XG Boost Lite: Reversals | Gains AlgoWe are excited to release this indicator, which uses our brand-new Arbor library for gradient boosting! This engine brings true, high-performance machine learning natively into Pine Script v6, bypassing the need for external webhooks or API layers. By utilizing iterative, tree-based models on your chart, XGBoost Lite: Reversals adapts directly to the historical structure of the asset you are trading, identifying precise pivot exhaustion points with high statistical conviction.
🧠 Understanding Gradient Boosting & XGBoost
To trade successfully with machine learning, it helps to understand exactly what is happening beneath the hood of the asset's data.The Core TheoryGradient Boosting is a powerful machine learning technique used for regression and classification tasks. Unlike deep learning networks that process data through abstract node layers, gradient boosting relies on an ensemble of simple decision trees, often called "weak learners" or "stumps".
The training process works sequentially:
The Initial Guess: The model makes a basic baseline prediction.Calculating the Error (Residuals): It checks where its prediction missed the actual historical market outcome.
Correcting the Mistakes: A new decision tree is built specifically to predict those errors (the gradient of the loss function).
Iterative Learning: The model repeats this process for several rounds. Each new tree focuses entirely on correcting the flaws of the previous ones, scaling its adjustments by a Learning Rate to maintain stability.
What Makes XGBoost Special?
XGBoost (Extreme Gradient Boosting) optimizes this framework for speed, scalability, and performance. It applies strict regularization techniques to minimize overfitting, ensuring the model doesn't just "memorize" past market noise but instead learns genuine structural behaviors.By evaluating multiple market features simultaneously, it estimates the probability of a specific event occurring.
🛠️ About the Indicator
XGBoost Lite: Reversals is a machine learning-driven technical indicator designed to catch exhaustion and reversal setups.
The Machine Learning Pipeline
Dual Engines: The script fits four separate models simultaneously—a classifier and a regressor for Longs, and a classifier and a regressor for Shorts.
Dynamic Retraining: Rather than remaining static, the model automatically flushes its memory and retrains its internal mathematical weights every n bars to adapt to evolving market regimes.
Strict Non-Repainting Execution: A critical upgrade in this framework forces features and calculations to compute and lock strictly on bar close. Signals, dynamic entry points, and risk metrics are only printed once the triggering candle is finalized, ensuring what you see on the historical chart matches real-time execution perfectly.
The Core Features Evaluated
The model processes a combination of multi-dimensional market inputs to generate a unified prediction:
RSI (14): Evaluates traditional momentum expansion and contraction.
Relative Volume (20): Evaluates institutional engagement by dividing current volume against its 20-period SMA.
Z-Score (20): Measures how far the current price has deviated from its statistical mean.
ADX (14): Gauges the overall strength of the macro trend to prevent trading directly into a runaway freight train.
📊 How to Use the Indicator
The Real-Time Dashboard: When applied to your chart, the indicator renders an advanced Feature Importance Scatter Plot in the right-hand margin.
Distribution Scatter: The horizontal bars plot the historical density of successful signals. Darker, tightly packed nodes represent highly concentrated, high-probability clusters discovered by the algorithm.
Visualizing Signals
When a market pivot is detected (e.g., a structural swing low or high) and the classifier hits your target confirmation probability, a signal arrow prints on the chart displaying the mathematical certainty ($e.g., 74.2\%$) of the reversal.
⚙️ The Settings Inputs
The indicator’s interface is neatly categorized into three primary functional groups:
⚙️ XGBoost Model Settings:
Training Lookback (Bars): (Default: 250) The historical window used to feed the training arrays. Max capped at 300 to remain computational within Pine Script limits.
Retrain Frequency: (Default: 50) Determines how often (in bars) the model recalibrates its trees. Boosting Rounds: (Default: 20) The number of sequential trees (stumps) trained per model. Higher numbers capture deeper complexities but risk overfitting.
Learning Rate: (Default: 0.3) The step size applied to each boosting round to prevent the model from learning too quickly. Min Probability for Signal: (Default: 0.65) The minimum confidence threshold ($65\%$) required from the classification model to trigger an active trade.
ADX Length / Minimum Filter: (Default: 14 / 20.0) Prevents counter-trend signals if the prevailing macro trend is too strong.
🛡️ Target & Risk Management
SL Wick Buffer ×ATR: (Default: 0.25) Sets how much breathing room is given below a swing low wick or above a swing high wick, scaled by ATR.
TP1 ×Risk (R-multiple): (Default: 1.0) Targets a clean 1:1 Risk-to-Reward ratio for the initial profit take.
TP3 Min ×Risk (Floor): (Default: 2.0) The minimum target floor for the machine learning regression objective.
Break-Even After TP1: (Default: True) Automatically moves the Stop Loss to the exact entry price the moment TP1 is captured, eliminating risk on the remainder of the trade.
📈 How to Trade the Indicator
Trading with the machine learning model requires blending quantitative probabilities with standard structural execution:
The Entry: Wait for a Bullish (Neon Purple) or Bearish (Neon Pink) arrow to finalize on a closed candle. The percentage printed indicates the model's confidence.
Placing Risk: The system automatically draws a solid line anchoring your Stop Loss tightly to the local structural wick pivot, applying an ATR buffer to account for minor noise.
Scaling Targets:
Target 1 (TP1): Landed at a symmetrical 1:1 distance. When hit, the indicator dynamically updates your Stop Loss to your entry line, locking in a "scratch-or-better" runner.
Target 2 (TP2): Represents the mathematical midpoint between your baseline risk and the macro ML objective.
Target 3 (TP3): Driven directly by the XGBoost Regression Model. The regressor estimates the potential mathematical expansion based on current market features—if volatility is expanding, TP3 will automatically stretch further to ride major trend changes.
