Strong Hurst Cycles | ProjectSyndicateHurst Cycles Pro decomposes the chart into a nest of harmonic cycles and projects when the next low of each one is due — so instead of guessing where a turn might land, you can see the cycle structure, read which cycles are lining up, and frame your analysis around the moments several of them are set to bottom together. It builds 4–8 nested cycles each one double the length of the cycle below it, following Hurst's harmonic principle, auto-sizes them to your timeframe, confirms every cycle low on a centred non-repainting window, and renders the whole structure as smooth scalloped arcs in a dedicated pane with a ranked turning-point strip beneath. A dashboard then translates every cycle into plain language — its period, how long since its last low, when its next low is projected, and whether it is currently rising or falling.
IMPORTANT NOTE: Run system on H1 H4 D1 timeframes.
🌀 NESTED HARMONIC CYCLES
4–8 cycles, each exactly double the length of the one below it (Hurst's harmonic doubling), drawn as smooth scalloped polylines. Longer cycles are given taller arcs, so amplitude scales with period the way real cyclic structure does. The base cycle either auto-scales to your timeframe — shorter on intraday, expanding on H4 / D1 — or you set it manually.
🔮 NEXT-LOW PROJECTION
Each cycle's next arc is projected forward as a dashed scallop, and the dashboard reports the projected time of every cycle's next low. The longest cycle anchors the structure; the shorter ones nest inside it.
💎 TURNING-POINT DIAMONDS
Two synchronised views of the same lows. A full-history diamond strip lives in the cycle pane — drawn with plotshape, so it covers ALL history with no 500-object limit, one row per cycle. Matching diamond stacks are pinned to the actual cycle-low candles on the price chart, stacked by cycle order. Independent size controls for each.
🥇 MAJOR SYNCHRONISED LOWS
When a chosen number of cycles bottom within tolerance of one another, the level is flagged as a MAJOR low and marked with a triangle in the pane — Hurst's synchronicity principle, where cycles tend to trough together. The alignment threshold and the confluence tolerance are both adjustable (tolerance can auto-size from the base cycle).
📊 CYCLE DASHBOARD
A pinned table grades the whole structure at a glance: for every cycle it shows the period, the last low (how long ago, in time), the next low (projected, in time), and the live phase (▲ up / ▼ down). A footer line projects the next major turn as a calendar date and time, with how many cycles are converging on it. Four corner positions.
🎯 DOMINANT-CYCLE TOOLS — VTL & FLD
Nominate a dominant cycle and the indicator overlays its classic Hurst tools onto the price chart: the VTL (Valid Trend Line) drawn through its last two lows and extended forward, and the FLD (Future Line of Demarcation), the price midline displaced forward by half the dominant cycle. Both are optional and force-overlaid onto price.
🔒 NON-REPAINTING BY CONSTRUCTION
Every trough is confirmed on a centred window — only after P/2 bars have closed on each side. A printed cycle low is locked in and never shifts as new bars arrive; only the still-forming right edge can update.
🎨 OWN PANE, LOCKED SCALE
The cycles and the diamond strip share their own pane on a single flat baseline, perfectly aligned, with the vertical scale locked so the arcs and rows don't jump around as detections land. Eight fully configurable cycle colours run short → long.
🔔 NATIVE ALERTS
Dedicated alerts for a major synchronised low forming and for the dominant cycle confirming a trough.
🔧 FULLY ADJUSTABLE
Number of cycles, auto vs manual base, arc heights and smoothness, history span and next-arc projection; diamond visibility, size and history span, plus pane row spacing and price stack spacing; confluence tolerance and the major-low alignment threshold; dominant-cycle selection and VTL / FLD toggles; dashboard position; and the full eight-colour cycle theme.
🚀 Works on gold (XAUUSD), silver, forex, crypto, stocks and indices, H1/H4/D1 TF.
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HOW TO USE IT — TWO WORKFLOWS
The cycles give you timing and context, not orders. Use them to decide WHEN and in WHICH direction to apply your own method.
TIME THE TURN — synchronised cycle lows
Use when several cycles are projected to bottom together.
