Indicator
Index Futures Position Size Calculator V2A simple, free position size calculator for CME index futures traders.
Click Entry, click Stop Loss, pick your asset, get your contract size instantly. Built for fast NY session execution — no spreadsheets, no manual maths, no noise.
This is the updated version. The first release was a bare-bones calculator showing contract size only with a fixed SL buffer. This version is a full rebuild — every feature below came from real trading feedback, not theory.
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✦ SUPPORTED INSTRUMENTS
MNQ · MES · NQ · ES — all CME tick values hardcoded. No manual lookup, no mistakes.
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✦ WHAT IS NEW IN THIS VERSION
→ SL buffer is now a toggle — switch the auto ±1 handle offset on or off anytime from settings. When on, the SL label shows +1H so you always know what was calculated
→ Panel now shows four live values — asset, contract size, real USD risk after rounding, and full stop distance in points
→ Direction arrow — ▲ Buy or ▼ Sell auto-detected from your Entry and SL position
→ Panel size control — choose Small, Medium, Large or XL to fit any screen or preference
→ Lines now start exactly at your click point and extend right — no more lines appearing from far left
→ Price labels on both lines — see your exact Entry and adjusted SL price at a glance
→ Ghost line bug fixed — no more phantom line appearing at the bottom when switching timeframes
→ Dark PulseWire-native panel design — colour-coded values, clean two-column layout, easy to read at a glance during live sessions
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✦ FEATURES
→ One-click Entry and Stop Loss directly on the chart
→ Optional auto ±1 handle SL buffer — structural protection against wick hunts built in
→ Asset dropdown — MNQ, MES, NQ, ES with correct tick value loading automatically
→ Smart rounding — fractional contracts of 0.75 or higher round up, otherwise round down
→ Green Entry line and Red SL line from your exact click, both extending right
→ Live panel updates instantly when you move Entry or SL
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✦ HOW TO USE
Add to chart → click Entry → click Stop Loss → pick asset → set Account Size and Risk %. Read your size from the top-right panel. Three clicks and you are sized.
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✦ PROP FIRM CHALLENGE SIZING
Two clean methods to work within your max drawdown limit.
Method 1 — Loss budget split Divide your max loss by how many consecutive losses you can afford. Enter the result as Account Size with Risk at 100%. Example: $2,000 max loss ÷ 5 losses → Account Size $400 · Risk 100%
Method 2 — Direct percentage Enter your full max loss as Account Size and set your per-trade percentage. Example: $2,000 max loss, 20% per trade → Account Size $2,000 · Risk 20%
Both give the same result — use whichever feels natural.
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✦ A NOTE FROM THE AUTHOR
Built together with Claude AI through real iterative development — every single feature in this indicator exists because a real trade needed it.
This is 100% free and open source. No Discord, no course, no affiliate links, nothing to buy — ever.
You are completely free to copy this, modify it, rename it, improve it and republish it as your own. Seriously — go ahead. If you build something better on top of this, that is exactly the point. Clean tools should be free and open to everyone.
If it helps even one trader size their positions properly and protect their capital, it was worth sharing.
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✦ DISCLAIMER
Educational tool only. I do not take any responsibility when you use this indicator in your trading — always check the calculations before use. Futures trading carries substantial risk of loss. Not financial advice.
Built with ❤️ by REDz and Claude Indicator
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Session Volume Profile - Open Source [CantoLab]Volume Profile is a charting study that displays trading activity over specific time periods at various price levels. It appears as a horizontal histogram on the chart, revealing where traders have shown the most interest based on volume concentration.
This Volume Profile automatically anchors to user-selected timeframes, creating fresh volume analysis for each new period while maintaining clean, systematic visualization of price-volume relationships.
Core Components:
Point of Control (POC): The price level with the highest volume activity during the selected period, marked with a yellow line and left-side label.
Value Area High/Low (VAH/VAL): Price boundaries that contain a specified percentage of the total volume (default 40%), helping identify the main trading range where most activity occurred.
Volume Histogram: Left-aligned bars showing volume distribution across price levels, with value area highlighting for enhanced visual clarity.
