Indicator
Triple MACD PRO NASDAQ MTF CLEAN FLOW FINAL PROA minimalistic multi-timeframe MACD designed for high-speed markets like the NASDAQ.
This indicator focuses purely on momentum, flow, and structure – without visual clutter, signals, or distractions.
🔍 Concept
This tool combines three synchronized MACD layers:
M1 (Entry Engine) → fast momentum and execution timing
M5 (Flow) → short-term directional pressure
M15 (Structure) → higher timeframe bias
All components are normalized and enhanced with momentum acceleration to adapt to the speed of modern index markets.
🎯 Purpose
The indicator is built to:
Read real-time market flow
Identify high-probability continuation phases
Filter weak or low-quality moves
Provide a clean, distraction-free trading view
There are no signals, arrows, or background effects – only essential information.
🎨 Visualization
Histogram (M1) → momentum strength and acceleration
MACD/Signal Lines → structure and crossover context
MTF Fill (M5 & M15) → directional bias without clutter
Color logic:
Green → bullish pressure
Red → bearish pressure
Bright colors → increasing momentum
Darker tones → weakening momentum
Higher timeframe fills remain visible even when lines are hidden, providing continuous context.
📈 How to Use
Long Conditions:
M1 histogram turns and expands upward
M5 fill is bullish (green)
M15 supports or is neutral
Short Conditions:
M1 histogram turns and expands downward
M5 fill is bearish (red)
M15 confirms or aligns
⚠️ Important Notes
This is not a signal-based indicator
Designed for active decision-making and flow reading
Best used in trending or expanding markets
Avoid trading during flat or low-momentum conditions
🧠 Key Features
Multi-timeframe integration (M1 / M5 / M15)
Dynamic normalization (adapts to volatility)
Momentum acceleration (faster reaction than standard MACD)
Clean UI with optional HTF visibility
No repainting
💹 Best Markets
Highly optimized for:
NASDAQ (US100 / NQ) ⭐⭐⭐⭐⭐
Also suitable:
S&P 500 (ES / US500)
DAX (GER40)
Gold (XAUUSD)
Less effective for:
Low volatility Forex pairs
Sideways or illiquid markets
⏱️ Recommended Timeframes
M1 → Primary use (scalping / execution)
M5 → Flow confirmation
M15 → Structural bias
🚫 Not Designed For
Automated trading signals
Long-term investing
Range-bound strategies
Summary:
A high-performance, ultra-clean MACD framework built for traders who rely on structure, momentum, and flow – not signals. Indicator
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Volatility-Adjusted Supply & Demand Zones [Footprint]Volatility-Adjusted Supply & Demand Zones
Overview
Most supply and demand indicators draw zones based on price structure alone — a strong candle appears, a box gets painted, and every zone looks equally valid. This indicator takes a different approach: it sizes and scores every zone using ATR-based volatility, then validates each zone using real order flow data pulled from the bar's volume footprint. The result is a layer of institutional context that price-only zone detectors cannot provide.
The indicator detects displacement candles whose bodies exceed a user-defined ATR multiple, assigns each zone a composite strength score derived from body size and relative volume, and then cross-references the zone's origin bar against footprint delta — the net difference between aggressive buying and aggressive selling — to classify each zone as confirmed, weak, or mitigated. Zones where order flow agreed with the directional move are rendered at full opacity. Zones where delta contradicted the move are faded, acting as a caution signal rather than a confident level. A built-in performance heatmap tracks historical win rates and delta confirmation rates across five strength bins so you can calibrate inputs to your instrument over time.
How it works
Zone detection
On each bar the indicator computes ATR and compares the candle body size against it. If the body exceeds the displacement threshold (ATR × Displacement Multiplier), the bar is flagged as a displacement move. A pending zone is created at the candle's proximal edge and held in a queue. The zone is only confirmed after price has moved away cleanly for a user-defined number of bars without re-entering the candidate range. If price re-enters during the waiting period, the candidate is discarded.
bodySize = math.abs(close - open)
dispRatio = bodySize / atr
isStrongMove = dispRatio > displacementMult
Zone height is fixed at the time of detection: ATR × Zone Width Multiplier, measured from the proximal edge of the displacement candle inward. Demand zones extend downward from the candle high; supply zones extend upward from the candle low.
Strength score
Each zone carries a strength score calculated from the body-to-ATR ratio and the bar's relative volume (volume divided by its moving average). Multiplying these two factors rewards moves that were both large in price terms and accompanied by elevated volume.
relVol = volume / ta.sma(volume, volLengthInput)
strengthScore = dispRatio * math.sqrt(relVol)
The score is displayed on the zone label and used to bin zones into the statistics table.
Footprint delta confirmation
The indicator calls request.footprint() once per bar to obtain the volume footprint for the displacement candle. It reads the bar-level delta (net aggressive buying minus selling), and also inspects the Point of Control (POC) row for directional imbalance. A demand zone is delta-confirmed when the origin bar shows net buying (delta > 0). A supply zone is confirmed when the origin bar shows net selling (delta < 0). When delta contradicts the zone direction, the zone is rendered at the Weak Zone Transparency level as a visual warning.