Watch the dashboard's "Next low" column and the "Next major turn" footer for a date where multiple cycles converge.
The strongest windows are the MAJOR synchronised lows (triangle in the pane) — more aligned cycles, more weight.
Treat the projected date/time as a window to focus your analysis, not as an automatic entry.
Wait for your own price-action confirmation at the level before acting, and define risk beyond the structure that would invalidate the low.
READ THE TREND — dominant cycle, VTL & FLD
Use to judge whether a projected low is likely trend-resuming or just a counter-trend bounce.
Set the dominant cycle to the one that best fits the swings you trade.
The VTL frames the prevailing trend off the last two dominant lows; how price holds relative to it describes trend health.
The FLD acts as the dominant cycle's demarcation line; interactions with it describe momentum shifts of that cycle.
Combine the dashboard phase (▲ / ▼) with VTL / FLD context to weight the conviction of the next projected low.
Rule of thumb: many cycles bottoming together, with a fresh dominant-cycle phase, is the highest-conviction timing window. A lone short-cycle low against a falling dominant cycle is weaker context.
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⚠️ THIS IS NOT A SIGNAL SYSTEM. Hurst Cycles is an analytical timing-and-context tool built for advanced traders who already have a method. It projects cycle structure and probable turning windows — it does NOT generate buy / sell signals, and it makes no promise that a projected low will actually occur. Cycles drift, skip and occasionally invert in live markets, and the projection is only as good as the recent cyclic rhythm. Always combine it with your own strategy, price-action analysis and risk management to confirm setups. Past cyclic behaviour does not guarantee future results. Indicator
Daubechies D4 Denoising [LB]Concept
The Daubechies D4 Wavelet Denoising indicator applies a multi‑level discrete wavelet transform using the compactly supported Daubechies D4 wavelet (Ingrid Daubechies, 1992) combined with Donoho's universal threshold (Donoho & Johnstone, 1994). It separates price into approximation (trend) and detail (noise) coefficients, attenuates noise via soft thresholding, and reconstructs a denoised price curve that directly overlays the chart.
Mathematical Foundation
The Daubechies D4 wavelet is defined by four scaling coefficients h and four wavelet coefficients g , forming quadrature mirror filters that satisfy perfect reconstruction. At each level, the input array a is circularly convolved with h and g , then downsampled by two to produce the approximation a' and detail d' :
a' = SUM_m h * a
d' = SUM_m g * a
This process is iterated J times. The universal threshold lambda is estimated for each detail array independently using the median absolute deviation (MAD) of the coefficients :
sigma = MAD / 0.6745
lambda = sigma * sqrt(2 * log N)
Soft thresholding is then applied to each detail coefficient x :
threshold(x) = sign(x) * max(|x| - lambda, 0)
Finally, the denoised signal is reconstructed by upsampling, convolution with synthesis filters, and summation of approximation and detail contributions.
What Problem Does It Solve ?
Classical moving averages and low‑pass filters eliminate noise at the cost of significant lag and do not adapt to the local structure of the data. The Daubechies D4 wavelet denoising preserves sharp transitions (edges) while removing high‑frequency noise, offering a lag‑free, adaptive smoothing that respects the multi‑scale nature of price action.
How To Interpret
Denoised line above price – the smoothed trend is stronger than the current raw price; underlying momentum remains positive despite transient dips.
Denoised line below price – the smoothed trend is weaker; price is correcting within a larger structure.
Denoised line flattening or changing direction – a regime shift may be underway; the multi‑scale trend is losing or gaining momentum.
Parameters
Source – price field to denoise (default close).
Decomposition Levels – number of wavelet decomposition iterations. Higher levels remove lower‑frequency components, producing a smoother but more slowly reacting line.
Window Length (power of 2) – analysis window size. Must be a power of two for the dyadic decomposition; the indicator automatically adjusts to the largest valid power of two if an invalid value is entered.
Reference
Daubechies I., "Ten Lectures on Wavelets", Society for Industrial and Applied Mathematics, 1992.
