Luxy Super-Duper SuperTrend Predictor Engine and Buy/Sell signalA professional trend-following grading system that analyzes historical trend
patterns to provide statistical duration estimates using advanced similarity
matching and k-nearest neighbors analysis. Combines adaptive Supertrend with
intelligent duration statistics, multi-timeframe confluence, volume confirmation,
and quality scoring to identify high-probability setups with data-driven
target ranges across all timeframes.
Note: All duration estimates are statistical calculations based on historical data, not guarantees of future performance.
WHAT MAKES THIS DIFFERENT
Unlike traditional SuperTrend indicators that only tell you trend direction, this system answers the critical question: "What is the typical duration for trends like this?"
The Statistical Analysis Engine:
• Analyzes your chart's last 15+ completed SuperTrend trends (bullish and bearish separately)
• Uses k-nearest neighbors similarity matching to find historically similar setups
• Calculates statistical duration estimates based on current market conditions
• Learns from estimation errors and adapts over time (Advanced mode)
• Displays visual duration analysis box showing median, average, and range estimates
• Tracks Statistical accuracy with backtest statistics
Complete Trading System:
• Statistical trend duration analysis with three intelligence levels
• Adaptive Supertrend with dynamic ATR-based bands
• Multi-timeframe confluence analysis (6 timeframes: 5M to 1W)
• Volume confirmation with spike detection and momentum tracking
• Quality scoring system (0-70 points) rating each setup
• One-click preset optimization for all trading styles
• Anti-repaint guarantee on all signals and duration estimates
METHODOLOGY CREDITS
This indicator's approach is inspired by proven trading methodologies from respected market educators:
• Mark Minervini - Volatility Contraction Pattern (VCP) and pullback entry techniques
• William O'Neil - Volume confirmation principles and institutional buying patterns (CANSLIM methodology)
• Dan Zanger - Volatility expansion entries and momentum breakout strategies
Important: These are educational references only. This indicator does not guarantee any specific trading results. Always conduct your own analysis and risk management.
KEY FEATURES
1. TREND DURATION ANALYSIS SYSTEM - The Core Innovation
The statistical analysis engine is what sets this indicator apart from standard SuperTrend systems. It doesn't just identify trend changes - it provides statistical analysis of potential duration.
How It Works:
Step 1: Historical Tracking
• Automatically records every completed SuperTrend trend (duration in bars)
• Maintains separate databases for bullish trends and bearish trends
• Stores up to 15 most recent trends of each type
• Captures market conditions at each trend flip: volume ratio, ATR ratio, quality score, price distance from SuperTrend, proximity to support/resistance
Step 2: Similarity Matching (k-Nearest Neighbors)
• When new trend begins, system compares current conditions to ALL historical flips
• Calculates similarity score based on:
- Volume similarity (30% weight) - Is volume behaving similarly?
- Volatility similarity (30% weight) - Is ATR/volatility similar?
- Quality similarity (20% weight) - Is setup strength comparable?
- Distance similarity (10% weight) - Is price distance from ST similar?
- Support/Resistance proximity (10% weight) - Similar structural context?
• Selects the 15 MOST SIMILAR historical trends (not just all trends)
• This is like asking: "When conditions looked like this before, how long did trends last?"
Step 3: Statistical Analysis
• Calculates median duration (most common outcome)
• Calculates average duration (mean of similar trends)
• Determines realistic range (min to max of similar trends)
• Applies exponential weighting (recent trends weighted more heavily)
• Outputs confidence-weighted statistical estimate
Step 4: Advanced Intelligence (Advanced Mode Only)
The Advanced mode applies five sophisticated multipliers to refine estimates:
A) Market Structure Multiplier (±30%):
• Detects nearby support/resistance levels using pivot detection
• If flip occurs NEAR a key level: Estimate adjusted -30% (expect bounce/rejection)
• If flip occurs in open space: Estimate adjusted +30% (clear path for continuation)
• Uses configurable lookback period and ATR-based proximity threshold
B) Asset Type Multiplier (±40%):
• Adjusts duration estimates based on asset volatility characteristics
• Small Cap / Biotech: +40% (explosive, extended moves)
• Tech Growth: +20% (momentum-driven, longer trends)
• Blue Chip / Large Cap: 0% (baseline, steady trends)
• Dividend / Value: -20% (slower, grinding trends)
• Cyclical: Variable based on macro regime
• Crypto / High Volatility: +30% (parabolic potential)
C) Flip Strength Multiplier (±20%):
• Analyzes the QUALITY of the trend flip itself
• Strong flip (high volume + expanding ATR + quality score 60+): +20%
• Weak flip (low volume + contracting ATR + quality score under 40): -20%
• Logic: Historical data shows that powerful flips tend to be followed by longer trends
D) Error Learning Multiplier (±15%):
• Tracks Statistical accuracy over last 10 completed trends
• Calculates error ratio: (estimated duration / Actual Duration)
• If system consistently over-estimates: Apply -15% correction
• If system consistently under-estimates: Apply +15% correction
• Learns and adapts to current market regime
E) Regime Detection Multiplier (±20%):
• Analyzes last 3 trends of SAME TYPE (bull-to-bull or bear-to-bear)
• Compares recent trend durations to historical average
• If recent trends 20%+ longer than average: +20% adjustment (trending regime detected)
• If recent trends 20%+ shorter than average: -20% adjustment (choppy regime detected)
• Detects whether market is in trending or mean-reversion mode
Three analysis modes:
SIMPLE MODE - Basic Statistics
• Uses raw median of similar trends only
• No multipliers, no adjustments
• Best for: Beginners, clean trending markets
• Fastest calculations, minimal complexity
STANDARD MODE - Full Statistical Analysis
• Similarity matching with k-nearest neighbors
• Exponential weighting of recent trends
• Median, average, and range calculations
• Best for: Most traders, general market conditions
• Balance of accuracy and simplicity
ADVANCED MODE - Statistics + Intelligence
• Everything in Standard mode PLUS
• All 5 advanced multipliers (structure, asset type, flip strength, learning, regime)
• Highest Statistical accuracy in testing
• Best for: Experienced traders, volatile/complex markets
• Maximum intelligence, most adaptive
Visual Duration Analysis Box:
When a new trend begins (SuperTrend flip), a box appears on your chart showing:
• Analysis Mode (Simple / Standard / Advanced)
• Number of historical trends analyzed
• Median expected duration (most likely outcome)
• Average expected duration (mean of similar trends)
• Range (minimum to maximum from similar trends)
• Advanced multipliers breakdown (Advanced mode only)
• Backtest accuracy statistics (if available)
The box extends from the flip bar to the estimated endpoint based on historical data, giving you a visual target for trend duration. Box updates in real-time as trend progresses.
Backtest & Accuracy Tracking:
• System backtests its own duration estimates using historical data
• Shows accuracy metrics: how well duration estimates matched actual durations
• Tracks last 10 completed duration estimates separately
• Displays statistics in dashboard and duration analysis boxes
• Helps you understand statistical reliability on your specific symbol/timeframe
Anti-Repaint Guarantee:
• duration analysis boxes only appear AFTER bar close (barstate.isconfirmed)
• Historical duration estimates never disappear or change
• What you see in history is exactly what you would have seen real-time
• No future data leakage, no lookahead bias
2. INTELLIGENT PRESET CONFIGURATIONS - One-Click Optimization
Unlike indicators that require tedious parameter tweaking, this system includes professionally optimized presets for every trading style. Select your approach from the dropdown and ALL parameters auto-configure.
"AUTO (DETECT FROM TF)" - RECOMMENDED
The smartest option: automatically selects optimal settings based on your chart timeframe.
• 1m-5m charts → Scalping preset (ATR: 7, Mult: 2.0)
• 15m-1h charts → Day Trading preset (ATR: 10, Mult: 2.5)
• 2h-4h-D charts → Swing Trading preset (ATR: 14, Mult: 3.0)
• W-M charts → Position Trading preset (ATR: 21, Mult: 4.0)
Benefits:
• Zero configuration - works immediately
• Always matched to your timeframe
• Switch timeframe = automatic adjustment
• Perfect for traders who use multiple timeframes
"SCALPING (1-5M)" - Ultra-Fast Signals
Optimized for: 1-5 minute charts, high-frequency trading, quick profits
Target holding period: Minutes to 1-2 hours maximum
Best markets: High-volume stocks, major crypto pairs, active futures
Parameter Configuration:
• Supertrend: ATR 7, Multiplier 2.0 (very sensitive)
• Volume: MA 10, High 1.8x, Spike 3.0x (catches quick surges)
• Volume Momentum: AUTO-DISABLED (too restrictive for fast scalping)
• Quality minimum: 40 points (accepts more setups)
• Duration Analysis: Uses last 15 trends with heavy recent weighting
Trading Logic:
Speed over precision. Short ATR period and low multiplier create highly responsive SuperTrend. Volume momentum filter disabled to avoid missing fast moves. Quality threshold relaxed to catch more opportunities in rapid market conditions.
Signals per session: 5-15 typically
Hold time: Minutes to couple hours
Best for: Active traders with fast execution
"DAY TRADING (15M-1H)" - Balanced Approach
Optimized for: 15-minute to 1-hour charts, intraday moves, session-based trading
Target holding period: 30 minutes to 8 hours (within trading day)
Best markets: Large-cap stocks, major indices, established crypto
Parameter Configuration:
• Supertrend: ATR 10, Multiplier 2.5 (balanced)
• Volume: MA 20, High 1.5x, Spike 2.5x (standard detection)
• Volume Momentum: 5/20 periods (confirms intraday strength)
• Quality minimum: 50 points (good setups preferred)
• Duration Analysis: Balanced weighting of recent vs historical
Trading Logic:
The most balanced configuration. ATR 10 with multiplier 2.5 provides steady trend following that avoids noise while catching meaningful moves. Volume momentum confirms institutional participation without being overly restrictive.
Signals per session: 2-5 typically
Hold time: 30 minutes to full day
Best for: Part-time and full-time active traders
"SWING TRADING (4H-D)" - Trend Stability
Optimized for: 4-hour to Daily charts, multi-day holds, trend continuation
Target holding period: 2-15 days typically
Best markets: Growth stocks, sector ETFs, trending crypto, commodity futures
Parameter Configuration:
• Supertrend: ATR 14, Multiplier 3.0 (stable)
• Volume: MA 30, High 1.3x, Spike 2.2x (accumulation focus)
• Volume Momentum: 10/30 periods (trend stability)
• Quality minimum: 60 points (high-quality setups only)
• Duration Analysis: Favors consistent historical patterns
Trading Logic:
Designed for substantial trend moves while filtering short-term noise. Higher ATR period and multiplier create stable SuperTrend that won't flip on minor corrections. Stricter quality requirements ensure only strongest setups generate signals.
Signals per week: 2-5 typically
Hold time: Days to couple weeks
Best for: Part-time traders, swing style
"POSITION TRADING (D-W)" - Long-Term Trends
Optimized for: Daily to Weekly charts, major trend changes, portfolio allocation
Target holding period: Weeks to months
Best markets: Blue-chip stocks, major indices, established cryptocurrencies
Parameter Configuration:
• Supertrend: ATR 21, Multiplier 4.0 (very stable)
• Volume: MA 50, High 1.2x, Spike 2.0x (long-term accumulation)
• Volume Momentum: 20/50 periods (major trend confirmation)
• Quality minimum: 70 points (excellent setups only)
• Duration Analysis: Heavy emphasis on multi-year historical data
Trading Logic:
Conservative approach focusing on major trend changes. Extended ATR period and high multiplier create SuperTrend that only flips on significant reversals. Very strict quality filters ensure signals represent genuine long-term opportunities.
Signals per month: 1-2 typically
Hold time: Weeks to months
Best for: Long-term investors, set-and-forget approach
"CUSTOM" - Advanced Configuration
Purpose: Complete manual control for experienced traders
Use when: You understand the parameters and want specific optimization
Best for: Testing new approaches, unusual market conditions, specific instruments
Full control over:
• All SuperTrend parameters
• Volume thresholds and momentum periods
• Quality scoring weights
• analysis mode and multipliers
• Advanced features tuning
Preset Comparison Quick Reference:
Chart Timeframe: Scalping (1M-5M) | Day Trading (15M-1H) | Swing (4H-D) | Position (D-W)
Signals Frequency: Very High | High | Medium | Low
Hold Duration: Minutes | Hours | Days | Weeks-Months
Quality Threshold: 40 pts | 50 pts | 60 pts | 70 pts
ATR Sensitivity: Highest | Medium | Lower | Lowest
Time Investment: Highest | High | Medium | Lowest
Experience Level: Expert | Advanced | Intermediate | Beginner+
3. QUALITY SCORING SYSTEM (0-70 Points)
Every signal is rated in real-time across three dimensions:
Volume Confirmation (0-30 points):
• Volume Spike (2.5x+ average): 30 points
• High Volume (1.5x+ average): 20 points
• Above Average (1.0x+ average): 10 points
• Below Average: 0 points
Volatility Assessment (0-30 points):
• Expanding ATR (1.2x+ average): 30 points
• Rising ATR (1.0-1.2x average): 15 points
• Contracting/Stable ATR: 0 points
Volume Momentum (0-10 points):
• Strong Momentum (1.2x+ ratio): 10 points
• Rising Momentum (1.0-1.2x ratio): 5 points
• Weak/Neutral Momentum: 0 points
Score Interpretation:
60-70 points - EXCELLENT:
• All factors aligned
• High conviction setup
• Maximum position size (within risk limits)
• Primary trading opportunities
45-59 points - STRONG:
• Multiple confirmations present
• Above-average setup quality
• Standard position size
• Good trading opportunities
30-44 points - GOOD:
• Basic confirmations met
• Acceptable setup quality
• Reduced position size
• Wait for additional confirmation or trade smaller
Below 30 points - WEAK:
• Minimal confirmations
• Low probability setup
• Consider passing
• Only for aggressive traders in strong trends
Only signals meeting your minimum quality threshold (configurable per preset) generate alerts and labels.
4. MULTI-TIMEFRAME CONFLUENCE ANALYSIS
The system can simultaneously analyze trend alignment across 6 timeframes (optional feature):
Timeframes analyzed:
• 5-minute (scalping context)
• 15-minute (intraday momentum)
• 1-hour (day trading bias)
• 4-hour (swing context)
• Daily (primary trend)
• Weekly (macro trend)
Confluence Interpretation:
• 5-6/6 aligned - Very strong multi-timeframe agreement (highest confidence)
• 3-4/6 aligned - Moderate agreement (standard setup)
• 1-2/6 aligned - Weak agreement (caution advised)
Dashboard shows real-time alignment count with color-coding. Higher confluence typically correlates with longer, stronger trends.
5. VOLUME MOMENTUM FILTER - Institutional Money Flow
Unlike traditional volume indicators that just measure size, Volume Momentum tracks the RATE OF CHANGE in volume:
How it works:
• Compares short-term volume average (fast period) to long-term average (slow period)
• Ratio above 1.0 = Volume accelerating (money flowing IN)
• Ratio above 1.2 = Strong acceleration (institutional participation likely)
• Ratio below 0.8 = Volume decelerating (money flowing OUT)
Why it matters:
• Confirms trend with actual money flow, not just price
• Leading indicator (volume often leads price)
• Catches accumulation/distribution before breakouts
• More intuitive than complex mathematical filters
Integration with signals:
• Optional filter - can be enabled/disabled per preset
• When enabled: Only signals with rising volume momentum fire
• AUTO-DISABLED in Scalping mode (too restrictive for fast trading)
• Configurable fast/slow periods per trading style
6. ADAPTIVE SUPERTREND MULTIPLIER
Traditional SuperTrend uses fixed ATR multiplier. This system dynamically adjusts the multiplier (0.8x to 1.2x base) based on:
• Trend Strength: Price correlation over lookback period
• Volume Weight: Current volume relative to average
Benefits:
• Tighter bands in calm markets (less premature exits)
• Wider bands in volatile conditions (avoids whipsaws)
• Better adaptation to biotech, small-cap, and crypto volatility
• Optional - can be disabled for classic constant multiplier
7. VISUAL GRADIENT RIBBON
26-layer exponential gradient fill between price and SuperTrend line provides instant visual trend strength assessment:
Color System:
• Green shades - Bullish trend + volume confirmation (strongest)
• Blue shades - Bullish trend, normal volume
• Orange shades - Bearish trend + volume confirmation
• Red shades - Bearish trend (weakest)
Opacity varies based on:
• Distance from SuperTrend (farther = more opaque)
• Volume intensity (higher volume = stronger color)
The ribbon provides at-a-glance trend strength without cluttering your chart. Can be toggled on/off.
8. INTELLIGENT ALERT SYSTEM
Two-tier alert architecture for flexibility:
Automatic Alerts:
• Fire automatically on BUY and SELL signals
• Include full context: quality score, volume state, volume momentum
• One alert per bar close (alert.freq_once_per_bar_close)
• Message format: "BUY: Supertrend bullish + Quality: 65/70 | Volume: HIGH | Vol Momentum: STRONG (1.35x)"
Customizable Alert Conditions:
• Appear in TradingView's "Create Alert" dialog
• Three options: BUY Signal Only, SELL Signal Only, ANY Signal (BUY or SELL)
• Use TradingView placeholders: {{ticker}}, {{interval}}, {{close}}, {{time}}
• Fully customizable message templates
All alerts use barstate.isconfirmed - Zero repaint guarantee.
9. ANTI-REPAINT ARCHITECTURE
Every component guaranteed non-repainting:
• Entry signals: Only appear after bar close
• duration analysis boxes: Created only on confirmed SuperTrend flips
• Informative labels: Wait for bar confirmation
• Alerts: Fire once per closed bar
• Multi-timeframe data: Uses lookahead=barmerge.lookahead_off
What you see in history is exactly what you would have seen in real-time. No disappearing signals, no changed duration estimates.
HOW TO USE THE INDICATOR
QUICK START - 3 Steps to Trading:
Step 1: Select Your Trading Style
Open indicator settings → "Quick Setup" section → Trading Style Preset dropdown
Options:
• Auto (Detect from TF) - RECOMMENDED: Automatically configures based on your chart timeframe
• Scalping (1-5m) - For 1-5 minute charts, ultra-fast signals
• Day Trading (15m-1h) - For 15m-1h charts, balanced approach
• Swing Trading (4h-D) - For 4h-Daily charts, trend stability
• Position Trading (D-W) - For Daily-Weekly charts, long-term trends
• Custom - Manual configuration (advanced users only)
Choose "Auto" and you're done - all parameters optimize automatically.
Step 2: Understand the Signals
BUY Signal (Green Triangle Below Price):
• SuperTrend flipped bullish
• Quality score meets minimum threshold (varies by preset)
• Volume confirmation present (if filter enabled)
• Volume momentum rising (if filter enabled)
• duration analysis box shows expected trend duration
SELL Signal (Red Triangle Above Price):
• SuperTrend flipped bearish
• Quality score meets minimum threshold
• Volume confirmation present (if filter enabled)
• Volume momentum rising (if filter enabled)
• duration analysis box shows expected trend duration
Duration Analysis Box:
• Appears at SuperTrend flip (start of new trend)
• Shows median, average, and range duration estimates
• Extends to estimated endpoint based on historical data visually
• Updates mode-specific intelligence (Simple/Standard/Advanced)
Step 3: Use the Dashboard for Context
Dashboard (top-right corner) shows real-time metrics:
• Row 1 - Quality Score: Current setup rating (0-70)
• Row 2 - SuperTrend: Direction and current level
• Row 3 - Volume: Status (Spike/High/Normal/Low) with color
• Row 4 - Volatility: State (Expanding/Rising/Stable/Contracting)
• Row 5 - Volume Momentum: Ratio and trend
• Row 6 - Duration Statistics: Accuracy metrics and track record
Every cell has detailed tooltip - hover for full explanations.
SIGNAL INTERPRETATION BY QUALITY SCORE:
Excellent Setup (60-70 points):
• Quality Score: 60-70
• Volume: Spike or High
• Volatility: Expanding
• Volume Momentum: Strong (1.2x+)
• MTF Confluence (if enabled): 5-6/6
• Action: Primary trade - maximum position size (within risk limits)
• Statistical reliability: Highest - duration estimates most accurate
Strong Setup (45-59 points):
• Quality Score: 45-59
• Volume: High or Above Average
• Volatility: Rising
• Volume Momentum: Rising (1.0-1.2x)
• MTF Confluence (if enabled): 3-4/6
• Action: Standard trade - normal position size
• Statistical reliability: Good - duration estimates reliable
Good Setup (30-44 points):
• Quality Score: 30-44
• Volume: Above Average
• Volatility: Stable or Rising
• Volume Momentum: Neutral to Rising
• MTF Confluence (if enabled): 3-4/6
• Action: Cautious trade - reduced position size, wait for additional confirmation
• Statistical reliability: Moderate - duration estimates less certain
Weak Setup (Below 30 points):
• Quality Score: Below 30
• Volume: Low or Normal
• Volatility: Contracting or Stable
• Volume Momentum: Weak
• MTF Confluence (if enabled): 1-2/6
• Action: Pass or wait for improvement
• Statistical reliability: Low - duration estimates unreliable
USING duration analysis boxES FOR TRADE MANAGEMENT:
Entry Timing:
• Enter on SuperTrend flip (signal bar close)
• duration analysis box appears simultaneously
• Note the median duration - this is your expected hold time
Profit Targets:
• Conservative: Use MEDIAN duration as profit target (50% probability)
• Moderate: Use AVERAGE duration (mean of similar trends)
• Aggressive: Aim for MAX duration from range (best historical outcome)
Position Management:
• Scale out at median duration (take partial profits)
• Trail stop as trend extends beyond median
• Full exit at average duration or SuperTrend flip (whichever comes first)
• Re-evaluate if trend exceeds estimated range
analysis mode Selection:
• Simple: Clean trending markets, beginners, minimal complexity
• Standard: Most markets, most traders (recommended default)
• Advanced: Volatile markets, complex instruments, experienced traders seeking highest accuracy
Asset Type Configuration (Advanced Mode):
If using Advanced analysis mode, configure Asset Type for optimal accuracy:
• Small Cap: Stocks under $2B market cap, low liquidity
• Biotech / Speculative: Clinical-stage pharma, penny stocks, high-risk
• Blue Chip / Large Cap: S&P 500, mega-cap tech, stable large companies
• Tech Growth: High-growth tech (TSLA, NVDA, growth SaaS)
• Dividend / Value: Dividend aristocrats, value stocks, utilities
• Cyclical: Energy, materials, industrials (macro-driven)
• Crypto / High Volatility: Bitcoin, altcoins, highly volatile assets
Correct asset type selection improves Statistical accuracy by 15-20%.
RISK MANAGEMENT GUIDELINES:
1. Stop Loss Placement:
Long positions:
• Place stop below recent swing low OR
• Place stop below SuperTrend level (whichever is tighter)
• Use 1-2 ATR distance as guideline
• Recommended: SuperTrend level (built-in volatility adjustment)
Short positions:
• Place stop above recent swing high OR
• Place stop above SuperTrend level (whichever is tighter)
• Use 1-2 ATR distance as guideline
• Recommended: SuperTrend level
2. Position Sizing by Quality Score:
• Excellent (60-70): Maximum position size (2% risk per trade)
• Strong (45-59): Standard position size (1.5% risk per trade)
• Good (30-44): Reduced position size (1% risk per trade)
• Weak (Below 30): Pass or micro position (0.5% risk - learning trades only)
3. Exit Strategy Options:
Option A - Statistical Duration-Based Exit:
• Exit at median estimated duration (conservative)
• Exit at average estimated duration (moderate)
• Trail stop beyond average duration (aggressive)
Option B - Signal-Based Exit:
• Exit on opposite signal (SELL after BUY, or vice versa)
• Exit on SuperTrend flip (trend reversal)
• Exit if quality score drops below 30 mid-trend
Option C - Hybrid (Recommended):
• Take 50% profit at median estimated duration
• Trail stop on remaining 50% using SuperTrend as trailing level
• Full exit on SuperTrend flip or quality collapse
4. Trade Filtering:
For higher win-rate (fewer trades, better quality):
• Increase minimum quality score (try 60 for swing, 50 for day trading)
• Enable volume momentum filter (ensure institutional participation)
• Require higher MTF confluence (5-6/6 alignment)
• Use Advanced analysis mode with appropriate asset type
For more opportunities (more trades, lower quality threshold):
• Decrease minimum quality score (40 for day trading, 35 for scalping)
• Disable volume momentum filter
• Lower MTF confluence requirement
• Use Simple or Standard analysis mode
SETTINGS OVERVIEW
Quick Setup Section:
• Trading Style Preset: Auto / Scalping / Day Trading / Swing / Position / Custom
Dashboard & Display:
• Show Dashboard (ON/OFF)
• Dashboard Position (9 options: Top/Middle/Bottom + Left/Center/Right)
• Text Size (Auto/Tiny/Small/Normal/Large/Huge)
• Show Ribbon Fill (ON/OFF)
• Show SuperTrend Line (ON/OFF)
• Bullish Color (default: Green)
• Bearish Color (default: Red)
• Show Entry Labels - BUY/SELL signals (ON/OFF)
• Show Info Labels - Volume events (ON/OFF)
• Label Size (Auto/Tiny/Small/Normal/Large/Huge)
Supertrend Configuration:
• ATR Length (default varies by preset: 7-21)
• ATR Multiplier Base (default varies by preset: 2.0-4.0)
• Use Adaptive Multiplier (ON/OFF) - Dynamic 0.8x-1.2x adjustment
• Smoothing Factor (0.0-0.5) - EMA smoothing applied to bands
• Neutral Bars After Flip (0-10) - Hide ST immediately after flip
Volume Momentum:
• Enable Volume Momentum Filter (ON/OFF)
• Fast Period (default varies by preset: 3-20)
• Slow Period (default varies by preset: 10-50)
Volume Analysis:
• Volume MA Length (default varies by preset: 10-50)
• High Volume Threshold (default: 1.5x)
• Spike Threshold (default: 2.5x)
• Low Volume Threshold (default: 0.7x)
Quality Filters:
• Minimum Quality Score (0-70, varies by preset)
• Require Volume Confirmation (ON/OFF)
Trend Duration Analysis:
• Show Duration Analysis (ON/OFF) - Display duration analysis boxes
• analysis mode - Simple / Standard / Advanced
• Asset Type - 7 options (Small Cap, Biotech, Blue Chip, Tech Growth, Dividend, Cyclical, Crypto)
• Use Exponential Weighting (ON/OFF) - Recent trends weighted more
• Decay Factor (0.5-0.99) - How much more recent trends matter
• Structure Lookback (3-30) - Pivot detection period for support/resistance
• Proximity Threshold (xATR) - How close to level qualifies as "near"
• Enable Error Learning (ON/OFF) - System learns from estimation errors
• Memory Depth (3-20) - How many past errors to remember
Box Visual Settings:
• duration analysis box Border Color
• duration analysis box Background Color
• duration analysis box Text Color
• duration analysis box Border Width
• duration analysis box Transparency
Multi-Timeframe (Optional Feature):
• Enable MTF Confluence (ON/OFF)
• Minimum Alignment Required (0-6)
• Individual timeframe enable/disable toggles
• Custom timeframe selection options
All preset configurations override manual inputs except when "Custom" is selected.
ADVANCED FEATURES
1. Scalpel Mode (Optional)
Advanced pullback entry system that waits for healthy retracements within established trends before signaling entry:
• Monitors price distance from SuperTrend levels
• Requires pullback to configurable range (default: 30-50%)
• Ensures trend remains intact before entry signal
• Reduces whipsaw and false breakouts
• Inspired by Mark Minervini's VCP pullback entries
Best for: Swing traders and day traders seeking precision entries
Scalpers: Consider disabling for faster entries
2. Error Learning System (Advanced analysis mode Only)
The system learns from its own estimation errors:
• Tracks last 10-20 completed duration estimates (configurable memory depth)
• Calculates error ratio for each: estimated duration / Actual Duration
• If system consistently over-estimates: Applies negative correction (-15%)
• If system consistently under-estimates: Applies positive correction (+15%)
• Adapts to current market regime automatically
This self-correction mechanism improves accuracy over time as the system gathers more data on your specific symbol and timeframe.
3. Regime Detection (Advanced analysis mode Only)
Automatically detects whether market is in trending or choppy regime:
• Compares last 3 trends to historical average
• Recent trends 20%+ longer → Trending regime (+20% to estimates)
• Recent trends 20%+ shorter → Choppy regime (-20% to estimates)
• Applied separately to bullish and bearish trends
Helps duration estimates adapt to changing market conditions without manual intervention.
4. Exponential Weighting
Option to weight recent trends more heavily than distant history:
• Default decay factor: 0.9
• Recent trends get higher weight in statistical calculations
• Older trends gradually decay in importance
• Rationale: Recent market behavior more relevant than old data
• Can be disabled for equal weighting
5. Backtest Statistics
System backtests its own duration estimates using historical data:
• Walks through past trends chronologically
• Calculates what duration estimate WOULD have been at each flip
• Compares to actual duration that occurred
• Displays accuracy metrics in duration analysis boxes and dashboard
• Helps assess statistical reliability on your specific chart
Note: Backtest uses only data available AT THE TIME of each historical flip (no lookahead bias).
TECHNICAL SPECIFICATIONS
• Pine Script Version: v6
• Indicator Type: Overlay (draws on price chart)
• Max Boxes: 500 (for duration analysis box storage)
• Max Bars Back: 5000 (for comprehensive historical analysis)
• Security Calls: 1 (for MTF if enabled - optimized)
• Repainting: NO - All signals and duration estimates confirmed on bar close
• Lookahead Bias: NO - All HTF data properly offset, all duration estimates use only historical data
• Real-time Updates: YES - Dashboard and quality scores update live
• Alert Capable: YES - Both automatic alerts and customizable alert conditions
• Multi-Symbol: Works on stocks, crypto, forex, futures, indices
Performance Optimization:
• Conditional calculations (duration analysis can be disabled to reduce load)
• Efficient array management (circular buffers for trend storage)
• Streamlined gradient rendering (26 layers, can be toggled off)
• Smart label cooldown system (prevents label spam)
• Optimized similarity matching (analyzes only relevant trends)
Data Requirements:
• Minimum 50-100 bars for initial duration analysis (builds historical database)
• Optimal: 500+ bars for robust statistical analysis
• Longer history = more accurate duration estimates
• Works on any timeframe from 1 minute to monthly
KNOWN LIMITATIONS
• Trending Markets Only: Performs best in clear trends. May generate false signals in choppy/sideways markets (use quality score filtering and regime detection to mitigate)
• Lagging Nature: Like all trend-following systems, signals occur AFTER trend establishment, not at exact tops/bottoms. Use duration analysis boxes to set realistic profit targets.
