Indicator
Indicator
Indicator
Bastion Execution Protocol [JOAT]Bastion Execution Protocol
Introduction
The Bastion Execution Protocol is an open-source automated trading strategy built in Pine Script v6. It combines regime detection, market structure analysis, dual momentum confirmation (RSI + Stochastic Momentum Index), order flow validation (CVD), candle pattern recognition, session filtering, and dynamic risk management into a single institutional-grade execution framework. The strategy is designed to take high-confluence directional trades only when multiple independent factors align — regime, structure, momentum, volume flow, and session — while managing risk through ATR-based stop losses, configurable reward-to-risk ratios, trailing stops, regime-adaptive position sizing, daily trade limits, and end-of-day forced closes.
This is not a "set and forget" black box. It is a transparent, fully configurable framework where every entry condition, risk parameter, and filter can be adjusted. The strategy is published open-source so traders can study the logic, understand why each trade is taken, and adapt the parameters to their instruments and timeframes.
Why This Strategy Exists
Most published strategies on PulseWire fall into two categories: overly simple (single indicator crossover) or overly complex (dozens of conditions that overfit to historical data). This strategy occupies the middle ground — it requires meaningful confluence from independent analytical dimensions without over-optimizing to specific historical patterns:
Multi-Factor Entry Gate: Every trade requires agreement from regime detection, market structure, momentum oscillators, and optionally CVD order flow and candle patterns. No single factor can trigger a trade alone.
Regime-Aware Execution: The strategy only trades in trending regimes by default. It avoids squeeze conditions and can be configured to require specific regime states. Position sizing automatically reduces in volatile or uncertain regimes.
Session Intelligence: Trades are filtered by session (London, New York, Kill Zones) and day of week. The strategy avoids low-quality periods and forces position closure at end of day.
Dynamic Risk Management: ATR-based stop losses adapt to current volatility. Trailing stops activate after a configurable profit threshold. Position sizing is calculated from account equity and risk percentage, then adjusted by regime conditions.
Performance Tracking: Real-time HUD displays win rate, profit factor, max drawdown, daily trade count, and current position status.
Strategy Architecture — 9 Modules
The strategy is organized into 9 sequential modules, each responsible for a specific aspect of the trading process:
Module 1: Regime Detection
The regime engine classifies the market into four states using SMA alignment and VWAP slope:
Trend Up: SMA 20 > 50 > 200 (bull alignment) AND positive VWAP slope — clear upward momentum
Trend Down: SMA 20 < 50 < 200 (bear alignment) AND negative VWAP slope — clear downward momentum
Squeeze: Bollinger Band width in the bottom 10th percentile — volatility compression
Range: No SMA alignment and flat VWAP slope — sideways conditions
The VWAP slope is normalized by ATR to make it comparable across instruments with different price scales. The regime state directly controls whether trading is allowed — by default, the strategy requires a trending regime.
Module 2: Market Structure
Swing-based structure tracking identifies the directional bias:
Pivot highs and lows are detected using configurable lookback
When price closes above the last swing high while structure was bearish or neutral, structure flips bullish
When price closes below the last swing low while structure was bullish or neutral, structure flips bearish
Structure must agree with the regime for entries — regime bullish + structure bullish = long allowed
Displacement candle detection identifies aggressive institutional order flow — candles with body >= 70% of range and body >= 1.8x the 20-bar average body. These serve as entry triggers when all other conditions are met.
Module 3: Momentum Confirmation
Dual momentum confirmation requires both RSI and SMI to agree:
RSI: Must be above the bull threshold (default 55) for longs, below the bear threshold (default 45) for shorts
Stochastic Momentum Index: Must be positive for longs, negative for shorts. The SMI measures where price sits relative to the midpoint of its recent range, double-smoothed for noise reduction.
Both must agree — RSI bullish AND SMI bullish = momentum confirmed for longs
Module 3B: CVD Order Flow Confirmation
When enabled, Cumulative Volume Delta must support the trade direction:
Buy volume is estimated from bullish candles (close > open = full volume, otherwise proportional)
Sell volume = total volume minus buy volume
CVD = cumulative sum of (buy volume - sell volume)
CVD must be above its moving average for longs, below for shorts
This ensures that actual volume flow supports the intended trade direction
Module 3C: Candle Pattern Detection
When enabled, the strategy detects institutional candle patterns as entry triggers:
Bullish Engulfing: Current bullish candle fully engulfs the prior bearish candle's body, with volume above average
Bearish Engulfing: Current bearish candle fully engulfs the prior bullish candle's body, with volume above average
Bullish Pin Bar: Lower wick > 2x body, upper wick < 0.5x body — rejection of lower prices
Bearish Pin Bar: Upper wick > 2x body, lower wick < 0.5x body — rejection of higher prices
Patterns serve as alternative entry triggers alongside displacement candles. Either a displacement candle, a pattern, or price above SMA20 + VWAP can trigger entry when all other conditions are met.
Module 4: Session Filter
The session filter controls when trading is allowed:
Four session windows: NY Kill Zone (7-10am), London Kill Zone (2-5am), NY Session (9:30am-4pm), London Session (3am-9:30am)
Each session can be individually enabled/disabled
Day of week filter allows disabling specific days (e.g., avoid Mondays or Fridays)
Configurable timezone (default: America/New_York)
End-of-day forced close at configurable time (default: 3:45pm)
Module 5: Daily Trade Counter
A daily trade counter prevents overtrading:
Resets at the start of each new day
Configurable maximum trades per day (default: 3)
Combined with squeeze avoidance and regime filtering for comprehensive trade gating
Module 6: Entry Signal Generation
Entry signals require ALL of the following to be true simultaneously:
// Long entry requires full confluence:
// 1. Regime = Trend Up
// 2. Structure trend = Bullish (swing break confirmed)
// 3. RSI > bull threshold AND SMI > 0
// 4. CVD above its MA (if enabled)
// 5. Bar is confirmed (barstate.isconfirmed)
// 6. Trade is allowed (daily limit, session, no squeeze)
// 7. Trigger: displacement candle OR pattern OR price > SMA20 + VWAP
This multi-gate approach ensures that trades are only taken when regime, structure, momentum, volume flow, session, and a specific trigger all agree. The probability of a random signal passing all gates is very low, which is by design.