Donoho D.L. & Johnstone I.M., "Ideal Spatial Adaptation by Wavelet Shrinkage", Biometrika, Vol. 81, No. 3, pp. 425‑455, 1994. Indicator
Sidereal Session Lattice [JOAT]Sidereal Session Lattice
Introduction
Sidereal Session Lattice is an open-source intraday session-orbit indicator. It maps session phase, VWAP drift, volatility harmonics, entropy, and anomaly pressure into adaptive orbit bands and compact phase cells.
The indicator is designed to answer a session-context question: is price moving with the current session phase, stretching beyond its orbit, or compressing into balance?
Core Concepts
1. Session Phase
Each active session is counted bar by bar. The bar count is converted into a normalized phase value from 0 to 1.
2. Harmonic Orbit
The phase value is transformed with sine waves to create an intraday harmonic component. This does not predict price; it creates a reference curve for studying session rhythm.
3. VWAP Drift
The script tracks the distance between price and session VWAP, then normalizes the drift by ATR.
4. Entropy and Anomaly Rank
The script compares recent up/down candle energy and return magnitude to estimate balance and anomaly pressure.
5. Phase Cells
Compact cells mark upper-orbit events, lower-orbit events, and balance compression.
Features
Session phase model: Tracks where the market is inside the active session cycle
VWAP drift: Measures price displacement from session VWAP
Harmonic orbit bands: Adaptive bands based on phase, volatility, and drift
Entropy score: Measures up/down energy balance
Anomaly rank: Highlights unusual movement relative to recent behavior
Phase cells: Compact boxes show session-orbit events
Dashboard: Shows phase, lattice score, drift, entropy, anomaly, and current state
Input Parameters
Primary session defines the active session window
Cycle bars controls the phase cycle length
Drift smoothing controls VWAP drift smoothing
Entropy memory controls bid/ask balance memory
Anomaly memory controls return-rank comparison
How to Use This Indicator
Step 1: Read the phase state
The dashboard names the current session phase, such as open drive, balance, or close risk.
Step 2: Watch orbit events
Upper and lower orbit cells mark when price stretches beyond the adaptive session orbit.
Step 3: Use entropy for balance context
High entropy with low anomaly often indicates balanced conditions.
Indicator Limitations
The harmonic orbit is a reference model, not a forecast
Session behavior varies by symbol and exchange hours
Entropy and anomaly values are derived from chart bars and may change with timeframe
Originality Statement
Sidereal Session Lattice combines session phase, VWAP drift, harmonic references, entropy, and anomaly ranking. It is not a standard session high/low tool; it provides a structured way to study intraday rhythm and displacement.
Disclaimer
This indicator is provided for educational and informational purposes only. It is not financial advice. Session models can fail in news, gaps, and unusual liquidity conditions.
-Made with passion by jackofalltrades
Indicator
Performance Comparison (Zeiierman)█ Overview
Performance Comparison (Zeiierman) is a period-mapping comparison engine that shows how the current month, quarter, or year is evolving relative to its historical structure.
It takes completed historical periods, compresses each into a normalized timeline, and overlays them on the active period so you can compare paths, pace, expansion, and finish. Instead of only asking where the price is now, the script asks how this period is behaving relative to past periods at the same stage of development.
The indicator displays all curves in Percentage Accumulated terms, meaning each period starts at the same zero point and then tracks total return from that period start. This makes it easier to compare period structure on an equal footing, regardless of the asset’s raw price level.
█ How It Works
⚪ 1) Period Segmentation
The script groups price into repeating time buckets based on the selected Period:
Monthly
Quarterly
Yearly
Each new month, quarter, or year starts a fresh period, while completed periods are stored for later comparison.
⚪ 2) Timeline Normalization
Because historical periods do not all contain the same number of bars, each is remapped to a shared normalized progress scale from start to end.
This allows the script to compare:
the beginning of one period to the beginning of another
the midpoint of one period to the midpoint of another
the final stage of one period to the final stage of another
So even if one quarter had more bars than another, both can still be compared on the same visual path.
⚪ 3) Value Mapping
The script uses Percentage Accumulated only.