📊 Deep Dive: The Feature Importance & Scatter Plot Dashboard
The dashboard rendered on the right side of the chart acts as the "brain" of the indicator. It provides real-time transparency into exactly how the machine learning model is weighing data and evaluating current market conditions.
Feature Importance Bars (The Relative Weights): The horizontal progress bars display the mathematical percentage weight allocated to each of the four indicators processed during the model's most recent training cycle. These values change dynamically every time the model triggers a retraining block (default: every 50 bars) as it adapts to shifting market conditions. For example, if the market moves into a heavy trending phase, you will notice metrics like the ADX or Z-Score capture a higher percentage of the model's attention, whereas the RSI will frequently become the dominant driver if the asset is range-bound.
The Holographic Scatter Plot (Historical Feature Density): Layered over the progress bars is an advanced distribution scatter plot consisting of individual circular glyphs (○, ◉, ●) that plot a rolling record of the last 30 historical signal points. The horizontal position of each dot shows exactly where the feature value landed relative to its historical extremes (0 on the far left, 1 on the far right). The script introduces a subtle vertical "jitter" to separate these dots so you can visually identify high-density clusters where successful reversal setups frequently occur, while the shifting style of the glyphs flags tightly packed clusters of solid nodes (●) to indicate highly concentrated mathematical sweet spots discovered by the XGBoost classifier.
指标
指标
指标
VTrend Order Block Engine ProThis script is a heavily upgraded and modernized version of the brilliant "Volume-Trend Order Block Engine" originally created by @BigBeluga.
While the original script does a fantastic job of drawing volume-based Order Blocks, this PRO version transforms it into a complete "AI & Smart Money Cockpit" by adding multiple layers of institutional analysis and automation.
### 🚀 WHAT'S NEW IN THIS PRO VERSION? (Value Added)
1. 🤖 Auto-Pilot Timeframe Sensor:
The Supertrend multiplier and length now automatically adapt to your current timeframe. Whether you are scalping on 5m or swing trading on 1D, the engine dynamically adjusts its sensitivity.
2. 🐳 Whale Radar (Z-Score Anomaly):
Added a statistical Z-Score engine (Z > 3.0) to detect massive institutional handovers. When a box is formed with a whale-level volume anomaly, a "🐳" emoji is printed, confirming Smart Money presence.
3. 🛡️/🩸 Institutional Absorption Detection:
The script now scans for small-bodied but massive-volume candles at pivot points. This detects "Hidden Buying" (Absorption) and marks them with a shield (🛡️) or drop (🩸) emoji.
4. 🎯 Pine Screener Integration:
Added 4 dedicated numeric outputs for TradingView's Pine Screener. You can now scan the entire market for:
- Trend Reversals
- Bull/Bear Box Retests
- VIP Whale Box Touches
### 🙏 CREDITS & ACKNOWLEDGEMENTS
Massive thanks to @BigBeluga for the original open-source volumetric Order Block architecture. This derivative work respects the CC BY-NC-SA 4.0 license and aims to build upon his fantastic foundation by adding AI-driven dynamic filters and Smart Money concepts.
Strategy & Adaptation: @TTesviyeci
---
🇹🇷 TÜRKÇE AÇIKLAMA (TURKISH DESCRIPTION)
---
Bu komut dosyası, orijinali @BigBeluga tarafından oluşturulan harika "Volume-Trend Order Block Engine" indikatörünün büyük ölçüde geliştirilmiş ve modernize edilmiş bir versiyonudur.
Orijinal kod, hacim tabanlı Emir Blokları (Order Blocks) çizme konusunda harika bir iş çıkarırken; bu PRO versiyon, kurumsal analiz ve otomasyon katmanları ekleyerek sistemi tam donanımlı bir "Yapay Zeka ve Akıllı Para Kokpiti"ne dönüştürür.
### 🚀 BU PRO VERSİYONDA NELER YENİ? (Eklenen Özellikler)
1. 🤖 Otopilot Zaman Dilimi Sensörü:
Supertrend çarpanı ve uzunluğu artık bulunduğunuz zaman dilimine otomatik olarak uyum sağlar. İster 5 dakikalık grafikte scalp yapın, ister Günlük grafikte swing trade yapın; motor kendi hassasiyetini dinamik olarak ayarlar.
2. 🐳 Balina Radarı (Z-Score Anomalisi):
Devasa kurumsal el değiştirmeleri tespit etmek için istatistiksel bir Z-Score motoru (Z > 3.0) eklendi. Balina seviyesinde bir hacim anomalisiyle kutu oluştuğunda, "Akıllı Para" varlığını doğrulayan bir "🐳" emojisi basılır.
3. 🛡️/🩸 Kurumsal Emilim (Absorption) Tespiti:
Sistem artık pivot noktalarında küçük gövdeli ancak devasa hacimli mumları tarar. Bu özellik "Gizli Alımları / Satışları" (Emilim) tespit eder ve bunları kalkan (🛡️) veya kan damlası (🩸) emojisi ile işaretler.
4. 🎯 Pine Screener (Tarayıcı) Entegrasyonu:
TradingView'in Pine Tarayıcısı için 4 özel sayısal çıktı eklendi. Artık tüm piyasayı saniyeler içinde şunlar için tarayabilirsiniz:
- Trend Dönüşleri (Yeni Trend Başlangıcı)
- Boğa/Ayı Kutusu Retestleri (Kusursuz Giriş Fırsatları)
- VIP Balina Kutusu Temasları (Kurumsal Onay)
### 🙏 TEŞEKKÜR VE KREDİ
Orijinal açık kaynaklı hacimsel Order Block mimarisi için @BigBeluga'ya sonsuz teşekkürler. Bu türev çalışma, CC BY-NC-SA 4.0 lisansına saygı duymakta ve yapay zeka destekli dinamik filtreler ile Akıllı Para konseptleri ekleyerek onun bu harika temelinin üzerine inşa etmeyi amaçlamaktadır.
