Strategy
Zero Noise Opening RangePure structure. Zero noise.
The opening range, outlined. Nothing else.
What it does
Sessions: New York (09:30 ET), London (08:00 UK), Asia (09:00 Tokyo) — one, all three, or a custom open time and timezone. Each session is tracked independently.
Range length: the first 5m, 15m, 30m, or 1h of the open, or a custom length.
Extend Until: Break Confirmation (default) freezes the range when a candle of your confirmation timeframe (1m–30m) closes outside it. Closed candles only — wicks don't count, nothing repaints. Session End runs the range to the close regardless of breaks.
Every range ends at its market's close (NY 16:00 ET, London 16:30 UK, Tokyo 15:30 JST).
Broken ranges grey out (optional), so live levels stay obvious.
Works on any intraday chart up to 1h. Above the range length, the range is rebuilt from 1-minute data for exact alignment.
What it doesn't do
No signals, no alerts, no arrows. An opening range is context. The trade is yours.
Settings
Session: New York / London / Asia (Tokyo) / All 3 / Custom (default: All 3)
Opening range: 5m / 15m / 30m / 1h / custom minutes
Break confirmation candle: 1m to 30m (default 5m)
Midline, fill, grey-out, tags, days kept, watermark — all optional
Futures, stocks, and FX. A notice panel flags any invalid setting.
For informational and educational purposes only — not financial advice. Trading involves substantial risk of loss; past performance does not guarantee future results. Indicator
Strong COT Report Dashboard | ProjectSyndicateStrong COT Report Dashboard takes the CFTC Commitments of Traders Legacy report and turns it into a live, side-by-side positioning matrix for up to 12 futures markets at once. Every Tuesday's release refreshes the whole grid with Non‑Commercial (large speculator) and Commercial (hedger) positioning, three COT indices, flip%, weekly OI change, a derived bias state, a synthesized scenario/outlook narrative, and an N‑week Flip% heat strip — all rendered in a compact Bloomberg amber terminal. The whole tool runs on one idea: raw NC net contracts mean nothing on their own — but when you can see 26‑week, 52‑week and 156‑week COT indices next to each other, the direction of last week's change, where OI is going, and how flip% has moved across the last eight weeks, positioning tells you exactly which end of the curve every market is at.
This is a positioning matrix, not a signal generator. It tells you which markets are stretched, which are turning, which are building fresh trend, and which are stuck in the middle — for equities, metals, energies, crypto, the dollar, and optionally FX crosses, softs and VIX, all on one screen.
🟢🔴 Summary how to use this more details below, read entire guide. Two clean reads: fade the extreme, or ride the build. Prefer markets tagged TOP RISK / BOTTOM SETUP for the fade, and markets tagged Building Long / Building Short with an aligned 52w index and OI expansion for the trend. The Scenario / Outlook column and the Flip% heat strip tell you at a glance whether positioning is at an inflection point or grinding in a regime. Runs on Daily or Weekly chart only.
⚠️ CHART TIMEFRAME — Weekly COT data is only accumulated on Daily or Weekly charts. Load this on any intraday chart and it will halt with a runtime error. Use Daily as the default; Weekly compresses the same view and works too.
🧱 CFTC Legacy — the only source of truth — Every row is pulled from the official CFTC Commitments of Traders Legacy report via PulseWire's LibraryCOT, one release per week, Tuesday for the prior Tuesday's snapshot. You choose Futures Only or Futures and Options at the top of the settings. Nothing here is estimated, projected or derived from price — the whole grid is real reported contracts.
📐 24-Market Universe · 12 Active at a Time — Twelve markets ship enabled by default: ES · NQ · YM · RTY · NKD · GC · SI · HG · CL · NG · BTC · DX. Twelve more sit hidden and ready: 6E · 6J · 6B · 6A · 6C · 6S · ETH · PL · ZW · ZC · ZS · VX.
⚠️ HARD 12-MARKET CAP — PulseWire caps the number of external data requests a script can make, and this dashboard uses five requests per market (OI + NC longs + NC shorts + Com longs + Com shorts). Twelve markets is the ceiling — any market you toggle on beyond that limit is silently skipped in list order.
▪️ To swap in a hidden market: first DISABLE at least one of the 12 default markets (e.g. turn off NKD or DX), then ENABLE the hidden one you want (e.g. 6E Euro FX or ETH Ether).
▪️ If you toggle on a hidden symbol and it doesn't appear on the dashboard, you're over the 12-market cap — go back and switch off one of the defaults first.
▪️ The two groups in settings are just organizational — the cap applies across both groups combined.
BTC / NQ / GC snapshot
🏷️ The Column Set — Every market gets its own row. Left to right:
▪️ Market — ticker + full name.
▪️ NC Net — Non‑Commercial net position in contracts (longs − shorts). The core large-spec read.
▪️ ΔNet W — change in NC net vs the prior COT week. This is the momentum column.
▪️ L% / S% — NC longs and shorts as % of open interest. Concentration read.
▪️ Flip% — NC Long% − Short%. Positive = specs net long, negative = specs net short. The regime tag.
▪️ Ix26 / Ix52 / Ix3Y — COT stochastic indices of NC net over 26, 52 and 156 weeks. 0 = most short in the window, 100 = most long. Ix52 is the year-context read; Ix3Y is the cycle read.
▪️ Com Net / CIx52 (optional) — Commercial net and its 52-week index. Hedgers usually sit opposite the specs — when they don't, that's a signal.
▪️ ΔOI% — weekly open interest change. Rising OI + rising net = real build; falling OI + rising net = short-covering, not conviction.
