KF_ANALYTICSKF-ANALYTICS™ — Analytics Services™ library for THE KINGFISHER™ architecture.
Provides the constitutional analytics layer, including analytics identity, canonical constants, enumerations, runtime contracts, deterministic utility functions, manifest governance, engineering standards, health monitoring, diagnostics, and consolidated analytics summaries.
Designed as a modular, deterministic, non-executive analytics foundation for the wider THE KINGFISHER™ ecosystem. Library
Multi-Timeframe MA & VWAP FrameworkOverview
The Multi-Timeframe MA & VWAP Framework is a highly customizable, all-in-one trend and volume tracking tool. Designed for professional and minimalist traders, this framework allows you to build the ultimate moving average ribbon without cluttering your charts.
Instead of stacking multiple indicators, this single script gives you access to 10 fully customizable moving averages, 3 true time-based Rolling VWAPs, and integrated SSL Hybrid baselines—all controllable via clean master toggles and right-edge labels.
🔑 Core Features
1. 10 Fully Customizable Moving Averages
Configure up to 10 independent MAs. For each line, you can select:
Type: SMA, EMA, WMA, VWMA, RMA, HMA, ALMA, DEMA, TEMA, and standard VWAP.
Timeframe: Native Multi-Timeframe (MTF) support. Plot 1H, 4H, 1D, or 1W MAs directly on your intraday chart.
Style: Line, Circles, Crosses, Stepline, or Area.
Color & Visibility: Individual toggles for every single MA.
2. Group Master Toggles
To keep your chart perfectly clean, MAs are grouped into three categories (1-4, 5-8, 9-10). Use the Master Toggles to instantly show or hide entire groups without changing individual settings.
3. True Rolling VWAP Engine
Standard VWAPs reset every session. This framework includes a custom-built True Rolling VWAP engine that uses arrays to track exact time windows.
Set a Multiplier and a Timeframe (e.g., 7x 1D for a 7-day Rolling VWAP, or 2x 4H for an 8-hour Rolling VWAP).
The engine dynamically prunes old volume data, ignoring weekends and chart gaps for mathematically accurate institutional volume tracking.
4. Integrated SSL Hybrid Baselines (MAs 9 & 10)
By selecting "SSL1" or "SSL2" for MA 9 and 10, you activate the SSL Hybrid baseline logic. This plots a Hull Moving Average (HMA) baseline with Keltner Channel bands. The baseline dynamically changes color (Bullish, Bearish, Neutral) based on price location, providing instant trend confirmation.
5. Smart Right-Edge Labels
Keep track of your MAs without guessing. The framework places tiny, clean labels on the right edge of the chart detailing the MA Type, Length, and Timeframe (e.g., EMA 50 4H). Label sizes are adjustable (Tiny, Small, Normal).
6. Optional Pair Fills
Enable translucent fills between paired MAs (1-2, 3-4, 5-6, etc.). The fill color dynamically changes based on which MA is currently higher, acting as a subtle visual cue for trend shifts and volume divergence.
🛠 How to Use This Framework
Start Clean: By default, MAs 1-4 are active. Use these for your primary trend (e.g., VWMA/SMA 50 combinations).
Add MTF Anchors: Enable MAs 5-8 and set their timeframes to higher periods (e.g., 4H, 1D, 1W) to see where higher-timeframe price action is respecting moving averages.
Activate SSL for Trend Confirmation: Turn on MA 9 or 10, set the type to SSL1/SSL2, and watch the baseline dynamically shift colors to confirm your trade direction.
Add Institutional Volume: Enable the Rolling VWAPs. A 1x 1D RVWAP gives you the standard daily anchor, while a 30x 1D RVWAP gives you a macro 30-day institutional average.
Declutter: If you only want to look at the SSL and a single EMA, uncheck the Master Toggles for the groups you don't need.
📌 Credits & Inspirations
This framework is an open-source compilation heavily modified and custom-coded into a unified suite. Special thanks to the original concepts:
Rolling VWAP concept: PulseWire Official Rolling VWAP
VWMA/SMA Divergence logic: VWMA/SMA Breakout and Divergence Detector
SSL Hybrid baseline: SSL Hybrid by KivancOzbilgic
⚠️ Disclaimer
This script is provided for educational and analytical purposes only. It is not financial advice. Always test indicators on a paper trading account before incorporating them into a live trading strategy. Indicator
GEEN Smart Signal What it does
GEEN Smart Signal is not a single-indicator tool. It combines several classic analysis engines into one weighted Decision Engine that scores every trade candidate from 0 to 100, then only prints signals that pass a minimum confidence threshold. Every signal comes with a full breakdown showing exactly why it was accepted.
How it works
A signal candidate is generated by an ATR trailing-stop flip (with optional Heikin Ashi smoothing of the calculation source). The candidate is then evaluated by 8 engines, each contributing a weighted score:
Market Structure (20 pts) — pivot-based HH/HL/LH/LL classification, BOS and CHoCH detection
Trend (20 pts) — EMA 50/100/200 stack, classified into 5 states from strong bullish to strong bearish
Momentum (15 pts) — RSI position + ADX strength, used as confirmation only
Volume (15 pts) — current volume vs. 20-bar average, rewarding volume spikes
Liquidity (10 pts) — liquidity sweeps of prior swings, price inside a Demand/Supply zone or FVG, and Premium/Discount location vs. equilibrium
Volatility (10 pts) — ATR vs. its average, filtering out dead markets
Multi-Timeframe (10 pts) — 1H/4H/D trend alignment (closed-bar data only)
Risk (10 pts) — estimated reward-to-risk toward the nearest opposing swing
The total is normalized to 100. Below the minimum threshold (default 60) the signal is rejected (WAIT). 60–75 prints as weak, 75–85 as good, above 85 as strong. Clicking any signal arrow shows the per-engine score breakdown, entry, ATR stop, and 1R/2R/3R targets.
Chart elements
Structure labels (HH/HL/LH/LL, BOS, CHoCH), auto Order Blocks with mitigation removal, Fair Value Gaps, Equal Highs/Lows (EQH/EQL), session Kill Zones (Asia/London/New York, with an optional session filter), a main panel (decision, confidence, trend, momentum, risk, entry/SL/TP, RR, 5-timeframe view, active session, SMT check vs. a correlated symbol), and a monthly statistics panel that tracks how many signals reached TP1/TP2/TP3 or hit the stop — so you can measure performance yourself on any symbol and timeframe.
Anti-repaint design
Signals are confirmed on bar close only, higher-timeframe data uses closed bars with lookahead off, and structure breaks are evaluated on confirmed closes.
How to use
Works on any symbol and timeframe. Start with defaults, or raise the minimum confidence and enable the London/New York session filter for intraday trading. Alerts are included for buy/sell and for strong (85+) signals. This tool is for educational purposes and is not financial advice; no indicator guarantees results — always use proper risk management. Indicator
EVA Ai+ Radar v25.2 Screener - Crypto & Stock LONG SHORT Si🧬 EVA Ai+ Radar — профессиональный рыночный скринер и индикатор для PulseWire, созданный для быстрого поиска перспективных торговых инструментов среди российских акций и популярных криптовалют.
Система одновременно анализирует до 20 активов, рассчитывает приоритет каждого инструмента и автоматически сортирует рынок по силе текущего движения. Вместо ручного переключения между графиками трейдер получает компактную премиальную панель с готовым рейтингом активов.
🔎 Что анализирует EVA Ai+ Radar
Для каждого инструмента рассчитываются:
направление краткосрочного и среднесрочного тренда;
положение цены относительно EMA;
сила тренда через ADX и DMI;
состояние RSI;
относительный торговый объём;
направленный рыночный поток Flow;
изменение цены;
итоговая сила и приоритет сигнала.
📊 Сигналы скринера
🟢 LONG — подтверждённое преимущество покупателей и восходящее направление.
🔴 SHORT — подтверждённое преимущество продавцов и нисходящее направление.
🟡 РАНО ↑ / РАНО ↓ — раннее формирование движения до достижения строгого порога основного сигнала.
⚪ НАБЛ. — инструмент пока не имеет достаточного преимущества для подтверждённого входа.
⚡ Два режима работы
RADAR — строгий режим для поиска подтверждённых сигналов LONG и SHORT.
РАНО — расширенный режим, дополнительно показывающий инструменты, в которых движение только начинает формироваться.
🛡️ Защита от перерисовки
По умолчанию скринер использует данные только закрытых свечей выбранного таймфрейма:
без lookahead_on;
без смещения сигналов в прошлое;
без перерисовки подтверждённых значений;
с безопасной обработкой недоступных торговых инструментов
🌍 Поддерживаемые рынки
🇷🇺 Российские акции Московской биржи:
Сбербанк;
Газпром;
Лукойл;
Роснефть;
Новатэк;
Норникель;
Полюс;
Татнефть;
ВТБ;
Яндекс.
₿ Криптовалюты:
Bitcoin;
Ethereum;
Solana;
BNB;
XRP;
Dogecoin;
Cardano;
Avalanche;
Chainlink;
Toncoin.
Все тикеры можно изменить в настройках индикатора.
⚙️ Основные возможности
✅ Скринер акций и криптовалют
✅ Одновременный анализ 20 инструментов
✅ Торговые сигналы LONG и SHORT
✅ Раннее обнаружение движения
✅ Автоматический рейтинг активов
✅ Анализ тренда, объёма, RSI, ADX и DMI
✅ Относительный объём и Flow
✅ Индикатор без перерисовки
✅ Настраиваемый таймфрейм
✅ Алерты PulseWire
✅ Премиальный интерфейс EVA
✅ Безопасная обработка недоступных тикеров
⚠️ Важная информация
EVA Ai+ Radar является аналитическим инструментом и не представляет собой инвестиционную рекомендацию. Сигналы индикатора необходимо оценивать совместно с рыночным контекстом, управлением капиталом и контролем риска.
🧬 EVA Ai+ Radar is a professional PulseWire market scanner designed to help traders quickly identify strong opportunities across major cryptocurrencies and Russian stocks.
The screener analyzes up to 20 markets simultaneously, calculates a priority score for every symbol, and automatically ranks instruments according to current trend strength and market momentum. Instead of manually switching between multiple charts, traders receive a compact premium dashboard with a structured market overview.
🔎 What EVA Ai+ Radar analyzes
For every selected symbol, the system evaluates:
short-term and medium-term trend direction;
price position relative to exponential moving averages;
trend strength using ADX and DMI;
RSI momentum;
relative trading volume;
directional market Flow;
price change;
final signal strength and priority score.
📊 Screener signals
🟢 LONG — confirmed bullish advantage and positive market direction.
🔴 SHORT — confirmed bearish advantage and negative market direction.
🟡 EARLY ↑ / EARLY ↓ — an emerging directional setup detected before the strict signal threshold is reached.
⚪ WATCH — the asset does not currently have enough directional advantage for a confirmed signal.
⚡ Two scanning modes
RADAR — strict mode designed to identify confirmed LONG and SHORT signals.
EARLY — expanded mode that also identifies assets where a new directional move may be starting.
🛡️ Non-repainting calculation
By default, the screener uses confirmed data from closed candles on the selected timeframe:
no lookahead_on;
no historical signal backfilling;
no repainting of confirmed values;
safe processing of unavailable or unsupported symbols.
If one selected ticker is temporarily unavailable, the remaining markets continue to be calculated normally.
💎 Premium EVA dashboard
The dashboard displays:
market ranking;
symbol;
LONG, SHORT, or EARLY signal;
signal strength;
percentage price change;
RSI and relative volume;
directional Flow;
number of active LONG, SHORT, and EARLY signals;
selected timeframe and calculation mode.
The visible list can be adjusted from 5 to 20 rows, while all enabled markets continue to be analyzed.
🔔 PulseWire alerts
The screener includes three alert conditions:
confirmed LONG signal detected;
confirmed SHORT signal detected;
EARLY directional setup detected.
Alerts can be configured using the standard PulseWire alert system.
🌍 Supported markets
🇷🇺 Russian stocks:
Sberbank;
Gazprom;
Lukoil;
Rosneft;
Novatek;
Norilsk Nickel;
Polyus;
Tatneft;
VTB;
Yandex.
₿ Cryptocurrencies:
Bitcoin;
Ethereum;
Solana;
BNB;
XRP;
Dogecoin;
Cardano;
Avalanche;
Chainlink;
Toncoin.
Every symbol can be changed through the indicator settings.
⚙️ Main features
✅ PulseWire stock and crypto screener
✅ Simultaneous analysis of 20 symbols
✅ LONG and SHORT trading signals
✅ Early trend detection
✅ Automatic market ranking
✅ Trend, volume, RSI, ADX, and DMI analysis
✅ Relative volume and directional Flow
✅ Non-repainting indicator
✅ Custom scanning timeframe
✅ PulseWire alerts
✅ Premium EVA interface
✅ Safe invalid-symbol handling
⚠️ Disclaimer
EVA Ai+ Radar is an analytical and educational tool. It does not provide financial or investment advice. Every signal should be evaluated together with market context, position sizing, risk management, and independent analysis. Indicator
SNIPERS CANDLESSNIPERS CANDLES
SNIPERS CANDLES is an enhanced PVSRA volume analysis indicator that classifies candles according to relative trading activity while introducing a configurable Volume Participation Baseline for additional market participation analysis.
The indicator combines traditional PVSRA candle classification with an independent participation threshold, allowing traders to compare current trading activity against both recent market behaviour and configurable average volume levels within a single visual tool.
How the Indicator Works
The indicator analyses volume using the PVSRA methodology and classifies each candle into one of three participation levels.