Zones whose POC row has a confirming buy or sell imbalance are marked with a ⚡ symbol on their label, indicating that the most-traded price level within the bar showed a pronounced one-sided order flow skew.
Visual encoding
Full-opacity zone — footprint delta confirmed the zone direction. Treat as a standard level.
Faded zone (Weak Zone Transparency) — delta contradicted the zone direction. Approach with caution; order flow did not support the move.
Heavily faded zone (Mitigated Transparency) — price has since closed through the far edge of the zone. The level has been invalidated.
⚡ label marker — the POC row of the origin bar showed a confirming imbalance, suggesting concentrated institutional activity at the most-traded price.
Inputs
Detection
ATR Length — lookback period for ATR, which controls zone width, displacement sensitivity, and reaction targets across the entire indicator. Lower values (e.g. 7) make ATR respond faster to recent volatility, producing narrower zones on quiet bars. Higher values (e.g. 21) smooth out spikes for more consistent sizing. Default: 14.
Displacement Multiplier — minimum candle body size as a multiple of ATR required to qualify as a displacement move. Lower values (e.g. 0.5) detect more zones including smaller impulses. Higher values (e.g. 1.5–2.0) filter down to only the most explosive candles. Default: 1.0.
Volume MA Length — lookback period for the volume simple moving average used to compute relative volume. Lower values (e.g. 10) make the baseline adapt quickly so only larger surges register. Higher values (e.g. 50) treat moderate volume increases as more significant. Affects the strength score only, not zone placement. Default: 20.
Zone Width ATR Multiplier — height of each zone expressed as a multiple of ATR at detection. Lower values (e.g. 0.3) produce tight zones that require a precise re-entry. Higher values (e.g. 1.0) tolerate wider wicks before a touch is registered. Default: 0.5.
Confirmation Bars — number of bars price must hold outside the zone after the displacement candle before the zone is drawn. Lower values (e.g. 1–2) capture zones faster but allow more false starts. Higher values (e.g. 5+) require a sustained move away and reduce noise. Default: 3.
Volume Footprint
Ticks Per Footprint Row — price range of each footprint row in ticks. Smaller values (e.g. 10–25) produce more granular rows and more detailed POC detection. Larger values (e.g. 200–500) aggregate into fewer rows and run faster. Match to your instrument: for ES futures (0.25 pts/tick), 100 ticks = 25 points per row; for BTC (0.10/tick), 1000 ticks ≈ $100 per row. Default: 100.
Value Area % — percentage of total bar volume that defines the Value Area, following standard market profile convention. Raising this widens the VA; lowering it tightens it. Default: 70.
Imbalance Threshold % — how much a row's buy volume must exceed the row below's sell volume (or vice versa) to be flagged as imbalanced. At 300%, buy volume must be 3× the adjacent row's sell volume. Lower values (e.g. 150%) flag more imbalances; higher values (e.g. 500%) flag only extreme skews. Default: 300.
Show Delta on Zone — when enabled, the zone label includes the footprint delta direction (▲/▼) and size in thousands at the origin bar. Disable to show only the strength score. Default: on.
Highlight Imbalanced Zones — when enabled, zones whose origin bar POC row has a confirming directional imbalance are marked with ⚡ in the label. Disable to suppress imbalance detection entirely. Default: on.
Statistics
Show Performance Heatmap — toggles the heatmap table in the top-right corner. The table groups zones into five strength bins and shows demand win rate, supply win rate, total zone count, and delta confirmation rate per bin, colour-coded from red (low) to green (high). Default: on.
Reaction Target (ATR) — how far price must move away from a zone after touching it to count as a successful reaction, in ATR multiples. Lower values (e.g. 0.5) count small bounces as wins; higher values (e.g. 2.5–3.0) require meaningful moves. Affects statistics only — does not resize zones. Default: 1.5.
Style
Demand Color — fill and border colour for demand zones. The opacity set in the colour picker controls baseline transparency; delta-confirmed zones render at this opacity while weak zones are additionally faded. Default: green at 60% transparency.
Supply Color — fill and border colour for supply zones. The same transparency layering applies as demand zones. Default: red at 60% transparency.
Weak Zone Transparency — transparency applied to zones where footprint delta contradicts the zone direction. Higher values (closer to 100) make weak zones nearly invisible. Lower values keep them visible as a caution marker. Default: 82.
Mitigated Transparency — transparency applied after a zone is invalidated by price closing through its far edge. Higher values clean up the chart; lower values retain mitigated zones as historical context. Default: 90.
Usage notes
Before trusting any zone, check the label: a ▼ delta on a demand zone or ▲ delta on a supply zone means aggressive order flow did not support the move. Wait for additional confirmation before entering against the zone.
The ⚡ marker identifies zones where the most-traded price level within the displacement bar showed a one-sided imbalance. These levels represent potential areas of concentrated institutional activity and may produce stronger reactions than unmarked zones.
Use the performance heatmap to calibrate your displacement and volume inputs. If the highest-scoring bins (6–8, 8+) are showing low win rates for your instrument, the displacement multiplier may be too low and is capturing impulsive but unsustained moves.