• Initial Learning Period: Duration analysis system requires 10-15 completed trends to build reliable historical database. Early duration estimates less accurate (first few weeks on new symbol/timeframe).
• Visual Load: 26-layer gradient ribbon may slow performance on older devices. Disable ribbon if experiencing lag.
• Statistical accuracy Variables: Duration estimates are statistical estimates, not guarantees. Accuracy varies by:
- Market regime (trending vs choppy)
- Asset volatility characteristics
- Quality of historical pattern matches
- Timeframe traded (higher TF = more reliable)
• Not Best Suitable For:
- Ultra-short-term scalping (sub-1-minute charts)
- Mean-reversion strategies (designed for trend-following)
- Range-bound trading (requires trending conditions)
- News-driven spikes (estimates based on technical patterns, not fundamentals)
FREQUENTLY ASKED QUESTIONS
Q: Does this indicator repaint?
A: Absolutely not. All signals, duration analysis boxes, labels, and alerts use barstate.isconfirmed checks. They only appear after the bar closes. What you see in history is exactly what you would have seen in real-time. Zero repaint guarantee.
Q: How accurate are the trend duration estimates?
A: Accuracy varies by mode, market conditions, and historical data quality:
• Simple mode: 60-70% accuracy (within ±20% of actual duration)
• Standard mode: 70-80% accuracy (within ±20% of actual duration)
• Advanced mode: 75-85% accuracy (within ±20% of actual duration)
Best accuracy achieved on:
• Higher timeframes (4H, Daily, Weekly)
• Trending markets (not choppy/sideways)
• Assets with consistent behavior (Blue Chip, Large Cap)
• After 20+ historical trends analyzed (builds robust database)
Remember: All duration estimates are statistical calculations based on historical patterns, not guarantees.
Q: Which analysis mode should I use?
A:
• Simple: Beginners, clean trending markets, want minimal complexity
• Standard: Most traders, general market conditions (RECOMMENDED DEFAULT)
• Advanced: Experienced traders, volatile/complex markets (biotech, small-cap, crypto), seeking maximum accuracy
Advanced mode requires correct Asset Type configuration for optimal results.
Q: What's the difference between the trading style presets?
A: Each preset optimizes ALL parameters for a specific trading approach:
• Scalping: Ultra-sensitive (ATR 7, Mult 2.0), more signals, shorter holds
• Day Trading: Balanced (ATR 10, Mult 2.5), moderate signals, intraday holds
• Swing Trading: Stable (ATR 14, Mult 3.0), fewer signals, multi-day holds
• Position Trading: Very stable (ATR 21, Mult 4.0), rare signals, week/month holds
Auto mode automatically selects based on your chart timeframe.
Q: Should I use Auto mode or manually select a preset?
A: Auto mode is recommended for most traders. It automatically matches settings to your timeframe and re-optimizes if you switch charts. Only use manual preset selection if:
• You want scalping settings on a 15m chart (overriding auto-detection)
• You want swing settings on a 1h chart (more conservative than auto would give)
• You're testing different approaches on same timeframe
Q: Can I use this for scalping and day trading?
A: Absolutely! The preset system is specifically designed for all trading styles:
• Select "Scalping (1-5m)" for 1-5 minute charts
• Select "Day Trading (15m-1h)" for 15m-1h charts
• Or use "Auto" mode and it configures automatically
Volume momentum filter is auto-disabled in Scalping mode for faster signals.
Q: What is Volume Momentum and why does it matter?
A: Volume Momentum compares short-term volume (fast MA) to long-term volume (slow MA). It answers: "Is money flowing into this asset faster now than historically?"
Why it matters:
• Volume often leads price (early warning system)
• Confirms institutional participation (smart money)
• No lag like price-based indicators
• More intuitive than complex mathematical filters
When the ratio is above 1.2, you have strong evidence that institutions are accumulating (bullish) or distributing (bearish).
Q: How do I set up alerts?
A: Two options:
Option 1 - Automatic Alerts:
1. Right-click on chart → Add Alert
2. Condition: Select this indicator
3. Choose "Any alert() function call"
4. Configure notification method (app, email, webhook)
5. You'll receive detailed alerts on every BUY and SELL signal
Option 2 - Customizable Alert Conditions:
1. Right-click on chart → Add Alert
2. Condition: Select this indicator
3. You'll see three options in dropdown:
- "BUY Signal" (long signals only)
- "SELL Signal" (short signals only)
- "ANY Signal" (both BUY and SELL)
4. Choose desired option and customize message template
5. Uses TradingView placeholders: {{ticker}}, {{close}}, {{time}}, etc.
All alerts fire only on confirmed bar close (no repaint).
Q: What is Scalpel Mode and should I use it?
A: Scalpel Mode waits for healthy pullbacks within established trends before signaling entry. It reduces whipsaws and improves entry timing.
Recommended ON for:
• Swing traders (want precision entries on pullbacks)
• Day traders (willing to wait for better prices)
• Risk-averse traders (prefer fewer but higher-quality entries)
Recommended OFF for:
• Scalpers (need immediate entries, can't wait for pullbacks)
• Momentum traders (want to enter on breakout, not pullback)
• Aggressive traders (prefer more opportunities over precision)
Q: Why do some duration estimates show wider ranges than others?
A: Range width reflects historical trend variability:
• Narrow range: Similar historical trends had consistent durations (high confidence)
• Wide range: Similar historical trends had varying durations (lower confidence)
Wide ranges often occur:
• Early in analysis (fewer historical trends to learn from)
• In volatile/choppy markets (inconsistent trend behavior)
• On lower timeframes (more noise, less consistency)
The median and average still provide useful targets even when range is wide.
Q: Can I customize the dashboard position and appearance?
A: Yes! Dashboard settings include:
• Position: 9 options (Top/Middle/Bottom + Left/Center/Right)
• Text Size: Auto, Tiny, Small, Normal, Large, Huge
• Show/Hide: Toggle entire dashboard on/off
Choose position that doesn't overlap important price action on your specific chart.
Q: Which timeframe should I trade on?
A: Depends on your trading style and time availability:
• 1-5 minute: Active scalping, requires constant monitoring
• 15m-1h: Day trading, check few times per session
• 4h-Daily: Swing trading, check once or twice daily
• Daily-Weekly: Position trading, check weekly
General principle: Higher timeframes produce:
• Fewer signals (less frequent)
• Higher quality setups (stronger confirmations)
• More reliable duration estimates (better statistical data)
• Less noise (clearer trends)
Start with Daily chart if new to trading. Move to lower timeframes as you gain experience.
Q: Does this work on all markets (stocks, crypto, forex)?
A: Yes, it works on all markets with trending characteristics:
Excellent for:
• Stocks (especially growth and momentum names)
• Crypto (BTC, ETH, major altcoins)
• Futures (indices, commodities)
• Forex majors (EUR/USD, GBP/USD, etc.)
Best results on:
• Trending markets (not range-bound)
• Liquid instruments (tight spreads, good fills)
• Volatile assets (clear trend development)
Less effective on:
• Range-bound/sideways markets
• Ultra-low volatility instruments
• Illiquid small-caps (use caution)
Configure Asset Type (in Advanced analysis mode) to match your instrument for best accuracy.
Q: How many signals should I expect per day/week?
A: Highly variable based on:
By Timeframe:
• 1-5 minute: 5-15 signals per session
• 15m-1h: 2-5 signals per day
• 4h-Daily: 2-5 signals per week
• Daily-Weekly: 1-2 signals per month
By Market Volatility:
• High volatility = more SuperTrend flips = more signals
• Low volatility = fewer flips = fewer signals
By Quality Filter:
• Higher threshold (60-70) = fewer but better signals
• Lower threshold (30-40) = more signals, lower quality
By Volume Momentum Filter:
• Enabled = Fewer signals (only volume-confirmed)
• Disabled = More signals (all SuperTrend flips)
Adjust quality threshold and filters to match your desired signal frequency.
Q: What's the difference between entry labels and info labels?
A:
Entry Labels (BUY/SELL):
• Your primary trading signals
• Based on SuperTrend flip + all confirmations (quality, volume, momentum)
• Include quality score and confirmation icons
• These are actionable entry points
Info Labels (Volume Spike):
• Additional market context
• Show volume events that may support or contradict trend
• 8-bar cooldown to prevent spam
• NOT necessarily entry points - contextual information only
Control separately: Can show entry labels without info labels (recommended for clean charts).
Q: Can I combine this with other indicators?
A: Absolutely! This works well with:
• RSI: For divergences and overbought/oversold conditions
• Support/Resistance: Confluence with key levels
• Fibonacci Retracements: Pullback targets in Scalpel Mode
• Price Action Patterns: Flags, pennants, cup-and-handle
• MACD: Additional momentum confirmation
• Bollinger Bands: Volatility context
This indicator provides trend direction and duration estimates - complement with other tools for entry refinement and additional confluence.
Q: Why did I get a low-quality signal? Can I filter them out?
A: Yes! Increase the Minimum Quality Score in settings.
If you're seeing signals with quality below your preference:
• Day Trading: Set minimum to 50
• Swing Trading: Set minimum to 60
• Position Trading: Set minimum to 70
Only signals meeting the threshold will appear. This reduces frequency but improves win-rate.
Q: How do I interpret the MTF Confluence count?
A: Shows how many of 6 timeframes agree with current trend:
• 6/6 aligned: Perfect agreement (extremely rare, highest confidence)
• 5/6 aligned: Very strong alignment (high confidence)
• 4/6 aligned: Good alignment (standard quality setup)
• 3/6 aligned: Moderate alignment (acceptable)
• 2/6 aligned: Weak alignment (caution)
• 1/6 aligned: Very weak (likely counter-trend)
Higher confluence typically correlates with longer, stronger trends. However, MTF analysis is optional - you can disable it and rely solely on quality scoring.
Q: Is this suitable for beginners?
A: Yes, but requires foundational knowledge:
You should understand:
• Basic trend-following concepts (higher highs, higher lows)
• Risk management principles (position sizing, stop losses)
• How to read candlestick charts
• What volume and volatility mean
Beginner-friendly features:
• Auto preset mode (zero configuration)
• Quality scoring (tells you signal strength)
• Dashboard tooltips (hover for explanations)
• duration analysis boxes (visual profit targets)
Recommended for beginners:
1. Start with "Auto" or "Swing Trading" preset on Daily chart
2. Use Standard Analysis Mode (not Advanced)
3. Set minimum quality to 60 (fewer but better signals)
4. Paper trade first for 2-4 weeks
5. Study methodology references (Minervini, O'Neil, Zanger)
Q: What is the Asset Type setting and why does it matter?
A: Asset Type (in Advanced analysis mode) adjusts duration estimates based on volatility characteristics:
• Small Cap: Explosive moves, extended trends (+30-40%)
• Biotech / Speculative: Parabolic potential, news-driven (+40%)
• Blue Chip / Large Cap: Baseline, steady trends (0% adjustment)
• Tech Growth: Momentum-driven, longer trends (+20%)
• Dividend / Value: Slower, grinding trends (-20%)
• Cyclical: Macro-driven, variable (±10%)
• Crypto / High Volatility: Parabolic potential (+30%)
Correct configuration improves Statistical accuracy by 15-20%. Using Blue Chip settings on a biotech stock may underestimate trend length (you'll exit too early).
Q: Can I backtest this indicator?
A: Yes! TradingView's Strategy Tester works with this indicator's signals.
To backtest:
1. Note the entry conditions (SuperTrend flip + quality threshold + filters)
2. Create a strategy script using same logic
3. Run Strategy Tester on historical data
Additionally, the indicator includes BUILT-IN duration estimate validation:
• System backtests its own duration estimates
• Shows accuracy metrics in dashboard and duration analysis boxes
• Helps assess reliability on your specific symbol/timeframe
Q: Why does Volume Momentum auto-disable in Scalping mode?
A: Scalping requires ultra-fast entries to catch quick moves. Volume Momentum filter adds friction by requiring volume confirmation before signaling, which can cause missed opportunities in rapid scalping.
Scalping preset is optimized for speed and frequency - the filter is counterproductive for that style. It remains enabled for Day Trading, Swing Trading, and Position Trading presets where patience improves results.
You can manually enable it in Custom mode if desired.
Q: How much historical data do I need for accurate duration estimates?
A:
Minimum: 50-100 bars (indicator will function but duration estimates less reliable)
Recommended: 500+ bars (robust statistical database)
Optimal: 1000+ bars (maximum Statistical accuracy)
More history = more completed trends = better pattern matching = more accurate duration estimates.
New symbols or newly-switched timeframes will have lower Statistical accuracy initially. Allow 2-4 weeks for the system to build historical database.
IMPORTANT DISCLAIMERS
No Guarantee of Profit:
This indicator is an educational tool and does not guarantee any specific trading results. All trading involves substantial risk of loss. Duration estimates are statistical calculations based on historical patterns and are not guarantees of future performance.
Past Performance:
Historical backtest results and Statistical accuracy statistics do not guarantee future performance. Market conditions change constantly. What worked historically may not work in current or future markets.
Not Financial Advice:
This indicator provides technical analysis signals and statistical duration estimates only. It is not financial, investment, or trading advice. Always consult with a qualified financial advisor before making investment decisions.
Risk Warning:
Trading stocks, options, futures, forex, and cryptocurrencies involves significant risk. You can lose all of your invested capital. Never trade with money you cannot afford to lose. Only risk capital you can lose without affecting your lifestyle.
Testing Required:
Always test this indicator on a demo account or with paper trading before risking real capital. Understand how it works in different market conditions. Verify Statistical accuracy on your specific instruments and timeframes before trusting it with real money.
User Responsibility:
You are solely responsible for your trading decisions. The developer assumes no liability for trading losses, incorrect duration estimates, software errors, or any other damages incurred while using this indicator.
Statistical Estimation Limitations:
Trend Duration estimates are statistical estimates based on historical pattern matching. They are NOT guarantees. Actual trend durations may differ significantly from duration estimates due to unforeseen news events, market regime changes, or lack of historical precedent for current conditions.
CREDITS & ACKNOWLEDGMENTS
Methodology Inspiration:
• Mark Minervini - Volatility Contraction Pattern (VCP) concepts and pullback entry techniques
• William O'Neil - Volume analysis principles and CANSLIM institutional buying patterns
• Dan Zanger - Momentum breakout strategies and volatility expansion entries
Technical Components:
• SuperTrend calculation - Classic ATR-based trend indicator (public domain)
• Statistical analysis - Standard median, average, range calculations
• k-Nearest Neighbors - Classic machine learning similarity matching concept
• Multi-timeframe analysis - Standard request.security implementation in Pine Script
For questions, feedback, or support, please comment below or send a private message.
Happy Trading!
在脚本中搜索"stop loss"
STRATEGY 1 │ Red Dragon │ Model 1 │ [Titans_Invest]The Red Dragon Model 1 is a fully automated trading strategy designed to operate BTC/USDT.P on the 4-hour chart with precision, stability, and consistency. It was built to deliver reliable behavior even during strong market movements, maintaining operational discipline and avoiding abrupt variations that could interfere with the trader’s decision-making.
Its core is based on a professionally engineered logical structure that combines trend filters, confirmation criteria, and balanced risk management. Every component was designed to work in an integrated way, eliminating noise, avoiding unnecessary trades, and protecting capital in critical moments. There are no secret mechanisms or hidden logic: everything is built to be objective, clean, and efficient.
Even though it is based on professional quantitative engineering, Red Dragon Model 1 remains extremely simple to operate. All logic is clearly displayed and fully accessible within TradingView itself, making it easy to understand for both beginners and experienced traders. The structure is organized so that any user can quickly view entry conditions, exit criteria, additional filters, adjustable parameters, and the full mechanics behind the strategy’s behavior.
In addition, the architecture was built to minimize unnecessary complexity. Parameters are straightforward, intuitive, and operate in a balanced way without requiring deep adjustments or advanced knowledge. Traders have full freedom to analyze the strategy, understand the logic, and make personal adaptations if desired—always with total transparency inside TradingView.
The strategy was also designed to deliver consistent operational behavior over the long term. Its confirmation criteria reduce impulsive trades; its filters isolate noise; and its overall logic prioritizes high-quality entries in structured market movements. The goal is to provide a stable, clear, and repeatable flow—essential characteristics for any medium-term quantitative approach.
Combining clarity, professional structure, and ease of use, Red Dragon Model 1 offers a solid foundation both for users who want a ready-to-use automated strategy and for those looking to study quantitative models in greater depth.
This entire project was built with extreme dedication, backed by more than 14,000 hours of hands-on experience in Pine Script, continuously refining patterns, techniques, and structures until reaching its current level of maturity. Every line of code reflects this long process of improvement, resulting in a strategy that unites professional engineering, transparency, accessibility, and reliable execution.
🔶 MAIN FEATURES
• Fully automated and robust: Operates without manual intervention, ideal for traders seeking consistency and stability. It delivers reliable performance even in volatile markets thanks to the solid quantitative engineering behind the system.
• Multiple layers of confirmation: Combines 10 key technical indicators with 15 adaptive filters to avoid false signals. It only triggers entries when all trend, market strength, and contextual criteria align.
• Configurable and adaptable filters: Each of the 15 filters can be enabled, disabled, or adjusted by the user, allowing the creation of personalized statistical models for different assets and timeframes. This flexibility gives full freedom to optimize the strategy according to individual preferences.
• Clear and accessible logic: All entry and exit conditions are explicitly shown within the TradingView parameters. The strategy has no hidden components—any user can quickly analyze and understand each part of the system.
• Integrated exclusive tools: Includes complete backtest tables (desktop and mobile versions) with annualized statistics, along with real-time entry conditions displayed directly on the chart. These tools help monitor the strategy across devices and track performance and risk metrics.
• No repaint: All signals are static and do not change after being plotted. This ensures the trader can trust every entry shown without worrying about indicators rewriting past values.
🔷 ENTRY CONDITIONS & RISK MANAGEMENT
Red Dragon Model 1 triggers buy (long) or sell (short) signals only when all configured conditions are satisfied. For example:
• Volume:
• The system only trades when current volume exceeds the volume moving average multiplied by a user-defined factor, indicating meaningful market participation.
• RSI:
• Confirms bullish bias when RSI crosses above its moving average, and bearish bias when crossing below.
• ADX:
• Enters long when +DI is above –DI with ADX above a defined threshold, indicating directional strength to the upside (and the opposite conditions for shorts).
• Other indicators (MACD, SAR, Ichimoku, Support/Resistance, etc.)
Each one must confirm the expected direction before a final signal is allowed.
When all bullish criteria are met simultaneously, the system enters Long; when all criteria indicate a bearish environment, the system enters Short.
In addition, the strategy uses fixed Take Profit and Stop Loss targets for risk control:
Currently: TP around 1.5% and SL around 2.0% per trade, ensuring consistent and transparent risk management on every position.
⚙️ INDICATORS
__________________________________________________________
1) 🔊 Volume: Avoids trading on flat charts.
2) 🍟 MACD: Tracks momentum through moving averages.
3) 🧲 RSI: Indicates overbought or oversold conditions.
4) 🅰️ ADX: Measures trend strength and potential entry points.
5) 🥊 SAR: Identifies changes in price direction.
6) ☁️ Cloud: Accurately detects changes in market trends.
7) 🌡️ R/F: Improves trend visualization and helps avoid pitfalls.
8) 📐 S/R: Fixed support and resistance levels.
9)╭╯MA: Moving Averages.
10) 🔮 LR: Forecasting using Linear Regression.
__________________________________________________________
🟢 ENTRY CONDITIONS 🔴
__________________________________________________________
IF all conditions are 🟢 = 📈 Long
IF all conditions are 🔴 = 📉 Short
__________________________________________________________
🚨 CURRENT TRIGGER SIGNAL 🚨
__________________________________________________________
🔊 Volume
🟢 LONG = (volume) > (MA_volume) * (Volume Mult)
🔴 SHORT = (volume) > (MA_volume) * (Volume Mult)
🧲 RSI
🟢 LONG = (RSI) > (RSI_MA)
🔴 SHORT = (RSI) < (RSI_MA)
🟢 ALL ENTRY CONDITIONS AVAILABLE 🔴
__________________________________________________________
🔊 Volume
🟢 LONG = (volume) > (MA_volume) * (Volume Mult)
🔴 SHORT = (volume) > (MA_volume) * (Volume Mult)
🔊 Volume
🟢 LONG = (volume) > (MA_volume) * (Volume Mult) and (close) > (open)
🔴 SHORT = (volume) > (MA_volume) * (Volume Mult) and (close) < (open)
🍟 MACD
🟢 LONG = (MACD) > (Signal Smoothing)
🔴 SHORT = (MACD) < (Signal Smoothing)
🧲 RSI
🟢 LONG = (RSI) < (Upper)
🔴 SHORT = (RSI) > (Lower)
🧲 RSI
🟢 LONG = (RSI) > (RSI_MA)
🔴 SHORT = (RSI) < (RSI_MA)
🅰️ ADX
🟢 LONG = (+DI) > (-DI) and (ADX) > (Treshold)
🔴 SHORT = (+DI) < (-DI) and (ADX) > (Treshold)
🥊 SAR
🟢 LONG = (close) > (SAR)
🔴 SHORT = (close) < (SAR)
☁️ Cloud
🟢 LONG = (Cloud A) > (Cloud B)
🔴 SHORT = (Cloud A) < (Cloud B)
☁️ Cloud
🟢 LONG = (Kama) > (Kama )
🔴 SHORT = (Kama) < (Kama )
🌡️ R/F
🟢 LONG = (high) > (UP Range) and (upward) > (0)
🔴 SHORT = (low) < (DOWN Range) and (downward) > (0)
🌡️ R/F
🟢 LONG = (high) > (UP Range)
🔴 SHORT = (low) < (DOWN Range)
📐 S/R
🟢 LONG = (close) > (Resistance)
🔴 SHORT = (close) < (Support)
╭╯MA2️⃣
🟢 LONG = (Cyan Bar MA2️⃣)
🔴 SHORT = (Red Bar MA2️⃣)
╭╯MA2️⃣
🟢 LONG = (close) > (MA2️⃣)
🔴 SHORT = (close) < (MA2️⃣)
╭╯MA2️⃣
🟢 LONG = (Positive MA2️⃣)
🔴 SHORT = (Negative MA2️⃣)
__________________________________________________________
🎯 TP / SL 🛑
__________________________________________________________
🎯 TP: 1.5 ％
🛑 SL: 2.0 ％
__________________________________________________________
🪄 UNIQUE FEATURES OF THIS STRATEGY
____________________________________
1) 𝄜 Table Backtest for Mobile.
2) 𝄜 Table Backtest for Computer.
3) 𝄜 Table Backtest for Computer & Annual Performance.
4) 𝄜 Live Entry Conditions.
1) 𝄜 Table Backtest for Mobile.
2) 𝄜 Table Backtest for Computer.
3) 𝄜 Table Backtest for Computer & Annual Performance.
4) 𝄜 Live Entry Conditions.
_____________________________
𝄜 BACKTEST / PERFORMANCE 𝄜
_____________________________
• Net Profit: +634.47%, Maximum Drawdown: -18.44%.
🪙 PAIR / TIMEFRAME ⏳
🪙 PAIR: BINANCE:BTCUSDT.P
⏳ TIME: 4 hours (240m)
✅ ON ☑️ OFF
✅ LONG
✅ SHORT
🎯 TP / SL 🛑
🎯 TP: 1.5 (％)
🛑 SL: 2.0 (％)
⚙️ CAPITAL MANAGEMENT
💸 Initial Capital: 10000 $ (TradingView)
💲 Order Size: 10 ％ (Of Equity)
🚀 Leverage: 10 x (Exchange)
💩 Commission: 0.03 ％ (Exchange)
📆 BACKTEST
🗓️ Start: Setember 24, 2019
🗓️ End: November 21, 2025
🗓️ Days: 2250
🗓️ Yers: 6.17
🗓️ Bars: 13502
📊 PERFORMANCE
💲 Net Profit: + 63446.89 $
🟢 Net Profit: + 634.47 ％
💲 DrawDown Maximum: - 10727.48 $
🔴 DrawDown Maximum: - 18.44 ％
🟢 Total Closed Trades: 1042
🟡 Percent Profitable: 63.92 ％
🟡 Profit Factor: 1.247
💲 Avg Trade: + 60.89 $
⏱️ Avg # Bars in Trades
🕯️ Avg # Bars: 4
⏳ Avg # Hrs: 15
✔️ Trades Winning: 666
❌ Trades Losing: 376
✔️ Maximum Consecutive Wins: 11
❌ Maximum Consecutive Losses: 7
📺 Live Performance : br.tradingview.com
• Use this strategy on the recommended pair and timeframe above to replicate the tested results.
• Feel free to experiment and explore other settings, assets, and timeframes.
NeuraEdge ORB Professional Opening Range Breakout Indicator-15m🚀 NeuraEdge ORB - Professional Opening Range Breakout Indicator
We're excited to release this clean, effective Opening Range Breakout (ORB) indicator for the trading community. The 15-minute ORB is one of the most time-tested intraday strategies, and we've built this tool to make it simple and actionable.
━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━
📖 WHAT IS THE 15-MINUTE ORB STRATEGY?
The Opening Range Breakout strategy captures the initial price range established in the first 15 minutes of market open (9:30-9:45 AM ET). This range often sets the tone for the trading day, as institutional order flow and overnight gap reactions play out during this window.
The concept is simple:
- Mark the HIGH and LOW of the first 15 minutes
- Trade the breakout when price breaks above or below this range
- Use the opposite side of the range as your stop loss
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⚙️ HOW TO USE THIS INDICATOR
1️⃣ SETUP
• Apply to SPY, QQQ, IWM, or any liquid stock/ETF
• Recommended timeframes: 1-minute or 5-minute charts
• The indicator automatically detects the 9:30-9:45 AM ET session
2️⃣ WAIT FOR THE RANGE
• A blue box will form showing the Opening Range
• Wait for the 15-minute period to complete (marked "✅ COMPLETE" in dashboard)
• Note the range size - larger ranges often mean stronger moves
3️⃣ TRADE THE BREAKOUT
• 🟢 LONG: When price closes above the Opening Range High
• 🔴 SHORT: When price closes below the Opening Range Low
• Signals appear automatically with entry, stop loss (SL), and take profit (TP) levels
4️⃣ MANAGE YOUR TRADE
• Stop Loss: Placed at opposite side of range (default) or midpoint
• Take Profit: Based on your selected Risk:Reward ratio
• The indicator tracks win rate automatically
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🎯 ENTRY TYPES
BREAKOUT MODE (Default)
- Enters immediately when price breaks the range
- More signals, catches the initial move
- Best for: Trending days, high momentum
RETEST MODE
- Waits for price to break out, then pull back to the range
- Fewer signals, better entry price
- Best for: Choppy days, tighter stops
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📊 SETTINGS EXPLAINED
Display Settings:
- Show Signals - Toggle buy/sell signals
- Show Opening Range Box - Visual box around the 15-min range
- Show Dashboard - Information panel with status and stats
Opening Range Settings:
- Opening Range Minutes - Default 15, adjustable 5-60
- Stop Trading After - Prevents late-day trades (default 3PM ET)
Entry Settings:
- Entry Type - Breakout or Retest
- Require Volume Confirmation - Only signals on above-average volume
- Require FVG Confluence - Adds Fair Value Gap filter for extra confirmation
Risk Management:
- Stop Loss Placement - Opposite Side / Midpoint / ATR Based
- Risk:Reward Ratio - Set your target (1.5 recommended)
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💡 TIPS FOR BEST RESULTS
✅ DO:
- Trade liquid instruments (SPY, QQQ, major stocks)
- Use 1-5 minute charts for better entry precision
- Respect the stop loss - the range defines your risk
- Pay attention to range size (0.5-1.5x ATR is ideal)
- Be patient - only 1-2 setups per day
❌ AVOID:
- Trading both directions on the same day
- Taking trades after 2-3 PM ET
- Very small ranges (likely to get chopped out)
- Low volume breakouts (often fail)
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📈 DASHBOARD INFORMATION
The dashboard shows:
- OR Status - Forming / Complete / Waiting
- OR High/Low - The range levels
- Range Size - In points and ATR multiples
- Breakout Direction - Long / Short / None
- Volume Status - High or Normal
- Win Rate - Tracked automatically
- W/L Record - Wins and losses count
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🔔 ALERTS INCLUDED
- Opening Range Complete - Notifies when the 15-min range is set
- ORB Long Signal - Buy signal triggered
- ORB Short Signal - Sell signal triggered
- Breakout Up/Down - Range broken (even without signal)
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⚠️ DISCLAIMER
This indicator is for educational and informational purposes only. Past performance does not guarantee future results. Always use proper risk management and never risk more than you can afford to lose. This is not financial advice.
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We hope you find this indicator valuable in your trading journey!
💬 Questions or feedback? Leave a comment below.
🌐 Check out our full Indicator Suite: www.neura-edge.com
📧 Support: support@neura-edge.com
Happy Trading!
Algorithm Predator - ML-liteAlgorithm Predator - ML-lite
This indicator combines four specialized trading agents with an adaptive multi-armed bandit selection system to identify high-probability trade setups. It is designed for swing and intraday traders who want systematic signal generation based on institutional order flow patterns , momentum exhaustion , liquidity dynamics , and statistical mean reversion .
Core Architecture
Why These Components Are Combined:
The script addresses a fundamental challenge in algorithmic trading: no single detection method works consistently across all market conditions. By deploying four independent agents and using reinforcement learning algorithms to select or blend their outputs, the system adapts to changing market regimes without manual intervention.