Strateji ve Adaptasyon: @TTesviyeci
指标
指标
指标
指标
GMS Session Rays (Sydney/Asia/London/NY)A lightweight Pine v6 indicator that plots the previous completed session’s High and Low for the four major sessions—Sydney, Asia, London, New York—so you always see the most actionable structure levels without chart clutter. Lines auto-update at the end of each session and extend right as horizontal rays. Labels are clean, stack automatically to avoid overlap, and can be placed on the left or right side of the chart.
What it shows
Previous session High/Low for each enabled session (not the current live session).
Right-extended rays at those prices, updated when the session closes.
Optional labels per session (e.g., “sydney high”, “london low”), with auto-stacking to prevent overlaps.
Customization
Per-session toggles: show/hide each session; show/hide labels per session.
Style controls: color, width, and line style (Solid/Dotted/Dashed) per session.
Label controls: global on/off, Left/Right placement, bars offset, Y-offset (in ticks), size (Tiny/Small/Normal), auto-stacking with adjustable step.
Session windows: editable HHMM-HHMM for Sydney/Asia/London/NY.
Timezone: set a single indicator timezone (default America/New_York).
Only Today mode: clears older rays daily to keep charts minimal.
How it works (under the hood)
Tracks High/Low only while a session is active; when it ends, those values are frozen and plotted as the previous session levels. 指标
指标
Liquidity Radar Engine [MarkitTick]💡 The financial markets operate on a continuous search for liquidity, moving dynamically from areas of consolidation to zones of unmitigated resting orders. This technical evaluation tool is engineered to objectively map these critical liquidity thresholds and provide a comprehensive framework for identifying high-probability market reversals and continuation phases. By tracking the exact interaction between historical pivot structures and real-time volume dynamics, it offers a highly systemic, algorithmic approach to charting price action.
✨ Originality and Utility
● A Synergistic Approach to Market Dynamics
Standard technical tools typically evaluate a single dimension of market data, such as momentum or trend direction, which frequently leads to fragmented analysis and false signals. This script stands out by synthesizing pure price structure, volume delta approximation, and multi-timeframe consensus into a unified visual environment. It removes the guesswork from order block and liquidity trading by mathematically defining structural shifts.
• Justification of the Integrated Logic
This tool is a deliberate fusion of price action concepts and mathematical volume filtering. Relying strictly on a breakout of a previous day's high or low can be highly susceptible to false moves and liquidity traps. By incorporating a relative volume (RVOL) filter and a proprietary candle-based delta estimation, the tool validates structural shifts with quantifiable market participation. Additionally, the inclusion of momentum divergence protocols ensures that price action is aligned with the anticipated structural pivot, filtering out low-probability setups in exhausted trends.
🔬 Methodology and Concepts
● Core Analytical Framework
The script operates by mapping significant price extremes across varying temporal horizons and evaluating the market's precise reaction when these zones are breached.
• Liquidity Sweep Detection
The algorithm constantly monitors the Highs and Lows of the Previous Day, Week, and Month. When current price action breaches one of these levels but fails to sustain the breakout—closing back inside the defined range—a sweep zone is generated. This defines a failed auction mechanism where stops may have been triggered without genuine directional follow-through from larger market participants.
• Equal Highs and Lows (EQH/EQL)
To identify resting liquidity pools, the script evaluates historical pivot points within an adjustable lookback window. Using the Average True Range (ATR) as a dynamic tolerance threshold, it mathematically defines whether two separate swing points are functionally "equal," marking them as magnetic targets for future price action.
• Structural Shifts and Displacement
Once a sweep occurs, the engine scans for a localized Change in State of Delivery (CISD). A valid shift requires displacement, which is measured by comparing the breakout candle's body size against a moving average of recent candle bodies, or by the immediate formation of a Fair Value Gap (FVG).
• Multi-Factor Validation
Signals are not generated strictly on price structure. They must pass a rigorous matrix of internal filters:
Relative Volume (RVOL): Requires the sweep or shift to occur with volume significantly exceeding the recent moving average.
Cumulative Volume Delta (CVD): Approximates buying and selling pressure within the candle spread to confirm directional momentum.
Trend Alignment: Evaluates the current price against a long-term Exponential Moving Average (EMA).
Volatility Squeeze Avoidance: Uses ATR ratios to actively block signals in exceptionally low-volatility environments.
Currency Correlation: Compares the traded pair against a reference index to ensure macroeconomic alignment.
News Blackout: Blocks all signals during user-defined, high-impact news windows to protect against erratic slippage.
🎨 Visual Guide
● Chart Elements and Topography
The visual interface is meticulously designed to present complex, multi-dimensional data without obfuscating the primary candlestick action.
• Historical Liquidity Levels
PDH/PDL Lines: Displayed as subtle, translucent lines indicating the Previous Day's High and Low.
PWH/PWL Lines: Denoting the Previous Week's extremes in distinct, moderately visible hues.
PMH/PML Lines: Marking the Previous Month's extremes for macro higher-timeframe context.
Equilibrium Line: A distinct midline drawn between the daily extremes to gauge intraday premium and discount pricing.
• Structural Zones and Markers
Sweep Zones: Highlighted boxes marking the exact area of a failed breakout. Buy-side sweeps appear in a muted green-toned box, while sell-side sweeps are marked in a red-toned box. These zones feature active aging, gently fading as time progresses.
FVG Clouds: Displayed as gold or yellow background areas denoting supply/demand imbalances.