Key Features:
- Automatic Period Detection: Supports hourly, daily, weekly, and monthly timeframe anchoring
- Customizable Granularity: Adjustable rows (10-500) for different price resolution needs
- Labels: Clear POC, VAH, and VAL identification positioned at profile start
- Toggle Controls**: Optional display for volume rows, key levels, and background fills
- Clean Visualization: Profiles reset automatically at each new period for current market focus
Display Options:
- Profile Rows: Show/hide the volume histogram bars
- Key Level Lines: Individual controls for POC, VAH, and VAL display
- Value Area Background: Optional shading between VAH and VAL levels
- Color Customization: Separate color controls for all visual elements
The indicator provides systematic volume analysis by creating fresh profiles at regular intervals, helping traders identify significant price levels and volume patterns within their preferred timeframe structure.
Disclaimer: This indicator is for educational and informational purposes only. Trading decisions should be based on comprehensive analysis and proper risk management. Past performance does not guarantee future results. Indicator
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AS 9.05.2026 (Elephant + SMA + FVG + EMA + AMA + SMC)First of all, huge thanks to all developers, traders, and open-source creators whose ideas, scripts, and concepts helped inspire this indicator.
This project is not an original invention, but rather a personal compilation and adaptation of multiple public and community-driven indicators combined into one workflow.
Respect and credit go to the original authors behind the individual concepts, logic, and visual solutions included here.
AS 9.05.2026 is a multi-functional Smart Money Concepts trading toolkit designed to combine momentum, structure, liquidity, and session-based analysis into a single indicator.
The script merges several popular trading methodologies, including:
• Elephant Bars (ATR-based impulse candles)
• SMA trend structure (9 / 20 / 200)
• Multi-Timeframe EMA analysis
• Fair Value Gaps (FVG)
• Supply & Demand zones
• Break of Structure (BOS) logic
• Opening Range session boxes
• Swing High / Swing Low market structure
• ZigZag visualization
• Dynamic liquidity ranges from 15m data
• Smart Money Concepts (SMC) style structure mapping
Main Features:
- Detects strong impulsive “Elephant” candles using ATR and candle body strength
- Colors candles based on short-term trend direction
- Draws bullish and bearish Fair Value Gaps automatically
- Displays dynamic MTF EMA for higher timeframe trend confirmation
- Builds Supply and Demand zones from swing structure
- Converts broken zones into BOS (Break of Structure) levels
- Tracks multiple global trading sessions:
Australia, Japan, Europe, US, New York, and Daily Session
- Shows rolling liquidity ranges based on live 15-minute highs/lows
- Optional ZigZag and market structure labels (HH, HL, LH, LL)
- Includes alert conditions for major signals
This indicator was built as a visual decision-support tool for discretionary traders focused on:
price action, liquidity, volatility, structure, momentum, and session behavior.
It is designed for educational and analytical purposes only and should not be considered financial advice. Indicator
Indicator
Index Futures Position Size Calculator with valuesA simple, free position size calculator for CME index futures traders.
Click Entry, click Stop Loss, pick your asset, get your contract size instantly. Built for fast NY session execution — no spreadsheets, no manual maths, no noise.
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✦ SUPPORTED INSTRUMENTS
MNQ · MES · NQ · ES — all CME tick values hardcoded. No manual lookup, no mistakes.
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✦ FEATURES
→ One-click Entry and Stop Loss directly on the chart
→ Auto 1-handle SL buffer — stop shifts 1 full point beyond your click, protecting against wick hunts
→ Asset dropdown — correct tick value loads automatically, zero manual entry
→ Smart rounding — fractional contracts of 0.75 or higher round up, otherwise round down
→ Green Entry line and Red SL line — both start at your exact click and extend right
→ Price labels on both lines — confirm your exact adjusted levels instantly
→ Direction arrow — ▲ Buy or ▼ Sell auto-detected from your Entry and SL position
→ Live dark panel — asset name, contract size, real USD risk and stop distance, all updating in real time
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✦ HOW TO USE
Add to chart → click Entry → click Stop Loss → pick asset → set Account Size and Risk %. Read your size from the top-right panel. Three clicks and you are sized.
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✦ PROP FIRM CHALLENGE SIZING
Two clean methods to work within your max drawdown limit.
Method 1 — Loss budget split
Divide your max loss by how many consecutive losses you can afford. Enter that result as Account Size with Risk at 100%.