The Four Trading Agents
1. Spoofing Detector Agent 🎭
Detects iceberg orders through persistent volume at similar price levels over 5 bars
Identifies spoofing patterns via asymmetric wick analysis (wicks exceeding 60% of bar range with volume >1.8× average)
Monitors order clustering using simplified Hawkes process intensity tracking (exponential decay model)
Signal Logic: Contrarian—fades false breakouts caused by institutional manipulation
Best Markets: Consolidations, institutional trading windows, low-liquidity hours
2. Exhaustion Detector Agent ⚡
Calculates RSI divergence between price movement and momentum indicator over 5-bar window
Detects VWAP exhaustion (price at 2σ bands with declining volume)
Uses VPIN reversals (volume-based toxic flow dissipation) to identify momentum failure
Signal Logic: Counter-trend—enters when momentum extreme shows weakness
Best Markets: Trending markets reaching climax points, over-extended moves
3. Liquidity Void Detector Agent 💧
Measures Bollinger Band squeeze (width <60% of 50-period average)
Identifies stop hunts via 20-bar high/low penetration with immediate reversal and volume spike
Detects hidden liquidity absorption (volume >2× average with range <0.3× ATR)
Signal Logic: Breakout anticipation—enters after liquidity grab but before main move
Best Markets: Range-bound pre-breakout, volatility compression zones
4. Mean Reversion Agent 📊
Calculates price z-scores relative to 50-period SMA and standard deviation (triggers at ±2σ)
Implements Ornstein-Uhlenbeck process scoring (mean-reverting stochastic model)
Uses entropy analysis to detect algorithmic trading patterns (low entropy <0.25 = high predictability)
Signal Logic: Statistical reversion—enters when price deviates significantly from statistical equilibrium
Best Markets: Range-bound, low-volatility, algorithmically-dominated instruments
Adaptive Selection: Multi-Armed Bandit System
The script implements four reinforcement learning algorithms to dynamically select or blend agents based on performance:
Thompson Sampling (Default - Recommended):
Uses Bayesian inference with beta distributions (tracks alpha/beta parameters per agent)
Balances exploration (trying underused agents) vs. exploitation (using proven winners)
Each agent's win/loss history informs its selection probability
Lite Approximation: Uses pseudo-random sampling from price/volume noise instead of true random number generation
UCB1 (Upper Confidence Bound):
Calculates confidence intervals using: average_reward + sqrt(2 × ln(total_pulls) / agent_pulls)
Deterministic algorithm favoring agents with high uncertainty (potential upside)
More conservative than Thompson Sampling
Epsilon-Greedy:
Exploits best-performing agent (1-ε)% of the time
Explores randomly ε% of the time (default 10%, configurable 1-50%)
Simple, transparent, easily tuned via epsilon parameter
Gradient Bandit:
Uses softmax probability distribution over agent preference weights
Updates weights via gradient ascent based on rewards
Best for Blend mode where all agents contribute
Selection Modes:
Switch Mode: Uses only the selected agent's signal (clean, decisive)
Blend Mode: Combines all agents using exponentially weighted confidence scores controlled by temperature parameter (smooth, diversified)
Lock Agent Feature:
Optional manual override to force one specific agent
Useful after identifying which agent dominates your specific instrument
Only applies in Switch mode
Four choices: Spoofing Detector, Exhaustion Detector, Liquidity Void, Mean Reversion
Memory System
Dual-Layer Architecture:
Short-Term Memory: Stores last 20 trade outcomes per agent (configurable 10-50)
Long-Term Memory: Stores episode averages when short-term reaches transfer threshold (configurable 5-20 bars)
Memory Boost Mechanism: Recent performance modulates agent scores by up to ±20%
Episode Transfer: When an agent accumulates sufficient results, averages are condensed into long-term storage
Persistence: Manual restoration of learned parameters via input fields (alpha, beta, weights, microstructure thresholds)
How Memory Works:
Agent generates signal → outcome tracked after 8 bars (performance horizon)
Result stored in short-term memory (win = 1.0, loss = 0.0)
Short-term average influences agent's future scores (positive feedback loop)
After threshold met (default 10 results), episode averaged into long-term storage
Long-term patterns (weighted 30%) + short-term patterns (weighted 70%) = total memory boost
Market Microstructure Analysis
These advanced metrics quantify institutional order flow dynamics:
Order Flow Toxicity (Simplified VPIN):
Measures buy/sell volume imbalance over 20 bars: |buy_vol - sell_vol| / (buy_vol + sell_vol)
Detects informed trading activity (institutional players with non-public information)
Values >0.4 indicate "toxic flow" (informed traders active)
Lite Approximation: Uses simple open/close heuristic instead of tick-by-tick trade classification
Price Impact Analysis (Simplified Kyle's Lambda):
Measures market impact efficiency: |price_change_10| / sqrt(volume_sum_10)
Low values = large orders with minimal price impact ( stealth accumulation )
High values = retail-dominated moves with high slippage
Lite Approximation: Uses simplified denominator instead of regression-based signed order flow
Market Randomness (Entropy Analysis):
Counts unique price changes over 20 bars / 20
Measures market predictability
High entropy (>0.6) = human-driven, chaotic price action
Low entropy (<0.25) = algorithmic trading dominance (predictable patterns)
Lite Approximation: Simple ratio instead of true Shannon entropy H(X) = -Σ p(x)·log₂(p(x))
Order Clustering (Simplified Hawkes Process):
Tracks self-exciting event intensity (coordinated order activity)
Decays at 0.9× per bar, spikes +1.0 when volume >1.5× average
High intensity (>0.7) indicates clustering (potential spoofing/accumulation)
Lite Approximation: Simple exponential decay instead of full λ(t) = μ + Σ α·exp(-β(t-tᵢ)) with MLE
Signal Generation Process
Multi-Stage Validation:
Stage 1: Agent Scoring
Each agent calculates internal score based on its detection criteria
Scores must exceed agent-specific threshold (adjusted by sensitivity multiplier)
Agent outputs: Signal direction (+1/-1/0) and Confidence level (0.0-1.0)
Stage 2: Memory Boost
Agent scores multiplied by memory boost factor (0.8-1.2 based on recent performance)
Successful agents get amplified, failing agents get dampened
Stage 3: Bandit Selection/Blending
If Adaptive Mode ON:
Switch: Bandit selects single best agent, uses only its signal
Blend: All agents combined using softmax-weighted confidence scores
If Adaptive Mode OFF:
Traditional consensus voting with confidence-squared weighting
Signal fires when consensus exceeds threshold (default 70%)
Stage 4: Confirmation Filter
Raw signal must repeat for consecutive bars (default 3, configurable 2-4)
Minimum confidence threshold: 0.25 (25%) enforced regardless of mode
Trend alignment check: Long signals require trend_score ≥ -2, Short signals require trend_score ≤ 2
Stage 5: Cooldown Enforcement
Minimum bars between signals (default 10, configurable 5-15)
Prevents over-trading during choppy conditions
Stage 6: Performance Tracking
After 8 bars (performance horizon), signal outcome evaluated
Win = price moved in signal direction, Loss = price moved against
Results fed back into memory and bandit statistics
Trading Modes (Presets)
Pre-configured parameter sets:
Conservative: 85% consensus, 4 confirmations, 15-bar cooldown
Expected: 60-70% win rate, 3-8 signals/week
Best for: Swing trading, capital preservation, beginners
Balanced: 70% consensus, 3 confirmations, 10-bar cooldown
Expected: 55-65% win rate, 8-15 signals/week
Best for: Day trading, most traders, general use
Aggressive: 60% consensus, 2 confirmations, 5-bar cooldown
Expected: 50-58% win rate, 15-30 signals/week
Best for: Scalping, high-frequency trading, active management
Elite: 75% consensus, 3 confirmations, 12-bar cooldown
Expected: 58-68% win rate, 5-12 signals/week
Best for: Selective trading, high-conviction setups
Adaptive: 65% consensus, 2 confirmations, 8-bar cooldown
Expected: Varies based on learning
Best for: Experienced users leveraging bandit system
How to Use
1. Initial Setup (5 Minutes):
Select Trading Mode matching your style (start with Balanced)
Enable Adaptive Learning (recommended for automatic agent selection)
Choose Thompson Sampling algorithm (best all-around performance)
Keep Microstructure Metrics enabled for liquid instruments (>100k daily volume)
2. Agent Tuning (Optional):
Adjust Agent Sensitivity multipliers (0.5-2.0):
<0.8 = Highly selective (fewer signals, higher quality)
0.9-1.2 = Balanced (recommended starting point)
1.3 = Aggressive (more signals, lower individual quality)
Monitor dashboard for 20-30 signals to identify dominant agent
If one agent consistently outperforms, consider using Lock Agent feature
3. Bandit Configuration (Advanced):
Blend Temperature (0.1-2.0):
0.3 = Sharp decisions (best agent dominates)
0.5 = Balanced (default)
1.0+ = Smooth (equal weighting, democratic)
Memory Decay (0.8-0.99):
0.90 = Fast adaptation (volatile markets)
0.95 = Balanced (most instruments)
0.97+ = Long memory (stable trends)
4. Signal Interpretation:
Green triangle (▲): Long signal confirmed
Red triangle (▼): Short signal confirmed
Dashboard shows:
Active agent (highlighted row with ► marker)
Win rate per agent (green >60%, yellow 40-60%, red <40%)
Confidence bars (█████ = maximum confidence)
Memory size (short-term buffer count)
Colored zones display:
Entry level (current close)
Stop-loss (1.5× ATR)
Take-profit 1 (2.0× ATR)
Take-profit 2 (3.5× ATR)
5. Risk Management:
Never risk >1-2% per signal (use ATR-based stops)
Signals are entry triggers, not complete strategies
Combine with your own market context analysis
Consider fundamental catalysts and news events
Use "Confirming" status to prepare entries (not to enter early)
6. Memory Persistence (Optional):
After 50-100 trades, check Memory Export Panel
Record displayed alpha/beta/weight values for each agent
Record VPIN and Kyle threshold values
Enable "Restore From Memory" and input saved values to continue learning
Useful when switching timeframes or restarting indicator
Visual Components
On-Chart Elements:
Spectral Layers: EMA8 ± 0.5 ATR bands (dynamic support/resistance, colored by trend)
Energy Radiance: Multi-layer glow boxes at signal points (intensity scales with confidence, configurable 1-5 layers)
Probability Cones: Projected price paths with uncertainty wedges (15-bar projection, width = confidence × ATR)
Connection Lines: Links sequential signals (solid = same direction continuation, dotted = reversal)
Kill Zones: Risk/reward boxes showing entry, stop-loss, and dual take-profit targets
Signal Markers: Triangle up/down at validated entry points
Dashboard (Configurable Position & Size):
Regime Indicator: 4-level trend classification (Strong Bull/Bear, Weak Bull/Bear)
Mode Status: Shows active system (Adaptive Blend, Locked Agent, or Consensus)
Agent Performance Table: Real-time win%, confidence, and memory stats
Order Flow Metrics: Toxicity and impact indicators (when microstructure enabled)
Signal Status: Current state (Long/Short/Confirming/Waiting) with confirmation progress
Memory Panel (Configurable Position & Size):
Live Parameter Export: Alpha, beta, and weight values per agent
Adaptive Thresholds: Current VPIN sensitivity and Kyle threshold
Save Reminder: Visual indicator if parameters should be recorded
What Makes This Original
This script's originality lies in three key innovations:
1. Genuine Meta-Learning Framework:
Unlike traditional indicator mashups that simply display multiple signals, this implements authentic reinforcement learning (multi-armed bandits) to learn which detection method works best in current conditions. The Thompson Sampling implementation with beta distribution tracking (alpha for successes, beta for failures) is statistically rigorous and adapts continuously. This is not post-hoc optimization—it's real-time learning.
2. Episodic Memory Architecture with Transfer Learning:
The dual-layer memory system mimics human learning patterns:
Short-term memory captures recent performance (recency bias)
Long-term memory preserves historical patterns (experience)
Automatic transfer mechanism consolidates knowledge
Memory boost creates positive feedback loops (successful strategies become stronger)
This architecture allows the system to adapt without retraining , unlike static ML models that require batch updates.
3. Institutional Microstructure Integration:
Combines retail-focused technical analysis (RSI, Bollinger Bands, VWAP) with institutional-grade microstructure metrics (VPIN, Kyle's Lambda, Hawkes processes) typically found in academic finance literature and professional trading systems, not standard retail platforms. While simplified for Pine Script constraints, these metrics provide insight into informed vs. uninformed trading , a dimension entirely absent from traditional technical analysis.
Mashup Justification:
The four agents are combined specifically for risk diversification across failure modes:
Spoofing Detector: Prevents false breakout losses from manipulation
Exhaustion Detector: Prevents chasing extended trends into reversals
Liquidity Void: Exploits volatility compression (different regime than trending)
Mean Reversion: Provides mathematical anchoring when patterns fail
The bandit system ensures the optimal tool is automatically selected for each market situation, rather than requiring manual interpretation of conflicting signals.
Why "ML-lite"? Simplifications and Approximations
This is the "lite" version due to necessary simplifications for Pine Script execution:
1. Simplified VPIN Calculation:
Academic Implementation: True VPIN uses volume bucketing (fixed-volume bars) and tick-by-tick buy/sell classification via Lee-Ready algorithm or exchange-provided trade direction flags
This Implementation: 20-bar rolling window with simple open/close heuristic (close > open = buy volume)
Impact: May misclassify volume during ranging/choppy markets; works best in directional moves
2. Pseudo-Random Sampling:
Academic Implementation: Thompson Sampling requires true random number generation from beta distributions using inverse transform sampling or acceptance-rejection methods
This Implementation: Deterministic pseudo-randomness derived from price and volume decimal digits: (close × 100 - floor(close × 100)) + (volume % 100) / 100
Impact: Not cryptographically random; may have subtle biases in specific price ranges; provides sufficient variation for agent selection
3. Hawkes Process Approximation:
Academic Implementation: Full Hawkes process uses maximum likelihood estimation with exponential kernels: λ(t) = μ + Σ α·exp(-β(t-tᵢ)) fitted via iterative optimization
This Implementation: Simple exponential decay (0.9 multiplier) with binary event triggers (volume spike = event)
Impact: Captures self-exciting property but lacks parameter optimization; fixed decay rate may not suit all instruments
4. Kyle's Lambda Simplification:
Academic Implementation: Estimated via regression of price impact on signed order flow over multiple time intervals: Δp = λ × Δv + ε
This Implementation: Simplified ratio: price_change / sqrt(volume_sum) without proper signed order flow or regression
Impact: Provides directional indicator of impact but not true market depth measurement; no statistical confidence intervals
5. Entropy Calculation:
Academic Implementation: True Shannon entropy requires probability distribution: H(X) = -Σ p(x)·log₂(p(x)) where p(x) is probability of each price change magnitude
This Implementation: Simple ratio of unique price changes to total observations (variety measure)
Impact: Measures diversity but not true information entropy with probability weighting; less sensitive to distribution shape
6. Memory System Constraints:
Full ML Implementation: Neural networks with backpropagation, experience replay buffers (storing state-action-reward tuples), gradient descent optimization, and eligibility traces
This Implementation: Fixed-size array queues with simple averaging; no gradient-based learning, no state representation beyond raw scores
Impact: Cannot learn complex non-linear patterns; limited to linear performance tracking
7. Limited Feature Engineering:
Advanced Implementation: Dozens of engineered features, polynomial interactions (x², x³), dimensionality reduction (PCA, autoencoders), feature selection algorithms
This Implementation: Raw agent scores and basic market metrics (RSI, ATR, volume ratio); minimal transformation
Impact: May miss subtle cross-feature interactions; relies on agent-level intelligence rather than feature combinations
8. Single-Instrument Data:
Full Implementation: Multi-asset correlation analysis (sector ETFs, currency pairs, volatility indices like VIX), lead-lag relationships, risk-on/risk-off regimes
This Implementation: Only OHLCV data from displayed instrument
Impact: Cannot incorporate broader market context; vulnerable to correlated moves across assets
9. Fixed Performance Horizon:
Full Implementation: Adaptive horizon based on trade duration, volatility regime, or profit target achievement
This Implementation: Fixed 8-bar evaluation window
Impact: May evaluate too early in slow markets or too late in fast markets; one-size-fits-all approach
Performance Impact Summary:
These simplifications make the script:
✅ Faster: Executes in milliseconds vs. seconds (or minutes) for full academic implementations
✅ More Accessible: Runs on any TradingView plan without external data feeds, APIs, or compute servers
✅ More Transparent: All calculations visible in Pine Script (no black-box compiled models)
✅ Lower Resource Usage: <500 bars lookback, minimal memory footprint
⚠️ Less Precise: Approximations may reduce statistical edge by 5-15% vs. academic implementations
⚠️ Limited Scope: Cannot capture tick-level dynamics, multi-order-book interactions, or cross-asset flows
⚠️ Fixed Parameters: Some thresholds hardcoded rather than dynamically optimized
When to Upgrade to Full Implementation:
Consider professional Python/C++ versions with institutional data feeds if:
Trading with >$100K capital where precision differences materially impact returns
Operating in microsecond-competitive environments (HFT, market making)
Requiring regulatory-grade audit trails and reproducibility
Backtesting with tick-level precision for strategy validation
Need true real-time adaptation with neural network-based learning
For retail swing/day trading and position management, these approximations provide sufficient signal quality while maintaining usability, transparency, and accessibility. The core logic—multi-agent detection with adaptive selection—remains intact.
Technical Notes
All calculations use standard Pine Script built-in functions ( ta.ema, ta.atr, ta.rsi, ta.bb, ta.sma, ta.stdev, ta.vwap )
VPIN and Kyle's Lambda use simplified formulas optimized for OHLCV data (see "Lite" section above)
Thompson Sampling uses pseudo-random noise from price/volume decimal digits for beta distribution sampling
No repainting: All calculations use confirmed bar data (no forward-looking)
Maximum lookback: 500 bars (set via max_bars_back parameter)
Performance evaluation: 8-bar forward-looking window for reward calculation (clearly disclosed)
Confidence threshold: Minimum 0.25 (25%) enforced on all signals
Memory arrays: Dynamic sizing with FIFO queue management
Limitations and Disclaimers
Not Predictive: This indicator identifies patterns in historical data. It cannot predict future price movements with certainty.
Requires Human Judgment: Signals are entry triggers, not complete trading strategies. Must be confirmed with your own analysis, risk management rules, and market context.
Learning Period Required: The adaptive system requires 50-100 bars minimum to build statistically meaningful performance data for bandit algorithms.
Overfitting Risk: Restoring memory parameters from one market regime to a drastically different regime (e.g., low volatility to high volatility) may cause poor initial performance until system re-adapts.
Approximation Limitations: Simplified calculations (see "Lite" section) may underperform academic implementations by 5-15% in highly efficient markets.
No Guarantee of Profit: Past performance, whether backtested or live-traded, does not guarantee future performance. All trading involves risk of loss.
Forward-Looking Bias: Performance evaluation uses 8-bar forward window—this creates slight look-ahead for learning (though not for signals). Real-time performance may differ from indicator's internal statistics.
Single-Instrument Limitation: Does not account for correlations with related assets or broader market regime changes.
Recommended Settings
Timeframe: 15-minute to 4-hour charts (sufficient volatility for ATR-based stops; adequate bar volume for learning)
Assets: Liquid instruments with >100k daily volume (forex majors, large-cap stocks, BTC/ETH, major indices)
Not Recommended: Illiquid small-caps, penny stocks, low-volume altcoins (microstructure metrics unreliable)
Complementary Tools: Volume profile, order book depth, market breadth indicators, fundamental catalysts
Position Sizing: Risk no more than 1-2% of capital per signal using ATR-based stop-loss
Signal Filtering: Consider external confluence (support/resistance, trendlines, round numbers, session opens)
Start With: Balanced mode, Thompson Sampling, Blend mode, default agent sensitivities (1.0)
After 30+ Signals: Review agent win rates, consider increasing sensitivity of top performers or locking to dominant agent
Alert Configuration
The script includes built-in alert conditions:
Long Signal: Fires when validated long entry confirmed
Short Signal: Fires when validated short entry confirmed
Alerts fire once per bar (after confirmation requirements met)
Set alert to "Once Per Bar Close" for reliability
Taking you to school. — Dskyz, Trade with insight. Trade with anticipation.
Range Trading StrategyOVERVIEW
The Range Trading Strategy is a systematic trading approach that identifies price ranges
from higher timeframe candles or trading sessions, tracks pivot points, and generates
trading signals when range extremes are mitigated and confirmed by pivot levels.
CORE CONCEPT
The strategy is based on the principle that when a candle (or session) closes within the
range of the previous candle (or session), that previous candle becomes a "range" with
identifiable high and low extremes. When price breaks through these extremes, it creates
trading opportunities that are confirmed by pivot levels.
RANGE DETECTION MODES
1. HTF (Higher Timeframe) Mode:
Automatically selects a higher timeframe based on the current chart timeframe
Uses request.security() to fetch HTF candle data
Range is created when an HTF candle closes within the previous HTF candle's range
The previous HTF candle's high and low become the range extremes
2. Sessions Mode:
- Divides the trading day into 4 sessions (UTC):
* Session 1: 00:00 - 06:00 (6 hours)
* Session 2: 06:00 - 12:00 (6 hours)
* Session 3: 12:00 - 20:00 (8 hours)
* Session 4: 20:00 - 00:00 (4 hours, spans midnight)
- Tracks high, low, and close for each session
- Range is created when a session closes within the previous session's range
- The previous session's high and low become the range extremes
PIVOT DETECTION
Pivots are detected based on candle color changes (bullish/bearish transitions):
1. Pivot Low:
Created when a bullish candle appears after a bearish candle
Pivot low = minimum of the current candle's low and previous candle's low
The pivot bar is the actual bar where the low was formed (current or previous bar)
2. Pivot High:
Created when a bearish candle appears after a bullish candle
Pivot high = maximum of the current candle's high and previous candle's high
The pivot bar is the actual bar where the high was formed (current or previous bar)
IMPORTANT: There is always only ONE active pivot high and ONE active pivot low at any
given time. When a new pivot is created, it replaces the previous one.
RANGE CREATION
A range is created when:
(HTF Mode) An HTF candle closes within the previous HTF candle's range AND a new HTF
candle has just started
(Sessions Mode) A session closes within the previous session's range AND a new session
has just started
Or Range Can Be Created when the Extreme of Another Range Gets Mitigated and We Have a Pivot low Just Above the Range Low or Pivot High just Below the Range High
Range Properties:
rangeHigh: The high extreme of the range
rangeLow: The low extreme of the range
highStartTime: The timestamp when the range high was actually formed (found by looping
backwards through bars)
lowStartTime: The timestamp when the range low was actually formed (found by looping
backwards through bars)
highMitigated / lowMitigated: Flags tracking whether each extreme has been broken
isSpecial: Flag indicating if this is a "special range" (see Special Ranges section)
RANGE MITIGATION
A range extreme is considered "mitigated" when price interacts with it:
High is mitigated when: high >= rangeHigh (any interaction at or above the level)
Low is mitigated when: low <= rangeLow (any interaction at or below the level)
Mitigation can happen:
At the moment of range creation (if price is already beyond the extreme)
At any point after range creation when price touches the extreme
SIGNAL GENERATION
1. Pending Signals:
When a range extreme is mitigated, a pending signal is created:
a) BEARISH Pending Signal:
- Triggered when: rangeHigh is mitigated
- Confirmation Level: Current pivotLow
- Signal is confirmed when: close < pivotLow
- Stop Loss: Current pivotHigh (at time of confirmation)
- Entry: Short position
Signal Confirmation
b) BULLISH Pending Signal:
- Triggered when: rangeLow is mitigated
- Confirmation Level: Current pivotHigh
- Signal is confirmed when: close > pivotHigh
- Stop Loss: Current pivotLow (at time of confirmation)
- Entry: Long position
IMPORTANT: There is only ever ONE pending bearish signal and ONE pending bullish signal
at any given time. When a new pending signal is created, it replaces the previous one
of the same type.
2. Signal Confirmation:
- Bearish: Confirmed when price closes below the pivot low (confirmation level)
- Bullish: Confirmed when price closes above the pivot high (confirmation level)
- Upon confirmation, a trade is entered immediately
- The confirmation line is drawn from the pivot bar to the confirmation bar
TRADE EXECUTION
When a signal is confirmed:
1. Position Management:
- Any existing position in the opposite direction is closed first
- Then the new position is entered
2. Stop Loss:
- Bearish (Short): Stop at pivotHigh
- Bullish (Long): Stop at pivotLow
3. Take Profit:
- Calculated using Risk:Reward Ratio (default 2:1)
- Risk = Distance from entry to stop loss
- Target = Entry ± (Risk × R:R Ratio)
- Can be disabled with "Stop Loss Only" toggle
4. Trade Comments:
- "Range Bear" for short trades
- "Range Bull" for long trades
SPECIAL RANGES
Special ranges are created when:
- A range high is mitigated AND the current pivotHigh is below the range high
- A range low is mitigated AND the current pivotLow is above the range low
In these cases:
- The pivot value is stored in an array (storedPivotHighs or storedPivotLows)
- A "special range" is created with only ONE extreme:
* If pivotHigh < rangeHigh: Creates a range with rangeHigh = pivotLow, rangeLow = na
* If pivotLow > rangeLow: Creates a range with rangeLow = pivotHigh, rangeHigh = na
- Special ranges can generate signals just like normal ranges
- If a special range is mitigated on the creation bar or the next bar, it is removed
entirely without generating signals (prevents false signals)
Special Ranges
REVERSE ON STOP LOSS
When enabled, if a stop loss is hit, the strategy automatically opens a trade in the
opposite direction:
1. Long Stop Loss Hit:
- Detects when: position_size > 0 AND position_size <= 0 AND low <= longStopLoss
- Action: Opens a SHORT position
- Stop Loss: Current pivotHigh
- Trade Comment: "Reverse on Stop"
2. Short Stop Loss Hit:
- Detects when: position_size < 0 AND position_size >= 0 AND high >= shortStopLoss
- Action: Opens a LONG position
- Stop Loss: Current pivotLow
- Trade Comment: "Reverse on Stop"
The reverse trade uses the same R:R ratio and respects the "Stop Loss Only" setting.
VISUAL ELEMENTS
1. Range Lines:
- Drawn from the time when the extreme was formed to the mitigation point (or current
time if not mitigated)
- High lines: Blue (or mitigated color if mitigated)
- Low lines: Red (or mitigated color if mitigated)
- Style: SOLID
- Width: 1
2. Confirmation Lines:
- Drawn when a signal is confirmed
- Extends from the pivot bar to the confirmation bar
- Bearish: Red, solid line
- Bullish: Green, solid line
- Width: 1
- Can be toggled on/off
STRATEGY SETTINGS
1. Range Detection Mode:
- HTF: Uses higher timeframe candles
- Sessions: Uses trading session boundaries
2. Auto HTF:
- Automatically selects HTF based on current chart timeframe
- Can be disabled to use manual HTF selection
3. Risk:Reward Ratio:
- Default: 2.0 (2:1)
- Minimum: 0.5
- Step: 0.5
4. Stop Loss Only:
- When enabled: Trades only have stop loss (no take profit)
- Trades close on stop loss or when opposite signal confirms
5. Reverse on Stop Loss:
- When enabled: Hitting a stop loss opens opposite trade with stop at opposing pivot
6. Max Ranges to Display:
- Limits the number of ranges kept in memory
- Oldest ranges are purged when limit is exceeded
KEY FEATURES
1. Dynamic Pivot Tracking:
- Pivots update on every candle color change
- Always maintains one high and one low pivot
2. Range Lifecycle:
- Ranges are created when price closes within previous range
- Ranges are tracked until mitigated
- Mitigation creates pending signals
- Signals are confirmed by pivot levels
3. Signal Priority:
- Only one pending signal of each type at a time
- New signals replace old ones
- Confirmation happens on close of bar
4. Position Management:
- Closes opposite positions before entering new trades
- Tracks stop loss levels for reverse functionality
- Respects pyramiding = 1 (only one position per direction)
5. Time-Based Drawing:
- Uses time coordinates instead of bar indices for line drawing
- Prevents "too far from current bar" errors
- Lines can extend to any historical point
USAGE NOTES
- Best suited for trending and ranging markets
- Works on any timeframe, but HTF mode adapts automatically
- Sessions mode is ideal for intraday trading
- Pivot detection requires clear candle color changes
- Range detection requires price to close within previous range
- Signals are generated on bar close, not intra-bar
The strategy combines range identification, pivot tracking, and signal confirmation to
create a systematic approach to trading breakouts and reversals based on price structure, past performance does not in any way predict future performance
Velocity SmartMoney Engine work - Delta Exchange📈 Velocity SmartMoney Engine
Adaptive Breakout & Order Block Strategy with Dynamic Risk Control
---
🔍 Overview
The Velocity SmartMoney Engine is a next-generation trading strategy that fuses Smart Money breakout logic , Order Block structure detection , and Supertrend-based directional filtering into one precision-built system.
It identifies institutional-level breakouts , manages positions with ATR-based adaptive risk , and executes disciplined exits using stop-loss, trailing stop, and profit target logic.
Designed for swing and short-term system traders, this strategy performs excellently on BTC, ETH, NIFTY, BANKNIFTY, Gold, and major FX pairs — best on 15m to 4h timeframes .
---
⚙️ Core Components
1️⃣ Smart Money Breakout Logic
Detects real breakouts using dynamic support/resistance pivots.
Confirms entries only during strong volatility bursts.
Avoids false breakouts in sideways markets.
2️⃣ Order Block Gap Detection
Finds institutional imbalance zones (Smart Money footprints).
Bullish gaps = Long bias; Bearish gaps = Short bias.
Works with candle confirmation and momentum validation.
3️⃣ Supertrend Directional Filter
Trades only in direction of Supertrend bias.
Exits instantly when Supertrend flips.
Prevents entries against dominant trend.
4️⃣ ATR-Based Risk & Volatility Filter
Uses ATR × multiplier for adaptive stop sizing.
Volatility filter ensures trades trigger only during active markets.
Avoids whipsaw zones.
---
💰 Position Management
Stop-Loss: Adaptive ATR-based.
Take-Profit: Default 5% target (editable input).
Trailing Stop: Auto-adjusts to lock profits.
No-Exit Hold: Hold position for defined candles before exits.
Supertrend Flip Exit: Instant trend-based closure.
---
🧠 Built-In Trade Discipline
One-trade-per-bar guard prevents duplicate entries.
Volatility-weighted breakout validation.
Clean and conflict-free exit hierarchy.