EQH/EQL Markers: Small textual annotations above or below the price, bounded by a semi-transparent box, indicating concentrated liquidity pools.
• Execution and Management Visuals
Signal Labels: Distinct text markers indicating validated Buy or Sell conditions upon bar close.
Position Boxes: When a signal is active, a structured box appears showing the Entry level (dashed neutral line), Stop Loss (dashed red line), and up to three Take Profit targets (dashed teal lines).
Heatmap Candles: The main chart candles are dynamically colored based on the dominant daily bias or RSI momentum.
• The Multi-Timeframe (MTF) Dashboard
A tabular data panel positioned on the chart displays the trend and liquidity status across three distinct timeframes. It also features a comprehensive statistics section monitoring the active trading session, the current volatility regime, the count of unfilled fair value gaps, and the dynamic risk-to-reward ratio of any open simulated positions.
📖 How to Use
● Interpreting the Data
The primary workflow involves observing the direct interaction between price velocity and the mapped structural zones.
• Executing an Analysis
Wait for a visual Sweep Zone to form, indicating that a significant historical level has been tested and rejected by the market.
Observe the Signal Labels. A signal is only printed if the internal confluence engine—validating volume, delta, and structural displacement—has fully approved the setup.
If the FVG entry model is active, wait for price to retrace into the highlighted Fair Value Gap cloud before considering the setup valid for engagement.
• Trade Management
Utilize the plotted Position Boxes to evaluate the mathematical risk profile. The entry, stop loss, and targets are drawn directly on the chart for immediate visual feedback.
Monitor the MTF Dashboard to ensure the lower timeframe execution signal is not fighting a dominant higher timeframe trend.
If Dynamic Trade Management is enabled, closely observe the Stop Loss line as it automatically trails price based on the selected ATR, Swing, or Chandelier mathematical logic.
⚙️ Inputs and Settings
● Configuration Options
The script is heavily modular, allowing for extensive adjustment of its internal validation logic.
• General and Display Limits
Toggle the visibility of specific liquidity levels (Daily, Weekly, Monthly) and limit the maximum number of historical zones, FVG clouds, or signal boxes retained on the chart to maintain a highly optimized workspace.
• Validation Filters
Volume Validation: Adjust the Moving Average length and the RVOL threshold multiplier to define what constitutes a genuine volume climax.
Delta Filter: Toggle the requirement for estimated volume delta to perfectly align with the signal direction.
Divergence Source: Choose whether the script requires RSI, MACD, or a combination of both to display divergence before validating a reversal.
ADX Threshold: Define the strict minimum trend strength required for continuation signals.
• Target and Management Settings
Risk to Reward (R:R) Inputs: Define the exact mathematical multiples for Target 1, Target 2, and Target 3.
Position Sizing: Input an account balance and risk percentage to have the engine calculate the exact unit size for the plotted setup.
Trailing Logic: Select between None, ATR-based, Swing-based, or Chandelier-based trailing stops, complete with user-defined multiplier adjustments and partial profit scaling.
• Dashboard and Visual Preferences
Modify the specific timeframes monitored by the MTF panel, alter its position, and heavily customize the color palettes for all sweep zones, lines, heatmaps, and interface text.
🔍 Deconstruction of the Underlying Scientific and Academic Framework
● Theoretical Foundations
The architecture of this script is grounded in several well-documented financial theories, primarily focusing on Auction Market Theory and the statistical modeling of price volatility distributions.
• Auction Market Theory and Liquidity
The core premise of the sweep detection logic rests securely on the concept of order matching and liquidity cascades. Markets move constantly to facilitate trade, frequently gravitating toward areas with a high density of resting stop orders, such as historical highs and lows. When these areas are breached but fail to attract aggressive participation, the auction process is deemed to have failed. This script mathematically quantifies these failed auctions by tracking the spatial relationship between the breakout wick and the closing price relative to the historical pivot.
• Statistical Variance and Normalization
The tool heavily utilizes the Average True Range (ATR) as a core normalization factor. Financial time series exhibit continuous heteroskedasticity, meaning volatility varies over time. Hardcoding a fixed point-value for concepts like "Equal Highs" or "Trailing Stops" is mathematically flawed. By utilizing ATR ratios, the algorithm rapidly adapts its spatial thresholds to the current standard deviation of price movement, ensuring highly consistent behavior across varying market regimes and asset classes.
• Momentum Divergence and Rate of Change
The inclusion of oscillators like the Relative Strength Index (RSI) and Moving Average Convergence Divergence (MACD) serves to measure the first and second derivatives of price—specifically velocity and acceleration. By actively requiring a divergence between price extremes and momentum extremes, the script effectively filters for environments where the kinetic energy of the prevailing trend is decaying, thereby increasing the statistical probability of a mean-reverting event or structural reversal.
• Volume Delta Approximation
While granular tick data is technically required for an exact volume delta calculation, the script employs a highly robust approximation algorithm that distributes volume proportionally across the candle's spread. This provides a quantifiable metric of localized supply and demand imbalances, adhering strictly to the Wyckoffian principle of Effort versus Result, ensuring that price moves are backed by actual transactional weight.
⚠️ Disclaimer
All provided scripts and indicators are strictly for educational exploration and must not be interpreted as financial advice or a recommendation to execute trades. We expressly disclaim all liability for any financial losses or damages that may result, directly or indirectly, from the reliance on or application of these tools. Market participation carries inherent risk where past performance never guarantees future returns, leaving all investment decisions and due diligence solely at your own discretion. 指标
Classic Strategy Reality Check [Tessen]Pick a famous strategy and see what it actually did on the chart you're looking at — after fees.