Example: $2,000 max loss ÷ 5 losses → Account Size $400, Risk 100%
Method 2 — Direct percentage
Enter your full max loss as Account Size and set your per-trade risk percentage directly.
Example: $2,000 max loss, 20% per trade → Account Size $2,000, Risk 20%
Both give the same result — use whichever feels natural.
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✦ HOW THIS WAS BUILT
Developed step by step through real trading feedback, not theory.
Started as a basic calculator with manual tick inputs. Then came the asset dropdown with hardcoded CME values, smart rounding, exact click-point line rendering, the auto 1-handle SL buffer with price labels, real-time USD risk display, stop distance row, and finally a full dark panel redesign with colour-coded values and direction detection.
Every feature exists because a real trade needed it.
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✦ A NOTE FROM THE AUTHOR
Built together with Claude AI through real iterative development. Sharing it free because clean tools should not be locked behind paywalls. No Discord, no course, no affiliate links, nothing to buy. Copy it, modify it, build something better — it is yours.
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✦ DISCLAIMER
Educational tool only. I do not take any responsibility when you use this indicator in your trading — always check the calculations before use. Futures trading carries substantial risk of loss. Not financial advice.
Built with ❤️ by REDz and Claude Indicator
Blood Moons Spectrum | Astral Vision 🌑 Blood Moons ❤️🔥 | Astral Vision 🌠💠
A Blood Moon occurs during a total lunar eclipse, when Earth's shadow fully covers the Moon and the only light reaching it is refracted through Earth's atmosphere, filtering out shorter wavelengths and casting the Moon in deep red.
These events follow predictable astronomical cycles and have historically captured significant cultural and psychological attention across civilizations.
This indicator maps every Blood Moon and total lunar eclipse event from 2015 through 2029 onto the Bitcoin price chart, marking each event with a vertical line, a background highlight window, and a labeled annotation.
The dataset includes named events (the 2015 Tetrad completion, the 2018 Super Blue Blood Moon, the 2018 record-length eclipse of the 21st century) alongside all standard Blood Moons, with duration and date displayed directly on the chart.
Future events through 2029 are projected forward, making the indicator active across the current and next cycle.
Calculation ⚙️
All event timestamps are hardcoded to their precise astronomical dates. The background highlight activates within a ±10-day window around each event, capturing the price behavior in the days immediately surrounding each eclipse. The label and line are rendered at the exact event date. No mathematical transformation is applied — the indicator is a temporal annotation layer mapped to astronomical data.
Plots 📊
Vertical line at each Blood Moon date, extended across the full chart (toggleable)
Background highlight on the price chart for a 10-day window around each event (toggleable)
Label at each event bar displaying the event name, date, and eclipse duration (toggleable)
Inputs 🎛️
`Show Background` toggles the ±10-day highlight window around each event
`Plot Labels` toggles the annotation labels at each event date
`Plot Lines` toggles the full-height vertical lines at each event date
Colors 🎨
5 Astral Vision presets + custom override. Default: Inferno. Positive color applies to vertical lines and background highlights; negative color applies to label backgrounds.
Purpose 🎯
Bitcoin price history contains a disproportionate number of notable moves, both tops and bottoms,in proximity to Blood Moon events, a pattern that has attracted consistent attention from on-chain analysts and cycle researchers. Whether the correlation reflects genuine market psychology, confirmation bias, or coincidence, the events are astronomically fixed and objectively dateable, making them worth tracking as potential behavioral anchors.
This indicator provides the complete historical and forward-looking Blood Moon calendar overlaid directly on the price chart, eliminating the need to cross-reference external astronomical sources. The 10-day background window contextualizes price behavior in the event's immediate vicinity, and the duration annotation distinguishes short penumbral grazes from the long total eclipses that have historically drawn the most attention. Future events through 2029 allow the current cycle to be tracked against the same framework in real time.
Disclaimer ⭕️
It is not financial advice, not an investment recommendation, and not affiliated with any financial institution, research firm, or organization of any kind. All content is provided for educational and informational purposes only. Always conduct your own research before making any financial decision. Indicator
Predictive Trend and Level Signal TrackerTitle:
Predictive Trend and Level Signal Tracker
Description:
This indicator is a multi-dimensional analysis tool designed to identify high-probability trend entries and level interactions. It combines predictive trend tracking with volatility-based squeeze detection and institutional level interaction.
