CTP Style Market Temperature + Implied Volatility OverlayAbsolutely. Here’s a stronger **PulseWire publish description** written for novice option traders, including how to read the **color transitions**.
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# CTP Style Market Temperature + IV Overlay
This indicator is designed to help traders quickly understand the current **market temperature**, trend strength, and volatility risk.
It is especially useful for **option traders** because buying calls, puts, or LEAPs is not just about direction. Option prices are also affected by **implied volatility**, time decay, and market conditions.
This indicator tries to answer three simple questions:
1. Is the stock or ETF technically healthy?
2. Is the market environment improving or weakening?
3. Is volatility making options more expensive or risky?
## How the Market Temperature Score Works
The indicator creates a simple score from **0 to 4** using four conditions:
* Price above the 50-day moving average
* Price above the 200-day moving average
* MACD is bullish
* Price is above Parabolic SAR
The higher the score, the stronger the technical environment.
## Bar Colors
The main bars show the market temperature:
* **Green** = strong / bullish environment
* **Yellow** = mixed / neutral environment
* **Red** = weak / defensive environment
This is not meant to be a blind buy or sell signal. It is a **risk filter**.
## How to Read Color Changes
The most important part of this indicator is not just the current color, but how the color is changing.
### Red moving to Yellow
Red moving to yellow means conditions may be starting to improve.
For option traders, this usually means:
> The market may be stabilizing, but it is not fully healthy yet.
This can be a good time to build a watchlist, look for stocks reclaiming key moving averages, and prepare for possible setups. It does **not** mean aggressively buy calls yet.
### Yellow moving to Green
Yellow moving to green means conditions are strengthening.
For option traders, this is usually the best environment to look for higher-quality bullish setups.
This may mean:
* Trend is improving
* Momentum is returning
* Risk conditions are more supportive
* Long calls or LEAPs may have a better probability backdrop
This is the “market wind at your back” zone.
### Green moving to Yellow
Green moving to yellow is an early caution signal.
It does not automatically mean sell, but it means the strong bullish environment is weakening.
For option traders, this may be a time to:
* Stop chasing new call entries
* Tighten risk
* Consider taking partial profits
* Watch for breaks of support
* Be more selective
This is especially important because options can lose value quickly if momentum fades.
### Yellow moving to Red
Yellow moving to red means the environment is becoming defensive.
For option traders, this is usually a warning to be careful with long calls or aggressive bullish trades.
This may mean:
* Trend is breaking down
* Momentum is weakening
* Risk is increasing
* Capital preservation becomes more important
## Implied Volatility / Volatility Overlay
The indicator also includes a volatility line plotted over the bars.
The volatility source can be either:
* An external volatility symbol, such as VIX
* A historical volatility proxy calculated from price movement
The volatility line uses a separate color system:
* **White** = volatility is OK
* **Teal** = caution
* **Blue** = elevated volatility risk
For novice option traders, this matters because higher volatility usually means options are more expensive.
A stock can look bullish, but if volatility is elevated, calls and LEAPs may already be expensive. That creates a headwind.
## Negative Volatility Bias
The red bars below the zero line show the volatility penalty or negative bias.
Simple read:
* **No red bar below zero** = low volatility pressure
* **Small red bar** = caution
* **Deeper red bar** = higher volatility risk
For option traders:
> The deeper the red bar below zero, the more careful you should be about buying expensive option premium.
## Simple Option Trader Guide
### Best environment for bullish option trades
* Bars are green
* Volatility line is white or improving
* Red negative-bias bars are small or absent
* Price is above key moving averages
### Caution environment
* Bars are yellow
* Volatility line is teal
* Red negative-bias bars are present
* Price action is mixed
### Defensive environment
* Bars are red
* Volatility line is blue
* Red negative-bias bars are deep
* Price is below key moving averages
## Important Reminder
This indicator is not a complete trading system. It is designed to help traders understand the environment before making a trade.
Use it with price action, volume, support and resistance, earnings dates, risk management, and your own trading plan.
For educational purposes only. Not financial advice.
Indicator
AI Smart Money Pro Adaptive CHoCH Engine
AI Smart Money Pro Adaptive CHoCH Engine
Most structure indicators do the same thing — find a break and draw an arrow. This one works differently.
TrendStudent — AI Smart Money Pro detects Change of Character (CHoCH) using classic Smart Money Concepts methodology, but instead of a fixed rule it asks: how did similar breaks actually behave before on this same chart?