Five classics, selectable in settings:
- Golden Cross (SMA 50/200 flip)
- RSI 30/70 mean reversion
- MACD histogram momentum
- Bollinger Band reversion
- Stochastic 20/80
The panel books every state flip as a trade on candle close, charges your fee input per side, and reports: closed trades, win rate, average net per trade in basis points, total compounded return vs simply buying and holding the same window, and max drawdown. An open trade is excluded, not hidden.
What it is NOT: signals, alerts, or a recommendation. One symbol's history is not evidence of an edge — a strategy that "works" on this chart may be riding one trend it will give back. The verdict line says so to your face, including the case most tools won't show you: positive after fees but still worse than holding.
Every number is computed locally from the chart you're viewing. No repainting: state flips are evaluated on closed candles only.
1. If the win rate looks great but avg net is negative, you've met the win-rate trap.
2. If total return is positive but below buy & hold, the strategy cost you money twice — in fees and in foregone gains.
3. If it survives all of that on YOUR chart: demand out-of-sample evidence before trading it. History that picked the strategy can't also be the proof. 指标
Elaris Market Energy [Professional]Elaris Market Energy
Overview
Elaris Market Energy is a multi-factor oscillator designed to evaluate the strength, direction, participation, and sustainability of market movement.
Rather than relying on a single momentum calculation, the indicator combines several independent market characteristics into one normalized energy score. The goal is to help traders distinguish between weak price movement, developing participation, strong directional expansion, compression, and potential exhaustion.
The Market Energy score is displayed in a separate oscillator panel and generally ranges from -100 to +100.
* Positive values represent bullish market energy.
* Negative values represent bearish market energy.
* Values near zero represent neutral conditions, weak participation, or market compression.
This indicator is intended to support market analysis and confirmation. It is not presented as a complete trading system and does not guarantee future price movement.
---
Core Market Energy Model
The final Market Energy score is calculated from six configurable components.
Price Impulse
Measures directional price displacement relative to current market volatility.
This helps distinguish meaningful movement from ordinary price fluctuations.
Candle Conviction
Evaluates the structure of the current candle using:
* Candle body size
* Closing position inside the candle range
* Upper and lower wick balance
* Bullish or bearish candle direction
A strong directional candle generally contributes more energy than an indecisive candle.
Volume Participation
Compares current volume with its recent average and evaluates whether market participation supports the current directional move.
On symbols where volume data is unavailable or limited, the volume component may provide less information.
Range Expansion
Measures whether the current true range is expanding relative to recent market activity.
Range expansion can help identify periods where volatility and directional participation are increasing together.
Trend Alignment
Evaluates:
* Price position relative to an internal trend average
* Direction and slope of the trend average
* Alignment between current movement and broader market direction
This component helps reduce the influence of momentum that is moving against the prevailing trend structure.
Momentum Efficiency
Combines directional momentum with movement efficiency.
Movement efficiency compares the net price displacement with the total distance traveled. Cleaner directional movement generally produces a stronger reading than unstable or highly overlapping price action.
---
Directional Movement Confirmation
The indicator also uses Directional Movement Index information.
The relationship between positive and negative directional movement helps confirm whether bullish or bearish pressure is dominant.
ADX is used as a supporting measurement of trend strength. It does not independently determine the Market Energy score and is applied as a controlled confirmation component.
---
Market Regimes
The indicator classifies market conditions into several practical regimes.
Compression
Market Energy remains close to zero, suggesting limited directional participation or reduced momentum.
Compression can occur during consolidation, low volatility, or periods of market indecision.
Bullish or Bearish Energy
Directional participation is developing, but the movement has not yet reached the strong-energy threshold.
Strong Bullish or Bearish Energy
Multiple components are aligned and directional participation has increased.
These conditions may support continuation analysis when confirmed by price structure.
Extreme Energy
The oscillator has reached an unusually strong directional reading.
Extreme energy can represent:
* Strong continuation
* Rapid volatility expansion
* Late-stage momentum
* A condition that may eventually transition into exhaustion
An extreme reading should not automatically be interpreted as a reversal signal.
Fading Energy
Directional energy remains elevated but is beginning to weaken.
Fading energy may indicate reduced participation, consolidation, or potential exhaustion. Price confirmation remains important.
---
Signal Types
Bullish Energy Entry
A bullish signal may appear when:
* Market Energy crosses above the selected entry threshold
* Energy is above its signal line
* Energy acceleration is positive
* Enabled trend and directional filters are satisfied
* Optional volume and candle-quality filters are satisfied
Bearish Energy Entry
A bearish signal uses the opposite conditions:
* Market Energy crosses below the negative entry threshold
* Energy is below its signal line
* Energy acceleration is negative
* Enabled bearish filters are satisfied
Compression Release
Compression-release markers identify a transition from low-energy conditions into directional expansion.
These signals are intended to highlight developing volatility and participation after a compressed market phase.
Energy Exhaustion
Exhaustion markers identify situations where:
* Energy recently reached an extreme level
* The energy score begins to decline
* Energy acceleration turns against the previous direction
* Price begins showing an opposing reaction
Exhaustion markers are warnings of weakening momentum. They do not confirm a complete trend reversal on their own.
---
Visual Elements
Energy Histogram
The histogram displays both direction and intensity.
* Bullish columns represent positive energy.
* Bearish columns represent negative energy.
* Stronger opacity represents increasing directional intensity.
* Faded columns indicate weakening energy.
Energy Line
The main line shows the smoothed composite Market Energy score.
Signal Line
The signal line provides a slower reference for identifying changes in short-term energy direction.
Energy Cloud
The cloud between the Energy line and Signal line provides a quick visual representation of bullish or bearish energy alignment.