How it Works:
Predictive Trend Tracking (ZLEMA):
The script uses a Zero-Lag Exponential Moving Average (ZLEMA). Traditional MAs often lag behind price, but the ZLEMA reduces this lag significantly by projecting the current price movement before averaging it. This allows for faster identification of trend shifts.
Volatility Squeeze (BB vs KC):
Consolidation is detected by comparing Bollinger Bands and Keltner Channels. When Bollinger Bands contract inside the Keltner Channels, the market is in a "Squeeze" (consolidation). The script identifies "Squeeze Releases"—instances where volatility expands—which often lead to explosive price moves.
High-Volume Level Interaction:
The script monitors price action around Daily, Weekly, and Monthly Highs and Lows.
Sqz Break (Dark Blue): Occurs when price breaks a key level with high volume while releasing from a squeeze.
Reject (Light Blue): Occurs when price tests a key level but is rejected with high volume and a significant wick, indicating a potential reversal.
Key Features:
Volume Filter: Ensures that signals are only generated when there is significant market participation (configurable multiplier).
Trend Alignment: A built-in filter to ensure signals only appear if they match the direction of the predictive trend tracker.
Clean Interface: Signals are displayed as clear labels, while the main visual is a trend-colored predictive line.
How to Use:
Trend Line: Green indicates a bullish bias; Red indicates a bearish bias.
Dark Blue Labels: Look for these as high-probability breakout opportunities from institutional levels.
Light Blue Labels: Use these to identify potential "fakeouts" or reversals at major historical levels.
Disclaimer: This script is for technical analysis and educational purposes only. Past performance does not guarantee future results.
Tags:
Trend, Breakout, Rejection, Squeeze, Multi-Timeframe, Volume, Predictive
Indicator
Pro Swing Analysis and Mitigation ZonesPro Swing Analysis and Mitigation Zones
Introduction
The Pro Swing Analysis and Mitigation Zones is a technical analysis indicator designed to identify high-probability structural shifts and supply/demand levels. It is built for traders who focus on market structure and volume climaxes on higher timeframes such as Daily, Weekly, and Monthly charts.
Originality and Usefulness
This script is original in its approach to "Self-Mitigating Zones." While many indicators plot supply and demand zones, this script manages them dynamically using an internal array system. A zone is only kept on the chart as long as it remains "fresh"—as soon as price action closes through a zone (mitigating the structural level), the script automatically deletes it. This ensures the trader is always focused on active, unmitigated levels of interest.
Additionally, it features an automated Trendline Break logic. It constructs a dotted structural trendline based on the most recent two pivots of the same trend and monitors for price violations in real-time, providing early exit signals before a new structural high or low is even confirmed.
Underlying Logic
The indicator functions through three core layers of confirmation:
Fast Pivot Detection: It identifies local highs and lows confirmed by a 1-candle lookback for high responsiveness.
Volume Climax Confirmation: Every structural point is verified against a volume multiplier. A pivot is only considered a "Signal" if the volume on that bar significantly exceeds the recent average (10-period SMA).
Trend State Machine: The script tracks whether the market is currently in a Bullish or Bearish state to differentiate between new entries, re-entries, and structural exits.
Key Features
Multi-Timeframe Identity: Automatically applies colors based on the chart interval: Blue for Daily, Orange for Weekly, and Pink for Monthly.
Mitigation Zones: Supply and Demand zones that project into the future and self-delete upon price crossover.
Dynamic Dotted Trendlines: Automatically connects the last two structural points of the current trend to visualize momentum.
Bias Dashboard: A clean UI element in the corner of the chart summarizing the current trend bias and the number of active unmitigated zones.
How to Use
Entries: Look for the ENTER LONG/SHORT labels which appear on high-volume structural reversals.
Re-entries: Use the RE-ENTRY labels to scale into a trend during confirmed pullbacks.
Exits: Use the TL BREAK signal for early exits when price momentum fails, or wait for a full structural EXIT signal at a new opposing pivot.
Disclaimer
Trading involves a significant risk of loss. This indicator is for informational and educational purposes only and does not constitute financial advice. Past performance is not a guarantee of future results. Always use proper risk management and stop-loss orders.
