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SR LevelsSR Levels — Multi-Timeframe Support & Resistance with SR-Anchored VWAP
OVERVIEW
SR Levels Pro is an overlay indicator that plots higher-timeframe support and resistance levels on your chart with a clean, minimal layout. It focuses on widely used structural levels — previous day/week/month/year highs and lows — plus optional session levels (Asia, London, New York).
The goal is simple: show where price is relative to key reference levels, how far away each level is, and whether volume-weighted price action is accepting or rejecting a level after a touch.
This script is designed for traders who use HTF structure, session context, and level-based decision making on lower timeframes.
KEY FEATURES
• HTF Structure Levels
Previous Day/Week/Month/Year High and Low (PDH, PDL, PWH, PWL, PMH, PML, PYH, PYL)
Each timeframe uses a distinct color for quick identification
• Smart Level Display
Thin cross markers on a short right-side segment — not full-width lines
Optional proximity filter: hide levels until price is within range
Price labels show level name, exact price, and % distance from current price
Example: PDH 77766.4 +1.42%
• Session Levels (Optional, Off by Default)
Previous session high, low, and open for Asia, London, and New York
Customizable session times and timezone
• SR-Anchored VWAP
When price touches an active S/R level, VWAP begins tracking from that anchor
Green VWAP above anchor = potential acceptance
Red VWAP below anchor = potential rejection
Shaded fill between VWAP and anchor shows the acceptance/rejection gap
Auto-deactivates after max bars or when price moves too far from the level
• Optional Signals (Off by Default)
Triangles = bullish/bearish rejection at scored S/R levels
Diamonds = PDH/PDL volume breakouts
Confluence scoring, EMA trend filter, volume filter, and cooldown
Built-in alerts for rejections and breakouts
HOW TO USE
1. Add to any chart (stocks, crypto, forex, futures).
2. Defaults show PDH, PDL, PWH, PWL. Session levels and signals are off.
3. Read right-edge labels for price and % distance from each level.
4. Watch SR-Anchored VWAP when price approaches a level for acceptance vs rejection.
5. Enable signals only if you want entry markers. Adjust score and cooldown for your timeframe.
6. For forex/futures, set Session Timezone and session hours to match your market.
SETTINGS
Core: touch tolerance, visibility range, cross segment length, price labels
HTF: toggle day/week/month/year levels and colors
Session: Asia/London/NY H/L/O with custom times
VWAP: max bars, deactivate distance, bull/bear colors
Signals: master toggle, breakout diamonds, min score, cooldown, filters
ALERTS
• SR: Long Rejection
• SR: Short Rejection
• SR: Bull Breakout (above PDH)
• SR: Bear Breakout (below PDL)
RECOMMENDED TIMEFRAMES
Intraday (1m–15m): PDH/PDL + PWH/PWL, optional sessions
Swing (1H–4H): PWH/PWL + PMH/PML
Position (D/W): PMH/PML + PYH/PYL
DISCLAIMER
This indicator is for educational and informational purposes only. It is not financial advice and does not recommend buying or selling any instrument. Trading involves risk. Past results do not guarantee future performance. Always do your own research and use proper risk management.
NOTES
HTF levels use the prior completed period high/low. Signals are optional and disabled by default. SR-Anchored VWAP accumulates on confirmed bars only. Indicator
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Indicator
MNQ Mission Control - Smart Block v8Overview
MNQ Mission Control is a comprehensive decision-support dashboard built for intraday futures traders, specifically tuned for NQ/MNQ and ES/MES. Rather than producing buy/sell arrows, it acts as an accountability layer — synthesizing market internals, multi-timeframe trend structure, momentum, support/resistance proximity, and real-time risk/reward into a single unified score that helps traders avoid impulsive entries and stay aligned with higher-probability setups.
The core philosophy: a good dashboard tells you when NOT to trade just as clearly as when to engage. Signals are gated by R:R viability, trend alignment, and breadth confirmation, so the dashboard will actively block trades that look directionally correct but are structurally late or poorly located.
Key Features
Unified Scoring System (0–8 scale)
A dynamic scoring engine that scales based on data availability, weighing trend alignment, momentum, VWAP positioning, internals confirmation, and quality factors. Score is displayed alongside a master state: WAIT, LONG, SHORT, LONG BLOCKED, or SHORT BLOCKED.
NYSE Market Internals Integration
USI:ADD (Advance/Decline) with cumulative tracking and divergence detection
USI:TICK with 30-minute cumulative roll and high/low extremes
USI:VOLD (Volume Difference) with delta tracking
VIX with configurable symbol input (supports TVC:VIX or CBOE:VIX) and trend direction
Cumulative TICK breadth divergence detection vs. price
Configurable Internals Refresh Timeframe
A dedicated input for the internals data refresh timeframe (default suitable for 30s/1m) to balance data freshness against repaint noise.
Multi-Timeframe Trend Engine
A 5/15 trend reading combines lower-timeframe momentum with higher-timeframe structure, producing readings like ▼▼ ALIGNED BEAR, ▲▲ ALIGNED BULL, or mixed states.