▪️ Bias — one-word positioning state: TOP RISK, BOTTOM SETUP, Building Long, Building Short, or a neutral trend tag. Colored by conviction.
▪️ Scenario / Outlook — a synthesized read that fuses extremes, streaks, regime flips, OI mechanics and cycle divergence into one line. HOVER the cell for the full narrative.
◆ Flip% Heat Strip — the signature panel — Set the strip to N weeks (up to 12) and every row gains N extra cells — one per prior COT week — heat-mapped on an amber/red axis around zero. Positive flip% (specs net long) burns amber; negative (specs net short) burns red; intensity scales to the flip scale you set. Read left to right along a row and you see the last 2-3 months of positioning at a glance:
▪️ A row that goes red → red → red → dim → amber → amber has just flipped regime from net-short to net-long.
▪️ A row that stays deep amber for 8 weeks is a crowded long — the fade candidate.
▪️ A row of soft mixed colors is regime chop — leave it alone.
XAU / DX / SI snapshot
🔥 The Bias Engine — Every row is auto-graded into a positioning state:
▪️ TOP RISK — 52w NC index at an extreme high and specs crowded long. The fade candidate.
▪️ BOTTOM SETUP — 52w NC index at an extreme low and specs crowded short. The mean-reversion setup.
▪️ Building Long / Building Short — indices are trending in one direction with OI expansion. The ride-the-build read.
▪️ Neutral trend tags — for markets sitting mid-range without directional conviction.
TOP RISK burns red, BOTTOM SETUP burns amber-hot, builds burn steady amber, neutral goes dim. You are reading the state of every market with your peripheral vision before you read a single number.
📋 Bloomberg Amber Terminal — Pure black background, amber-gradient text, alternating row shading, monospaced font, thin dark-amber frame, muted header row. Numeric coloring is gradient-driven — COT indices burn hotter at extremes, signed values shift from amber to red as they turn negative, flip% cells run their own heat map. Weekly release dates render in a compact format so the whole grid stays scannable.
🔔 Native Alerts — Alert on 52w COT Index Extremes fires once per new COT week when any market's NC 52w index crosses into the ≥80 zone (spec long extreme) or ≤20 zone (spec short extreme). One alert covers every enabled market — you get a message with the ticker, the direction and the index level. Enable it once and the dashboard tells you when a positioning inflection has actually printed, not before.
ES / CL / RTY snapshot
🔧 Fully Customizable — 12+12 market toggles, Futures Only vs Futures and Options source, max weekly history stored, dashboard position/size, text size, top offset padding, Commercial columns on/off, Flip% heat strip length 0-12 and its scale, alert toggle, and the entire Bloomberg amber palette flows automatically from the theme — nothing to fight with.
🎯 Why this is different — Most COT tools give you one market on a subchart with a couple of moving averages, or a wall of numbers with no visual weighting. This one pulls 12 markets into a single grid, indexes each of them across three timescales, tags the state, writes an outlook line, and heat-strips the last 8-12 weeks of flip% into a row you can read horizontally. The chart itself does the filtering — you see instantly which two or three markets deserve deeper work this week.
🚀 Apply on a Daily or Weekly chart of any symbol — the dashboard is independent of the chart symbol, so load it on your favorite index or continuous futures contract and it will fill regardless.
🎯 How To Trade It — Two Approaches
Everything hinges on the bias state and the index columns. Raw NC Net alone is noise; a market tagged TOP RISK with Ix52 ≥ 80 and 6 straight amber weeks in the heat strip is where the real information sits.
◾ 1 FADE THE EXTREME — trade the reversion
This is the classic COT read. Specs are crowded to one side, indices are pinned near an extreme, and the Bias column has flagged it.
▪️ Setup: a market tagged TOP RISK or BOTTOM SETUP, with Ix52 ≥ 80 or ≤ 20, and the Flip% heat strip showing several consecutive weeks in the same regime (crowd conviction). CIx52 pointing opposite (commercials leaning the other way) strengthens the read.
▪️ Trigger: this dashboard is not the trigger. Go to the chart of that market and wait for your own reversal confirmation — price rejection, structure break, momentum divergence.
▪️ Stop: beyond the most recent swing that made the extreme.
▪️ Targets: mean-reversion targets — the 52w index moving back through 50, or price returning to a mid-range value area.
⚖️ The cleanest version: NC Ix52 ≥ 85, Com Ix52 ≤ 15 (they disagree hard), Flip% has been extreme for 6+ weeks in the heat strip, and ΔNet W just printed its first meaningful flip against the trend. That's a positioning exhaustion signal.
◾ 2 RIDE THE BUILD — trade with the trend
The mirror case, and the one that matters when nothing is extreme yet.
▪️ Setup: a market tagged Building Long or Building Short. NC net is trending, ΔNet W has been consistently positive (or negative), ΔOI% is expanding (real money coming in, not short-covering), and the Flip% heat strip shows a clean color gradient in one direction.
▪️ Trigger: enter on your chart in the direction of the build on any of your own continuation setups.
▪️ Stop: on a decisive break of the ongoing structure.
▪️ Targets: run it until the Bias column flips to TOP RISK / BOTTOM SETUP — that is your exit warning. Positioning has become the trade instead of driving it.
⚖️ Watch ΔOI%. A build with rising OI is a real institutional position; a build with falling OI is specs chasing an old move — those don't last.
Rule of thumb: ⭐ Market tagged TOP RISK / BOTTOM SETUP with an extreme Ix52 → prepare to fade on price confirmation. ⭐ Market tagged Building X with expanding OI and a clean heat strip → trade continuation with the build. ⭐ Anything mid-range, no color in the heat strip, neutral bias → no trade, look elsewhere.