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Crypto Market Breadth Risk Planner [AGPro Series]Crypto Market Breadth Risk Planner
🧠 Core Idea
Is the crypto market showing broad risk-on participation, weakening rotation, or a risk-off breadth environment?
📌 Overview / What it does
Crypto Market Breadth Risk Planner is a chart-first market breadth tool built to evaluate whether a selected crypto basket is participating broadly or weakening internally.
Instead of reading only the active chart symbol, the script reviews a configurable basket of major crypto pairs. It measures how many symbols are trading above their trend baseline, how many have positive momentum, how many have rising trend structure, and how much volatility stress is present across the basket.
The script produces a 0-100 Breadth Risk Score, a colored breadth risk corridor on the active chart, event labels, right-side tags, alerts, and a compact AG Pro panel. It does not predict price direction, automate execution, or claim that breadth alone is enough to trade.
🎯 Purpose & Design Philosophy
This script was built because single-chart analysis can look strong while the broader crypto market is quietly weakening, or look weak while breadth is beginning to rotate back into strength.
The purpose is to help traders read market participation before treating an individual setup as clean. Strong setups usually have a better context when the broader basket is aligned, while weaker breadth can warn that a chart may be more exposed to false follow-through.
The design supports traders who want broader market context without opening ten charts manually. It turns cross-market participation into a simple decision-support layer that can be read directly on the current chart.
⚡ Why This Script Is Different
Most crypto tools focus on the active symbol, a single benchmark, a simple correlation reading, or a raw relative-strength line.
This script does NOT act as a benchmark correlation meter, a relative-strength rotation map, a volume spike detector, or a generic trend dashboard.
Instead, it evaluates breadth across a user-defined crypto basket and converts that participation into a risk-readiness framework. The goal is not to say which coin to buy or sell. The goal is to show whether the broader crypto environment is supportive, mixed, stressed, or risk-off.
⚙️ Methodology
1. Context Detection
The script requests data from a configurable crypto basket and evaluates each symbol on the selected breadth timeframe.
2. Reference Mapping
Each symbol is compared against its own trend baseline, momentum reading, trend slope, and ATR-based volatility stress condition.
3. Reaction Evaluation
The script combines trend participation, momentum participation, slope confirmation, and volatility stress into a single Breadth Risk Score.
4. Visual Output
The final output includes a colored breadth risk corridor, centered corridor text, event labels, right-side tags, optional bar coloring, alerts, and an AG Pro panel.
🗺️ How to Read the Chart
Zones:
The breadth risk corridor is a visual context zone around price. Its color reflects the current breadth regime rather than a direct support or resistance level.
Labels:
Labels mark important breadth state transitions such as Risk-On, Rotation Watch, Risk-Off, Stress Review, and Cooling.
Colors:
Teal represents broad constructive participation.
Pink represents risk-off breadth or weak participation.
Gold represents stress or caution.
Indigo represents improving rotation or transitional breadth.
Panel:
The panel summarizes breadth participation, Breadth Risk Score, momentum, stress, regime, and action state.
🚦 Signals & States
• Risk-On Ready → Broad participation and momentum are strong enough to support risk-on review.
• Rotation Watch → Breadth is improving, but not yet strong enough for full risk-on classification.
• Stress Review → Volatility stress is elevated while breadth quality remains weak.
• Risk-Off → Basket participation is weak or deteriorating.
• Cooling → Stress is easing while breadth quality begins to improve.
• Wait Breadth → No strong breadth regime is currently active.
🔔 Alerts Logic
Alerts can trigger when the basket shifts into Risk-On, Rotation Watch, Risk-Off, Stress Review, or Cooling.
Alerts are attention markers only. They highlight changes in the breadth model. They are not trade instructions, automated entries, or guaranteed market calls.
🧩 Confluence Logic
The context becomes stronger when multiple breadth layers align together.
For example, a high Breadth Risk Score with many symbols above their trend baselines, positive momentum participation, rising trend slopes, and low stress suggests a cleaner risk-on environment than a rally led by only one or two symbols.
Likewise, weak participation combined with elevated stress can warn that individual bullish setups may need stricter review.