Normal Volume
Represents standard market participation.
150% Volume
Highlights candles where volume exceeds approximately 150% of the recent average, indicating increasing market participation.
200% Volume (Vector Candle)
Highlights candles where volume exceeds approximately 200% of the recent average or produces exceptional volume relative to recent price range activity, identifying significant market participation.
Bullish and bearish candles are colour coded independently to preserve directional context.
Volume Participation Baseline
In addition to standard PVSRA candle classification, SNIPERS CANDLES includes a configurable Volume Participation Baseline.
The Participation Baseline calculates an average volume over a user-defined lookback period and applies an optional multiplier to create a dynamic participation threshold.
This allows traders to compare current trading activity against configurable average participation levels rather than relying solely on fixed PVSRA classifications.
The Participation Baseline is designed to complement the original PVSRA methodology by providing additional context when market participation transitions between below-average and above-average volume.
Instrument Override
For cryptocurrency markets, the indicator can automatically retrieve volume data from the equivalent Binance Perpetual Futures contract when available.
Where an equivalent perpetual contract is unavailable, the indicator automatically falls back to the chart's native volume data.
A manual symbol override is also included for users who wish to specify an alternative volume source.
Features
Traditional PVSRA candle classification
150% and 200% vector candle detection
Independent bullish and bearish candle colouring
Configurable Volume Participation Baseline
Adjustable Participation Baseline lookback period
Configurable Participation Baseline multiplier
Customisable Participation Baseline colour and width
Automatic Binance Perpetual Futures volume support
Manual volume source override
Main-chart candle colouring
Colour-coded volume histogram
Configurable alerts
Alert Conditions
The indicator includes alert conditions for:
Any Vector Candle
Any 200% Volume Peak Vector Candle
Any 150% Volume Rising Vector Candle
Bullish 200% Vector Candle
Bearish 200% Vector Candle
Bullish 150% Vector Candle
Bearish 150% Vector Candle
Volume Crossing the Participation Baseline
Volume Crossing Above the Participation Baseline
Volume Crossing Below the Participation Baseline
Participation Baseline alerts are designed to identify changes in market participation as trading activity transitions above or below the configured threshold.
Intended Use
SNIPERS CANDLES is designed to provide visual context for analysing:
Relative market participation
High-volume trading activity
Volume confirmation
Market momentum
Trend participation
Price action
Multi-timeframe analysis
The indicator is intended as an analytical tool and does not generate automatic buy or sell signals. It is designed to complement the trader's own market analysis, price action and risk management process.
Markets
The indicator can be applied to all PulseWire-supported markets, including:
Forex
Indices
Commodities
Cryptocurrencies
Equities
When enabled, cryptocurrency markets can automatically utilise Binance Perpetual Futures volume where available.
Disclaimer
This open-source indicator is provided free of charge for educational and analytical purposes only. It does not constitute financial advice or a recommendation to buy or sell any financial instrument. Users remain responsible for their own analysis, trading decisions and risk management.
Created by Market Sniper HQ
Trade Like a Sniper, Not Like the Crowd.
Indicator
Echo Vector PVSRA Volume### Credits and licence
The starting point for the relative-volume and volume-spread classification framework was the open-source “Traders Reality PVSRA Volume Suite,” originally created by infernix with library integration by peshocore, under the Mozilla Public License 2.0.
This derivative is independently named and does not use the Traders Reality or Pattern Watchers names as its branding.
The imported library calculation has been replaced with script-level calculations. This implementation adds configurable volume tiers, price-extension filters, volume divergence, optional divergence lines, extreme-volume event detection, body-recovery measurements, expanded alerts, and simplified historical outcome tables.
### Overview
Echo Volume Structure is a volume-analysis indicator that classifies candles according to:
* reported volume;
* candle direction;
* candle range;
* volume multiplied by candle range;
* body size;
* price extension from a configurable EMA.
The classifications are displayed as colour-coded volume columns in a separate pane.
Users can optionally apply the same classification colours to the candles on the main price chart.
The script also includes:
* regular bullish and bearish volume divergence;
* divergence markers and configurable lines;
* extreme-volume event diamonds;
* body-recovery tracking;
* simplified divergence target/stop outcomes;
* recovery statistics;
* configurable alerts.
The indicator identifies when its mathematical conditions are present. It does not establish why the activity occurred and does not predict what price will do afterward.
### Data source
By default, the indicator uses OHLC and volume data from the active chart symbol and timeframe.
The requested values include:
* open;
* high;
* low;
* close;
* volume.
The data is requested with lookahead disabled.
### Symbol override
Users can optionally analyze data from a different symbol instead of the active chart symbol.
The override can also contain a combination of compatible feeds, such as multiple exchange symbols added together.
Adding several data feeds can increase processing requirements.
When symbol override is enabled, users should confirm that the selected source is meaningfully related to the active chart.
Differences in exchange activity, trading hours, price scale, market structure, and volume reporting can cause the classifications to differ from those produced by the chart symbol.
### Volume-spread calculation
The script calculates a volume-spread value by multiplying candle volume by the candle’s high-to-low range.
This allows the classification process to consider both:
* the amount of reported volume;
* the price range produced during that volume.
A candle may qualify for an elevated classification because its volume is unusually high, its volume-spread value is unusually large, or it meets a combination of volume, body-size, and price-extension conditions.
### Candle-classification hierarchy
The script applies a fixed priority hierarchy.
When a candle qualifies for more than one classification, the highest active tier determines its colour.
The hierarchy from highest to lowest is:
1. Echo Peak Up or Echo Valley Down;
2. Ultra Up or Ultra Down;
3. Echo Surge Up or Echo Surge Down;
4. Echo Pulse Up or Echo Pulse Down;
5. Normal Up or Normal Down.
The classifications are internal analytical categories. They are not measurements of trade quality and do not guarantee reversal or continuation.
### Default colour key
The default candle classifications and colours are:
* Echo Peak Up — bright green;
* Echo Valley Down — bright red;
* Ultra Up — dark green;
* Ultra Down — dark red;
* Echo Surge Up — lime green;
* Echo Surge Down — light red;
* Echo Pulse Up — blue;
* Echo Pulse Down — fuchsia;
* Normal Up — light grey;
* Normal Down — dark grey;
* Extreme Volume Event — yellow diamond;
* Bullish Volume Divergence — turquoise upward triangle;
* Bearish Volume Divergence — coral-red downward triangle.
All classification, divergence, and line colours can be adjusted in the indicator settings.
### Echo Peak Up — bright green
An Echo Peak Up candle is bright green by default.
It requires:
* an up candle;
* volume at or above the selected multiple of the longer-term average volume;
* a candle body above the selected multiple of its average body size;
* price above the selected EMA by more than the configured standard-deviation distance.
The longer-term volume, body, EMA, and deviation settings are independently configurable.
Echo Peak Up identifies an unusually large bullish candle occurring while price is extended above its recent mean.
It may be examined as possible climactic or blow-off activity, but it does not prove that a market top has formed.
Price may continue rising after an Echo Peak Up candle.
### Echo Valley Down — bright red
An Echo Valley Down candle is bright red by default.
It requires:
* a down candle;
* volume at or above the selected multiple of the longer-term average volume;
* a candle body above the selected multiple of its average body size;
* price below the selected EMA by more than the configured standard-deviation distance.
Echo Valley Down identifies an unusually large bearish candle occurring while price is extended below its recent mean.
It may be examined as possible climactic or exhaustion activity, but it does not prove that a market bottom has formed.
Price may continue falling after an Echo Valley Down candle.
### Ultra Up — dark green
An Ultra Up candle is dark green by default.
It occurs when:
* the candle closes above its open;
* volume reaches the selected Ultra multiple of the longer-term average;
* the candle does not meet all the additional body-size and price-extension requirements of Echo Peak Up.
Ultra Up identifies exceptionally high reported volume on an up candle relative to the selected baseline.
It does not determine whether the activity represents accumulation, distribution, continuation, short covering, or reversal.
### Ultra Down — dark red
An Ultra Down candle is dark red by default.
It occurs when:
* the candle closes at or below its open;
* volume reaches the selected Ultra multiple of the longer-term average;
* the candle does not meet all the additional body-size and price-extension requirements of Echo Valley Down.
Ultra Down identifies exceptionally high reported volume on a down candle relative to the selected baseline.
It does not determine whether the activity represents accumulation, distribution, liquidation, continuation, or reversal.
### Echo Surge Up — lime green
An Echo Surge Up candle is lime green by default.
It is an up candle that meets at least one of the following conditions:
* volume reaches the selected Surge multiple of the recent average volume;
* the candle’s volume-spread value reaches or exceeds the highest previous volume-spread value within the selected lookback.
The candle must not already qualify for Echo Peak Up or Ultra Up.
Echo Surge Up identifies elevated volume or volume-spread activity on an up candle.
It is not an automatic bullish entry signal and does not guarantee that price will continue rising.
### Echo Surge Down — light red
An Echo Surge Down candle is light red by default.
It is a down candle that meets at least one of the following conditions:
* volume reaches the selected Surge multiple of the recent average volume;
* the candle’s volume-spread value reaches or exceeds the highest previous volume-spread value within the selected lookback.
The candle must not already qualify for Echo Valley Down or Ultra Down.
Echo Surge Down identifies elevated volume or volume-spread activity on a down candle.
It is not an automatic bearish entry signal and does not guarantee that price will continue falling.
### Echo Pulse Up — blue
An Echo Pulse Up candle is blue by default.
It occurs when:
* the candle closes above its open;
* volume reaches the selected Pulse multiple of the recent average;
* the candle does not qualify for Echo Peak Up, Ultra Up, or Echo Surge Up.
Echo Pulse Up represents moderately elevated volume on an up candle relative to the selected lookback.
It does not guarantee that upward movement will continue.
### Echo Pulse Down — fuchsia
An Echo Pulse Down candle is fuchsia by default.
It occurs when:
* the candle closes at or below its open;
* volume reaches the selected Pulse multiple of the recent average;
* the candle does not qualify for Echo Valley Down, Ultra Down, or Echo Surge Down.
Echo Pulse Down represents moderately elevated volume on a down candle relative to the selected lookback.
It does not guarantee that downward movement will continue.
### Normal Up — light grey
A Normal Up candle is light grey by default.
It closes above its open but does not meet any enabled elevated-volume classification.
A normal classification does not mean that the candle is unimportant. It means only that the selected relative-volume and volume-spread thresholds were not reached.
### Normal Down — dark grey
A Normal Down candle is dark grey by default.
It closes at or below its open but does not meet any enabled elevated-volume classification.
A normal classification does not mean that the candle is unimportant. It means only that the selected relative-volume and volume-spread thresholds were not reached.
### How to interpret the colours
The colour describes the candle’s direction and the relative-volume tier detected by the script.
For example:
* bright green identifies Echo Peak Up;
* bright red identifies Echo Valley Down;
* dark green identifies Ultra Up;
* dark red identifies Ultra Down;
* lime green identifies Echo Surge Up;
* light red identifies Echo Surge Down;
* blue identifies Echo Pulse Up;
* fuchsia identifies Echo Pulse Down;
* light grey identifies Normal Up;
* dark grey identifies Normal Down.
The colour should be interpreted together with price location and market structure.
An elevated-volume up candle near resistance may have a different context from the same classification during a breakout.
An elevated-volume down candle near support may have a different context from the same classification during an established decline.
The colour identifies the configured mathematical condition. It does not identify the intent of market participants and is not an instruction to buy or sell.
### How to use the indicator
Apply the indicator to a liquid symbol with usable volume data.
A practical workflow is:
1. Review the broader price trend and market structure.
2. Observe the normal volume behaviour of the selected symbol and timeframe.
3. Identify where elevated-volume colours appear relative to support, resistance, breakouts, failed breakouts, and extended price movement.
4. Compare the direction of each classified candle with subsequent price behaviour.
5. Note whether the event is isolated or part of a sequence of elevated-volume candles.
6. Review any bullish or bearish divergence marker while accounting for its pivot-confirmation delay.
7. Inspect yellow extreme-volume diamonds and whether price later crosses their recovery level.
8. Use the historical tables only as simplified chart-based measurements.
9. Test alerts on the intended symbol and timeframe.
10. Combine the indicator with independent price, volatility, liquidity, and risk analysis.
Do not treat an individual colour, triangle, diamond, ratio, or alert as an automatic trade instruction.
### Example use of an Echo Peak Up candle
When a bright-green Echo Peak Up candle appears, consider:
* whether price is already extended above its recent mean;
* whether the candle appears near established resistance;
* whether the candle closes strongly or leaves a large wick;
* whether subsequent candles continue higher or fail to maintain progress;
* whether similar high-volume activity appeared earlier;
* whether a bearish divergence is also present.
The condition identifies unusual volume, body size, and price extension. It does not prove a reversal.
### Example use of an Echo Valley Down candle
When a bright-red Echo Valley Down candle appears, consider:
* whether price is already extended below its recent mean;
* whether the candle appears near established support;
* whether the candle closes strongly or leaves a large wick;
* whether subsequent candles continue lower or recover;
* whether similar high-volume activity appeared earlier;
* whether a bullish divergence is also present.
The condition identifies unusual volume, body size, and price extension. It does not prove a reversal.
### Example use of Surge and Pulse candles
Echo Surge and Echo Pulse candles identify lower relative-volume tiers than Echo Peak, Echo Valley, and Ultra candles.
A sequence of lime-green or blue up candles during a breakout can show repeated elevated activity.
A sequence of light-red or fuchsia down candles during a decline can show repeated elevated activity.