Each period begins at 0% and then tracks cumulative return from that period’s starting price:
Percentage Accumulated = current price/period starting price − 1
This means all periods are anchored to the same starting point, making relative path comparison much cleaner than raw price comparison.
⚪ 4) Historical Curve Engine
Completed periods are collected into comparison buckets across the normalized timeline. From these buckets, the script can draw:
Historical paths
Median path
Average path
This creates a period-based structure model rather than a simple price overlay.
⚪ 5) Current Period Tracking
The active period is plotted on top of the historical framework, so you can see:
whether the current action is stronger or weaker than normal
whether it is tracking near the median path
whether it is diverging from the average or historical range
where the current period sits in time through the timeline bar
⚪ 6) Similarity Table
The table compares the current period against past visible periods using four path metrics:
MAE: Average distance from the current path. Lower is better.
Max Dev: Largest divergence at any point. Lower is better.
Dir Match %: How often did both paths move in the same direction? Higher is better.
End Diff: Difference at the latest comparable point. Closer to zero is better.
This helps identify which historical period most closely resembles the current one.
█ Why It Is Useful
⚪ Structural Context
The script does not just show whether the price is up or down. It shows whether the current period is unfolding in a way that is typical, weak, extended, delayed, or abnormal relative to history.
⚪ Period-Based Comparison
It is especially useful for traders and analysts who think in recurring cycles, such as:
monthly structure
quarterly seasonality
yearly progression
█ How to Use
⚪ Historical Comparison
Use the historical paths to see how prior periods behaved across the full normalized timeline.
⚪ Median Path
Use the median as the most typical historical path. This is often the cleanest benchmark for “normal” behavior.
⚪ Average Path
Use the average to measure the broad mean tendency of past periods.
⚪ Current Period
Use the current path to judge whether the live period is:
leading
lagging
tracking normally
diverging sharply from history
⚪ Similarity Table
Use the table to find the closest historical analog to the current period.
Low MAE and Max Dev suggest close path similarity.
High Dir Match % suggests similar movement behavior.
End Diff near zero suggests similar positioning at the current stage.
█ Settings
Period — groups data into Monthly, Quarterly, or Yearly periods.
Completed Periods to Compare — number of finished historical periods used in the comparison engine.
Chart Resolution — number of normalized steps used to draw each path.
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Disclaimer
The content provided in my scripts, indicators, ideas, algorithms, and systems is for educational and informational purposes only. It does not constitute financial advice, investment recommendations, or a solicitation to buy or sell any financial instruments. I will not accept liability for any loss or damage, including without limitation any loss of profit, which may arise directly or indirectly from the use of or reliance on such information.
All investments involve risk, and the past performance of a security, industry, sector, market, financial product, trading strategy, backtest, or individual's trading does not guarantee future results or returns. Investors are fully responsible for any investment decisions they make. Such decisions should be based solely on an evaluation of their financial circumstances, investment objectives, risk tolerance, and liquidity needs.
Indicator
Indicator
Custom Date MarkersCustom Date Markers - Pine Script Indicator
This indicator provides a powerful visual tool for technical and pattern analysis by allowing traders to mark up to 10 specific historical dates with customizable vertical lines on any chart. Each date can be assigned its own unique color, making it easy to categorize and distinguish between different types of events or market catalysts.
Primary Use Cases:
The indicator excels at identifying cyclical patterns and recurring market behavior. By marking significant dates such as earnings announcements, Federal Reserve meetings, dividend ex-dates, or seasonal events, traders can quickly visualize whether stocks consistently react in similar ways around these recurring dates. This is particularly valuable for discovering hidden patterns that might not be obvious from price action alone.
Practical Applications:
Earnings Analysis: Mark historical earnings dates to see if a stock tends to rally or sell-off before/after announcements
Macro Events: Identify how assets respond to FOMC meetings, CPI releases, or other economic data
Seasonal Patterns: Track dates that show recurring volatility or directional moves (like tax deadline periods, end-of-quarter re balancing, etc.)