📊 When to Use
• Crypto market context review
• BTC, ETH, altcoin, and sector-style crypto watchlists
• 1H, 4H, and 1D market participation analysis
• Before treating individual setups as risk-on
• When the trader wants to know whether the broader crypto basket supports the active chart
⚠️ When NOT to Use
• Markets where selected symbols have unreliable data
• Very small or illiquid crypto pairs with distorted candles
• Situations where the basket does not match the user's trading universe
• Low-timeframe scalping where external-symbol breadth may be too slow
• News-driven events where correlation and breadth can change abruptly
🎛️ Key Inputs
• Crypto Basket Symbols → define the assets used in the breadth model
• Breadth Timeframe → controls whether the basket is evaluated on chart timeframe, 1H, 4H, or 1D
• Trend Baseline Length → controls the EMA reference used for participation
• Momentum Length → controls the ROC window used for positive or negative participation
• ATR Stress Threshold → controls when basket volatility begins to count as stress
• Minimum Risk-On Score → controls how selective the risk-on state should be
• Visual Settings → control corridor, labels, right-side tags, panel location, theme, and font size
🖥️ Interface & Visual Design
The interface is designed to make broad crypto participation readable without turning the chart into a large dashboard.
The corridor gives a fast visual state directly on the chart. The panel provides the structured readout. Labels mark only important transitions, while cooldown and memory controls keep historical events from overwhelming the chart.
The visual intent is premium, clean, and publication-friendly.
🧪 Practical Usage Workflow
1. Read the panel to identify the current breadth regime.
2. Check the Breadth Risk Score and participation percentage.
3. Review whether momentum and stress support or conflict with the active chart setup.
4. Use the corridor color as a market-context layer, not as a direct entry zone.
5. Combine breadth context with price structure, volatility, liquidity, and personal risk rules.
🔍 Interpretation Guidelines
A strong score means the selected crypto basket is broadly aligned according to the script's rules.
A Rotation Watch state means breadth is improving, but the market has not fully confirmed broad risk-on participation.
A Stress Review state means volatility pressure is elevated while breadth remains weak or mixed.
A Risk-Off state means the selected basket is not supporting broad participation under the current settings.
🚫 What This Script Is NOT
This script is not a prediction engine.
This script is not financial advice.
This script is not an automated trading system.
This script does not place orders.
This script does not guarantee market direction, continuation, reversal, or profitability.
⚠️ Limitations & Transparency
This script depends on the selected symbols, selected timeframe, and PulseWire data availability.
Different baskets can produce different breadth readings. A BTC-heavy basket may behave differently from an altcoin-heavy basket. External symbol data may also load differently depending on market, exchange, and PulseWire availability.
The script should be interpreted as market context, not as a standalone execution model.
🧠 Market Context Notes
Crypto often moves through participation waves. Sometimes BTC leads while altcoins lag. Sometimes the whole market rotates together. Sometimes volatility rises while breadth deteriorates, creating a more fragile environment.
This script is designed to make that internal participation easier to observe directly from the active chart.
🧾 Use Case Examples
Example 1:
BTC is breaking higher, but the panel shows weak breadth and high stress. The trader may decide that the move needs extra confirmation before treating it as broad risk-on.
Example 2:
ETH is consolidating, but the basket shifts into Rotation Watch with improving momentum. The trader can monitor whether the active chart begins to align with the broader rotation.
Example 3:
The basket prints Risk-Off while an individual altcoin setup looks technically clean. The script warns that the broader market backdrop is not supportive under the current model.
🧱 System Philosophy
AGPro Series tools are built as decision-support frameworks, not signal vending machines.
This script follows that philosophy by turning broad market participation into a structured context layer: define the basket, score the breadth, map the state, and show the next action clearly.
🔐 Non-Promise Statement
This script does not promise certainty.
It does not promise that a risk-on breadth state will produce gains, or that a risk-off state will produce losses. It only organizes participation context so the user can evaluate the broader market with more clarity.
📉 Risk Disclosure
Trading involves risk.
Market conditions can change quickly, and breadth models can fail or become less useful during sudden volatility, exchange-specific moves, or news-driven repricing. Users remain responsible for their own decisions, execution, and risk management.
This script is for educational and analytical purposes only. It does not provide financial advice.
📚 Educational Note
Use this tool to study how crypto breadth changes before, during, and after major market moves.
Its strongest value comes from comparing the active chart with the broader basket context rather than reading any single label in isolation.