⚠️ IMPORTANT NOTICE: Strong COT Report Dashboard renders CFTC Legacy COT data and derives descriptive positioning states from it. The Bias column, the Scenario / Outlook narrative and the 0-100 COT indices are descriptive conviction readouts built from reported positioning — they are not backtested win-rates, and this indicator tracks no trade outcomes and reports no performance statistics. COT data is released weekly with a Tuesday-for-Tuesday delay, so the dashboard is a structural read, not a real-time signal. This is decision support, not a standalone trade trigger. Always combine it with your own strategy, price-action confirmation and risk management. Past positioning does not guarantee future results. Indicator
Strong NQ ORB Breakouts | ProjectSyndicateSTRONG NQ ORB Breakouts catches the moment the Nasdaq session resolves its opening range — and instead of treating every push past a line as a trade, it waits for a genuine close beyond the range, tags the direction, and ranks the breakout 0–10 with a star score. The first block of the session builds a range; price then has to actually close outside it, in agreement with momentum and — if you want it — the higher-timeframe trend, before a signal arms. Every setup gets a structural stop, fixed R-based targets with a ⅓/⅓/⅓ scale-out and break-even after the first bank, and is tracked live on a full statistics dashboard — including end-of-session time-stops — so you can see exactly how the logic behaves on the instrument and timeframe you trade.
🧠 Opening-Range Core — the core idea. At the start of the session the engine records the high and low of a configurable opening window, 60 minutes by default. That band is the opening range: the session's first agreed value area. A signal fires on the release — the bar that closes beyond the range high for a long or the range low for a short inside the trade window — and the direction is set by that break. In Auto mode the range anchors to the instrument's own daily session open (the first bar of the day), so it locks to the real NAS100 / NQ open regardless of your feed's server clock; a Custom session-plus-timezone mode is there if you'd rather define the window by hand. Signals are evaluated on the bar's close and are fixed once that bar closes — the range and the break do not repaint.
📈 Range Mapping & ADR Context — while the opening window is live, the engine continuously tracks the developing high, low, and width of the range, then freezes it the moment the window ends. The finished range is measured in points and expressed as a percentage of the instrument's Average Daily Range, a non-repainting daily read, so you instantly see whether the session is coiling tightly or has already burned its move. A clean, proportionate range is a loaded session; an over-wide one is a day that has already spent itself.
🎯 Structural Stop + R-Based Scale-Out — risk (R) is measured from an ATR distance by default — the strongest basis on NAS100 M5 — or against the opposite range edge or the range midline if you prefer, then floored and capped by ATR so it can never collapse into a meaningless stop or balloon into a wide one. TP1, TP2, and TP3 are set at clean R multiples and default to a balanced 1R / 2R / 3R, fully adjustable. The trade model is an honest ⅓ scale-out: one third banks at each target, and after TP1 the remaining two thirds ride with the stop moved to break-even. Every signal plots its complete Entry / SL / TP1 / TP2 / TP3 line set, labeled levels, and filled TP / SL zone boxes, with an R-tagged result label on exit.
🎚️ Conviction Controls — a small set of dials sets how serious a breakout must be before it counts: the 0–10 Minimum Strength gate, an optional Range-vs-ADR window that skips days whose range is too tight or too wide, a Close-vs-Wick breakout trigger, and Max One Trade Per Day. By design the day-skipping filters are off by default — no days are hidden — so you first see the raw, unfiltered behavior. Tighten them for fewer, higher-quality fires; loosen them for more activity. This is your main dial for conviction versus frequency.
🧭 HTF Trend Alignment + Session Gating — an optional higher-timeframe EMA filter blocks counter-trend fires, keeping you on the dominant side: longs only above it, shorts only below. The higher-timeframe value is read without lookahead. Entries are confined to the trade window after the range forms, and the per-day cap spaces out tickets so one volatile session can't stack trades. Anything still open at the session close is flattened by an end-of-session time-stop — and that exit is booked and counted honestly, never quietly dropped.
🧲 Liquidity Magnet — the engine maps resting liquidity by tracking confirmed swing pivots above and below price and marking each as swept or unswept as price trades through it. When a breakout fires, it projects the nearest opposing unswept pool as a dotted magnet line — the pocket of liquidity the move is naturally drawn toward — and the dashboard reports the distance to the nearest pools up and down in ATR terms. It's context for where the breakout wants to go.
⭐ 0–10 Setup-Quality Score — every release is scored and labeled with 1–5 stars and a tier FORMING → WEAK → MODERATE → STRONG → VERY STRONG → ELITE across breakout-native factors: expansion-candle body strength, candle range vs ATR, momentum alignment over short and medium lookbacks, volume confirmation, clean penetration beyond the range edge, RSI agreement, higher-timeframe EMA alignment, and intraday bias of close versus the session open. A companion direction-probability read blends penetration, momentum, RSI, session bias, and HTF position into an up/down percentage. Treat the score as a confluence / cleanliness read for ranking setups — it describes how textbook a breakout is, not a guaranteed outcome. Note: on the test data, filtering to "strong only" actually *reduced* win rate, so the stars default to a context tool rather than a hard gate.