Module 7: Risk Calculations
Risk is calculated dynamically for each trade:
Stop Loss: ATR * configurable multiplier (default 1.5x) below entry for longs, above for shorts
Take Profit: SL distance * reward-to-risk ratio (default 2.0x)
Position Size: (Account Equity * Risk Percentage * Regime Multiplier) / SL Distance
Regime-Adaptive Sizing: When enabled, position size is reduced to 50% during squeeze conditions and 70% during non-trending conditions. Full size is used only in trending regimes.
Module 8: Trade Execution
Entries are executed using strategy.entry() with calculated position size. The strategy tracks active trade parameters (entry price, SL, TP) for trailing stop management.
Module 9: Exit Management
Three exit mechanisms operate simultaneously:
Fixed SL/TP: strategy.exit() with the calculated stop loss and take profit levels
Trailing Stop: When enabled, activates after price moves a configurable multiple of R in profit (default 1.0R). The trail distance is ATR * configurable multiplier (default 1.0x). The trailing stop only moves in the favorable direction and replaces the fixed SL when it is tighter.
End-of-Day Close: All positions are closed at the configured time to avoid overnight risk
Performance Tracking
The strategy tracks and displays real-time performance metrics:
Win Rate: Wins / (Wins + Losses) as a percentage
Profit Factor: Gross Profit / Gross Loss — values above 1.5 indicate a healthy edge
Max Drawdown: Peak-to-trough equity decline as a percentage
Net P&L: Total net profit/loss
Daily Trade Count: Current day's trades vs maximum allowed
Strategy Settings and Backtesting Notes
The strategy is configured with realistic default parameters:
Initial Capital: $100,000
Default Position Size: 2% of equity
Risk Per Trade: 1.5% (configurable)
Commission: Not included by default — users should add commission appropriate to their broker in the strategy settings
Slippage: Not included by default — users should add slippage appropriate to their instrument
calc_on_every_tick: false — the strategy only evaluates on confirmed bar closes to prevent repainting
calc_on_order_fills: true — allows trailing stop updates on fill events
Important: Before evaluating backtest results, users should:
Add realistic commission for their broker (e.g., $5 per trade for stocks, 0.1% for crypto)
Add realistic slippage (e.g., 1-2 ticks for liquid instruments)
Verify that the backtest period includes different market conditions (trending, ranging, volatile)
Check that the number of trades is sufficient for statistical significance (100+ trades recommended)
Understand that past performance does not guarantee future results
Input Parameters
Risk Management:
Risk Per Trade %: Percentage of equity risked per trade (default: 1.5%)
Reward:Risk Ratio: TP distance as multiple of SL distance (default: 2.0)
SL ATR Multiplier: Stop loss distance as ATR multiple (default: 1.5)
ATR Length: Period for ATR calculation (default: 14)
Use Trailing Stop: Enable/disable trailing (default: true)
Trail After X R Profit: Profit threshold to activate trail (default: 1.0R)
Trail ATR Multiplier: Trail distance as ATR multiple (default: 1.0)
Max Trades Per Day: Daily trade limit (default: 3)
Regime-Adaptive Sizing: Reduce size in non-trending conditions (default: true)
Regime Filter:
VWAP Slope Lookback: Period for slope calculation (default: 20)
Slope Threshold: Normalized threshold for trend detection (default: 0.12)
Bollinger Length/Multiplier: BB parameters for squeeze detection (default: 20/2.0)
Avoid Squeeze Entries: Skip entries during squeeze (default: true)
Require Trend Regime: Only trade in trending conditions (default: true)
Structure:
Swing Lookback: Pivot detection length (default: 5)
Displacement Min Body Ratio: Minimum body/range for displacement (default: 0.7)
Displacement Body Multiplier: Minimum body vs average for displacement (default: 1.8)
Momentum:
RSI Length/Thresholds: RSI parameters (default: 14, bull 55, bear 45)
SMI Lookback/Smoothing: SMI parameters (default: 13/25/2)
Session Filter:
Enable Session Filter: Toggle session-based trade gating
Individual session toggles: NY KZ, London KZ, NY, London
Day of week toggles: Monday through Friday
Force Close End of Day: Toggle EOD position closure
Close Hour/Minute: EOD close time (default: 15:45)
Order Flow:
CVD Confirmation: Require delta direction to match entry (default: true)
CVD Lookback: Period for CVD moving average (default: 10)
Candle Patterns:
Use Pattern Confirmation: Enable pattern detection as entry trigger (default: true)
Pattern Volume Multiplier: Minimum volume for pattern confirmation (default: 1.3x)
How to Use This Strategy
Step 1: Configure for Your Instrument
Adjust the ATR multiplier and displacement thresholds for your instrument's volatility. Add realistic commission and slippage in PulseWire's strategy settings.
Step 2: Set Your Risk Parameters
Choose a risk percentage that matches your risk tolerance. The default 1.5% with 2:1 R:R is conservative. Adjust the trailing stop parameters based on your preference for locking in profits vs giving trades room.
Step 3: Configure Sessions
Enable the sessions relevant to your instrument. For US equities, NY KZ and NY Session are most relevant. For forex, both London and NY Kill Zones are important. Disable days you prefer not to trade.
Step 4: Run the Backtest
Apply the strategy to your chart and review the backtest results. Check win rate, profit factor, max drawdown, and number of trades. Ensure results are realistic and not the product of overfitting.
Step 5: Forward Test
Before trading live, run the strategy in paper trading mode for at least 2-4 weeks to verify that live performance matches backtest expectations.
Best Practices
Always add commission and slippage before evaluating backtest results
The strategy works best on liquid instruments with reliable volume data
Higher timeframes (15m+) produce fewer but higher-quality trades
The multi-gate entry system means trades are infrequent by design — this is a feature, not a bug
Regime-adaptive sizing is recommended — it automatically reduces exposure in uncertain conditions
The daily trade limit prevents revenge trading and overexposure
End-of-day forced close eliminates overnight gap risk for intraday strategies
Monitor the HUD during live trading for real-time regime, momentum, and session context
If win rate drops below 40% or profit factor drops below 1.0, re-evaluate parameters for current market conditions
Limitations
The strategy uses lagging indicators (SMAs, RSI, SMI) for entry conditions. Entries occur after the trend has started, not at the exact turn.