The same colours near failed breakouts or important support and resistance may have a different context.
The classifications describe relative volume and direction, not future price outcomes.
### Main-chart candle colouring
When main-chart candle colouring is enabled, the script applies the classification colour to the corresponding candles on the price chart.
When disabled, the original price-chart colours remain unchanged while the classified volume columns continue to appear in the indicator pane.
### Background preset
The Dark Background and Light Background options adjust the table text colour for visibility.
The preset does not change the candle-classification colour palette.
Individual candle and line colours can be changed separately.
### Volume moving average
An optional simple moving average can be displayed over the volume columns.
The moving-average period is configurable.
The visible moving average provides an additional reference for current volume, but it is separate from some of the internal classification averages.
Changing the visible moving-average period does not automatically change the internal Peak, Valley, Ultra, Surge, or Pulse thresholds.
### Regular volume divergence
The divergence module compares confirmed pivots in price with confirmed pivots in volume.
It identifies two regular divergence conditions:
* bullish volume divergence;
* bearish volume divergence.
The conditions show structural disagreement between price pivots and volume pivots.
They do not guarantee that price will reverse.
### Bullish volume divergence — turquoise upward triangle
A turquoise upward triangle marks a confirmed bullish volume divergence.
The condition requires:
* price to form a lower confirmed low;
* volume to form a higher confirmed low.
This means price reached a lower pivot while the volume pivot did not form a corresponding lower low.
Users may examine the condition together with:
* nearby support;
* reduced downward progress;
* candle structure;
* broader trend;
* subsequent volume classifications.
Price can continue lower after bullish volume divergence is confirmed.
### Bearish volume divergence — coral-red downward triangle
A coral-red downward triangle marks a confirmed bearish volume divergence.
The condition requires:
* price to form a higher confirmed high;
* volume to form a lower confirmed high.
This means price reached a higher pivot while the volume pivot did not form a corresponding higher high.
Users may examine the condition together with:
* nearby resistance;
* reduced upward progress;
* candle structure;
* broader trend;
* subsequent volume classifications.
Price can continue higher after bearish volume divergence is confirmed.
### Divergence pivot strength
The Divergence Pivot Strength setting is applied to both the left and right sides of each pivot.
Higher values generally produce:
* fewer pivots;
* broader pivot structures;
* later confirmation;
* fewer divergence markers.
Lower values generally produce:
* more pivots;
* narrower structures;
* earlier confirmation;
* greater sensitivity to short-term noise.
There is no universal pivot value that is suitable for every symbol and timeframe.
### Divergence confirmation delay
A divergence is not known on the exact historical pivot bar.
The script must wait for the selected number of right-side bars before the pivot can be confirmed.
Once confirmed, the triangle is displayed on the earlier pivot bar.
For example, a pivot strength of 5 requires five later bars before confirmation.
The marker therefore appears earlier on the historical chart than the time at which the condition became available.
### Divergence lines in the indicator pane
Optional panel lines connect the previous and current volume pivots associated with the divergence structure.
Users can configure:
* bullish line colour;
* bearish line colour;
* line width;
* solid, dashed, or dotted style.
These lines help users inspect the change in volume pivots.
They do not project future movement.
### Divergence lines on the price chart
Optional price-chart lines provide a visual reference between price points associated with the volume-pivot locations.
Users can configure their colour, width, and style independently from the panel lines.
These lines are visual aids and should not be interpreted as projected support, resistance, or a forecast of future price movement.
### Extreme Volume Event — yellow diamond
A yellow diamond identifies an Extreme Volume Event.
The condition requires a combination of:
* an already elevated-volume classification;
* volume at least four times the rolling average of recent qualifying elevated-volume candles;
* the highest volume within the recent 50-bar period;
* a candle range above the recent average range.
The rolling event-volume average becomes available only after the script has collected 30 qualifying elevated-volume observations.
The diamond identifies an unusually large volume-and-range event under the selected rules.
It does not prove:
* manipulation;
* institutional activity;
* accumulation;
* distribution;
* liquidation;
* an imminent reversal.
### Extreme-event recovery level
When an Extreme Volume Event occurs, the script calculates a configurable level inside the candle’s body.
At the default 50% setting, the recovery level is the midpoint between the candle’s open and close.
It is not the midpoint of the full high-to-low candle range.
A recovery is counted when closing price crosses the body-based level within the selected recovery lookback.
A wick touching the level without a qualifying close-to-close crossing does not count as a recovery.
A recorded recovery does not guarantee continued movement beyond the level.
### Recovery lookback
The Recovery Lookback setting controls how many bars are allowed for price to cross the active recovery level.
If the level is not crossed within the selected number of bars, that event is no longer tracked as unresolved.
The script tracks only one unresolved recovery event at a time.
If a new yellow-diamond event appears before the earlier event is resolved, the active recovery level is replaced by the newer event.
### Historical divergence outcome table
The left table displays:
* Wins;
* Losses;
* Ratio.
When no earlier hypothetical outcome is active, a confirmed bullish or bearish divergence creates a new measurement.
The script records the confirmation-bar closing price and calculates:
* a fixed percentage target;
* a fixed percentage stop.
For a bullish divergence:
* the target is above the recorded close;
* the stop is below the recorded close.
For a bearish divergence:
* the target is below the recorded close;
* the stop is above the recorded close.
The script records which threshold is detected first.
Only one hypothetical divergence outcome is tracked at a time.
A new divergence is ignored while an earlier outcome remains unresolved.
### Same-bar target and stop behaviour
The target is checked before the stop.
If both the target and stop are reached during the same chart bar, the script records the case as a win.
The script does not reconstruct the lower-timeframe path within that candle, so it cannot determine which level was actually reached first.
This is a material limitation of the table.
### Meaning of the win ratio
The displayed ratio is the number of recorded wins divided by the total number of recorded wins and losses.
It is a simplified historical chart measurement.
It is not equivalent to PulseWire Strategy Tester results and does not model:
* commissions;
* slippage;
* spread;
* realistic order execution;
* position sizing;
* portfolio equity;
* liquidity;
* overlapping trades;
* all intrabar sequencing possibilities.
The ratio depends on:
* the symbol;
* timeframe;
* available chart history;
* divergence pivot strength;
* target percentage;
* stop percentage.
The displayed results do not imply future performance.
### Extreme-event recovery table
The right table displays:
* Recovered;
* Ratio.
Recovered is the number of yellow-diamond events for which closing price crossed the configured body-recovery level within the selected lookback.
The ratio is the number of recovered events divided by the total number of detected yellow-diamond events.
This is a simplified event measurement.
It is not:
* a reversal probability;
* an accuracy score;
* a trading win rate;
* evidence that future events will behave similarly.
### Alerts
Alerts are available for:
* any elevated-volume candle;
* Echo Peak Up;
* Echo Valley Down;
* Ultra Up or Ultra Down;
* Echo Surge Up or Echo Surge Down;
* Echo Pulse Up or Echo Pulse Down;
* bullish volume divergence;
* bearish volume divergence.
The general elevated-volume alert activates when any non-normal classification is detected.
### Current-bar behaviour
Volume, high, low, and close can continue changing while the current chart candle remains open.
As a result, candle classifications may appear, change tier, change colour, or disappear before the candle closes.
Extreme Volume Event conditions may also change while the current candle remains open.
Pivot divergence requires right-side confirmation, but the confirmation bar itself may still be open when the condition first becomes true.
Users seeking stable alerts should generally configure PulseWire alerts for bar-close execution.
### Suggested starting settings
A practical starting process is:
1. Begin with the default settings on a liquid symbol.
2. Observe how frequently each colour appears.
3. Review the relationship between elevated-volume candles and nearby price structure.
4. Keep the default volume multiples until several historical examples have been inspected.
5. Enable chart-candle colouring only if it improves readability.
6. Enable the volume moving average for additional context.
7. Review divergence triangles while accounting for their confirmation delay.
8. Treat yellow diamonds as extreme-volume markers rather than proof of manipulation.
9. Treat both tables as simplified research measurements.
10. Test alerts before relying on them.
### Adjusting the volume tiers
Increase a tier’s volume multiple to make that classification less frequent.
Decrease the multiple to make it more frequent.
Changing the Echo Peak and Echo Valley body, EMA, or deviation settings affects how strictly the script defines price extension and candle size.
More restrictive values generally produce fewer classifications.
Less restrictive values generally produce more classifications.
Settings should be reviewed separately for each market and timeframe.
### What this implementation adds
Compared with the referenced open-source starting framework, this implementation adds or replaces:
* script-level volume calculations;
* script-level volume-spread calculations;
* configurable multi-tier candle classifications;
* longer-term extreme-volume thresholds;
* candle-body filters;
* EMA-extension filters;
* standard-deviation extension measurements;
* independently configurable classification colours;
* dark- and light-background table presets;
* optional main-chart candle colouring;
* regular price-versus-volume divergence;
* configurable divergence markers and lines;
* optional price-chart divergence references;
* Extreme Volume Event diamonds;
* body-based recovery measurements;
* recovery statistics;
* simplified divergence target/stop outcomes;
* expanded alert conditions.
These modules are combined to study relative volume, price response, divergence, and subsequent recovery within one indicator.
### Limitations
* Reported volume differs between exchanges, brokers, markets, and symbols.
* Some markets provide tick volume rather than centralized transaction volume.
* Combined or overridden data feeds can produce different results from the active chart.
* The classification tiers depend on configurable averages, lookbacks, and thresholds.
* An elevated-volume candle does not reveal the identity or intent of market participants.
* Echo Peak Up does not confirm a market top.
* Echo Valley Down does not confirm a market bottom.
* Ultra, Surge, and Pulse classifications are relative-volume categories, not trade-quality grades.
* Candle classifications may change before the current candle closes.
* Pivot divergence is delayed by the selected right-side confirmation length.
* Confirmed divergence markers are displayed on earlier pivot bars.
* Price-chart divergence lines are visual references and not projections.
* Extreme volume does not prove manipulation.
* Extreme-event detection requires sufficient qualifying historical samples.
* The recovery calculation uses body-based levels and closing-price crossings.
* Only one unresolved recovery event is tracked at a time.
* The historical tables are simplified measurements and not full strategy backtests.
* Only one unresolved divergence outcome is tracked at a time.
* Same-bar target and stop sequencing is not reconstructed.
* The outcome tracker checks the target before the stop.
* The indicator does not account for commissions, slippage, spread, liquidity, position sizing, or realistic execution.
* The indicator should not be used as the sole basis for a trading decision.
This indicator is an analytical tool and does not provide financial advice or guaranteed trading outcomes.
Indicator
Market Compass - Dynamic Range FrameworkHello English readers, the English version is provided below. Please scroll down to view it.