VWAP Band Positioning
Real-time classification of price relative to VWAP and its standard deviation bands (Upper Band, Mid-band, Lower Band) with point distance from VWAP.
Array-Based Support/Resistance Management
Dynamic S/R line detection with forward extension, automatic recycling for memory efficiency, and proximity-based level scoring. Resistance levels are framed as decision checkpoints, not automatic exit targets.
Risk/Reward Panel
ATR-based stop distance calculation paired with the nearest logical target (next S/R level), producing a live R:R ratio. The scoring engine uses this to block trades with unfavorable R:R, even when directional signals are otherwise valid.
Quality & Day Type Classification
Quality readings: Trend OK, Trend Expansion, Seller/Buyer Fatigue, Chop, Lunch Chop
Day Type detection: NORM VARIATION, TREND DAY, with live confirmation
Contextual Playbook Field
Strategy guidance that adapts to current conditions — e.g., "Swing 40-60pt moves" in normal variation, "Trend override: hold runners" once a trend day confirms, prompting traders to manage existing positions rather than initiate new entries late in extended moves.
Divergence Detection
Cumulative TICK vs. price divergence with bull/bear labels and visual indicators on the dashboard.
How to Use
Add the indicator to your NQ/MNQ or ES/MES chart (5m or 3m recommended for the primary execution timeframe).
Configure the VIX symbol input to match the feed you monitor elsewhere (TVC:VIX or CBOE:VIX — these can diverge slightly).
Set the Internals Refresh Timeframe based on your preference for freshness vs. stability (30s for active scalping, 1m for swing/positional intraday).
Read the dashboard top-down: Master score → Risk/Reward → Trend → VWAP → Levels → Market state → Internals → VIX → Quality → Day Type → Playbook.
Respect the BLOCKED states. If the dashboard says SHORT BLOCKED with a poor R:R, the directional bias is correct but the entry location is not. Wait for a pullback that improves R:R.
Combine timeframes. A WAIT on the lower TF with a clear directional bias on the higher TF often signals "wait for pullback, then engage."
Recommended Settings
Primary chart: 5m for execution, 3m for aggressive scalping
Secondary chart: 30m for higher-timeframe context
Internals refresh: 1m (balanced) or 30s (responsive)
VIX symbol: Match the feed used elsewhere in your platform
Session: Designed for RTH (9:30–16:00 ET) but functional in pre/post-market with reduced internals reliability
Notes & Disclaimers
Market internals ( USI:ADD , USI:TICK , USI:VOLD ) require NYSE data subscription for accurate real-time values.
VIX feed source matters: TVC:VIX and CBOE:VIX can produce slightly different values due to different update cadences and aggregation. Match this input to whatever you display elsewhere.
This indicator is a decision-support tool, not a signal generator. No indicator removes the need for risk management, position sizing discipline, or trade management skill.
Past performance of any condition or signal does not guarantee future results. Futures trading involves substantial risk of loss.
The "accountability buddy" framing is intentional: the dashboard's primary value is helping you slow down, evaluate context, and avoid low-quality entries — not replacing your judgment. Indicator
Sortino + Omega + PSR + Ulcer [Wall Street Pro
Within Quantamental and macro-hedging frameworks, the traditional mean-variance theory (such as the traditional Sharpe Ratio) possesses a fatal flaw: it penalizes "good" upside volatility and fails to identify the "black swan" DNA inherent in non-normal distributions.
This script, Sortino + Omega + PSR + Ulcer , is an institutional-grade asset "personality" diagnostic and performance attribution system. By visualizing higher-order moment statistics (Skewness, Kurtosis) alongside path-dependent drawdown risk (Ulcer Index), it is designed to help traders identify pseudo-high-yield/pseudo-high-win-rate assets that are essentially "picking up pennies in front of a steamroller," and to discover true Alpha backed by genuine microstructure advantages.
Sortino vs. Sharpe Ratio: Debunks the volatility illusion. By only penalizing downside volatility, a Sortino ratio significantly higher than the Sharpe ratio indicates that the asset possesses immense upside explosive power.
Skewness & Kurtosis: The tail-risk detectors. Specifically designed to capture hidden "fat-tail" risks (e.g., gap-downs from unexpected blow-ups). Extreme skewness and high kurtosis often signal devastating losses during liquidity dry-ups.
PSR (Probabilistic Sharpe Ratio): The performance lie detector. By incorporating non-normal distribution parameters, it calculates the statistical probability that a strategy is genuinely effective, filtering out historical backtest illusions driven purely by luck.
Ulcer Index & Global Underwater Curve: Measures the integral of "drawdown depth × duration of distress." Paired with intuitive underwater region visualizations on the main chart, it evaluates the pressure the asset exerts on capital chains and traders' psychological defenses.
Omega Ratio: The overarching profit/loss scale, evaluating the overall quality of the winning probability across the entire return distribution.
Liquidity stress testing for broad market indices and high-Beta assets (e.g., microstructure comparisons between SPX and MSTR).
Validation of macro-hedge allocations (e.g., testing the reduction in a portfolio's Ulcer Index after incorporating safe-haven assets like precious metals).