📊 Live Statistics Dashboard — a non-intrusive panel tracks, in real time on your chart: the current session state of waiting / forming OR / range set / armed / trade active, the live opening-range size and its ADR percentage, the magnet distance up and down, the active bias and trade, the live strength and direction-probability meters, total win rate and closed-trade count, profit factor, average R per trade, total R, best-performing direction, long vs short win rate, current and max win/loss streaks, and a TP1 / TP2 / TP3 / SL / EOD outcome breakdown. Every filled trade that reaches an outcome is counted — winners, stop-outs, break-even runners, and time-stops alike — so the numbers are computed live from the real signals on your current symbol and timeframe rather than a figure printed in a description.
🎨 Clean Themed Visuals — a Midnight institutional palette, with Emerald, Ice Blue, Gold Black, and Aqua Violet alternates, shades the opening-range box, the ORH / ORL / midline levels, the per-trade SL / TP ladder, the liquidity pools and magnet, and the dashboard to one coherent look, so quality and direction read at a glance. The range box is drawn over the window where it formed and projected forward with point-labeled edges; long and short trades are color-keyed; a faint tint marks the active opening window. A shelf-length and max-drawn-trades control keep the chart clean — the right-edge zones never stretch into oversized towers, tickets snap back to the exit bar on close so labels never float away, and only the most recent N tickets stay drawn while the statistics remain cumulative over the whole history.
🔔 Detailed Alerts — fires on long / short opening-range breakouts, plus TP3, protected partial-TP, and stop-loss events, formatted for manual or automated use.
🔧 Fully Customizable — every component is exposed: the range anchor (Auto session-open or Custom), the opening-range minutes, timezone, and trade window; the ATR length, stop basis of ATR / opposite edge / midline with risk cap and floor; the three R targets, break-even-after-TP1 toggle, Close-vs-Wick trigger, and one-trade-per-day cap; the ADR gate with min/max band, minimum strength, and HTF alignment filter and timeframe; the liquidity pivot length, pool display, and magnet toggle; the point definition for the dashboard; all five themes; and every label, dashboard, zone, and projection toggle.
🎯 Why this is different — most ORB tools just draw two lines at a fixed clock time and leave everything after that to you. This one anchors the range to the real Nasdaq open, sizes the break against the instrument's own ADR so a tight coil and a blown-out day aren't treated alike, can demand momentum, volume, penetration, and trend confirmation before it fires, anchors risk sensibly, then layers a genuine ⅓/⅓/⅓ scale-out with break-even, a liquidity magnet, an objective 0–10 ranking, and a live, honest statistics panel — one that counts stop-outs and end-of-session exits in full — so you are tuning and judging the system on real, current data instead of a marketing figure.
🚀 Where to use it — built and validated for NAS100 / NQ on the M5 timeframe, where the default OR 60m · ATR×1.0 stop · 1R/2R/3R model was developed. The ATR-based stop and ADR sizing adapt to volatility automatically, and the session windows can be re-pointed to a different open if you want to run the same engine elsewhere. It works on other index CFDs and futures, but the defaults are tuned for the Nasdaq open.
🎯 How to trade it
- Apply it to NAS100 / NQ on M5 and let the dashboard populate. Read the live win rate, profit factor, and average R for your symbol and timeframe before committing — if the logic doesn't suit your feed, you'll see it.
- Start with the day-skipping filters off to see raw behavior; add the HTF Trend Alignment and Range-vs-ADR gates when you want to trade only with the larger trend and skip dead or already-spent sessions.
- Wait for a NQ ORB LONG / NQ ORB SHORT label — it marks a confirmed close beyond the opening range, with the star score, direction probability, and Entry, SL, and TP1/2/3 already plotted.
- Manage the trade with the plotted levels: the structural SL defines your risk, one third banks at each R target with the stop moving to break-even after TP1, and any position still open at the trade-window close is flattened by the time-stop.
- Use Minimum Strength and Max One Trade Per Day to set your tempo, and read the liquidity magnet for a sense of where the move is being drawn.
⚠️ Important — this is a decision-support tool, not a standalone buy/sell system, and it makes no performance guarantees. Default settings were chosen on historical data and behavior will vary by instrument, timeframe, session, and configuration; the dashboard's statistics are historical and descriptive, not a forecast. The trade model includes a ⅓ scale-out, break-even after TP1, and an end-of-session time-stop, so some trades close at a fraction of a target rather than a full win or loss — these are counted in full, which is honest but means win rate alone is misleading; always weigh it together with average R and profit factor, and resize the R targets to your own risk profile. Signals confirm on the closed bar, so always wait for the labeled release on a closed candle. Always combine it with your own analysis and risk management, and test it on your market before trading it live. Indicator
Strong Biotech Screener | ProjectSyndicateStrong Biotech Screener turns dozens of charts into a single institutional-style dashboard, ranking a curated universe of 40 leading biotech names by performance across six timeframes and scoring each one on professional-grade risk metrics — Beta, Sharpe, Sortino, Omega, Z-Score, and Kelly — so you can find the year's biotech leaders and weigh their risk-adjusted quality at a glance, all on one clean, sortable panel. Every figure is computed live on the daily timeframe from real price history, not hard-coded, so the board reflects the market as it actually is right now.
🧬 Curated 40-Name Biotech Universe — the screener watches a hand-picked list of 40 high-momentum biotech, pharma, and life-sciences stocks in one place. Instead of flipping through forty charts, you see every name's performance and risk profile side by side and immediately spot who is leading and who is rolling over.
🗓️ Six-Timeframe Performance — each stock is tracked across Week, Month, Quarter, 6-Month, 12-Month, and Year-to-Date returns, so you can separate a one-week catalyst pop from a genuine long-run trend and see momentum building or fading across horizons in a single row.