Market Compass - Dynamic Range Framework
市场指南针 · 动态区间框架
版本：1.0 | 类型：非预测性价格结构定位工具 | 作者：
绝大多数交易亏损，根源并非方向判断错误，而是 “位置感”的缺失 。本指标旨在为您解决这一核心痛点——它不告诉您涨跌，但它告诉您 “此时此刻，价格在地图上的精确坐标” 。
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本指标并非传统的均线或动量振荡器，而是一个 基于固定回溯周期的价格百分位区间定位系统 。它以最近 N 根 K 线（默认 252 根，对应约 1 个交易年度）的最高价与最低价为天然边界，构建出一个覆盖 0% 至 100% 的 动态箱体网格 。
该网格并非平均分割，而是采用 非对称的黄金分割与极值锚定法 ，精确定制了 9 条关键水平轨道。这些轨道以彩色矩形色带和右侧实时浮动标签的形式，干净利落地叠加于主图 K 线之上：
100% 顶部极值轨 （红色）：回溯周期内的绝对天花板。
89% 超买警戒轨 （橙色）：情绪极度亢奋区，多头衰竭高发带。
75% 强势分界轨 （黄色）：牛熊分水岭，站上此线意味中期趋势转强。
62.5% 强界枢轴轨 （紫色）：多头趋势中的次级回踩支撑位。
50% 多空中轴轨 （白色）：价值均衡线，长线资金的成本密集区。
37.5% 弱界枢轴轨 （青色）：空头趋势中的次级反弹阻力位。
25% 弱势分界轨 （亮蓝）：跌破此线意味中期趋势正式转入空头。
11% 超卖警戒轨 （浅绿）：情绪极度恐慌区，空头衰竭高发带。
0% 底部极值轨 （深蓝）：回溯周期内的绝对地板。
随着新 K 线的生成，整个框架会 滚动迭代 ，始终锚定最新的价格活动范围，确保参考坐标永不失效。
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传统价格图表存在严重的 视角局限性 ，导致交易者频繁陷入误判：
“绝对值幻觉”与锚定效应 ：股价 100 元是高是低？脱离近期波动区间谈绝对价格毫无意义。本指标将价格转化为 0~100 的相对百分位数 ，消除了价格基数的干扰，让您客观评判当前价格是“相对高位”还是“相对低位”。
“区间失忆症”与近因偏好 ：人类大脑天然对最近 5~10 根 K 线赋予过高权重，极易遗忘前期关键的支撑与阻力结构。本指标通过固定窗口的滚动计算，强制将 过去 N 根 K 线的价格极值 醒目地绘制在当前图表上，纠正了这种认知偏差。
均值回归与极端磁吸理论 ：金融市场价格长期遵循 “极端值向中轴（50% 均衡线）回归” 的统计规律。当价格进入 89% 以上或 11% 以下的极端尾部区域时，统计概率上必然面临向 50% 中轴的牵引力。本框架为这种“牵引力”提供了精确的量化刻度。
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本指标是 趋势过滤、盈亏比评估与动态止盈止损 的绝佳辅助工具。请勿将其视为独立入场信号，而应作为 “价格行为决策的量化底座” 。
3.1 基于市场环境的三种经典战法
【趋势跟踪战法】—— 适用于强势单边行情
当价格经过充分调整后，以放量大阳线有效突破 75% 强势分界轨 时，视为中期趋势由震荡转强的关键确认点。若后续价格回踩 75% 轨并获得支撑（收出长下影线），则为绝佳的 顺大势、逆小势 加仓机会。此时可将止损设于 62.5% 强界枢轴轨下方。
【均值回归战法】—— 适用于宽幅震荡行情
当价格快速冲高至 89% 超买轨 上方，且 K 线出现明显滞涨形态（如射击之星、看跌吞没）时，可视为短线高空机会，第一目标位看向 75% 轨，第二目标位看向 50% 中轴。反之，价格急跌至 11% 超卖轨 下方并出现止跌反转形态时，可视为短线低吸机会。
【突破回踩确认战法】—— 适用于关键阻力支撑转换
任何一条百分比轨道都具备动态支撑/阻力的属性。当价格自下而上突破某一轨道（如 62.5% 轨）后，若随后缩量回踩该轨道且未跌破，则说明该轨道已由阻力转换为支撑，此处是风险收益比极高的 “0 级入场点” （止损极小，空间极大）。
3.2 动态止盈与止损设置指南
波段多头持仓 ：可将 37.5% 弱界枢轴轨 设为最终的硬性离场线。只要价格在此轨之上，多头头寸便可安心持有，避免被早期震荡洗出。
短线空头持仓 ：可将 62.5% 强界枢轴轨 设为硬性止损线。一旦价格强势反抽并站上此轨，则空头逻辑被证伪，需果断离场。
3.3 参数动态调整建议（针对不同交易周期）
日线级别（中长线 / 波段） ：建议保持默认 252 （约 1 年交易日），用于捕捉年度大箱体的牛熊转换。
周线级别（大趋势 / 仓位布局） ：建议调整为 52 （约 1 年周线），用于识别超大周期的价格百分位极值。
小时 / 分钟级别（日内短线 / 剥头皮） ：建议调整为 50 ~ 100 ，过长的周期在分钟图上会导致框架钝化，失去短线参考意义。
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4.1 最佳适用场景
流动性充裕的权益市场 ：沪深 300、中证 500、标普 500 等主流指数及成分股。
高流动性大宗商品与外汇 ：黄金、原油、欧元/美元等主要交易对。
高市值加密货币 ：比特币（BTC）、以太坊（ETH）等。
4.2 禁用与慎用场景（风控红线）
严禁用于上市不足 N 根 K 线的新股/次新股 ：尽管代码内置了自适应缩窄逻辑，但新股价格极不稳定，高低点极易被操纵，百分位框架参考价值极低。
慎用于连续无量涨跌停的极端行情 ：在极强的单边轧空或流动性枯竭的踩踏中，价格可能长期粘合在 100% 轨之上或 0% 轨之下，此时指标出现 “钝化” 现象，需立即切换至趋势跟踪指标（如 SAR 抛物线或均线系统）进行二次印证。
慎用于高度控盘的“庄股”或低成交量仙股 ：稀疏的成交导致价格跳跃性极大，计算出的区间极易失真。
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本指标严格遵循 PulseWire 最佳实践， 完全不包含未来函数 ，所有信号均基于确定性的历史数据实时滚动计算。
5.1 自适应周期核心算法
系统优先读取用户设定的 `lookbackLength`（默认 252）。然而，当图表加载的品种上市天数不足时，引擎会自动触发保护机制：
effectiveLookback = math.min(i_lookbackLength, bar_index + 1)
该行代码确保指标在上市首日即能工作，且随着新 K 线增加，窗口期自然增长，直至达到用户设定的标准周期。
5.2 九宫格线性映射（百分位分割数学）
首先确定箱体极值与范围：
periodLow = ta.lowest(low, effectiveLookback) // 底部 0%
periodHigh = ta.highest(high, effectiveLookback) // 顶部 100%
priceRange = periodHigh - periodLow
随后基于 斐波那契数列与统计学标准差启发式阈值 进行非均匀切割：
priceL89 = periodLow + priceRange * 0.89 // 极值警戒
priceL75 = periodLow + priceRange * 0.75 // 强市分界
priceL625 = periodLow + priceRange * 0.625 // 黄金分割枢轴
priceL50 = periodLow + priceRange * 0.50 // 均衡中轴
// ... 下方对称切割同理
注：62.5% 与 37.5% 的选取来源于对 0.618 黄金分割率的整数微调，旨在提供比传统 61.8% 更为清晰且易于记忆的刻度。
5.3 图形渲染引擎优化（内存与性能管理）
为了避免在大量历史 K 线上重复绘制矩形和线条导致图表卡顿，引擎采用 “惰性删除与单次实例化” 策略：
if barstate.islast
// 仅当加载完成且运行至图表最右侧时触发绘制
box.delete(boxMain) // 先销毁旧句柄
line.delete(lineL100) // 清理旧线
// ... 重新创建新对象
所有标签采用 label.style_label_left 右对齐样式，确保在图表最右侧整齐排列，绝不遮挡最新的 K 线实体，同时提供精确至交易所最小报价单位（`format.mintick`）的实时读数。
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它不是占卜未来的水晶球，而是衡量当下的卡尺。
在充满不确定性的金融市场中， “位置感” 是纪律执行的基石。`Market Compass` 为您提供的不是圣杯，而是一张永远保持更新的 战场态势感知地图 。请将它融入您现有的交易系统中，作为过滤低质量交易机会的第一道关卡。
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本指标及此说明文件仅供教育及技术分析参考之用，绝不构成任何形式的买入、卖出或持仓建议。金融衍生品及证券交易蕴含巨大风险，过往价格结构及百分位分布不构成对未来走势的绝对保证。您必须结合自身财务状况、风险承受能力及独立研判做出交易决策，盈亏自负。作者不承担任何因使用本指标而产生的直接或间接损失。
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如果您认可这套价格定位逻辑，欢迎点赞、收藏并关注！
期待您在评论区分享将该框架融入实战交易后的心得体会。
Market Compass - Dynamic Range Framework
Version: 1.0 | Type: Non-Predictive Price Structure Positioning Tool | Author:
The vast majority of trading losses stem not from incorrect directional judgment, but from a lack of "positional awareness" . This indicator addresses this core pain point — it does not tell you whether price will go up or down, but it does tell you "the precise coordinates of price on the map, at this very moment" .
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This indicator is not a traditional moving average or momentum oscillator. Instead, it is a price percentile range positioning system based on a fixed lookback period . It uses the highest high and lowest low over the most recent N bars (default 252, corresponding to approximately one trading year) as natural boundaries, constructing a dynamic box grid spanning from 0% to 100%.
The grid is not evenly divided. It employs an asymmetric golden ratio and extreme-value anchoring methodology to precisely define 9 key horizontal threshold levels. These levels are cleanly overlaid on the main price chart using colored rectangular bands and real-time right-aligned floating labels:
100% Peak Threshold (Red): The absolute ceiling within the lookback period.
89% Overbought Warning Zone (Orange): Extreme euphoria zone; high probability of bullish exhaustion.
75% Bullish Boundary (Yellow): The bull-bear dividing line; breaking above signals medium-term strength.
62.5% Bull Pivot Threshold (Purple): Secondary retracement support level within an uptrend.
50% Equilibrium Axis (White): The value equilibrium line; a dense area of long-term capital cost.
37.5% Bear Pivot Threshold (Cyan): Secondary retracement resistance level within a downtrend.
25% Bearish Boundary (Light Blue): Breaking below signals a confirmed medium-term bearish trend.
11% Oversold Warning Zone (Light Green): Extreme panic zone; high probability of bearish exhaustion.
0% Floor Threshold (Dark Blue): The absolute floor within the lookback period.
As new bars are generated, the entire framework rolls forward iteratively , always anchored to the most recent price activity range, ensuring the reference coordinates never become obsolete.
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Traditional price charts suffer from severe perspective limitations , leading traders into frequent misjudgments:
"Absolute Value Illusion" and Anchoring Bias : Is a price of $100 high or low? Discussing absolute price without reference to the recent trading range is meaningless. This indicator converts price into a relative percentile from 0 to 100 , eliminating the distortion of price magnitude and allowing you to objectively assess whether the current price is "relatively high" or "relatively low."
"Range Amnesia" and Recency Bias : The human brain naturally assigns excessive weight to the most recent 5–10 bars, easily forgetting key prior support and resistance structures. Through rolling window calculations, this indicator forcibly and prominently plots the price extremes of the past N bars on the current chart, correcting this cognitive bias.
Mean Reversion and Extreme Magnetic Attraction Theory : Financial market prices have long exhibited a statistical tendency to "revert from extreme values toward the center (50% equilibrium line)" . When price enters the extreme tail regions above 89% or below 11%, statistical probability dictates an inevitable gravitational pull toward the 50% axis. This framework provides precise quantitative刻度 for this "magnetic force."
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This indicator serves as an excellent auxiliary tool for trend filtering, risk-reward assessment, and dynamic stop-loss/take-profit placement . Do not treat it as an independent entry signal; instead, regard it as a "quantitative foundation for price-action decision-making."
3.1 Three Classic Strategies Based on Market Context
【Trend Following Strategy】— For Strong Directional Markets
When price, after sufficient consolidation, breaks decisively above the 75% Bullish Boundary with a high-volume bullish candle, this serves as a key confirmation that the medium-term trend is shifting from consolidation to strength. If price subsequently retests the 75% level and finds support (forming a long lower wick), it represents an excellent "go with the macro trend, counter the micro pullback" add-on opportunity. In such cases, place your stop-loss below the 62.5% Bull Pivot Threshold.
【Mean Reversion Strategy】— For Range-Bound Markets
When price spikes rapidly above the 89% Overbought Warning Zone and simultaneously exhibits clear exhaustion patterns (such as shooting stars or bearish engulfing), this can be viewed as a short-term selling opportunity. The first target is the 75% level, and the second target is the 50% Equilibrium Axis. Conversely, when price plummets below the 11% Oversold Warning Zone and shows reversal signals, a short-term buying opportunity emerges.
【Breakout-Pullback Confirmation Strategy】— For Key Support/Resistance Transitions
Every percentage threshold possesses dynamic support/resistance properties. When price breaks upward through a given level (e.g., the 62.5% level) and subsequently retests that level on diminishing volume without breaking back below, this confirms that the level has successfully transitioned from resistance to support. This represents a highly favorable "Grade-A Entry Point" (minimal stop-loss, substantial upside potential).
3.2 Dynamic Stop-Loss and Take-Profit Placement Guide
Swing Long Positions : Use the 37.5% Bear Pivot Threshold as your ultimate hard exit line. As long as price remains above this level, you can confidently hold your long position, avoiding premature exits caused by early-stage volatility.
Short-Term Short Positions : Use the 62.5% Bull Pivot Threshold as your hard stop-loss line. Should price stage a strong rally and close above this level, the bearish thesis is invalidated, and you must exit decisively.
3.3 Parameter Adjustment Recommendations (By Trading Timeframe)
Daily Chart (Swing / Medium-to-Long Term) : Keep the default 252 (approximately one trading year), ideal for capturing annual bull-bear transitions.
Weekly Chart (Macro Trend / Position Sizing) : Consider adjusting to 52 (approximately one year of weekly bars) for identifying extreme percentiles within broader cycles.
Hourly / Minute Charts (Intraday / Scalping) : Consider adjusting to 50–100 . Longer lookbacks on lower timeframes cause the framework to become overly rigid, diminishing its short-term relevance.
---
4.1 Optimal Use Cases
Highly Liquid Equity Markets : CSI 300, S&P 500, major index constituents, and liquid individual stocks.
High-Liquidity Commodities and FX : Gold, Crude Oil, EUR/USD, and other major pairs.
Large-Cap Cryptocurrencies : Bitcoin (BTC), Ethereum (ETH), and similar assets.
4.2 Scenarios to Avoid or Use with Caution (Risk Red Lines)
Strictly avoid newly listed stocks with fewer than N bars of history : Although the code includes a built-in adaptive shortening mechanism, new issues are extremely unstable, and their highs/lows are vulnerable to manipulation, rendering the percentile framework nearly worthless.
Use with caution during continuous limit-up/limit-down extreme conditions : In powerful short squeezes or liquidity-driven crashes, price may remain persistently glued above the 100% level or below the 0% level. In such cases, the indicator becomes "blunted" , and you must immediately switch to trend-following tools (such as SAR or moving average systems) for secondary confirmation.
Avoid low-float "pump-and-dump" penny stocks : Sparse trading volume leads to erratic price jumps, causing the computed range to become highly distorted.
---
This indicator strictly adheres to PulseWire best practices and contains absolutely no future functions . All signals are computed in real time based on deterministic historical data.
5.1 Adaptive Lookback Core Algorithm
The system first reads the user-defined `lookbackLength` (default 252). However, when the loaded instrument has fewer total bars on the chart than the configured period, the engine automatically triggers a protective mechanism:
effectiveLookback = math.min(i_lookbackLength, bar_index + 1)
This single line ensures the indicator functions from the very first trading day, and the window gradually expands as new bars are added until it reaches the user's desired standard period.