Every new CHoCH gets a digital fingerprint built from three movement characteristics. The built-in AI engine compares it against history and outputs a continuation probability + three target levels — based on real outcomes of past similar setups.
No repainting. No lookahead. Only what already happened.
How It Works
Step 1 — Structure. The indicator tracks swing highs and lows. A CHoCH fires when price closes beyond the last swing against the current trend — a character shift in the market.
Step 2 — Fingerprint. Three features are computed per CHoCH: volume pressure (who dominates — buyers or sellers), move strength relative to volatility (ATR), speed of the move.
Step 3 — AI Engine. The script maintains a database of past CHoCH events (up to 2,000 records). On a new signal — it finds K most similar past cases using Euclidean distance between fingerprints.
Step 4 — Scoring. Based on how those similar cases actually played out — a Score is computed (% of favorable outcomes) plus three targets: TP1 (conservative), TP2 (median), TP3 (aggressive).
Step 5 — Training. Every past setup is graded 20 bars after the signal and only then added to the database. The model learns from already-closed history — no lookahead bias.
Settings
⚙️ Engine
Swing Length — swing sensitivity. Lower = more signals, less confirmed
Look-Ahead Window — how many bars before a setup enters the database (leave as-is if unsure)
Memory Window — how far back to search for similar cases. Lower = more adaptive to current market regime
K Neighbors — how many similar cases to average. Lower = more reactive, higher = more stable
Min Score — threshold below which a signal is considered weak and the badge dims
Star Threshold ★ — threshold for the star marker. Star = directional confidence above this %
🎯 Targets
Conservative Scalar — how much TP1 is reduced relative to the average neighbor outcome
Target Extension — width of the target zone in bars to the right
📍 Entry / Stop
Entry marker and stop line toggle independently
Green zone = potential (Entry → TP3), red zone = risk (Entry → Stop)
How to Read a Signal
An Entry label with an arrow and price appears — this is the CHoCH bar, your point to evaluate a position
Check the % next to the arrow — probability that the break continues in that direction
If there's a ★ — confidence exceeds your threshold, these are the strongest setups
Red zone = your risk. Blue/pink zone = potential up to TP3
Inside the profit zone — dotted lines TP1 and TP2 as intermediate targets
In the right panel: Bias = current trend state, Score = confidence of the last signal, DB Records = database size (more records = more reliable statistics)
Signals below Min Score appear dim grey — the model isn't confident, don't rush
Tips
💡 Best timeframe is 1H and above. On 5-15M there are too many signals and they overlap. On higher timeframes — rare, clean, with solid R:R.
💡 Right after loading the database is empty — Score will show "—". Let it accumulate 200+ records (visible in DB Records) — then the statistics become meaningful.
💡 Min Score 55% is a soft observation threshold. For real entries I recommend raising it to 65-70%. For very selective trading — 75%+.
💡 TP1 is where price almost always reaches. TP2 is the typical move. TP3 only happens on strong momentum. Plan exits around TP1-TP2, don't chase TP3 every time.
💡 Vol Δ in the panel shows pressure on the last candle. If the CHoCH is bullish but Vol Δ is negative — be careful, buyers aren't dominating.
Alerts
Enable alerts directly in the indicator settings — set a probability threshold for bullish and bearish signals separately. Then open PulseWire's alert menu and select your preferred variant. You'll get notified the moment a CHoCH passes your threshold — no need to watch the screen.Большинство индикаторов структуры рынка делают одно и то же — находят пробой и рисуют стрелку. Этот работает иначе.
TrendStudent — AI Smart Money Pro определяет Change of Character (CHoCH) по классической методологии Smart Money Concepts, но вместо фиксированного правила задаёт вопрос: а как вели себя похожие пробои раньше на этом же графике?
Каждый новый CHoCH получает цифровой отпечаток из трёх характеристик движения. Встроенный AI-движок сравнивает его с историей и выдаёт вероятность продолжения + три уровня целей — на основе реальных исходов прошлых похожих сетапов.
Никакой перерисовки. Никакого подглядывания в будущее. Только то, что уже случилось.
Как это работает
Шаг 1 — Структура. Индикатор отслеживает свинг-хаи и свинг-лоу. CHoCH фиксируется когда цена закрывается за последним свингом против текущего тренда — смена характера рынка.
