix ViewThis technical indicator is designed to provide traders with a quick and integrated view of market dynamics by combining several popular indicators into a single tool. It's not a magic bullet, but a practical aid for analyzing buying/selling pressure, trends, volume, and divergences, saving you time in the decision-making process. Built for flexibility, the indicator adapts to various trading styles (scalping, swing, or long-term) and offers customizable settings to suit your needs.
🟡 Multi-Timeframe Trends
➤ This section displays the trend direction (bullish, bearish, or neutral) across 15-minute, 1-hour, 4-hour, and Daily timeframes, providing multi-timeframe market context. Timeframes lower than the one currently selected will show "N/A."
➤It utilizes fast and slow Exponential Moving Averages (EMAs) for each timeframe:
15m: Fast EMA 42, Slow EMA 170
1h: Fast EMA 40, Slow EMA 100
4h: Fast EMA 36, Slow EMA 107
Daily: Fast EMA 20, Slow EMA 60
🟡 Smart Flow & RVOL
➤ This section displays "Buying Pressure" or "Selling Pressure" signals based on indicator confluence, alongside volume activity ("High Activity," "Normal Activity," or "Low Activity").
➤ Smart Flow combines Chaikin Money Flow (CMF) and Money Flow Index (MFI) to detect buying/selling pressure. CMF measures money flow based on price position within the high-low range, while MFI analyzes money flow considering typical price and volume. A signal is generated only when both indicators simultaneously increase/decrease beyond an adjustable threshold ("Buy/Sell Sensitivity") and volume exceeds a Simple Moving Average (SMA) scaled by the "Volume Multiplier."
➤ RVOL (Relative Volume) calculates relative volume separately for bullish and bearish candles, comparing recent volume (fast SMA) with a reference volume (slow SMA). Thresholds are adjusted based on the selected mode.
🟡 ADX & RSI
This section displays trend strength ("Strong," "Moderate," or "Weak"), its direction ("Bullish" or "Bearish"), and the RSI momentum status ("Overbought," "Oversold," "Buy/Sell Momentum," or "Neutral").
➤ ADX (Average Directional Index) measures trend strength (above 40 = "Strong," 20–40 = "Moderate," below 20 = "Weak"). Direction is determined by comparing +DI (upward movement) with -DI (downward movement). Additionally, an arrow indicates whether the trend's strength is decreasing or increasing.
➤RSI (Relative Strength Index) evaluates price momentum. Extreme levels (above 80/85 = "Overbought," below 15/20 = "Oversold") and intermediate zones (47–53 = "Neutral," above 53 = "Buy Momentum," below 47 = "Sell Momentum") are adjusted based on the selected mode.
🟡 When these signals are active for a potential trade setup, the table's background lights up green or red, respectively.
🟡 Volume Spikes
➤This feature highlights bars with significantly higher volume than the recent average, coloring them yellow on the chart to draw attention to intense market activity.
➤It uses the Z-Score method to detect volume anomalies. Current volume is compared to a 10-bar Simple Moving Average (SMA) and the standard deviation of volume over the same period. If the Z-Score exceeds a certain threshold, the bar is marked as a volume spike.
🟡 Divergences (Volume Divergence Detection)
➤ This feature marks divergences between price and technical indicators on the chart, using diamond-shaped labels (green for bullish divergences, red for bearish divergences) to signal potential trend reversals.
➤ It compares price deviations from a Simple Moving Average (SMA) with deviations of three indicators: Chaikin Money Flow (CMF), Money Flow Index (MFI), and On-Balance Volume (OBV). A bullish divergence occurs when price falls below its average, but CMF, MFI, and OBV rise above their averages, indicating hidden accumulation. A bearish divergence occurs when price rises above its average, but CMF, MFI, and OBV fall, suggesting distribution. The length of the moving averages is adjustable (default 13/10/5 bars for Scalping/Balanced/Swing), and detection thresholds are scaled by "Divergence Sensitivity" (default 1.0).
🟡 Adaptive Stop-Loss (ATR)
➤Draws dynamic stop-loss lines (red, dashed) on the chart for buy or sell signals, helping traders manage risk.Uses the Average True Range (ATR) to calculate stop-loss levels, set at low/high ± ATR × multiplier
🟡 Alerts for trend direction changes in the Info Panel:
➤ Triggers notifications when the trend shifts to Bullish (when +DI crosses above -DI) or Bearish (when +DI crosses below -DI), helping you stay informed about key market shifts.
How to use: Set alerts in Trading View for “Trend Changed to Bullish” or “Trend Changed to Bearish” with “Once Per Bar Close” for reliable signals.
🟡 Settings (Inputs)
➤ The indicator offers customizable settings to fit your trading style, but it's already optimized for Scalping (1m–15m), Balanced (16m–3h59m), and Swing (4h–Daily) modes, which automatically adjust based on the selected timeframe. The visible inputs allow you to adjust the following parameters:
Show Info Panel: Enables/disables the information panel (default: enabled).
Show Volume Spikes: Turns on/off coloring for volume spike bars (default: enabled).
Spike Sensitivity: Controls the Z-Score threshold for detecting volume spikes (default: 2.0; lower values increase signal frequency).
Show Divergence: Enables/disables the display of divergence labels (default: enabled).
Divergence Sensitivity: Adjusts the thresholds for divergence detection (default: 1.0; higher values reduce sensitivity).
Divergence Lookback Length: Sets the length of the moving averages used for divergences (default: 5, automatically adjusted to 13/10/5 for Scalping/Balanced/Swing).
RVOL Reference Period: Defines the reference period for relative volume (default: 20, automatically adjusted to 7/15/20).
RSI Length: Sets the RSI length (default: 14, automatically adjusted to 5/10/14).
Buy Sensitivity: Controls the increase threshold for Buying Pressure signals (default: 0.007; higher values reduce frequency).
Sell Sensitivity: Controls the decrease threshold for Selling Pressure signals (default: 0.007; higher values reduce frequency).
Volume Multiplier (B/S Pressure): Adjusts the volume threshold for Smart Flow signals (default: 0.6; higher values require greater volume).
🟡 This indicator is created to simplify market analysis, but I am not a professional in Pine Script or technical indicators. This indicator is not a standalone solution. For optimal results, it must be integrated into a well-defined trading strategy that includes risk management and other confirmations.
Vix_Fix Enhanced MTF [Cometreon]The VIX Fix Enhanced is designed to detect market bottoms and spikes in volatility, helping traders anticipate major reversals with precision. Unlike standard VIX Fix tools, this version allows you to control the standard deviation logic, switch between chart styles, customize visual outputs, and set up advanced alerts — all with no repainting.
🧠 Logic and Calculation
This indicator is based on Larry Williams' VIX Fix and integrates features derived from community requests/advice, such as inverse VIX logic.
It calculates volatility spikes using a customizable standard deviation of the lows and compares it to a moving high to identify potential reversal points.
All moving average logic is based on Cometreon's proprietary library, ensuring accurate and optimized calculations on all 15 moving average types.
🔷 New Features and Improvements
🟩 Custom Visual Styles
Choose how you want your VIX data displayed:
Line
Step Line
Histogram
Area
Column
You can also flip the orientation (bottom-up or top-down), change the source ticker, and tailor the display to match your charting preferences.
🟩 Multi-MA Standard Deviation Calculation
Customize the standard deviation formula by selecting from 15 different moving averages:
SMA (Simple Moving Average)
EMA (Exponential Moving Average)
WMA (Weighted Moving Average)
RMA (Smoothed Moving Average)
HMA (Hull Moving Average)
JMA (Jurik Moving Average)
DEMA (Double Exponential Moving Average)
TEMA (Triple Exponential Moving Average)
LSMA (Least Squares Moving Average)
VWMA (Volume-Weighted Moving Average)
SMMA (Smoothed Moving Average)
KAMA (Kaufman’s Adaptive Moving Average)
ALMA (Arnaud Legoux Moving Average)
FRAMA (Fractal Adaptive Moving Average)
VIDYA (Variable Index Dynamic Average)
This gives you fine control over how volatility is measured and allows tuning the sensitivity for different market conditions.