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Indicator
Shift Share - 5 Model Diagnostics 050826Shift Share - 5 Model Diagnostics 050826
(updated version of **Shift Share - Full Diagnostics & R2 Public** indicator
User Guide: Shift-Share 5 Model Diagnostics 050826
This indicator is a sophisticated regression-based tool designed to "clean" a stock's price action. It separates the raw return of a ticker into specific drivers: the Market, the Sector, their Interaction, and the stock’s own Unique (Idiosyncratic) strength.
Key Concept: What are you looking at?
The indicator plots cumulative returns broken down by source. Instead of just seeing "the stock is up 5%," this tool tells you:
The stock is up 5%, but 4% of that was just the S&P 500 rising, and only 1% was the company actually doing well.
Market (Blue): Return driven by the broad index (e.g., SPY).
Sector (Orange): Return driven by the specific industry (e.g., XLF), adjusted to remove market overlap.
Interaction (Purple): Return generated by the synergy between the market and sector.
Unique (Red): The "Alpha." This is the movement left over that belongs only to the stock.
Stock Total (White): The actual cumulative return of the ticker.
Input Parameters
Model Selection (model_type)
This determines how the math decomposes the returns.
* Interaction (Default): The most complex model. It looks for Market, Sector, and the "Interaction" effect between them.
* Simple Linear: Looks at Market and Sector individually without the interaction variable.
* Market Only / Sector Only: Strips away everything except the chosen benchmark. Use this to see how much a stock is "tethered" to just one factor.
* No Variable: Shows only the raw stock return vs. its residual.
Benchmarks & Logic
Sector ETF / Market Index: Enter the tickers you want to compare against (e.g., QQQ for tech, SPY for market).
Rolling Window: The number of bars (default 60) used to calculate the correlation (Beta). A shorter window reacts faster; a longer window is more stable.
Reading the Diagnostic Table
The table at the bottom of your chart provides the statistical "health check" of the stock.
R2 (R-Squared)
How much of the stock's move is explained by the Market/Sector. High R2 means the stock is a "slave" to the index. Low R2 means the stock moves on its own news.
Share %
The percentage of the total move attributed to that specific source.
Beta
The sensitivity. A Market Beta of 1.5 means for every 1% the market moves, this stock tends to move 1.5%.
T-Stat
CRITICAL: If the T-Stat is > 2.0 (highlights Green), the relationship is "Statistically Significant." If it’s low, the connection might just be random noise.
Strategic Interpretation
*The "Pure Play" Signal: If the Unique (Red) line is trending higher while the Total (White) line is flat, the stock is showing hidden internal strength even if the price isn't moving yet.]
The "Hollow" Rally: If the White line is rising but the Red line is falling, the stock is "weak" and is only being dragged up by a strong market. This is a high-risk long position.
The Alpha Hunt: Professional traders look for stocks where the Unique component is the largest contributor to the total return, indicating a company with a specific catalyst independent of the macro economy.
Note on Orthogonalization: This script uses "orthogonalized" returns. This means it mathematically strips the "Market influence" out of the "Sector return" before calculating. This prevents "double counting" and ensures the Sector Shift is truly about the industry, not just the market rising. Indicator
Watermark Pro _ AAK_═══════════════════════════════════════════════════════════════════════════════
// Hey everyone — I built this tool for myself and decided to share it
// because I think a lot of you will find it useful too.
// I wanted something that kept my charts looking clean and professional
// while also keeping my head in the right place during live trading.
// That's basically what this is — a watermark and a mindset tool combined.
// You can put your name, brand, or social handle directly on your chart
// with full control over the text, colors, and sizing. Great for sharing
// setups, recording analysis, or just making your charts feel like yours.
// It also shows the symbol, timeframe automatically so everything is always clear .
// My favourite feature is the reminder panel. Three short messages stay
// on your chart the whole time you're trading — I use mine to stay
disciplined and keep emotions out of my decisions.
// You can write whatever speaks to you personally.
// There's also an optional bias panel where you lock in your directional
read before the session starts. It keeps you accountable to your
pre-session analysis instead of reacting to every candle.
// Everything is fully customizable — panels can be repositioned, toggled
on or off, styled with custom colors and borders, and there's an
auto-hide option for lower timeframes so your view stays clean.
// Hope this adds value to your trading. Use it, make it yours.
// @AAK_
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