---
🎯 Key Features
✅ Smart Money breakout + Order Block fusion
✅ Supertrend-based trend confirmation
✅ ATR dynamic stop + 5% profit target
✅ Adaptive trailing logic
✅ One-trade-per-bar control
✅ Works across Crypto, Indices, FX, Commodities
✅ Ideal for 1h–4h swing setups
---
📊 Recommended Settings
Parameter | Typical Value | Purpose
--- | --- | ---
Levels Period | 20 | Pivot lookback for S/R zones
Volatility Filter | 20–40 | Filters out low-momentum areas
ATR Multiplier | 1.5 | Adjust stop size by volatility
Supertrend Length | 10 | ATR period for trend bias
Supertrend Multiplier | 3.0 | Supertrend sensitivity
Target Profit | 5% | Default take-profit level
---
⚡ Suggested Use
• Best suited for swing entries on 1H / 4H charts .
• Combine with session filters or trend confluence for automation.
• Ideal as a base module for TradingView + Broker integrations .
---
🧩 Disclaimer
This script is for educational purposes only .
Past performance does not guarantee future returns.
Use responsibly. The developer assumes no liability for financial losses.
---
💬 Community & Access
Developed by: Shubham Singh
Version: Velocity SmartMoney Engine v1.0
For premium modules & automation: DM "Velocity Access" on chat to request access.
---
© 2025 Velocity SmartMoney Engine — All Rights Reserved
VMS Multi Index Options Buying Indicator📊 VMS Multi-Index Options Buying Indicator – Consolidated Overview
________________________________________
🎯 What It Is
A professional-grade options trading system that analyses multiple technical parameters to generate quantified buy signals for call and put options. It includes:
• Integrated risk management
• Multi-layered confirmation
• Quantified strength scores
________________________________________
⚡ Core Functionality
• Dual Analysis System: Call and put analysis running simultaneously
• Multi-Timeframe Analysis: Intraday to swing trading
• Quantified Scoring: Objective 0–7 strength scoring system
• Holistic Market View: Combines technicals, levels, volume, and momentum into a single signal
________________________________________
🔧 Technical Components
1. VMS Core Momentum System
• VMS SQZM Momentum: Primary oscillator (must be positive for both calls and puts)
• VMS Index Trends: Short-term and medium-term alignment
• Strength Scoring: 7-point system evaluating multiple parameters
2. Support/Resistance Levels (L0–L10)
Level Significance Options Trading Application
L00–L02 Strong Support Ideal for CALL BUY entries
L05 Critical Decision Point Wait for confirmation
L08–L9 Strong Resistance Ideal for PUT BUY entries
3. ATR Trend System
• Green Lines: Bullish momentum (favour calls)
• Red Lines: Bearish momentum (favour puts)
• ▲/▼ Triangles: Primary entry signals
• +L/+S Signals: Add-to-position opportunities
4. Volume Confirmation
• Real-time buy/sell volume analysis
• Cumulative volume trends
• Bullish/bearish candle counts
• Net volume direction confirmation
5. Spread Analysis
• Call-put spread direction and momentum
• Market sentiment gauge
• Options flow implications
________________________________________
📈 Signal Generation
Strength-Based Signals
• STRONG BUY: ≥4/7 strength points + clear advantage
• WEAK BUY: 3–3.9/7 strength points + modest advantage
• NO TRADE: All other scenarios
Critical Rules
• Both call and put VMS SQZM must be positive for any trade
• A clear strength advantage is required over the opposite option
• Volume confirmation enhances signal reliability
________________________________________
🧩 Ideal Trade Setups
Call Buy Setup
if (call_strength >= 4 and
call_strength > put_strength and
val_call > 0 and val_put > 0 and
ATR_trend_green and
price_near_support and
volume_bullish and
spread_positive_expanding):
execute_strong_call_buy()
Put Buy Setup
if (put_strength >= 4 and
put_strength > call_strength and
val_put > 0 and val_call > 0 and
ATR_trend_red and
price_near_resistance and
volume_bearish and
spread_negative_contracting):
execute_strong_put_buy()
________________________________________
📊 Dashboard Interpretation Guide
Section Call Buy Signal Put Buy Signal Critical Check
Spread Positive + Expanding Negative + Contracting Must confirm direction
VMS SQZM Green + Positive Green + Positive Both must be positive
Strength ≥4 & > Put ≥4 & > Call Primary decision factor
Squeeze "ON" preferred "ON" preferred Increases probability
Levels Near L00–L02 Near L08–L10 Confluence adds confidence
ATR Green + Rising Red + Falling Trend alignment
Volume Bullish patterns Bearish patterns Must confirm signal
________________________________________
⏰ Timeframe-Specific Strategies
Intraday Trading (5–15 min)
• Monitor strength changes every candle
• Use +L/+S for quick scalp entries
• Exit before last 30 minutes
• Tighter stops (50% premium)
Swing Trading (1H–Daily)
• Require ≥4.5 strength scores
• Focus on major level breaks (L00, L05, L10)
• Use wider stops (60% premium)
• Hold until the opposite signal generation
________________________________________
🛡️ Risk Management Integration
• Automatic position sizing based on signal strength
• Built-in exit triggers and stop-loss levels
• Daily trade limits and risk controls
________________________________________
💡 Unique Value
• Quantified scoring removes emotional trading
• Multiple confirmation layers reduce false signals
• Comprehensive dashboard for quick decision-making
• Options-specific analysis (not generic indicators)
________________________________________
🚨 Quick Decision Flowchart
1. Start → Check strength scores
2. Call ≥4 & > Put? → Yes → Check VMS SQZM >0? → Yes → ✅ Strong Call Buy
3. Put ≥4 & > Call? → Yes → Check VMS SQZM >0? → Yes → ✅ Strong Put Buy
4. Call ≥3 & > Put? → Yes → ✅ Weak Call Buy (reduced size)
5. Put ≥3 & > Call? → Yes → ✅ Weak Put Buy (reduced size)
6. ❌ No Trade – Wait for better setup
________________________________________
⚠️ Important Note
This is a decision support tool – not a guaranteed profit system. It requires:
• Proper risk management
• Trading experience
• Integration into a comprehensive trading strategy
Ideal for traders who want a systematic approach, objective signals, options focus, and multiple confirmation layers.
🎯 VMS Multi-Index Options Buying Indicator - MASTER CHEAT SHEET
📊 QUICK DECISION MATRIX
🟢 CALL BUY SIGNALS (All Must Align)
Component Strong Signal Weak Signal
Strength ≥4 & > Put 3-3.9 & > Put
VMS SQZM Both Positive Both Positive
Spread Positive + Expanding Positive
ATR Green + Rising Green
Levels L00-L02 Near Support
Volume Bullish Confirmed Mixed Bullish
Squeeze ON Any
🔴 PUT BUY SIGNALS (All Must Align)
Component Strong Signal Weak Signal
Strength ≥4 & > Call 3-3.9 & > Call
VMS SQZM Both Positive Both Positive
Spread Negative + Contracting Negative
ATR Red + Falling Red
Levels L08-L10 Near Resistance
Volume Bearish Confirmed Mixed Bearish
Squeeze ON Any
________________________________________
⚡ INSTANT EXECUTION RULES
✅ STRONG TRADES (High Conviction)
# STRONG CALL BUY
if (call_strength >= 4 and
call_strength > put_strength and
val_call > 0 and val_put > 0):
execute_call_buy()
# STRONG PUT BUY
if (put_strength >= 4 and
put_strength > call_strength and
val_put > 0 and val_call > 0):
execute_put_buy()
🟡 WEAK TRADES (Reduced Size Only)
if strength >= 3 and strength > opposite_strength:
execute_weak_trade() # 30-50% normal size
❌ NO TRADE CONDITIONS
if (any_vms_sqzm_negative or
both_strengths >= 3 or
strength < 3 or
no_clear_advantage):
AVOID_TRADE()
________________________________________
🎯 CONFIRMATION HIERARCHY
PERFECT CALL SETUP
1. ✅ Strength: Call ≥4, Put < Call
2. ✅ VMS SQZM: Both positive
3. ✅ Spread: Positive & Expanding
4. ✅ ATR: Green + Rising
5. ✅ Levels: Near L00-L02 support
6. ✅ Volume: Bullish confirmation
7. ✅ Squeeze: ON
PERFECT PUT SETUP
1. ✅ Strength: Put ≥4, Call < Put
2. ✅ VMS SQZM: Both positive
3. ✅ Spread: Negative & Contracting
4. ✅ ATR: Red + Falling
5. ✅ Levels: Near L08-L10 resistance
6. ✅ Volume: Bearish confirmation
7. ✅ Squeeze: ON
________________________________________
📈 POSITION MANAGEMENT
🎚️ Sizing Matrix
Signal Strength Position Size Stop Loss Profit Target
≥4 (STRONG) 70-80% normal 50-60% premium 1:1 R:R + Trail
3-3.9 (WEAK) 30-50% normal 40-50% premium Quick 1:1
<3 (NO TRADE) 0% N/A N/A
🚪 Exit Triggers
• Stop Loss: 50-60% premium loss OR VMS SQZM turns negative
• Profit Taking: 50% at 1:1, trail balance using VMS Index
• Signal Exit: Opposite strength reaches ≥3 OR current strength drops below entry
________________________________________
⏰ TIMEFRAME STRATEGIES
🔄 Intraday (5-15 min)
• Monitor strength changes every candle
• Exit before last 30 minutes
• Tighter stops (50% premium)
• Use +L/+S for quick scalps
📅 Swing (1H-Daily)
• Require ≥4.5 strength scores
• Focus on major level breaks
• Wider stops (60% premium)
• Hold until opposite signal
________________________________________
🛡️ RISK MANAGEMENT
📉 Daily Limits
• Max Trades: 3 per day
• Max Risk: 2% capital per trade
• Loss Limit: Stop after 2 consecutive losses
• Portfolio: Never trade both call/put simultaneously
🧠 Psychological Rules
1. Wait for clear signals - don't force
2. Respect strength scoring - no overrides
3. Stick to position sizing - no revenge trading
4. Accept "NO TRADE" as valid outcome
________________________________________
🚀 QUICK START FLOW
1. CHECK Strength Scores
2. CONFIRM VMS SQZM Both Positive
3. VALIDATE Spread Direction
4. ALIGN ATR Trend
5. CONFIRM Volume & Levels
6. EXECUTE or WAIT
________________________________________
📊 VMS DASHBOARD FLOWCHART
START → Check Strength Scores
↓
→ YES → → YES → 🟢 STRONG CALL
↓ NO ↓ NO
→ YES → → YES → 🔴 STRONG PUT
↓ NO ↓ NO
→ YES → 🟡 WEAK CALL (Reduce Size)
↓ NO
→ YES → 🟡 WEAK PUT (Reduce Size)
↓ NO
❌ NO TRADE - Wait
________________________________________
⚠️ CRITICAL REMINDERS
• MUST: Both VMS SQZM positive for ANY trade
• MUST: Clear strength advantage (≥0.5 difference)
• PREFER: Volume confirmation for maximum size
• AVOID: Trading during news events
• RESPECT: Daily risk limits
________________________________________
💡 SUCCESS FORMULA
Patience + Confirmation + Risk Management = Consistent Results
Wait for ≥4 strength signals with multiple confirmations, always use proper position sizing, and journal every trade.
Happy Trading! 📈
Remember: This system provides probabilities, not guarantees. Always trade with proper risk management and within your financial means.
Opening Range Breakout with Multi-Timeframe Liquidity]═══════════════════════════════════════
OPENING RANGE BREAKOUT WITH MULTI-TIMEFRAME LIQUIDITY
═══════════════════════════════════════
A professional Opening Range Breakout (ORB) indicator enhanced with multi-timeframe liquidity detection, trading session visualization, volume analysis, and trend confirmation tools. Designed for intraday trading with comprehensive alert system.
───────────────────────────────────────
WHAT THIS INDICATOR DOES
───────────────────────────────────────
This indicator combines multiple trading concepts:
- Opening Range Breakout (ORB) - Customizable time period detection with automatic high/low identification
- Multi-Timeframe Liquidity - HTF (Higher Timeframe) and LTF (Lower Timeframe) key level detection
- Trading Sessions - Tokyo, London, New York, and Sydney session visualization
- Volume Analysis - Volume spike detection and strength measurement
- Multi-Timeframe Confirmation - Trend bias from higher timeframes
- EMA Integration - Trend filter and dynamic support/resistance
- Smart Alerts - Quality-filtered breakout notifications
───────────────────────────────────────
HOW IT WORKS
───────────────────────────────────────
OPENING RANGE BREAKOUT (ORB):
Concept:
The Opening Range is a period at the start of a trading session where price establishes an initial high and low. Breakouts beyond this range often indicate the direction of the day's trend.
Detection Method:
- Default: 15-minute opening range (configurable)
- Custom Range: Set specific session times with timezone support
- Automatically identifies ORH (Opening Range High) and ORL (Opening Range Low)
- Tracks ORB mid-point for reference
Range Establishment:
1. Session starts (or custom time begins)
2. Tracks highest high and lowest low during the period
3. Range confirmed at end of opening period
4. Levels extend throughout the session
Breakout Detection:
- Bullish Breakout: Close above ORH
- Bearish Breakout: Close below ORL
- Mid-point acts as bias indicator
Visual Display:
- Shaded box during range formation
- Horizontal lines for ORH, ORL, and mid-point
- Labels showing level values
- Color-coded fills based on selected method
Fill Color Methods:
1. Session Comparison:
- Green: Current OR mid > Previous OR mid
- Red: Current OR mid < Previous OR mid
- Gray: Equal or first session
- Shows day-over-day momentum
2. Breakout Direction (Recommended):
- Green: Price currently above ORH (bullish breakout)
- Red: Price currently below ORL (bearish breakout)
- Gray: Price inside range (no breakout)
- Real-time breakout status
MULTI-TIMEFRAME LIQUIDITY:
Two-Tier System for comprehensive level identification:
HTF (Higher Timeframe) Key Liquidity:
- Default: 4H timeframe (configurable to Daily, Weekly)
- Identifies major institutional levels
- Uses pivot detection with adjustable parameters
- Suitable for swing highs/lows where large orders rest
LTF (Lower Timeframe) Key Liquidity:
- Default: 1H timeframe (configurable)
- Provides precision entry/exit levels
- Finer granularity for intraday trading
- Captures minor swing points
Calculation Method:
- Pivot high/low detection algorithm
- Configurable left bars (lookback) and right bars (confirmation)
- Timeframe multiplier for accurate multi-timeframe detection
- Automatic level extension
Mitigation System:
- Tracks when levels are swept (broken)
- Configurable mitigation type: Wick or Close-based
- Option to remove or show mitigated levels
- Display limit prevents chart clutter
Asset-Specific Optimization:
The indicator includes quick reference settings for different assets:
- Major Forex (EUR/USD, GBP/USD): Default settings optimal
- Crypto (BTC/ETH): Left=12, Right=4, Display=7
- Gold: HTF=1D, Left=20
TRADING SESSIONS:
Four Major Sessions with Full Customization:
Tokyo Session:
- Default: 04:00-13:00 UTC+4
- Asian trading hours
- Often sets daily range
London Session:
- Default: 11:00-20:00 UTC+4
- Highest liquidity period
- Major institutional activity
New York Session:
- Default: 16:00-01:00 UTC+4
- US market hours
- High-impact news events
Sydney Session:
- Default: 01:00-10:00 UTC+4
- Earliest Asian activity
- Lower volatility
Session Features:
- Shaded background boxes
- Session name labels
- Optional open/close lines
- Session high/low tracking with colored lines
- Each session has independent color settings
- Fully customizable times and timezones
VOLUME ANALYSIS:
Volume-Based Trade Confirmation:
Volume MA:
- Configurable period (default: 20)
- Establishes average volume baseline
- Used for spike detection
Volume Spike Detection:
- Identifies when volume exceeds MA * multiplier
- Default: 1.5x average volume
- Confirms breakout strength
Volume Strength Measurement:
- Calculates current volume as percentage of average
- Shows relative volume intensity
- Used in alert quality filtering
High Volume Bars:
- Identifies bars above 50th percentile
- Additional confirmation layer
- Indicates institutional participation
MULTI-TIMEFRAME CONFIRMATION:
Trend Bias from Higher Timeframes:
HTF 1 (Trend):
- Default: 1H timeframe
- Uses EMA to determine intermediate trend
- Compares current timeframe EMA to HTF EMA
HTF 2 (Bias):
- Default: 4H timeframe
- Uses 50 EMA for longer-term bias
- Confirms overall market direction
Bias Classifications:
- Bullish Bias: HTF close > HTF 50 EMA AND Current EMA > HTF1 EMA
- Bearish Bias: HTF close < HTF 50 EMA AND Current EMA < HTF1 EMA
- Neutral Bias: Mixed signals between timeframes
EMA Stack Analysis:
- Compares EMA alignment across timeframes
- +1: Bullish stack (lower TF EMA > higher TF EMA)
- -1: Bearish stack (lower TF EMA < higher TF EMA)
- 0: Neutral/crossed
Usage:
- Filters false breakouts
- Confirms trend direction
- Improves trade quality
EMA INTEGRATION:
Dynamic EMA for Trend Reference:
Features:
- Configurable period (default: 20)
- Customizable color and width
- Acts as dynamic support/resistance
- Trend filter for ORB trades
Application:
- Above EMA: Favor long breakouts
- Below EMA: Favor short breakouts
- EMA cross: Potential trend change
- Distance from EMA: Momentum gauge
SMART ALERT SYSTEM:
Quality-Filtered Breakout Notifications:
Alert Types:
1. Standard ORB Breakout
2. High Quality ORB Breakout
Quality Criteria:
- Volume Confirmation: Volume > 1.2x average
- MTF Confirmation: Bias aligned with breakout direction
Standard Alert:
- Basic breakout detection
- Price crosses ORH or ORL
- Icon: 🚀 (bullish) or 🔻 (bearish)
High Quality Alert:
- Both volume AND MTF confirmed
- Stronger probability setup
- Icon: 🚀⭐ (bullish) or 🔻⭐ (bearish)
Alert Information Includes:
- Alert quality rating
- Breakout level and current price
- Volume strength percentage (if enabled)
- MTF bias status (if enabled)
- Recommended action
One Alert Per Bar:
- Prevents alert spam
- Uses flag system to track sent alerts
- Resets on new ORB session
───────────────────────────────────────
HOW TO USE
───────────────────────────────────────
OPENING RANGE SETUP:
Basic Configuration:
1. Select time period for opening range (default: 15 minutes)
2. Choose fill color method (Breakout Direction recommended)
3. Enable historical data display if needed
Custom Range (Advanced):
1. Enable Custom Range toggle
2. Set specific session time (e.g., 0930-0945)
3. Select appropriate timezone
4. Useful for specific market opens (NYSE, LSE, etc.)
LIQUIDITY LEVELS SETUP:
Quick Configuration by Asset:
- Forex: Use default settings (Left=15, Right=5)
- Crypto: Set Left=12, Right=4, Display=7
- Gold: Set HTF=1D, Left=20
HTF Liquidity:
- Purpose: Major support/resistance levels
- Recommended: 4H for day trading, 1D for swing trading
- Use as profit targets or reversal zones
LTF Liquidity:
- Purpose: Entry/exit refinement
- Recommended: 1H for day trading, 4H for swing trading
- Use for position management
Mitigation Settings:
- Wick-based: More sensitive (default)
- Close-based: More conservative
- Remove or Show mitigated levels based on preference
TRADING SESSIONS SETUP:
Enable/Disable Sessions:
- Master toggle for all sessions
- Individual session controls
- Show/hide session names
Session High/Low Lines:
- Enable to see session extremes
- Each session has custom colors
- Useful for range trading
Customization:
- Adjust session times for your broker
- Set timezone to match your location
- Customize colors for visibility
VOLUME ANALYSIS SETUP:
Enable Volume Analysis:
1. Toggle on Volume Analysis
2. Set MA length (20 recommended)
3. Adjust spike multiplier (1.5 typical)
Usage:
- Confirm breakouts with volume
- Identify climactic moves
- Filter false signals
MULTI-TIMEFRAME SETUP:
HTF Selection:
- HTF 1 (Trend): 1H for day trading, 4H for swing
- HTF 2 (Bias): 4H for day trading, 1D for swing
Interpretation:
- Trade only with bias alignment
- Neutral bias: Be cautious
- Bias changes: Potential reversals
EMA SETUP:
Configuration:
- Period: 20 for responsive, 50 for smoother
- Color: Choose contrasting color
- Width: 1-2 for visibility
Usage:
- Filter trades: Long above, Short below
- Dynamic support/resistance reference
- Trend confirmation
ALERT SETUP:
TradingView Alert Creation:
1. Enable alerts in indicator settings
2. Enable ORB Breakout Alerts
3. Right-click chart → Add Alert
4. Select this indicator
5. Choose "Any alert() function call"
6. Configure delivery method (mobile, email, webhook)
Alert Filtering:
- All alerts include quality rating
- High Quality alerts = Volume + MTF confirmed
- Standard alerts = Basic breakout only
───────────────────────────────────────
TRADING STRATEGIES
───────────────────────────────────────
CLASSIC ORB STRATEGY:
Setup:
1. Wait for opening range to complete
2. Price breaks and closes above ORH or below ORL
3. Volume > average (if enabled)
4. MTF bias aligned (if enabled)
Entry:
- Bullish: Buy on break above ORH
- Bearish: Sell on break below ORL
- Consider retest entries for better risk/reward
Stop Loss:
- Bullish: Below ORL or range mid-point
- Bearish: Above ORH or range mid-point
- Adjust based on volatility
Targets:
- Initial: Range width extension (ORH + range width)
- Secondary: HTF liquidity levels
- Final: Session high/low or major support/resistance
ORB + LIQUIDITY CONFLUENCE:
Enhanced Setup:
1. Opening range established
2. HTF liquidity level near or beyond ORH/ORL
3. Breakout occurs with volume
4. Price targets the liquidity level
Entry:
- Enter on ORB breakout
- Target the HTF liquidity level
- Use LTF liquidity for position management
Management:
- Partial profits at ORB + range width
- Move stop to breakeven at LTF liquidity
- Final exit at HTF liquidity sweep
ORB REJECTION STRATEGY (Counter-Trend):
Setup:
1. Price breaks above ORH or below ORL
2. Weak volume (below average)
3. MTF bias opposite to breakout
4. Price closes back inside range
Entry:
- Failed bullish break: Short below ORH
- Failed bearish break: Long above ORL
Stop Loss:
- Beyond the failed breakout level
- Or beyond session extreme
Target:
- Opposite end of opening range
- Range mid-point for partial profit
SESSION-BASED ORB TRADING:
Tokyo Session:
- Typically narrower ranges
- Good for range trading
- Wait for London open breakout
London Session:
- Highest volume and volatility
- Strong ORB setups
- Major liquidity sweeps common
New York Session:
- Strong trending moves
- News-driven volatility
- Good for momentum trades
Sydney Session:
- Quieter conditions
- Suitable for range strategies
- Sets up Tokyo session
EMA-FILTERED ORB:
Rules:
- Only take bullish breaks if price > EMA
- Only take bearish breaks if price < EMA
- Ignore counter-trend breaks
Benefits:
- Reduces false signals
- Aligns with larger trend
- Improves win rate
───────────────────────────────────────
CONFIGURATION GUIDE
───────────────────────────────────────
OPENING RANGE SETTINGS:
Time Period:
- 15 min: Standard for most markets
- 30 min: Wider range, fewer breakouts
- 60 min: For slower markets or swing trades
Custom Range:
- Use for specific market opens
- NYSE: 0930-1000 EST
- LSE: 0800-0830 GMT
- Set timezone to match exchange
Historical Display:
- Enable: See all previous session data
- Disable: Cleaner chart, current session only
LIQUIDITY SETTINGS:
Left Bars (5-30):
- Lower: More frequent, sensitive levels
- Higher: Fewer, more significant levels
- Recommended: 15 for most markets
Right Bars (1-25):
- Confirmation period
- Higher: More reliable, less frequent
- Recommended: 5 for balance
Display Limit (1-20):
- Number of active levels shown
- Higher: More context, busier chart
- Recommended: 7 for clarity
Extension Options:
- Short: Levels visible near formation
- Current: Extended to current bar (recommended)
- Max: Extended indefinitely
VOLUME SETTINGS:
MA Length (5-50):
- Shorter: More responsive to spikes
- Longer: Smoother baseline
- Recommended: 20 for balance
Spike Multiplier (1.0-3.0):
- Lower: More sensitive spike detection
- Higher: Only extreme spikes
- Recommended: 1.5 for day trading
MULTI-TIMEFRAME SETTINGS:
HTF 1 (Trend):
- 5m chart: Use 15m or 1H
- 15m chart: Use 1H or 4H
- 1H chart: Use 4H or 1D
HTF 2 (Bias):
- One level higher than HTF 1
- Provides longer-term context
- Don't use same as HTF 1
EMA SETTINGS:
Length:
- 20: Responsive, more signals
- 50: Smoother, stronger filter
- 200: Long-term trend only
Style:
- Choose contrasting color
- Width 1-2 for visibility
- Match your trading style
───────────────────────────────────────
BEST PRACTICES
───────────────────────────────────────
Chart Timeframe Selection:
- ORB Trading: Use 5m or 15m charts
- Session Review: Use 1H or 4H charts
- Swing Trading: Use 1H or 4H charts
Quality Over Quantity:
- Wait for high-quality alerts (volume + MTF)
- Avoid trading every breakout
- Focus on confluence setups
Risk Management:
- Position size based on range width
- Wider ranges = smaller positions
- Use stop losses always
- Take partial profits at targets
Market Conditions:
- Best results in trending markets
- Reduce position size in choppy conditions
- Consider session overlaps for volatility
- Avoid trading near major news if inexperienced
Continuous Improvement:
- Track win rate by session
- Note which confluence factors work best
- Adjust settings based on market volatility
- Review performance weekly
───────────────────────────────────────
PERFORMANCE OPTIMIZATION
───────────────────────────────────────
This indicator is optimized with:
- max_bars_back declarations for efficient processing
- Conditional calculations based on enabled features
- Proper memory management for drawing objects
- Minimal recalculation on each bar
Best Practices:
- Disable unused features (sessions, MTF, volume)
- Limit historical display to reduce rendering
- Use appropriate timeframe for your strategy
- Clear old drawing objects periodically
───────────────────────────────────────
EDUCATIONAL DISCLAIMER
───────────────────────────────────────
This indicator combines established trading concepts:
- Opening Range Breakout theory (price action)
- Liquidity level detection (pivot analysis)
- Session-based trading (time-of-day patterns)
- Volume analysis (confirmation technique)
- Multi-timeframe analysis (trend alignment)
All calculations use standard technical analysis methods:
- Pivot high/low detection algorithms
- Moving averages for trend and volume
- Session time filtering
- Timeframe security functions
The indicator identifies potential trading setups but does not predict future price movements. Success requires proper application within a complete trading strategy including risk management, position sizing, and market context.
───────────────────────────────────────
USAGE DISCLAIMER
───────────────────────────────────────
This tool is for educational and analytical purposes. Opening Range Breakout trading involves substantial risk. The alert system and quality filters are designed to identify potential setups but do not guarantee profitability. Always conduct independent analysis, use proper risk management, and never risk capital you cannot afford to lose. Past performance does not indicate future results. Trading intraday breakouts requires experience and discipline.
───────────────────────────────────────
CREDITS & ATTRIBUTION
───────────────────────────────────────
ORIGINAL SOURCE:
This indicator builds upon concepts from LuxAlgo's-ORB
Harmonic Patterns Pro 1.0 [abusuhil]# Harmonic Patterns Pro 1.0
## 📊 Professional Harmonic Pattern Detector - All 10 Classical Models
**Harmonic Patterns Pro** is a comprehensive, non-repainting indicator that automatically detects and displays all 10 classical harmonic patterns in real-time. Built with precision and professional traders in mind, this indicator helps you identify high-probability reversal zones based on Fibonacci ratios.
---
## ✨ Key Features
### 🎯 10 Harmonic Patterns Supported
- **Gartley** - The most common harmonic pattern
- **Bat** - High accuracy with tight stop loss
- **Butterfly** - Extended pattern with strong reversal potential
- **Crab** - Extreme extension pattern (1.618 XA)
- **Deep Crab** - Deeper B retracement variant
- **Shark** - Unique C point extension pattern
- **Cypher** - C extends beyond A, tight stop loss
- **AB=CD** - Simple equal-leg pattern
- **Alternate Bat** - Bat variation with D beyond X
- **Three Drives** - Three equal impulse moves
### 🔒 100% Non-Repainting
- Patterns are drawn **only after completion** (candle close)
- Once drawn, patterns **stay permanently** on the chart
- No future data used - completely reliable for live trading
- What you see in history is what you get in real-time
### 🎚️ 5 Sensitivity Levels
Choose the detection accuracy that fits your trading style:
- **Strict (±2%)** - Highest accuracy, fewer signals
- **Medium-Strict (±5%)** - Good balance
- **Medium (±8%)** - Recommended for most traders
- **Medium-Loose (±12%)** - More patterns detected
- **Loose (±18%)** - Maximum pattern detection
### 🎨 Advanced Visual Design
- **PRZ Zone**: Automatic Potential Reversal Zone highlighting
- **Pattern Fill**: Shaded area between pattern lines for clarity
- **XABCD Points**: Clear labeling of all pivot points
- **Color Coded**: Green for bullish, red for bearish patterns
- **Customizable**: Adjust colors, opacity, line styles, label sizes
### 📈 Complete Trading System
- **Entry Signals**: Clear BUY/SELL labels at point D
- **3 Profit Targets**: TP1 (38.2%), TP2 (61.8%), TP3 (100% CD)
- **Stop Loss**: Automatically calculated and displayed
- **Entry Timing**: Option to enter at D or next candle
- **Pattern Names**: Each pattern labeled (e.g., "Bullish Bat")
### 🧹 Simplified Mode
- Toggle to hide all decorations
- Shows only: BUY/SELL signals, targets, and stop loss
- Perfect for experienced traders who want a clean chart
### 🚫 Anti-Overlap System
- **Minimum Bars Between Patterns** setting
- Prevents cluttered charts with overlapping patterns
- Ensures only the most recent, valid patterns are displayed
- Adjustable from 5 to 50 bars
### 🔔 Smart Alert System
- **3 Alert Types**: Buy Signal, Sell Signal, Any Signal
- **Signal Tester Compatible**: Works with backtesting tools
- **alertcondition()** method for TradingView alerts
- Get notified immediately when patterns complete
---
## 🚀 Quick Start Guide
### Recommended Settings (Beginners)
```
ZigZag Length: 12
Sensitivity: Medium
PRZ Opacity: 40
Fill Opacity: 30
Entry on Next Candle: false
Simplified Mode: false
Min Bars Between Patterns: 15
```
### For Live Trading
```
Entry on Next Candle: true ← Important!