The Δ Conf% column in the heatmap shows what fraction of zones in each strength bin had confirming delta. If high-strength zones show low confirmation rates on your instrument, consider whether a different timeframe or session gives more reliable footprint data.
Footprint data requires a PulseWire subscription tier that provides volume footprint access. On instruments or timeframes where footprint is unavailable, delta values display as "Δ n/a" and all zones default to confirmed status so zone detection still functions.
Ticks Per Footprint Row is the most instrument-sensitive input. Set it too small and computation overhead increases; set it too large and POC imbalance detection loses resolution. For equity index futures, 50–100 ticks per row is a reasonable starting range.
Mitigated zones (heavily faded) mark levels where price has already broken through. They are kept visible by default as historical reference but can be hidden completely by setting Mitigated Transparency to 100.
This indicator does not generate entry signals. It identifies structural levels with order flow context. Combine it with a trigger mechanism — a lower-timeframe confirmation candle, a momentum signal, or a volume surge — before committing to a trade.
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CCI - Country Crisis IndexCountry Crisis Index (CCI) — Real-Time Country-Level Risk Dashboard
The Country Crisis Index answers one question: how bad is it HERE, specifically?
While global indices tell you what the world is doing, CCI drills into a single country's stress across six dimensions — equity markets, currency flight, inflation, sovereign credit, external vulnerability, and political sentiment — and compresses it into a single 0-100 score with actionable trading guidance.
🔢 Six Scoring Modules
Module Weight What It Captures
M1 Domestic Equity Stress 0-20 Benchmark z-score, bank/benchmark ratio, smallcap rotation, VIX, sector breadth
M2 Currency & Capital Flow 0-20 FX rate-of-change (1/3/5-bar with decay), FX z-score, yield spikes, sovereign spread, DXY-adjusted move
M3 Inflation & Cost of Living 0-15 Oil-in-local-currency, gold-in-local breakout, wheat, copper, natural gas
M4 Sovereign & Credit Risk 0-20 Sovereign spread level + momentum, bank sector weakness, HYG credit, correlation break
M5 External Vulnerability 0-15 Oil import stress, trade partner z-score, US 10Y momentum, DXY strength
M6 Political & Sentiment 0-10 VIX event risk, PSU/private divergence, smallcap drawdown, sustained volatility
🚦 Five Threat Levels
L0 CALM (0-19) — Full deployment. Business as usual.
L1 ALERT (20-39) — Something twitching. Tighten stops.
L2 WARNING (40-59) — Hedge the book. Rotate to quality.
L3 DANGER (60-79) — Capital preservation mode. Cut weak names.
L4 CRISIS (80-100) — Maximum defensive. Survive first, profit later.
📊 9-Row Dashboard
The table packs everything a trader needs into a single glance:
Score & Level — CCI value with threat classification and country code
Signal & Direction — Action signal (DEPLOY → EXIT ALL) with crisis momentum (SURGING / RISING / FLAT / COOLING / RETREATING)
7-Bar Sparkline — Colour-coded trend: red = crisis rising, green = easing, gray = steady. Includes Δ7 and Δ1 deltas
Exposure — Recommended portfolio allocation percentage with guidance text
Driver — Which module is dominant plus active feed tags (Bank↓, Oil(52H), VIX↑, etc.)
Mood — 3-line editorial combining observation + reaction + insight, with 465+ sentence combinations adapting to timeframe, threat level, and trend direction
Currency — Local exchange rate (e.g., ₹84.35/$), FX direction, sovereign spread, target stock move
Indices — 7-index heatmap with last session % change and ▲/▼ arrows
Status — Market open/closed with distinct colours for after hours, holidays, and weekends (OHLC-verified, not just clock-based)
🌏 10 Country Profiles
Select from the dropdown: India (default, fully implemented), United States, United Kingdom, Japan, Germany, China, Australia, Brazil, South Korea, Turkey.
Each profile maps 11 country-specific symbols plus configuration flags for FX direction, emerging market volatility scaling, oil importer weighting, timezone, and market hours.
⚙️ Key Mechanics
Asymmetric Smoothing — Crisis rises fast (3-bar EMA), eases slowly (10-bar EMA). Designed to catch the elevator down but not the escalator up.
Convergence Multiplier — When 3+ modules fire simultaneously, the score amplifies (1.15x to 1.5x). Multi-front stress is worse than the sum of parts.
EM Volatility Scaling — Emerging market FX thresholds are scaled wider (India 1.2x, Turkey 1.8x) because a 1% move in the rupee is not the same as 1% in the dollar.
Timeframe Adaptive — Works on any chart timeframe. All data feeds use chart resolution. Mood text adapts language for intraday scalpers, daily swing traders, and weekly allocators.
Holiday Detection — Uses OHLC stale-data verification, not just clock hours. Correctly identifies exchange holidays even on 24/7 chart symbols.
📡 Webhook JSON Export
Full indicator state exported as JSON via PulseWire alerts — score, all six module values, 22 price feeds, Δ7/Δ1 deltas, dominant driver, exposure, session status, mood text, sub-headline, and multi-sentence narrative. Ready for downstream apps, dashboards, or notification systems.