Event Studies: Analyze the impact of company-specific events like product launches, FDA approvals, or leadership changes
Advanced Insights:
What makes this tool particularly interesting is its ability to reveal non-obvious correlations. For example, you might discover that a retail stock consistently experiences volume spikes 2-3 weeks before Black Friday across multiple years, or that certain tech stocks show weakness during specific conference dates. The color-coding feature allows you to layer multiple event types simultaneously—perhaps using red for bearish catalysts and green for bullish ones—creating a visual heat map of historical market reactions.
The indicator's 6-month default spacing (covering 4.5 years) is strategically designed to capture multiple business cycles while maintaining clarity on the chart. This timeframe is long enough to identify genuine patterns rather than coincidences, yet focused enough to remain relevant to current market conditions.
Pro Tip: Combine this indicator with volume analysis or other technical indicators to validate whether the patterns you observe are accompanied by meaningful market participation or if they're statistical noise. Indicator
Open Vertical Lines [TradeWithRon]This indicator allows traders to draw vertical lines manually or automatically based on the current or specified higher timeframes. It is a versatile tool designed to help users identify and mark significant changes in the market, such as new candle formations, based on a selected or auto-adjusted timeframe.
Open Source
Features:
Timeframe Customization: Users can either manually specify a desired timeframe (e.g., 1-hour, 1-day, etc.) or enable the "Auto" feature, which automatically adjusts the timeframe based on the current chart's timeframe for better alignment with different trading strategies.
Customizable Line Style: The vertical line can be drawn in three different styles: Solid, Dashed, or Dotted, giving users the flexibility to choose their preferred appearance for better chart readability.
Line Color: Users can select the color of the vertical line with transparency options to match their chart's visual preferences.
Auto Timeframe Adjustments: The "Auto Align" option dynamically adjusts the timeframe used for vertical lines depending on the chart's current timeframe. For example, if you’re using a lower timeframe (e.g., 5 minutes), the indicator will automatically switch to a higher timeframe (e.g., 1 hour or daily) to mark vertical lines, ensuring the lines correspond to higher timeframe price action.
Vertical Line Placement:
A vertical line is placed each time a new candle appears on the chart, marking key moments for the user to analyze market movements. This can be helpful for marking the start of new trading sessions or significant events in the market.
How to Use:
1. Apply the indicator to your chart.
2. Configure the preferred timeframe settings (either fixed or auto-align).
3. Customize the line style and color according to your visual preference.
4. The indicator will automatically place vertical lines on the chart when a new candle is formed, based on your selected timeframe. Indicator
Bitcoin wave modelBitcoin wave model is based on the logarithmic regression model and the sinusoidal waves, induced by the halving events.
This chart presents the outcome of an in-depth analysis of the complete set of Bitcoin price data available from October 2009 to August 2023.
The central concept is that the logarithm of the Bitcoin price closely adheres to the logarithmic regression model. If we plot the logarithm of the price against the logarithm of time, it forms a nearly straight line.
The parameters of this model are provided in the script as follows: log (BTCUSD) = 1.48 + 5.44log(h).
The secondary concept involves employing the inherent time unit of Bitcoin instead of days:
'h' denotes a slightly adjusted time measurement intrinsic to the Bitcoin blockchain. It can be approximated as (days since the genesis block) * 0.0007. Precisely, 'h' is defined as follows: h = 0 at the genesis block, h = 1 at the first halving block, and so forth. In general, h = block height / 210,000.
Adjustments are made to account for variations in block creation time.
The third concept revolves around investigating halving waves triggered by supply shock events resulting from the halvings. These halvings occur at regular intervals in Bitcoin's native time 'h'. All halvings transpire when 'h' is an integer. These events induce waves with intervals denoted as h = 1.
Consequently, we can model these waves using a sin(2pih - a) function. The parameter determining the time shift is assessed as 'a = 0.4', aligning with earlier expectations for halving events and their subsequent outcomes.
The fourth concept introduces the notion that the waves gradually diminish in amplitude over the progression of "time h," diminishing at a rate of 0.7^h.