5.2 Nine-Level Linear Mapping (Percentile Segmentation Mathematics)
The process begins by determining the box extremes and range:
periodLow = ta.lowest(low, effectiveLookback) // Floor at 0%
periodHigh = ta.highest(high, effectiveLookback) // Peak at 100%
priceRange = periodHigh - periodLow
The range is then divided using a heuristic blend of Fibonacci ratios and statistically inspired thresholds :
priceL89 = periodLow + priceRange * 0.89 // Extreme warning
priceL75 = periodLow + priceRange * 0.75 // Bullish boundary
priceL625 = periodLow + priceRange * 0.625 // Golden ratio pivot
priceL50 = periodLow + priceRange * 0.50 // Equilibrium axis
// ... Symmetrical lower-level calculations follow the same logic
Note: The selection of 62.5% and 37.5% is derived from a slight integer adjustment to the 0.618 golden ratio, intended to provide cleaner and more memorable reference刻度 than the traditional 61.8%.
5.3 Rendering Engine Optimization (Memory & Performance Management)
To prevent chart lag caused by repeatedly drawing rectangles and lines across numerous historical bars, the engine employs a "lazy deletion with single-instantiation" strategy:
if barstate.islast
// Only triggered when loaded and running at the rightmost edge of the chart
box.delete(boxMain) // Destroy old handles first
line.delete(lineL100) // Clean up old lines
// ... Then create new objects
All labels use the label.style_label_left right-aligned format, ensuring they line up neatly on the far right of the chart without ever obscuring the most recent price bars. Prices are displayed with precision down to the exchange's minimum tick size (`format.mintick`).
---
It is not a crystal ball for predicting the future; it is a caliper for measuring the present.
In the inherently uncertain financial markets, "positional awareness" is the cornerstone of disciplined execution. `Market Compass` does not offer you a holy grail; it offers you an ever-updating situational awareness map of the battlefield . Integrate it into your existing trading system and use it as the first filter to eliminate low-probability trade setups.
---
This indicator and its accompanying description are provided for educational and technical analysis purposes only. They do not constitute, and should not be construed as, any form of investment advice or recommendation to buy, sell, or hold any financial instrument. Trading securities and derivatives involves substantial risk of loss. Past price structures and percentile distributions do not guarantee future results. You are solely responsible for your own trading decisions, taking into account your financial situation, risk tolerance, and independent judgment. Neither the author nor the hosting platform accepts any liability for losses arising from the use of this indicator.
---
If you find this price-positioning logic valuable, please like, bookmark, and follow!
I look forward to hearing how you integrate this framework into your live trading. Feel free to share your experiences and feedback in the comments section below.
Indicator
Indicator
Liquidity Thermodynamics Engine V9 LiteLiquidity Thermodynamics Engine V9 Lite is a macro-liquidity oscillator designed to highlight liquidity impulse, acceleration, compression, divergence, and follow-through conditions. It is a lite core version of a more heavy research model that explores liquid thermodynamic phase models as the physics corresponds to capital flows.
The indicator combines major liquidity inputs into a normalized composite, then tracks when liquidity impulse strengthens, compresses, diverges from price, or aligns with acceleration. The Lite version focuses on a clean chart experience while preserving an optional Flow Map for users who want to inspect the underlying liquidity drivers.
Primary signals include:
- Composite and signal line
- Positive and negative impulse histogram
- Bright positive impulse bars
- Acceleration markers
- Compression diamonds
- Bullish and bearish divergence markers
- Bright green follow-through triangle
- Optional energy exhaustion flag
- Optional Flow Map
This tool is intended for macro context and research. It is not financial advice and should not be used as a standalone trading system.
User Guide
Liquidity Thermodynamics Engine V9 Lite, or LTE Lite, is a macro-liquidity momentum oscillator designed to help users visualize when liquidity conditions are compressing, accelerating, diverging from price, or beginning to follow through.
The indicator is not designed to predict every short-term move. It is best used as a higher-timeframe liquidity context tool, especially on slower charts such as the 6D, weekly, or multi-day Bitcoin chart. Its strongest signals tend to come when liquidity impulse and acceleration align near important macro turning zones.
This guide explains what each signal means, how to read the chart, and how to use the tool responsibly.
1. What LTE Lite Measures
LTE Lite combines several macro liquidity series into a normalized oscillator:
- Federal Reserve total assets
- Treasury General Account
- Overnight reverse repo
- Reserve balances
- Optional inverse DXY overlay
The core model converts liquidity conditions into a composite line, then measures the speed and force of changes in that composite. The result is a compact view of liquidity pressure, impulse, acceleration, compression, divergence, and exhaustion.
In simple terms:
- The white line shows the liquidity composite.
- The yellow line smooths that composite into a signal line.
- The histogram shows liquidity impulse.
- Markers highlight important changes in pressure, momentum, divergence, and exhaustion.
2. The Core Lines
White Line — Composite Line
The white line is the main liquidity composite. It represents the current normalized liquidity condition.
When the white line rises, liquidity conditions are generally improving. When it falls, liquidity conditions are generally deteriorating.
The white line is more reactive than the yellow signal line.
Yellow Line — Signal Line
The yellow line is a smoothed version of the composite.
It helps users distinguish noise from directional liquidity movement. When the white line rises above the yellow line, liquidity momentum is improving. When the white line falls below the yellow line, liquidity momentum is weakening.
The signal line is not a trade trigger by itself. It is context.
3. Impulse Histogram
The histogram measures the rate of change in the liquidity composite.
Green Histogram Bars
Green bars show positive liquidity impulse.
This means liquidity pressure is improving relative to the prior bars.
Red Histogram Bars
Red bars show negative liquidity impulse.
This means liquidity pressure is deteriorating.
Bright Green Histogram Bars
Bright green bars mark stronger positive impulse.
By default, LTE Lite highlights positive impulse bars when they reach or exceed the Key Positive Impulse Level. In the current stock configuration, this level is set to `0.10`.
These bars are important because they often mark a stronger liquidity push rather than a minor improvement.
Important: a bright green histogram bar is not automatically a buy signal. Its value increases when it aligns with acceleration, compression release, improving structure, or price confirmation.
4. Acceleration Markers
Acceleration markers show when the impulse itself is accelerating.
Yellow `+`
A yellow plus sign marks positive acceleration.
This means liquidity impulse is not just positive; it is improving quickly enough to clear the acceleration threshold.
Positive acceleration can appear before a larger histogram impulse bar, or the impulse bar can appear first. LTE Lite watches for either order.
Yellow `-`
A yellow minus sign marks negative acceleration.
This means liquidity impulse is weakening quickly.
Negative acceleration can warn that a prior liquidity push is losing force.
5. Bright Green Triangle Signal
The bright green triangle is one of the most important Lite signals.
It fires when:
- A bright positive impulse bar occurs, and
- A positive acceleration signal occurs, and
- The two events happen within the configured window.
The default window is `7` bars.
On a 6D chart, 7 bars is roughly 42 calendar days. This gives the signal room to capture cases where acceleration leads impulse and cases where impulse leads acceleration.
Why This Signal Matters
This signal is designed to identify liquidity follow-through.
The idea is:
- A large positive histogram bar shows meaningful liquidity impulse.
- A `+` acceleration marker shows liquidity momentum is expanding.
- When both appear close together, the market may be entering a more supportive liquidity window.
This does not guarantee immediate upside. It means liquidity conditions have improved enough to deserve attention.
How to Use It
Best practice:
1. Watch for the green triangle on higher timeframes.
2. Check whether price is basing, breaking structure, or reclaiming key levels.
3. Confirm that the composite is stabilizing or rising.
4. Avoid treating the triangle as a standalone entry signal.
The green triangle is a context signal, not a mechanical trading command.
6. Compression Signal
Compression is shown as a small gray diamond around the zero line.
Compression appears when:
- Liquidity impulse is small, and
- Composite movement is also muted, and
- This quiet condition persists for the configured number of bars.
Compression means liquidity energy is coiling.
It does not tell direction by itself. It simply says the system is quiet enough that a larger move may be building.
How to Use Compression
Compression is most useful when followed by:
- Positive acceleration
- Bright green impulse
- A green triangle signal
- Composite reclaiming or curling upward
Compression followed by negative acceleration can instead warn of downside continuation.
7. Divergence Signals
Divergence compares price structure against liquidity structure.
Bullish Divergence
A bullish divergence marker appears when price makes a lower pivot low while the liquidity composite makes a higher pivot low.
This can suggest that price is weakening less efficiently because liquidity conditions are improving underneath the surface.
Bearish Divergence
A bearish divergence marker appears when price makes a higher pivot high while the liquidity composite makes a lower pivot high.
This can suggest that price is rising while liquidity support is weakening.
Divergence Mode
The default mode is:
`Price vs Liquidity + Impulse`
This is stricter than simple price-versus-liquidity divergence because it also checks impulse direction. The goal is to reduce noisy divergence signals.
Divergence is best used as a warning or confirmation tool, not as a standalone entry or exit.
8. Energy Exhaustion Flag
The Energy Exhaustion Flag is an optional marker.
It is designed to identify moments when internal liquidity energy has dropped sharply or clustered into a weak state.
By default in the current V9 Lite stock settings, this marker is turned off.
When enabled, it can help identify late-stage exhaustion after strong liquidity movement. It should be used carefully because exhaustion can persist before price responds.
9. Flow Map
The Flow Map is an optional visual layer.
It breaks liquidity movement into individual components:
- Fed flow
- Treasury flow
- RRP flow
- Reserve flow
The Flow Map helps users see which component is contributing most to liquidity movement.
Flow Map Modes
`Stacked Bars` shows all selected flow components.
`Dominant Bars` shows only the strongest component on each bar.
`Stacked + Dominant Marker` shows the flow bars and adds a marker to the dominant component.
How to Use the Flow Map
Use the Flow Map when you want to inspect what is driving the oscillator.
For example:
- Reserve flow may dominate during banking-system liquidity shifts.
- TGA changes may dominate around Treasury cash rebuilding or drawdowns.
- RRP shifts may dominate when reverse repo usage changes materially.
- Fed balance sheet changes may dominate during major policy/liquidity events.
For clean chart reading, leave Flow Map off. Turn it on when doing deeper diagnostics.
10. Suggested Timeframes
LTE Lite is designed primarily for higher-timeframe liquidity analysis.
Recommended starting points:
- Bitcoin 6D
- Bitcoin weekly
- Major index weekly
- Multi-day charts for macro context
Lower timeframes may produce more noise because macro liquidity data updates slowly relative to intraday price action.
The 6D chart can be especially useful because it balances signal sensitivity with macro smoothness.
11. Practical Reading Workflow
Use this sequence:
Step 1 — Identify the Liquidity Regime
Look at the white and yellow lines.
Is the composite rising, falling, basing, or rolling over?
Step 2 — Check Impulse
Look at the histogram.
Are bars green or red? Are green bars brightening? Is negative impulse fading?
Step 3 — Watch Acceleration
Look for `+` or `-` markers.
A `+` means liquidity momentum is accelerating. A `-` means it is decelerating.
Step 4 — Look for Follow-Through
The green triangle is the key combined signal.
It means strong positive impulse and positive acceleration have occurred within the configured window.
Step 5 — Confirm With Price
Do not use the indicator alone.
Look for price confirmation such as:
- Break of market structure
- Reclaim of key moving averages
- Higher lows
- Range breakout
- Failed breakdown
- Support reclaim
Step 6 — Manage Risk
Liquidity support can improve before price moves. It can also improve while price continues consolidating.
Use invalidation levels, position sizing, and a clear plan.
12. Signal Priority
Not all signals carry equal weight.
Highest priority:
1. Bright green triangle after or near positive acceleration
2. Bright green impulse bars appearing after compression
3. Bullish divergence near a major low
4. Composite rising above the signal line
Medium priority:
1. Positive acceleration without bright impulse
2. Compression alone
3. Flow Map showing improving dominant flow
Lower priority:
1. Small green histogram bars
2. Isolated divergence without impulse confirmation
3. A single marker against strong price downtrend
13. Common Mistakes
Mistake 1 — Treating Every Green Bar as Bullish Enough
Small green bars only show mild improvement. The brighter bars matter more.
Mistake 2 — Ignoring Timeframe
Signals on a 6D or weekly chart are not short-term scalping signals. They describe larger liquidity conditions.
Mistake 3 — Ignoring Price Confirmation
Liquidity can lead price, but price still needs to confirm.
Mistake 4 — Assuming the Triangle Means Immediate Upside
The triangle identifies a supportive liquidity window. It does not guarantee immediate price expansion.
Mistake 5 — Overloading the Chart
Keep Flow Map off unless you are diagnosing components. The cleanest read usually comes from the composite, signal line, histogram, acceleration markers, compression, divergence, and green triangle.
14. Default Settings Philosophy
The stock settings are tuned for a clean macro read.
The defaults prioritize:
- Higher-timeframe stability
- Fewer false signals
- Visibility of major impulse events
- Clean chart presentation
- Optional component diagnostics through Flow Map
If users modify settings, they should do so slowly and test across multiple cycles.
Risk Disclaimer
This indicator is for educational and research purposes only.
It does not provide financial advice, investment advice, or trading recommendations. Markets involve risk, and no indicator can guarantee future performance. Users should combine this tool with independent analysis, risk management, and their own decision-making process.
Past signal behavior does not guarantee future results. Indicator
Next Candle Predictor V4.1## Next Candle Predictor V4.1 — Terminology and Presentation Update
This update improves the clarity of the indicator's terminology and on-chart presentation while preserving its existing calculation framework, weighting structure, visual layout, and signal conditions.
### Changes
- Renamed displayed “Prediction” values to “Directional Score”.