🔗 Companion to WCI
CCI is designed to work alongside the World Crisis Index (WCI). WCI answers "how bad is the world?" — CCI answers "how bad is it here?" Together they give you global macro context and country-specific risk in one view. Default table positions avoid overlap (WCI top-right, CCI bottom-right).
Data: 22 of 40 request.security() calls. No repainting. Pine Script v6. Indicator
Indicator
Ninja Trader - Order Flow Smart Footprint 📘 User Manual: Order Flow Smart Footprint
The Order Flow Smart Footprint acts as an "X-ray" for your charts. It breaks down standard price candles into their volume components, identifying aggressive buyers/sellers and highlighting institutional-level activity (Smart Money).
1. Visual Elements & Their Meaning
🔴/🟢 Volume Clusters (Circles)
What it is: Circles plotted on the candle at the price level where the highest volume imbalance occurred.
Green Circle: Aggressive buyers have taken control. This is a strong Bullish signal.
Red Circle: Aggressive sellers are dominating. This is a strong Bearish signal.
How to use: Finding a cluster at a Support/Resistance level confirms that institutions have started entering positions.
📊 Point of Control (POC) Lines
What it is: Horizontal dashed lines inside every candle.
Significance: This represents the specific price level where the most trading activity occurred during that candle.
How to use: The POC acts as a "price magnet." If the price stays above the POC in subsequent candles, the trend is strong. If the price crosses the POC to the opposite side, a trend reversal is likely.
🔢 Bar Delta Labels (+500 / -300)
What it is: Numerical values displayed above or below the candles.
Significance: The net difference between market buy volume and market sell volume.
Positive Delta (+): More aggressive buying pressure.
Negative Delta (-): More aggressive selling pressure.
How to use: Use this to spot "Absorptions." For example, if a candle is green but the Delta is negative, it suggests sellers are secretly absorbing the buyers' orders, signaling a potential drop.
🎨 Background Heatmap (Color Shading)
What it is: Soft background coloring behind specific bars.
Significance: Indicates zones of "Panic Buying" or "Panic Selling" where the Order Flow imbalance is extreme.
2. Settings (Inputs)
Imbalance Ratio: Controls the sensitivity of the indicator. A higher number (e.g., 3.0) will only show the most significant Smart Money traces. A lower number (e.g., 1.5) will provide more frequent signals.
Show POC Lines: Toggle to enable or disable the high-volume concentration lines.
Show Bar Delta: Toggle the numerical display of the buy/sell volume difference.
3. Trading Strategies
A. Trend Continuation
Condition: Market is in a clear uptrend.
Signal: A green candle appears with a Green Cluster (Circle) and positive Delta.
Action: Enter Long, as this confirms aggressive institutional participation in the direction of the trend.
B. Reversal & Absorption
Condition: Price reaches a major resistance level.
Signal: A Red Cluster appears at the very top of a green candle, or a negative Delta is seen on a bullish candle.
Action: Prepare for a Short entry, as this indicates "Supply" is entering the market and buyers are being exhausted.
4. Important Notes
Timeframes: This indicator is most effective on "Intraday" timeframes (1m, 5m, 15m) where Order Flow activity is most granular.
Confirmation: Never use this indicator in isolation. Always combine it with Market Structure (HH/HL) or identified Support and Resistance zones.
This tool gives you the edge to see "under the hood" of the market, allowing you to follow the footprints of institutional traders rather than just reacting to price movement.
Happy Trading! Indicator
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Indicator
Vigilant Asset Allocation (VAA)1. Where VAA comes from
The basic observation behind VAA is not new. Jegadeesh and Titman showed in 1993 that stocks with strong recent returns keep outperforming for roughly three to twelve months. That finding was initially confined to equities, but Asness, Moskowitz and Pedersen (2013) later confirmed that the same pattern holds across bonds, currencies and commodities. Momentum, it turns out, is not just a stock-picking anomaly. It works at the asset-class level too.
Moskowitz, Ooi and Pedersen (2012) took this one step further. They looked at time-series momentum rather than cross-sectional momentum. The distinction matters: cross-sectional momentum asks "which asset is doing best?", while time-series momentum asks "is this asset going up at all?". VAA uses both questions, but the time-series version is what drives the breadth filter.
Faber (2007) probably deserves credit for bringing momentum into mainstream tactical allocation. His rule was simple: hold an asset when it trades above its ten-month average, sell when it drops below. Crude, but it cut drawdowns significantly. Antonacci (2014) refined this into dual momentum, combining trend direction with relative strength across two universes.
Keller and Keuning (2017) built on all of this but added something the earlier models lacked: a breadth dimension. Instead of looking at each asset independently, they count how many offensive assets carry positive momentum. If even one drops below zero (in the aggressive B=1 variant), the entire allocation goes defensive. The reasoning is straightforward. When breadth deteriorates, trouble is usually on the way. Waiting for every asset to turn negative is waiting too long.
In their original backtest (1970-2016, using Shiller extended data for the early period and ETF prices from inception), VAA-G4 produced roughly 17.7% annualised with a maximum drawdown of about 16.1% (Keller and Keuning, 2017, Table 2). These are in-sample numbers. They tell you what happened, not what will happen.