Lastly, we can create bands around the modeled sinusoidal waves. The upper band is derived by multiplying the sine wave by a factor of 3.1*(1-0.16)^h, while the lower band is obtained by dividing the sine wave by the same factor, 3.1*(1-0.16)^h.
The current bandwidth is 2.5x. That means that the upper band is 2.5 times the lower band. These bands are forming an exceptionally narrow predictive channel for Bitcoin. Consequently, a highly accurate estimation of the peak of the next cycle can be derived.
The prediction indicates that the zenith past the fourth halving, expected around the summer of 2025, could result in prices ranging between 200,000 and 240,000 USD.
Enjoy the mathematical insights! Indicator
Market Time Cycle (Expo)█ Time Cycles Overview
Time cycles are a fascinating and powerful concept in the world of trading and investing. They are all about understanding and predicting the timing of market moves based on the premise that market events and price movements are not random, but instead occur in repeatable, cyclical patterns.
The Concept of Time Cycles: The foundation of time cycles lies in the belief that historical market patterns tend to repeat themselves over specific periods. These periods or cycles could be influenced by a myriad of factors like economic data releases, earnings reports, geopolitical events, or even natural human behavior. For example, some traders observe increased market activity around the start and end of a trading day, which is a form of intraday time cycle.
Understanding time cycles can provide traders with a roadmap, helping them anticipate potential trend shifts and make more informed decisions about when to buy or sell.
█ Indicator Overview
The Market Time Cycle (Expo) is designed to help traders track and analyze market cycles and generate signals for potential trading opportunities. It uses mathematical techniques to analyze market cycles and detect possible turning points. It does this by projecting the estimated cycle timeline and providing visual indications of cyclical phases through the use of color-coded lines and sine wave cycles.
Time cycles offer a compelling way to forecast market trends and time your trades better. By adding time cycles to your trading toolbox, you could potentially gain a new perspective on market movements and refine your trading strategy further. The indicator generates trading signals based on the sine wave's behavior. When the sine wave crosses certain thresholds, the indicator generates a signal suggesting a potential trading opportunity based on cycle behavior.
█ How to use
This indicator can be a valuable tool to help traders understand and predict market trends and time their trades more accurately. By visualizing the cyclic nature of markets, traders can better anticipate potential turning points and adjust their trading strategies accordingly. It helps traders to spot ideal entry and exit points based on the cyclical nature of financial markets.
█ Settings
You can customize the number of bars (NumbOfBars) that are taken into consideration for the cycle. Including a higher number of bars will provide more data, which can be helpful for analyzing long-term trends.
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Disclaimer
The information contained in my Scripts/Indicators/Ideas/Algos/Systems does not constitute financial advice or a solicitation to buy or sell any securities of any type. I will not accept liability for any loss or damage, including without limitation any loss of profit, which may arise directly or indirectly from the use of or reliance on such information.
All investments involve risk, and the past performance of a security, industry, sector, market, financial product, trading strategy, backtest, or individual's trading does not guarantee future results or returns. Investors are fully responsible for any investment decisions they make. Such decisions should be based solely on an evaluation of their financial circumstances, investment objectives, risk tolerance, and liquidity needs.
My Scripts/Indicators/Ideas/Algos/Systems are only for educational purposes!
Indicator
Benner-Fibonacci Reversal Points [CC]This is an original script based on a very old idea called the Benner Theory from the Civil War times. Benner discovered a pattern in pig iron prices (no clue what those are), and this turned out to be a parallel idea to indicators based on Fibonacci numbers. Because a year is 365 days (nearly 377, which is a Fibonacci number), made up of 52 weeks (nearly 55, which is another Fibonacci number), or 12 months (nearly 13, which is another Fibonacci number), Benner theorized that he could find both past and future turning points in the market by using a pattern he found. He discovered that peaks in prices seemed to follow a pattern of 8-9-10, meaning that after a recent peak, it would be 8 bars until the next peak, 9 bars until after that peak for the next, and 10 bars until the following peak. For past peaks, he would just need to reverse this pattern, and so the previous peak would be 10 bars before the most current peak, 9 bars before that peak, and 8 bars before the previous one, and these patterns seemed to repeat. For troughs, he found a pattern of 16,18,20 which follows the same logic, and this idea also seemed to work on long-term peaks and troughs as well.