🧮 Institutional Risk Metrics, Done Properly — beyond raw returns, every name is scored on Sharpe (excess return per unit of total volatility), Sortino (return per unit of downside risk only), Omega (probability-weighted gains versus losses above the risk-free threshold), Z-Score (how stretched the recent move is in standard deviations), and the Kelly fraction (a theoretical optimal-sizing read from return and variance). The stats are annualized from daily returns over a rolling window with a configurable risk-free rate, so the risk picture is consistent and comparable across the whole list — which matters especially in biotech, where single-name volatility is extreme.
🎯 Basket-Relative Beta — Beta is measured against an equal-weight basket of the 40 names in the screener, so it tells you how a stock moves relative to this specific biotech cohort rather than a broad index. Beta above 1 swings harder than the group; below 1 is steadier. You control the lookback length used for the beta and correlation calculation.
🌡️ Annualized Weekly Volatility — a dedicated Wk Vol column annualizes the standard deviation of recent weekly returns, giving you a fast read on how violent each name's price action is before you size into it — essential in a sector where binary trial and FDA events can move a stock 50% in a session.
🔀 Dynamic Sorting — sort the entire board by any of the six performance columns with a single setting. Rank by YTD to find the year's biotech leaders, by Week to catch what is moving on fresh catalysts, or by any horizon in between — the table re-ranks instantly.
🎨 Bloomberg-Amber Theme with Color-Coded Strength — a clean amber-on-black dashboard with a multi-level gradient that runs from bright amber on the strongest gains through to deep red on the steepest losses, so strength and weakness jump out the moment you look at the panel.
🧩 Fully Customizable Dashboard — place the table anywhere on the chart (Top / Middle / Bottom paired with Left / Center / Right), choose your text size (Tiny / Small / Normal / Large), set the sort column, the beta length, and the risk-free rate and periods — all from the settings menu, no code editing required.
🔒 Daily-Timeframe Lock — the screener is built for daily data and will prompt you to switch if you load it on a lower timeframe, so the returns, volatility, and ratios are always calculated on the basis they are designed for.
⚡ Lightweight and Efficient — the whole 40-name board is built from a tight, well-organized script that runs smoothly on PulseWire, with a clean merged title heading and an alternating-row layout for easy reading. Delisted or halted tickers degrade gracefully to blank rows rather than breaking the panel.
🎯 Why this is different — most watchlists show you price and maybe a percentage move. This screener puts performance and a full institutional risk stack — Sharpe, Sortino, Omega, Z-Score, Kelly, Beta, and annualized volatility — for forty leading biotech names on one sortable, color-coded panel, so you are ranking opportunities by risk-adjusted quality, not just chasing the biggest green number.
🚀 Where to use it — apply it to any daily chart to monitor the biotech leadership group as a whole. Use it for top-down scanning, rotation ideas, and risk screening before you drill into an individual name's chart for entry timing.
⚠️ Important — this is a research and decision-support dashboard, not a buy/sell system, and it makes no performance guarantees. The 40-name universe is a snapshot of the year's momentum leaders and will drift over time; the board re-ranks live, but membership is fixed until updated. All figures are historical and descriptive, computed from past price data, and say nothing certain about the future. Risk metrics like Sharpe, Sortino, Omega, Z-Score, and Kelly are simplified, assumption-based estimates and should inform your judgment, not replace it. Biotech is an especially high-risk sector driven by binary clinical and regulatory events — always pair the screener with your own analysis and risk management. Indicator
Futures Rollover Volume MonitorFutures Rollover Volume Monitor
This indicator helps futures traders identify the most actively traded contract months in real time and spot the exact moment when volume begins rotating from the front-month contract to the next one — the rollover window that typically occurs 1–2 weeks before expiry.
How it works
The script automatically detects the root symbol from whatever futures instrument is on your chart (GC, ES, NQ, CL, SI, HG, and any other futures root). It then builds a list of individual contract tickers across all 12-month codes (F G H J K M N Q U V X Z) for the selected start year and number of years to scan, fetches the daily volume for each one via request.security(), filters out expired contracts using their last bar timestamp, and ranks the remaining active contracts by volume. Only the top 3 are displayed.
Key features
Auto-detects root symbol — works on any futures instrument without manual configuration
Always uses daily volume so numbers match your watchlist regardless of chart timeframe
Filters expired contracts by checking whether the contract's last bar is more than 7 days old
Ranks top 3 active contracts by today's volume, highest at the top
Shows previous day's volume and percentage change vs previous day for each contract
Rollover alert fires when the 2nd contract reaches 80% or more of the front month volume, turning the table frame red and displaying a warning banner
All 12 month codes enabled by default so it works across different futures schedules (quarterly, monthly, or custom)
Fully customisable colours, table position, and text size
How to use
Add the indicator to any continuous or individual futures chart. The table updates automatically. When you see the 2nd-ranked contract closing the gap on the 1st — especially in the days approaching expiry — that is your signal that the market is beginning to roll. Once rank 1 and rank 2 are very close in volume, most professional traders have already begun rolling their positions to the next contract.
Settings
Start Year — the first year of contracts to scan (set to current year to avoid showing expired contracts from prior years)
Years to scan — how many years forward to include (1 or 2)
Active Month Codes — toggle individual months on or off to match the contract schedule of your instrument
Show Previous Bar Volume — toggle the Prev and vs Prev columns
Highlight Rollover Alert — toggle the red frame and banner when rollover is imminent
Position / Text Size / Colours — visual customisation
Notes
Requires PulseWire Pro or higher due to the number of request.security() calls (24 per chart)
Best used on a daily chart or any intraday chart — volume is always fetched at the daily timeframe
If fewer than 3 active contracts are found the table will show only the contracts available
The footer displays how many active contracts were detected for the current instrument Indicator
Lucky Risk CalculatorLucky Risk Calculator
Know your risk before you pull the trigger — every single time.