Regime Background
Optional background shading highlights:
* Strong bullish conditions
* Strong bearish conditions
* Market compression
Dashboard
The optional dashboard summarizes:
* Current Market Energy score
* Current market regime
* Energy acceleration
* Relative volume
* ADX
* Price impulse
* Candle conviction
* Volume pressure
* Range expansion
* Trend alignment
* Momentum efficiency
* Signal confirmation mode
The dashboard is intended to provide a quick overview without requiring the trader to interpret each internal calculation separately.
---
Calculation Profiles
Fast
Uses shorter internal calculation lengths.
This profile reacts more quickly but may also produce more frequent changes and additional noise.
It may be suitable for lower-timeframe analysis when combined with strict filters.
Balanced
Provides a middle ground between responsiveness and stability.
This is the default profile and is suitable as a general starting point.
Conservative
Uses longer calculation lengths.
This profile produces slower and generally more stable readings, which may be useful on higher timeframes or when fewer signals are preferred.
---
Suggested Usage
The indicator can be used for several types of market analysis.
Trend Confirmation
Bullish price structure combined with positive and increasing Market Energy may support bullish continuation analysis.
Bearish price structure combined with negative and decreasing Market Energy may support bearish continuation analysis.
Breakout Confirmation
A breakout accompanied by:
* Range expansion
* Increased relative volume
* Strong impulse
* Rising Market Energy
may have greater participation than a breakout occurring during weak or compressed energy.
Pullback Analysis
During a broader trend, temporary energy weakness followed by renewed directional acceleration may help identify continuation conditions.
Compression Monitoring
Low absolute Market Energy can help identify markets that are consolidating or losing directional participation.
A later compression release may highlight the start of renewed expansion.
Exhaustion Monitoring
Extreme energy followed by weakening acceleration may help traders identify when a mature move is losing participation.
This should be combined with price structure, support and resistance, liquidity levels, or other confirmation methods.
---
Recommended Starting Settings
For lower timeframes, traders may consider:
* Fast or Balanced profile
* Higher entry threshold
* Volume filter enabled
* Candle-quality filter enabled
* Candle-close confirmation enabled
For medium timeframes, the Balanced profile and default settings provide a practical starting point.
For higher timeframes, the Conservative profile may provide smoother regime identification and fewer short-term fluctuations.
Settings should be adjusted based on the symbol, timeframe, liquidity, and trading approach.
---
Alerts
The script includes alert conditions for:
* Bullish Energy Entry
* Bearish Energy Entry
* Bullish Compression Release
* Bearish Compression Release
* Bullish Energy Exhaustion
* Bearish Energy Exhaustion
* Strong Bullish Regime
* Strong Bearish Regime
* Energy Compression
For stable alerts, enabling candle-close confirmation and selecting “Once Per Bar Close” when creating the TradingView alert is recommended.
---
Repainting Information
Elaris Market Energy does not use future data, lookahead logic, or future-confirmed pivot calculations.
The indicator does not repaint historical closed-bar signals when candle-close confirmation is enabled.
The live Market Energy value may change while the current candle is still forming because price, volume, candle range, and volatility are still changing.
When “Confirm Signals On Candle Close” is enabled, signals are only confirmed after the candle closes.
When this setting is disabled, signals may appear during an open candle and may disappear before that candle closes.
---
Important Notes
This indicator is a technical analysis tool and should not be interpreted as financial advice.
Market Energy measures current and historical market conditions. It does not predict future results with certainty.
Signal performance can vary significantly across:
* Symbols
* Asset classes
* Timeframes
* Volatility conditions
* Liquidity environments
* Trending and ranging markets
Traders should use appropriate risk management and independently evaluate all trading decisions.
指标
指标
Adaptive Source Supertrend (TESSEN)
Most Supertrend implementations do two things by default: use a fixed price source (usually hl2) and a fixed ATR multiplier. Both are decisions, not laws. This version makes them adaptive.
Source selection: on every bar, the script computes Kaufman's Efficiency Ratio — a public-domain formula from Perry Kaufman's KAMA — independently for Open, High, Low, and Close. ER measures how directionally a series has moved over a lookback window (1.0 = clean trend, 0.0 = pure noise). Whichever OHLC series currently has the highest ER becomes the working price source for the moving average and the trailing stop. A hysteresis margin (adjustable) stops it flipping between two near-tied sources on every bar.
Band width: the ATR multiplier isn't fixed either. It scales with a volatility percentile rank — where current ATR sits relative to its own recent range. Bands widen automatically in high-volatility regimes and tighten in low-volatility regimes, instead of using one multiplier for every market condition.
What it deliberately doesn't do: no signals dressed up as certainty, no repainting (all selection and flips evaluate on confirmed bars only), no performance claims. A dynamic source and adaptive bands are a different set of assumptions than the classic version — not a guaranteed improvement. Backtest both on your own instrument before trusting either.
Includes: adjustable MA type on the selected source, BUY/SELL labels and glow fills on trend flips, source-switch markers, and alerts for both trend flips and source switches. 指标
Classic Pattern EngineIs a chart-pattern detection tool built around confirmed swing pivots.
The script identifies selected classic chart-pattern structures and draws them directly on the chart. It is designed as a visual pattern-mapping tool, not as an automated trading system.
What the script detects
Reversal patterns:
- Double Top
- Double Bottom
- Triple Top
- Triple Bottom
- Head and Shoulders
- Inverted Head and Shoulders
Continuation / structure patterns:
- Rectangles
- Ascending Triangle
- Descending Triangle
- Symmetrical Triangle
- Rising Wedge
- Falling Wedge
- Bull Flag
- Bear Flag
- Bullish Pennant
- Bearish Pennant
How it works
The script uses confirmed pivot highs and pivot lows to build a swing structure. It then compares the most recent confirmed swings against geometric conditions such as:
- Similarity of highs or lows
- Pattern height relative to ATR
- Slope of upper and lower boundaries
- Convergence or parallel behavior
- Pattern duration
- Flag or pennant context when applicable
Each detected pattern receives a quality score. This score is based on the geometry of the pattern, such as symmetry, height, similarity of key swing points, slope behavior, and structure fit. The score is intended to help users filter weaker shapes from cleaner structures.