🟩 Full Control Over Percentile and Deviation Conditions
You can enable or disable lines for standard deviation and percentile conditions, and define whether you want to trigger on over or under levels — adapting the indicator to your exact logic and style.
🟩 Chart Type Selection
You're no longer limited to candlestick charts! Now you can use Vix_Fix with different chart formats, including:
Candlestick
Heikin Ashi
Renko
Kagi
Line Break
Point & Figure
🟩 Multi-Timeframe Compatibility Without Repainting
Use a different timeframe from your chart with confidence. Signals remain stable and do not repaint. Perfect for spotting long-term reversal setups on lower timeframes.
🟩 Alert System Ready
Configure alerts directly from the indicator’s panel when conditions for over/under signals are met. Stay informed without needing to monitor the chart constantly.
🔷 Technical Details and Customizable Inputs
This indicator includes full control over the logic and appearance:
1️⃣ Length Deviation High - Adjusts the lookback period used to calculate the high deviation level of the VIX logic. Shorter values make it more reactive; longer values smooth out the signal.
2️⃣ Ticker - Choose a different chart type for the calculation, including Heikin Ashi, Renko, Kagi, Line Break, and Point & Figure.
3️⃣ Style VIX - Change the visual style (Line, Histogram, Column, etc.), adjust line width, and optionally invert the display (bottom-to-top).
📌 Fill zones for deviation and percentile are active only in Line and Step Line modes
4️⃣ Use Standard Deviation Up / Down - Enable the overbought and oversold zone logic based on upper and lower standard deviation bands.
5️⃣ Different Type MA (for StdDev) - Choose from 15 different moving averages to define the calculation method for standard deviation (SMA, EMA, HMA, JMA, etc.), with dedicated parameters like Phase, Sigma, and Offset for optimized responsiveness.
6️⃣ BB Length & Multiplier - Adjust the period and multiplier for the standard deviation bands, similar to how Bollinger Bands work.
7️⃣ Show StdDev Up / Down Line - Enable or disable the visibility of upper and lower standard deviation boundaries.
8️⃣ Use Percentile & Length High - Activate the percentile-based logic to detect extreme values in historical volatility using a customizable lookback length.
9️⃣ Highest % / Lowest % - Set the high and low percentile thresholds (e.g., 85 for high, 99 for low) that will be used to trigger over/under signals.
🔟 Show High / Low Percentile Line - Toggle the visual display of the percentile boundaries directly on the chart for clearer signal reference.
1️⃣1️⃣ Ticker Settings – Customize parameters for special chart types such as Renko, Heikin Ashi, Kagi, Line Break, and Point & Figure, adjusting reversal, number of lines, ATR length, etc.
1️⃣2️⃣ Timeframe – Enables using SuperTrend on a higher timeframe.
1️⃣3️⃣ Wait for Timeframe Closes -
✅ Enabled – Displays Vix_Fix smoothly with interruptions.
❌ Disabled – Displays Vix_Fix smoothly without interruptions.
☄️ If you find this indicator useful, leave a Boost to support its development!
Every feedback helps to continuously improve the tool, offering an even more effective trading experience. Share your thoughts in the comments! 🚀🔥
15Min Opening Range & Midline (UTC+2) This TradingView script draws the 15-minute Opening Range of the day based on a user-defined start time and plots the high, low, and midline of this range. It works by capturing the high and low of the first 15 minutes of the session, and then extending them for the rest of the trading day. The midline is calculated as the average of the high and low values.
Key Features:
User-configurable start time: Define the hour and minute for when the opening range should start based on your local time zone.
Line customization: Choose the color and line style (solid, dashed, dotted) for the high, low, and midline.
Easy-to-read visual representation: The high and low lines extend across the chart from the range start, with the midline placed in the center.
Dynamic updates: The indicator resets at the start of each new trading day and updates the opening range lines accordingly.
Perfect for:
Traders looking to monitor the initial market range during the first 15 minutes of trading.
Identifying key support and resistance levels based on early price action.
Providing a midline to assess market bias and potential breakouts.
Notes:
The indicator calculates everything based on the local time zone you define and automatically adjusts to your desired start time.
It will not redraw lines; once drawn, they remain on the chart until the next session.
Schmit Trading LiquidityDescription
Schmit Trading Liquidity Marker automatically spots and labels open liquidity sweep levels by detecting classic stop-run patterns (Bull→Bear for highs, Bear→Bull for lows) across multiple timeframes. Lines are drawn exactly at the wick of the triggering candle and removed as soon as price “sweeps” through them, keeping your chart clean and focused on live levels only.
How It Works
1. Pattern Detection
• Liquidity High: When a bullish candle is immediately followed by a bearish candle (Bull→Bear), the script records the higher of the two wicks.
• Liquidity Low: When a bearish candle is immediately followed by a bullish candle (Bear→Bull), the script records the lower of the two wicks.
2. Multi-Timeframe Support
• Choose up to six timeframes (5 min, 15 min, 30 min, 1 h, 4 h, daily) via checkboxes.
• Each timeframe is evaluated independently, and liquidity levels are drawn on your current chart.
3. Precision Wick Placement
• Lines start at bar_index – 1 so they align exactly with the wick of the signal candle, regardless of your chart’s timeframe.
4. Automatic Cleanup
• As soon as price closes beyond a drawn line (sweep), that line is deleted automatically.
Inputs
Input Name Description
Show 5 min. Enable liquidity detection on the 5-minute timeframe.
Show 15 min. Enable liquidity detection on the 15-minute timeframe.
Show 30 min. Enable liquidity detection on the 30-minute timeframe.
Show 1 h. Enable liquidity detection on the 1-hour timeframe.
Show 4 h. Enable liquidity detection on the 4-hour timeframe.
Show 1 D. Enable liquidity detection on the daily timeframe.
High Line Color. Color of Bull→Bear (liquidity high) lines (default: red).
Low Line Color. Color of Bear→Bull (liquidity low) lines (default: blue).
Line Length. How many bars each liquidity line extends to the right.
Usage Tips
• Focus on Live Zones: Combine with volume or order-flow tools to confirm genuine
liquidity sweeps.
• Multiple TFs: Enable higher timeframes for major liquidity clusters; lower timeframes
for fine‐tuning entries.
• Chart Cleanliness: Lines self‐delete on sweep, ensuring no manual cleanup is needed.
⸻
Disclosure & License
This indicator is Open-Source under the Mozilla Public License 2.0. Feel free to review, adapt, and improve the code. No performance guarantees—use responsibly and backtest any strategy before trading live.
Chaikin Momentum Scalper🎯 Overview
The Chaikin Momentum Scalper is a powerful trading strategy designed to identify momentum shifts in the market and ride the trend for maximum profits. This strategy is ideal for trading the USD/JPY currency pair on a 15-minute chart, making it perfect for high-frequency trading (HFT). Whether you’re starting with a small account of $1,000 or managing a larger portfolio, this strategy can scale to suit your needs.
________________________________________
🔑 How the Strategy Works
Here’s how the Chaikin Momentum Scalper identifies trade opportunities:
1️⃣ Momentum Detection
The core of this strategy is the Chaikin Oscillator, a tool that measures the flow of money into or out of a market. It helps us understand whether buyers (bulls) or sellers (bears) are in control.
• When the indicator crosses above zero, it signals that buying momentum is picking up – a buying opportunity.
• When the indicator crosses below zero, it signals that selling momentum is increasing – a selling opportunity.
2️⃣ Trend Confirmation
We don’t just jump into trades based on momentum alone. We also use a 200-period simple moving average (SMA) to confirm the overall trend.
• If the price is above the SMA, it confirms an uptrend, so we look for buy trades.
• If the price is below the SMA, it confirms a downtrend, so we look for sell trades.
This way, we align our trades with the broader market direction for higher success rates.
3️⃣ Volatility & Risk Management
We use a tool called the Average True Range (ATR) to measure market volatility. This helps us:
• Set a stop-loss (where we’ll exit the trade if the market moves against us) at a safe distance from our entry point.