Шаг 2 — Отпечаток. На каждый CHoCH считается три фичи: объёмное давление (кто доминирует — покупатели или продавцы), сила хода относительно волатильности (ATR), скорость движения.
Шаг 3 — AI-движок. Скрипт хранит базу прошлых CHoCH (до 2000 записей). При новом сигнале — ищет K наиболее похожих случаев по евклидову расстоянию между отпечатками.
Шаг 4 — Оценка. На основе того как реально повели себя эти похожие случаи — считается Score (% успешных исходов) и три цели: TP1 (консервативная), TP2 (типичная), TP3 (агрессивная).
Шаг 5 — Обучение. Каждый старый сетап получает оценку через 20 баров после сигнала и только после этого попадает в базу. Модель обучается на уже закрытой истории — без подглядывания.
Настройки
⚙️ Engine
Swing Length — чувствительность свингов. Меньше = больше сигналов, но менее подтверждённых
Look-Ahead Window — через сколько баров сетап попадает в базу (не трогай если не уверен)
Memory Window — глубина поиска похожих случаев. Меньше = адаптивнее к текущему режиму рынка
K Neighbors — сколько похожих случаев усреднять. Меньше = реактивнее, больше = стабильнее
Min Score — порог ниже которого сигнал считается слабым и бейдж тускнеет
Star Threshold ★ — порог для звезды. Звезда = направленная уверенность выше этого %
🎯 Targets
Conservative Scalar — насколько урезан TP1 относительно среднего хода соседей
Target Extension — ширина зоны целей в барах вправо
📍 Entry / Stop
Маркер входа и стоп-линия включаются и выключаются отдельно
Зелёная зона = потенциал (Entry → TP3), красная зона = риск (Entry → Stop)
Как читать сигнал
Появилась метка Entry со стрелкой и ценой — это момент CHoCH, точка для оценки позиции
Смотришь на % рядом со стрелкой — вероятность что пробой продолжится в нужную сторону
Если есть ★ — уверенность выше твоего порога, это лучшие сигналы
Красная зона — твой риск. Синяя/розовая зона — потенциал до TP3
Внутри зоны прибыли — пунктирные линии TP1 и TP2 как промежуточные ориентиры
В панели справа: Bias — текущее состояние тренда, Score — уверенность последнего сигнала, DB Records — размер базы (чем больше — тем надёжнее статистика)
Сигналы ниже Min Score — тускло-серые. Модель не уверена — не торопись
Советы
💡 Лучший таймфрейм — 1H и выше. На 5-15М сигналов много, они накладываются. На старших ТФ — редкие, чистые, с хорошим R:R.
💡 Первое время после загрузки база пустая — Score показывает "—". Дай накопить 200+ записей (видно в DB Records) — потом статистика станет значимой.
💡 Min Score 55% — мягкий порог для наблюдения. Для реальных входов рекомендую 65-70%. Для очень избирательной торговли — 75%+.
💡 TP1 — куда цена доходит почти всегда. TP2 — типичный ход. TP3 — только при сильном импульсе. Планируй выход по TP1-TP2, не гонись за TP3 каждый раз.
💡 Vol Δ в панели — давление на последней свече. Если CHoCH бычий, а Vol Δ отрицательный — осторожно, покупатели не доминируют.
Алерты
Включи алерты в настройках индикатора — задай порог вероятности для бычьих и медвежьих сигналов. Потом открой меню алертов PulseWire и выбери нужный вариант. Уведомление придёт в момент CHoCH который прошёл твой порог — не нужно сидеть у экрана. Indicator
Indicator
Custom Theme Breadth & Leadership DashboardCustom Theme Breadth & Leadership Dashboard
This script is a customizable theme-breadth dashboard designed to help traders monitor whether a selected group of stocks or ETFs is showing broad participation, narrow leadership, mixed behaviour, or short-term weakness.
The main purpose of the script is to help traders avoid looking at one symbol in isolation. Many strong market moves happen through themes, sectors, or related groups of stocks. For example, AI infrastructure may include semiconductors, memory, networking, data-centre hardware, power infrastructure and cooling. This dashboard allows users to place related symbols into one basket and quickly see whether strength is broad-based or limited to only a few names.
The script is not a buy or sell signal. It is a decision-support tool for theme monitoring, sector rotation, watchlist review and relative leadership analysis.