2. How the model works
2.1 Momentum scoring
Every asset gets a 13612W score, a weighted combination of four return lookbacks:
mom = 12 * r1 + 4 * r3 + 2 * r6 + r12
The r values are simple returns: r1 = close / close - 1, and so on for 63, 126 and 252 bars. The one-month return gets the heaviest weight (12), the twelve-month return the lightest (1). Recent momentum matters more, but the yearly anchor keeps the score from overreacting to short-term noise.
There is no normalisation. The raw score is used only for two things: ranking assets within each universe, and checking whether it is positive or negative for the breadth count.
2.2 The two universes
Keller and Keuning specified these defaults:
Offensive (growth):
- SPY (S&P 500)
- EFA (international developed)
- EEM (emerging markets)
- AGG (US aggregate bonds)
Defensive (preservation):
- LQD (investment-grade corporate bonds)
- IEF (7-10 year treasuries)
- SHY (1-3 year treasuries)
All seven are changeable in the settings. If you swap in other ETFs, make sure they have enough history.
2.3 The breadth rule
Each day the indicator counts how many offensive assets have positive momentum. Call the count of non-positive ones n_negative. The rule:
- n_negative >= B (default 1): go to the top defensive asset
- n_negative < B: go to the top offensive asset
With B=1, one single negative asset triggers the switch. That is aggressive in the sense of being quick to flee. Keller and Keuning argue this is the right trade-off. Breadth erosion tends to precede broader sell-offs, so early rotation is worth the occasional whipsaw.
2.4 Rebalancing
The paper prescribes monthly rebalancing. The indicator locks the allocation at the close of the last trading day of each month. Everything that happens between rebalances is monitoring only. The dashboard shows both the locked position ("held") and what the model would do today ("live").
Daily rebalancing is available as an option. It is not what the paper tested.
2.5 Ties
When two assets have the exact same momentum score, the one listed first wins. Sounds arbitrary because it is. But four overlapping return windows make exact ties rare in practice.
3. What you need
- PulseWire, any plan (free works, Pro lifts the alert cap)
- A daily chart. The lookbacks assume daily bars. On weekly or intraday charts the periods are wrong and the dashboard flags it.
- 252 bars of history for every symbol. Until that is available, the model shows "warming up".
4. Setup and settings
4.1 Getting started
Add the indicator to any daily chart via the PulseWire indicator search. It loads with the Keller/Keuning defaults. The status row at the bottom of the dashboard tells you when the model is ready.
4.2 Strategy
Breadth Threshold (B): 1 matches the paper. Raising it to 2 means two assets have to go negative before the model rotates. Fewer whipsaws, slower reaction.
Monthly Rebalancing: On by default. Off gives you daily updates, which is useful for experimentation but not what the literature tested.
4.3 Symbols
Offensive and defensive universes are fully configurable. If you replace an ETF, check that PulseWire has daily data going back at least a year.
4.4 Visuals
Background Mode: "Position" tints the background green (offensive) or red (defensive). "Off" removes it.
Candle Colouring: Paints candles by breadth strength. Full green at 4/4 positive, full red at 0/4, faded tones in between. Transparency is adjustable.
Color Theme: Eight palettes. All of them work in both dark and light mode.
Glow Effect: Adds layered transparent lines behind the main plot. Useful if the signal gets lost in a busy chart. Off by default.
4.5 Dashboard
The table in the top right (moveable) shows:
- Regime: offensive or defensive, with the breadth count
- Allocate: which specific ETF to hold (100% always)
- Live: intra-month reading (only visible in monthly mode)
- Individual asset rows: 13612W scores and a trend arrow (up, down, or flat compared to 5 bars ago)
- Status: "active", "warming up", or "wrong timeframe"
4.6 Alerts
Five conditions, all behind a master switch:
- Regime switches to offensive at month-end
- Regime switches to defensive at month-end
- Held asset changed (same regime, different pick)
- Live breadth dropped between rebalances
- Live breadth recovered between rebalances
The live alerts are early warnings, not trade signals. They tell you the next rebalance might produce a change.
5. Reading the chart
The step line maps the breadth count to a 0-10 scale:
| Breadth | Value | What it means |
| 4/4 positive | 0.0 | Everything trending up |
| 3/4 positive | 2.5 | One weak link, still offensive with B=1 |
| 2/4 positive | 5.0 | Defensive if B is 2 or below |
| 1/4 positive | 7.5 | Broad weakness |
| 0/4 positive | 10.0 | Nothing working |
The threshold line sits at B * 2.5. Above it means defensive. The zone fill below the threshold marks the offensive region.
One thing to keep in mind: the distances between these steps do not mean anything quantitative. 5.0 is not "twice as bad" as 2.5. It is an ordinal display, not a risk score.
6. How to actually use it
The simplest workflow: check the dashboard on the last trading day of the month. Look at the "Allocate" row. Buy that ETF at the open of the next session. Done until next month.
If you want a heads-up, turn on the live alerts. A "breadth dropped" alert mid-month tells you the next rebalance might flip regimes. That gives you time to plan, not to act early. The month-end values are what count.
VAA does not know about your taxes, your broker fees, or your risk tolerance. Treat it as one input to your decision process, not the whole process.
7. What the model does not do
It does not model execution. There is no bid-ask spread, no slippage, no market impact.