"Mine-sweeping" for CTA and high-dividend strategies (identifying assets with deep negative skewness).量化基本面（Quantamental）与宏观对冲框架下，传统的均值-方差理论（如传统夏普比率）存在致命缺陷：它惩罚了向上的好波动，且无法识别非正态分布下的“黑天鹅”基因。
本脚本 Sortino + Omega + PSR + Ulcer 是一套机构级的资产“性格”体检与业绩归因系统。它将高阶矩统计（偏度、峰度）与路径回撤风险（溃疡指数）可视化，旨在帮助交易者识别出那些“在推土机前捡硬币”的伪高息/伪高胜率资产，寻找真正具备微观结构优势的Alpha。
【核心参数与实战意义】
Sortino (索提诺比率) vs Sharpe (夏普比率)： 破解波动率错觉。只惩罚下行波动，当 Sortino 显著大于 Sharpe 时，标明该资产具备极强的向上爆发力。
Skew (偏度) & Kurt (峰度)： 尾部风险照妖镜。专门捕捉隐藏的“肥尾”风险（如暴雷跳空）。高偏度/高峰度往往意味着流动性枯竭时的毁灭性打击。
PSR (概率夏普比率)： 业绩测谎仪。引入非正态分布参数，计算策略真实有效的统计学概率，过滤掉纯靠运气的历史回测幻觉。
Ulcer Index (溃疡指数) & 全局水下曲线： 衡量“套牢深度 × 煎熬时间”的积分。配合主图直观的水下区域可视化，评估资产对资金链和交易者心理防线的压迫程度。
Omega Ratio (全分布比率)： 统揽全局的盈亏天平，评估整体赢面质量。
【适用场景】
大盘指数与高Beta资产的流动性压力测试（如 SPX 与 MSTR 的微观结构对比）。
宏观对冲配置的有效性验证（测试加入贵金属等避险资产后，组合溃疡指数的下降程度）。
CTA及高股息策略的“排雷”（识别深负偏度资产）。
【使用建议】
建议配合多锚点 VWAP (Anchored VWAP) 使用。当资产价格跌破核心机构成本线，且本指标面板中的 Sortino 出现倒挂、Ulcer 快速攀升时，往往是微观结构恶化、宏观流动性退潮的右侧确认信号。 Indicator
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Indicator
[3Commas] UNI Vault Grid - UNI - Indicator UNI Vault Grid — UNI — Indicator
🔷 What it does:
This indicator is the visual + signal-only companion to the static geometric grid strategy for Uniswap (UNI/USDT). It draws all 57 grid levels on the chart, fires Buy and Sell signals on each close-cross event, tracks a virtual P&L card (simulating what the matching strategy would have done), and ships webhook alerts for routing signals to a connected grid bot. Use it when you want the grid logic running on your chart without strategy.* engine — for visual confirmation, manual entries, or external bot routing.
- 57 geometrically-spaced levels between Low (2.979) and High (4.171) drawn as horizontal lines
- Buy / Sell labels printed at each level on cross events
- Virtual P&L tracker mirrors the strategy version's bookkeeping
- Static range — grid does NOT shift up when price exits the band (trailing-up disabled)
- Webhook-ready alert payload for connected grid bot
🔷 Who is it for:
Traders who want to visualize the grid and signal layer on their chart without running the strategy engine.
Bot operators routing signals from PulseWire alerts to a connected grid bot via webhook.
Discretionary swing traders who want grid levels as decision support while executing manually.
Users comparing live signal flow against backtested behavior of the matching strategy publication.
🔷 How does it work:
Grid Construction: On the first bar, the indicator pre-computes 57 price levels between Low (2.979) and High (4.171) using geometric spacing (≈ 0.61% step). Each level is drawn as a horizontal line — green for the lowest, red for the highest, aqua for the middle levels.
Signal Generation: On every confirmed bar, the indicator checks each level for a close-cross-down (Buy signal) or close-cross-up (Sell signal) against the next level above. A label is printed at the level on each cross. Buy labels are aqua, Sell labels are fuchsia and include the realized virtual P&L.
Virtual P&L Tracker: The indicator maintains its own bookkeeping that mirrors the strategy version — when a Buy level fills, qty is recorded; when the next-up Sell level crosses, the per-level P&L is added to the virtual net. Stats card displays Net P&L, Max Drawdown, Total Fills, Win Rate, and Profit Factor.
Webhook Alerts: A grid_start JSON payload (Bot ID, Email Token, Pair) is fired once when the first bar enters the configured backtest window. This is informational — grid bots are typically configured on the bot interface directly.
🔷 Why it's unique:
Identical grid math to the strategy publication — same 57 levels, same step, same cross-detection logic. The virtual P&L card lets you see live what the strategy version is doing in backtest, but on an indicator pane (no strategy.* engine, no order fills).
Static range fidelity — no trailing-up. The grid stays locked exactly where you configured it, which makes risk envelope easy to reason about before deploying capital.
Brand watermark + stats overlay — consistent visual layer with all other 3Commas Vault Grid publications.