- Replaced “Perfect Time” with “Strong Setup”.
- Renamed the volume-derived component to “Estimated Volume Pressure”.
- Renamed projection visuals to “Directional Scenario Candles”.
- Updated dashboard labels and alert messages for clearer interpretation.
- Removed performance-target wording.
- Added author attribution: Developed by Ceyhun C. Canbazoglu.
### Score Interpretation
The displayed long and short percentages are normalized directional confluence scores derived from the indicator’s rule-based components.
They are not statistical probabilities, expected win rates, guarantees, or forecasts of the next candle’s result.
### Estimated Volume Pressure
Estimated Volume Pressure uses OHLCV data and the closing price’s position within the candle range to estimate directional pressure.
It is not exchange-level bid/ask volume delta or actual aggressive buying and selling volume.
### Directional Scenario Candles
The optional scenario candles are volatility-scaled visualizations based on the indicator’s current directional scores.
They do not forecast the next candle’s exact open, high, low, close, direction, or price target.
### Core Framework
The existing multi-factor framework remains unchanged and continues to evaluate:
- trend direction,
- EMA alignment,
- MACD momentum,
- RSI position,
- Stochastic conditions,
- ADX trend strength,
- relative volume,
- estimated volume pressure,
- and volatility regime.
This indicator is intended as a technical-analysis and decision-support tool. It does not provide financial advice or guarantee trading results. Indicator
EGADE Research-Based RSI Threshold ConfigurationEGADE Research-Based RSI Threshold Configuration is an empirical RSI decision-support indicator based on the findings of research by Hatem Mabrouk , Federico Trigos , and Francisco Valderrey , Tecnologico de Monterrey, EGADE Business School, Mexico
The underlying study systematically evaluated nine RSI threshold configurations across nine major cryptocurrencies and the S&P 500 using weekly RSI(14) data. The findings challenge the conventional assumption that the standard 30/70 configuration is universally optimal and identify asset-specific dominant threshold configurations based on win rate, geometric weekly return, and average holding period.
This indicator operationalizes those empirical findings directly within PulseWire. For assets included in the study, it automatically displays the research-based RSI threshold configuration identified by the empirical analysis.
The indicator provides three display modes:
• Research-Based: Displays the empirically identified threshold configuration for the selected asset.
• Conventional 30/70: Displays the traditional RSI 30/70 configuration.
• Compare Both: Displays the research-based and conventional configurations simultaneously for direct comparison.
The indicator uses weekly RSI(14) regardless of the chart timeframe and provides visual entry and exit zones, threshold-entry markers, alerts, and an information dashboard.
Assets currently supported by the empirical research: BTC, ETH, ADA, AVAX, BNB, DOGE, SOL, TRX, XRP, and the S&P 500.
Disclaimer: The findings and information presented through this indicator are intended exclusively for academic, research, educational, and decision-support purposes. Nothing contained in the underlying study or this indicator constitutes financial or investment advice, an investment recommendation, or a solicitation to buy or sell any financial instrument. Historical empirical performance does not guarantee future results. Users should conduct their own analysis and exercise independent judgment when making financial or investment decisions. Indicator
Chart Narrator [verticetrading]An analyst that writes. Chart Narrator reads your chart and describes it in plain sentences — no cryptic numbers, no jargon.
◆ WHAT IT DOES
It turns the chart into a written briefing: main trend and whether the higher timeframe agrees, unusual calm or agitation in volatility, the last structural break in plain words, nearest tested support/resistance with distances in %, fresh candlestick patterns, and volume participation. Everything is summarized in a bias header with a conviction score ("BULLISH — 4 of 5 signals point the same way").
◆ HOW IT WORKS
Six evidence modules (trend + higher-timeframe confirmation, volatility ranking, market structure, merged pivot levels weighted by touches, candlestick patterns, volume vs its average) each produce a verdict and the numbers behind it. A narration engine turns them into sentences, stays silent when a module has nothing to say, and detects confluences between modules (e.g. a bullish pattern printed on a tested support) to flag higher-quality situations. With enough history it also adds a day-of-week tendency note with its sample size.
◆ HOW TO USE IT
Add it to any symbol and timeframe. Read the panel top to bottom: bias first, evidence after. Set the "Bias flip" alert to receive the full written analysis when the overall picture changes. Interface in English and Spanish.
◆ WHAT MAKES IT ORIGINAL
Indicators show numbers; this one explains itself. Every sentence cites its evidence, only confirmed bars are narrated (no repainting), and the panel says "mixed, no clear edge" when that is the truth.
◆ LIMITATIONS
It describes the present; it does not predict. Not financial advice.
────────────────────────
ESPAÑOL — El analista que escribe
Convierte el gráfico en un informe escrito: tendencia y si la temporalidad mayor la confirma, calma o agitación inusual de la volatilidad, la última ruptura estructural en palabras llanas, soporte/resistencia más cercanos con distancias en %, patrones de velas recientes y participación del volumen — todo resumido en un sesgo con puntuación de convicción ("ALCISTA — 4 de 5 señales apuntan en la misma dirección"). Seis módulos de evidencia alimentan un motor de redacción que calla cuando no hay nada que decir y detecta confluencias entre señales. Solo narra velas confirmadas (sin repintado). Interfaz en inglés y español. Describe el presente, no predice; no es asesoramiento financiero. Indicator
Median Cascade Trend [BackQuant]Median Cascade Trend
Overview
Median Cascade Trend is a noise-resistant trend-following indicator that combines multiple causal median filters , an Ehlers-style two-pole Super Smoother , and a configurable chop-gating system .
Its purpose is to identify meaningful directional structure while rejecting the types of price movement that frequently cause conventional moving averages to whipsaw:
Single-bar spikes
Short-lived price shocks
Irregular wicks
Low-efficiency sideways movement
Weak slopes that do not represent genuine directional progress
The indicator processes price in three distinct stages:
A median-filter cascade removes impulsive and short-duration noise.
A two-pole low-pass filter smooths the remaining structural signal.
A chop gate decides whether a change in direction is strong enough to update the active trend state.
This creates a trend line that is intentionally more selective than a standard moving average. The line itself can continue evolving, but trend-state changes are only accepted when the underlying movement passes the chosen quality tests.
The result is a system that separates:
The estimated trend line
The raw direction of that line
The confirmed trend regime
That distinction is important. The indicator does not assume that every small turn in a smoothed line represents a valid trend reversal.
Core idea
Most trend filters are built around linear averaging. They combine historical prices using fixed or exponentially decaying weights.
Examples include:
SMA
EMA
WMA
HMA
DEMA
These filters are effective for general smoothing, but they have a weakness: a single extreme observation can influence the output immediately.
If one bar produces a large wick or temporary price shock, a moving average will usually be pulled toward that value because it includes the magnitude of every observation.
A median filter behaves differently.
Instead of averaging the values inside a window, it sorts them and selects the middle observation. This makes it highly resistant to isolated extremes.
Median Cascade Trend uses this property repeatedly before applying traditional low-pass smoothing.
The central idea is:
Remove impulsive noise first.
Smooth the cleaned signal second.
Confirm direction only when the movement is efficient or sufficiently steep.
This ordering is deliberate. Smoothing a noisy series and filtering noise before smoothing are not the same thing.
Where median filtering comes from
Median filters are widely used in digital signal processing, image processing, and engineering.
One of their best-known applications is the removal of impulse noise , sometimes called salt-and-pepper noise in image processing.
Impulse noise consists of isolated extreme observations that are not representative of the surrounding signal.
In market data, comparable events include:
Temporary liquidity gaps
Single-bar stop runs
Erroneous prints
Sharp wick reversals
News spikes that immediately retrace
A linear smoother such as an SMA or EMA cannot distinguish between an important sustained move and an isolated outlier. Both are included according to their numerical magnitude.
A median filter is nonlinear. It selects the central-ranked value rather than calculating an arithmetic mean.
For example, consider five observations:
100
101
102
103
140
The average is:
109.2
The median is:
102
The isolated value at 140 significantly distorts the average but has almost no effect on the median.
This is why median filtering is especially useful when the objective is to preserve structural turns while rejecting isolated noise.
What makes a median filter nonlinear
A normal moving average can be represented as a weighted sum of its inputs.
A median filter cannot.
Its output depends on the ordering of observations, not their arithmetic combination. This makes it a nonlinear filter.
That has several important consequences:
Outliers have limited influence.
Edges and structural shifts can be preserved more cleanly.
The response is not equivalent to ordinary low-pass averaging.
The filter may hold a value until enough observations confirm a change.
In trading terms, the median filter often behaves more like a structural selector than a conventional average.
What “causal” means
The median stages in this indicator are causal.
A causal filter uses:
The current bar
Past bars
It does not use future observations.
This matters because many visually smooth filtering methods can only produce their best result by centering the calculation around the current point, which requires future data.
This script does not do that.
Every value is calculated from information available at that bar, making the filter suitable for live use.
Why use a cascade of median filters
A single median filter can remove isolated spikes, but noise does not always occur as one extreme bar.
It can appear as:
Two-bar shocks
Short bursts of alternating movement
Small clusters of irregular candles
Residual distortion left after the first filtering pass
A cascade applies multiple median stages sequentially:
Stage 1 processes the original source.
Stage 2 processes the output of Stage 1.
Stage 3 processes the output of Stage 2.
Each stage removes a different layer of short-duration instability.
The process is similar to progressively cleaning a signal:
The first stage removes obvious impulse noise.
The second stage removes remaining short-term irregularity.
The third stage produces a more stable structural series before low-pass smoothing.
Median Stage 1
The first median stage is intended to reject isolated one-bar disturbances.
With a short setting such as 3:
The filter remains responsive.
Single-bar spikes are strongly suppressed.
Most genuine multi-bar movement remains visible.
This is the most tactical stage.
Median Stage 2
The second stage receives an already-cleaned input.
Its role is to remove:
Short-duration residual noise
Small alternating movements
Irregularity that survived the first stage
A slightly longer setting such as 5 creates stronger structural consistency.
Median Stage 3
The third stage provides the final nonlinear cleaning pass.
With a longer setting such as 7:
The output becomes more stable.
Short-lived reversals are reduced.
Only more persistent changes are passed into the low-pass stage.
This is the most conservative median stage.
Cascade Stages input
The user can select how many median stages are active:
1 stage: fastest and most responsive
2 stages: balanced noise rejection
3 stages: strongest impulse-noise suppression
The unused stages are still calculated internally, but the selected stage determines which output is sent into the Super Smoother.
Why cascade instead of one very long median
Applying several shorter filters is not always equivalent to applying one very long median filter.
A long median window can:
Delay structural changes heavily
Flatten shorter trend legs
Become insensitive to local turns
A cascade allows the filtering process to be distributed across stages.
This provides greater control over:
How aggressively isolated noise is removed
How much short-duration movement survives
How smooth the final structural input becomes
It also lets users build a progression such as 3, 5, and 7 rather than applying one blunt window.
The low-pass stage
After the median cascade, the signal is passed into a two-pole Super Smoother .
The median cascade removes nonlinear impulse noise, but its output can still contain:
Small step changes
Residual high-frequency movement
Sharp transitions caused by median replacement
The Super Smoother converts that cleaned but potentially stepped series into a smoother trend line.
This creates a hybrid filtering system:
Nonlinear median filtering for outlier rejection
Recursive low-pass filtering for smooth trend extraction
These components solve different problems.
Where the Super Smoother comes from
The Super Smoother is associated with John F. Ehlers’ application of digital signal processing techniques to financial markets.
It is based on the behavior of a two-pole low-pass filter and is designed to suppress high-frequency components more effectively than many conventional moving averages.
Traditional moving averages are simple smoothers, but they are not necessarily optimized as frequency-selective filters.
The Super Smoother uses recursively calculated coefficients derived from:
Exponential decay
Trigonometric terms
A selected cutoff period
The objective is to reduce high-frequency market noise while retaining lower-frequency directional structure.
What a low-pass filter does
A low-pass filter allows slow-moving components of a signal to pass while reducing fast-moving components.
In market terms:
Slow components represent broader trend structure.
Fast components represent short-term noise, rapid oscillation, and microstructure disturbance.
The Low-Pass Length determines the separation.
Lower values:
Allow more short-term movement through.
React faster.
Produce more turns.
Higher values:
Reject more high-frequency movement.
Produce a smoother trend line.
Respond later to structural changes.
Why use a two-pole filter
The number of poles broadly describes the order and steepness of a filter.
A two-pole filter generally provides:
Stronger attenuation of high-frequency noise than a one-pole filter.
A smoother output.
A more defined frequency response.
It also uses prior filter outputs recursively, allowing substantial smoothing without requiring an extremely long direct averaging window.
The full signal-processing chain
The calculation can be understood as:
Raw price source
Median Stage 1
Optional Median Stage 2
Optional Median Stage 3
Two-pole Super Smoother
Direction measurement
Chop-quality validation
Persistent trend state
Each layer has a distinct purpose.
Median cascade
Rejects isolated and short-lived noise.
Super Smoother
Reduces the remaining high-frequency variation.
Direction logic
Determines whether the final line is rising or falling.
Chop gate
Determines whether that directional change is trustworthy enough to update the confirmed trend.
Trend direction calculation
The raw direction is determined by comparing the current trend line with its value several bars ago:
Bullish if trendLine > trendLine
Bearish if trendLine < trendLine
Neutral if equal
The Direction Lookback controls how much movement is required before the line is classified as rising or falling.
A one-bar comparison is extremely responsive but can detect tiny slope changes.
A longer comparison:
Measures movement across a wider interval.
