Global Sessions IST - High/Low & Range DashboardOverview
Global Sessions IST is a lightweight, clean, and highly customizable session tracking tool designed specifically for traders operating in Indian Standard Time (IST). It dynamically highlights the active market hours for Asia (Tokyo/Hong Kong), London, and New York, helping you identify liquidity sweeps, session ranges, and key intraday turning points without cluttering your price action.
Key Features
IST Native Alignment: Built from the ground up for Indian Standard Time (UTC+5:30), mapping out global session open and close times accurately.
Minimalist Session Boxes: Visualizes session High, Low, and price movement using soft, customizable box fills and subtle border styles.
On-Chart Mini Dashboard: A real-time summary table positioned in the top-right corner that updates each session's:
Session High
Session Low
Total Point Range
DST (Daylight Saving Time) Toggle: Easily adjust London and New York session times by +1 hour with a single setting toggle during summer/winter shifts.
Fully Customizable Visuals: Toggle session boxes, adjust fill opacity, change session colors, or hide the dashboard entirely for a pure price-action view.
How to Use
Identify Session Ranges: Observe how price builds high and low points during the Asian consolidation phase.
Monitor Session Overlaps: Keep an eye on the high-liquidity London–New York overlap (6:30 PM – 9:00 PM IST) for major breakout or reversal trades.
Analyze Range Expansion: Use the mini dashboard to gauge session volatility in points/pip range before entering trades.
Reflective Thought
"What is night for all beings is the time of awakening for the self-controlled."
True market discipline requires awareness when others are asleep. Keep your charts clean, execution sharp, and risk management paramount. Indicator
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Ict Mmxm Frameworkict mmxm framework is a session-based market structure tool designed to organize intraday price delivery around fpi zones, macro windows, order blocks, imbalances, breakaway gap order blocks, opening ranges, and session range structure.
The script is built to help traders study how price behaves during the asian, london, new york morning, lunch, and new york afternoon sessions. It separates each major session into its own visual components so the user can compare pre-session ranges, active session ranges, macro windows, fpi areas, imbalance areas, order block zones, breakaway gap order blocks, and opening range levels.
Main components:
* pre-asian range from 7:00 pm to 9:00 pm new york time
* asian range from 9:00 pm to 12:00 am new york time
* asian macro windows at 6:50 pm to 7:10 pm, 8:50 pm to 9:10 pm, and 12:50 am to 1:10 am
* pre-london range from 2:00 am to 3:00 am new york time
* london range from 3:00 am to 5:00 am new york time
* london macro windows at 1:50 am to 2:10 am, 2:50 am to 3:10 am, and 4:50 am to 5:10 am
* new york morning, lunch, and afternoon session structure
* fpi visualization for asian, london, and new york sessions
* separate fpi detection for asian and london macro windows
* selected-bias imbalance mapping
* selected-bias order block mapping
* breakaway gap order block mapping
* high, midpoint, and low price labels for imbalance, order block, and breakaway gap order block zones
* opening range levels for the new york morning and afternoon sessions
* configurable session visibility and visual settings
The asian and london sections include range boxes, high and low references, midpoint references, macro windows, fpi areas, selected-bias imbalance zones, selected-bias order block zones, and breakaway gap order block context. These components are intended to help traders compare how price develops from one session into the next.
The selected expected bias controls how the main imbalance and order block zones are emphasized. When bearish bias is selected, the framework focuses on the highest relevant bullish order block and premium-side imbalance context. When bullish bias is selected, the framework focuses on the lowest relevant bearish order block and discount-side imbalance context.
The order block, imbalance, and breakaway gap order block zones use soft transparent colors based on the selected expected bias. Bearish bias uses red-toned zones, while bullish bias uses green-toned zones. This is intended to keep the chart visually aligned with the selected directional framework.
The purpose of this script is to provide a structured visual framework for studying session-based delivery, liquidity reference points, fpi behavior, macro timing, order blocks, imbalances, breakaway gap order blocks, and projected levels. It is intended for market context, discretionary planning, and research.