🔷 Considerations Before Using the Indicator:
Market & Timeframe: Calibrated for a 15-minute chart on UNI/USDT spot pairs. The runtime warning label flags any TF other than 15m. Higher TFs produce far fewer fills; lower TFs (1m, 5m) generate more signals but slow chart rendering.
Limitations: The indicator does NOT place orders — it only signals. If you wire the alerts to a grid bot, the bot is responsible for executing entries and exits. The virtual P&L card is an in-indicator simulation only, not a real account P&L. It does not include funding, slippage, or partial fills.
Backtesting & Demo Testing: The strategy version is the canonical reference for realized backtest performance (with commission, slippage, and the strategy engine's order book). This indicator's virtual P&L is a useful estimate but cannot replace the strategy tester report. Demo-trade your bot for at least one month before any live deployment.
Parameter Adjustments: The grid range, level count, and per-level amount should be re-evaluated for each deployment period. UNI's "fair range" shifts over time — a grid calibrated for one regime may not work for the next. The default 2.979 — 4.171 envelope reflects UNI's recent volatility band as of publication.
🔷 INDICATOR SETTINGS
Grid High Price — Upper boundary of the grid range (default 4.171).
Grid Low Price — Lower boundary of the grid range (default 2.979).
Grid Levels — Total number of price levels (default 57).
Grid Mode — Geometric (constant % spacing) or Arithmetic (constant absolute spacing).
Amount per Level (USDT, ref) — Notional per fill (default 175.44) — used for virtual P&L only.
Trailing Up — Disabled by default. Enables adaptive grid behavior on breakout (off keeps grid static).
Trail Up Threshold % — % above High at which trailing fires (only used if Trailing Up enabled).
Shift Up Magnitude % — How much of the current range to shift when trailing-up fires.
Limit by Date Range — Constrain virtual backtest to a specific date window (default Jan 19 — May 19 2026).
Initial Capital (USDT, ref for % calc) — Used to convert virtual P&L into a % figure on the stats card.
Show grid lines on chart — Toggle horizontal level lines (red top, green bottom, aqua middle).
Show fill labels on chart — Toggle Buy / Sell labels printed on each cross.
Show stats card — Toggle the on-chart virtual backtest summary.
Stats card position — Where to anchor the stats card.
Show watermark — Toggle the brand watermark.
Watermark text / position / size / transparency — Controls for the watermark overlay.
Recommended TF (for warning) — Timeframe baseline for runtime warning (default 15m).
Webhook (Grid Bot) — Bot ID, Email Token, Pair label for signal routing.
🔷 ALERTS
grid_start — Fires once when the first bar enters the configured backtest window. Webhook-ready JSON payload with Bot ID, Email Token, and Pair label.
🔷 RELATED PUBLICATIONS
Strategy version (with full Strategy Tester backtest report): [https://www.pulsewire.com/script/Dc5iUh2F-3Commas-UNI-Vault-Grid-UNI-USDT/
👨🏻💻💭 We hope this tool helps enhance your trading. Your feedback is invaluable, so feel free to share any suggestions for improvements or new features you'd like to see implemented.
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The information and publications within the 3Commas PulseWire account are not meant to be and do not constitute financial, investment, trading, or other types of advice or recommendations supplied or endorsed by 3Commas and any of the parties acting on behalf of 3Commas, including its employees, contractors, ambassadors, etc. Indicator
[3Commas] UNI Vault Grid - UNI/USDT UNI Vault Grid — UNI/USDT
🔷 What it does:
This strategy implements a static geometric grid trading system for Uniswap (UNI), designed to capture range-bound oscillations between a configurable High and Low price boundary. It pre-computes 57 price levels using geometric spacing (≈ 0.61% step), buys at each level on close-cross-down, and sells at the next level up on close-cross-up. Unlike adaptive grid variants with trailing logic, this version stays locked to the original range — no auto-shift up. Profit comes from capturing the spread between adjacent grid lines on every oscillation; the structure is designed for periods where UNI consolidates within a defined band rather than trending strongly in one direction.
- 57 geometrically-spaced levels between Low (2.979) and High (4.171)
- Buy on close-cross-down through an unfilled level; sell on close-cross-up through the next level
- Fixed notional per level (175.44 USDT default), all fills equally sized
- No trailing up — grid stays locked to the configured range
- No stop loss — positions held until matching sell level is hit
🔷 Who is it for:
Swing traders who identify ranging conditions on UNI and want to monetize the oscillations.
Bot operators who automate grid execution through webhook integration with a connected bot.
Spot accumulators with a directional view that UNI will remain inside the configured boundaries during the deployment period.
Risk-conscious participants who prefer predictable accumulation envelopes (capped at full-grid-filled at the Low boundary).
🔷 How does it work:
Long Entry: When close crosses down through an unfilled grid level, the strategy opens a long position sized to the per-level notional amount (default 175.44 USDT). Each level operates independently — multiple buys can stack across the ladder simultaneously during a downward swing, creating a structured accumulation pattern.
Short Entry: Not used — this is a long-only spot grid.