```
### For Clean Charts
```
Simplified Mode: true
```
---
## 📊 Best Practices
### Timeframes
- **Best**: 4H, Daily, Weekly
- **Good**: 1H, 2H
- **Acceptable**: 15m, 30m
### Markets
Works on **all markets**: Forex, Stocks, Crypto, Commodities, Indices
### Risk Management
- Risk per trade: 1-2% of account
- Stop Loss: Use indicator's calculated SL
- Profit Targets: Scale out at TP1, TP2, TP3
- Minimum R:R: 1:2
---
## 🎓 Trading Strategies
### Strategy 1: Conservative
- Sensitivity: Strict
- Entry on Next Candle: true
- Confirm with RSI/MACD
### Strategy 2: Aggressive
- Sensitivity: Medium-Loose
- Quick entry and exit
- Scale out at TP1, TP2
### Strategy 3: Swing Trading
- Sensitivity: Strict
- Timeframe: 4H, Daily
- Hold to TP3
### Strategy 4: Multi-Timeframe
- Identify pattern on higher timeframe
- Enter on lower timeframe pattern
---
## 🔔 Setting Up Alerts
1. Right-click on chart → **"Add Alert"**
2. Condition → **"Harmonic Patterns Pro 1.0 "**
3. Choose: Buy Signal / Sell Signal / Any Signal
4. Click **"Create"**
---
## ❓ FAQ
**Q: Does this indicator repaint?**
A: No. 100% non-repainting.
**Q: What's the best sensitivity setting?**
A: Start with "Medium".
**Q: How many patterns should I expect?**
A: Daily: 1-3/month. 1H: 5-10/week.
**Q: Can I use this for backtesting?**
A: Yes! Compatible with Signal Tester.
**Q: Should I trade every pattern?**
A: No. Focus on quality setups.
**Q: What's the typical win rate?**
A: Beginners: 40-50%, Advanced: 65-75%.
---
## 🎯 Why Choose This Indicator?
✅ **Comprehensive** - All 10 patterns in one
✅ **Reliable** - 100% non-repainting
✅ **Professional** - Clean, customizable design
✅ **Complete** - Entry, targets, stop loss included
✅ **User-Friendly** - Easy to use
✅ **Flexible** - Works on all markets and timeframes
---
## ⚠️ Disclaimer
This indicator is a tool for technical analysis and should not be considered financial advice. Trading involves substantial risk of loss. Always use proper risk management and never risk more than you can afford to lose.
---
## 🏆 Final Words
**Harmonic Patterns Pro 1.0** combines classical harmonic pattern theory with modern automation. Start identifying high-probability reversal zones today!
**Version**: 1.0 | **Author**: | **Last Updated**: October 2025
**Happy Trading! 📊✨**
---
---
---
# ═══════════════════════════════════════════════════════════
# 🌟 النسخة العربية | ARABIC VERSION 🌟
# ═══════════════════════════════════════════════════════════
---
---
---
# مؤشر نماذج الهارمونيك الاحترافي 1.0
## 📊 كاشف احترافي لنماذج الهارمونيك - جميع النماذج العشرة الكلاسيكية
**مؤشر نماذج الهارمونيك الاحترافي** هو مؤشر شامل وغير معاد الرسم يكتشف ويعرض تلقائياً جميع نماذج الهارمونيك الكلاسيكية العشرة في الوقت الفعلي. تم بناؤه بدقة ومع وضع المتداولين المحترفين في الاعتبار، يساعدك هذا المؤشر على تحديد مناطق الانعكاس عالية الاحتمالية بناءً على نسب فيبوناتشي.
---
## ✨ الميزات الرئيسية
### 🎯 دعم 10 نماذج هارمونيك
- **Gartley (جارتلي)** - النموذج الأكثر شيوعاً
- **Bat (الخفاش)** - دقة عالية مع وقف خسارة ضيق
- **Butterfly (الفراشة)** - نموذج ممتد مع إمكانية انعكاس قوية
- **Crab (السلطعون)** - نموذج امتداد متطرف (1.618 XA)
- **Deep Crab (السلطعون العميق)** - نسخة أعمق من السلطعون
- **Shark (القرش)** - نموذج فريد بامتداد النقطة C
- **Cypher (السايفر)** - C تمتد بعد A، وقف خسارة ضيق
- **AB=CD** - نموذج بسيط بأرجل متساوية
- **Alternate Bat (الخفاش البديل)** - نسخة من الخفاش مع D بعد X
- **Three Drives (الدفعات الثلاث)** - ثلاث حركات دفع متساوية
### 🔒 عدم إعادة الرسم 100%
- يتم رسم النماذج **فقط بعد الاكتمال** (إغلاق الشمعة)
- بمجرد الرسم، تبقى النماذج **بشكل دائم** على الشارت
- لا يتم استخدام بيانات مستقبلية - موثوق تماماً للتداول المباشر
- ما تراه في التاريخ هو ما تحصل عليه في الوقت الفعلي
### 🎚️ 5 مستويات حساسية
اختر دقة الكشف التي تناسب أسلوب التداول الخاص بك:
- **Strict (صارم ±2%)** - أعلى دقة، إشارات أقل
- **Medium-Strict (متوسط-صارم ±5%)** - توازن جيد
- **Medium (متوسط ±8%)** - موصى به لمعظم المتداولين
- **Medium-Loose (متوسط-مرن ±12%)** - اكتشاف المزيد من النماذج
- **Loose (مرن ±18%)** - أقصى اكتشاف للنماذج
### 🎨 تصميم مرئي متقدم
- **منطقة PRZ**: تمييز تلقائي لمنطقة الانعكاس المحتملة
- **تظليل النموذج**: منطقة مظللة بين خطوط النموذج للوضوح
- **نقاط XABCD**: تسمية واضحة لجميع نقاط المحور
- **ترميز لوني**: أخضر للنماذج الصاعدة، أحمر للنماذج الهابطة
- **قابل للتخصيص**: ضبط الألوان، الشفافية، أنماط الخطوط، أحجام الملصقات
### 📈 نظام تداول كامل
- **إشارات الدخول**: ملصقات BUY/SELL واضحة عند النقطة D
- **3 أهداف ربح**: TP1 (38.2%)، TP2 (61.8%)، TP3 (100% CD)
- **وقف الخسارة**: يتم حسابه وعرضه تلقائياً
- **توقيت الدخول**: خيار للدخول عند D أو الشمعة التالية
- **أسماء النماذج**: كل نموذج مُسمى (مثل "Bullish Bat")
### 🧹 الوضع المبسط
- تبديل لإخفاء جميع الزخارف
- يعرض فقط: إشارات BUY/SELL، الأهداف، ووقف الخسارة
- مثالي للمتداولين ذوي الخبرة الذين يريدون شارت نظيف
### 🚫 نظام منع التداخل
- إعداد **الحد الأدنى من الشموع بين النماذج**
- يمنع الشارت المزدحم بالنماذج المتداخلة
- يضمن عرض النماذج الأحدث والصالحة فقط
- قابل للتعديل من 5 إلى 50 شمعة
### 🔔 نظام تنبيهات ذكي
- **3 أنواع تنبيهات**: إشارة شراء، إشارة بيع، أي إشارة
- **متوافق مع Signal Tester**: يعمل مع أدوات الاختبار الخلفي
- طريقة **alertcondition()** لتنبيهات TradingView
- احصل على إشعار فوري عند اكتمال النماذج
---
## 🚀 دليل البدء السريع
### الإعدادات الموصى بها (للمبتدئين)
```
ZigZag Length: 12
Sensitivity: Medium
PRZ Opacity: 40
Fill Opacity: 30
Entry on Next Candle: false
Simplified Mode: false
Min Bars Between Patterns: 15
```
### للتداول المباشر
```
Entry on Next Candle: true ← مهم!
```
### للشارت النظيف
```
Simplified Mode: true
```
---
## 📊 أفضل الممارسات
### الأطر الزمنية
- **الأفضل**: 4 ساعات، يومي، أسبوعي
- **جيد**: ساعة، ساعتين
- **مقبول**: 15 دقيقة، 30 دقيقة
### الأسواق
يعمل على **جميع الأسواق**: الفوركس، الأسهم، العملات الرقمية، السلع، المؤشرات
### إدارة المخاطر
- المخاطرة لكل صفقة: 1-2% من الحساب
- وقف الخسارة: استخدم SL المحسوب من المؤشر
- أهداف الربح: خذ أرباح تدريجية عند TP1، TP2، TP3
- الحد الأدنى للمخاطرة/العائد: 1:2
---
## 🎓 استراتيجيات التداول
### الاستراتيجية 1: المحافظة
- الحساسية: Strict (صارم)
- الدخول من الشمعة التالية: true
- التأكيد مع RSI/MACD
### الاستراتيجية 2: العدوانية
- الحساسية: Medium-Loose (متوسط-مرن)
- دخول وخروج سريع
- أخذ أرباح تدريجية عند TP1، TP2
### الاستراتيجية 3: السوينج
- الحساسية: Strict (صارم)
- الإطار الزمني: 4 ساعات، يومي
- الاحتفاظ حتى TP3
### الاستراتيجية 4: متعدد الأطر الزمنية
- تحديد النموذج على إطار زمني أعلى
- الدخول على نموذج إطار زمني أقل
---
## 🔔 إعداد التنبيهات
1. انقر بزر الماوس الأيمن على الشارت → **"Add Alert"**
2. الشرط → **"Harmonic Patterns Pro 1.0 "**
3. اختر: Buy Signal / Sell Signal / Any Signal
4. اضغط **"Create"**
---
## ❓ الأسئلة الشائعة
**س: هل يعيد المؤشر الرسم؟**
ج: لا. عدم إعادة الرسم 100%.
**س: ما هو أفضل إعداد للحساسية؟**
ج: ابدأ بـ "Medium" (متوسط).
**س: كم عدد النماذج المتوقعة؟**
ج: يومي: 1-3 شهرياً. ساعة: 5-10 أسبوعياً.
**س: هل يمكنني استخدامه للاختبار الخلفي؟**
ج: نعم! متوافق مع Signal Tester.
**س: هل يجب أن أتداول كل نموذج؟**
ج: لا. ركز على الإعدادات عالية الجودة.
**س: ما هو معدل الربح النموذجي؟**
ج: المبتدئون: 40-50%، المتقدمون: 65-75%.
---
## 🎯 لماذا تختار هذا المؤشر؟
✅ **شامل** - جميع النماذج العشرة في مؤشر واحد
✅ **موثوق** - عدم إعادة الرسم 100%
✅ **احترافي** - تصميم نظيف وقابل للتخصيص
✅ **كامل** - الدخول، الأهداف، ووقف الخسارة مشمولة
✅ **سهل الاستخدام** - سهل الاستخدام
✅ **مرن** - يعمل على جميع الأسواق والأطر الزمنية
---
## ⚠️ إخلاء المسؤولية
هذا المؤشر هو أداة للتحليل الفني ولا ينبغي اعتباره نصيحة مالية. التداول ينطوي على مخاطر كبيرة للخسارة. استخدم دائماً إدارة المخاطر المناسبة ولا تخاطر أبداً بأكثر مما يمكنك تحمل خسارته.
---
## 🏆 الكلمة الأخيرة
**مؤشر نماذج الهارمونيك الاحترافي 1.0** يجمع بين نظرية نماذج الهارمونيك الكلاسيكية والأتمتة الحديثة. ابدأ في تحديد مناطق الانعكاس عالية الاحتمالية اليوم!
**الإصدار**: 1.0 | **المطور**: | **آخر تحديث**: أكتوبر 2025
**تداول موفق! 📊✨**
Ekoparaloji Cyrpto StrategyEkoparaloji Crypto Strategy - User Information Document
📊 Strategy Overview
This strategy provides long-term position management in cryptocurrency markets using the averaging down (pyramiding) technique. The basic logic is to controllably grow positions as prices decline and exit when specific profit targets are reached.
🎯 Key Features
✅ Automatic Entry System
Market direction is determined using a proprietary trend identification algorithm
Trades are only opened in uptrends
Initial position opens automatically when specific conditions are met
📈 Pyramiding Mechanism
New positions are automatically added as price decreases
Up to 10 positions can be added maximum
Each addition occurs at predetermined decline levels
Risk management through dynamic position sizing
💰 Profit and Loss Management
Take Profit: All positions close when the specified percentage above average cost is reached
Stop Loss (Optional): Protects a specified percentage of total capital
A certain ratio of available capital is used in each trade
📊 Visual Tracking System
The following information is displayed in real-time on the chart:
✅ Average cost level
✅ Profit target level
✅ Stop loss level (if active)
✅ Next pyramiding level
✅ Liquidation (capital reset) level
✅ Trend indicator
🛡️ Risk Management Features
1. Dynamic Capital Protection
Automatic exit when losses exceed a specified percentage of total capital
Complete loss scenario can be previewed through liquidation level calculation
2. Position Control System
Protection preventing multiple trades on the same bar
Double trigger prevention mechanism
Maximum position limit
3. Time Filter
Optional trading within a date range
Ideal for testing on historical data
📱 Information Panel
Information table always visible in the upper right corner of the strategy:
When Position is Open:
Number of active positions
Average cost
Current price
Total capital status
Capital loss percentage
Profit target
Stop loss level and distance
Next entry level
Liquidation level and distance
When No Position:
Market trend (Uptrend/Downtrend)
Ready to trade?
Reason for waiting
Initial position size
Target profit percentage
⚙️ Adjustable Parameters
Customizable by user:
💵 Capital Amount: Base amount to be used for each position
📊 Profit Target: Profit percentage at which to exit
🛑 Stop Loss: Usage status and maximum loss percentage
📅 Time Filter: Start and end dates for testing
💬 Trade Comments: Custom labels for each trade
📘 Understanding Leverage Effect
1. What is the Leverage Effect?
Although there's no real leverage in the spot market, when Capital Amount is increased, capital usage works like leverage:
Capital Amount 5% (1.0x): 100% capital usage with full pyramiding = All your money in trades
Capital Amount 10% (2.0x): 200% capital usage with full pyramiding = Attempting to open trades worth 2x your capital
Capital Amount 15% (3.0x): 300% capital usage with full pyramiding = Attempting to open trades worth 3x your capital
⚠️ IMPORTANT: If your capital runs out in the spot market, you cannot open new positions, therefore it's recommended to keep Capital Amount at 5% or below!
⚠️ Important Warnings
Pyramiding Risk: If price continues to decline, position grows and risk increases
Capital Requirements: Up to 10 positions can be added, requiring sufficient capital
Trend Dependency: Only works in uptrends
Backtest Results: Past performance is not a guarantee of future results
Real Trading Risks: Slippage, commissions, and market conditions can affect results
🎓 How to Use
Add the strategy to your chart
Adjust parameters according to your risk appetite
Examine past performance by backtesting
Optionally set up alerts to activate notifications
Test with paper trading first
This strategy is for educational purposes. Do your own research and only trade with capital you can afford to lose.
Disclaimer: This strategy is not financial advice. All investment decisions are the user's responsibility.
Happy trading! 📊
Ekoparaloji Strategy Crypto Ekoparaloji Crypto Strategy - User Information Document
📊 Strategy Overview
This strategy provides long-term position management in cryptocurrency markets using the averaging down (pyramiding) technique. The basic logic is to controllably grow positions as prices decline and exit when specific profit targets are reached.
🎯 Key Features
✅ Automatic Entry System
Market direction is determined using a proprietary trend identification algorithm
Trades are only opened in uptrends
Initial position opens automatically when specific conditions are met
📈 Pyramiding Mechanism
New positions are automatically added as price decreases
Up to 10 positions can be added maximum
Each addition occurs at predetermined decline levels
Risk management through dynamic position sizing
💰 Profit and Loss Management
Take Profit: All positions close when the specified percentage above average cost is reached
Stop Loss (Optional): Protects a specified percentage of total capital
A certain ratio of available capital is used in each trade
📊 Visual Tracking System
The following information is displayed in real-time on the chart:
✅ Average cost level
✅ Profit target level
✅ Stop loss level (if active)
✅ Next pyramiding level
✅ Liquidation (capital reset) level
✅ Trend indicator
🛡️ Risk Management Features
1. Dynamic Capital Protection
Automatic exit when losses exceed a specified percentage of total capital
Complete loss scenario can be previewed through liquidation level calculation
2. Position Control System
Protection preventing multiple trades on the same bar
Double trigger prevention mechanism
Maximum position limit
3. Time Filter
Optional trading within a date range
Ideal for testing on historical data
📱 Information Panel
Information table always visible in the upper right corner of the strategy:
When Position is Open:
Number of active positions
Average cost
Current price
Total capital status
Capital loss percentage
Profit target
Stop loss level and distance
Next entry level
Liquidation level and distance
When No Position:
Market trend (Uptrend/Downtrend)
Ready to trade?
Reason for waiting
Initial position size
Target profit percentage
⚙️ Adjustable Parameters
Customizable by user:
💵 Capital Amount: Base amount to be used for each position
📊 Profit Target: Profit percentage at which to exit
🛑 Stop Loss: Usage status and maximum loss percentage
📅 Time Filter: Start and end dates for testing
💬 Trade Comments: Custom labels for each trade
📘 Understanding Leverage Effect
1. What is the Leverage Effect?
Although there's no real leverage in the spot market, when Capital Amount is increased, capital usage works like leverage:
Capital Amount 5% (1.0x): 100% capital usage with full pyramiding = All your money in trades
Capital Amount 10% (2.0x): 200% capital usage with full pyramiding = Attempting to open trades worth 2x your capital
Capital Amount 15% (3.0x): 300% capital usage with full pyramiding = Attempting to open trades worth 3x your capital
⚠️ IMPORTANT: If your capital runs out in the spot market, you cannot open new positions, therefore it's recommended to keep Capital Amount at 5% or below!
⚠️ Important Warnings
Pyramiding Risk: If price continues to decline, position grows and risk increases
Capital Requirements: Up to 10 positions can be added, requiring sufficient capital
Trend Dependency: Only works in uptrends
Backtest Results: Past performance is not a guarantee of future results
Real Trading Risks: Slippage, commissions, and market conditions can affect results
🎓 How to Use
Add the strategy to your chart
Adjust parameters according to your risk appetite
Examine past performance by backtesting
Optionally set up alerts to activate notifications
Test with paper trading first
This strategy is for educational purposes. Do your own research and only trade with capital you can afford to lose.
Disclaimer: This strategy is not financial advice. All investment decisions are the user's responsibility.
Signalgo VSignalgo V: Technical Overview and Unique Aspects
Signalgo V is a technical indicator for TradingView that integrates multiple layers of analysis: moving averages, MACD, Bollinger Bands and RSI to deliver buy and sell signals. Below is an informational breakdown of how the indicator functions, its input parameters, signal logic, exit methodology, and how it stands apart from traditional moving average (MA) tools, without disclosing specifics that allow for code duplication.
How Signalgo V Works
1. Multi-Layered Technical Synthesis
Signalgo V processes several technical studies simultaneously:
Fast/Slow Moving Averages: Uses either EMA or SMA (user-selected) with adjustable periods. These are central to initial trend detection through crossovers.
MACD Filter: MACD line vs. signal line cross-check ensures trend direction is supported by both momentum and MA structure.
RSI Confirmation: The RSI is monitored to verify that signals are not excessively overbought or oversold, tuning the system to changing momentum regimes.
Bollinger Bands Context: Entry signals are only considered when price action is beyond the Bollinger Bands envelope, which further filters for unusually strong movements.
These strict, multi-indicator entry criteria are designed to ensure only the most robust signals are surfaced, each is contingent on the presence of aligned trend, momentum and volatility.
2. Exit Methodology
Take-Profit Levels: After entering a trade, the strategy automatically sets three predefined profit targets (TP1, TP2, TP3). If the price reaches any of these targets, the system marks it, helping you lock in profits at different stages.
Stop-Loss System: Simultaneously, a stop-loss (SL) value is set, protecting you from significant losses if the market moves against your position.
Dynamic Adjustment: When the first profit target (TP1) is hit, the system can automatically move the stop-loss to your entry price. This means your worst-case outcome is break-even from that point, reducing downside risk.
Trailing Stop-Loss: After TP1 is reached, a dynamic trailing stop can activate. This allows the stop-loss to follow the price as it moves in your favor, aiming to capture more profit if the trend continues, while still protecting your gains if the price reverses.
Visual Markers: The system plots all important exit levels (profit targets, stop-loss, trailing stop) directly on the chart. Optional labels also appear whenever a target or stop-loss is hit, making it easy to see progress.
Visual cues (labels) are plotted directly on the bar where a buy or sell signal triggers, clarifying entry points and aiding manual exit/risk management decisions.
Input Parameters
rsiLen: Lookback period for RSI calculation.
rsiOB and rsiOS: Overbought/oversold thresholds, adaptive to the indicator’s multi-layered logic.
maFastLen and maSlowLen: Periods for fast and slow MAs.
maType: EMA or SMA selectable for both MAs.
bbLen: Length for Bollinger Bands mean calculation.
bbMult: Standard deviation multiplier for BB width.
macdFast, macdSlow, macdSig: Standard MACD parameterization for nuanced momentum oversight.
What Separates Signalgo V from Traditional Moving Average Indicators
Composite Signal Architecture: Where traditional MA systems generate signals solely on MA crossovers, Signalgo V requires layered, cross-confirmational logic across trend (MAs), momentum (MACD), volatility (Bollinger Bands), and market strength (RSI).
Adaptive Volatility Context: MA signals only “count” when price is meaningfully breaking out of its volatility envelope, filtering out most unremarkable crosses that plague basic MA strategies.
Integrated Multi-Factor Filters: Strict compliance with all layers of signal logic is enforced. A marked improvement over MA strategies that lack secondary or tertiary confirmation.
Non-Redundant Event Limiting: Each entry is labeled as a unique event. The indicator does not repeat signals on subsequent bars unless all entry conditions are freshly met.
Trading Strategy Application
Trend Identification: By requiring concurrence among MA, MACD, RSI, and BB, this tool identifies only those trends with robust, multifactor support.
Breakout and Momentum Entry: Signals are bias-toward trades that initiate at likely breakout points (outside BB range), combined with fresh momentum and trend alignment.
Manual Discretion for Exits: The design is to empower traders with high-confidence entries and leave risk management or partial profit-taking adaptive to trader style, using visual cues from all component indicators.
Alert Generation: Each buy/sell event optionally triggers an alert, supporting systematic monitoring without constant chart watching.
AltCoin & MemeCoin Index Correlation [Eddie_Bitcoin]🧠 Philosophy of the Strategy
The AltCoin & MemeCoin Index Correlation Strategy by Eddie_Bitcoin is a carefully engineered trend-following system built specifically for the highly volatile and sentiment-driven world of altcoins and memecoins.
This strategy recognizes that crypto markets—especially niche sectors like memecoins—are not only influenced by individual price action but also by the relative strength or weakness of their broader sector. Hence, it attempts to improve the reliability of trading signals by requiring alignment between a specific coin’s trend and its sector-wide index trend.
Rather than treating each crypto asset in isolation, this strategy dynamically incorporates real-time dominance metrics from custom indices (OTHERS.D and MEME.D) and combines them with local price action through dual exponential moving average (EMA) crossovers. Only when both the asset and its sector are moving in the same direction does it allow for trade entries—making it a confluence-based system rather than a single-signal strategy.
It supports risk-aware capital allocation, partial exits, configurable stop loss and take profit levels, and a scalable equity-compounding model.
✅ Why did I choose OTHERS.D and MEME.D as reference indices?
I selected OTHERS.D and MEME.D because they offer a sector-focused view of crypto market dynamics, especially relevant when trading altcoins and memecoins.
🔹 OTHERS.D tracks the market dominance of all cryptocurrencies outside the top 10 by market cap.
This excludes not only BTC and ETH, but also major stablecoins like USDT and USDC, making it a cleaner indicator of risk appetite across true altcoins.
🔹 This is particularly useful for detecting "Altcoin Season"—periods where capital rotates away from Bitcoin and flows into smaller-cap coins.
A rising OTHERS.D often signals the start of broader altcoin rallies.
🔹 MEME.D, on the other hand, captures the speculative behavior of memecoin segments, which are often driven by retail hype and social media activity.
It's perfect for timing momentum shifts in high-risk, high-reward tokens.
By using these indices, the strategy aligns entries with broader sector trends, filtering out noise and increasing the probability of catching true directional moves, especially in phases of capital rotation and altcoin risk-on behavior.
📐 How It Works — Core Logic and Execution Model
At its heart, this strategy employs dual EMA crossover detection—one pair for the asset being traded and one pair for the selected market index.
A trade is only executed when both EMA crossovers agree on the direction. For example:
Long Entry: Coin's fast EMA > slow EMA and Index's fast EMA > slow EMA
Short Entry: Coin's fast EMA < slow EMA and Index's fast EMA < slow EMA
You can disable the index filter and trade solely based on the asset’s trend just to make a comparison and see if improves a classic EMA crossover strategy.
Additionally, the strategy includes:
- Adaptive position sizing, based on fixed capital or current equity (compound mode)
- Take Profit and Stop Loss in percentage terms
- Smart partial exits when trend momentum fades
- Date filtering for precise backtesting over specific timeframes
- Real-time performance stats, equity tracking, and visual cues on chart
⚙️ Parameters & Customization
🔁 EMA Settings
Each EMA pair is customizable:
Coin Fast EMA: Default = 47
Coin Slow EMA: Default = 50
Index Fast EMA: Default = 47
Index Slow EMA: Default = 50
These control the sensitivity of the trend detection. A wider spread gives smoother, slower entries; a narrower spread makes it more responsive.
🧭 Index Reference
The correlation mechanism uses CryptoCap sector dominance indexes:
OTHERS.D: Dominance of all coins EXCLUDING Top 10 ones
MEME.D: Dominance of all Meme coins
These are dynamically calculated using:
OTHERS_D = OTHERS_cap / TOTAL_cap * 100
MEME_D = MEME_cap / TOTAL_cap * 100
You can select:
Reference Index: OTHERS.D or MEME.D
Or disable the index reference completely (Don't Use Index Reference)
💰 Position Sizing & Risk Management
Two capital allocation models are supported:
- Fixed % of initial capital (default)
- Compound profits, which scales positions as equity grows
Settings:
- Compound profits?: true/false
- % of equity: Between 1% and 200% (default = 10%)
This is critical for users who want to balance growth with risk.
🎯 Take Profit / Stop Loss
Customizable thresholds determine automatic exits:
- TakeProfit: Default = 99999 (disabled)
- StopLoss: Default = 5 (%)
These exits are percentage-based and operate off the entry price vs. current close.
📉 Trend Weakening Exit (Scale Out)
If the position is in profit but the trend weakens (e.g., EMA color signals trend loss), the strategy can partially close a configurable portion of the position:
- Scale Position on Weak Trend?: true/false
- Scaled Percentage: % to close (default = 65%)
This feature is useful for preserving profits without exiting completely.
📆 Date Filter
Useful for segmenting performance over specific timeframes (e.g., bull vs bear markets):
- Filter Date Range of Backtest: ON/OFF
- Start Date and End Date: Custom time range
OTHER PARAMETERS EXPLANATION (Strategy "Properties" Tab):
- Initial Capital is set to 100 USD
- Commission is set to 0.055% (The ones I have on Bybit)
- Slippage is set to 3 ticks
- Margin (short and long) are set to 0.001% to avoid "overspending" your initial capital allocation
📊 Visual Feedback and Debug Tools
📈 EMA Trend Visualization
The slow EMA line is dynamically color-coded to visually display the alignment between the asset trend and the index trend:
Lime: Coin and index both bullish
Teal: Only coin bullish
Maroon: Only index bullish
Red: Both bearish
This allows for immediate visual confirmation of current trend strength.
💬 Real-Time PnL Labels
When a trade closes, a label shows:
Previous trade return in % (first value is the effective PL)
Green background for profit, Red for losses.
📑 Summary Table Overlay
This table appears in a corner of the chart (user-defined) and shows live performance data including:
Trade direction (yellow long, purple short)
Emojis: 💚 for current profit, 😡 for current loss
Total number of trades
Win rate
Max drawdown
Duration in days
Current trade profit/loss (absolute and %)
Cumulative PnL (absolute and %)
APR (Annualized Percentage Return)
Each metric is color-coded:
Green for strong results
Yellow/orange for average
Red/maroon for poor performance
You can select where this appears:
Top Left
Top Right
Bottom Left
Bottom Right (default)
📚 Interpretation of Key Metrics
Equity Multiplier: How many times initial capital has grown (e.g., “1.75x”)
Net Profit: Total gains including open positions
Max Drawdown: Largest peak-to-valley drop in strategy equity
APR: Annualized return calculated based on equity growth and days elapsed
Win Rate: % of profitable trades
PnL %: Percentage profit on the most recent trade
🧠 Advanced Logic & Safety Features
🛑 “Don’t Re-Enter” Filter
If a trade is closed due to StopLoss without a confirmed reversal, the strategy avoids re-entering in that same direction until conditions improve. This prevents false reversals and repetitive losses in sideways markets.
🧷 Equity Protection
No new trades are initiated if equity falls below initial_capital / 30. This avoids overleveraging or continuing to trade when capital preservation is critical.
Keep in mind that past results in no way guarantee future performance.
Eddie Bitcoin
EMA ZONE MASTER [By TraderMan]🟢 EMA Zone Master Indicator Explanation 🚀
🌟 What is the EMA Zone Master?
The EMA Zone Master is a powerful TradingView Pine Script indicator designed to help traders identify trends, entry points, and manage trades with precision. It leverages a 200-period EMA (Exponential Moving Average) to create a dynamic zone for spotting bullish 📈 and bearish 📉 trends. The indicator provides clear buy/sell signals, take-profit (TP) levels, and stop-loss (SL) levels, making it ideal for both novice and experienced traders! 💪
🔍 How Does It Work?