What the dashboard shows
At the top of the table, the dashboard shows the overall condition of the selected basket:
Overall Theme Read
Constructive Symbols
Breadth %
Leaders
Average Score
Below the summary section, the table displays each selected symbol with the following columns:
1D: one-day rate of change
1W: five-trading-day rate of change
1M: twenty-one-trading-day rate of change
3M: sixty-three-trading-day rate of change
YTD: year-to-date rate of change
Score: a 0 to 10 participation score based on positive returns across multiple timeframes
Status: a short-term participation label based on recent performance behaviour
The score is designed to reward symbols that are positive across multiple timeframes. A symbol receives points for positive 1D, 1W, 1M, 3M and YTD performance, with additional bonus points for stronger 1W and 1M momentum.
Status definitions
Leading: 1W, 1M and 3M performance are all positive.
Improving: 1D and 1W are positive, but 1M is still negative.
Weakening: 1D and 1W are negative, but 3M is still positive.
Lagging: 1W and 1M are both negative.
Mixed: the symbol does not clearly fit into the other categories.
Important note on “Weakening”
A symbol can still be a strong longer-term leader and appear as “Weakening” if it has recently pulled back.
For example, a stock may have very strong 3M or YTD performance but still be classified as Weakening if its 1D and 1W performance are negative. This is intentional. The dashboard is designed to show current participation and short-term behaviour, not only long-term leadership quality.
Constructive Symbols
Constructive Symbols means the number of enabled symbols currently classified as either Leading or Improving.
This is a short-term participation measure. It does not mean that all other symbols are bad companies or poor long-term investments. It simply means they are not currently showing the short-term participation pattern required to be counted as constructive by this dashboard.
Breadth %
Breadth % shows the percentage of enabled symbols that are currently constructive.
For example, if the dashboard shows 2 / 10 and 20%, it means that 2 out of the 10 enabled symbols are currently classified as either Leading or Improving.
Leaders
Leaders shows how many enabled symbols are classified as Leading.
Average Score
Average Score shows the average score across all enabled symbols in the selected basket.
Overall Theme Read
The script converts the breadth and average score into an overall theme interpretation:
Broad Strength: many symbols in the basket are constructive and the average score is strong.
Narrow Leadership: the average score is strong, but breadth is not broad enough. This can mean only a few leaders are carrying the theme.
Mixed Theme: some symbols are working, but participation is uneven.
Weak Theme: few symbols are constructive and the group is not showing broad strength.
How to use
1. Choose Core Themes, Full Themes or Custom List mode.
2. In Custom List mode, enter the stocks or ETFs that represent the market theme you want to monitor.
3. Enable or disable symbols depending on your watchlist.
4. Use the Overall Theme Read to understand the condition of the basket.
5. Use Constructive Symbols and Breadth % to understand whether participation is broad or narrow.
6. Use the individual symbol rows to identify which names are leading, improving, weakening, lagging or mixed.
7. Use the dashboard together with your own chart analysis, support/resistance levels, volume, earnings dates and risk management.
Example use cases
A trader studying AI infrastructure could create a custom basket containing semiconductor, memory, networking, server, data-centre power and cooling names. If only one or two names are strong while the rest are weakening, the dashboard may show narrow leadership or a weak theme. If many names are leading or improving together, the dashboard may show broad strength.
A trader studying sector rotation could use the Core Themes or Full Themes modes to compare ETFs and identify where participation is improving or deteriorating.
Limitations
This script does not predict price movement.
It does not provide automatic buy or sell signals.
It does not replace individual chart analysis.
It does not account for earnings dates, company fundamentals, valuation or news.
A strong dashboard reading should still be confirmed with price structure, volume, market condition and risk management.
The script is designed to help traders quickly evaluate theme participation and leadership across a custom basket of symbols.
Sample snapshots
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RSI + 2 MAThis indicator displays the RSI line together with 2 moving averages (MA) calculated on the RSI value itself — not MAs on price. The goal is to observe RSI momentum over time rather than reading the raw oscillator alone, helping to filter out noise and identify momentum trends more clearly.
Calculation:
RSI is calculated based on the source and length chosen by the user (default: close, length 14).
MA 1 is applied to the RSI series (default: SMA 9) — reacts quickly to changes in RSI.
MA 2 is applied to the RSI series (default: WMA 45) — smoother, representing medium-term momentum trend.
Both MAs support 7 types: SMA, EMA, WMA, RMA, VWMA, HMA, TMA, and can be customized independently.