Exit Management: For each filled level, the strategy places a limit exit at the next level up. When close crosses up through that target, the position closes and the level becomes available to buy again. No stop loss is used; the grid's Low boundary defines the structural worst-case accumulation point.
Static range — the grid does NOT shift when price exits the boundary. If price breaks above High, the strategy stops opening new buys until price returns inside the band. If price breaks below Low, all 57 levels are filled and the position holds unrealized loss until either the average is recovered or the user manually closes.
🔷 Why it's unique:
Pure static range design — most grid implementations include trailing-up logic that compromises the original risk envelope when price trends. This variant stays locked to the configured range, which gives a fully predictable worst-case scenario: maximum unrealized loss is bounded by (Current Price − Grid Low) × Total Position at Low. Traders know exactly what they are signing up for before deploying capital.
Calibrated for UNI's DEX-token volatility — the 0.61% step and 57-level ladder are dense enough to capture UNI's higher-frequency intraday oscillations (typical of mid-cap altcoins with active DEX flow) while keeping the configured envelope tight. This contrasts with sparser grids used for majors like ETH/BTC where each step needs to be wider to match the larger absolute moves.
Bot Integration — entry alerts ship with webhook-ready JSON payloads. The grid_start alert fires once on first activation. Bot ID, Email Token, and pair label are exposed as inputs.
🔷 Considerations Before Using the Indicator:
Market & Timeframe: This strategy is calibrated for a 15-minute chart on UNI/USDT spot pairs with active intraday range. Fill density depends directly on how often close crosses grid levels. Higher timeframes (1h+) produce far fewer fills; lower timeframes (1m, 5m) generate more fills but slow backtests on PulseWire's plan limits. The runtime warning label flags any TF other than 15m.
Limitations: No stop loss and no trailing range adjustment. The strategy is structurally exposed to two failure modes:
(1) Price breaks above High — strategy idles, no new fills until reversal back into range
(2) Price breaks below Low — all 57 levels fill, unrealized loss accumulates until average is recovered or position is manually closed
This is the trade-off of a pure static grid: predictable risk envelope, but no adaptive protection against trend breakouts. Pair this strategy with manual range validation and an exit plan before deploying capital.
Backtesting & Demo Testing: Always validate the grid range and step size on historical data for the specific instrument. UNI's volatility profile shifts across DeFi cycles — what was a ranging instrument can become a strong-trend instrument and vice versa, especially around governance events, fee-switch proposals, or DEX-flow rotations. Re-test on your own venue using venue-specific commission and slippage. Demo-trade for at least one month before any live deployment. Past performance is not indicative of future results.
Parameter Adjustments: Commission defaults to 0.10% (Bybit spot taker). Adjust for your venue — Binance Spot ~0.10%, Coinbase Advanced ~0.50%, OKX Spot ~0.08%. The grid range and level count should be re-evaluated for each new deployment period — UNI's "fair range" shifts over time, and a grid calibrated for one regime may not work for the next.
🔷 STRATEGY PROPERTIES
Symbol: BYBIT:UNIUSDT (Uniswap / Tether Spot). Strategy is generic — works on any spot pair with sufficient depth and structural range.
Timeframe: 15m chart (mandatory — strategy is calibrated for this TF).
Test Period: Jan 19, 2026 — May 19, 2026 (≈ 4 months / last 120 days).
Initial Capital: 11,000 USDT (10,000 investment + 1,000 buffer for commission and grid fluctuations).
Order Size per Trade: 175.44 USDT per grid level. Total investment envelope = 10,000 USDT (57 levels × 175.44). Maximum simultaneous position count: 57 levels.
Commission: 0.10% taker — Bybit spot reference; adjust for your venue.
Slippage: 2 ticks — typical taker execution on liquid UNI/USDT pairs.
Margin for Long and Short Positions: 100% (1× leverage assumed; no margin amplification).
Indicator Settings: Default Configuration.
Grid Mode: Geometric
High Price: 4.171
Low Price: 2.979
Levels: 57
Amount per Level: 175.44 USDT
Trailing Up: disabled
Step (computed): ≈ 0.61%
Strategy: Long Only.
🔷 STRATEGY RESULTS
⚠️ Remember, past results do not guarantee future performance.
Net Profit:
Max Drawdown:
Total Closed Trades:
Percent Profitable:
Profit Factor:
Average Trade:
Average # Bars in Trades:
Reference PulseWire Pine backtest on BYBIT:UNIUSDT (15m chart), Jan 19 2026 — May 19 2026 (≈4 months / last 120 days at time of publication). The reference period captures UNI's choppy post-recovery phase, which is structurally favorable for static range grids — the strategy fills repeatedly as price oscillates through the band. Built-in GRID Bot backtest reference (last 120 days): +23.15% net profit / 1,290 trades. The Pine simulation differs slightly from the bot backtester due to fee structure, slippage model, and close-based level-crossing detection vs. exchange-side limit orders. Re-test on your own venue with venue-specific commission before live deployment.