The indicator uses the 200-period EMA as its core, surrounded by a zone defined by a percentage offset (default 0.3%). Here's how it operates:
Trend Detection 🧠:
The price's position relative to the EMA zone determines the trend:
Above the zone (with tolerance and minimum distance) signals a bullish trend (BUY 📈).
Below the zone signals a bearish trend (SELL 📉).
A neutral trend occurs when the price is within the zone or lacks momentum.
A trend is confirmed after a set number of bars (default 3) to filter out noise. 🔎
Trade Signals 🚦:
Buy Signal: Triggered when the price breaks above the EMA zone with confirmation.
Sell Signal: Triggered when the price breaks below the EMA zone with confirmation.
Signals are visualized with labels ("BUY" or "SELL") on the chart for clarity. ✅
Position Management 🎯:
Entry Price: Set at the closing price when a signal is triggered.
Take-Profit Levels: Three TP levels (TP1, TP2, TP3) are calculated based on a Risk/Reward Ratio (default 0.7).
Stop-Loss: Calculated using the ATR (Average True Range) with a multiplier (default 6.0) for volatility-based protection. 🛡️
Lines and labels for entry, TP, and SL are drawn on the chart for easy tracking.
Trend Strength 💪:
The indicator calculates trend strength (0-100%) and categorizes it as Very Strong, Strong, Moderate, Weak, or Very Weak. This helps gauge the reliability of the trend. 🌡
Analysis Comment 📝:
A dynamic comment provides professional insights based on trend strength, guiding traders on whether to act or wait. 🧑💼
Visuals & Alerts 🔔:
The EMA, zone boundaries, and candlestick colors change based on the trend (green for bullish, red for bearish, gray for neutral).
A table in the top-right corner summarizes key data: trend direction, strength, entry price, TP/SL levels, and success rate.
Alerts are generated with detailed trade information when a new signal appears.
🛠 How to Use It?
Setup on TradingView ⚙️:
Add the EMA Zone Master to your chart via the TradingView Pine Script editor.
Customize settings like EMA Length (default 200), Zone Width (0.3%), ATR Period (50), and Risk/Reward Ratio (0.7) to suit your trading style. 🛠
Interpreting Signals 📊:
Buy Signal (AL): Look for a "BUY" label and green candlesticks when the price breaks above the EMA zone. 📈
Sell Signal (SAT): Look for a "SELL" label and red candlesticks when the price breaks below the EMA zone. 📉
Check the table for trend strength and analysis comments to confirm the signal's reliability.
Opening a Position 💸:
Long Position: Enter a buy trade when a "BUY" signal appears. Set your take-profit at TP1, TP2, or TP3 and stop-loss at the SL level shown on the chart.
Short Position: Enter a sell trade when a "SELL" signal appears. Use the TP and SL levels provided.
The indicator automatically plots these levels as lines and labels for easy reference. 🎯
Managing Trades 🕒:
Monitor the trade's progress via the table and labels.
The indicator tracks if TP1, TP2, or TP3 is hit or if the trade stops out, updating the Last Result in the table (e.g., "✅ TP1 SUCCESS" or "❌ STOPPED OUT").
Use the Success Rate (displayed in the table) to gauge historical performance (75% for BUY, 65% for SELL, 50% for NEUTRAL).
Using Alerts 🔔:
Set up alerts in TradingView to receive notifications when a buy or sell signal is triggered.
The alert message includes the trend, strength, entry price, TP/SL levels, success rate, and analysis comment for quick decision-making.
📈 How to Open a Position?
Wait for a Signal: Ensure a "BUY" or "SELL" label appears, and the trend strength is at least Moderate (40%+) for higher confidence. ✅
Check the Table: Review the trend direction, strength, and analysis comment to confirm the trade setup. 📊
Enter the Trade:
For a Buy: Enter at the entry price shown, set TP1/TP2/TP3 and SL as indicated by the lines/labels.
For a Sell: Same process, but for a short position.
Monitor: Watch for TP or SL hits. The indicator will update the table with the result (e.g., "✅ TP3 SUCCESS"). 🕒
Risk Management: Always adhere to the stop-loss level to limit losses, and consider partial profit-taking at TP1 or TP2 for safer trading. 🛡️
🎉 Why Use EMA Zone Master?
Clear Signals: Easy-to-read buy/sell signals with visual cues. 🚦
Automated Levels: Pre-calculated TP and SL levels save time and reduce errors. 🧮
Trend Strength Insight: Helps avoid weak trends and focus on high-probability setups. 💪
Professional Analysis: Dynamic comments guide your trading decisions. 🧑💼
Customizable: Adjust settings to match your trading style or market conditions. ⚙️
Alert System: Stay informed with detailed alerts for timely action. 🔔
⚠️ Tips for Success
Confirm with Other Tools: Use additional indicators (e.g., RSI, MACD) to validate signals. 🔍
Test First: Backtest the indicator on your preferred market/timeframe to understand its performance. 📉
Risk Management: Always use proper position sizing and respect stop-loss levels. 🛑
Higher Timeframes: The indicator works best on higher timeframes (e.g.,15MİN, 1H, 4H, Daily) for stronger signals. ⏰
Happy trading with EMA Zone Master! 🚀 Let it guide you to smarter, more confident trades. 💰 Feel free to tweak settings and share your results! 😊
PHANTOM STRIKE Z-4 [ApexLegion]Phantom Strike Z-4
STRATEGY OVERVIEW
This strategy represents an analytical framework using 6 detection systems that analyze distinct market dimensions through adaptive timeframe optimization. Each system targets specific market inefficiencies - automated parameter adjustment, market condition filtering, phantom strike pattern detection, SR exit management, order block identification, and volatility-aware risk management - with results processed through a multi-component scoring calculation that determines signal generation and position management decisions.
SYSTEM ARCHITECTURE PHILOSOPHY
Phantom Strike Z-4 operates through 12 distinct parameter groups encompassing individual settings that allow detailed customization for different trading environments. The strategy employs modular design principles where each analytical component functions independently while contributing to unified decision-making protocols. This architecture enables traders to engage with structured market analysis through intuitive configuration options while the underlying algorithms handle complex computational processes.
The framework approaches certain aspects differently from static trading approaches by implementing real-time parameter adjustment based on timeframe characteristics, market volatility conditions, news event detection, and weekend gap analysis. During low-volatility periods where traditional strategies struggle to generate meaningful returns, Z-4's adaptive systems identify micro-opportunities through formation analysis and systematic patience protocols.
🔍WHY THESE CUSTOM SYSTEMS WERE INDEPENDENTLY DEVELOPED
The strategy approaches certain aspects differently from traditional indicator combinations through systematic development of original analytical approaches:
# 1. Auto Timeframe Optimization Module (ATOM)
Problem Identification: Standard strategies use fixed parameters regardless of timeframe characteristics, leading to over-optimization on specific timeframes and reduced effectiveness when market conditions change between different time intervals. Most retail traders manually adjust parameters when switching timeframes, creating inconsistency and suboptimal results. Traditional approaches may not account for how market noise, signal frequency, and intended holding periods differ substantially between 1-minute scalping and 4-hour swing trading environments.
Custom Solution Development: The ATOM system addresses these limitations through systematic parameter matrices developed specifically for each timeframe environment. During development, analysis indicated that 1-minute charts require aggressive profit-taking approaches due to rapid price reversals, while 15-minute charts benefit from patient position holding during trend development. The system automatically detects chart timeframe through TradingView's built-in functions and applies predefined parameter configurations without user intervention.
Timeframe-Specific Adaptations:
For ultra-short timeframe trading (1-minute charts), the system recognizes that market noise dominates price action, requiring tight stop losses (1.0%) and rapid profit realization (25% at TP1, 35% at TP2, 40% at TP3). Position sizes automatically reduce to 3% of equity to accommodate the higher trading frequency while mission duration limits to 20 bars prevent extended exposure during unsuitable conditions.
Medium timeframe configurations (5-minute and 15-minute charts) balance signal quality with execution frequency. The 15-minute configuration aims to provide a favorable combination of signal characteristics and practical execution for most retail traders. Formation thresholds increase to 2.0% for both stealth and strike ready levels, requiring stronger momentum confirmation before signal activation.
Longer timeframe adaptations (1-hour and 4-hour charts) accommodate swing trading approaches where positions may develop over multiple trading sessions. Position sizing increases to 10% of equity reflecting the reduced signal frequency and higher validation requirements typical of swing trading. Take profit targets extend considerably (TP1: 2.0%, TP2: 4.0%, TP3: 8.0%) to capture larger price movements characteristic of these timeframes.
# 2. Market Condition Filtering System (MCFS)
Problem Identification: Existing volatility filters use simple ATR calculations that may not distinguish between trending volatility and chaotic noise, potentially affecting signal quality during news events, market transitions, and unusual trading sessions. Traditional volatility measurements treat all price movement equally, whether it represents genuine trend development or random market noise caused by low liquidity or algorithmic trading activities.
Custom Solution Architecture: The MCFS addresses these limitations through multi-dimensional market analysis that examines volatility characteristics, external market influences, and temporal factors affecting trading conditions. Rather than relying solely on price-based volatility measurements, the system incorporates news event detection, weekend gap analysis, and session transition monitoring to provide systematic market state assessment.
Volatility Classification and Response Framework:
• EXTREME Volatility Conditions (>2.5x average ATR): When current volatility exceeds 250% of the recent average, the system recognizes potentially chaotic market conditions that often occur during major news events, market crashes, or significant fundamental developments. During these periods, position sizing automatically reduces by 70% while exit sensitivity increases by 50%.
• HIGH Volatility Conditions (1.8-2.5x average ATR): High volatility environments often represent strong trending conditions or elevated market activity that still maintains some predictability. Position sizing reduces by 40% while maintaining standard signal generation processes.
• NORMAL Volatility Conditions (1.2-1.8x average ATR): Normal volatility represents favorable trading conditions where technical analysis may provide reliable signals and market behavior tends to follow predictable patterns. All strategy parameters operate at standard settings.
• LOW Volatility Conditions (0.8-1.2x average ATR): Low volatility environments may present opportunities for increased position sizing due to reduced risk and improved signal characteristics. Position sizing increases by 30% while profit targets extend to capture larger movements when they occur.
• DEAD Volatility Conditions (<0.8x average ATR): When volatility falls below 80% of recent averages, the system suspends trading activity to avoid choppy, directionless market conditions that may produce unfavorable risk-adjusted returns.
# 3. Phantom Strike Detection Engine (PSDE)
Problem Identification: Traditional momentum indicators may lag market reversals by 2-4 bars and can generate signals during consolidation periods. Existing oscillator combinations may lack precision in identifying high-probability momentum shifts with adequate filtering mechanisms. Most trading systems rely on single-indicator signals or simple two-indicator confirmations that may not distinguish between genuine momentum changes and temporary market fluctuations.
Multi-Indicator Convergence System: The PSDE addresses these limitations through structured multi-indicator convergence requiring simultaneous confirmation across four independent momentum systems: SuperTrend directional analysis, MACD histogram acceleration, Parabolic SAR momentum validation, and CCI buffer zone detection. This approach recognizes that each indicator provides unique market insights, and their convergence may create different trading opportunity characteristics compared to individual signals.
Enhanced vs Phantom Mode Operation:
Enhanced mode activates when at least three of the four primary indicators align with directional bias while meeting minimum validation criteria. Enhanced mode provides more frequent signals while Phantom mode offers more selective signal generation with stricter confirmation requirements.
Phantom mode requires complete alignment across all four indicators plus additional momentum validation. All Enhanced mode criteria must be met, plus additional confirmation requirements. This stricter requirement set reduces signal frequency to 5-8 monthly but aims for higher signal quality through comprehensive multi-indicator alignment and additional momentum validation.
# 4. Smart Resistance Exit Grid (SR Exit Grid)
Problem Identification: Static take-profit levels may not account for changing market conditions and momentum strength. Traditional trailing stops may exit during strong moves or during reversals, while not distinguishing between profitable and losing position characteristics.
Systematic Holding Evaluation Framework: The SR Exit Grid operates through continuous evaluation of position viability rather than predetermined price targets through a structured 4-stage priority hierarchy:
🎯 1st Priority: Standard Take Profit processing (Highest Priority)
🔄 2nd Priority: SMART EXIT (Only when TP not executed)
⛔ 3rd Priority: SL/Emergency/Timeout Exit
🛡️ 4th Priority: Smart Low Logic (Separate Safety Safeguard)
The system employs a tpExecuted flag mechanism ensuring that only one exit type activates per bar, preventing conflicting orders and maintaining execution priority. Each stage operates independently with specific trigger conditions and risk management protocols.
Fast danger scoring evaluates immediate threats including SAR distance deterioration, momentum reversals, extreme CCI readings, volatility spikes, and price action intensity. When combined scores exceed specified thresholds (8.0+ danger with <2.0 confidence), the system triggers protective exits regardless of current profitability.
# 5. Order Block Tracking System (OBTS)
Problem Identification: Standard support/resistance levels are static and may not account for institutional order flow patterns. Traditional approaches may use horizontal lines without considering market structure evolution or mathematical price relationships.
Dynamic Channel Projection Logic: The OBTS creates dynamic order block identification using pivot point analysis with parallel channel projection based on mathematical price geometry. The system identifies significant turning points through configurable swing length parameters while maintaining historical context through consecutive pivot tracking for trend analysis.
Rather than drawing static horizontal lines, the system calculates slope relationships between consecutive pivot points and projects future support/resistance levels based on mathematical progression. This approach recognizes that institutional order flow may follow geometric patterns that can be mathematically modeled and projected forward.
# 6. Volatility-Aware Risk Management (VARM)
Problem Identification: Fixed percentage risk management may not adapt optimally during varying market volatility regimes, potentially creating conservative exits in low volatility and limited protection during high volatility periods. Traditional approaches may not scale dynamically with market conditions.
Dual-Mode Adaptive Framework: The VARM provides systematic risk scaling through dual-mode architecture offering both ATR-based dynamic adjustment and fixed percentage modes. Dynamic mode automatically scales all TP/SL levels based on current market volatility while maintaining proportional risk-reward relationships. Fixed mode provides predictable percentage-based levels regardless of volatility conditions.
Emergency protection protocols operate independently from standard risk management, providing enhanced safeguards against significant moves that exceed normal volatility expectations. The emergency system cannot be disabled and triggers at wider levels than normal stops, providing final protection when standard risk management may be insufficient during extreme market events.
## Technical Formation Analysis System
The foundation of Z-4's analytical framework rests on a structured EMA system utilizing 8, 21, and 50-period exponential moving averages that create formation structure analysis. This system differs from simple crossover signals by evaluating market geometry and momentum alignment.
Formation Gap Analysis: The formation gap measurement calculates the percentage separation between Recon Scout EMA (8-period) and Technical Support EMA (21-period) to determine market state classification. When gap percentage falls below the Stealth Mode Threshold (default 1.5%), the market enters consolidation phase requiring enhanced patience. When gap exceeds Strike Ready Threshold (1.5%), conditions become favorable for momentum-based entries.
This mathematical approach to formation analysis provides structured measurement of market transition states. During stealth mode periods, the strategy reduces entry frequency while maintaining monitoring protocols. Strike ready conditions activate increased signal sensitivity and quicker entry evaluation processes.
The Command Base EMA (50-period) provides strategic context for overall market direction and trend strength measurement. Position decisions incorporate not only immediate formation geometry but also alignment with longer-term directional bias represented by Command Base positioning relative to current price action.
🎯CORE SYSTEMS TECHNICAL IMPLEMENTATION
# SuperTrend Foundation Analysis Implementation
SuperTrend calculation provides the directional foundation through volatility-adjusted bands that adapt to current market conditions rather than using fixed parameters. The system employs configurable ATR length (default 10) and multiplier (default 3.0) to create dynamic support/resistance levels that respond to both trending and ranging market environments.
Volatility-Adjusted Band Calculation:
st_atr = ta.atr(stal)
st_hl2 = (high + low) / 2
st_ub = st_hl2 + stm * st_atr
st_lb = st_hl2 - stm * st_atr
stb = close > st and ta.rising(st, 3)
The HL2 methodology (high+low)/2 aims to provide stable price reference compared to closing prices alone, reducing sensitivity to intraday price spikes that can distort traditional SuperTrend calculations. ATR multiplication creates bands that expand during volatile periods and contract during consolidation, aiming for suitable signal sensitivity across different market conditions.
Rising/Falling Trend Confirmation: The key feature involves requiring rising/falling trend confirmation over multiple periods rather than simple price-above-band validation. This requirement screens signals that occur during SuperTrend whipsaw periods common in sideways markets. SuperTrend signals with 3-period rising confirmation help reduce false signals that occur during sideways market conditions compared to simple crossover signals.
Band Distance Validation: The system measures the distance between current price and SuperTrend level as a percentage of current price, requiring minimum separation thresholds to identify meaningful momentum rather than marginal directional changes. This validation aims to reduce signal generation during periods where price oscillates closely around SuperTrend levels, indicating indecision rather than clear directional bias.
# MACD Histogram Acceleration System - Momentum Detection
MACD analysis focuses exclusively on histogram acceleration rather than traditional line crossovers, aiming to provide earlier momentum detection. This approach recognizes that histogram acceleration may precede price acceleration by 1-2 bars, potentially offering timing benefits compared to conventional MACD applications.
Acceleration-Based Signal Generation:
mf = ta.ema(close, mfl)
ms = ta.ema(close, msl)
ml = mf - ms
msg = ta.ema(ml, msgl)
mh = ml - msg
mb = mh > 0 and mh > mh and mh > mh
The requirement for positive histogram values that increase over two consecutive periods aims to identify genuine momentum expansion rather than temporary fluctuations. This filtering approach aims to reduce false signals while maintaining signal quality.
Fast/Slow EMA Optimization: The default 12/26 EMA combination aims for intended balance between responsiveness and stability for most trading timeframes. However, the system allows customization for specific market characteristics or trading styles. Shorter settings (8/21) increase sensitivity for scalping approaches, while longer settings (16/32) provide smoother signals for swing trading applications.
Signal Line Smoothing Effects: The 9-period signal line smoothing creates histogram values that screen high-frequency noise while preserving essential momentum information. This smoothing level aims to balance signal latency and accuracy across multiple market conditions.
# Parabolic SAR Validation Framework - Momentum Verification
Parabolic SAR provides momentum validation through price separation analysis and inflection detection that may precede significant trend changes. The system requires minimum separation thresholds while monitoring SAR behavior for early reversal signals.
Separation-Based Validation:
sar = ta.sar(ss, si, sm)
sarb = close > sar and (close - sar) / close > 0.005
sardp = math.abs(close - sar) / close * 100
sariu = sarm > 0 and sarm < 0 and math.abs(sarmc) > saris
The 0.5% minimum separation requirement screens marginal directional changes that may reverse within 1-3 bars. The 0.5% minimum separation requirement helps filter out marginal directional changes.
SAR Inflection Detection: SAR inflection identification examines rate-of-change over 5-period lookback periods to detect momentum direction changes before they appear in price action. Inflection sensitivity (default 1.5) determines the magnitude of momentum change required for classification. These inflection points may precede significant price reversals by 1-2 bars, potentially providing early signals for position protection or entry timing.
Strength Classification Framework: The system categorizes SAR momentum into weak/moderate/strong classifications based on distance percentage relative to strength range thresholds. Strong momentum periods (>75% of range) receive enhanced weighting in composite calculations, while weak periods (<25%) trigger additional confirmation requirements. This classification aims to distinguish between genuine momentum moves and temporary price fluctuations.
# CCI SMART Buffer Zone System - Oscillator Analysis
The CCI SMART system represents a detailed component of the PSDE, combining multiple mathematical techniques to create modified momentum detection compared to conventional CCI applications. The system employs ALMA preprocessing, TANH normalization, and dynamic buffer zone analysis for market timing.
ALMA Preprocessing Benefits: Arnaud Legoux Moving Average preprocessing aims to provide phase-neutral smoothing that reduces high-frequency noise while preserving essential momentum information. The configurable offset (0.85) and sigma (6.0) parameters create Gaussian filter characteristics that aim to maintain signal timing while reducing unwanted signals caused by random price fluctuations.
TANH Normalization Advantages: The rational TANH approximation creates bounded output (-100 to +100) that aims to prevent extreme readings from distorting analysis while maintaining sensitivity to normal market conditions. This normalization is designed to provide consistent behavior across different volatility regimes and market conditions, addressing an aspect found in traditional CCI applications.
Rational TANH Approximation Implementation:
rational_tanh(x) =>
abs_x = math.abs(x)
if abs_x >= 4.0
x >= 0 ? 1.0 : -1.0
else
x2 = x * x
numerator = x * (135135 + x2 * (17325 + x2 * (378 + x2)))
denominator = 135135 + x2 * (62370 + x2 * (3150 + x2 * 28))
numerator / denominator
cci_smart = rational_tanh(cci / 150) * 100
The rational approximation uses polynomial coefficients that provide mathematical precision equivalent to native TANH functions while maintaining computational efficiency. The 4.0 absolute value threshold creates complete saturation at extreme values, while the polynomial series delivers smooth S-curve transformation for intermediate values.
Dynamic Buffer Zone Analysis: Unlike static support/resistance levels, the CCI buffer system creates zones that adapt to current market volatility through ALMA-calculated true range measurements. Upper and lower boundaries expand during volatile periods and contract during consolidation, providing context-appropriate entry and exit levels.
CCI Buffer System Implementation:
cci = ta.cci(close, ccil)
cci_atr = ta.alma(ta.tr, al, ao, asig)
cci_bu = low - ccim * cci_atr
cci_bd = high + ccim * cci_atr
ccitu = cci > 50 and cci > cci
CCI buffer analysis creates dynamic support/resistance zones using ALMA-smoothed true range calculations rather than fixed levels. Buffer upper and lower boundaries adapt to current market volatility through ALMA calculation with configurable offset (default 0.85) and sigma (default 6.0) parameters.
The CCI trending requirements (>50 and rising) provide directional confirmation while buffer zone analysis offers price level validation. This dual-component approach identifies both momentum direction and suitable entry/exit price levels relative to current market volatility.
# Momentum Gathering and Assessment Framework
The strategy incorporates a dual-component momentum system combining RSI and MFI calculations into unified momentum assessment with configurable suppression and elevation thresholds.
Composite Momentum Calculation:
ri = ta.rsi(close, mgp)
mi = ta.mfi(close, mip)
ci = (ri + mi) / 2
us = ci < sl // Undersupported conditions
ed = ci > dl // Elevated conditions
The composite momentum score averages RSI and MFI over configurable periods (default 14) to create unified momentum measurement that incorporates both price momentum and volume-weighted momentum. This dual-factor approach provides different momentum assessment compared to single-indicator analysis.
Suppression level identification (default 35) indicates oversold conditions where counter-trend opportunities may develop. These conditions often coincide with formation analysis showing bullish progression potential, creating enhanced-validation long entry scenarios. Elevation level detection (default 65) identifies overbought conditions suitable for either short entries or long position exits depending on overall market context.
The momentum assessment operates continuously, providing real-time context for all entry and exit decisions. Rather than using fixed thresholds, the system evaluates momentum levels relative to formation geometry and volatility conditions to determine suitable response protocols.
Composite Signal Generation Architecture:
The strategy employs a systematic scoring framework that aggregates signals from independent analytical modules into unified decision matrices through mathematical validation protocols rather than simple indicator combinations.
Multi-Group Signal Analysis Structure:
The scoring architecture operates through three analytical timeframe groups, each targeting different market characteristics and response requirements:
✅Fast Group Analysis (Immediate Response): Fast group scoring evaluates immediate market conditions requiring rapid assessment and response. SAR distance analysis measures price separation from parabolic SAR as percentage of close price, with distance ratios exceeding 120% of strength range indicating momentum exhaustion (3.0 points). SAR momentum detection captures rate-of-change over 5-period lookback, with absolute momentum exceeding 2.0% indicating notable acceleration or deceleration (1.0 point).
✅Medium Group Analysis (Signal Development): Medium group scoring focuses on signal development and confirmation through momentum indicator progression. Phantom Strike detection operates in two modes: Enhanced mode requiring 4-component confirmation awards 3.0 base points, while Phantom mode requiring complete alignment plus additional criteria awards 4.0 base points.
✅Slow Group Analysis (Strategic Context): Slow group analysis provides strategic market context through trend regime classification and structural assessment. Trend classification scoring awards top points (3.5) for optimal conditions: major trend bullish with strong trend strength (>2.0% EMA spread), 2.8 points for normal strength major trends, and proportional scoring for various trend states.
Signal Integration and Quality Assessment: The integration process combines medium group tactical scoring with 30% weighting from slow group strategic assessment, recognizing that immediate signal development should receive primary emphasis while strategic context provides important validation. Fast group danger levels operate as filtering mechanisms rather than additive scoring components.
Score normalization converts raw calculations to 10-point scales through division by total possible score (19.6) and multiplication by 10. This standardization enables consistent threshold application regardless of underlying calculation complexity while maintaining proportional relationships between different signal strength levels.
Conflict Resolution and Priority Logic:
sc = math.abs(cs_les - cs_ses) < 1.5
hqls = sql and not sc and (cs_les > cs_ses * 1.15)
hqss = sqs and not sc and (cs_ses > cs_les * 1.15)
Signal conflict detection identifies situations where competing long/short signals occur simultaneously within 1.5-point differential. During conflict periods, the system requires 15% threshold margin plus absence of conflict conditions for signal activation, screening trades during uncertain market conditions.
🧠CONFIGURATION SETTINGS & USAGE GUIDE
Understanding Parameter Categories and Their Impact
The Phantom Strike Z-4 strategy organizes its numerous parameters into 12 logical groups, each controlling specific aspects of market analysis and position management. Understanding these parameter relationships enables users to customize the strategy for different trading styles, market conditions, and risk preferences without compromising the underlying analytical framework.
Parameter Group Overview and Interaction: Parameters within the strategy do not operate in isolation. Changes to formation thresholds affect signal generation frequency, which in turn impacts intended position sizing and risk management settings. Similarly, timeframe optimization automatically adjusts multiple parameter groups simultaneously, creating coordinated system behavior rather than piecemeal modifications.
Safe Modification Ranges: Each parameter includes minimum and maximum values that prevent system instability or illogical configurations. These ranges are designed to maintain strategy behavior stability and functional operation. Operating outside these ranges may result in either excessive conservatism (missed opportunities) or excessive aggression (increased risk without proportional reward).
# Tactical Formation Parameters (Group 1) - Foundation Configuration
**EMA Period Settings and Market Response**
Recon Scout EMA (Default: 8 periods): The fastest moving average in the system, providing immediate price action response and early momentum detection. This parameter influences signal sensitivity and entry timing characteristics. Values between 5-12 periods may work across most market conditions, with specific adjustment based on trading style and timeframe preferences.
-Conservative Setting (10-12 periods): Reduces signal frequency by approximately 25% while potentially improving accuracy by 8-12%. Suitable for traders preferring fewer, higher-quality signals with reduced monitoring requirements.
-Standard Setting (8 periods): Provides balanced performance with moderate signal frequency and reasonable accuracy. Represents intended configuration for most users based on backtesting across multiple market conditions.
-Aggressive Setting (5-6 periods): Increases signal frequency by 35-40% while accepting 5-8% accuracy reduction. Appropriate for active traders comfortable with increased position monitoring and faster decision-making requirements.
Technical Support EMA (Default: 21 periods): Creates medium-term trend reference and formation gap calculations that determine market state classification. This parameter establishes the baseline for consolidation detection and momentum confirmation, influencing the strategy's approach to distinguish between trending and ranging market conditions.
Command Base EMA (Default: 50 periods): Provides strategic context and long-term trend classification that influences overall market bias and position sizing decisions. This slower moving average acts as a filter for trade direction, helping support alignment with broader market trends rather than counter-trend trading against major market movements.
**Formation Threshold Configuration**
Stealth Mode Threshold (Default: 1.5%): Defines the maximum percentage gap between Recon Scout and Technical Support EMAs that indicates market consolidation. When the gap falls below this threshold, the market enters "stealth mode" requiring enhanced patience and reduced entry frequency. This parameter influences how the strategy behaves during sideways market conditions.
-Tight Threshold (0.8-1.2%): Creates more restrictive consolidation detection, reducing entry frequency during marginal trending conditions but potentially improving accuracy by avoiding low-momentum signals.
-Standard Threshold (1.5%): Provides balanced consolidation detection suitable for most market conditions and trading styles.
-Loose Threshold (2.0-3.0%): Permits trading during moderate consolidation periods, increasing opportunity capture but accepting some reduction in signal quality during transitional market phases.
-Strike Ready Threshold (Default: 1.5%): Establishes minimum EMA separation required for momentum-based entries. When the gap exceeds this threshold, conditions become favorable for signal generation and position entry. This parameter works inversely to Stealth Mode, determining when market conditions support active trading.
# Momentum System Configuration (Group 2) - Momentum Assessment
**Oscillator Period Settings**
Momentum Gathering Period (Default: 14): Controls RSI calculation length, influencing momentum detection sensitivity and signal timing. This parameter determines how quickly the momentum system responds to price momentum changes versus how stable the momentum readings remain during normal market fluctuations.
-Fast Response (7-10 periods): Aims for rapid momentum detection suitable for scalping approaches but may generate more unwanted signals during choppy market conditions.
-Standard Response (14 periods): Provides balanced momentum measurement appropriate for most trading styles and timeframes.
-Smooth Response (18-25 periods): Creates more stable momentum readings suitable for swing trading but with delayed response to momentum changes.
-Mission Indicator Period (Default: 14): Determines MFI (Money Flow Index) calculation length, incorporating volume-weighted momentum analysis alongside price-based RSI measurements. The relationship between RSI and MFI periods affects how the composite momentum score behaves during different market conditions.
**Momentum Threshold Configuration**
-Suppression Level (Default: 35): Identifies oversold conditions indicating potential bullish reversal opportunities. This threshold determines when the momentum system signals that selling pressure may be exhausted and buying interest could emerge. Lower values create more restrictive oversold identification, while higher values increase sensitivity to potential reversal conditions.
-Dominance Level (Default: 65): Establishes overbought thresholds for potential bearish reversals or long position exit consideration. The separation between Suppression and Dominance levels creates a neutral zone where momentum conditions don't strongly favor either direction.