Entry, Stop, and Target levels
The script can display Entry, Stop, and Target reference levels for detected patterns.
These levels are geometric references derived from the detected pattern structure. They are not trade recommendations.
The script can also track the state of the detected setup:
- Pending: the pattern is detected but entry has not been triggered
- Active: entry level has been reached
- Target Hit: price reached the target reference level
- Stop Hit: price reached the stop reference level
- Expired: the setup remained unresolved beyond the selected time window
The Entry label can also show an estimated R:R value based on the distance between Entry, Stop, and Target.
Main settings
Detection:
- Pivot strength
- Equality tolerance in ATR
- Minimum pattern height
- Minimum pattern quality
- Maximum pattern length
Display:
- Show only latest pattern
- Show pattern lines
- Show entry / stop / target levels
- Show R:R in entry label
- Fade inactive levels after result
- Entry / stop / target projection length
- Pattern line width
- Entry / stop / target line width
- Entry / stop / target label size
Colors:
- Pattern colors
- Entry line color
- Stop line color
- Target line color
- Entry text color
- Stop text color
- Target text color
- Resolved / inactive level styling
How to use
Use the indicator as a visual assistant for identifying and reviewing chart-pattern structures.
A detected pattern means the required swing geometry has formed. It does not mean that the pattern will complete successfully or that price will reach the target.
Users can choose to display only the latest pattern for a clean chart, or keep more visual history by changing the display settings.
Repainting note
This script uses confirmed pivot highs and confirmed pivot lows. A pattern can only be detected after the required pivot confirmation bars have passed.
For this reason, pattern drawings may appear on earlier swing points after confirmation. This is a normal confirmation delay caused by pivot-based detection.
The script does not use lookahead. Entry, stop, target, and state labels update only as new bars develop after a pattern has been detected.
Limitations
Chart patterns are geometric interpretations of price structure. Different traders may classify the same structure differently.
The displayed Entry, Stop, Target, and R:R values are reference levels calculated from the pattern geometry. They should not be treated as financial advice, trading instructions, or guaranteed outcomes.
The indicator is intended for chart analysis, education, and visual pattern review. 指标
指标
Relative Strength (RS) - Mansfield StyleRelative Strength (RS) measures how a symbol performs against a chosen
benchmark. Instead of plotting the raw price ratio — whose scale differs
from one symbol to another and makes comparison difficult — this script
normalizes the ratio (symbol close / benchmark close) against its own
simple moving average over a configurable lookback "Period". The result
is a zero-centered line that reads the same way on any symbol:
- RS above 0 and rising → the asset is outperforming the benchmark
- RS below 0 and falling → the asset is underperforming
- Zero-line crossings → shifts in relative leadership
Only the direction and the position relative to zero matter, not the
absolute value.
█ HOW IT WORKS
1. The script requests the benchmark's close on the selected timeframe.
2. It computes the raw ratio: symbol close / benchmark close.
3. The ratio is divided by its SMA over the "Period" lookback, minus 1 —
expressing how far the current relative strength stands above or
below its recent average.
4. An optional moving average of RS can be displayed as a signal line.
█ INPUTS
- Comparative Symbol: the benchmark (an index such as SPX, a sector
index, or any peer symbol — e.g. compare gold against silver).
- Period (default 50): normalization lookback. Shorter = more reactive,
longer = smoother and slower.
- Show Moving Average / Moving Average Period: optional smoothing line.
- Timeframe: leave empty to use the chart's timeframe, or select a
higher timeframe for multi-timeframe analysis.
█ HOW TO USE
Apply the indicator to any symbol. When RS holds above zero, the asset
is leading its benchmark — favor it for relative-strength strategies
(buy strength). When RS holds below zero, the asset is lagging — avoid
it or rotate out. Zero-line crossovers flag early changes in relative
leadership, and two built-in alerts fire on these crossings.
RS is a relative tool, not a timing tool: an asset can outperform a
falling benchmark while still declining in absolute terms. Combine it
with your own trend or entry criteria.
█ CREDITS
The normalization method follows the Mansfield Relative Strength
concept popularized by Stan Weinstein in "Secrets for Profiting in
Bull and Bear Markets".
█ NOTE ON HIGHER TIMEFRAMES
When a higher timeframe is selected in the Timeframe input, the value
of the current forming bar updates until that bar closes. Historical
values do not repaint. 指标
Volatility Squeeze Breakout [JOAT]Volatility Squeeze Breakout
Finds volatility compression — when Bollinger Bands contract inside the Keltner Channel — and signals the directional release with a built-in energy gauge.
What it is
Markets alternate between coiling and expanding. This indicator detects the coil using the classic squeeze relationship between two well-known volatility envelopes, quantifies how much energy has built up, and then signals the breakout in the direction momentum actually resolves. It is an original implementation with a charge model and full trade framing, not a bare squeeze dot script.
How it works
• The squeeze — a squeeze is on when the Bollinger Bands (price standard deviation) contract entirely inside the Keltner Channel (ATR-based). This means realised volatility has fallen below its typical range and the market is compressing.
• Charge / energy — while the squeeze persists, the tool tracks how long and how tightly the market has been coiled and expresses it as a 0–100 charge. A longer, tighter coil stores more potential energy for the eventual expansion.