🔷 How to Use It:
🔸 Adjust Settings: Set the grid High and Low boundaries based on UNI's observed range over the past 1–3 months. The default 2.979 — 4.171 envelope reflects UNI's recent volatility band. Amount per level should be sized so that filling the entire ladder (all 57 levels = 10,000 USDT exposure) does not exceed your risk budget. Scale linearly to your equity. Always confirm you are on a 15-minute chart — the runtime warning label flags mismatches.
🔸 Results Review: Verify Maximum Drawdown stays within your personal risk budget. The strategy operates with no stop loss, so the worst-case is the full grid being filled at the Low boundary while price continues lower. Calculate this scenario before going live: if every level fills and price drops 10% below the grid Low, what is your unrealized loss? That is your hard floor. Re-test on your own venue with realistic commission and slippage.
🔸 Create alerts to trigger the connected bot: The strategy exposes a "grid_start" alert that fires once when the first bar enters the configured backtest window. Configure the alert in PulseWire with the webhook URL pointing to your bot's signal endpoint. The Bot ID, Email Token, and Pair label can be set in the script's inputs. Note that grid bots are typically configured directly within the bot interface, so this alert is primarily informational for monitoring purposes.
🔷 INDICATOR SETTINGS
Grid High Price — Upper boundary of the grid range.
Grid Low Price — Lower boundary of the grid range.
Grid Levels — Total number of price levels between Low and High (default 57).
Grid Mode — Distribution of levels: Geometric (constant % spacing) or Arithmetic (constant absolute spacing).
Amount per Level (USDT) — Notional value of each buy fill.
Total Investment (USDT, ref) — Reference total capital deployed across all levels (informational).
Trailing Up — Disabled by default; enable to make grid shift up on breakout (turns this into adaptive grid behavior).
Trail Up Threshold % — Percentage above High at which trailing-up triggers (only used if Trailing Up enabled).
Shift Up Magnitude % — How much of the current range to shift when trailing-up fires (only used if Trailing Up enabled).
Limit by Date Range — Constrain backtest to a specific date window.
Show grid lines on chart — Toggle visual display of all level lines.
Recommended TF (for warning) — Timeframe baseline for the runtime mismatch warning (default 15m).
Stats card / Watermark — Display layer controls for on-chart backtest summary and branding.
Webhook — Bot ID, Email Token, and Pair label for connected bot signal routing.
👨🏻💻💭 We hope this tool helps enhance your trading. Your feedback is invaluable, so feel free to share any suggestions for improvements or new features you'd like to see implemented.
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The information and publications within the 3Commas PulseWire account are not meant to be and do not constitute financial, investment, trading, or other types of advice or recommendations supplied or endorsed by 3Commas and any of the parties acting on behalf of 3Commas, including its employees, contractors, ambassadors, etc. Strategy
Indicator
XRP Ratio Compounder - Bitvavo EUR v8.2 (English)User Guide: XRP Ratio Compounder (Magnet Edition)
Introduction & Strategy
The XRP Ratio Compounder is a specialized tool designed for an advanced swing-trading and compounding strategy. Instead of focusing solely on fiat values (USD/EUR), this script tracks the Relative Strength (RS) of major alt-coins directly against XRP.
The goal of this system is to exploit short-term market inefficiencies to increase your total XRP token count or lower your average purchase price (GAK) without depositing extra fiat currency.
The "Magnet" Concept (Liquidation Clusters)
Markets are highly driven by liquidity. When a massive cluster of high-leverage positions (Shorts or Longs) builds up at a certain price level, market makers and algorithms tend to push the price toward that level to trigger liquidations. This acts like a magnet.
Short Squeeze Magnet: High-density short positions sit above the current price. The price is likely to be pulled upward to liquidate them, causing an explosive rally.
Long Flush Magnet: High-density long positions sit below the current price. The price is likely to be dragged downward to shake them out.
By pairing live Relative Strength (RS) tracking on Bitvavo with Coinglass Liquidation Heatmaps, this script tells you exactly when to temporarily exit XRP into a highly charged altcoin, and precisely when to rotate back into XRP to lock in your extra token units.
Technical Framework & Prerequisites
Pine Script Version: //@version=5
Trading Platform: PulseWire
Base Exchange: Bitvavo (Optimized for Euro trading pairs, e.g., SOLEUR, XRPEUR).
External Tool Required: Coinglass Futures Liquidation Heatmap (Free or Pro access).
How to Set Up the Script
Open your chart on PulseWire.
Click on the Pine Editor tab at the bottom of the screen.
Delete any default code, paste this script entirely, and click Save and then Add to Chart.
The script will render as an oscillator panel below your main chart, showing multiple colored ratio lines, along with a live dashboard table in the top right corner.
How to Read the Dashboard
The dashboard evaluates real-time data and hand-delivers strategic actions using 4 main columns:
Asset vs XRP: Displays the tracked asset (ONDO, SUI, HBAR, NEAR, SOL, ETH, LUNA, FET) and its market sector.
RS % (Relative Strength): Tracks the 24-hour percentage change of that asset's value relative to XRP.
Green %: The asset is outperforming XRP.
Red %: The asset is underperforming XRP (becoming "cheap" relative to your XRP base).