Regime detection can lag regime changes. The strategy may miss the first portion of a new trend or take a trade just as a trend is ending.
CVD is estimated from candle direction, not true order flow data. This is an approximation.
Backtest results are hypothetical and do not account for real-world execution issues (partial fills, requotes, connectivity).
The strategy is designed for intraday/swing trading. It is not optimized for scalping or long-term position trading.
Session filtering is based on EST timezone. Instruments traded primarily in other timezones may need different session definitions.
The multi-gate entry system can be too restrictive in some market conditions, producing very few trades. This is intentional — the strategy prioritizes quality over quantity.
Past performance in backtesting does not guarantee future results. Market conditions change, and strategies that worked historically may not work in the future.
Technical Implementation
Built with Pine Script v6 using:
calc_on_every_tick=false for non-repainting execution
barstate.isconfirmed gating on all signal generation
9-module architecture with clear separation of concerns
ATR-based dynamic stop loss and take profit calculation
Trailing stop with configurable activation threshold and trail distance
Regime-adaptive position sizing with squeeze and non-trending penalties
Session detection with timezone support and day-of-week filtering
Daily trade counter with automatic reset
End-of-day forced close mechanism
Real-time performance tracking (win rate, profit factor, max drawdown)
Dual momentum confirmation (RSI + SMI)
CVD order flow validation
Candle pattern detection (engulfing, pin bar) with volume confirmation
6 alert conditions covering entries, regime changes, EOD close, patterns, and drawdown
Originality Statement
This strategy is original in its multi-dimensional confluence framework. While individual components (RSI, SMI, SMA alignment, session filtering) are established concepts, this strategy is justified because:
The 9-module architecture creates a clear, auditable decision pipeline where each module's contribution to the final trade decision is transparent
The multi-gate entry system (regime + structure + dual momentum + CVD + session + trigger) requires an unusually high level of confluence, reducing false signals
Regime-adaptive position sizing automatically adjusts exposure based on market conditions, a feature rarely seen in published strategies
The combination of trailing stops with regime-aware sizing creates a dynamic risk framework that adapts to changing conditions
Session filtering with Kill Zone preference and day-of-week controls provides institutional-grade time management
CVD order flow confirmation adds a volume-based validation layer that pure price-based strategies lack
The real-time HUD with performance tracking provides transparency into strategy behavior that most published strategies do not offer
The Volcanic theme provides a cohesive visual identity where every color choice carries meaning (lava = entry, amber = warning, teal = VWAP, crimson = bearish)
Disclaimer
This strategy is provided for educational and informational purposes only. It is not financial advice or a recommendation to buy or sell any financial instrument. Backtested results are hypothetical and do not represent actual trading. Past performance does not guarantee future results. The strategy involves risk of loss, including the potential loss of the entire investment. Commission, slippage, and other real-world execution costs are not included in the default configuration and must be added by the user for realistic evaluation. The author makes no claims about the profitability of this strategy and is not responsible for any losses incurred from its use. Always use proper risk management, trade with capital you can afford to lose, and consider consulting a qualified financial advisor before trading.
-Made with passion by officialjackofalltrades
Strategy
Lattice Trend Helix [JOAT]Lattice Trend Helix
Introduction
The Lattice Trend Helix is an open-source trend analysis indicator built in Pine Script v6. It combines a GMMA-inspired multi-EMA fan system (19 exponential moving averages across fast and slow groups) with a pivot-center SuperTrend, RSI momentum confirmation, and a comprehensive trend strength scoring system. The indicator detects EMA fan alignment, measures trend strength on a 0-100 scale, identifies fan expansion/contraction dynamics, and generates priority-ranked signals including full confluence locks, fan crosses, SuperTrend flips, EMA 200 reclaims, fan burst breakouts, SuperTrend bounces, and displacement impulses.
The Guppy Multiple Moving Average (GMMA) concept, originally developed by Daryl Guppy, uses two groups of EMAs to visualize the behavior of short-term traders (fast group) and long-term investors (slow group). When both groups are aligned and separated, a strong trend is in place. When they converge and cross, a trend change is developing. This indicator extends the GMMA concept by adding a pivot-based SuperTrend for dynamic support/resistance, RSI filtering for momentum confirmation, and a quantified scoring system that turns visual alignment into a measurable number.
Why This Indicator Exists
Single moving average crossover systems are prone to whipsaws. Even dual-MA systems produce frequent false signals in choppy markets. The GMMA approach solves this by requiring alignment across many EMAs simultaneously — a much higher bar than a simple crossover. This indicator takes that concept further:
19-EMA Fan System: 11 fast EMAs (periods 3 through 23) capture short-term trader sentiment. 8 slow EMAs (periods 25 through 60) capture longer-term investor positioning. Full alignment of all 11 fast EMAs in order is a strong signal that short-term traders agree on direction. Full alignment of all 8 slow EMAs confirms institutional agreement.
Pivot-Center SuperTrend: Unlike standard SuperTrend which uses HL2 as the center, this implementation uses a weighted average of detected pivot points. Each new pivot high or low updates the center using the formula: center = (center * 2 + pivot) / 3. This creates a more responsive center line that adapts to actual market structure rather than simple bar midpoints. ATR-based bands around this center define the trend direction.
Trend Strength Score (0-100): Quantifies trend strength from three components — fast EMA alignment (50 points), slow EMA alignment (30 points), and price position relative to EMA 200 (20 points). A score of 100 means all 19 EMAs are perfectly aligned and price is on the correct side of the 200 EMA.
Fan Spread Dynamics: The distance between the fastest EMA (3) and slowest fast EMA (23), normalized by ATR, measures how "open" the fan is. An expanding fan indicates strengthening trend momentum. A contracting fan warns of potential trend exhaustion or reversal.
RSI Momentum Filter: RSI must agree with the fan direction for the highest-confidence signals. This prevents false confluence signals during momentum divergences.
EMA 200 Macro Filter: Price must be above the 200 EMA for confirmed bullish signals and below for confirmed bearish signals, ensuring alignment with the macro trend.