It cannot protect you from whipsaws. Momentum systems by nature struggle in choppy, directionless markets. The breadth filter helps, but a month where sentiment flips back and forth will still produce unnecessary trades.
Monthly rebalancing is both a feature and a weakness. It keeps you from overtrading, but it also means a crash in the middle of a month does not trigger any action until month-end.
The backtests in the paper used extended data that goes back to 1970. The actual ETFs (EEM, AGG) only started trading in 2003. PulseWire data will not replicate the full historical period.
The model is always invested. There is no cash option. You are either in the top offensive or the top defensive ETF.
Momentum can stop working. Correlations change. What the academic literature documents as a persistent anomaly can go through multi-year stretches of underperformance. The 2009 recovery, for instance, was fast enough to catch most trend-following systems off-guard.
8. Common questions
Why does it say "warming up"?
The model needs 252 daily bars per symbol. Loading the indicator on a chart without enough history means it cannot compute the twelve-month return component.
Can I run this on a 4-hour chart?
You can, but 21 bars on a 4-hour chart is not a month. The lookbacks will be wrong. The dashboard will flag this.
I changed the symbols and the readings look off.
Make sure the replacement ETFs actually have a year of daily data on PulseWire. Some regional ETFs or newer funds do not.
The live reading disagrees with the held position.
That is expected in monthly mode. The held position only updates at month-end. The live reading shows what would happen if you rebalanced today. They diverge by design.
Should I trade every time the live reading changes?
No. Unless you deliberately turned off monthly rebalancing, the live reading is for awareness, not for execution.
References
Antonacci, G. (2014) Dual Momentum Investing: An Innovative Strategy for Higher Returns with Lower Risk. New York: McGraw-Hill.
Asness, C.S., Moskowitz, T.J. and Pedersen, L.H. (2013) 'Value and Momentum Everywhere', The Journal of Finance, 68(3), pp. 929-985. doi:10.1111/jofi.12021.
Faber, M.T. (2007) 'A Quantitative Approach to Tactical Asset Allocation', The Journal of Wealth Management, 9(4), pp. 69-79.
Jegadeesh, N. and Titman, S. (1993) 'Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency', The Journal of Finance, 48(1), pp. 65-91. doi:10.1111/j.1540-6261.1993.tb04702.x.
Keller, W. and Keuning, J.W. (2017) 'Breadth Momentum and Vigilant Asset Allocation (VAA): Winning More by Losing Less', SSRN Electronic Journal. doi:10.2139/ssrn.3002624.
Moskowitz, T.J., Ooi, Y.H. and Pedersen, L.H. (2012) 'Time series momentum', Journal of Financial Economics, 104(2), pp. 228-250. doi:10.1016/j.jfineco.2011.11.003.
Indicator
GOLDM Regime Detector v2.0
## **GOLDM Regime Detector v2.0**
**Institutional-Grade Options Selling Framework for MCX Gold Mini**
---
### **Overview**
GOLDM Regime Detector v2.0 is a **rule-based decision engine** built for systematic option sellers operating in **MCX Gold Mini (GOLDM)**.
Unlike traditional indicators that generate isolated signals, this framework continuously evaluates market structure and outputs a **complete trading stance** — covering **regime, structure, strike placement, position sizing, and exits**.
The objective is simple:
> **Trade the right structure, in the right environment, with controlled risk.**
---
### **Regime Architecture**
The model classifies market conditions into four execution states:
* **Regime 1 — Premium Selling (Full Size)**
Range-bound market with stable volatility
→ Deploy **Iron Condors / Strangles**
* **Regime 2 — Directional Selling (Full Size)**
Orderly trend with controlled volatility
→ Deploy **Credit Spreads aligned with trend**
* **Regime 3 — Reduced Exposure (Half Size)**
Suboptimal or uncertain conditions
→ Trade **wider strikes with reduced capital**
* **Regime 4 — Defensive Mode**
Volatility expansion or structural break
→ **No new exposure — manage or exit existing positions**
---
### **Model Construction**
The system integrates multiple dimensions of market behavior:
* **Trend** → EMA slope + ADX (direction + strength)
* **Volatility** → ATR percentile + expansion dynamics
* **Positioning** → Bollinger %B (range vs extremes)
* **Time Risk** → Days to Expiry (DTE constraints)
* **Event Risk** → Manual override for macro events
Each regime is triggered only when conditions align across these factors, ensuring **context-aware execution rather than reactive trading**.
---
### **Strike Engineering**
All strike levels are **systematically derived from ATR**, ensuring consistency across volatility regimes:
* Dynamic distance from spot based on regime quality
* Wider strikes in adverse conditions
* Rounded to **MCX-standard 500 intervals**
This removes discretionary bias from strike selection and aligns risk with market conditions.