# Phantom Strike System Configuration (Group 3) - Core Signal Generation
**System Activation and Mode Selection**
Phantom Strike System Enable (Default: True): Activates the core signal generation methodology combining SuperTrend, MACD, SAR, and CCI confirmation requirements. Disabling this system converts the strategy to basic formation analysis without advanced momentum confirmation, substantially affecting signal characteristics while increasing frequency.
Phantom Strike Mode (Default: PHANTOM): Determines signal generation strictness through different confirmation requirements. This setting fundamentally affects trading frequency, signal accuracy, and required monitoring intensity.
ENHANCED Mode: Requires 4-component confirmation with moderate validation criteria. Suitable for active trading approaches where signal frequency balances with accuracy requirements.
PHANTOM Mode: Requires complete alignment across all indicators plus additional momentum criteria. Appropriate for selective trading approaches where signal quality takes priority over frequency.
**SuperTrend Configuration**
SuperTrend ATR Length (Default: 10): Determines volatility measurement period for dynamic band calculation. This parameter affects how quickly SuperTrend bands adapt to changing market conditions and how sensitive the trend detection becomes to short-term price movements.
SuperTrend Multiplier (Default: 3.0): Controls band width relative to ATR measurements, influencing trend change sensitivity and signal frequency. This parameter determines how much price movement is required to trigger trend direction changes.
**MACD System Parameters**
MACD Fast Length (Default: 12): Establishes responsive EMA for MACD line calculation, influencing histogram acceleration detection timing and signal sensitivity.
MACD Slow Length (Default: 26): Creates baseline EMA for MACD calculations, establishing the reference for momentum measurement.
MACD Signal Length (Default: 9): Smooths MACD line to generate histogram values used for acceleration detection.
**Parabolic SAR Settings**
SAR Start (Default: 0.02): Determines initial acceleration factor affecting early SAR behavior after trend initiation.
SAR Increment (Default: 0.02): Controls acceleration factor increases as trends develop, affecting how quickly SAR approaches price during sustained moves.
SAR Maximum (Default: 0.2): Establishes upper limit for acceleration factor, preventing rapid SAR approach speed during extended trends.
**CCI Buffer System Configuration**
CCI Length (Default: 20): Determines period for CCI calculation, affecting oscillator sensitivity and signal timing.
CCI ATR Length (Default: 5): Controls period for ALMA-smoothed true range calculations used in dynamic buffer zone creation.
CCI Multiplier (Default: 1.0): Determines buffer zone width relative to ATR calculations, affecting entry requirements and signal frequency.
⭐HOW TO USE THE STRATEGY
# Step 1: Core Parameter Setup
Technical Formation Group (g1) - Foundation Settings: The Technical Formation group provides the foundational analytical framework through 7 key parameters that influence signal generation and timeframe optimization.
Auto Optimization Controls:
enable_auto_tf = input.bool(false, "🎯 Enable Auto Timeframe Optimization")
enable_market_filters = input.bool(true, "🌪️ Enable Market Condition Filters")
Auto Timeframe Optimization activation automatically detects chart timeframe and applies configured parameter matrices developed for each time interval. When enabled, the system overrides manual settings with backtested suggested values for 1M/5M/15M/1H configurations.
Market Condition Filters enable real-time parameter adjustment based on volatility classification, news event detection, and weekend gap analysis. This system provides adaptive behavior during unusual market conditions, automatically reducing position sizes during extreme volatility and increasing exit sensitivity during news events.
# Step 2: The Momentum System Configuration
Momentum Gathering Parameters (g2): The Momentum System combines RSI and MFI calculations into unified momentum assessment with configurable thresholds for market state classification.
# Step 3: Phantom Strike System Setup
Core Detection Parameters (g3): The Phantom Strike System represents the strategy's primary signal generation engine through multi-indicator convergence analysis requiring detailed configuration for intended performance.
Phantom Strike Mode selection determines signal generation strictness. Enhanced mode requires 4-component confirmation (SuperTrend + MACD + SAR + CCI) with base scoring of 3.0 points, structured for active trading with moderate confirmation requirements. Phantom mode requires complete alignment across all indicators plus additional momentum criteria with 4.0 base scoring, creating enhanced validation signals for selective trading approaches
# Step 4: SR Exit Grid Configuration
Position Management Framework (g6): The SR Exit Grid system manages position lifecycle through progressive profit-taking and adaptive holding evaluation based on market condition analysis.
esr = input.bool(true, "Enable SR Exit Grid")
ept = input.bool(true, "Enable Partial Take Profit")
ets = input.bool(true, "Enable Technical Trailing Stop")
📊MULTI-TIMEFRAME SYSTEM & ADAPTIVE FEATURES
Auto Timeframe Optimization Architecture: The Auto Timeframe Optimization system provides automated parameter adaptation that automatically configures strategy behavior based on chart timeframe characteristics with reduced need for manual adjustment.
1-Minute Ultra Scalping Configuration:
get_1M_params() =>
StrategyParams.new(
smt = 0.8, srt = 1.0, mcb = 2, mmd = 20,
smartThreshold = 0.1, consecutiveLimit = 20,
positionSize = 3.0, enableQuickEntry = true,
ptp1 = 25, ptp2 = 35, ptp3 = 40,
tm1 = 1.5, tm2 = 3.0, tm3 = 4.5, tmf = 6.0,
isl = 1.0, esl = 2.0, tsd = 0.5, dsm = 1.5)
15-Minute Swing Trading Configuration:
get_15M_params() =>
StrategyParams.new(
smt = 2.0, srt = 2.0, mcb = 8, mmd = 100,
smartThreshold = 0.3, consecutiveLimit = 12,
positionSize = 7.0, enableQuickEntry = false,
ptp1 = 15, ptp2 = 25, ptp3 = 35,
tm1 = 4.0, tm2 = 8.0, tm3 = 12.0, tmf = 18.0,
isl = 2.0, esl = 3.5, tsd = 1.2, dsm = 2.5)
Market Condition Filter Integration:
if enable_market_filters
vol_condition = get_volatility_condition()
is_news = is_news_time()
is_gap = is_weekend_gap()
step1 = adjust_for_volatility(base_params, vol_condition)
step2 = adjust_for_news(step1, is_news)
final_params = adjust_for_gap(step2, is_gap)
Market condition filters operate in conjunction with timeframe optimization to provide systematic parameter adaptation based on both temporal and market state characteristics. The system applies cascading adjustments where each filter modifies parameters before subsequent filter application.
Volatility Classification Thresholds:
- EXTREME: >2.5x average ATR (70% position reduction, 50% exit sensitivity increase)
- HIGH: 1.8-2.5x average (40% position reduction, increased monitoring)
- NORMAL: 1.2-1.8x average (standard operations)
- LOW: 0.8-1.2x average (30% position increase, extended targets)
- DEAD: <0.8x average (trading suspension)
The volatility classification system compares current 14-period ATR against a 50-period moving average to establish baseline market activity levels. This approach aims to provide stable volatility assessment compared to simple ATR readings, which can be distorted by single large price movements or temporary market disruptions.
🖥️TACTICAL HUD INTERPRETATION GUIDE
Overview of the 21-Component Real-Time Information System
The Tactical HUD Display represents the strategy's systematic information center, providing real-time analysis through 21 distinct data points organized into 6 logical categories. This system converts complex market analysis into actionable insights, enabling traders to make informed decisions based on systematic market assessment supporting informed decision-making processes.
The HUD activates through the "Show Tactical HUD" parameter and displays continuously in the top-right corner during live trading and backtesting sessions. The organized 3-column layout presents Item, Value, and Status for each component, creating efficient information density while maintaining clear readability under varying market conditions.
# Row 1: Mission Status - Advanced Position State Management
Display Format: "LONG MISSION" | "SHORT MISSION" | "STANDBY"
Color Coding: Green (Long Active) | Red (Short Active) | Gray (Standby)
Status Indicator: ✓ (Mission Active) | ○ (No Position)
"LONG MISSION" Active State Management: Long mission status indicates the strategy currently maintains a bullish position with all systematic monitoring systems engaged in active position management mode. During this important state, the system regularly evaluates holding scores through multi-component analysis, monitors TP progression across all three target levels, tracks Smart Exit criteria through fast danger and confidence assessment, and adjusts risk management parameters based on evolving position development and changing market conditions.
"SHORT MISSION" Position Management: Short mission status reflects active bearish position management with systematic monitoring systems engaged in structured defensive protocols designed for the unique characteristics of bearish market movements. The system operates in modified inverse mode compared to long positions, monitoring for systematic downward TP progression while maintaining protective exit criteria specifically calibrated for bearish position development patterns.
"STANDBY" Strategic Market Scanning Mode: Standby mode indicates no active position exposure with all systematic analytical systems operating in scanning mode, regularly evaluating evolving market conditions for qualified entry opportunities that meet the strategy's confirmation requirements.
# Row 2: Auto Timeframe | Market Filters - System Configuration
Display Format: "1M ULTRA | ON" | "5M SCALP | OFF" | "MANUAL | ON"
Color Coding: Lime (Auto Optimization Active) | Gray (Manual Configuration)
Timeframe-Specific Configuration Indicators:
• 1M ULTRA: One-minute ultra-scalping configuration configured for rapid-fire trading with accelerated profit capture (25%/35%/40% TP distribution), conservative risk management (3% position sizing, 1.0% initial stops), and increased Smart Exit sensitivity (0.1 threshold, 20-bar consecutive limit).
• 15M SWING: Fifteen-minute swing trading configuration representing the strategy's intended performance environment, featuring conservative TP distribution (15%/25%/35%), expanded position sizing (7% allocation), extended target multipliers (4.0/8.0/12.0/18.0 ATR).
• MANUAL: User-defined parameter configuration without automatic adjustment, requiring manual modification when switching timeframes but providing full customization control for experienced traders.
Market Filter Status: ON: Real-time volatility classification and market condition adjustments modifying strategy behavior through automated parameter scaling. OFF: Standard parameter operation only without dynamic market condition adjustments.
# Row 3: Signal Mode - Sensitivity Configuration Framework
Display Format: "BALANCED" | "AGGRESSIVE"
Color Coding: Aqua (Balanced Mode) | Red (Aggressive Mode)
"BALANCED" Mode Characteristics: Balanced mode utilizes structured conservative signal sensitivity requiring enhanced verification across all analytical components before allowing signal generation. This rigorous configuration requires Medium Group scoring ≥5.5 points, Slow Group confirmation ≥3.5 points, and Fast Danger levels ≤2.0 points.
"AGGRESSIVE" Mode Characteristics: Aggressive mode strategically reduces confirmation requirements to increase signal frequency while accepting moderate accuracy reduction. Threshold requirements decrease to Medium Group ≥4.5 points, Slow Group ≥2.5 points, and Fast Danger ≤1.0 points.
# Row 4: PS Mode (Phantom Strike Mode) - Core Signal Generation Engine
Display Format: "ENHANCED" | "PHANTOM" | "DISABLED"
Color Coding: Aqua (Enhanced Mode) | Lime (Phantom Mode) | Gray (Disabled)
"ENHANCED" Mode Operation: Enhanced mode operates the structured 4-component confirmation system (SuperTrend directional analysis + MACD histogram acceleration + Parabolic SAR momentum validation + CCI buffer zone confirmation) with systematically configured moderate validation criteria, awarding 3.0 base points for signal strength calculation.
"PHANTOM" Mode Operation: Phantom mode utilizes enhanced verification requirements supporting complete alignment across all analytical indicators plus additional momentum validation criteria, awarding 4.0 base points for signal strength calculation within the selective performance framework.
# Row 5: PS Confirms (Phantom Strike Confirmations) - Real-Time Signal Development Tracking
Display Format: "ST✓ MACD✓ SAR✓ CCI✓" | Individual component status display
Color Coding: White (Component Status Text) | Dynamic Count Color (Green/Yellow/Red)
Individual Component Interpretation:
• ST✓ (SuperTrend Confirmation): SuperTrend confirmation indicates established bullish directional alignment with current price positioned above calculated SuperTrend level plus rising trend validation over the required confirmation period.
• MACD✓ (Histogram Acceleration Confirmation): MACD confirmation requires positive histogram values demonstrating clear acceleration over the specified confirmation period.
• SAR✓ (Momentum Validation Confirmation): SAR confirmation requires bullish directional alignment with minimum price separation requirements to identify meaningful momentum rather than marginal directional change.
• CCI✓ (Buffer Zone Confirmation): CCI confirmation requires trending conditions above 50 midline with momentum continuation, indicating that oscillator conditions support established directional bias.
# Row 6: Mission ROI - Performance Measurement Including All Costs
Display Format: "+X.XX%" | "-X.XX%" | "0.00%"
Color Coding: Green (Positive Performance) | Red (Negative Performance) | Gray (Breakeven)
Real ROI provides position performance measurement including detailed commission cost analysis (0.15% round-trip transaction costs), representing actual profitability rather than theoretical gains that ignore trading expenses.
# Row 7: Exit Grid + Remaining Position - Progressive Target Management
Display Format: "TP3 ✓ (X% Left)" | "TP2 ✓ (X% Left)" | "TP1 ✓ (X% Left)" | "TRACKING (X% Left)" | "STANDBY (100%)"
Color Coding: Green (TP3 Achievement) | Yellow (TP2 Achievement) | Orange (TP1 Achievement) | Aqua (Active Tracking) | Gray (No Position)
• TP1 Achievement Analysis: TP1 achievement represents initial profit capture with 20% of original position closed at first target level, supporting signal quality assessment while maintaining 80% position exposure for continued profit potential.
• TP2 Achievement Analysis: TP2 achievement indicates meaningful profit realization with cumulative 50% position closure, suggesting favorable signal development while maintaining meaningful 50% exposure for potential extended profit scenarios.
• TP3 Achievement Analysis: TP3 achievement represents notable position performance with 90% cumulative closure, suggesting favorable signal development and effective market timing.
# Row 8: Entry Signal - Signal Strength Assessment and Readiness Analysis
Display Format: "LONG READY (X.X/10)" | "SHORT READY (X.X/10)" | "WAITING (X.X/10)"
Color Coding: Lime (Long Signal Ready) | Red (Short Signal Ready) | Gray (Insufficient Signal)
Signal Strength Classification:
• High Signal Strength (8.0-10.0/10): High signal strength indicates market conditions with systematic analytical alignment supporting directional bias through confirmation across all evaluation criteria. These conditions represent optimal entry scenarios with strong analytical support.
• Strong Signal Quality (6.0-7.9/10): Strong signal quality represents solid market conditions with analytical alignment supporting directional thesis through systematic confirmation protocols. These signals meet enhanced validation requirements for quality entry opportunities.
• Moderate Signal Strength (4.5-5.9/10): Moderate signal strength indicates basic market conditions meeting minimum entry requirements through systematic confirmation satisfaction.
# Row 9: Major Trend Analysis - Strategic Direction Assessment
Display Format: "X.X% STRONG BULL" | "X.X% BULL" | "X.X% BEAR" | "X.X% STRONG BEAR" | "NEUTRAL"
Color Coding: Lime (Strong Bull) | Green (Bull) | Red (Bear) | Dark Red (Strong Bear) | Gray (Neutral)
• Strong Bull Conditions (>3.0% with Bullish Structure): Strong bull classification indicates substantial upward trend strength with EMA spread exceeding 3.0% combined with favorable bullish structure alignment. These conditions represent strong momentum environments where trend persistence may show notable probability characteristics.
• Standard Bull Conditions (1.5-3.0% with Bullish Structure): Standard bull classification represents healthy upward trend conditions with moderate momentum characteristics supporting continued bullish bias through systematic structural analysis.
# Row 10: EMA Formation Analysis - Structural Assessment Framework
Display Format: "BULLISH ADVANCE" | "BEARISH RETREAT" | "NEUTRAL"
Color Coding: Lime (Strong Bullish) | Red (Strong Bearish) | Gray (Neutral/Mixed)
• BULLISH ADVANCE Formation Analysis: Bullish Advance indicates systematic positive EMA alignment with upward structural development supporting sustained directional momentum. This formation represents favorable conditions for bullish position strategies through mathematical validation of structural strength and momentum persistence characteristics.
• BEARISH RETREAT Formation Analysis: Bearish Retreat indicates systematic negative EMA alignment with downward structural development supporting continued bearish momentum through mathematical validation of structural deterioration patterns.
# Row 11: Momentum Status - Composite Momentum Oscillator Assessment
Display Format: "XX.X | STATUS" (Composite Momentum Score with Assessment)
Color Coding: White (Score Display) | Assessment-Dependent Status Color
The Momentum Status system combines Relative Strength Index (RSI) and Money Flow Index (MFI) calculations into unified momentum assessment providing both price-based and volume-weighted momentum analysis.
• SUPPRESSED Conditions (<35 Momentum Score): SUPPRESSED classification indicates oversold market conditions where selling pressure may be reaching exhaustion levels, potentially creating favorable conditions for bullish reversal opportunities.
• ELEVATED Conditions (>65 Momentum Score): ELEVATED classification indicates overbought market conditions where buying pressure may be reaching unsustainable levels, creating potential bearish reversal scenarios.
# Row 12: CCI Information Display - Momentum Direction Analysis
Display Format: "XX.X | UP" | "XX.X | DOWN"
Color Coding: Lime (Bullish Momentum Trend) | Red (Bearish Momentum Trend)
The CCI Information Display showcases the CCI SMART system incorporating Arnaud Legoux Moving Average (ALMA) preprocessing combined with rational approximation of the hyperbolic tangent (TANH) function to achieve modified signal processing compared to traditional CCI implementations.
CCI Value Interpretation:
• Extreme Bullish Territory (>80): CCI readings exceeding +80 indicate extreme bullish momentum conditions with potential overbought characteristics requiring careful evaluation for continued position holding versus profit-taking consideration.
• Strong Bullish Territory (50-80): CCI readings between +50 and +80 indicate strong bullish momentum with favorable conditions for continued bullish positioning and standard target expectations.
• Neutral Momentum Zone (-50 to +50): CCI readings within neutral territory indicate ranging momentum conditions without strong directional bias, suitable for patient signal development monitoring.
• Strong Bearish Territory (-80 to -50): CCI readings between -50 and -80 indicate strong bearish momentum creating favorable conditions for bearish positioning while suggesting caution for bullish strategies.
• Extreme Bearish Territory (<-80): CCI readings below -80 indicate extreme bearish momentum with potential oversold characteristics creating possible reversal opportunities when combined with supportive analytical factors.
# Row 13: SAR Network - Multi-Component Momentum Analysis
Display Format: "X.XX% | BULL STRONG ↗INF" | Complex Multi-Component Analysis
Color Coding: Lime (Bullish Strong) | Green (Bullish Moderate) | Red (Bearish Strong) | Orange (Bearish Moderate) | White (Inflection Priority)
SAR Distance Percentage Analysis: The distance percentage component measures price separation from SAR level as percentage of current price, providing quantification of momentum strength through mathematical price relationship analysis.
SAR Strength Classification Framework:
• STRONG Momentum Conditions (>75% of Strength Range): STRONG classification indicates significant momentum conditions with price-SAR separation exceeding 75% of calculated strength range, representing notable directional movement with sustainability characteristics.
• MODERATE Momentum Conditions (25-75% of Range): MODERATE classification represents normal momentum development with suitable directional characteristics for standard positioning strategies and normal target expectations.
• WEAK Momentum Conditions (<25% of Range): WEAK classification indicates minimal momentum with price-SAR separation below 25% of strength range, suggesting potential reversal zones or ranging conditions unsuitable for strong directional strategies.
Inflection Detection System:
• Bullish Inflection (↗INF): Bullish inflection detection identifies moments when SAR momentum transitions from declining to rising through systematic rate-of-change analysis over 5-period lookback periods. These inflection points may precede significant bullish price reversals by 1-2 bars.
• Bearish Inflection (↘INF): Bearish inflection detection captures SAR momentum transitions from rising to declining, indicating potential bearish reversal development benefiting from prompt attention for position management evaluation.
# Row 14: VWAP Context Analysis - Institutional Volume-Weighted Price Reference
Display Format: "Daily: XXXX.XX (+X.XX%)" | "N/A (Index/Futures)"
Color Coding: Lime (Above VWAP Premium) | Red (Below VWAP Discount) | Gray (Data Unavailable)
Volume-Weighted Average Price (VWAP) provides institutional-level price reference showing mathematical average price where significant volume has transacted throughout the specified period. This calculation represents fair value assessment from institutional perspective.
• Above VWAP Conditions (✓ Status - Lime Color): Price positioning above VWAP indicates current market trading at premium to volume-weighted average, suggesting buyer willingness to pay above fair value for continued position accumulation.
• Below VWAP Conditions (✗ Status - Red Color): Price positioning below VWAP indicates current market trading at discount to volume-weighted average, creating potential value opportunities for accumulation while suggesting seller pressure exceeding buyer demand at fair value levels.
# Row 15: TP SL System Configuration - Dynamic vs Static Target Management
Display Format: "DYNAMIC ATR" | "STATIC %"
Color Coding: Aqua (Dynamic ATR Mode) | Yellow (Static Percentage Mode)
• DYNAMIC ATR Mode Analysis: Dynamic ATR mode implements systematic volatility-adaptive target management where all profit targets and stop losses automatically scale based on current market volatility through ATR (Average True Range) calculations. This approach aims to keep target levels proportionate to actual market movement characteristics rather than fixed percentages that may become unsuitable during changing volatility regimes.
• STATIC % Mode Analysis: Static percentage mode implements traditional fixed percentage targets (default 1.0%/2.5%/3.8%/4.5%) regardless of current market volatility conditions, providing predictable target levels suitable for traders preferring fixed percentage objectives without volatility-based adjustments.
# Row 16: TP Sequence Progression - Systematic Achievement Tracking
Display Format: "1 ✓ 2 ✓ 3 ○" | "1 ○ 2 ○ 3 ○" | Progressive Achievement Display
Color Coding: White text with systematic achievement progression
Status Indicator: ✓ (Achievement Confirmed) | ○ (Target Not Achieved)
• Complete Achievement Sequence (1 ✓ 2 ✓ 3 ✓): Complete sequence achievement represents significant position performance with systematic profit realization across all primary target levels, indicating favorable signal quality and effective market timing.
• Partial Achievement Analysis: Partial achievement patterns provide insight into position development characteristics and market condition assessment. TP1 achievement suggests signal timing effectiveness while subsequent target achievement depends on continued momentum development.
• No Achievement Display (1 ○ 2 ○ 3 ○): No achievement indication represents early position development phase or challenging market conditions requiring patience for target realization.
# Row 17: Mission Duration Tracking - Time-Based Position Management
Display Format: "XX/XXX" (Current Bars/Maximum Duration Limit)
Color Coding: Green (<50% Duration) | Orange (50-80% Duration) | Red (>80% Duration)
• Normal Duration Periods (Green Status <50%): Normal duration indicates position development within expected timeframes based on signal characteristics and market conditions, representing healthy position progression without time pressure concerns.
• Extended Duration Periods (Orange Status 50-80%): Extended duration indicates position development requiring longer timeframes than typical expectations, warranting increased monitoring for resolution through either target achievement or protective exit consideration.
• Critical Duration Periods (Red Status >80%): Critical duration approaches maximum holding period limits, requiring immediate resolution evaluation through either target achievement acceleration, Smart Exit activation, or systematic timeout protocols.
# Row 18: Last Exit Analysis - Historical Exit Pattern Assessment
Display Format: Exit Reason with Color-Coded Classification
Color Coding: Lime (TP Exits) | Red (Critical Exits) | Yellow (Stop Losses) | Purple (Smart Low) | Orange (Timeout/Sustained)
• Profit-Taking Exits (Lime/Green): TP1/TP2/TP3/Final Target exits indicate position management with systematic profit realization suggesting signal quality and strategy performance.
• Critical/Emergency Exits (Red): Critical and Emergency exits indicate protective system activation during adverse market conditions, showing risk management through early threat detection and systematic protective response.
• Smart Low Exits (Purple): Smart Low exits represent behavioral finance safeguards activating at -3.5% ROI threshold when emotional trading patterns may develop, aiming to reduce emotional decision-making during extended negative performance periods.
# Row 19: Fast Danger Assessment - Immediate Threat Detection System
Display Format: "X.X/10" (Danger Score out of 10)
Color Coding: Green (<3.0 Safe) | Yellow (3.0-5.0 Moderate) | Red (>5.0 High Danger)
The Fast Danger Assessment system provides real-time evaluation of immediate market threats through six independent measurement systems: SAR distance deterioration, momentum reversal detection, extreme CCI readings, volatility spike analysis, price action intensity, and combined threat evaluation.
• Safe Conditions (Green <3.0): Safe danger levels indicate stable market conditions with minimal immediate threats to position viability, enabling position holding with standard monitoring protocols.
• Moderate Concern (Yellow 3.0-5.0): Moderate danger levels indicate developing threats requiring increased monitoring and preparation for potential protective action, while not immediately demanding position closure.
• High Danger (Red >5.0): High danger levels indicate significant immediate threats requiring immediate protective evaluation and potential position closure consideration regardless of current profitability.
# Row 20: Holding Confidence Evaluation - Position Viability Assessment
Display Format: "X.X/10" (Confidence Score out of 10)
Color Coding: Green (>6.0 High Confidence) | Yellow (3.0-6.0 Moderate Confidence) | Red (<3.0 Low Confidence)
Holding Confidence evaluation provides systematic assessment of position viability through analysis of trend strength maintenance, formation quality persistence, momentum sustainability, and overall market condition favorability for continued position development.
• High Confidence (Green >6.0): High confidence indicates strong position viability with supporting factors across multiple analytical dimensions, suggesting continued position holding with extended target expectations and reduced exit sensitivity.
• Moderate Confidence (Yellow 3.0-6.0): Moderate confidence indicates suitable position viability with mixed supporting factors requiring standard position management protocols and normal exit sensitivity.
• Low Confidence (Red <3.0): Low confidence indicates deteriorating position viability with weakening supporting factors across multiple analytical dimensions, requiring increased protective evaluation and potential Smart Exit activation.
# Row 21: Volatility | Market Status - Volatility Environment & Market Filter Status
Display Format: "NORMAL | NORMAL" | "HIGH | HIGH VOL" | "EXTREME | NEWS FILTER"
Color Coding: White (Information display)
Volatility Classification Component (Left Side):
- DEAD: ATR ratio <0.8x average, minimal price movement requiring careful timing
- LOW: ATR ratio 0.8-1.2x average, stable conditions enabling position increase potential
- NORMAL: ATR ratio 1.2-1.8x average, typical market behavior with standard parameters
- HIGH: ATR ratio 1.8-2.5x average, elevated movement requiring increased caution
- EXTREME: ATR ratio >2.5x average, chaotic conditions triggering enhanced protection
Market Status Component (Right Side):
- NORMAL: Standard market conditions, no special filters active
- HIGH VOL: High volatility detected, position reduction and exit sensitivity increased
- EXTREME VOL: Extreme volatility confirmed, enhanced protective protocols engaged
- NEWS FILTER: Major economic event detected, 80% position reduction active
- GAP MODE: Weekend gap identified, increased caution until normal flow resumes
Combined Status Interpretation:
- NORMAL | NORMAL: Suitable trading conditions, standard strategy operation
- HIGH | HIGH VOL: Elevated volatility confirmed by both systems, 40% position reduction
- EXTREME | EXTREME VOL: High volatility warning, 70% position reduction active
📊VISUAL SYSTEM INTEGRATION
Chart Analysis & Market Visualization
CCI SMART Buffer Zone Visualization System - Dynamic Support/Resistance Framework
Dynamic Zone Architecture: The CCI SMART buffer system represents systematic visual integration creating adaptive support and resistance zones that automatically expand and contract based on current market volatility through ALMA-smoothed true range calculations. These dynamic zones provide real-time support and resistance levels that adapt to evolving market conditions rather than static horizontal lines that quickly become obsolete.
Adaptive Color Intensity Algorithm: The buffer visualization employs color intensity algorithms where transparency and saturation automatically adjust based on CCI momentum strength and directional persistence. Stronger momentum conditions produce more opaque visual representations with increased saturation, while weaker momentum creates subtle transparency indicating reduced prominence or significance.
Color Interpretation Framework for Strategic Decision Making:
-Intense Blue/Purple (High Opacity): Strong CCI readings exceeding ±80 with notable momentum strength indicating support/resistance zones suitable for increased position management decisions
• Moderate Blue/Purple (Medium Opacity): Standard CCI readings ranging ±40-80 with normal momentum indicating support/resistance areas for standard position management protocols
• Faded Blue/Purple (High Transparency): Weak CCI readings below ±40 with minimal momentum suggesting cautious interpretation and conservative position management approaches
• Dynamic Color Transitions: Automatic real-time shifts between bullish (blue spectrum) and bearish (purple spectrum) based on CCI trend direction and momentum persistence characteristics
CCI Inflection Circle System - Momentum Reversal Identification: The inflection detection system creates distinctive visual alerts through dual-circle design combining solid cores with transparent glow effects for enhanced visibility across different chart backgrounds and timeframe configurations.
Inflection Circle Classification:
• Neon Green Circles: CCI extreme bullish inflection detected (>80 threshold) with systematic core + glow effect indicating bearish reversal warning for position management evaluation
• Hot Pink Circles: CCI extreme bearish inflection detected (<-80 threshold) with dual-layer visualization indicating bullish reversal opportunity for strategic entry consideration
• Dual-Circle Design Architecture: Solid tiny core providing location identification with large transparent glow ensuring visibility without chart obstruction across multiple timeframe analyses
SAR Visual Network - Multi-Layer Momentum Display Architecture
SAR Visualization Framework: The SAR visual system implements structured multi-layer display architecture incorporating trend lines, strength classification markers, and momentum analysis through various visual elements that automatically adapt to current momentum conditions and strength characteristics.
SAR Strength Visual Classification System:
• Bright Triangles (High Intensity): Strong SAR momentum exceeding 75% of calculated strength range, indicating significant momentum quality suitable for increased positioning considerations and extended target scenarios
• Standard Circles (Medium Intensity): Moderate SAR momentum within 25-75% strength range, representing normal momentum development appropriate for standard positioning approaches and regular target expectations
• Faded Markers (Low Intensity): Weak SAR momentum below 25% strength range, suggesting caution and conservative positioning during minimal momentum conditions with increased exit sensitivity
⚠️IMPORTANT DISCLAIMERS AND RISK WARNINGS
Past Performance Limitations: The backtesting results presented represent hypothetical performance based on historical market data and do not guarantee future results. All trading involves substantial risk of loss. This strategy is provided for informational purposes and does not constitute financial advice. No trading strategy can guarantee 100% success or eliminate the risk of loss.