How the EMA Fan Alignment Works
The fast fan consists of 11 EMAs at periods 3, 5, 7, 9, 11, 13, 15, 17, 19, 21, and 23. For bullish alignment, every EMA must be above the next longer one:
// Full fast fan bull alignment requires ALL 10 pairs in order
bool fastBull = ef3 > ef5 and ef5 > ef7 and ef7 > ef9 and ef9 > ef11
and ef11 > ef13 and ef13 > ef15 and ef15 > ef17
and ef17 > ef19 and ef19 > ef21 and ef21 > ef23
This is an extremely high bar. In choppy markets, the fast EMAs will be tangled and neither fastBull nor fastBear will be true. Only in genuine trending conditions do all 11 EMAs sort into perfect order. The same logic applies to the 8 slow EMAs.
The indicator counts how many adjacent pairs are aligned (0-10 for fast, 0-7 for slow) to produce a granular alignment score even when full alignment is not achieved. This allows the trend strength score to reflect partial alignment — a market with 8/10 fast pairs aligned is stronger than one with 4/10, even though neither achieves full alignment.
Pivot-Center SuperTrend
The SuperTrend component uses a unique center calculation based on detected pivot points:
Pivot highs and lows are detected using ta.pivothigh() and ta.pivotlow() with a configurable period
Each new pivot updates the center line using an exponentially weighted formula that gives 2/3 weight to the existing center and 1/3 to the new pivot
Upper and lower bands are calculated as center +/- (ATR Factor * ATR)
Trend direction flips when price crosses the opposite band
The trailing stop ratchets in the trend direction — it can only move favorably, never against the trend
This pivot-based center produces a SuperTrend that is more responsive to actual market structure than the standard HL2-based version. It adapts to the rhythm of the market's swing points rather than just the midpoint of each bar.
Signal Priority System
The indicator generates 8 types of signals, ranked by priority with cooldown-based anti-overlap:
P1 — HELIX LOCK (highest): Full fan alignment (fast + slow) + RSI confirmation + price above/below EMA 200. This is the maximum confluence signal — every factor agrees. A highlight box is drawn around the signal candle.
P2 — LATTICE SYNC: Full fan alignment (fast + slow) without RSI/EMA200 confirmation. Strong but not maximum confluence.
P3 — TREND FLIP: SuperTrend direction change. The pivot-center SuperTrend has flipped from bearish to bullish or vice versa.
P4 — FAN CROSS: The fast fan median (EMA 13) crosses the slow fan median (EMA 40). This is the GMMA equivalent of a moving average crossover, but using the center of each fan group.
P5 — MACRO CROSS: Price crosses the EMA 200 — a major structural event that changes the macro trend context.
P6 — FAN BURST: The fan spread transitions from contracting to expanding while the trend score is above 50. This indicates a breakout from compression — similar to a Bollinger squeeze release but measured through EMA dynamics.
P7 — ST BOUNCE: Price touches the SuperTrend line and bounces in the trend direction. This is a pullback-to-support/resistance signal unique to this indicator. A separate 5-bar cooldown prevents repeated bounce signals during extended touches.
P8 — IMPULSE (lowest): Displacement candle detection — large body (>70% of range, >2x average body). These indicate aggressive institutional order flow.
Trend Strength Score Breakdown
The 0-100 score is computed from three weighted components:
Fast EMA Alignment (50 points): The number of aligned adjacent pairs (max 10) divided by 10, multiplied by 50. Full fast alignment = 50 points. Half alignment = 25 points.
Slow EMA Alignment (30 points): The number of aligned adjacent pairs (max 7) divided by 7, multiplied by 30. Full slow alignment = 30 points.
EMA 200 Filter (20 points): If price is above EMA 200 and the fast fan leans bullish, or below EMA 200 and the fast fan leans bearish, 20 points are added. This rewards macro-aligned trends.
The score is displayed in the HUD with both a number and a visual bar (||||......). Scores above 70 indicate strong, tradeable trends. Scores between 40-70 indicate developing or weakening trends. Below 40 indicates choppy or transitional conditions.
Visual Design
The indicator uses a "Cyberpunk" color theme — electric cyan, hot magenta, neon yellow, deep violet, and chrome accents:
Fast EMA Fan: All 11 lines in a single color that adapts to alignment — cyan for bullish, magenta for bearish, steel grey for neutral. Configurable opacity.
Slow EMA Fan: All 8 lines in deeper tones — teal for bullish, violet for bearish, steel grey for neutral.
EMA 200: Three-layer neon glow effect (outer glow, mid glow, core line) that shifts between cyan (above) and violet (below).
Holographic Ribbon: Fill between the fastest (EMA 3) and slowest (EMA 23) fast EMAs, creating a ribbon that expands with trend strength and contracts during consolidation.
SuperTrend: Four-layer neon glow step-line (88%, 72%, 50%, 10% transparency) in cyan (bullish) or magenta (bearish).
Regime Background: Subtle background tinting for confirmed bull (cyan) or confirmed bear (magenta) conditions.
Candle Coloring: Multi-tier coloring based on confirmation level — confirmed bull/bear, strong bull/bear, weak bull/bear, or neutral.
HUD Dashboard
The HUD displays 14 metrics:
Trend direction (Bullish/Bearish/Neutral)
Strength score with visual bar (||||......)
Fan state (Strong Bull/Bear, Weak Bull/Bear, Converging)
SuperTrend direction
EMA 200 position (Above/Below)
Alignment counts (Fast: X/10, Slow: X/7)
Fan Spread value with state (Expanding/Contracting/Stable)
RSI value with bull/bear/neutral classification
Confluence count (0-5): fast alignment + slow alignment + SuperTrend agreement + RSI agreement + EMA 200 agreement
SuperTrend distance from price
Volume ratio (current vs 20-bar average)
Confirmed signal status (CONFIRMED BULL/BEAR or ---)
Input Parameters
EMA Fan:
Show Fast/Slow EMAs: Toggle each fan group
Show EMA 200: Toggle macro filter line
Fast/Slow EMA Opacity: Control transparency of each fan group
SuperTrend:
Show SuperTrend: Toggle the pivot-center SuperTrend
Pivot Period: Lookback for pivot detection (default: 3)
ATR Factor: Band width multiplier (default: 2.5)
ATR Length: Period for ATR calculation (default: 14)
Visual:
Show Trend Ribbon: Toggle holographic ribbon fill
Show Fan Crosses: Toggle fan cross signals
Show Regime Background: Toggle background tinting
SuperTrend Neon Glow: Toggle 4-layer glow effect
Color Candles: Toggle multi-tier candle coloring
HUD Panel: Toggle dashboard
Momentum Filter:
Show RSI Confirmation: Toggle RSI requirement for confirmed signals
RSI Length: Period (default: 14)
RSI Bull/Bear Threshold: Directional thresholds (default: 55/45)
How to Use This Indicator
Step 1: Check Fan Alignment
Look at the fan state in the HUD. "Strong Bull" or "Strong Bear" means both fast and slow fans are fully aligned — the strongest trend condition. "Weak" means only the fast fan is aligned — a developing or weakening trend.