Reduces sensitivity to one-bar flattening.
Produces more stable raw direction.
Raw trend versus confirmed trend
One of the most important design choices is that the script separates:
Raw trend
Confirmed trend
The raw trend reflects the current direction of the filtered line.
The confirmed trend is persistent and changes only when:
The raw trend points in a new direction.
The chop gate is open.
If the line turns but the gate is closed:
The active trend state remains unchanged.
The attempted flip can optionally be displayed as blocked.
This prevents every small line turn from immediately becoming a regime reversal.
Why a chop filter is needed
Even an advanced smoother can turn repeatedly during sideways markets.
Smoothing reduces noise, but it does not determine whether movement is:
Directional
Efficient
Large enough relative to volatility
A line can move upward and downward in a range while making almost no net progress.
The chop gate addresses this by evaluating two separate properties:
Directional efficiency
ATR-normalized slope
Efficiency Ratio
The first gate component measures how efficiently the trend line has moved over a selected window.
The calculation compares:
Net movement
Total movement
Net movement is:
|trendLine - trendLine |
Total movement is:
Sum of |bar-to-bar changes in trendLine|
The Efficiency Ratio is:
Efficiency = Net Movement / Total Movement
The result ranges approximately from 0 to 1.
Efficiency near 1
The line has moved mostly in one direction.
Example:
It advanced 10 units.
Its total path was approximately 11 units.
This indicates a clean directional move.
Efficiency near 0
The line has moved back and forth without achieving much net progress.
Example:
It travelled 20 units in total.
But ended only 1 unit from where it started.
This indicates chop.
Where the Efficiency Ratio comes from
The Efficiency Ratio is commonly associated with Perry Kaufman’s work on adaptive market analysis and the Kaufman Adaptive Moving Average.
Its purpose is to distinguish directional movement from noisy movement.
It does not measure the size of a move alone.
It measures the quality of the path.
This makes it highly suitable as a trend gate.
A market can be volatile but inefficient. It can move aggressively in both directions and still make little progress.
The Efficiency Ratio helps identify that distinction.
Minimum Efficiency
The Minimum Efficiency input determines the directional quality required for the efficiency condition to pass.
Lower values:
Allow more irregular movement.
Open the gate more frequently.
Produce earlier but noisier trend changes.
Higher values:
Require cleaner directional travel.
Block more sideways flips.
Produce fewer but more selective regime changes.
ATR-Normalized Slope
The second gate component measures how large the trend-line movement is relative to current market volatility.
It calculates:
|trendLine - trendLine | / ATR
This converts the line’s movement into ATR units.
Without normalization, a slope of 10 points could be:
Large for one instrument
Negligible for another
Large in a quiet regime
Small during extreme volatility
ATR normalization makes the slope more comparable across assets and regimes.
What normalized slope measures
The Efficiency Ratio asks:
Was the movement directionally clean?
ATR-normalized slope asks:
Was the movement large enough to matter?
These are different questions.
A move can be highly efficient but extremely small.
For example:
A perfectly smooth drift of only 0.02 ATR may not justify a new trend regime.
A move can also be large but inefficient:
A violent range may travel several ATRs while repeatedly reversing.
Using both filters gives a more complete view of trend quality.
Minimum ATR-Normalized Slope
The Minimum ATR-Normalized Slope defines the movement threshold.
Lower values:
Accept weaker slopes.
React sooner.
Allow more low-energy flips.
Higher values:
Require stronger displacement.
Reduce weak trend transitions.
Delay signals until movement becomes more meaningful.
Gate modes
The indicator provides four chop-gate modes.
Efficiency Ratio
Only directional efficiency is required.
Best suited for users who care primarily about whether movement is clean, regardless of its exact magnitude.
ATR-Normalized Slope
Only slope strength is required.
Best suited for users who want movement to exceed a volatility-adjusted threshold, even if the path is not perfectly efficient.
Both
Both conditions must pass:
Efficiency must be high enough.
Slope must be strong enough.
This is the strictest mode and generally provides the strongest chop rejection.
Either
Only one condition must pass.
This is more permissive:
A very clean slow trend may pass through efficiency.
A powerful but less orderly move may pass through slope.
It provides a balance between responsiveness and filtering.
Gate behavior
When the gate is open:
A new raw direction can update the trend state.
Bullish and bearish flips can be confirmed.
When the gate is closed:
The previous confirmed trend persists.
Attempted changes are blocked.
The display can dim, turn neutral, or hide.
This means the indicator behaves like a regime-holding system during chop.
It does not constantly reset to neutral. It retains the last confirmed direction until sufficient evidence supports a new one.
Blocked flips
A blocked flip occurs when:
The filtered line attempts to change direction.
The attempted direction differs from the confirmed trend.
The chop gate is closed.
The raw direction has just changed.
These can optionally be displayed as small X markers.
Blocked flips are useful because they show:
Where a basic slope indicator would have reversed.
Where the chop filter rejected that reversal.
How much signal noise the gate is removing.
They are not trade signals. They are diagnostic information.
Trend persistence
The trend variable is persistent.
Once bullish:
It remains bullish until a valid bearish change passes the gate.
Once bearish:
It remains bearish until a valid bullish change passes the gate.
This persistence is central to the design.
The indicator is not merely coloring every local slope. It is maintaining a confirmed market regime.
Display modes when the gate is closed
The indicator offers three ways to display gated conditions.
Dim
The current trend color remains visible but becomes transparent.
This communicates:
The last confirmed trend is still active.
Current conditions are not strong enough to confirm a new direction.
This is useful when you want regime continuity without overstating conviction.
Neutral
The trend line and candles switch to the selected gate color.
This communicates:
The directional regime is being withheld.
Current conditions are considered non-trending or uncertain.
Hide
The trend line disappears while the gate is closed.
This is the strictest visual mode.
It communicates:
No actionable trend state should be displayed during the gated condition.
Trend line coloring
The base color is determined by the confirmed trend:
Bullish trend uses the long color.
Bearish trend uses the short color.
Uninitialized state uses gray.
The gate display can then modify the final presentation.
This allows the chart to show:
Direction
Confirmation status
Chop-filter activity
without needing a separate panel.
Gradient fill
The indicator fills the area between price and the trend line.
When price is above the trend line:
A bullish gradient is displayed.
When price is below the trend line:
A bearish gradient is displayed.
The fill is stronger near the trend line and fades toward price.
This emphasizes the trend line as the structural reference.
The fill color follows the gate display state:
Full trend color when active
Dimmed during a closed gate in Dim mode
Neutral when configured
Hidden when the trend line is hidden
Trend glow
A soft glow is created around the filtered line using a small ATR-scaled distance.
The glow width is:
ATR(14) × 0.06
Using ATR ensures the glow remains visually proportional across assets and price scales.
The glow does not affect the calculation. It improves readability and reinforces the line as the central structural output.
Candle coloring
Candles can be colored using the confirmed trend state.
When the gate is open:
Bull trend produces bullish candles.
Bear trend produces bearish candles.
When the gate is closed:
Dim mode fades the existing trend color.
Neutral mode uses the gate color.
Hide mode removes the candle override.
This gives an immediate full-chart view of both trend and gate status.
Signal logic
Signals only occur when the confirmed trend changes.
Bullish flip
A bullish signal requires:
The active trend becomes bullish.
The previous trend was bearish.
The gate accepted the change.
Bearish flip
A bearish signal requires:
The active trend becomes bearish.
The previous trend was bullish.
The gate accepted the change.
This is more selective than simply detecting a change in line slope.
How to interpret the indicator
Bullish confirmed regime
A bullish regime means:
The median-filtered and low-pass-smoothed trend line is rising.
The move satisfied the selected chop-filter conditions when the regime changed.
The last accepted direction remains bullish.
Bearish confirmed regime
A bearish regime means:
The final trend line is falling.
The bearish change passed the selected quality gate.
The last accepted direction remains bearish.
Gate closed in an existing trend
This means:
The market is no longer moving with sufficient efficiency or slope.
A new reversal cannot currently be confirmed.
The previous regime remains stored.
This often occurs during:
Consolidation
Pullbacks
Low-volatility drift
Transition phases
Repeated blocked flips
Repeated blocked changes suggest:
The filtered line is oscillating.
Directional quality is weak.
A normal trend-following system would likely be whipsawing.
This is exactly the environment the gate is designed to avoid.
How to use it in practice
1. Directional regime filter
Use the confirmed trend to filter other setups:
Favor long trades during bullish regimes.
Favor short trades during bearish regimes.
Reduce activity when the gate is closed.
2. Trend-following entries
Bullish and bearish flips can be used as directional entry triggers, especially when confirmed by:
Price structure
Breakouts
Volume expansion
Higher-timeframe alignment
3. Pullback framework
During an established trend:
Price returning toward the trend line may represent a pullback.
If the gate remains closed but the trend does not flip, the move may be consolidation rather than reversal.
If the opposite direction eventually passes the gate, the regime has changed more meaningfully.
4. Chop avoidance
The most direct use is avoiding repeated entries during low-quality conditions.
When the display is dim, neutral, or hidden:
Reduce confidence in new trend signals.
Wait for efficiency or slope to recover.
5. Diagnostic comparison
Enable blocked flips to see how often the raw trend attempts to reverse without confirmation.
This helps tune:
Efficiency threshold
Slope threshold
Gate mode
Input guide
Source
Selects the price series used by the median cascade.
Close is the standard choice.
Alternatives such as hl2 or hlc3 may produce a slightly smoother structural input.
Cascade Stages
Controls how many median filters are used.
1: responsive
2: balanced
3: strongest noise rejection
Median Stage Lengths
Control the window used at each stage.
Shorter values:
Preserve responsiveness.
Remove only very short-duration noise.
Longer values:
Produce stronger structural filtering.
Delay shorter turns.
Low-Pass Length
Controls the two-pole Super Smoother.
Lower:
Faster
More reactive
Higher:
Smoother
More conservative
Direction Lookback
Controls how far back the current line is compared when determining raw direction.
Lower:
Faster slope changes
Higher:
More stable directional measurement
Efficiency Length
Controls the window used to measure net movement versus total path movement.
Shorter:
More responsive efficiency reading
More sensitive to recent chop
Longer:
More stable directional-quality assessment
Minimum Efficiency
Controls how clean the directional path must be.
Higher values make the gate stricter.
Slope Length
Controls the interval across which trend-line movement is measured.
Slope ATR Length
Controls the ATR baseline used to normalize slope.
Minimum ATR-Normalized Slope
Controls the minimum volatility-adjusted displacement required.
Higher values require stronger movement.
Tuning examples
Faster trend configuration
1 or 2 median stages
Short median windows
Lower Super Smoother length
Direction Lookback of 1 or 2
Either gate mode
Lower efficiency and slope thresholds
Balanced configuration
2 or 3 median stages
Progressive windows such as 3, 5, 7
Moderate Super Smoother length
Both gate mode
Moderate thresholds
Conservative configuration
3 stages
Longer median windows
Higher Super Smoother length
Longer Direction Lookback
Both gate mode
Higher minimum efficiency and slope
How this differs from a normal moving average
A standard moving average:
Uses linear averaging.
Responds directly to outlier magnitude.
Changes direction whenever its slope changes.
Median Cascade Trend:
Uses nonlinear outlier-resistant preprocessing.
Applies a proper recursive low-pass stage.
Separates raw direction from confirmed regime.
Blocks changes during inefficient or weak movement.
How this differs from a normal median filter
A basic median filter only removes impulse noise.
This indicator extends the idea by adding:
Multiple median stages
Low-pass smoothing
Direction measurement
Efficiency gating
Volatility-normalized slope gating
Persistent trend states
Signals and alerts
It is not simply a median-smoothed line. It is a complete trend-regime system built on median preprocessing.
How this differs from a Supertrend
A Supertrend uses ATR bands around price and changes state when price crosses the trailing boundary.
Median Cascade Trend does not use a volatility band to define direction.
Instead:
Direction comes from the slope of the filtered trend line.
ATR is used only to normalize slope and scale visuals.
Trend changes are controlled by movement quality rather than price crossing a stop band.
Strengths
Strong rejection of isolated price spikes
Preserves broader structural movement
Combines nonlinear and linear filtering
Separates raw turns from confirmed trend changes
Configurable chop rejection
Volatility-normalized slope testing
Persistent directional regimes
Blocked-flip diagnostics
Fully causal calculation
Limitations
Strong filtering can delay genuine reversals.
Long median windows may suppress shorter trend legs.
Strict gate settings can hold the previous regime too long.
Loose gate settings reduce the benefit of chop filtering.
Median filters can produce stepped transitions before low-pass smoothing.
The indicator remains reactive rather than predictive.
Best use cases
Median Cascade Trend is particularly suited for:
Trend filtering in noisy markets
Reducing false reversals caused by wicks
Swing-trading regime identification
Filtering entries from faster systems
Dynamic trend-structure visualization
Avoiding sideways-market whipsaws
It can be applied across:
Equities
Indices
Futures
Forex
Cryptocurrency
Commodities
Alerts
The indicator provides alerts for:
Confirmed bullish trend changes
Confirmed bearish trend changes
Trend changes blocked by the chop filter
The blocked-flip alert is especially useful for monitoring when the line attempts to reverse but market quality remains insufficient.
Summary
Median Cascade Trend is a multi-stage trend extraction system designed to reject impulsive market noise before determining direction. It first applies up to three causal median filters, progressively removing isolated spikes and short-duration disturbances. The cleaned series is then passed through a two-pole Super Smoother to extract a stable low-frequency trend line.