• Momentum direction — a smoothed momentum measure determines which way the coil is leaning, so the breakout is read directionally rather than as a neutral event.
• The release — a Buy fires when the squeeze releases with rising positive momentum; a Sell fires when it releases with falling negative momentum. The release is a discrete event, and a minimum-gap control prevents repeated prints around the same break.
Trade levels
On a signal, a red risk box marks entry to the ATR stop and a green reward box marks entry to the third target, with inner dividers and right-edge labels for entry, stop and each take-profit at your R multiples.
The dashboard
An adjustable energy-gauge panel shows the squeeze state, the charge that had accumulated at the moment of release, the momentum direction, a conviction estimate, the active signal, and a live first-target-before-stop tally from closed bars only.
How to use it
• Works on any asset and timeframe; volatility cycles exist at every scale.
• Watch the charge build during a squeeze, then act on the release in the momentum direction.
• Higher charge readings indicate a longer coil, which some traders treat as a higher-quality setup — but a big coil can still resolve in either direction, so the momentum gate matters.
Settings
Bollinger length and multiplier, Keltner length and ATR multiplier, momentum length, release and charge options, risk multiple and target R multiples, plus visual and dashboard controls.
Originality and usefulness
The squeeze concept is public domain; the value added here is the charge model that turns coil duration and tightness into a readable energy figure, the directional momentum gate on the release, and the integrated non-repainting trade framing — combined and explained so a trader can see exactly why each breakout is flagged.
Notes and limitations
• Squeeze breakouts can fail or fake out; a release does not guarantee follow-through.
• The charge measures compression, not direction — always confirm with the momentum reading and your own context.
• The tally reflects only past bars on the current chart and is not a prediction.
• Educational and analytical tool, not financial advice.
— made with passion by officialjackofalltrades
指标
Multiday VWAP by ByblloMultiday VWAP by Bybllo
OVERVIEW
This indicator plots up to 5 independent rolling Volume Weighted Average Price (VWAP) lines, each anchored a different number of calendar days back from the present bar (default: 2, 3, 4, 5, and 6 days back). Unlike a standard session VWAP that resets every day, each line here accumulates price*volume continuously from its own anchor day up to the current bar, giving traders a set of rolling reference levels for recent multi-day price/volume balance.
I built this for my own trading because I couldn't find an existing community script that did exactly this — a set of independent, multi-day rolling VWAP lines in one indicator — so I'm sharing it in case it's useful to others too.
KEY FEATURES
- 5 independently configurable rolling VWAP lines — toggle visibility, set the lookback in calendar days, and pick a color for each line individually.
- Lookback days are entered as calendar days (weekends included), so "6 days back" always lands on the same relative session regardless of where in the week you are.
- Real-price calculation — prices are pulled via request.security() against the plain ticker, so the VWAP values are identical whether your chart is displaying candlesticks, Heikin Ashi, Renko, or any other non-standard chart type. Volume is unaffected by chart type and is used as-is.
- Robust new-day detection — instead of relying on the chart's own bar-by-bar progress to detect a new trading day (which can be unreliable right after the chart first loads), this script requests daily-resolution data directly. Daily data loads much faster than intraday data, so the VWAP anchors are detected reliably even immediately after opening the chart.
HOW TO USE
Open the indicator settings and, for each of the 5 lines, set how many calendar days back you want that VWAP to start accumulating from. Use the lines as dynamic support/resistance or fair-value reference levels, similar to how a session VWAP is used, but for multi-day accumulation periods.
NOTES
- This script requires volume data from your data provider. If no volume is available for the symbol, the VWAP values will not calculate correctly.
- "Rolling Days" counts calendar days, not trading/session days.
Feedback and suggestions are welcome. 指标
指标
T4T High Probability Order BlocksMost order block indicators mark every last opposing candle before a move. This one doesn't. My HP-OB indicator only plots an order block when the full sequence that give OB its meaning is present - liquidity taken, displacement, and a FAVG - so what's on your chart is a shortlist, not a wallpaper.
How an OB qualifies
A bullish OB requires three consecutive candles to each do their job:
1. The OB candle - bearish candle that engages sell-side liquidity: a lower against recent price, a raid of a prior swing low, or a tap of equal/relatively equal lows. It must also hold the extreme move.
2. The displacement candle - a candle with real conviction.
3. The confirmation candle - its close must leave a clean FVG behind - No gap > No order block!
Everything is mirrored for bearish OBs. Nothing plots until the confirmation candle closes - no repainting, no provisional boxes.
Zone management
Zones extend forward until price interacts with them. A tap into the zones dims after the OB has been tested; a close through the far side retires it. Delays for both are configurable, and stale zones are automatically pruned so charts stay readable.
Settings
Pivots sensitivity, displacement strength, equal-level tolerance, and lower -lower lookback are all adjustable, along with zone boundaries, colours, and optional FVG boxes.
Alerts
Four built-in conditions: new bullish OB, new bearish OB, and first test of either - so you can wait for price to come to your level instead of chasing.
This tool mark structure; it doesn't make decisions. Fewer, cleaner zones and the discipline to wait for them - #PatiencePays 指标
GMS Ultimate IndicatorGMS Ultimate Indicator 9.0 is a customizable multi timeframe market structure and price action tool designed to help traders stay aligned with the dominant side of the market.
It analyzes the Daily, 4H, 1H, 15M, 5M, and 1M trends using HH/HL and LH/LL structure, while identifying pullbacks, consolidation, liquidity sweeps, BOS, CHOCH, protected structure, reaction zones, retests, and rejection candles. Its setup engine helps locate higher probability entries within the broader trend, with adjustable alerts, dashboard layouts, and display settings.
For analysis and educational purposes only. Use proper risk management and backtesting. 指标
策略