Step 2: Verify with SuperTrend
The SuperTrend should agree with the fan direction. Fan bullish + SuperTrend bullish = high conviction. Disagreement suggests a transitional market.
Step 3: Check the Strength Score
Scores above 70 are strong trends. Use the visual bar for quick assessment. The confluence count (0-5) tells you how many independent factors agree.
Step 4: Trade the Signals
HELIX LOCK is the highest-conviction entry — all factors agree. LATTICE SYNC and TREND FLIP are strong. FAN CROSS and MACRO CROSS are structural. ST BOUNCE provides pullback entries within established trends.
Step 5: Monitor Fan Spread
Expanding fan = strengthening trend. Contracting fan = weakening trend or approaching reversal. FAN BURST signals mark the transition from contraction to expansion.
Best Practices
The 19-EMA fan is most effective on timeframes of 5 minutes and above. Very low timeframes produce too much noise for meaningful alignment.
Full fan alignment is rare and powerful. Do not expect it on every trade — it represents the highest-conviction conditions.
The SuperTrend bounce signal works best in established trends. In choppy markets, bounces may fail.
Fan crosses (fast median vs slow median) are the GMMA equivalent of MA crossovers — they confirm trend changes but lag the actual turn.
The EMA 200 filter is a macro-level gate. Ignoring it means trading against the larger trend, which reduces probability.
Use the fan spread dynamics to time entries — entering when the fan is expanding gives you momentum. Entering when it is contracting means you are fighting exhaustion.
The confluence count (0-5) is a quick decision filter. 4-5 = high conviction. 2-3 = moderate. 0-1 = low conviction.
Limitations
EMAs are lagging indicators. Full fan alignment is confirmed after the trend has already started, not at the exact turn.
The 19-EMA system uses significant computational resources. On very long charts with many bars, loading may be slower.
Pivot-center SuperTrend depends on pivot detection, which has an inherent delay equal to the pivot period.
Fan alignment can persist in overextended trends. Full alignment does not mean the trend will continue indefinitely.
The RSI filter can occasionally prevent valid signals during strong momentum divergences.
The indicator is optimized for trending markets. In range-bound conditions, the fan will be tangled and few signals will fire — which is by design.
EMA periods are fixed (3-23 fast, 25-60 slow). Different instruments or timeframes might benefit from different period sets, but the GMMA standard periods are well-tested across markets.
Technical Implementation
Built with Pine Script v6 using:
19 EMA calculations at global scope (11 fast + 8 slow) for Pine v6 compliance
Pivot-based SuperTrend center with exponentially weighted pivot averaging
Granular alignment counting (0-10 fast, 0-7 slow) for trend strength scoring
Fan spread normalization by ATR for cross-instrument comparability
8-tier priority signal system with cooldown-based anti-overlap
Separate cooldown tracking for SuperTrend bounce signals
4-layer neon glow rendering for SuperTrend and EMA 200
Holographic ribbon fill between fan extremes
Multi-tier candle coloring based on confirmation level
barstate.isconfirmed gating on all signal generation
9 alert conditions covering alignment changes, fan crosses, SuperTrend flips, confirmed signals, and fan expansion
Originality Statement
This indicator is original in its synthesis of the GMMA fan concept with pivot-center SuperTrend and quantified trend scoring. While GMMA and SuperTrend are established concepts, this indicator is justified because:
The pivot-center SuperTrend uses a weighted average of actual market pivots rather than simple HL2, creating a more structurally responsive trend line
The trend strength score (0-100) quantifies fan alignment into a single actionable metric with three weighted components
Fan spread dynamics (expansion/contraction tracking normalized by ATR) provide momentum acceleration/deceleration information not available in standard GMMA implementations
The 8-tier priority signal system with separate cooldown tracking for SuperTrend bounces prevents visual clutter while capturing all significant events
RSI momentum filtering and EMA 200 macro gating create a multi-layer confirmation framework that reduces false signals
The confluence count (0-5) provides an instant assessment of how many independent factors agree
The Cyberpunk theme with 4-layer neon glow and holographic ribbon creates a distinctive visual identity where trend strength is immediately apparent from the fan's visual character
Disclaimer
This indicator is provided for educational and informational purposes only. It is not financial advice or a recommendation to buy or sell any financial instrument. Moving average systems identify trends after they have started — they do not predict trend changes in advance. Full fan alignment can occur in overextended trends that are about to reverse. SuperTrend bounces can fail. Past alignment patterns do not guarantee future trend behavior. Always use proper risk management and never risk more than you can afford to lose. The author is not responsible for any losses incurred from using this indicator.
-Made with passion by officialjackofalltrades
Indicator
Indicator
Sessions + Prev + PDH/PDL + Killzones SuiteDescription
This indicator is designed to provide time-based and price-based market context by combining session ranges with commonly referenced prior levels into a single, unified framework.
The purpose of the script is contextual analysis, not signal generation.
What the script does
The script tracks and plots the following elements directly on the price chart:
• High and Low ranges for multiple trading sessions (Asia, London, New York morning, and New York afternoon)
• High and Low levels from the previous occurrence of each session
• Prior Day High (PDH) and Prior Day Low (PDL)
• Optional session “killzone” boxes that visually mark active session time windows
All calculations are performed using time-based session boundaries and price extrema (high/low) within those windows.