• Set a take-profit (where we’ll lock in profits) at a target that’s larger than the stop-loss, ensuring a good reward-to-risk ratio.
This approach adapts to the market’s behavior, tightening stops in calmer conditions and widening them when volatility increases.
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📈 Why This Strategy Works
✅ It combines momentum and trend-following principles, increasing the chances of trading in the right direction.
✅ It dynamically adjusts risk levels based on market volatility, keeping losses small and profits big.
✅ It’s scalable – perfect for both small accounts (like $1,000) and larger, corporate-sized portfolios.
✅ It has been deep-backtested on USD/JPY 15-minute charts, proving its consistency across different market conditions.
________________________________________
📝 Important Notes
📌 This strategy is best used for USD/JPY on a 15-minute chart, making it great for high-frequency trading while you continue to build and refine your trading system.
📌 It’s designed to work on both small ($1,000+) and large accounts, so it can grow with you as your capital increases.
📌 While it has passed deep backtesting on this pair and timeframe, remember that no strategy is perfect. It’s crucial to test it yourself, start with a demo account, and apply proper risk management before trading real money.
🌟 Final Thoughts
The Chaikin Momentum Scalper is a solid, adaptable trading approach combining momentum, trend direction, and volatility awareness. If you’re looking for a strategy to kick-start your trading journey—or to add to your existing system—it offers a strong foundation.
Combo RSI + MACD + ADX MTF (Avec Alertes)✅ Recommended Title:
Multi-Signal Oscillator: ADX Trend + DI + RSI + MACD (MTF, Cross Alerts)
✅ Detailed Description
📝 Overview
This indicator combines advanced technical analysis tools to identify trend direction, capture reversals, and filter false signals.
It includes:
ADX (Multi-TimeFrame) for trend and trend strength detection.
DI+ / DI- for directional bias.
RSI + ZLSMA for oscillation analysis and divergence detection.
Zero-Lag Normalized MACD for momentum and entry timing.
⚙️ Visual Components
✅ Green/Red Background: Displays overall trend based on Multi-TimeFrame ADX.
✅ DI+ / DI- Lines: Green and red curves showing directional bias.
✅ Normalized RSI: Blue oscillator with orange ZLSMA smoothing.
✅ Zero-Lag MACD: Violet or fuchsia/orange oscillator depending on the version.
✅ Crossover Points: Colored circles marking buy and sell signals.
✅ ADX Strength Dots: Small black dots when ADX exceeds the strength threshold.
🚨 Included Alert System
✅ RSI / ZLSMA Crossovers (Buy / Sell).
✅ MACD / Signal Line Crossovers (Buy / Sell).
✅ DI+ / DI- Crossovers (Buy / Sell).
✅ Double Confirmation DI+ / RSI or DI+ / MACD.
✅ Double Confirmation DI- / RSI or DI- / MACD.
✅ Trend Change Alerts via Background Color.
✅ ADX Strength Alerts (Above Threshold).
🛠️ Suggested Configuration Examples
1. Short-Term Reversal Detection:
RSI Length: 7 to 14
ZLSMA Length: 7 to 14
MACD Fast/Slow: 5 / 13
ADX MTF Period: 5 to 15
ADX Threshold: 15 to 20
2. Long-Term Trend Following:
RSI Length: 21 to 30
ZLSMA Length: 21 to 30
MACD Fast/Slow: 12 / 26
ADX MTF Period: 30 to 50
ADX Threshold: 20 to 25
3. Scalping / Day Trading:
RSI Length: 5 to 9
ZLSMA Length: 5 to 9
MACD Fast/Slow: 3 / 7
ADX MTF Period: 5 to 10
ADX Threshold: 10 to 15
🎯 Why Use This Tool?
Filters false signals using ADX-based background coloring.
Provides multi-source alerting (RSI, MACD, ADX).
Helps identify true market strength zones.
Works on all markets: Forex, Crypto, Stocks, Indices.
Polarity-VoVix Fusion Index (PVFI) Polarity-VoVix Fusion Index (PVFI) - Order Flow and Volatility Regime Detector
The PVFI is a next-generation indicator that fuses the Order Flow Polarity Index (OFPI) with a proprietary VoVix Volume Delta (VVD) engine. This tool is designed for traders who want to see not just how much volume is trading, but who is in control and how volatility is shifting beneath the surface.
What Makes PVFI Standout from the rest?
- Dual Engine: PVFI combines two advanced signals:
* OFPI: Measures real-time buy/sell pressure using candle body position and volume, then smooths it with a T3 moving average for clarity and responsiveness.
* VVD: Captures the "volatility of volume delta" - a normalized, memory-boosted measure of aggressive buying/selling, with a custom non-linear clamp for organic, non-pegged signals.
- Visual Clarity: Neon-glow OFPI line and shadowed, color-gradient VVD area make regime shifts and momentum instantly visible.
- Adaptive Dashboard: Toggle between a full-featured dashboard (desktop) and a compact info line (mobile) for seamless use on any device.
- Universal: Works on any asset - crypto, stocks, futures, forex - and any timeframe.
- No Chart Clutter: Clean, modern visuals and toggles for a pro look.
Inputs:
OFPI Lookback Length (ofpi_len): Sets the window for order flow pressure calculation. Shorter = more sensitive, longer = smoother. For scalping, try 5-10. For swing trading, 15-30. Crypto often benefits from shorter windows due to volatility.
OFPI T3 Smoothing Length (t3_len): Controls the smoothness of the OFPI line. Lower = more responsive, higher = smoother. Use 3-7 for fast markets, 8-15 for slow or higher timeframes.
OFPI T3 Volume Factor (t3_vf): Adjusts the T3’s sensitivity. Higher = more responsive, lower = more stable. 0.6-0.8 is typical. Raise for more “snappy” signals, lower for less noise.
VVD Delta Lookback (delta_len): Sets the window for VVD’s volume delta calculation. 10-20 for most assets. Shorter for high-volatility, longer for slow markets.
VVD Volatility Normalization Length (vol_norm_len): Normalizes VVD by recent volume. 15-30 is typical. Use higher for assets with wild volume swings.
VVD Momentum Memory (momentum_mem): Adds a “memory” boost to VVD, amplifying persistent buying/selling. 2-5 is common. Lower for choppy markets, higher for trending.
Show Dashboard (showDash): Toggles the full dashboard table (best for desktop). Turn off for a minimalist or mobile setup.
Show Compact Info Line (showInfoLabel): Toggles a single-line info label (best for mobile). Turn on for mobile or minimalist setups.
How PVFI Works:
- OFPI Calculation: Splits each candle’s volume into buy/sell pressure based on where the close is within the range. Aggregates over your chosen lookback, then smooths with a T3 moving average for a neon, lag-minimized signal.
- VVD Calculation: Measures the “aggression” of volume (body-weighted), normalizes by recent volume, and applies a memory boost for persistent trends. Uses a custom tanh clamp for a natural, non-pegged range.
- Visuals: OFPI is plotted as a neon line (with glow). VVD is a color-gradient area with a soft shadow, instantly showing regime shifts.
- Dashboard/Info Line: Desktop: Full dashboard with all key stats, color-coded and branded. Mobile: Compact info line with arrows for quick reads.
How you'll use PVFI:
- Bullish OFPI (Teal Neon, Up Arrow): Buyers are dominating. Look for breakouts, trend continuations, or confirmation with your own system.
- Bearish OFPI (Green Neon, Down Arrow): Sellers are in control. Watch for breakdowns or short setups.
- VVD Positive (Teal Area): Aggressive buying is increasing. Confirm with price action.
- VVD Negative (Purple Area): Aggressive selling is increasing. Use for risk management or short bias.
- Neutral/Flat: Market is balanced or indecisive. Consider waiting for a clear regime shift.
- Dashboard/Info Line: Use the dashboard for full context, or the info line for a quick glance on mobile.
Tips:
- For scalping, use lower lookbacks and smoothing.