Magnet Status: Dynamically computed based on the manual price data you pull from Coinglass:
Short Squeeze (Yellow): Liquidations sit above the price; upward magnetic pull is active.
Long Flush (Red): Liquidations sit below the price; downward danger is active.
No Data: Appears if the magnet price input is left at 0.0.
Action: The programmatic decision-maker:
AGGRESSIVE BUY / BUY BOUNCE: The asset is deeply oversold against XRP (Red RS) but possesses a major Short Squeeze magnet pulling it up. This is your cue to rotate a portion of XRP into this asset.
Rotate to XRP / Take Profit: The asset has completed its outperformance run or is running directly into a Long Flush risk. This is your cue to swap back into XRP, securing more tokens than you started with.
Hold / Wait: Conditions are neutral; stay in your baseline XRP asset.
Daily Operating Routine (How to Use It)
To successfully lower your GAK or expand your token stack day by day, incorporate these three steps into your morning routing:
Step 1: Gather the Magnet Levels
Every morning (e.g., 07:30 AM), check the Coinglass Liquidation Heatmaps for your target coins (SOL, FET, NEAR, SUI, etc.).
Look for the brightest, highest-density horizontal clusters (usually colored bright yellow or white). Note down the exact price level of that cluster.
Step 2: Update the Script Inputs
Click the Settings (Gear Icon) on the XRP Ratio Compounder indicator in PulseWire.
Under the Inputs tab, scroll down to the Magnet Settings (Coinglass) group.
Enter the exact liquidation prices you found into their respective fields (e.g., if SOL's brightest yellow line is at $92.50, type 92.50 into Magnet SOL). Click OK.
Step 3: Execute Based on the Dashboard
If an asset displays AGGRESSIVE BUY, swap a designated slice of your XRP portfolio (e.g., 20% to 30%) on your exchange for that asset.
Monitor the chart. Once the asset spikes up, clears its liquidation pool, and the dashboard flips to Rotate to XRP or Take Profit, execute the reverse swap on your exchange.
Enjoy your newly expanded stack of XRP tokens.
Important Rules for Success
⚠️ The No-Fiat Rule: Never look at how many Euros or Dollars the account is worth during these intra-pair rotations. Your only metric of success is whether your total quantity of XRP tokens increases at the end of the trade loop.
⚠️ Lower Weekend Volume: Liquidations tend to trigger faster and more violently over the weekend due to lower order book depth on spot exchanges. Tighten up your entry and exit targets on Saturdays and Sundays.
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Current Magnet Inputs (May 19, 2026)
Magnet ETH: 2340 (Major Short Squeeze cluster resting just above current levels)
Magnet SOL: 94.80 (High-density yellow wall sitting right below the psychological $95 mark)
Magnet NEAR: 1.59 (AI infra magnet pulling hard on the 4H timeframe)
Magnet FET: 1.34 (Maximum elastic stretch from the weekend bottom)
Magnet HBAR: 0.095 (Stable overhead short pool acting as minor resistance)
Magnet SUI: 1.05 (The next major liquidity target on the way back above $1.00)
Magnet ONDO: 0.43 (RWA cluster where liquidations are actively beginning to cascade)
Indicator
Indicator
Indicator
Indicator
Guter FVG IndikatorDieses Pine Script v6 ist ein erweiterter Fair Value Gap Indikator auf Basis des ursprünglichen FVG-Heatmap-Konzepts von Hash Capital Research.
Der Indikator erkennt automatisch Bullish und Bearish Fair Value Gaps, zeichnet diese direkt im Chart ein und verwaltet aktive Zonen inklusive optionaler Mitigation-Logik, Midline, Labels und Dashboard.
Was macht der Indikator?
Der Indikator sucht nach klassischen 3-Kerzen-Fair-Value-Gaps:
Bullish FVG: wenn high < low
Bearish FVG: wenn low > high
Gefundene Zonen werden als Boxen im Chart angezeigt. Optional wird zusätzlich die 50%-Mittellinie der FVG-Zone eingezeichnet.
Wichtige Funktionen
automatische Erkennung von Bullish und Bearish FVGs
ATR-basierter Mindestfilter für Gap-Größe
optionaler Prozentfilter für Mindestgröße des FVGs
einstellbare Mitigation-Regeln:
Full Fill
50% Fill
First Touch
optionale Entfernung gefüllter Zonen
Midline-Anzeige für die 50%-Zone
Labels für neue FVGs und gefüllte Zonen
Dashboard mit Regime-Auswertung
Alerts für neue Bullish/Bearish FVGs
Neue Dashboard-Erweiterung
Zusätzlich zeigt das Dashboard jetzt die nächsten aktiven FVGs zur aktuellen Preisposition an:
Long FVG 1
Long FVG 2
Short FVG 1
Short FVG 2
Dabei werden nur aktive FVG-Zonen berücksichtigt.
Ein Long FVG entspricht einem Bullish FVG.
Ein Short FVG entspricht einem Bearish FVG.