Lucky Risk Calculator is a clean, no-nonsense risk management tool built for futures traders. Whether you're trading MNQ, NQ, MES, ES, or any other futures contract, it automatically detects the point value of your instrument and gives you instant dollar risk and profit targets right on your chart — no spreadsheets, no mental math mid-trade.
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What It Does
Enter your stop distance and number of contracts, and the table instantly shows you:
- **Dollar risk** per contract and for your full position
- **Profit target distance** based on your R:R ratio
- **Dollar profit** at target per contract and full position
- **Auto point value detection** — works on any futures symbol without manual setup
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How To Use
1. Set your **Stop Distance** (in points) based on where your stop loss is placed
2. Set your **Contracts** — risk and profit scale automatically
3. Set your **R:R Target** — the calculator shows exactly what hitting that target is worth in dollars
4. Move the table to wherever it fits best on your chart
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Works With
MNQ · NQ · MES · ES · MYM · YM · M2K · RTY — and any other futures contract on PulseWire. Point values are pulled automatically from the symbol, so you never have to touch a setting when switching instruments.
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Why I Built This
As a futures scalper, I needed to know my exact dollar risk the moment I defined my stop — not after the trade. This tool keeps risk front and center so you trade with discipline, not guesses.
*Trade smart. Manage risk. Stay lucky.*
— LuckyJo 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
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
Index Futures Position Size CalculatorA simple, free position size calculator for CME index futures.
Click Entry, click Stop Loss, pick your asset, get your contract size. That's it.
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✦ SUPPORTED INSTRUMENTS
MNQ • MES • NQ • ES — all CME tick values hardcoded.
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✦ FEATURES
→ One-click Entry & Stop Loss directly on chart
→ Auto 1-handle SL buffer (protects against wick hunts)
→ Asset dropdown — no manual tick value entry
→ Custom rounding (≥0.75 rounds up, else down)
→ Green Entry / Red SL lines with price labels
→ Clean black-on-white size panel, top right
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✦ HOW TO USE
Add to chart → click Entry → click Stop Loss
Settings → pick asset, enter Account Size & Risk %
Read your size from the top-right panel
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✦ TIP
If you're trading a funded challenge, here are two clean ways to use this tool with your max loss limit:
Method 1 — Loss budget split
Decide how many consecutive losses you can take before you're out. Divide your max loss by that number, and use the result as your "Account Size" with Risk % at 100.
Example: $2,000 max loss ÷ 5 losses = $400 per trade
→ Account Size: $400 | Risk %: 100
Method 2 — Direct percentage
Enter your full max loss as Account Size and set Risk % to your per-trade percentage.
Example: $2,000 max loss, risking 20% per trade
→ Account Size: $2,000 | Risk %: 20
Both give the same result — pick whichever feels more natural.
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✦ A NOTE FROM THE AUTHOR
Built with Claude AI for my own daily trading. Sharing it free because clean tools shouldn't be locked behind paywalls.
100% free. 100% open source. No Discord, no course, no affiliate links, nothing to buy. Copy it, modify it, republish your own version — it's yours.
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✦ DISCLAIMER
Educational tool only. Not financial advice. Futures trading carries substantial risk of loss. Always verify calculations against your broker's parameters before trading.
Built with ❤️ by REDz & Claude Indicator
ES Breakout Toolkit Momentum Close Filter Free=== PART OF THE ES BREAKOUT TOOLKIT ===
This is one of several free, standalone indicators that make up the ES Breakout Toolkit series. Each indicator isolates a single component used in the full ES London Breakout Pro strategy. They are designed to be useful on their own and educational for traders who want to understand candle close dynamics and momentum quality.
=== WHAT THIS INDICATOR DOES ===
The Momentum Close Filter analyzes where price closes within each candle's range and classifies candles by momentum strength. A candle that closes near its high has strong bullish momentum. A candle that closes near its low has strong bearish momentum. A candle that closes in the middle is indecisive.
This concept — called close position analysis — is a powerful filter that many traders overlook. The indicator tracks close position in real time, identifies extreme momentum readings using a statistical threshold (1.5 standard deviations above/below average), and detects momentum streaks where multiple consecutive candles show strong directional commitment.
=== HOW TO USE IT ===
Apply this to an ES futures chart on a 5-minute timeframe. The indicator will color bars by their momentum classification and mark extreme momentum candles with diamond signals. Streak flags appear when three or more consecutive candles show strong momentum in the same direction.
The dashboard shows the current candle's close position percentage, body ratio, momentum classification, streak count, and the rolling average close position over your lookback period. The running stats at the bottom show how many strong bullish vs bearish candles have occurred, giving you a sense of the session's directional bias.
An optional histogram mode plots the close position as columns in a separate pane with your threshold lines and the rolling average overlaid. This is useful for studying close position distribution over time.
=== KEY FEATURES ===
- Real-time close position analysis for every candle
- Configurable bullish and bearish momentum thresholds
- Extreme momentum detection using standard deviation bands
- Momentum streak tracking with visual flags at 3+ consecutive candles
- Optional bar coloring by momentum classification
- Optional histogram pane with threshold and average lines
- Optional London session filter
- Dashboard with close position, body ratio, momentum state, and streak info
- Running session stats for strong bull vs bear candle counts
- Alerts for strong and extreme momentum candles in both directions
=== WHY CLOSE POSITION MATTERS ===
Two candles can have identical body sizes but very different close positions. A candle with a long upper wick closing in the middle of its range tells a different story than a candle closing at its high with no upper wick. Close position captures this nuance. When combined with a body ratio filter, it becomes a reliable measure of whether a candle represents genuine directional commitment or just noise.