- For swing trading, increase lookbacks and smoothing for stability.
- Works on all assets and timeframes - tune to your style.
Why PVFI is Unique:
- Fusion of Order Flow and Volatility: No other indicator combines body-based order flow with a volatility-of-volume delta, both visualized with modern, pro-grade graphics.
- Adaptive, Not Static: PVFI adapts to market regime, not just price movement.
- Mobile-Ready: Dashboard and info line toggles for any device.
- No Chart Clutter: Clean, color-coded, and easy to read.
For Educational Use Only
PVFI is a research and educational tool, not financial advice. Always use proper risk management and combine with your own strategy.
Trade with clarity. Trade with edge.
— Dskyz , for DAFE Trading Systems
Enigma Sniper 369The "Enigma Sniper 369" is a custom-built Pine Script indicator designed for TradingView, tailored specifically for forex traders seeking high-probability entries during high-volatility market sessions.
Unlike generic trend-following or scalping tools, this indicator uniquely combines session-based "kill zones" (London and US sessions), momentum-based candle analysis, and an optional EMA trend filter to pinpoint liquidity grabs and reversal opportunities.
Its originality lies in its focus on liquidity hunting—identifying levels where stop losses are likely clustered (around swing highs/lows and wick midpoints)—and providing visual entry zones that are dynamically removed once price breaches them, reducing clutter and focusing on actionable signals.
The name "369" reflects the structured approach of three key components (session timing, candle logic, and trend filter) working in harmony to snipe precise entries.
What It Does
"Enigma Sniper 369" identifies potential buy and sell opportunities by drawing two types of horizontal lines on the chart during user-defined London and US
session kill zones:
Solid Lines: Mark the swing low (for buys) or swing high (for sells) of a trigger candle, indicating a potential entry point where stop losses might be clustered.
Dotted Lines: Mark the 50% level of the candle’s wick (lower wick for buys, upper wick for sells), serving as a secondary confirmation zone for entries or tighter stop-loss placement.
These lines are plotted only when specific candle conditions are met within the kill zones, and they are automatically deleted once the price crosses them, signaling that the liquidity at that level has likely been grabbed. The indicator also includes an optional EMA filter to ensure trades align with the broader trend, reducing false signals in choppy markets.
How It Works
The indicator’s logic is built on a multi-layered approach:
Kill Zone Timing: Trades are only considered during user-defined London and US session hours (e.g., London from 02:00 to 12:00 UTC, as seen in the screenshots). These sessions are known for high volatility and liquidity, making them ideal for capturing institutional moves.
Candle-Based Momentum Logic:
Buy Signal: A candle must close above its midpoint (indicating bullish momentum) and have a lower low than the previous candle (suggesting a potential liquidity grab below the previous swing low). This is expressed as close > (high + low) / 2 and low < low .
Sell Signal: A candle must close below its midpoint (bearish momentum) and have a higher high than the previous candle (indicating a potential liquidity grab above the previous swing high), expressed as close < (high + low) / 2 and high > high .
These conditions ensure the indicator targets candles that break recent structure to hunt stop losses while showing directional momentum.
Optional EMA Filter: A 50-period EMA (customizable) can be enabled to filter signals based on trend direction.
Buy signals are only generated if the EMA is trending upward (ema_value > ema_value ), and sell signals require a downward EMA trend (ema_value < ema_value ). This reduces noise by aligning entries with the broader market trend.
Liquidity Levels and Deletion Logic:
For a buy signal, a solid green line is drawn at the candle’s low, and a dotted green line at the 50% level of the lower wick (from the candle body’s bottom to the low).
For a sell signal, a solid red line is drawn at the candle’s high, and a dotted red line at the 50% level of the upper wick (from the body’s top to the high).
These lines extend to the right until the price crosses them, at which point they are deleted, indicating the liquidity at that level has been taken (e.g., stop losses triggered).
Alerts: The indicator includes alert conditions for buy and sell signals, notifying traders when a new setup is identified.
Underlying Concepts
The indicator is grounded in the concept of liquidity hunting, a strategy often employed by institutional traders. Markets frequently move to levels where stop losses are clustered—typically just beyond swing highs or lows—before reversing in the opposite direction. The "Enigma Sniper 369" targets these moves by identifying candles that break structure (e.g., a lower low or higher high) during high-volatility sessions, suggesting a potential sweep of stop losses. The 50% wick level acts as a secondary confirmation, as this midpoint often represents a zone where tighter stop losses are placed by retail traders. The optional EMA filter adds a trend-following element, ensuring entries are taken in the direction of the broader market momentum, which is particularly useful on lower timeframes like the 15-minute chart shown in the screenshots.
How to Use It
Here’s a step-by-step guide based on the provided usage example on the GBP/USD 15-minute chart:
Setup the Indicator: Add "Enigma Sniper 369" to your TradingView chart. Adjust the London and US session hours to match your timezone (e.g., London from 02:00 to 12:00 UTC, US from 13:00 to 22:00 UTC). Customize the EMA period (default 50) and line styles/colors if desired.
Identify Kill Zones: The indicator highlights the London session in light green and the US session in light purple, as seen in the screenshots. Focus on these periods for signals, as they are the most volatile and likely to produce liquidity grabs.
Wait for a Signal: Look for solid and dotted lines to appear during the kill zones:
Buy Setup: A solid green line at the swing low and a dotted green line at the 50% lower wick level indicate a potential buy. This suggests the market may have grabbed liquidity below the swing low and is now poised to move higher.
Sell Setup: A solid red line at the swing high and a dotted red line at the 50% upper wick level indicate a potential sell, suggesting liquidity was taken above the swing high.
Place Your Trade:
For a buy, set a buy limit order at the dotted green line (50% wick level), as this is a more conservative entry point. Place your stop loss just below the solid green line (swing low) to cover the full swing. For example, in the screenshots, the market retraces to the dotted line at 1.32980 after a liquidity grab below the swing low, triggering a buy limit order.
For a sell, set a sell limit order at the dotted red line, with a stop loss just above the solid red line.
Monitor Price Action: Once the price crosses a line, it is deleted, indicating the liquidity at that level has been taken. In the screenshots, after the buy limit is triggered, the market moves higher, confirming the setup. The caption notes, “The market returns and tags us in long with a buy limit,” highlighting this retracement strategy.
Additional Context: Use the indicator to identify liquidity levels that may be targeted later. For example, the screenshot notes, “If a new session is about to open I will wait for the grab liquidity to go long,” showing how the indicator can be used to anticipate future moves at session opens (e.g., London open at 1.32980).
Risk Management: Always set a stop loss below the swing low (for buys) or above the swing high (for sells) to protect against adverse moves. The 50% wick level helps tighten entries, improving the risk-reward ratio.
Practical Example
On the GBP/USD 15-minute chart, during the London session (02:00 UTC), the indicator identifies a buy setup with a solid green line at 1.32901 (swing low) and a dotted green line at 1.32980 (50% wick level). The market initially dips below the swing low, grabbing liquidity, then retraces to the dotted line, triggering a buy limit order. The price subsequently rises to 1.33404, yielding a profitable trade. The user notes, “The logic is in the last candle it provides new level to go long,” emphasizing the indicator’s ability to identify fresh levels after a liquidity sweep.
Customization Tips
Adjust the EMA period to suit your timeframe (e.g., a shorter period like 20 for faster signals on lower timeframes).
Modify the session hours to align with your broker’s timezone or specific market conditions.
Use the alert feature to get notified of new setups without constantly monitoring the chart.
Why It’s Useful for Traders
The "Enigma Sniper 369" stands out by combining session timing, momentum-based candle analysis, and liquidity hunting into a single tool. It provides clear, actionable levels for entries and stop losses, removes invalid signals dynamically, and aligns trades with high-probability market conditions. Whether you’re a scalper looking for quick moves during London open or a swing trader targeting session-based reversals, this indicator offers a structured, data-driven approach to trading.
Trader’s One-Liner Reminder⚠️ このインジケーターは日本語でのメッセージ表示に特化しています。英語でのリマインドは含まれていません。
This script displays reminders only in Japanese.