Die Distanz wird immer zur Mittellinie des jeweiligen FVGs berechnet:
distanceToMidPercent = ((zone.midpoint - close) / close) * 100
Für die Sortierung wird die absolute Distanz verwendet. Dadurch werden die nächstgelegenen FVGs unabhängig davon gefunden, ob sie oberhalb oder unterhalb des aktuellen Preises liegen.
Ausschlussregel für sehr nahe FVGs
FVGs, deren Mittellinie bereits sehr nahe am aktuellen Preis liegt, werden nicht mehr im Dashboard angezeigt.
Wenn die Distanz zur Midline kleiner oder gleich 0.2% ist, wird diese Zone ignoriert:
math.abs(distanceToMidPercent) <= 0.2
Das soll verhindern, dass bereits fast erreichte FVGs weiterhin als relevante „nächste“ Ziele angezeigt werden.
Farblogik im Dashboard
Long FVGs werden cyan/grünlich angezeigt
Short FVGs werden rot/pink angezeigt
FVGs nahe am Ausschlussbereich, also unter 0.5%, werden orange angezeigt
Wenn kein passendes FVG vorhanden ist, erscheint n/a
Regime Dashboard
Das Dashboard zeigt außerdem Statistiken zur bisherigen FVG-Füllung:
aktuelles Marktregime
durchschnittliche Fill-Dauer
Median-Fill-Dauer
schnelle Fills
langsame Fills
Sample Size
aktive Zonen
Das Regime basiert auf der Geschwindigkeit, mit der historische FVGs gefüllt wurden. Dadurch kann der Indikator Hinweise geben, ob der Markt eher mean-reverting, trending oder gemischt ist.
Wofür kann der Indikator genutzt werden?
Dieses Tool kann helfen, aktive Fair Value Gaps besser zu verfolgen und potenzielle Zielbereiche im Chart schneller zu erkennen.
Besonders nützlich ist die Anzeige der nächsten Long- und Short-FVGs, da sie direkt zeigt, welche aktiven FVG-Midlines dem aktuellen Preis am nächsten liegen.
Der Indikator ist nicht als eigenständiges Handelssystem gedacht, sondern als visuelles Analysewerkzeug zur Unterstützung bei Marktstruktur, Liquiditätszonen und möglichen Reaktionsbereichen.
Hinweis
Dieses Skript stellt keine Finanzberatung dar. Es dient ausschließlich zu Analyse- und Bildungszwecken. Trading ist mit Risiko verbunden. Nutze den Indikator immer zusammen mit eigener Analyse, Risikomanagement und einem klaren Handelsplan.
Erklärung der Marktregime
Das Dashboard versucht anhand der historischen FVG-Fill-Geschwindigkeit einzuschätzen, in welchem Marktumfeld sich der Chart aktuell eher befindet.
Dabei werden drei Regime unterschieden:
1. CHOPPY / MEAN-REVERT
Dieses Regime erscheint, wenn viele FVGs relativ schnell wieder gefüllt werden.
Das deutet häufig auf einen seitwärts laufenden, unruhigen oder stark zurücklaufenden Markt hin. Preisbewegungen halten in solchen Phasen oft nicht lange an, sondern kehren schnell zu vorherigen Ungleichgewichten zurück.
Möglicher Trading-Ansatz:
eher vorsichtig mit Breakout-Trades sein
FVGs können häufiger als kurzfristige Ziele genutzt werden
Mean-Reversion-Setups können besser funktionieren
Gewinne eher schneller sichern
nicht zu aggressiv auf starke Trendfortsetzung setzen
2. TRENDING / DISPLACEMENT
Dieses Regime erscheint, wenn FVGs langsamer oder seltener gefüllt werden.
Das kann darauf hindeuten, dass der Markt stärker in eine Richtung läuft und Ungleichgewichte länger offen bleiben. In solchen Phasen kann Momentum wichtiger sein als sofortige Rückläufe.
Möglicher Trading-Ansatz:
eher mit dem Trend arbeiten
Pullbacks in Richtung aktiver FVGs beobachten
FVGs können als mögliche Re-Entry- oder Discount/Premium-Zonen dienen
nicht jedes offene FVG sofort als Fill-Ziel behandeln
laufende Trends nicht zu früh gegenhandeln
3. MIXED / TRANSITIONAL
Dieses Regime erscheint, wenn weder schnelle noch langsame Fills klar dominieren.
Der Markt befindet sich dann oft in einer Übergangsphase. Es kann zu Richtungswechseln, wechselnder Volatilität oder unklarer Struktur kommen.
Möglicher Trading-Ansatz:
selektiver handeln
auf zusätzliche Bestätigung warten
kleinere Positionsgrößen oder konservativeres Risiko nutzen
wichtige FVGs mit Marktstruktur, Liquidität und höheren Zeiteinheiten kombinieren
keine zu starke Annahme über Trend oder Mean Reversion treffen
Wichtig
Die Regime-Anzeige ist keine Kauf- oder Verkaufsempfehlung. Sie beschreibt nur, wie sich FVGs in der jüngeren Vergangenheit verhalten haben. Am besten funktioniert sie als Kontextfilter zusammen mit Marktstruktur, Liquidität, Session-Zeiten, Volumen und sauberem Risikomanagement. Indicator