=== ABOUT THE ES BREAKOUT TOOLKIT ===
This indicator is part of a free series that breaks down the building blocks of a London session ES futures breakout strategy. Other free indicators in the series cover session highlighting, consolidation range detection, ADX regime filtering, and breakout candle scanning. Each is published separately on my profile.
The full ES London Breakout Pro indicator combines all of these components into a unified strategy with additional proprietary features including advanced risk management, trade qualification, and data tracking. It is available as an invite-only script on my profile. Use the access request instructions on that script's page if you are interested.
=== DISCLAIMER ===
This indicator is provided for educational and informational purposes only. It is NOT financial advice. It does not constitute a recommendation to buy, sell, or hold any financial instrument. Trading futures involves substantial risk of loss and is not suitable for all investors. Past performance of any indicator or strategy is not indicative of future results. Always conduct your own research and consult a qualified financial advisor before making any trading decisions. You are solely responsible for your own trading activity. Indicator
ES Breakout Toolkit Breakout Candle Scanner Free=== PART OF THE ES BREAKOUT TOOLKIT ===
This is one of several free, standalone indicators that make up the ES Breakout Toolkit series. Each indicator isolates a single component used in the full ES London Breakout Pro strategy. They are designed to be useful on their own and educational for traders studying what makes a quality breakout candle.
=== WHAT THIS INDICATOR DOES ===
The Breakout Candle Scanner identifies candles that meet specific structural criteria for a high-quality breakout. Not every candle that crosses a level is worth trading — this indicator filters for candles with strong body-to-range ratios, directionally committed close positions, and confirmed breaks above or below a recent range.
When a candle breaks out of a defined range AND meets the body ratio and momentum close thresholds, it is marked with a BUY or SELL label. A detail label shows the exact body percentage and close position so you can see why it qualified. An optional mode also marks strong candles that did not produce a breakout, which can be useful for studying candle quality across different market conditions.
=== HOW TO USE IT ===
Apply this to an ES futures chart on a 5-minute timeframe. The indicator will scan every candle and mark those that qualify as breakout candles. You can adjust the body ratio threshold, close position thresholds, breakout buffer, and range lookback in the inputs.
Body Ratio measures how much of the candle's total range is real body vs wicks. Higher values mean more conviction. Close Position measures where price closed within the candle's range — a bullish candle closing near its high (70%+) or a bearish candle closing near its low (30% or below) indicates strong momentum commitment.
The dashboard tracks total bullish and bearish breakout candles as well as strong non-breakout candles, giving you a running count of candle quality during the session.
=== KEY FEATURES ===
- Breakout candle detection with body ratio and close position filters
- Configurable thresholds for all candle quality metrics
- ATR-based breakout buffer to filter false breaks
- Detail labels showing exact body% and close position% on each signal
- Optional mode to mark all strong candles (not just breakouts)
- Optional bar coloring for qualifying candles
- Optional London session filter
- Running stats dashboard
- Alerts for bullish and bearish breakout candles
=== ABOUT THE ES BREAKOUT TOOLKIT ===
This indicator is part of a free series that breaks down the building blocks of a London session ES futures breakout strategy. Other free indicators in the series cover session highlighting, consolidation range detection, ADX regime filtering, and momentum close analysis. Each is published separately on my profile.
The full ES London Breakout Pro indicator combines all of these components into a unified strategy with additional proprietary features including advanced risk management, trade qualification, and data tracking. It is available as an invite-only script on my profile. Use the access request instructions on that script's page if you are interested.
=== DISCLAIMER ===
This indicator is provided for educational and informational purposes only. It is NOT financial advice. It does not constitute a recommendation to buy, sell, or hold any financial instrument. Trading futures involves substantial risk of loss and is not suitable for all investors. Past performance of any indicator or strategy is not indicative of future results. Always conduct your own research and consult a qualified financial advisor before making any trading decisions. You are solely responsible for your own trading activity. Indicator
ES Breakout Toolkit ADX Regime Filter Free=== PART OF THE ES BREAKOUT TOOLKIT ===
This is one of several free, standalone indicators that make up the ES Breakout Toolkit series. Each indicator isolates a single component used in the full ES London Breakout Pro strategy. They are designed to be useful on their own and educational for traders looking to filter trades by market regime using ADX.
=== WHAT THIS INDICATOR DOES ===
The ADX Regime Filter classifies the current market environment into three states: Flat/Choppy, Trending, and Overextended. It does this using the Average Directional Index (ADX) with configurable minimum and maximum thresholds that define a "sweet spot" where the market is trending enough to produce clean breakouts but not so extended that it is likely to reverse or stall.
The indicator plots ADX alongside DI+ and DI- lines, highlights the sweet spot zone between your min and max ADX values, and provides visual markers when ADX enters or exits each regime. DI crossovers are also marked to help identify directional shifts.
=== HOW TO USE IT ===
Apply this indicator to a separate pane below your chart. The shaded zone between the min and max ADX lines represents the regime where trend-following and breakout strategies tend to perform best. When ADX is below the minimum, the market is likely choppy and breakout signals are less reliable. When ADX is above the maximum, the trend may be overextended and new entries carry higher reversal risk.