【日本語説明】
本インジケーターは、日本時間（JST）8:00〜翌1:00までの時間帯に合わせて、15分刻みで一言メッセージを表示します。
トレード中の焦りや過信を防ぐための心理的リマインダーとして設計されています。
- 「Frankモード」では、関西弁風のユーモアあるメッセージを自動表示
- 「Customモード」では、全時間帯のメッセージを自分で自由に設定可能
- メッセージはチャート上部中央に、大きな文字・黄色背景で表示され、視認性にも配慮
💡ポジポジ病対策、メンタル強化、時間管理などに最適です。
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【English Description】
This indicator displays motivational reminders in Japanese every 15 minutes from 8:00 JST to 1:00 JST (the next day).
It is designed to support traders mentally during market hours.
- “Frank mode” automatically shows prewritten humorous messages (in Kansai dialect tone)
- “Custom mode” lets users input their own message for each 15-minute time block
- Messages are shown in large text at the top-center of the chart with a yellow background for clear visibility
💡 Ideal for discipline, overtrading prevention, and improving trading psychology.
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🔔 This indicator is intended for Japanese-speaking users. If you'd like an English version, feel free to fork and customize it!
The VoVix Experiment The VoVix Experiment
The VoVix Experiment is a next-generation, regime-aware, volatility-adaptive trading strategy for futures, indices, and more. It combines a proprietary VoVix (volatility-of-volatility) anomaly detector with price structure clustering and critical point logic, only trading when multiple independent signals align. The system is designed for robustness, transparency, and real-world execution.
Logic:
VoVix Regime Engine: Detects pre-move volatility anomalies using a fast/slow ATR ratio, normalized by Z-score. Only trades when a true regime spike is detected, not just random volatility.
Cluster & Critical Point Filters: Price structure and volatility clustering must confirm the VoVix signal, reducing false positives and whipsaws.
Adaptive Sizing: Position size scales up for “super-spikes” and down for normal events, always within user-defined min/max.
Session Control: Trades only during user-defined hours and days, avoiding illiquid or high-risk periods.
Visuals: Aurora Flux Bands (From another Original of Mine (Options Flux Flow): glow and change color on signals, with a live dashboard, regime heatmap, and VoVix progression bar for instant insight.
Backtest Settings
Initial capital: $10,000
Commission: Conservative, realistic roundtrip cost:
15–20 per contract (including slippage per side) I set this to $25
Slippage: 3 ticks per trade
Symbol: CME_MINI:NQ1!
Timeframe: 15 min (but works on all timeframes)
Order size: Adaptive, 1–2 contracts
Session: 5:00–15:00 America/Chicago (default, fully adjustable)
Why these settings?
These settings are intentionally strict and realistic, reflecting the true costs and risks of live trading. The 10,000 account size is accessible for most retail traders. 25/contract including 3 ticks of slippage are on the high side for MNQ, ensuring the strategy is not curve-fit to perfect fills. If it works here, it will work in real conditions.
Forward Testing: (This is no guarantee. I've provided these results to show that executions perform as intended. Test were done on Tradovate)
ALL TRADES
Gross P/L: $12,907.50
# of Trades: 64
# of Contracts: 186
Avg. Trade Time: 1h 55min 52sec
Longest Trade Time: 55h 46min 53sec
% Profitable Trades: 59.38%
Expectancy: $201.68
Trade Fees & Comm.: $(330.95)
Total P/L: $12,576.55
Winning Trades: 59.38%
Breakeven Trades: 3.12%
Losing Trades: 37.50%
Link: www.dropbox.com
Inputs & Tooltips
VoVix Regime Execution: Enable/disable the core VoVix anomaly detector.
Volatility Clustering: Require price/volatility clusters to confirm VoVix signals.
Critical Point Detector: Require price to be at a statistically significant distance from the mean (regime break).
VoVix Fast ATR Length: Short ATR for fast volatility detection (lower = more sensitive).
VoVix Slow ATR Length: Long ATR for baseline regime (higher = more stable).
VoVix Z-Score Window: Lookback for Z-score normalization (higher = smoother, lower = more reactive).
VoVix Entry Z-Score: Minimum Z-score for a VoVix spike to trigger a trade.
VoVix Exit Z-Score: Z-score below which the regime is considered decayed (exit).
VoVix Local Max Window: Bars to check for local maximum in VoVix (higher = stricter).
VoVix Super-Spike Z-Score: Z-score for “super” regime events (scales up position size).
Min/Max Contracts: Adaptive position sizing range.
Session Start/End Hour: Only trade between these hours (exchange time).
Allow Weekend Trading: Enable/disable trading on weekends.
Session Timezone: Timezone for session filter (e.g., America/Chicago for CME).
Show Trade Labels: Show/hide entry/exit labels on chart.
Flux Glow Opacity: Opacity of Aurora Flux Bands (0–100).
Flux Band EMA Length: EMA period for band center.
Flux Band ATR Multiplier: Width of bands (higher = wider).
Compliance & Transparency
* No hidden logic, no repainting, no pyramiding.
* All signals, sizing, and exits are fully explained and visible.
* Backtest settings are stricter than most real accounts.
* All visuals are directly tied to the strategy logic.
* This is not a mashup or cosmetic overlay; every component is original and justified.
Disclaimer
Trading is risky. This script is for educational and research purposes only. Do not trade with money you cannot afford to lose. Past performance is not indicative of future results. Always test in simulation before live trading.
Proprietary Logic & Originality Statement
This script, “The VoVix Experiment,” is the result of original research and development. All core logic, algorithms, and visualizations—including the VoVix regime detection engine, adaptive execution, volatility/divergence bands, and dashboard—are proprietary and unique to this project.
1. VoVix Regime Logic
The concept of “volatility of volatility” (VoVix) is an original quant idea, not a standard indicator. The implementation here (fast/slow ATR ratio, Z-score normalization, local max logic, super-spike scaling) is custom and not found in public TradingView scripts.
2. Cluster & Critical Point Logic
Volatility clustering and “critical point” detection (using price distance from a rolling mean and standard deviation) are general quant concepts, but the way they are combined and filtered here is unique to this script. The specific logic for “clustered chop” and “critical point” is not a copy of any public indicator.
3. Adaptive Sizing
The adaptive sizing logic (scaling contracts based on regime strength) is custom and not a standard TradingView feature or public script.
4. Time Block/Session Control
The session filter is a common feature in many strategies, but the implementation here (with timezone and weekend control) is written from scratch.
5. Aurora Flux Bands (From another Original of Mine (Options Flux Flow)
The “glowing” bands are inspired by the idea of volatility bands (like Bollinger Bands or Keltner Channels), but the visual effect, color logic, and integration with regime signals are original to this script.
6. Dashboard, Watermark, and Metrics
The dashboard, real-time Sharpe/Sortino, and VoVix progression bar are all custom code, not copied from any public script.
What is “standard” or “common quant practice”?
Using ATR, EMA, and Z-score are standard quant tools, but the way they are combined, filtered, and visualized here is unique. The structure and logic of this script are original and not a mashup of public code.
This script is 100% original work. All logic, visuals, and execution are custom-coded for this project. No code or logic is directly copied from any public or private script.
Use with discipline. Trade your edge.
— Dskyz, for DAFE Trading Systems
Bober XM v2.0# ₿ober XM v2.0 Trading Bot Documentation
**Developer's Note**: While our previous Bot 1.3.1 was removed due to guideline violations, this setback only fueled our determination to create something even better. Rising from this challenge, Bober XM 2.0 emerges not just as an update, but as a complete reimagining with multi-timeframe analysis, enhanced filters, and superior adaptability. This adversity pushed us to innovate further and deliver a strategy that's smarter, more agile, and more powerful than ever before. Challenges create opportunity - welcome to Cryptobeat's finest work yet.