This script does not generate guaranteed trade signals, does not predict future price movement, and does not provide financial advice. It should be used together with independent analysis and proper risk management.
Asian Session:
London Session:
Ny Session:
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Asian Range Liquidity Map [AGPro Series]Asian Range Liquidity Map
🔹 OVERVIEW
Asian Range Liquidity Map is a precision tool for ICT and smart-money traders who focus on the London Open liquidity sweep. The indicator maps the Asian session high/low liquidity pool, tracks which side gets taken on the London kill-zone, and keeps a rolling 60-session record of post-sweep reactions. The engine calculates live Reversal / Continuation / Mixed probabilities for both bull and bear sweeps and displays everything in a compact info panel without cluttering the chart.
Whether you trade Turtle Soup setups, session-based liquidity grabs, or simply want clean Asian range context, this indicator gives you the structural read most traders spend months building manually.
🔹 UNIQUE EDGE
This is not another session-box plotter. Three design choices separate it from generic Asian range indicators:
1. ATR-Normalized Quality Filter — the range width is measured against the Daily ATR, not the chart timeframe. Sessions that are abnormally narrow (illiquid) or abnormally wide (news-driven noise) are filtered out of the statistics engine automatically. Only clean, tradable ranges count.
2. Live Historical Statistics Engine — every past sweep in the 60-session rolling window is classified as Reversal, Continuation, or Mixed using close-based validation. When a new sweep fires, a state label immediately shows the historical bias: "Bull Sweep -> Historical Reversal 73% (n=26)". You see the context the moment price reacts.
3. Three-Tier Classification — most tools treat sweep reactions as a binary outcome. This engine separates clean reversals, clean continuations, and indecisive mixed responses, giving a more honest statistical picture. The Mixed bucket is visible in the panel so the trader always knows how confident the signal actually is.
🔹 METHODOLOGY
1. Session Tracking — the Asian window is tracked using pure UTC hour/minute math (default 00:00-08:00 UTC), fully independent of chart timezone. Start and end hours are configurable.
2. Range Validity — on session close, the range width is compared to the Daily ATR. If the ratio falls outside the user-defined band (default 0.3-2.0 x dATR), the session is marked Filtered Out and excluded from statistics.
3. Sweep Detection — after the session closes, the engine watches a configurable post-open window (default 6 hours) for the first break of the Asian High or Low. Only the first sweep per session is recorded, which keeps the sample clean.
4. Reaction Classification — after the reaction window (default 10 bars), the engine evaluates post-sweep closes:
- Reversal: price closed through the opposite side by at least Reversal Threshold x Range
- Continuation: price sustained past the sweep level with pullback under Continuation Threshold x Range
- Mixed: neither condition was met
5. Rolling Sample — the most recent 60 classified sweeps feed the Bull and Bear statistics independently. Default is 60, configurable from 20 to 100.
🔹 SIGNALS AND ON-CHART ELEMENTS
- Asian Range Box: dotted amber rectangle during the session, solidifies on close if the range passes the ATR filter. Filtered sessions fade to near-invisible.
- High and Low Dotted Extensions: projected right from each validated session, showing the liquidity levels the market will target.
- Sweep State Label: appears on the bar that first breaks the range. Color-coded green for bull sweeps, pink for bear sweeps, with the historical bias and sample size baked in.
- Sweep Line: thick horizontal line at the taken level, drawn forward across the projection zone.
- Projection Zone: rectangular post-sweep forecast box where follow-through (or rejection) typically plays out.
- Multi-Day Overlay: up to the last 5 validated Asian ranges rendered with fade hierarchy (oldest most faded, newest most visible).
- Three alerts are included: Bull Sweep Detected, Bear Sweep Detected, and London Open with Valid Asian Range.