This is my version of the Benner theory and the major difference between my version and his is that he would manually select a year or date and either work backwards or forwards from that point. I chose to go with an adaptive version that will automatically detect those points and plot those past and future points. I have included several options such as allowing the algorithm to be calculated in reverse which seems to work well for Crypto for some reason. I also have both short and long term options to only show one or both if you choose and of course the option to enable repainting or leave it disabled.
Big thanks to @HeWhoMustNotBeNamed and @RicardoSantos for helping me fix some bugs in my code and for @kerpiciwuasile for suggesting this idea in the first place. Indicator
Prime, E & PI Superiority CyclesIf you have been studying the markets long enough you will probably have noticed a certain pattern. Whichever trade entry/exit logic you try to use, it will go through phases of working really well and phases where it doesn't work at all. This is the markets way of ensuring anyone who sticks to an oversimplified, one-dimensional strategy will not profit. Superiority cycles are a method I devised by which code interrogates the nature of where price has been pivoting in relation to three key structures, the Prime Frame, E Frame and Pi Frame which are plotted as horizontal lines at these values:
* Use script on 1 minute chart ONLY
prime numbers up to 100: 2.0,3.0,5.0,7.0,11.0,13.0,17.0,19.0,23.0,27.0,29.0,31.0,37.0,41.0,43.0,47.0,53.0,59.0,61.0,67.0,71.0,73.0,79.0,83.0,89.0,97.0
multiples of e up to 100: 2.71828, 5.43656, 8.15484, 10.87312, 13.5914, 16.30968, 19.02796, 21.74624, 24.46452, 27.1828, 29.90108, 32.61936, 35.33764,
38.05592, 40.7742, 43.49248, 46.21076, 48.92904, 51.64732, 54.3656, 57.08388, 59.80216, 62.52044, 65.23872, 67.957, 70.67528, 73.39356000000001, 76.11184,
78.83012, 81.5484, 84.26668000000001, 86.98496, 89.70324, 92.42152, 95.13980000000001, 97.85808
multiples of pi up to 100: 3.14159, 6.28318, 9.424769999999999, 12.56636, 15.70795, 18.849539999999998, 21.99113, 25.13272, 28.27431, 31.4159, 34.55749,
37.699079999999995, 40.840669999999996, 43.98226, 47.12385, 50.26544, 53.40703, 56.54862, 59.69021, 62.8318, 65.97339, 69.11498, 72.25657, 75.39815999999999,
78.53975, 81.68133999999999, 84.82293, 87.96452, 91.10611, 94.2477, 97.38929
These values are iterated up the chart as seen below:
The script sums the distance of pivots to each of the respective frames (olive lines for Prime Frame, green lines for E Frame and maroon lines for Pi Frame) and determines which frame price has been reacting to in the least significant way. The worst performing frame is the next frame we target reversals at. The table in the bottom right will light up a color that corresponds to the frame color we should target.
Here is an example of Prime Superiority, where we prioritize trading from prime levels:
The table and the background color are both olive which means target prime levels. In an ideal world strong moves should start and finish where the white flags are placed i.e. in this case $17k and $19k. The reason these levels are 17,000 and 19,000 and not just 17 and 19 like in the original prime number sequence is due to the scaling code in the get_scale_func() which allows the code to operate on all assets.
This is E Superiority where we would hope to see major reversals at green lines:
This is Pi Superiority where we would hope to see major reversals at maroon lines:
And finally I would like to show you a market moving from one superiority to another. This can be observed by the bgcolor which tells us what the superiority was at every historical minute
Pi Frame Superiority into E Frame Superiority example:
Prime Frame Superiority into E Frame Superiority example:
Prime Frame Superiority into Pi Frame Superiority example:
By rotating the analysis we use to enter trades in this way we hope to hide our strategy better from market makers and artificial intelligence, and overall make greater profits. Indicator