## !!!!You need to tune it for your own pair and timeframe and retune it periodicaly!!!!!
## Overview
The ₿ober XM v2.0 is an advanced dual-channel trading bot with multi-timeframe analysis capabilities. It integrates multiple technical indicators, customizable risk management, and advanced order execution via webhook for automated trading. The bot's distinctive feature is its separate channel systems for long and short positions, allowing for asymmetric trade strategies that adapt to different market conditions across multiple timeframes.
### Key Features
- **Multi-Timeframe Analysis**: Analyze price data across multiple timeframes simultaneously
- **Dual Channel System**: Separate parameter sets for long and short positions
- **Advanced Entry Filters**: RSI, Volatility, Volume, Bollinger Bands, and KEMAD filters
- **Machine Learning Moving Average**: Adaptive prediction-based channels
- **Multiple Entry Strategies**: Breakout, Pullback, and Mean Reversion modes
- **Risk Management**: Customizable stop-loss, take-profit, and trailing stop settings
- **Webhook Integration**: Compatible with external trading bots and platforms
### Strategy Components
| Component | Description |
|---------|-------------|
| **Dual Channel Trading** | Uses either Keltner Channels or Machine Learning Moving Average (MLMA) with separate settings for long and short positions |
| **MLMA Implementation** | Machine learning algorithm that predicts future price movements and creates adaptive bands |
| **Pivot Point SuperTrend** | Trend identification and confirmation system based on pivot points |
| **Three Entry Strategies** | Choose between Breakout, Pullback, or Mean Reversion approaches |
| **Advanced Filter System** | Multiple customizable filters with multi-timeframe support to avoid false signals |
| **Custom Exit Logic** | Exits based on OBV crossover of its moving average combined with pivot trend changes |
### Note for Novice Users
This is a fully featured real trading bot and can be tweaked for any ticker — SOL is just an example. It follows this structure:
1. **Indicator** – gives the initial signal
2. **Entry strategy** – decides when to open a trade
3. **Exit strategy** – defines when to close it
4. **Trend confirmation** – ensures the trade follows the market direction
5. **Filters** – cuts out noise and avoids weak setups
6. **Risk management** – controls losses and protects your capital
To tune it for a different pair, you'll need to start from scratch:
1. Select the timeframe (candle size)
2. Turn off all filters and trend entry/exit confirmations
3. Choose a channel type, channel source and entry strategy
4. Adjust risk parameters
5. Tune long and short settings for the channel
6. Fine-tune the Pivot Point Supertrend and Main Exit condition OBV
This will generate a lot of signals and activity on the chart. Your next task is to find the right combination of filters and settings to reduce noise and tune it for profitability.
### Default Strategy values
Default values are tuned for: Symbol BITGET:SOLUSDT.P 5min candle
Filters are off by default: Try to play with it to understand how it works
## Configuration Guide
### General Settings
| Setting | Description | Default Value |
|---------|-------------|---------------|
| **Long Positions** | Enable or disable long trades | Enabled |
| **Short Positions** | Enable or disable short trades | Enabled |
| **Risk/Reward Area** | Visual display of stop-loss and take-profit zones | Enabled |
| **Long Entry Source** | Price data used for long entry signals | hl2 (High+Low/2) |
| **Short Entry Source** | Price data used for short entry signals | hl2 (High+Low/2) |
The bot allows you to trade long positions, short positions, or both simultaneously. Each direction has its own set of parameters, allowing for fine-tuned strategies that recognize the asymmetric nature of market movements.
### Multi-Timeframe Settings
1. **Enable Multi-Timeframe Analysis**: Toggle 'Enable Multi-Timeframe Analysis' in the Multi-Timeframe Settings section
2. **Configure Timeframes**: Set appropriate higher timeframes based on your trading style:
- Timeframe 1: Default is now 15 minutes (intraday confirmation)
- Timeframe 2: Default is 4 hours (trend direction)
3. **Select Sources per Indicator**: For each indicator (RSI, KEMAD, Volume, etc.), choose:
- The desired timeframe (current, mtf1, or mtf2)
- The appropriate price type (open, high, low, close, hl2, hlc3, ohlc4)
### Entry Strategies
- **Breakout**: Enter when price breaks above/below the channel
- **Pullback**: Enter when price pulls back to the channel
- **Mean Reversion**: Enter when price is extended from the channel
You can enable different strategies for long and short positions.
### Core Components
### Risk Management
- **Position Size**: Control risk with percentage-based position sizing
- **Stop Loss Options**:
- Fixed: Set a specific price or percentage from entry
- ATR-based: Dynamic stop-loss based on market volatility
- Swing: Uses recent swing high/low points
- **Take Profit**: Multiple targets with percentage allocation
- **Trailing Stop**: Dynamic stop that follows price movement
## Advanced Usage Strategies
### Moving Average Type Selection Guide
- **SMA**: More stable in choppy markets, good for higher timeframes
- **EMA/WMA**: More responsive to recent price changes, better for entry signals
- **VWMA**: Adds volume weighting for stronger trends, use with Volume filter
- **HMA**: Balance between responsiveness and noise reduction, good for volatile markets
### Multi-Timeframe Strategy Approaches
- **Trend Confirmation**: Use higher timeframe RSI (mtf2) for overall trend, current timeframe for entries
- **Entry Precision**: Use KEMAD on current timeframe with volume filter on mtf1
- **False Signal Reduction**: Apply RSI filter on mtf1 with strict KEMAD settings
### Market Condition Optimization
| Market Condition | Recommended Settings |
|------------------|----------------------|
| **Trending** | Use Breakout strategy with KEMAD filter on higher timeframe |
| **Ranging** | Use Mean Reversion with strict RSI filter (mtf1) |
| **Volatile** | Increase ATR multipliers, use HMA for moving averages |
| **Low Volatility** | Decrease noise parameters, use pullback strategy |
## Webhook Integration
The strategy features a professional webhook system that allows direct connectivity to your exchange or trading platform of choice through third-party services like 3commas, Alertatron, or Autoview.
The webhook payload includes all necessary parameters for automated execution:
- Entry price and direction
- Stop loss and take profit levels
- Position size
- Custom identifier for webhook routing
## Performance Optimization Tips
1. **Start with Defaults**: Begin with the default settings for your timeframe before customizing
2. **Adjust One Component at a Time**: Make incremental changes and test the impact
3. **Match MA Types to Market Conditions**: Use appropriate moving average types based on the Market Condition Optimization table
4. **Timeframe Synergy**: Create logical relationships between timeframes (e.g., 5min chart with 15min and 4h higher timeframes)
5. **Periodic Retuning**: Markets evolve - regularly review and adjust parameters
## Common Setups
### Crypto Trend-Following
- MLMA with EMA or HMA
- Higher RSI thresholds (75/25)
- KEMAD filter on mtf1
- Breakout entry strategy
### Stock Swing Trading
- MLMA with SMA for stability
- Volume filter with higher threshold
- KEMAD with increased filter order
- Pullback entry strategy
### Forex Scalping
- MLMA with WMA and lower noise parameter
- RSI filter on current timeframe
- Use highest timeframe for trend direction only
- Mean Reversion strategy
## Webhook Configuration
- **Benefits**:
- Automated trade execution without manual intervention
- Immediate response to market conditions
- Consistent execution of your strategy
- **Implementation Notes**:
- Requires proper webhook configuration on your exchange or platform
- Test thoroughly with small position sizes before full deployment
- Consider latency between signal generation and execution
### Backtesting Period
Define a specific historical period to evaluate the bot's performance:
| Setting | Description | Default Value |
|---------|-------------|---------------|
| **Start Date** | Beginning of backtest period | January 1, 2025 |
| **End Date** | End of backtest period | December 31, 2026 |
- **Best Practice**: Test across different market conditions (bull markets, bear markets, sideways markets)
- **Limitation**: Past performance doesn't guarantee future results
## Entry and Exit Strategies
### Dual-Channel System
A key innovation of the Bober XM is its dual-channel approach:
- **Independent Parameters**: Each trade direction has its own channel settings
- **Asymmetric Trading**: Recognizes that markets often behave differently in uptrends versus downtrends
- **Optimized Performance**: Fine-tune settings for both bullish and bearish conditions
This approach allows the bot to adapt to the natural asymmetry of markets, where uptrends often develop gradually while downtrends can be sharp and sudden.