Why these components are combined
Sessions, previous session levels, and prior day levels are frequently analyzed together by discretionary traders because they represent:
• Where liquidity formed earlier in the day or previous day
• Where price previously paused, expanded, or reversed
• Natural reference points for intraday structure and range analysis
Instead of plotting these elements using multiple separate scripts, this indicator integrates them into one consistent framework so that all levels are calculated using the same timezone, session logic, and display rules.
This avoids mismatched session times, duplicate levels, or conflicting calculations that can occur when multiple scripts are used simultaneously.
How the script works (high-level)
• Each session is defined using user-selectable session times and timezone
• During a session, the script tracks the highest and lowest traded price
• When a session ends, its final high and low are stored as the “previous session” levels
• PDH and PDL are calculated using the completed trading day
• Lines and labels are anchored to the bars where levels are formed, rather than extending indefinitely
• Optional display filters allow users to show only the current trading day to reduce chart clutter
No forward-looking logic, prediction, alerts, or trade execution logic is included.
How to use it
This script is intended to be used as a visual reference tool to help traders:
• Identify session boundaries and intraday ranges
• Observe how price reacts near prior session highs and lows
• Assess where price is trading relative to PDH and PDL
• Maintain consistent session timing across different timezones
The script does not provide trade entries, exits, alerts, or performance claims.
Important notes
• This indicator does not generate buy or sell signals
• It does not predict future price movement
• It is not a trading strategy
• All decisions remain the responsibility of the user
Disclaimer
This script is provided for educational and informational purposes only.
It does not constitute financial advice. Trading involves risk, and users should apply appropriate risk management and personal judgment when using any technical tool. Indicator
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Phantom Flow Decoder [JOAT]Phantom Flow Decoder
Introduction
The Phantom Flow Decoder is an open-source overlay indicator that brings together five core Smart Money Concepts into a single, cohesive tool: market structure detection (BOS/CHoCH), order block identification, liquidity pool tracking with sweep and trap detection, Fair Value Gap (FVG) analysis with consequent encroachment, and premium/discount zone mapping. Rather than toggling between multiple scripts, traders can observe how these institutional concepts interact on the same chart in real time.
The indicator is built with Pine Script v6 and uses custom user-defined types to manage every structural element as a self-contained object, keeping the codebase modular and the chart clean even when all features are enabled simultaneously.
Why This Indicator Exists
Most Smart Money Concept tools on PulseWire focus on a single element, such as order blocks alone or FVGs alone. This forces traders to stack multiple concepts and mentally piece together the relationships between them. The Phantom Flow Decoder solves this by synthesizing these elements into one unified system where:
Structure breaks validate order blocks: An order block only forms when a confirmed pivot is detected, ensuring the OB has structural significance.
Liquidity pools are volume-weighted: Pools are not just swing points; they carry a volume weight that reflects how much participation occurred at that level.
FVGs are tracked through their lifecycle: From formation to mitigation, each gap is monitored and visually updated when price fills it.
Premium/discount zones provide context: Knowing whether price sits in the top 20% or bottom 20% of the recent range helps traders decide whether to look for longs or shorts.
Core Components Explained
1. Market Structure Detection (BOS and CHoCH)
The indicator uses pivot-based swing detection to identify Higher Highs (HH), Lower Lows (LL), Higher Lows (HL), and Lower Highs (LH). When price breaks a previous swing level, the script classifies it as either a Break of Structure (BOS), which continues the existing trend, or a Change of Character (CHoCH), which signals a potential trend reversal.
Structure strength is calculated by combining volume ratio and price movement relative to ATR. A BOS with high volume and a large price move relative to ATR is considered stronger than one with thin volume.
calcStructureStrength(float priceMove, float vol, float atrVal, float volSmaVal) =>
float volRatio = vol / volSmaVal
float priceRatio = priceMove / atrVal
math.min(100, (volRatio * 30 + priceRatio * 70))
Each structure break is drawn as a horizontal line extending from the break level, with a compact label ("BOS" or "CHoCH") positioned nearby. Line styles are configurable between solid, dashed, and dotted.
Overview showing BOS and CHoCH labels on the chart with structure lines extending from break points
2. Order Block Detection
Order blocks represent the last opposing candle before a significant move. The indicator identifies bullish order blocks as the last bearish candle before a swing low, and bearish order blocks as the last bullish candle before a swing high. To filter noise, order blocks must meet a minimum size threshold measured in ATR multiples (default 0.5x ATR).
Each order block is drawn as a semi-transparent box with a dashed equilibrium line at its midpoint. When price returns to an order block and penetrates through it, the block is marked as mitigated and its visual is removed from the chart, keeping the display uncluttered.
3. Liquidity Pool Detection with Sweeps and Traps
Liquidity pools form at swing points where stop orders are likely clustered. The indicator tracks these pools and monitors them for two key events:
Sweeps: When price briefly pierces a liquidity level and then reverses, the pool is marked with a gold "SWEEP" label. The sweep threshold is configurable in ATR multiples.
Traps: When a sweep occurs with abnormally high volume, it is classified as a Smart Money Trap and marked with a magenta "TRAP" label, suggesting institutional manipulation.
When volume-weighted liquidity is enabled, each pool carries a weight based on the volume at the swing point relative to the 20-period volume SMA. This helps traders prioritize pools where significant participation occurred.
4. Fair Value Gap (FVG) Analysis
A bullish FVG forms when the current bar's low is above the high from two bars ago, creating a gap in price delivery. A bearish FVG is the inverse. The indicator filters FVGs by a minimum size (default 0.3x ATR) to avoid plotting insignificant gaps.
Each FVG is drawn as a colored box. When Consequent Encroachment is enabled, a dashed line is drawn at the 50% level of the gap, which institutional traders often use as a precise entry point. FVGs are tracked for mitigation: when price fills the gap, the box style changes to indicate it has been mitigated. FVGs older than the configurable max age (default 50 bars) are automatically removed.
5. Premium/Discount Zones
Using a configurable lookback period (default 50 bars), the indicator calculates the highest high and lowest low, then divides the range into zones. The top 20% is the premium zone (where sellers have an edge), the bottom 20% is the discount zone (where buyers have an edge), and the 50% level is the equilibrium. These zones are drawn as semi-transparent boxes with an equilibrium line.