Users must approach trading with appropriate caution, never risking more than they can afford to lose.
Users are responsible for their own trading decisions, risk management, and compliance with applicable regulations in their jurisdiction.
MA Crossover Strategy with TP/SL (5 EMA Filter)How the Strategy Works on a 5-Minute Chart:
Data Input (5-Minute Candles):
Every single data point (candle) on your chart will represent 5 minutes of price action (Open, High, Low, Close for that 5-minute period).
All calculations (MAs, EMA, signals) will be based on these 5-minute price data points.
Moving Average Calculations:
Fast MA (10-period SMA): This will be the Simple Moving Average of the closing prices of the last 10 five-minute candles. It reacts relatively quickly to recent price changes.
Slow MA (30-period SMA): This will be the Simple Moving Average of the closing prices of the last 30 five-minute candles. It represents a slightly longer-term trend compared to the Fast MA.
5 EMA (5-period EMA): This is the Exponential Moving Average of the closing prices of the last 5 five-minute candles. Being an EMA, it gives more weight to the most recent 5-minute prices, making it very responsive to immediate price action.
Signal Generation (Entry Conditions):
Long Entry Signal:
The 10-period SMA crosses above the 30-period SMA (indicating a potential bullish shift in the short-to-medium term trend).
AND the current 5-minute candle's closing price is above the 5-period EMA (confirming that the immediate price momentum is also bullish and supporting the crossover).
If both conditions are met at the close of a 5-minute candle, a "Buy" signal is generated.
Short Entry Signal:
The 10-period SMA crosses below the 30-period SMA (indicating a potential bearish shift).
AND the current 5-minute candle's closing price is below the 5-period EMA (confirming immediate bearish momentum).
If both conditions are met at the close of a 5-minute candle, a "Sell" signal is generated.
Trade Execution:
When a signal is triggered, the strategy enters a trade (long or short) at the closing price of that 5-minute candle.
Immediately upon entry, it places two contingent orders:
Take Profit (Target): Set at 2% (by default) away from your entry price. For a long trade, it's 2% above; for a short trade, 2% below.
Stop Loss: Set at 1% (by default) away from your entry price. For a long trade, it's 1% below; for a short trade, 1% above.
The trade will remain open until either the Take Profit or Stop Loss price is hit by subsequent 5-minute candles.
Implications for Trading on a 5-Minute Chart:
Increased Trade Frequency: You will likely see many more signals and trades compared to higher timeframes (like 1-hour or daily charts). This means more potential opportunities but also more transaction costs (commissions, slippage).
Sensitivity to Noise: Lower timeframes are more prone to "market noise" – small, random price fluctuations that don't indicate a true trend. While the 5 EMA filter helps, some false signals might still occur.
Faster Price Action: Price movements can be very rapid on a 5-minute chart. Your take profit or stop loss levels might be hit very quickly, sometimes within the same or next few candles.
Parameter Optimization is Crucial: The default MA lengths (10, 30) and EMA (5) might not be optimal for every asset or market condition on a 5-minute chart. You'll need to backtest extensively and potentially adjust these lengths, as well as the targetPerc and stopPerc, to find what works best for the specific instrument you're trading.
Risk Management: The fixed percentage stop loss is vital on a 5-minute chart due to its volatility. Without it, a few unfavorable moves could lead to significant losses.
TradePlanner ProPlan smarter. Trade with precision.
TradePlanner Pro is a professional-grade overlay tool designed to streamline your trading decisions by visually organizing your trade plans directly on the chart. Built for traders who value preparation and clarity, this script enables precise entry planning, risk management, and target visualization—all tailored per symbol.
Core Purpose
TradePlanner Pro helps you map out potential trades using pre-defined symbol-based presets. It dynamically calculates position sizes based on your account size or fixed risk, then visualizes key trade levels (Entry, Take Profits, Stop Loss) with profit/loss metrics in both dollar and percentage terms. It's the perfect companion for traders who prepare their setups in advance and want their plans clearly represented on the chart.
Key Features
🔹 Per-Symbol Presets: Define entries, up to 3 take-profit levels, and stop-losses for each ticker.
🔹 Dynamic Risk Sizing: Choose between percentage-based risk or fixed dollar risk per trade.
🔹 Visual Trade Mapping: Automatically plots Entry, TP1–TP3, and SL lines on your chart.
🔹 Real-Time P&L Labels: Displays profit/loss amounts and percentages, with optional R/R ratios.
🔹 Custom Investment Display: Shows how much capital is allocated per trade.
🔹 Clean, Configurable UI: Adjust label positions, font sizes, opacity, and label visibility to match your style.
Whether you're swing trading or day trading, TradePlanner Pro helps you stay disciplined, organized, and confident in your execution.
How to Use TradePlanner Pro – Step-by-Step Guide
TradePlanner Pro is designed to be easy to set up while giving you full control over how your trades are visualized and calculated. Here’s how to get started:
1. Start with Default Settings
By default, the script assumes:
Account Size: $10,000
Max Money per Trade (%): 1.0%
Max Risk (USD): 0 (disabled; only percentage risk is used)
This means the script will size each trade to risk 1% of your account balance per trade unless you override it with a fixed USD risk amount.
2. Set Up Your Symbol Presets
The "Symbol Presets" input is a flexible text area where you define trade setups for each ticker.
Format (one per line):
SYMBOL:Entry,TP1 ,SL
Example:
AAPL:250,260,270,240
MSFT:100,110,90
TSLA:180,200,170
You can include 1 to 3 take-profit levels.
The script will only activate for the current chart’s symbol, matching what's listed.
3. Customize Risk Parameters
You can use:
Account % Risk – Based on account size and % risk.
Fixed USD Risk – When a dollar amount is entered (>0), it takes priority and calculates share size based on the risk per share.
There's also an option to round share quantities down to whole units, which is useful for stock or crypto trading platforms that only allow whole-number units.
4. Choose What to Display
Toggle on/off these elements as needed:
Show Entry/TP/SL Lines
Show P&L Labels – Profit/loss amounts at each target and SL.
Show Amount Invested – Includes total dollar value in the quantity label.
Show Percentages – Adds % gain/loss to each label.
Show Risk/Reward Ratios – Optionally displayed beside or below TP labels.
You can further adjust:
Font size and label opacity
Label position offset – In percent of price range, so they don’t overlap the actual levels.
5. Read the Visual Outputs
Once the preset matches the current chart symbol:
Lines will appear for Entry, TP1-TP3, and Stop Loss.
Labels will display your:
Trade quantity (and invested amount)
Dollar and % profit at each target
Total loss at stop loss
Optional R/R ratios
Everything updates dynamically and adjusts to your current chart scale and bar availabilit
Palgo Trading - Palgo🎯THE PALGO INDICATOR
The "Palgo Trading - Palgo" indicator, developed by PALGOTRADING is a sophisticated technical analysis tool designed to identify potential buy and sell signals by combining trend analysis with momentum and optional AI-driven sentiment assessment. This indicator provides a clear visual representation of potential trading opportunities directly on the price chart.
At its core, the Palgo indicator synthesizes information from well-established technical analysis concepts with statistical functions, and has optional AI Integration for social analysis of the asset using external data :
Supertrend: This indicator identifies the prevailing trend direction. A positive Supertrend value suggests an upward trend, while a negative value indicates a downward trend. The Palgo indicator utilizes a Supertrend with a customizable multiplier and a user-configurable Average True Range (ATR) length (defaulting to 21).
🛜Signal Generation Logic
The indicator generates buy and sell signals based on a calculated "final direction" value. This value is derived by combining the Supertrend direction and a modified RSI. The modification involves scaling the RSI output to a range of -0.5 to 0.5 and then further adjusting it.
The buy and sell conditions are as follows:
Buy Signal: A buy signal is triggered when the "final direction" crosses above a positive activation threshold while the current signal is not already bullish. Upon signal generation, a "Buy" label (colored green) appears below the bar, and initial Take Profit (TP) and Stop Loss (SL) levels are calculated and stored.
Sell Signal: Conversely, a sell signal is triggered when the "final direction" crosses below a negative activation threshold while the current signal is not already bearish. A "Sell" label (colored red) is plotted above the bar, and corresponding TP and SL levels are determined.
✅ Optimized Take-Profit / Stop-Loss
The Take-Profit (TP) & Stop-Loss (SL) signals are optimized with Kernel Density Estimation (KDE), the script uses KDE activated by gaussian function on previous pivot points and trains the model, then tries to estimate new pivot points early, to determine new TP / SL levels for the current signal. Kernel Density Estimation takes values of the previous confirmed pivots' RSI values, body size & more factors to determine their role. This indicator can generate up to 5 TP signals per signal.
📈 Signal Trail
Palgo also includes a "Signal Trail" that visually shows the market's momentum. This trail is like a dynamic line that follows the price.
When the market is in an uptrend and looking strong, you'll see a green trail.
When it's in a downtrend and looking weak, you'll see a red trail.
This trail helps you see if the market is currently aligned with Palgo's bullish (buy) or bearish (sell) signal. It also acts as a visual guide for potential support or resistance levels.
📊Backtesting Dashboard
The Palgo indicator includes an optional Backtesting Dashboard to help you understand its historical performance. This dashboard appears directly on your chart and provides a quick summary of how the indicator's signals have performed in the past.
Here's what you'll see on the dashboard:
Sensitivity: This shows the specific "Sensitivity" setting you've chosen for the indicator. This setting influences how often signals are generated.
Wins: This number tells you how many trades initiated by the Palgo indicator historically ended in profit (reached a Take-Profit target or closed profitably when the signal reversed).
Loss: This number indicates how many trades historically ended in a loss (hit the Stop-Loss).
Winrate: This is a very important metric, displayed as a percentage. It shows you the proportion of winning trades compared to the total number of trades (Wins / (Wins + Loss)). A higher winrate generally suggests a more effective strategy.
This dashboard is a valuable tool for reviewing the indicator's effectiveness with different settings and helping you make informed decisions about its use in your trading.
🤖AI Integration (Optional):
A unique feature of the Palgo indicator is the optional integration of Artificial Intelligence (AI) sentiment analysis. When the "Use AI" input is enabled, the indicator incorporates two additional user-defined inputs:
Impression Change %: This input represents the percentage change in overall market sentiment as assessed by an external AI.
Positivity Change: This input reflects the change in positive sentiment, also provided by an AI.
These AI inputs are combined to create an "AI Score," which then influences the "final direction" calculation. A positive AI Score amplifies the bullish signals and dampens bearish signals, while a negative AI Score has the opposite effect.
❓Why PALGO ?
All-in-One Analysis: Palgo combines trend, momentum, and advanced statistical analysis into one easy-to-use tool, giving you a complete picture without needing multiple indicators.
Dynamic Profit & Loss Management: Unlike many tools with fixed targets, Palgo's smart profit and stop-loss system adapts to the market using KDE. This helps you potentially capture more gains and limit losses effectively.
Optional AI Insights: For an extra edge, Palgo can tap into Artificial Intelligence (AI) to gauge overall market mood. If the AI sees a lot of positive buzz, it can strengthen buy signals; if it's negative, it can reinforce sell signals. This helps you trade with a better understanding of the market's pulse.
Clear and Customizable: Palgo is designed to be very visual. It changes the color of the price bars, adds clear "Buy" or "Sell" labels, and marks your profit and stop-loss points. You can also change the colors to suit your preference.
Palgo aims to be a comprehensive and adaptable trading tool, giving you clearer insights.
⚙️Visualizations and Customization
The Palgo indicator offers several visual cues to aid traders:
Bar Coloring: The price bars are colored green when the indicator identifies a bullish signal and red during a bearish signal.
Signal Labels: Clear "Buy" and "Sell" labels are plotted at the signal generation points.
Take Profit and Stop Loss Markers: Distinct shapes and labels indicate when the price reaches the calculated TP and SL levels.
Style Options: Users can customize the colors for bullish and bearish bars, text, and TP/SL markers within the indicator's settings.
GZ Indicator✍️ Description:
GZ Indicator is an advanced indicator that automatically detects Golden Zones, optimal market entry zones based on the latest significant pivots. The system uses Fibonacci extensions to project precise price targets, while providing a dynamic, visual stop-loss.
Main features:
- Pivot Detection: Automatic identification of significant pivots (high/low).
- Optimal Entry Zones (OTE): Automatically calculates ideal entry zones based on Fibonacci retracements.
- Precise Targets: Displays price targets with Fibonacci extensions.
- Dynamic Stop-Loss: Visual stop-loss zone adjusted to market conditions.
- RSI and MACD display: Add an RSI and MACD chart to facilitate trend analysis and confirm your entries.
- Intelligent refresh: Automatic deletion of the active zone as soon as the stop-loss is reached.
🔥 Key features:
Automatic detection of significant pivots (highs and lows)
Dynamic calculation of the OTE (Optimal Trade Entry) zone on retracements 0.618 - 0. 705
Clear display of price targets based on extensions
Intelligent updating: old zones are retained for historical analysis
Automatic deletion of current zone if Stop-Loss is reached
Contextual RSI and MACD chart for improved trend analysis
Code optimized for minimum recalculations, fluid even on fast time units.
⚡ How to use it:
Spot the appearance of a Golden Zone.
Enter a position in the zone with RSI/MACD or price action confirmation.
Use the targets displayed to set your progressive Take-Profits.
Respect the Stop-Loss zone automatically drawn.
🛠️ Available parameters:
Activate/deactivate RSI/MACD chart
Choose number of pivots for detection
Display old targets
[⚠️ Disclaimer:
This indicator is a decision-making tool. It is not intended to be used as financial advice. Please always perform your own analysis and manage your risks properly.
🔥 Bon trading ! 🚀
ICT Swiftedge# ICT SwiftEdge: Advanced Market Structure Trading System
**Overview**
ICT SwiftEdge is a powerful trading system built upon the foundation of ICTProTools' ICT Breakers, licensed under the Mozilla Public License 2.0 (mozilla.org). This script has been significantly enhanced by to combine market structure analysis with modern technical indicators and a sleek, AI-inspired statistics dashboard. The goal is to provide traders with a comprehensive tool for identifying high-probability trade setups, managing exits, and tracking performance in a visually intuitive way.
**Credits**
This script is a derivative work based on the original "ICT Breakers" by ICTProTools, used with permission under the Mozilla Public License 2.0. Significant enhancements, including RSI-MA signals, trend filtering, dynamic timeframe adjustments, dual exit strategies, and an AI-style statistics dashboard, were developed by . We express our gratitude to ICTProTools for their foundational work in market structure analysis.
**What It Does**
ICT SwiftEdge integrates multiple trading concepts to help traders identify and manage trades based on market structure and momentum:
- **Market Structure Analysis**: Identifies Break of Structure (BOS) and Market Structure Shift (MSS) patterns, which signal potential trend continuations or reversals. BOS indicates a continuation of the current trend, while MSS highlights a shift in market direction, providing key entry points.
- **RSI-MA Signals**: Generates "BUY" and "SELL" signals when BOS or MSS patterns align with the Relative Strength Index (RSI) smoothed by a Moving Average (RSI-MA). Signals are filtered to occur only when RSI-MA is above 50 (for buys) or below 50 (for sells), ensuring momentum supports the trade direction.
- **Trend Filtering**: Prevents multiple signals in the same trend, ensuring only one buy or sell signal per trend direction, reducing noise and improving trade clarity.
- **Dynamic Timeframe Adjustment**: Automatically adjusts pivot points, RSI, and MA parameters based on the selected chart timeframe (1M to 1D), optimizing performance across different market conditions.
- **Flexible Exit Strategies**: Offers two user-selectable exit methods:
- **Trailing Stop-Loss (TSL)**: Exits trades when price moves against the position by a user-defined distance (in points), locking in profits or limiting losses.
- **RSI-MA Exit**: Exits trades when RSI-MA crosses the 50 level, signaling a potential loss of momentum.
- Users can enable either or both strategies, providing flexibility to adapt to different trading styles.
- **AI-Style Statistics Dashboard**: Displays real-time trade performance metrics in a futuristic, neon-colored interface, including total trades, wins, losses, win/loss ratio, and win percentage. This helps traders evaluate the system's effectiveness without external tools.
**Why This Combination?**
The integration of these components creates a synergistic trading system:
- **BOS/MSS and RSI-MA**: Combining market structure breaks with RSI-MA ensures entries are based on both price action (structure) and momentum (RSI-MA), increasing the likelihood of high-probability trades.
- **Trend Filtering**: By limiting signals to one per trend, the system avoids overtrading and focuses on significant market moves.
- **Dynamic Adjustments**: Timeframe-specific parameters make the system versatile, suitable for scalping (1M, 5M) or swing trading (4H, 1D).
- **Dual Exit Strategies**: TSL protects profits during trending markets, while RSI-MA exits are ideal for range-bound or reversing markets, catering to diverse market conditions.
- **Statistics Dashboard**: Provides immediate feedback on trade performance, enabling data-driven decision-making without manual tracking.
This combination balances technical precision with user-friendly visuals, making it accessible to both novice and experienced traders.
**How to Use**
1. **Add to Chart**: Apply the script to any TradingView chart.
2. **Configure Settings**:
- **Chart Timeframe**: Select your chart's timeframe (1M to 1D) to optimize parameters.
- **Structure Timeframe**: Choose a timeframe for market structure analysis (leave blank for chart timeframe).
- **Exit Strategy**: Enable Trailing Stop-Loss (`useTslExit`), RSI-MA Exit (`useRsiMaExit`), or both. Adjust `tslPoints` for TSL distance.
- **Show Signals/Labels**: Toggle `showSignals` and `showExit` to display "BUY", "SELL", and "EXIT" labels.
- **Dashboard**: Enable `showDashboard` to view trade statistics. Customize colors with `dashboardBgColor` and `dashboardTextColor`.
3. **Trading**:
- Look for "BUY" or "SELL" labels to enter trades when BOS/MSS aligns with RSI-MA.
- Exit trades at "EXIT" labels based on your chosen strategy.
- Monitor the statistics dashboard to track performance (total trades, win/loss ratio, win percentage).
4. **Alerts**: Set up alerts for BOS, MSS, buy, sell, or exit signals using the provided alert conditions.
**License**
This script is licensed under the Mozilla Public License 2.0 (mozilla.org). The source code is available for review and modification under the terms of this license.
**Compliance with TradingView House Rules**
This publication adheres to TradingView's House Rules and Scripts Publication Rules. It provides a clear, self-contained description of the script's functionality, credits the original author (ICTProTools), and explains the rationale for combining indicators. The script contains no promotional content, offensive language, or proprietary restrictions beyond MPL 2.0.
**Note**
Trading involves risk, and past performance is not indicative of future results. Always backtest and validate the system on your preferred markets and timeframes before live trading.
Enjoy trading with ICT SwiftEdge, and let data-driven insights guide your decisions!
Trend Zone Moving Averages📈 Trend Zone Moving Averages
The Trend Zone Moving Averages indicator helps traders quickly identify market trends using the 50SMA, 100SMA, and 200SMA. With dynamic background colors, customizable settings, and real-time alerts, this tool provides a clear view of bullish, bearish, and extreme trend conditions.
🔹 Features:
Trend Zones with Dynamic Background Colors
Green → Bullish Trend (50SMA > 100SMA > 200SMA, price above 50SMA)
Red → Bearish Trend (50SMA < 100SMA < 200SMA, price below 50SMA)
Yellow → Neutral Trend (Mixed signals)
Dark Green → Extreme Bullish (Price above all three SMAs)
Dark Red → Extreme Bearish (Price below all three SMAs)
Customizable Moving Averages
Toggle 50SMA, 100SMA, and 200SMA on/off from the settings.
Perfect for traders who prefer a cleaner chart.
Real-Time Trend Alerts
Get instant notifications when the trend changes:
🟢 Bullish Zone Alert – When price enters a bullish trend.
🔴 Bearish Zone Alert – When price enters a bearish trend.
🟡 Neutral Zone Alert – When trend shifts to neutral.
🌟 Extreme Bullish Alert – When price moves above all SMAs.
⚠️ Extreme Bearish Alert – When price drops below all SMAs.
✅ Perfect for Any Market
Works on stocks, forex, crypto, and commodities.
Adaptable for day traders, swing traders, and investors.
⚙️ How to Use: Trend Zone Moving Averages Strategy
This strategy helps traders identify and trade with the trend using the Trend Zone Moving Averages indicator. It works across stocks, forex, crypto, and commodities.
🟢 Bullish Trend Strategy (Green Background)
Objective: Look for buying opportunities when the market is in an uptrend.
Entry Conditions:
✅ Background is Green (Bullish Zone).
✅ Price is above the 50SMA (confirming strength).
✅ Price pulls back to the 50SMA and bounces OR breaks above a key resistance level.
Stop Loss:
🔹 Place below the most recent swing low or just under the 50SMA.
Take Profit:
🔹 First target at the next resistance level or recent swing high.
🔹 Second target if price continues higher—trail stops to lock in profits.
🔴 Bearish Trend Strategy (Red Background)
Objective: Look for shorting opportunities when the market is in a downtrend.
Entry Conditions:
✅ Background is Red (Bearish Zone).
✅ Price is below the 50SMA (confirming weakness).
✅ Price pulls back to the 50SMA and rejects OR breaks below a key support level.
Stop Loss:
🔹 Place above the most recent swing high or just above the 50SMA.
Take Profit:
🔹 First target at the next support level or recent swing low.
🔹 Second target if price keeps falling—trail stops to secure profits.
🌟 Extreme Trend Strategy (Dark Green / Dark Red Background)
Objective: Trade with momentum when the market is in a strong trend.
Entry Conditions:
✅ Dark Green Background → Extreme Bullish: Price is above all three SMAs (strong uptrend).
✅ Dark Red Background → Extreme Bearish: Price is below all three SMAs (strong downtrend).
Trade Execution:
🔹 For longs (Dark Green): Look for breakout entries above resistance or pullbacks to the 50SMA.
🔹 For shorts (Dark Red): Look for breakdown entries below support or rejections at the 50SMA.
Risk Management:
🔹 Use tighter stop losses and trail profits aggressively to maximize gains.
🟡 Neutral Trend Strategy (Yellow Background)
Objective: Avoid trading or wait for a breakout.
What to Do:
🔹 Avoid trading in this zone—price is indecisive.
🔹 Wait for confirmation (background turns green/red) before taking a trade.
🔹 Use alerts to notify you when the trend resumes.
📌 Final Tips
Use this strategy with price action for extra confirmation.
Combine with support/resistance levels to improve accuracy.
Set alerts for trend changes so you never miss an opportunity.
Enjoy!
Simple APF Strategy Backtesting [The Quant Science]Simple backtesting strategy for the quantitative indicator Autocorrelation Price Forecasting. This is a Buy & Sell strategy that operates exclusively with long orders. It opens long positions and generates profit based on the future price forecast provided by the indicator. It's particularly suitable for trend-following trading strategies or directional markets with an established trend.
Main functions
1. Cycle Detection: Utilize autocorrelation to identify repetitive market behaviors and cycles.
2. Forecasting for Backtesting: Simulate trades and assess the profitability of various strategies based on future price predictions.
Logic
The strategy works as follow:
Entry Condition: Go long if the hypothetical gain exceeds the threshold gain (configurable by user interface).
Position Management: Sets a take-profit level based on the future price.
Position Sizing: Automatically calculates the order size as a percentage of the equity.
No Stop-Loss: this strategy doesn't includes any stop loss.
Example Use Case
A trader analyzes a dayli period using 7 historical bars for autocorrelation.
Sets a threshold gain of 20 points using a 5% of the equity for each trade.
Evaluates the effectiveness of a long-only strategy in this period to assess its profitability and risk-adjusted performance.
User Interface
Length: Set the length of the data used in the autocorrelation price forecasting model.
Thresold Gain: Minimum value to be considered for opening trades based on future price forecast.
Order Size: percentage size of the equity used for each single trade.
Strategy Limit
This strategy does not use a stop loss. If the price continues to drop and the future price forecast is incorrect, the trader may incur a loss or have their capital locked in the losing trade.
Disclaimer!
This is a simple template. Use the code as a starting point rather than a finished solution. The script does not include important parameters, so use it solely for educational purposes or as a boilerplate.
MangAlgo X-V61. Overview & Purpose
The MangAlgo X-V6 script is a multi-component indicator designed to generate buy and sell signals on TradingView charts by combining several technical analysis techniques. It is tailored for various trading styles – including Scalping, Day Trading, and the custom MangAlgo approach – by automatically adjusting parameters based on the selected preset. The primary goal of the script is to deliver more accurate signals by integrating additional filters and a robust trade management system.
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2. Key Features
• Trading Style Presets
• Three preset options: Scalping, Day Trading, and MangAlgo.
• The selected preset automatically adjusts key parameters such as Moving Average (MA) lengths, additional MA filters, and other settings to suit the trading style.
• SL/TP Settings (Stop Loss / Take Profit)
• Adjustable ATR multiplier for calculating the stop loss (SL).
• Multi-level TP (up to 5 levels) based on a configurable risk-reward ratio.
• Multiple Moving Average Types
• Supports various MA types: SMA, EMA, WMA, or VWMA (default is based on conditions).
• Two sets of MAs:
• Fast and Slow MAs for detecting crossovers as primary signals.
• Additional MA Filters (three additional MAs) used as further confirmation.
• Higher Timeframe Filter (HTF)
• Incorporates a moving average from a higher timeframe to provide broader trend context.
• The HTF MA is smoothed using SMA to ensure a stable trend indication.
• SuperTrend Indicator
• Calculates the SuperTrend level using ATR and a configurable multiplier (“Magic Number Factor”).
• Displays a dynamic trend line that changes color: green for an uptrend and red for a downtrend.
• Momentum & Candle Size Filters
• The momentum filter measures price strength using a momentum function over a set period.
• Optional candle size filtering allows you to disregard signals based on minimum and maximum candle sizes to reduce market noise.
• Session Filters
• Optionally filter signals based on trading sessions (New York, London, Tokyo, Sydney) to avoid low-liquidity periods.
• Directional Movement Index (DI)
• Computes DI+ and DI– using a smoothed True Range.
• Acts as an additional filter: a buy signal is valid if DI+ is greater than DI–, and vice versa for sell signals.
• Trade Signal Execution & Management
• Entry Signals:
• Buy: Triggered when the fast MA crosses above the slow MA, supported by SuperTrend, HTF MA, additional MAs, momentum, and DI confirmation (DI+ > DI–).
• Sell: Triggered when the fast MA crosses below the slow MA with corresponding filter confirmations (DI– > DI+).
• SL and TP Setup:
• The stop loss is computed using ATR and adjusted with a trailing SL as take profit levels are reached.
• TP levels (up to 5) are calculated based on the initial risk and a configurable risk-reward ratio.
• Visual Signal & Trade Outcome Display:
• Displays “𝗕𝗨𝗬” and “𝗦𝗘𝗟𝗟” labels on the chart when signals are active.
• Additional labels indicate SL and TP levels and whether the trade outcome was a win or loss once the SL is hit.
• Logging & Trade Statistics (Optional)
• Internal logging records trade details for each confirmed candle, helping you review strategy performance.
• An optional table display shows a summary of trade counts, win/loss results, and win rate percentages.
• Custom Candle Plotting
• Instead of using the standard barcolor(), the script uses plotcandle() to color the candles based on the active trade status:
• Green: Indicates an active buy position.
• Blue: Indicates an active sell position.
• Default colors: When no trade is active.
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3. How It Works & Component Interaction
1. Preset Trading Style Selection:
• Users choose a trading style preset via the input, which sets the values for key parameters such as the type and length of MAs, additional filters, and more.
2. Core Technical Calculations:
• ATR Calculation: Used for range detection and setting the stop loss.
• Moving Averages: Computed through a custom function (f_ma()) based on the chosen MA type.
• Range Detection: The script identifies price ranges by comparing the price to the MA, visualizing the range with boxes and lines.
3. Trend Filtering & Signal Confirmation:
• SuperTrend: Computed using ATR and a multiplier to dynamically generate support/resistance levels.
• Higher Timeframe MA: Provides macro trend context by analyzing a higher timeframe’s data.
• Additional MA & Momentum Filters: Ensure that the price movement is not mere noise, but confirmed by extra layers of filtering.
• DI (Directional Movement): Validates entry signals by ensuring that the directional momentum (DI+) dominates for buys and DI– for sells.
4. Signal Execution & Trade Management:
• When all conditions are met (including session filtering and non-range conditions), a buy or sell signal is activated.
• Upon signal activation, a trade is initiated with a calculated SL and multiple TP levels based on risk parameters.
• As the price reaches a TP level, the script adjusts the stop loss (trailing SL) to lock in gains.
• Trade outcomes (win or lose) are visually labeled on the chart after the SL is hit.
5. Visualization & Logging:
• Trading signals and SL/TP levels are plotted on the chart.
• Custom candle plotting highlights active trades by altering candle colors.
• Trade logging captures detailed information for each candle, which can be used for performance evaluation.
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4. How to Use the Script
• Initial Setup:
• Select your preferred trading style preset (e.g., Scalping, Day Trading, or MangAlgo).
• Adjust additional input parameters if needed, such as the ATR multiplier, number of TPs, or session filters.
• Interpreting Signals:
• Look for “𝗕𝗨𝗬” and “𝗦𝗘𝗟𝗟” labels on the chart as indicators of entry points.
• Use the plotted SL and TP levels as guides for risk management.
• Utilizing Additional Filters:
• Optionally enable the candle size filter and session filters to reduce false signals.
• Regularly monitor the chart and remember that this indicator is a tool that combines multiple technical methods for better signal accuracy.
• Trade Management:
• Use the provided trade outcome labels and logging information to assess and refine your strategy over time.
• If activated, review the trade summary table to analyze overall performance statistics.
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5. Risk Disclaimer
Trading involves significant risk and may not be suitable for all investors.
The MangAlgo X-V6 script is provided for educational and informational purposes only. Past performance is not indicative of future results. Trading decisions based on this script are at the sole discretion of the user, and the creator or distributor of the script is not responsible for any financial losses incurred. Always perform your own analysis, use proper risk management techniques, and consult with a professional financial advisor if necessary.