How to read the signals:
When the RSI line is above both MA lines → background fills green, indicating momentum is leaning bullish.
When the RSI line is below both MA lines → background fills red, indicating momentum is leaning bearish.
When RSI sits between the 2 MAs (no consensus) → background fills neutral gray.
A reference line at 50 is plotted, and can be shown/hidden.
Two built-in alertconditions are included: RSI crossing above both MAs, and RSI crossing below both MAs — for setting up automated alerts.
Cách đọc tín hiệu:
Khi đường RSI nằm trên cả 2 đường MA → nền tô xanh, thể hiện động lượng đang nghiêng về phía tăng.
Khi đường RSI nằm dưới cả 2 đường MA → nền tô đỏ, thể hiện động lượng đang nghiêng về phía giảm.
Khi RSI nằm giữa 2 MA (không đồng thuận) → nền tô xám trung tính.
Đường mốc 50 được vẽ tham chiếu, có thể ẩn/hiện.
Có 2 alertcondition dựng sẵn: RSI cắt lên trên cả 2 MA, và RSI cắt xuống dưới cả 2 MA — dùng để thiết lập cảnh báo tự động. Indicator
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ICT Macro Lines - Today OnlyICT Macro Lines - Today Only is a visual intraday timing tool that marks selected ICT-style macro windows on the current trading day only.
The script draws vertical Start, Mid and End markers for predefined New York session windows, including selected NY Macro windows, the NY AM Silver Bullet window, the Dangerous Lunch Macro, the PM Macro and the Power Hour window.
The purpose of this indicator is to help intraday traders keep important time-based windows visible directly on the chart without manually drawing the same timing lines every day.
This indicator does not generate buy or sell signals. It does not predict direction, measure trend strength, detect entries, or provide automated trade confirmation. It is a chart-organization tool focused only on time structure.
How it works:
The script uses the selected timezone, set by default to America/New_York, and calculates today’s timestamps for each enabled macro window.
For each enabled window, it can draw three vertical markers:
S = Start of the window
M = Middle of the window
E = End of the window
The indicator can optionally hide time markers that have already passed during the current day. This keeps the chart cleaner during live intraday analysis.
It can also display a compact table showing the enabled macro windows and their Start, Mid and End times.
Dangerous Lunch Macro:
The Lunch Macro window from 11:50 to 12:10 New York time is intentionally highlighted in red and labeled as Dangerous Lunch Macro. In this implementation, it is treated as a higher-risk ICT-style timing window. The red color is fixed and cannot be changed in the script settings.
This red highlight is only a visual warning. It is not a buy signal, sell signal, entry confirmation or trade recommendation.
Main features:
- Today-only macro markers based on New York time.
- Optional NY Macro windows.
- Optional NY AM Silver Bullet window.
- Optional Dangerous Lunch Macro window.
- Optional PM Macro and Power Hour window.
- Start / Mid / End vertical line markers.
- Optional line labels: S/M/E, time, or full description.
- Optional subtle background shading for active macro windows.
- Optional macro table with window times.
- Fixed red color for the Dangerous Lunch Macro.
- Customizable line color for all other macro windows.
- Customizable line style, width, text size and table position.
- Designed for intraday charts.
Suggested use:
Use the script on clean intraday charts such as 1-minute, 3-minute, 5-minute or 15-minute charts.
The markers are intended to help traders observe price behavior around specific time windows. Any trading decision should be based on the trader’s own trading model, risk management and market context.
Originality and usefulness:
This script is not a combination of unrelated indicators. Its purpose is to consolidate recurring ICT-style intraday time windows into a clean, configurable, today-only visual layout.
Instead of manually drawing macro timing lines each session, the script automatically places the selected windows using New York time and lets the user control visibility, labels, background shading and the summary table.
Limitations:
- The script is intended for intraday timeframes.
- It is a visual timing reference only.
- It does not provide trade signals.
- It does not determine market bias.
- It does not include backtesting or performance claims.
- It does not predict price direction.
- Time windows are fixed and should be interpreted by the user within their own trading model.