Visual Elements
Swing Point Labels: HH, HL, LH, LL labels at each confirmed pivot
Structure Lines: Horizontal lines at BOS/CHoCH levels with configurable styles
Order Block Boxes: Semi-transparent boxes with equilibrium midlines
Liquidity Pool Boxes: Thin boxes at swing levels with SWEEP/TRAP labels
FVG Zones: Colored boxes with optional CE (50%) lines
Premium/Discount Zones: Background shading for range context
Candle Coloring: Optional trend-based candle coloring
Dashboard: Real-time metrics including trend direction, structure counts, and sweep/trap counts
Input Parameters
Structure Detection:
Pivot Sensitivity (2-20, default 5): Lower values detect more pivots, higher values only detect stronger swings
Show BOS / Show CHoCH: Toggle each structure type independently
Structure Line Style: Solid, Dashed, or Dotted
Order Block Detection:
Order Block Strength (1-10, default 3): Minimum candles for valid OB
Track OB Mitigation: Automatically remove mitigated OBs
Min OB Size (ATR): Minimum order block size filter
Liquidity Detection:
Liquidity Sensitivity (1-10, default 3)
Sweep Threshold (ATR): How far price must pierce a level to count as a sweep
Volume-Weighted Liquidity: Weight pools by volume participation
Fair Value Gaps:
FVG Max Age (bars): Auto-remove old FVGs (default 50)
Track FVG Mitigation: Monitor and update filled gaps
Min FVG Size (ATR): Filter small gaps
Show Consequent Encroachment: Draw 50% midline
Premium/Discount Zones:
Zone Lookback (20-200, default 50)
Show Equilibrium Line
How to Use This Indicator
Step 1: Identify the current market structure by observing BOS/CHoCH labels. A series of bullish BOS confirms an uptrend; a bearish CHoCH warns of a potential reversal.
Step 2: Look for unmitigated order blocks in the direction of the trend. In an uptrend, focus on bullish OBs below current price as potential support zones.
Step 3: Check if any FVGs overlap with order blocks. This confluence of an institutional entry zone (OB) with an imbalance in price delivery (FVG) creates a high-probability area.
Step 4: Confirm the zone is in the discount area (for longs) or premium area (for shorts) using the premium/discount zones.
Step 5: Monitor liquidity pools for sweeps. A sweep of a liquidity pool followed by a reversal into a confluence zone is a classic institutional entry pattern.
Step 6: Use the dashboard to monitor overall market conditions and structure counts.
Example showing a confluence setup: FVG overlapping with an order block in the discount zone, with a nearby liquidity sweep
Indicator Limitations
Pivot detection has an inherent delay equal to the pivot lookback period. Structure labels appear after confirmation, not in real time.
Order blocks and FVGs are based on historical price patterns and do not predict future price movement.
Volume-weighted features work best on instruments with reliable volume data. Low-volume instruments may produce less meaningful liquidity weights.
The indicator draws many visual elements simultaneously. On lower timeframes with high bar counts, consider reducing the Max Structure Elements setting to maintain chart performance.
Premium/discount zones are relative to the lookback period. Changing the lookback significantly alters the zones.
Smart Money Concepts are interpretive frameworks, not guaranteed predictors. Always use proper risk management.
Originality Statement
This indicator is original in its unified integration approach. While individual SMC components (BOS, CHoCH, order blocks, FVGs, liquidity pools) exist in separate scripts, this indicator is justified because:
It combines five distinct SMC methodologies into a single, object-oriented system using Pine Script v6 user-defined types
Volume-weighted liquidity pool detection adds a quantitative dimension to traditional swing-based liquidity mapping
Smart Money Trap detection (high-volume sweeps) provides a layer of institutional activity analysis not found in standard liquidity tools
FVG lifecycle tracking with consequent encroachment gives traders precise institutional entry levels
The premium/discount zone overlay provides immediate context for whether a setup is in a favorable or unfavorable area of the range
All components share state and interact: structure breaks trigger order block creation, liquidity pools are validated against volume data, and FVGs are checked against premium/discount positioning
Disclaimer
This indicator is provided for educational and informational purposes only. It is not financial advice or a recommendation to buy or sell any financial instrument. Trading involves substantial risk of loss and is not suitable for all investors. Smart Money Concepts are analytical frameworks that help interpret market behavior, but they do not guarantee profitable trades. Past patterns do not guarantee future results. Always use proper risk management, including stop losses and position sizing appropriate for your account. The author is not responsible for any losses incurred from using this indicator.
-Made with passion by officialjackofalltrades
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STRONG S/R Lines/Zones MTF Only[EXPERIMENTAL] by Chaitu50cSTRONG S/R Lines / Zones (MTF Only) — EXPERIMENTAL by Chaitu50c
Overview
This indicator is a higher-timeframe based Support and Resistance detection system designed to project strong structural levels onto lower-timeframe charts without repainting. All calculations are performed exclusively on a selected higher timeframe (30-minute, 45-minute, or 1-hour), while the plotted levels adapt smoothly to the active chart timeframe. The main objective is to highlight price areas where strong institutional buying or selling pressure has already been confirmed on the higher timeframe.
Higher Timeframe Logic
The indicator operates strictly on confirmed higher-timeframe candles. It tracks completed higher-timeframe bars and evaluates their open, high, low, and close values only after the candle is fully closed. This ensures that every detected support or resistance level is final and will not shift or repaint during live market conditions.
Resistance Detection
Resistance levels are identified when bearish price action appears after bullish structure on the higher timeframe. The logic looks for either a two-candle or three-candle sequence where selling pressure becomes dominant and price closes below important prior lows. Once such a sequence is confirmed, the resistance area is constructed using a combination of wick highs and candle body highs from the triggering higher-timeframe candles. This defines a realistic supply zone rather than a thin, arbitrary line.
Support Detection
Support levels are detected using the opposite logic. When bullish price action emerges after bearish structure and the higher-timeframe candle closes above key prior highs, the indicator interprets this as strong buying acceptance. The support area is formed using wick lows and candle body lows from the relevant higher-timeframe candles, capturing the price region where demand clearly outweighed supply.