---
### **Embedded Risk Framework**
The script includes a predefined exit structure:
* **Profit Capture** → 40–50% premium decay
* **Stop Loss** → Premium expansion threshold (2× entry)
* **Time Exit** → Forced closure near expiry
* **Regime Transition** → Automatic shift to defensive posture
* **Partial Management** → Profit lock-in with trailing logic
---
### **Execution Interface**
* Real-time **regime classification**
* **Suggested structure** (IC / spreads)
* **Strike levels plotted on chart**
* **Confidence score**
* **DTE and event warnings**
* Fully integrated **decision dashboard**
---
### **Usage Guidelines**
* Apply on **MCX:GOLDM1! or front-month futures**
* Optimized for **Daily timeframe**
* Execute systematically — **regime → structure → strikes → risk management**
* Designed for traders prioritizing **process over prediction**
---
### **Positioning**
This framework is built for traders who:
* Prefer **structured decision-making over discretionary trading**
* Want **consistency across market regimes**
* Understand that **edge comes from execution discipline, not prediction**
---
### **Disclaimer**
This tool provides a structured framework for decision-making.
Execution, risk management, and capital allocation remain the responsibility of the user.
---
Indicator
Supertrend ScalpingThis Pine Script indicator called “Supertrend Scalping” is designed for scalping strategies and is built around the Supertrend indicator, enhanced with a complete trade management system including multiple Take Profit (TP) levels and a dynamic Stop Loss (SL).
The script begins by calculating the ATR (Average True Range), which measures market volatility. The user can choose between the standard ATR (RMA) or a simple moving average version (SMA). This ATR is then used to construct the Supertrend bands by adding and subtracting a multiple of the ATR from a price source (by default, hl2). These bands adjust dynamically and define the trend: when price breaks above the upper band, the trend turns bullish; when it breaks below the lower band, the trend becomes bearish.
Trading signals are generated when the trend changes direction. A BUY (LONG) signal appears when the trend shifts from bearish to bullish, while a SELL (SHORT) signal appears when it shifts from bullish to bearish. At each new signal, the script initializes a virtual trade using the current closing price as the entry point.
The core strength of this script lies in its trade management system. It automatically calculates three Take Profit levels (TP1, TP2, TP3) and an initial Stop Loss, all based on configurable ATR multiples. These levels are displayed on the chart using colored lines and labels. The script then continuously monitors price action to detect when these levels are reached.
When a Take Profit level is hit, it is visually removed. If TP1 is reached, the Stop Loss can be moved to the entry price (break-even). If TP2 is reached, the Stop Loss is moved up to the TP1 level. This creates a smart trailing stop mechanism that progressively locks in profits. If either TP3 or the Stop Loss is hit, the trade is fully closed and all visual elements are cleared.
Additionally, the script updates label positions in real time so they follow the current bar, and it highlights the active trend with a colored background (green for bullish, red for bearish). It also includes alert conditions for entry signals as well as TP and SL hits.
In summary, this indicator goes beyond simple signal generation by offering a complete scalping framework, combining entry signals, structured profit targets, risk management, and volatility-based adaptability. Indicator
Indicator
Multi-Indicator Screener: 30 Assets🎯 Multi-Indicator Screener: 30 Assets
Catagories:
Stocks & ETFs (default), Cryptocurrency, Commodities, Global Indices, or Custom.
Indicators:
RSI, MACD, EMA Slope, OBV Trend, Supertrend, VWAP, ADX/DMI, BB %B, Stoch RSI, Vol Delta
OVERVIEW
This indicator simultaneously monitors 30 customizable assets across a single chart panel, classifying each asset's momentum as Strong Bullish, Weak Bullish, Weak Bearish, or Strong Bearish — updated bar by bar. It does this across 10 selectable technical indicators, giving you a real-time breadth map of the entire market without switching charts.
Every asset is displayed as a horizontal color-coded zone stacked vertically, so you can read the mood of the full market in a single glance.
The screener is designed for traders who want to understand market-wide momentum — not just one symbol — so they can make higher-conviction decisions based on whether the broader market is confirming or diverging from their trade thesis.
Asset Categories & Watchlists
The screener includes 4 built-in asset categories that you can switch between instantly: Stocks & ETFs (default), Cryptocurrency, Commodities, and Global Indices. Each category loads a carefully curated list of 30 relevant tickers with meaningful group breakdowns in the detailed table (e.g., Mega Cap / Large Cap for crypto, Energy / Precious Metals for commodities, USA / Europe / Asia for global indices). You can also select Custom mode to manually enter any 30 symbols you want to monitor. This makes the indicator extremely versatile whether you trade stocks, crypto, futures, or international markets.
THE 10 INDICATOR MODES
You select one active indicator from the settings panel. That indicator is applied identically to all 30 assets simultaneously. The following describes exactly how each indicator classifies an asset into its four states:
RSI (Relative Strength Index)
The RSI is calculated using a user-defined length (default: 14 periods) and then compared against its own Simple Moving Average (default: 14-period SMA of the RSI).
Strong Bull — RSI is above both the 50 midline and its SMA
Weak Bull — RSI is above only one of those conditions
Strong Bear — RSI is below both the 50 midline and its SMA
Weak Bear — RSI is below only one of those conditions
This two-condition filter removes many of the false signals that a raw RSI threshold produces.
MACD (Moving Average Convergence Divergence)
Uses the standard MACD histogram (default 12/26/9).