This publication is for educational and chart-organization purposes only. Indicator
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NSE F&O Option ScannerHow the Scoring Works (0–5 points)
Each condition adds 1 point:
✅ 8 EMA above 20 EMA (trend direction)
✅ OI Proxy confirms direction (Volume + Price interpretation)
✅ Sector index trading above its 20 EMA
✅ RSI not in extreme zone (not overbought for CE / not oversold for PE)
✅ Volume spike ≥ 1.5× the 20-bar average
Score ≥ 4 → High conviction signal → BUY CE or BUY PE label appears on chart
Score 3 → Weak setup — wait for confirmation
Score < 3 → No trade
Dashboard Shows (top-right panel)
🔹 8/20 EMA trend + gap %
🔹 OI Proxy: Long Buildup / Short Buildup / Short Covering / Long Unwinding
🔹 Sector trend vs 20 EMA
🔹 Relative Strength vs sector (20-bar)
🔹 RSI (14) with overbought/oversold alert
🔹 MACD Histogram direction
🔹 Volume — Normal or Spike with multiplier
🔹 Setup Score (0–5)
🔹 Recommendation — 🟢 BUY CALL (CE) / 🔴 BUY PUT (PE) / ⏳ NO SETUP
🔹 Auto Strike Suggestion — ATM + 1 OTM (calculated from CMP)
🔹 Entry (CMP), Stop Loss, Target 1 (1:2), Target 2 (1:3)
🔹 ATR with volatility %
🔹 News reminder
How to Use
Add to any NSE F&O stock on Daily or 1H timeframe
Change the Sector Index input to match the stock — NIFTY_BANK, NIFTY_IT, NIFTY_AUTO, NIFTY_PHARMA, NIFTY_FMCG, NIFTY_METAL etc.
Read the dashboard — Score ≥ 4 = high conviction setup
Always verify news and catalyst on NSE website or Screener.in before entering
Set alerts using the 5 built-in alert conditions
Built-in Alerts
🟢 Strong BUY CE — EMA cross + OI + Sector all aligned (score ≥ 4)
🔴 Strong BUY PE — EMA cross + OI + Sector all aligned (score ≥ 4)
📊 EMA Bull Cross — 8 EMA crossed above 20 EMA
📊 EMA Bear Cross — 8 EMA crossed below 20 EMA
📈 Volume Spike in Bull Trend
Note on OI Data
For real open interest data, switch to the futures chart (e.g. NSE:RELIANCE1!). On equity charts this script uses Volume + Price direction as an OI proxy, which closely mirrors standard OI interpretation (Long Buildup, Short Buildup, Short Covering, Long Unwinding).
Settings
All parameters are adjustable — EMA lengths, ATR multiplier, Risk:Reward ratio, OI proxy sensitivity, and sector index. Tooltips explain each input.
⚠️ For educational and analysis purposes only. Not financial advice. Always use proper risk managemen Indicator
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ZH Market FilterBackground coloring (the core filter) paints the chart by market regime, based on Qullamaggie's MA idea. It compares a fast MA (10) and slow MA (20), and checks whether each is trending up versus 5 bars ago:
* Dark green — 10 above 20, both trending up (strongest)
* Light green — 10 above 20, only the 10 trending up (early/weakening)
* Yellow — 10 above 20, neither trending up (stalling)
* Black — anything else (downtrend or chop)
Plotted lines: the 10-MA (red) and 20-MA (black), plus three toggleable reference SMAs — 50 (blue), 100 (orange), 200 (purple).
Range-bound override lets you mark a consolidation manually. You enter four things: Range Top, Range Bottom, Start Date, and Range Color. From the start date forward, the background paints your chosen color — overriding the MA coloring — because you've called it range-bound. It ends automatically on the first candle that closes above the top or below the bottom, then reverts to the normal MA coloring for good. It's one range per start date (move the date forward to mark a new one), and it triggers on closes, not wick pokes.
Metrics table (top-right) shows two readouts, pulled exactly from your ZH indicator:
* QQQ — QQQ's daily % change
* BRD — breadth, calculated as (new highs − new lows) / new lows × 100 from ATHI.US and ATLO.US
Labels are white; values are green when positive, red when negative.
A few practical notes: it's Pine v6, the metrics need ATHI.US/ATLO.US data on your plan (they work in your ZH script, so you're set), and if you leave the range prices at 0 it simply won't paint — no more flattened chart. One thing to keep in mind on the range start date: it has to be a date that exists on the chart, not in the future, or nothing paints. Indicator
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Advanced Volatility1. Normalized ATR (%) - The Blue Line
What it is: The standard Average True Range (ATR) divided by the current closing price.