Rather than accepting every change in slope, the indicator evaluates the quality of the movement using directional efficiency and ATR-normalized slope. Depending on the selected gate mode, trend changes can require clean directional travel, sufficient volatility-adjusted displacement, or both.
This produces a persistent trend state that changes only when the filtered line turns and the surrounding movement is strong enough to justify the reversal. The final result is a robust trend-following framework that combines outlier rejection, low-pass smoothing, directional-quality measurement, and chop suppression into a single overlay.
Indicator
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. Indicator
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. Indicator
Indicator
Indicator
Indicator
Indicator
Naked POC Magnetism Fill Probability & Median WaitNaked POC Magnetism — Fill Probability & Median Wait
What it is
A naked POC is the highest-volume price of a past session that price has not revisited since. Traders treat them as magnets — but "it usually gets filled" is folklore until it's measured. This tool measures it. Every historical naked level on your chart becomes a data point (how many sessions it survived before being touched, or whether it never was), and a survival model (discrete-hazard life table) turns that history into, for each live naked level: the probability it fills within the next N sessions and the median wait. Levels are drawn with their measured magnetism, not just their location.
How the statistics work — and their honest limits
Each session's volume-at-price profile is built from that session's bars; at session close the peak-volume price (POC) becomes a naked level.
A level is filled the first time a later bar's range touches it; its age in sessions at that moment is one observation. Levels removed unfilled (history cap) are censored at their age — counted as "survived this long," never as fills. This is the standard treatment of incomplete observations from survival analysis (Kaplan–Meier 1958; classical life tables).
Hazard at age j = fills at age j ÷ levels at risk at age j. Survival multiplies (1 − hazard) across ages; fill-probability within a horizon and the median wait follow directly.
Reliability gates, enforced not footnoted: no probability is displayed until a minimum number of levels have resolved (input, default 20) — until then the tool says BUILDING and shows only counts. And hazard estimates at ages with fewer than 5 at-risk observations are truncated rather than trusted, per standard life-table convention.
Probabilities are empirical frequencies from this symbol and timeframe's own history — they change with regime and sample, and a 70% is not a promise.
Seeing the evidence
Every historical fill prints a small ◈ marker where a naked level was touched — the resolved observations the probabilities are measured from, visible on the chart rather than hidden in a table.
The dashboard shows both the NEAREST level and the STRONGEST magnet (highest fill probability) — they are often not the same level, and the strongest one is the better answer to "where is price most drawn".
An honest design note: this tool deliberately has NO multi-timeframe stack and NO state-debounce, unlike its siblings in this suite — sessions are the model's clock regardless of chart timeframe (a higher-timeframe copy would measure the same sessions with coarser bins), and nothing here chatters (levels are born at session close and resolve on touch). Features are added where they inform, not everywhere.
How to use it
Add to a liquid intraday chart; 5m–15m gives the model the most sessions to learn from. Let it run until the dashboard reads MEASURED.
Each rail is labelled like "NPOC 24512 · 68% /5s · med 3s" — the measured chance it fills within the horizon and the median sessions historically needed. Warm, saturated rails = strong magnets; faded = weak or unrated.
The dashboard shows the nearest level's read and — deliberately — the sample size behind every number.
Use magnetism as context about where price is drawn (targets, fade zones, expectations management), never as an entry signal by itself.
What makes it original
Naked-POC indicators draw lines. This one attaches a measured fill-probability and expected wait to each line, estimated with a proper survival model that handles censoring and refuses to show numbers it can't support. Turning a folklore level into a level with a live, honest statistic is the contribution.
Concept credits
Market Profile / point of control — J. Peter Steidlmayer. Naked (virgin) POC — market-profile trading literature. Survival estimation from incomplete observations — E. L. Kaplan & P. Meier (1958); classical life-table method. Implementation and charting design are the author's own.
Important disclaimer
Research and education only. Not financial advice, not a signal service, not a guarantee of future results. Fill probabilities are empirical frequencies measured on this chart's limited history. Validate independently and manage your own risk. Indicator
Stocks: Dashboard [invincible3]Stocks Dashboard is a professional all-in-one stock analysis dashboard built directly for PulseWire charts. It is designed to help investors, traders, and analysts quickly evaluate a stock using a combination of fundamental strength, valuation, financial health, income quality, shareholder return, and price momentum.
The indicator displays a clean table-based dashboard on the chart and converts raw financial and technical data into easy-to-read category scores. Instead of checking many separate financial ratios manually, this dashboard organizes the most important stock metrics into structured sections and gives a clear visual overview of the company’s current condition.
The dashboard includes composite scoring for Quality, Value, Growth, Financial Health, Income / Shareholder Return, and Momentum. Each category is scored from 0 to 100 and classified using simple rating labels such as Elite, Strong, Fair, Weak, or Risk. This allows users to quickly compare the strength and weakness of a stock across multiple dimensions.
The Valuation section includes important valuation metrics such as P/E TTM, Forward P/E, PEG Ratio, P/S, P/B, EV/EBITDA, EV/Sales, Earnings Yield, Operating Earnings Yield, Graham Price, Graham Number Upside, EPS TTM, and BVPS. These metrics help identify whether a stock may be expensive, fairly valued, or potentially undervalued.
The Quality section focuses on profitability and business efficiency. It includes ROE, Asset Return / ROA, ROIC, Piotroski F-Score, Gross Margin, Operating Margin, Net Margin, EBITDA Margin, and Free Cash Flow Margin. These values help evaluate how efficiently the company generates profits from its assets, equity, capital, revenue, and operations.
The Growth section tracks the company’s expansion profile using Revenue Growth, EPS Growth, and Sustainable Growth Rate. These metrics help users understand whether the business is improving, stagnating, or losing earnings momentum.
The Financial Health section evaluates balance sheet strength and risk. It includes Debt / Equity, Debt / Assets, Debt / EBITDA, Net Debt / EBITDA, Cash / Debt, Current Ratio, Quick Ratio, Interest Coverage, Altman Z-Score, Operating Cash Flow, and Free Cash Flow. This section is useful for identifying companies with strong liquidity, manageable debt, and lower financial risk.
The Income / Return section is designed for dividend and shareholder-return analysis. It includes Dividend Yield, Payout Ratio, Free Cash Flow Yield, DPS, Buyback Yield, and Buyback Ratio. These metrics help investors evaluate whether a company is returning value to shareholders through dividends, buybacks, and cash generation.
The Momentum section adds a technical view of the stock. It includes RSI 14, 1-month return, 3-month return, 6-month return, 12-month return, 6-month relative strength versus a selected benchmark, 12-month relative strength versus a selected benchmark, volatility, and moving-average trend using the 20, 50, and 200 daily moving averages.
The Snapshot section provides a quick summary of the selected stock, including current price, market capitalization, enterprise value, 52-week position, and distance from the 52-week high. This gives users a fast overview of where the stock is trading relative to its recent range.
Users can customize the stock symbol, benchmark/index symbol, financial period, table position, text size, color theme, and visible sections. The dashboard supports multiple professional themes, including Dark Terminal, Light Terminal, Emerald Pro, Royal Blue, and Amber Desk. Users can also enable or disable colored score backgrounds, score bars, alternating rows, colorful section headers, and directional symbols.
This indicator is useful for:
* Long-term stock analysis
* Fundamental screening
* Valuation comparison
* Dividend and shareholder-return review
* Financial health analysis
* Momentum confirmation
* Relative strength comparison against an index or benchmark
* Building a structured watchlist review process
The goal of this dashboard is to provide a fast, organized, and visually professional stock overview without requiring users to switch between multiple financial websites or separate indicators. It combines fundamental data and technical momentum into one compact chart-based table, making it easier to identify strong, weak, undervalued, overvalued, or financially risky stocks.
Note: The dashboard uses PulseWire’s available financial data. Some metrics may appear unavailable depending on the selected symbol, exchange, market, or financial data coverage. This tool is intended for analysis and research purposes only and should not be considered financial advice.
Indicator
Adaptive Consensus Trail Structure, Regime & SelfAdaptive Consensus Trail — Structure, Regime & Self-Test
A trailing stop that sits on the agreement of several structural references, adapts to the market regime, and forward-tests its own signals so the numbers it shows are measured, not asserted.
What it is
Most trailing stops follow one idea — an ATR band, a SuperTrend, a moving average. This one places the stop where a small committee of independent structural references agree, reads how confident that agreement is, widens or tightens itself according to the market regime, and then continuously audits its own flips and reports the edge it actually produced on your data.
The committee has five members, each locating support/resistance from a different lens:
Anchored VWAP band — fair value for the session/week/month
Session / naked volume Point-of-Control — the price the most volume traded at, carried forward until revisited
Fair-Value-Gap midpoint — unfilled imbalance
Swing pivot — structural memory
Order-flow absorption — where aggressive buying/selling was absorbed (via Bulk Volume Classification)
Why these parts belong in one script (mashup justification)
Each reference alone whipsaws on an index, and each is right in different conditions. They are combined because they correct one another, and the entire value of the script is in that interaction — not in any single line:
A reliability layer scores every reference's historical respect rate with a Wilson lower bound, so a reference that keeps getting ignored loses its vote instead of dragging the stop around.
A consensus layer keeps only the densest agreeing cluster of references, so the stop sits on genuine agreement rather than on an average nobody respects, and far-apart references never force a permanent "no signal."
A regime layer (efficiency ratio + ADX + band-width + a volatility-cluster read + a Hurst persistence estimate) widens the band and tightens the flip confirmation in chop — this is what removes the whipsaw.
A self-test layer forward-scores every flip and recalibrates the confidence number so it means what it says.
Split apart, these are five overlays that each mislead in a range. Wired together, they are one self-correcting, self-auditing trail. That is the reason for combining them.
How it works (six layers)
References are computed on the bar close.
Reliability — rolling-capped respect counts per reference give a Wilson lower-bound "trust." POC is a magnet, so it is judged by forward reaction (did price reject away before breaking through?), not a same-bar close, which keeps its trust honest.
Consensus — the densest agreeing cluster within an ATR band becomes the trail's target; the envelope and confidence are measured on that cluster only.
Adaptive backbone — an efficiency-ratio / regime-adaptive band (Adaptive, Chandelier, or Blend) that widens in chop.
The trail — high confidence pulls the stop toward structure (floored a minimum ATR off price); low confidence rides the wide band, so it flips less in noise.
Self-test — every flip is forward-resolved by triple-barrier first-touch against an unconditional base rate, split by strength tier and by regime, with a walk-forward in-sample→out-of-sample check, a runs test of independence, a Brier score, and a confidence recalibration.
How to use it
Read the top banner for the one-line bias — BULLISH / BEARISH / WAIT — and the READ legend for what to do. The coloured line is your stop: support in an uptrend, resistance in a downtrend. BUY / SELL labels print only on confirmed, sufficiently-confident, higher-timeframe-aligned flips.
The dashboard gives detail top-down: each reference's level and trust, the consensus, raw → calibrated confidence, regime (with Hurst and ADX), the higher-timeframe invalidation stop, and a FULL / HALF / STAND-ASIDE suggestion.
Before sizing, open the Self-Test panel and read the Edge column (hit% − base%), not the raw hit-rate. A ★ means the edge's confidence interval clears the base rate. Prefer signals where the walk-forward change isn't badly negative and the runs test isn't "streaky." Being honest about it: on many indices this tool shows real edge in range and volatile regimes on higher timeframes and little-to-none on very low timeframes or once a trend is already confirmed — the panel makes that transparent so you can pick your spots.
Works on any market
Set the Price source, and for symbols with no native volume set a Borrow-volume proxy (e.g. a futures contract). The panel theme adapts to your chart background automatically. Backbone: Adaptive / Chandelier / Blend. Absorption: order-flow (BVC) or simple. An optional intrabar resolution builds a finer volume profile where available.
Originality
The committee-of-references design, the cluster-not-average consensus, the reliability weighting that lets references lose their vote, the forward-reaction POC respect test, and the confidence self-calibration are the author's own work. The underlying techniques are standard and fully credited below.
Non-repaint
References, regime, consensus and the trail all evaluate on the close of the bar; the live bar is provisional and settles on close. Self-test events are logged and resolved only on confirmed bars and resolve on bars after their trigger at fixed barriers, so hit / base / edge use no look-ahead. The higher-timeframe stop uses a lookahead-off request.
Concept credits
Wilson score interval (E. B. Wilson); efficiency ratio (P. Kaufman); ADX / DMI / ATR / volatility-stop lineage (J. W. Wilder); anchored VWAP (industry standard); volume profile / value area / point-of-control — Market Profile (J. P. Steidlmayer, developed by J. F. Dalton); triple-barrier first-touch labelling (M. López de Prado); runs test of randomness (A. Wald & J. Wolfowitz); rescaled-range / Hurst exponent (H. E. Hurst); Brier score (G. W. Brier); Bulk Volume Classification / VPIN (D. Easley, M. López de Prado & M. O'Hara); reliability-bin (isotonic-style) calibration is standard forecasting practice.
Limitations & disclaimer
"Absorption" is a volume proxy — base data has no true tick order flow, so the buy/sell split is estimated from bar moves, not measured. Confidence is context, not a promise of profit. The self-test is descriptive of past behaviour on the loaded symbol (fixed barriers, no costs or slippage) — a study aid, not a backtest and not a guarantee. A measured edge is what flips did historically here, not a forecast.
This script is for research and education only. It is not financial advice, not a recommendation to buy or sell, and not a guarantee of any outcome. Trading carries risk of loss; your decisions are your own. Test on your own data and use independent risk management before relying on it. Indicator
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