### Channel Types
#### 1. Keltner Channels
Traditional volatility-based channels using EMA and ATR:
| Setting | Long Default | Short Default |
|---------|--------------|---------------|
| **EMA Length** | 37 | 20 |
| **ATR Length** | 13 | 17 |
| **Multiplier** | 1.4 | 1.9 |
| **Source** | low | high |
- **Strengths**:
- Reliable in trending markets
- Less prone to whipsaws than Bollinger Bands
- Clear visual representation of volatility
- **Weaknesses**:
- Can lag during rapid market changes
- Less effective in choppy, non-trending markets
#### 2. Machine Learning Moving Average (MLMA)
Advanced predictive model using kernel regression (RBF kernel):
| Setting | Description | Options |
|---------|-------------|--------|
| **Source MA** | Price data used for MA calculations | Any price source (low/high/close/etc.) |
| **Moving Average Type** | Type of MA algorithm for calculations | SMA, EMA, WMA, VWMA, RMA, HMA |
| **Trend Source** | Price data used for trend determination | Any price source (close default) |
| **Window Size** | Historical window for MLMA calculations | 5+ (default: 16) |
| **Forecast Length** | Number of bars to forecast ahead | 1+ (default: 3) |
| **Noise Parameter** | Controls smoothness of prediction | 0.01+ (default: ~0.43) |
| **Band Multiplier** | Multiplier for channel width | 0.1+ (default: 0.5-0.6) |
- **Strengths**:
- Predictive rather than reactive
- Adapts quickly to changing market conditions
- Better at identifying trend reversals early
- **Weaknesses**:
- More computationally intensive
- Requires careful parameter tuning
- Can be sensitive to input data quality
### Entry Strategies
| Strategy | Description | Ideal Market Conditions |
|----------|-------------|-------------------------|
| **Breakout** | Enters when price breaks through channel bands, indicating strong momentum | High volatility, emerging trends |
| **Pullback** | Enters when price retraces to the middle band after testing extremes | Established trends with regular pullbacks |
| **Mean Reversion** | Enters at channel extremes, betting on a return to the mean | Range-bound or oscillating markets |
#### Breakout Strategy (Default)
- **Implementation**: Enters long when price crosses above the upper band, short when price crosses below the lower band
- **Strengths**: Captures strong momentum moves, performs well in trending markets
- **Weaknesses**: Can lead to late entries, higher risk of false breakouts
- **Optimization Tips**:
- Increase channel multiplier for fewer but more reliable signals
- Combine with volume confirmation for better accuracy
#### Pullback Strategy
- **Implementation**: Enters long when price pulls back to middle band during uptrend, short during downtrend pullbacks
- **Strengths**: Better entry prices, lower risk, higher probability setups
- **Weaknesses**: Misses some strong moves, requires clear trend identification
- **Optimization Tips**:
- Use with trend filters to confirm overall direction
- Adjust middle band calculation for market volatility
#### Mean Reversion Strategy
- **Implementation**: Enters long at lower band, short at upper band, expecting price to revert to the mean
- **Strengths**: Excellent entry prices, works well in ranging markets
- **Weaknesses**: Dangerous in strong trends, can lead to fighting the trend
- **Optimization Tips**:
- Implement strong trend filters to avoid counter-trend trades
- Use smaller position sizes due to higher risk nature
### Confirmation Indicators
#### Pivot Point SuperTrend
Combines pivot points with ATR-based SuperTrend for trend confirmation:
| Setting | Default Value |
|---------|---------------|
| **Pivot Period** | 25 |
| **ATR Factor** | 2.2 |
| **ATR Period** | 41 |
- **Function**: Identifies significant market turning points and confirms trend direction
- **Implementation**: Requires price to respect the SuperTrend line for trade confirmation
#### Weighted Moving Average (WMA)
Provides additional confirmation layer for entries:
| Setting | Default Value |
|---------|---------------|
| **Period** | 15 |
| **Source** | ohlc4 (average of Open, High, Low, Close) |
- **Function**: Confirms trend direction and filters out low-quality signals
- **Implementation**: Price must be above WMA for longs, below for shorts
### Exit Strategies
#### On-Balance Volume (OBV) Based Exits
Uses volume flow to identify potential reversals:
| Setting | Default Value |
|---------|---------------|
| **Source** | ohlc4 |
| **MA Type** | HMA (Options: SMA, EMA, WMA, RMA, VWMA, HMA) |
| **Period** | 22 |
- **Function**: Identifies divergences between price and volume to exit before reversals
- **Implementation**: Exits when OBV crosses its moving average in the opposite direction
- **Customizable MA Type**: Different MA types provide varying sensitivity to OBV changes:
- **SMA**: Traditional simple average, equal weight to all periods
- **EMA**: More weight to recent data, responds faster to price changes
- **WMA**: Weighted by recency, smoother than EMA
- **RMA**: Similar to EMA but smoother, reduces noise
- **VWMA**: Factors in volume, helpful for OBV confirmation
- **HMA**: Reduces lag while maintaining smoothness (default)
#### ADX Exit Confirmation
Uses Average Directional Index to confirm trend exhaustion:
| Setting | Default Value |
|---------|---------------|
| **ADX Threshold** | 35 |
| **ADX Smoothing** | 60 |
| **DI Length** | 60 |
- **Function**: Confirms trend weakness before exiting positions
- **Implementation**: Requires ADX to drop below threshold or DI lines to cross
## Filter System
### RSI Filter
- **Function**: Controls entries based on momentum conditions
- **Parameters**:
- Period: 15 (default)
- Overbought level: 71
- Oversold level: 23
- Multi-timeframe support: Current, MTF1 (15min), or MTF2 (4h)
- Customizable price source (open, high, low, close, hl2, hlc3, ohlc4)
- **Implementation**: Blocks long entries when RSI > overbought, short entries when RSI < oversold
### Volatility Filter
- **Function**: Prevents trading during excessive market volatility
- **Parameters**:
- Measure: ATR (Average True Range)
- Period: Customizable (default varies by timeframe)
- Threshold: Adjustable multiplier
- Multi-timeframe support
- Customizable price source
- **Implementation**: Blocks trades when current volatility exceeds threshold × average volatility
### Volume Filter
- **Function**: Ensures adequate market liquidity for trades
- **Parameters**:
- Threshold: 0.4× average (default)
- Measurement period: 5 (default)
- Moving average type: Customizable (HMA default)
- Multi-timeframe support
- Customizable price source
- **Implementation**: Requires current volume to exceed threshold × average volume
### Bollinger Bands Filter
- **Function**: Controls entries based on price relative to statistical boundaries
- **Parameters**:
- Period: Customizable
- Standard deviation multiplier: Adjustable
- Moving average type: Customizable
- Multi-timeframe support
- Customizable price source
- **Implementation**: Can require price to be within bands or breaking out of bands depending on strategy
### KEMAD Filter (Kalman EMA Distance)
- **Function**: Advanced trend confirmation using Kalman filter algorithm
- **Parameters**:
- Process Noise: 0.35 (controls smoothness)
- Measurement Noise: 24 (controls reactivity)
- Filter Order: 6 (higher = more smoothing)
- ATR Length: 8 (for bandwidth calculation)
- Upper Multiplier: 2.0 (for long signals)
- Lower Multiplier: 2.7 (for short signals)
- Multi-timeframe support
- Customizable visual indicators
- **Implementation**: Generates signals based on price position relative to Kalman-filtered EMA bands
## Risk Management System
### Position Sizing
Automatically calculates position size based on account equity and risk parameters:
| Setting | Default Value |
|---------|---------------|
| **Risk % of Equity** | 50% |
- **Implementation**:
- Position size = (Account equity × Risk %) ÷ (Entry price × Stop loss distance)
- Adjusts automatically based on volatility and stop placement
- **Best Practices**:
- Start with lower risk percentages (1-2%) until strategy is proven
- Consider reducing risk during high volatility periods
### Stop-Loss Methods
Multiple stop-loss calculation methods with separate configurations for long and short positions:
| Method | Description | Configuration |
|--------|-------------|---------------|
| **ATR-Based** | Dynamic stops based on volatility | ATR Period: 14, Multiplier: 2.0 |
| **Percentage** | Fixed percentage from entry | Long: 1.5%, Short: 1.5% |
| **PIP-Based** | Fixed currency unit distance | 10.0 pips |