🔹 KEY INPUTS
Session Settings:
- Asian Session Start/End Hour (UTC)
- Sweep Detection Window (hours after London Open)
Quality Filter:
- Use ATR filter (on/off)
- Min and Max Range Width (x Daily ATR)
- ATR Length
Historical Stats Engine:
- Sample Size (20-100 sessions)
- Reaction Window (bars after sweep)
- Reversal Threshold (x Range)
- Continuation Threshold (x Range)
Multi-Day Overlay:
- Show historical sessions (on/off)
- Days to show and fade intensity
Post-Sweep Projection:
- Show projection zone (on/off)
- Projection length in bars
Visual Style:
- Label Font Size (independent from panel)
- Show sweep state label (on/off)
Info Panel:
- Show panel, location, theme (Dark/Light)
- Panel Font Size (independent from labels)
🔹 HOW TO USE
Best fit: intraday timeframes from 1m to 60m. The 15m chart is the intended sweet spot and what the defaults are tuned around. The script auto-disables on 4H and higher with a clear on-chart notice.
Typical workflow:
1. Confirm Range Status shows Valid after the Asian session closes. If Filtered Out, stand aside that day.
2. Wait for the London Sweep Window state and watch the Asian High/Low levels.
3. When a sweep fires, read the state label. A high Reversal probability near a major higher-timeframe level often flags a Turtle Soup opportunity. A high Continuation probability suggests fading is risky and trend-aligned entries are preferred.
4. Use the projection zone as a post-sweep attention area, not a target in itself.
5. Cross-check with your own higher-timeframe bias, volume, and structure before committing.
🔹 LIMITATIONS AND TRANSPARENCY
- This is a context tool, not a strategy. No buy/sell signals are generated and no backtest or performance claim is made.
- The historical percentages shown are descriptive statistics of recent price behavior in the sample window. They describe what has happened, not what will happen. A reading like 80% Reversal means four out of five prior sweeps in the sample reversed; the fifth did not.
- On strongly trending or low-volatility instruments, distributions can skew heavily to one category. For example, on a tight range-bound market a liquidity sweep almost always reverts, producing very high Reversal readings. This is a feature of the data, not a bug. If a distribution looks extreme, tighten the Reversal Threshold and shorten the Reaction Window for a stricter definition, or widen them for a looser one.
- Request.security is used to pull Daily ATR and is evaluated without lookahead; no future data is used.
- First-run sample size will be small until the chart has enough history to fill 60 sessions. Expect the panel to show progress like 18 / 60 until the buffer fills.
🔹 RISK DISCLOSURE
This indicator is a research and analysis tool for educational purposes. It does not constitute financial advice, a recommendation, or a solicitation to buy or sell any asset. Past behavior of liquidity sweeps does not guarantee future outcomes. Trading carries substantial risk of loss. Always perform your own analysis, apply risk management that suits your account, and consult a qualified professional before making financial decisions. Indicator
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Black-Scholes Options Pricing ModelThis is an updated version of my "Black-Scholes Model and Greeks for European Options" indicator, that i previously published. I decided to make this updated version open-source, so people can tweak and improve it.
The Black-Scholes model is a mathematical model used for pricing options. From this model you can derive the theoretical fair value of an options contract. Additionally, you can derive various risk parameters called Greeks. This indicator includes three types of data: Theoretical Option Price (blue), the Greeks (green), and implied volatility (red); their values are presented in that order.
1) Theoretical Option Price:
This first value gives only the theoretical fair value of an option with a given strike based on the Black-Scholes framework. Remember this is a model and does not reflect actual option prices, just the theoretical price based on the Black-Scholes model and its parameters and assumptions.