Strength and Overlap Handling
When newly detected support or resistance levels overlap with existing ones, the indicator does not create additional zones. Instead, it strengthens the existing level internally. Each overlap increases the strength count of that level, which is visually represented through increased line thickness or adjusted opacity. This allows strong, repeatedly respected levels to stand out naturally while keeping the chart uncluttered.
Line Mode vs Zone Mode
Users can choose whether levels are plotted as single horizontal lines or as full price zones. Line mode provides precise levels suitable for scalping and exact reaction entries. Zone mode displays the complete price range where rejection or acceptance occurred, which is useful for managing volatility and broader structure analysis. Both modes use identical detection logic; only the visual representation changes.
Zone and Line Extension Control
The “Number of Past Zones to Extend” option controls how many previously detected support and resistance levels remain visible and extended into the future. A value of zero extends only the most recent support and resistance, keeping the chart minimal. Higher values preserve additional historical higher-timeframe levels that may still influence current price action.
Visual Customization
Line appearance can be customized using user-defined colors, styles, and base widths. These settings define how new levels initially appear on the chart. As levels gain strength through repeated confirmations, the indicator automatically adjusts visual properties to reflect their growing importance, without requiring manual changes.
Non-Repainting Behavior
All higher-timeframe data is requested with lookahead disabled. This guarantees that every level is drawn only after the higher-timeframe candle has fully closed. Once a support or resistance level appears, it remains fixed and reliable for live trading, backtesting, and replay analysis.
Practical Usage
This indicator is intended to be used as a structural reference rather than a standalone buy or sell signal. It is most effective when combined with price action confirmation, volume analysis, or lower-timeframe entry techniques. The tool excels at identifying high-probability reaction zones, pullback areas, and major breakout levels derived from higher-timeframe structure.
Final Notes
This indicator is marked as experimental and is designed for traders who understand higher-timeframe structure and contextual analysis. When used correctly, it provides a clean, non-repainting view of strong support and resistance levels that align lower-timeframe decisions with higher-timeframe intent. Indicator
Fair Value Range Breakout [by Oberlunar]Fair Value Range Breakout by Oberlunar is a community tool built around higher-timeframe structure and HTF imbalance zones. It reconstructs and draws up to three recent candles from a user-selected HTF and optionally displays their High, Low, Open, and Close levels with configurable styles and colours, keeping HTF candles and FVG ranges readable while working on lower timeframes.
On each confirmed HTF candle close, the script scans the last three closed HTF candles to detect bullish and bearish Fair Value Gaps using either wicks or candle bodies as the reference. You can filter gaps by a minimum size in ticks, keep only the most recent zones, and extend zones to the right for ongoing interaction tracking.
Set the HTF timeframe according to your horizon, such as Daily for swing context or H4-H2 for intraday structure, then enable the HTF candle overlay and choose which OHLC levels to show for each candle. In the HTF FVG settings, pick Wicks for zones that reflect extremes or Bodies for tighter zones, and increase the minimum gap in ticks if you want fewer, cleaner zones. If you use signals, choose “Close inside” for stricter interaction requirements or “Wick touch” for earlier detection, and apply a small exit buffer in ticks when noise is high. A practical workflow is using HTF=2H on a 5m or 15m chart, monitoring price interaction with an HTF FVG zone, and treating the plotted signal as confirmation of a zone exit rather than a standalone entry system.
Attribution and derivative work notice is explicit and intentional.
The HTF candle architecture component is a derivative work based on HTF Candle Architecture by BigBeluga, and the HTF FVG engine is a derivative work based on “Fair Value Gap MTF” by Oberlunar.
The original references are provided above exactly and in the code as required.
Enjoy
Oberlunar 👁️★
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TrendlinesTrendline S&R
This indicator is an automated technical analysis tool designed to identify the most relevant Support and Resistance (S&R) zones based on market pivots. Unlike standard pivot indicators that clutter the chart with historic lines, this script uses a "Closest-to-Price" algorithm to display only the single most relevant Support (Green) and Resistance (Red) zone currently interacting with price action.
It solves common frustrations with automated trendlines—specifically the issue of lines disappearing immediately upon a breakout—by introducing a Stability Buffer.
Key Features & Importance
The script scans hundreds of potential trendlines but only draws the one geographically closest to the current price.
Importance: This ensures you are looking at the zone that matters right now. It filters out distant or irrelevant historic lines, keeping your chart clean and focused on immediate price action.
🛡️ 5-Bar Stability Buffer (Anti-Flicker)
Feature: A hardcoded 5-bar "memory" prevents the zone from disappearing the moment price touches or breaks it.
Importance: This is critical for trading breakouts. It allows you to see the zone persist while price breaches it, helping you distinguish between a true breakout, a fakeout, or a retest, without the reference level vanishing from your screen.
🔍 Dynamic Pivot Filtering
Feature: Uses a restricted Pivot Strength (5-15) and Minimum Confirmation (2-8 touches).
Importance: By enforcing these limits, the indicator ignores insignificant market noise and micro-swings, ensuring that drawn zones represent structural market levels with genuine liquidity.
🔔 Integrated Alert System
Feature: Built-in alerts for "Zone Breakout" (candle close crossing the zone) and "Zone Touch" (wick entering the zone).
Importance: Allows you to set the indicator and walk away. You will be notified instantly when price interacts with these key levels, removing the need to stare at the chart.
📉 Adaptive Tolerance (Fixed ATR)
Feature: Uses a fixed ATR multiplier internally to determine the width of the zone.
Importance: This automatically adjusts the thickness of the support/resistance zone based on the asset's volatility.
Settings Guide
Bars to Apply: How far back in history the script looks for pivots (Default: 300).
Pivot Source: Choose between calculating from "High/Low" (wicks) or "Close" (bodies).
Pivot Strength: The number of bars required on each side to define a swing point (Range: 5–15).
Min Pivot Confirmation: The minimum number of touches required to validate a trendline (Range: 2–8).
How to Use
Add the indicator to your chart.
Adjust Pivot Strength if you want to catch smaller swings (lower number) or major structures (higher number).
Set an alert in PulseWire by clicking the "Clock" icon, selecting this indicator, and choosing "Zone Breakout" or "Zone Touch". Indicator