- **Implementation Notes**:
- ATR-based stops adapt to changing market volatility
- Percentage stops maintain consistent risk exposure
- PIP-based stops provide precise control in stable markets
### Trailing Stops
Locks in profits by adjusting stop-loss levels as price moves favorably:
| Setting | Default Value |
|---------|---------------|
| **Stop-Loss %** | 1.5% |
| **Activation Threshold** | 2.1% |
| **Trailing Distance** | 1.4% |
- **Implementation**:
- Initial stop remains fixed until profit reaches activation threshold
- Once activated, stop follows price at specified distance
- Locks in profit while allowing room for normal price fluctuations
### Risk-Reward Parameters
Defines the relationship between risk and potential reward:
| Setting | Default Value |
|---------|---------------|
| **Risk-Reward Ratio** | 1.4 |
| **Take Profit %** | 2.4% |
| **Stop-Loss %** | 1.5% |
- **Implementation**:
- Take profit distance = Stop loss distance × Risk-reward ratio
- Higher ratios require fewer winning trades for profitability
- Lower ratios increase win rate but reduce average profit
### Filter Combinations
The strategy allows for simultaneous application of multiple filters:
- **Recommended Combinations**:
- Trending markets: RSI + KEMAD filters
- Ranging markets: Bollinger Bands + Volatility filters
- All markets: Volume filter as minimum requirement
- **Performance Impact**:
- Each additional filter reduces the number of trades
- Quality of remaining trades typically improves
- Optimal combination depends on market conditions and timeframe
### Multi-Timeframe Filter Applications
| Filter Type | Current Timeframe | MTF1 (15min) | MTF2 (4h) |
|-------------|-------------------|-------------|------------|
| RSI | Quick entries/exits | Intraday trend | Overall trend |
| Volume | Immediate liquidity | Sustained support | Market participation |
| Volatility | Entry timing | Short-term risk | Regime changes |
| KEMAD | Precise signals | Trend confirmation | Major reversals |
## Visual Indicators and Chart Analysis
The bot provides comprehensive visual feedback on the chart:
- **Channel Bands**: Keltner or MLMA bands showing potential support/resistance
- **Pivot SuperTrend**: Colored line showing trend direction and potential reversal points
- **Entry/Exit Markers**: Annotations showing actual trade entries and exits
- **Risk/Reward Zones**: Visual representation of stop-loss and take-profit levels
These visual elements allow for:
- Real-time strategy assessment
- Post-trade analysis and optimization
- Educational understanding of the strategy logic
## Implementation Guide
### TradingView Setup
1. Load the script in TradingView Pine Editor
2. Apply to your preferred chart and timeframe
3. Adjust parameters based on your trading preferences
4. Enable alerts for webhook integration
### Webhook Integration
1. Configure webhook URL in TradingView alerts
2. Set up receiving endpoint on your trading platform
3. Define message format matching the bot's output
4. Test with small position sizes before full deployment
### Optimization Process
1. Backtest across different market conditions
2. Identify parameter sensitivity through multiple tests
3. Focus on risk management parameters first
4. Fine-tune entry/exit conditions based on performance metrics
5. Validate with out-of-sample testing
## Performance Considerations
### Strengths
- Adaptability to different market conditions through dual channels
- Multiple layers of confirmation reducing false signals
- Comprehensive risk management protecting capital
- Machine learning integration for predictive edge
### Limitations
- Complex parameter set requiring careful optimization
- Potential over-optimization risk with so many variables
- Computational intensity of MLMA calculations
- Dependency on proper webhook configuration for execution
### Best Practices
- Start with conservative risk settings (1-2% of equity)
- Test thoroughly in demo environment before live trading
- Monitor performance regularly and adjust parameters
- Consider market regime changes when evaluating results
## Conclusion
The ₿ober XM v2.0 represents a significant evolution in trading strategy design, combining traditional technical analysis with machine learning elements and multi-timeframe analysis. The core strength of this system lies in its adaptability and recognition of market asymmetry.
### Market Asymmetry and Adaptive Approach
The strategy acknowledges a fundamental truth about markets: bullish and bearish phases behave differently and should be treated as distinct environments. The dual-channel system with separate parameters for long and short positions directly addresses this asymmetry, allowing for optimized performance regardless of market direction.
### Targeted Backtesting Philosophy
It's counterproductive to run backtests over excessively long periods. Markets evolve continuously, and strategies that worked in previous market regimes may be ineffective in current conditions. Instead:
- Test specific market phases separately (bull markets, bear markets, range-bound periods)
- Regularly re-optimize parameters as market conditions change
- Focus on recent performance with higher weight than historical results
- Test across multiple timeframes to ensure robustness
### Multi-Timeframe Analysis as a Game-Changer
The integration of multi-timeframe analysis fundamentally transforms the strategy's effectiveness:
- **Increased Safety**: Higher timeframe confirmations reduce false signals and improve trade quality
- **Context Awareness**: Decisions made with awareness of larger trends reduce adverse entries
- **Adaptable Precision**: Apply strict filters on lower timeframes while maintaining awareness of broader conditions
- **Reduced Noise**: Higher timeframe data naturally filters market noise that can trigger poor entries
The ₿ober XM v2.0 provides traders with a framework that acknowledges market complexity while offering practical tools to navigate it. With proper setup, realistic expectations, and attention to changing market conditions, it delivers a sophisticated approach to systematic trading that can be continuously refined and optimized.
LANZ Strategy 3.0🔷 LANZ Strategy 3.0 — Asian Range Fibonacci Strategy with Execution Window Logic
LANZ Strategy 3.0 is a rule-based trading system that utilizes the Asian session range to project Fibonacci levels and manage entries during a defined execution window. Designed for Forex and index traders, this strategy focuses on structured price behavior around key levels before the New York session.
🧠 Core Components:
Asian Session Range Mapping: Automatically detects the high, low, and midpoint during the Asian session.
Fibonacci Level Projection: Projects configurable Fibonacci retracement and extension levels based on the Asian range.
Execution Window Logic: Uses the 01:15 NY candle as a reference to validate potential reversals or continuation setups.
Conditional Entry System: Includes logic for limit order entries (buy or sell) at specific Fib levels, with reversal logic if price breaks structure before execution.
Risk Management: Entry orders are paired with dynamic SL and TP based on Fibonacci-based distances, maintaining a risk-reward ratio consistent with intraday strategies.
📊 Visual Features:
Asian session high/low/mid lines.
Fibonacci levels: Original (based on raw range) and Optimized (user-adjustable).
Session background coloring for Asia, Execution Window, and NY session.
Labels and lines for entry, SL, and TP targets.
Dynamic deletion of untriggered orders after execution window expires.
⚙️ How It Works:
The script calculates the Asian session range.
Projects Fibonacci levels from the range.
Waits for the 01:15 NY candle to close to validate a signal.
If valid, a limit entry order (BUY or SELL) is plotted at the selected level.
If price structure changes (e.g., breaks the high/low), reversal logic may activate.
If no trade is triggered, orders are cleared before the NY session.
🔔 Alerts:
Alerts trigger when a valid setup appears after 01:15 NY candle.
Optional alerts for order activation, SL/TP hit, or trade cancellation.
📝 Notes:
Intended for semi-automated or discretionary trading.
Best used on highly liquid markets like Forex majors or indices.
Script parameters include session times, Fib ratios, SL/TP settings, and reversal logic toggle.
Credits:
Developed by LANZ, this script merges traditional session-based analysis with Fibonacci tools and structured execution timing, offering a unique framework for morning volatility plays.