2)Greeks (all of the Greeks included in this indicator are listed below):
a)Delta is the rate of change of the theoretical option price with respect to the change in the underlying's price. This can also be used to approximate the probability of your option expiring in the money. For example, if you have an option with a delta of 0.62, then it has about a 62% chance of expiring in-the-money. This number runs from 0 to 1 for Calls, and 0 to -1 for Puts.
b)Gamma is the rate of change of delta with respect to the change in the underlying's price.
c)Theta, aka "time decay", is the rate of change in the theoretical option price with respect to the change in time. Theta tells you how much an option will lose its value day by day.
d) Vega is the rate of change in the theoretical option price with respect to change in implied volatility .
e)Rho is the rate of change in the theoretical option price with respect to change in the risk-free rate. Rho is rarely used because it is the parameter that options are least effected by, it is more useful for longer term options, like LEAPs.
f)Vanna is the sensitivity of delta to changes in implied volatility . Vanna is useful for checking the effectiveness of delta-hedged and vega-hedged portfolios.
g)Charm, aka "delta decay", is the instantaneous rate of change of delta over time. Charm is useful for monitoring delta-hedged positions.
h)Vomma measures the sensitivity of vega to changes in implied volatility .
i)Veta measures the rate of change in vega with respect to time.
j)Vera measures the rate of change of rho with respect to implied volatility .
k)Speed measures the rate of change in gamma with respect to changes in the underlying's price. Speed can be used when evaluating delta-hedged and gamma hedged portfolios.
l)Zomma measures the rate of change in gamma with respect to changes in implied volatility . Zomma can be used to evaluate the effectiveness of a gamma-hedged portfolio.
m)Color, aka "gamma decay", measures the rate of change of gamma over time. This can also be used to evaluate the effectiveness of a gamma-hedged portfolio.
n)Ultima measures the rate of change in vomma with respect to implied volatility .
o)Probability of Touch, is not a Greek, but a metric that I included, which tells you the probability of price touching your strike price before expiry.
3) Implied Volatility:
This is the market's forecast of future volatility . Implied volatility is directionless, it cannot be used to forecast future direction. All it tells you is the forecast for future volatility.
How to use this indicator:
1st. Input the strike price of your option. If you input a strike that is more than 3 standard deviations away from the current price, the model will return a value of n/a.
2nd. Input the current risk-free rate.(Including this is optional, because the risk-free rate is so small, you can just leave this number at zero.)
3rd. Input the time until expiry. You can enter this in terms of days, hours, and minutes.
4th.Input the chart time frame you are using in terms of minutes. For example if you're using the 1min time frame input 1, 4 hr time frame input 480, daily time frame input 1440, etc.
5th. Pick what style of option you want data for, European Vanilla or Binary.
6th. Pick what type of option you want data for, Long Call or Long Put.
7th . Finally, pick which Greek you want displayed from the drop-down list.
*Remember the Option price presented, and the Greeks presented, are theoretical in nature, and not based upon actual option prices. Also, remember the Black-Scholes model is just a model based upon various parameters, it is not an actual representation of reality, only a theoretical one.
*Note 1. If you choose binary, only data for Long Binary Calls will be presented. All of the Greeks for Long Binary Calls are available, except for rho and vera because they are negligible.
*Note 2. Unlike vanilla european options, the delta of a binary option cannot be used to approximate the probability of the option expiring in-the-money. For binary options, if you want to approximate the probability of the binary option expiring in-the-money, use the price. The price of a binary option can be used to approximate its probability of expiring in-the-money. So if a binary option has a price of $40, then it has approximately a 40% chance of expiring in-the-money.
*Note 3. As time goes on you will have to update the expiry, this model does not do that automatically. So for example, if you originally have an option with 30 days to expiry, tomorrow you would have to manually update that to 29 days, then the next day manually update the expiry to 28, and so on and so forth.
There are various formulas that you can use to calculate the Greeks. I specifically chose the formulations included in this indicator because the Greeks that it presents are the closest to actual options data. I compared the Greeks given by this indicator to brokerage option data on a variety of asset classes from equity index future options to FX options and more. Because the indicator does not use actual option prices, its Greeks do not match the brokerage data exactly, but are close enough.
I may try to make future updates that include data for Long Binary Puts, American Options, Asian Options, etc. Indicator