Why it matters: It tells you exactly what percentage the asset moves on an average bar. If the nATR is 2.0%, you know the asset swings roughly 2% per candle. This is incredibly useful for setting dynamic stop losses and take profits that scale mathematically with the asset's price, rather than guessing arbitrary dollar amounts.
2. BB Width (%) - The Orange Line
What it is: The distance between the Upper and Lower Bollinger Bands, divided by the Middle Band.
Why it matters: This acts as a highly effective "Squeeze" proxy. Volatility is cyclical; it contracts, then it expands. When you see the Orange line drop to extremely low historical levels, it means the Bollinger Bands are pinching tight. This contraction indicates that energy is building up, and a massive breakout/expansion move is imminent.
3. Historical Volatility (%) - The Fuchsia Line
What it is: A strict statistical calculation heavily used in options pricing (often referred to as HV or Realized Volatility). It calculates the standard deviation of logarithmic returns over a period, and annualizes it (multiplying by √252 trading days).
Why it matters: It gives you the "true" statistical variance of the asset. A rising Fuchsia line means the market is becoming highly chaotic and unpredictable, while a falling line means the market is returning to a stable, directional grind.
By layering all three of these metrics on one panel, you can easily spot when a market has compressed to zero (all lines dropping near the Zero Base) right before a massive trend erupts! Indicator
Liquidity Sweep Intelligence - ML Post-Sweep [Dots3Red]█ LIQUIDITY SWEEP INTELLIGENCE — KNN POST-SWEEP
Usually, a liquidity indicator shows where the price is likely to go to take liquidity. This one tells you what tends to happen after it gets there.
When price sweeps a swing high or low — triggering the stop orders sitting there — we face the immediate question: does it reverse (a stop hunt, fade the move) or does it continue (a genuine breakout)? The answer depends on context. This script tracks every historical sweep on your chart, records the contextual features at the moment it happened, and uses a KNN (K-Nearest Neighbors) model to find the most similar past sweeps and return their actual measured outcomes.
The probability shown is not derived from a formula. It is counted from real historical sweeps on your chart.
█ HOW IT WORKS
1. Pool Detection
Swing highs and swing lows are detected using two pivot lengths — a primary (default 10 bars each side) and a secondary (default 8 bars each side) — to capture both major and minor liquidity levels. Same-side pivots that form within the Equal-Level Tolerance % of each other are merged into a single stronger pool, marked with the ⊜ symbol. These are equal highs (EQH) or equal lows (EQL) — two peaks or two troughs at nearly the same price — which represent a higher concentration of stop orders than a single pivot.
Unswept pools are shown as lines on the chart: dashed for single pivots, solid for equal-level pools. Pools expire after the configured maximum age (default 50 bars) without generating a sweep record.
2. Sweep Detection
A sweep is registered when the close price exceeds a pool level by more than the Sweep Buffer (default 1.4 × ATR). This buffer filters out minor wicks that barely touch a level and requires a genuine close beyond it.
At the moment of the sweep, the script records:
• The direction (high swept or low swept)
• Whether the pool was an equal-level cluster (EQH/EQL)
• How old the pool was in bars
• The current ATR ratio (current volatility relative to the 50-bar baseline)
• Whether the sweep occurred inside an ICT killzone window
3. Outcome Measurement
After the Outcome Window (default 10 bars), the script measures what price actually did. For a swept high, it calculates how far price retraced downward and how far it continued upward, both expressed in ATR units. For a swept low, the directions are reversed. If the retracement exceeded the Reversal Threshold (default 3.5 × ATR), the sweep is classified as a reversal. Otherwise it is classified as a continuation. The result is stored in the KNN training data.
4. KNN Inference
The K-Nearest Neighbors model uses a 5-feature vector for each sweep:
• sweep_dir — was a high swept (1) or a low swept (0)?
• age_norm — how old was the pool when swept, normalized 0–1
• is_equal — was it an EQH/EQL cluster (1) or single pivot (0)?
• atr_ratio_norm — current ATR divided by 50-bar ATR baseline, capped at 3×
• in_kz — did the sweep occur inside a killzone window (1) or not (0)?
For each active sweep, the model computes the Euclidean distance to every recorded historical sweep in the training window, finds the K nearest matches (default 15), and returns three values averaged across those neighbors:
• Reversal probability — what percentage of matched sweeps reversed
• Average reversal distance — how far the reversal moved in ATR units
• Average continuation distance — how far the continuation moved in ATR units
The KNN runs every third bar per event for performance. Output is displayed only after the minimum training threshold (default 20 samples) has been reached.