Strong Bull — histogram is positive and increasing bar-over-bar (accelerating bullish momentum)
Weak Bull — histogram is positive but flat or declining
Strong Bear — histogram is negative and decreasing bar-over-bar (accelerating bearish momentum)
Weak Bear — histogram is negative but flat or recovering
The directional change of the histogram is the key differentiator here.
EMA Slope
Calculates a 20-period EMA and measures the actual geometric slope angle (in degrees), normalized against the asset’s 200-bar price range.
Formula: atan(ema_change / (pts_per_bar × slope_period)) × 180 / π
Strong Bull — slope angle ≥ Reference Angle (default: 45°)
Weak Bull — slope angle positive but below the threshold
Strong Bear — slope angle ≤ -Reference Angle
Weak Bear — slope angle negative but above the negative threshold
Tip: The default 45° is aggressive. Lower it to 10–15° for more frequent Strong signals. Includes division-by-zero protection for flat markets.
OBV Trend (On-Balance Volume)
Applies short and long moving averages to raw OBV (default Short=2, Long=14). MA type is user-selectable (SMA, EMA, SMMA, WMA, VWMA).
Strong Bull — short OBV MA > long OBV MA and long MA is rising
Weak Bull — short > long, but long MA is flat or declining
Strong Bear — short < long and long MA is declining
Weak Bear — short < long, but long MA is flat or rising
Pure volume-flow based momentum detection.
Supertrend
Uses Pine’s built-in Supertrend (default Factor=3.0, ATR Length=10).
Strong Bull — price above Supertrend line and rising (moving away)
Weak Bull — price above line but falling (drifting toward it)
Strong Bear — price below line and falling
Weak Bear — price below line but rising
VWAP (Volume Weighted Average Price)
Uses session VWAP (resets daily).
Best on intraday charts (1min–4H). On daily+ charts it only reflects that session’s VWAP.
Strong Bull — price > VWAP and rising
Weak Bull — price > VWAP but falling
Strong Bear — price < VWAP and falling
Weak Bear — price < VWAP but rising
ADX / DMI
Manual Wilder's calculation for independent ADX per asset (default threshold 25).
Strong Bull — +DI > -DI and ADX ≥ 25
Weak Bull — +DI > -DI but ADX < 25
Strong Bear — -DI > +DI and ADX ≥ 25
Weak Bear — -DI > +DI but ADX < 25
BB %B (Bollinger Band Percent B)
Shows where price sits inside the Bollinger Bands (default 20,2).
Strong Bull — %B ≥ 1.0 (above upper band)
Weak Bull — %B between 0.5 and 1.0
Strong Bear — %B ≤ 0.0 (below lower band)
Weak Bear — %B between 0.0 and 0.5
Stochastic RSI
Stochastic applied to RSI (defaults: RSI 14, Stoch 14, Smooth K=3, D=3).
Strong Bull — K > D and K > 50
Weak Bull — K > D or K > 50
Strong Bear — K < D and K < 50
Weak Bear — K < D or K < 50
Vol Delta
A bar-level volume delta approximation: normalized delta = (2×close − high − low) / (high − low). This value is smoothed with an EMA (default length 3) and ranges roughly from -1 to +1.
Strong Bull — smoothed delta > threshold (default 0.3) and accelerating upward
Weak Bull — smoothed delta > 0 but below threshold or decelerating
Strong Bear — smoothed delta < -threshold and accelerating downward
Weak Bear — smoothed delta < 0 but above -threshold or decelerating
This mode approximates institutional buying/selling pressure within each bar and becomes more accurate on higher-resolution charts.
THE VISUAL SYSTEM
Stacked Zone Layout: 30 horizontal step-lines with adjustable height and gap.
Streak-Based Color Intensity: Color strength reflects how many consecutive closed bars an asset has stayed in its current state.
4 Color Palettes: Classic, Colorblind Safe, Ice & Fire, Monochrome.
3 Color Styles: Standard, Traffic Light, Hue Shift.
Divergence Highlighting: Assets moving against the overall market are highlighted in gold (solid for strong, semi-transparent for weak).
Total Market Line: Thick line at the top showing aggregate market momentum.
Dashboard Table: Momentum score (0–100), market status (including true “MIXED”), counts with delta arrows, and optional detailed sector/group breakdown.
Mini Heatmap: Compact 30-cell color strip at the bottom with ticker labels.
ALERTS
Four configurable alerts (all individually togglable):
Strong Bullish momentum (minimum number of assets)
Strong Bearish momentum
Market sentiment shift
Extreme conditions (≥60% assets in Strong Bull or Strong Bear)
Alerts fire only on confirmed bars.
DEFAULT ASSETS
The built-in presets include Stocks & ETFs (default), Cryptocurrency, Commodities, and Global Indices. In “Stocks & ETFs” mode you get a balanced mix of broad market, sectors, Magnificent 7, key stocks, thematic, and macro assets. All 30 tickers are fully customizable.
INTENDED USE
This is a market breadth and momentum classification tool, not a direct signal generator. Use it to:
Confirm broad market support for your trade direction
Spot early sector rotation
Identify diverging assets
Compare how different indicators are reading the same market
Time entries/exits based on momentum score and delta changes
Works on any timeframe. For best results with VWAP and Vol Delta, prefer intraday charts. Indicator
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