5. Killzone Context
Four ICT killzone windows are tracked in New York time and used as a contextual feature in the KNN vector:
• Asia KZ — 20:00 to 00:00
• London Open KZ — 02:00 to 05:00
• NY Open KZ — 07:00 to 10:00
• London Close KZ — 10:00 to 12:00
Sweeps that occur inside a killzone are marked with ⚡ in the label. The active killzone is also shown in the dashboard.
█ READING THE LABEL
Each active sweep displays a label at the right edge of the chart:
▲ HIGH SWEPT ⊜ ⚡
Rev 68% | +1.4 ATR | N=47
▲ HIGH SWEPT — a swing high was swept (sell-side stops triggered)
⊜ — the pool was an equal-high cluster (stronger stop concentration)
⚡ — the sweep occurred inside a killzone window
Rev 68% — 68% of the 47 matched historical sweeps reversed
+1.4 ATR — the average reversal distance among those that reversed
N=47 — 47 historical sweeps matched this context
Label color follows sweep direction: orange-red for a swept high (bearish sweep), cyan for a swept low (bullish sweep).
While training data is still being collected, the label shows: Training… (8/20 needed)
█ LIQUIDITY VOID ZONE
When a sweep candle has a long wick, there is a gap between the wick extreme and where price actually closed. This zone — where price moved through too fast for normal order flow — is drawn as a semi-transparent dashed box. It represents an imbalance that price frequently returns to fill. The void is colored by sweep direction.
█ DASHBOARD
The top-right table shows:
• Session KZ — which killzone is currently active, if any
• ATR Ratio — current ATR relative to the 50-bar baseline (amber above 1.5×)
• KNN Training — progress bar showing recorded sweep outcomes vs maximum
• Overall Rev % — total reversal rate across all recorded sweeps on this chart
• Avg Rev Dist — average reversal move in ATR across all reversals
• Avg Cont Dist — average continuation move in ATR across all continuations
• Active Pools — number of unswept pools tracked, with EQH/EQL count
• Pending Sweeps — sweeps waiting for their outcome window to complete
• Resolved — count of confirmed reversals and continuations
• KNN Features — reminder of the five features used in the model
█ SETTINGS
Pool Detection
• Primary Pivot Length (10) — bars each side to confirm a major swing
• Secondary Pivot Length (8) — bars each side for minor swings; 0 disables
• Max Tracked Pools (60) — cap on active pools; oldest removed when exceeded
• Max Pool Age (50 bars) — pools older than this are expired without recording
• Equal-Level Tolerance % (3.0) — proximity threshold for EQH/EQL merging
Sweep Settings
• Sweep Buffer (1.4 × ATR) — minimum close beyond pool to register a sweep
• Outcome Window (10 bars) — measurement window after each sweep
• Reversal Threshold (3.5 × ATR) — minimum retracement to classify as reversal
• Show Liquidity Void Zones — toggle the wick imbalance boxes
• Max Historical Sweeps Shown — cap on how many past events are displayed
KNN Engine
• K Neighbors (15) — historical sweeps to average; higher = smoother, slower to adapt
• Max Training Samples (400) — rolling window; oldest samples dropped when exceeded
• Min Samples Before Display (20) — KNN output hidden until this threshold is reached
• ATR Baseline Period (50) — period for the baseline ATR used in the volatility feature
█ TIMEFRAME
Works on any intraday timeframe. Most useful at 5-minute through 1-hour where enough sweeps accumulate to build meaningful training data within a single session. On daily charts, the training window fills slowly but the signals tend to be higher quality.
The KNN model relearns continuously as new sweeps are recorded and old ones fall outside the rolling window. It adapts to the instrument and timeframe it is applied to.
█ NOTES
The reversal probability reflects historical behavior on this chart and timeframe. It is not a forward guarantee. A sweep with Rev 70% still continues 30% of the time. Use the N count as a confidence indicator — higher N means more matched examples and a more reliable estimate.
The model requires at least 20 sweep outcomes before displaying predictions. On timeframes with infrequent sweeps, this may take time to accumulate.
█ DISCLAIMER
This script is a visualization and analytical tool. It does not generate trade signals and does not constitute financial advice. Past sweep behavior does not guarantee future outcomes. Indicator
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