The dashboard shows the current ADX value, regime classification, DI direction, DI spread, ADX slope, and an overall trade readiness assessment. The DI spread reading helps confirm whether the directional move has conviction — a narrow spread suggests indecision even if ADX is technically in range.
=== KEY FEATURES ===
- Three-state regime classification (Flat, Trending, Overextended)
- Configurable ADX sweet spot zone with visual fill
- DI+/DI- directional lines with crossover markers
- ADX slope tracking (rising vs falling momentum)
- Optional bar coloring by regime and direction
- Background shading by current state
- Dashboard with ADX, regime, direction, DI spread, slope, and trade readiness
- Alerts for regime transitions and DI crossovers
=== WHY ADX BOUNDARIES MATTER ===
Most traders using ADX only set a minimum threshold. However, extremely high ADX readings often indicate that a trend is mature and vulnerable to exhaustion. By defining both a floor and a ceiling, you can focus on the portion of the trend cycle where momentum is building rather than peaking. This indicator makes that concept visual and actionable.
=== ABOUT THE ES BREAKOUT TOOLKIT ===
This indicator is part of a free series that breaks down the building blocks of a London session ES futures breakout strategy. Other free indicators in the series cover session highlighting, consolidation range detection, breakout candle scanning, and momentum close analysis. Each is published separately on my profile.
The full ES London Breakout Pro indicator combines all of these components into a unified strategy with additional proprietary features including advanced risk management, trade qualification, and data tracking. It is available as an invite-only script on my profile. Use the access request instructions on that script's page if you are interested.
=== DISCLAIMER ===
This indicator is provided for educational and informational purposes only. It is NOT financial advice. It does not constitute a recommendation to buy, sell, or hold any financial instrument. Trading futures involves substantial risk of loss and is not suitable for all investors. Past performance of any indicator or strategy is not indicative of future results. Always conduct your own research and consult a qualified financial advisor before making any trading decisions. You are solely responsible for your own trading activity. Indicator
ES Breakout Toolkit Consolidation Range Detector Free=== PART OF THE ES BREAKOUT TOOLKIT ===
This is one of several free, standalone indicators that make up the ES Breakout Toolkit series. Each indicator isolates a single component used in the full ES London Breakout Pro strategy. They are designed to be useful on their own and educational for traders studying consolidation and breakout mechanics on ES futures.
=== WHAT THIS INDICATOR DOES ===
The Consolidation Range Detector identifies periods where price is compressing into a defined range that meets specific quality criteria. It draws a box around the consolidation zone when the range is tight relative to its recent average and falls within acceptable ATR bounds — not too small to be noise, not too large to be a trend already in motion.
When price exits a valid consolidation range, the indicator marks the breakout direction with an arrow. A label at the end of each range shows the range size in points and as a multiple of ATR, giving you context on the quality of the setup.
=== HOW TO USE IT ===
Apply this to an ES futures chart on a 5-minute timeframe. The indicator will automatically detect and draw consolidation boxes when conditions are met. You can adjust the range lookback period, tightness filter, and ATR bounds in the inputs to match your preference.
The key readings to watch are the Range/ATR ratio and the Range vs Average ratio in the dashboard. A range that is small relative to ATR and below its own recent average is a higher-quality consolidation — it means price is compressing more than usual, which often precedes a directional move.
An optional session filter limits detection to the London session (12AM-6AM PT) if you only want to see consolidations during that window.
=== KEY FEATURES ===
- Automatic consolidation zone detection with visual boxes
- Tightness filter comparing current range to rolling average
- ATR-based minimum and maximum range bounds
- Breakout direction arrows when price exits a valid range
- Range size labels in points and ATR multiples
- Optional London session filter
- Dashboard with real-time range quality metrics
- Alerts for consolidation detection and breakout events
=== ABOUT THE ES BREAKOUT TOOLKIT ===
This indicator is part of a free series that breaks down the building blocks of a London session ES futures breakout strategy. Other free indicators in the series cover session highlighting, ADX regime filtering, breakout candle scanning, and momentum close analysis. Each is published separately on my profile.
The full ES London Breakout Pro indicator combines all of these components into a unified strategy with additional proprietary features including advanced risk management, trade qualification, and data tracking. It is available as an invite-only script on my profile. Use the access request instructions on that script's page if you are interested.
=== DISCLAIMER ===
This indicator is provided for educational and informational purposes only. It is NOT financial advice. It does not constitute a recommendation to buy, sell, or hold any financial instrument. Trading futures involves substantial risk of loss and is not suitable for all investors. Past performance of any indicator or strategy is not indicative of future results. Always conduct your own research and consult a qualified financial advisor before making any trading decisions. You are solely responsible for your own trading activity. Indicator
ES Breakout Toolkit London Session Highlighter FreePART OF THE ES BREAKOUT TOOLKIT
This is one of several free, standalone indicators that make up the ES Breakout Toolkit series. Each indicator isolates a single component used in the full ES London Breakout Pro strategy. They are designed to be useful on their own and educational for traders studying London session price action on ES futures.
WHAT THIS INDICATOR DOES
The London Session Highlighter marks the 12:00 AM - 6:00 AM Pacific Time window directly on your chart. During this session, it tracks and displays the developing session high, session low, and session open price as real-time reference levels. When the session closes, it labels the total range in points.
A small dashboard in the top-right corner shows whether the session is currently active, the session high and low, and the current range expressed as a multiple of ATR(20). This gives you an immediate sense of whether the session is producing normal or extended price action relative to recent volatility.
HOW TO USE IT
Apply this indicator to any ES futures chart on a 5-minute timeframe. The session start and end hours are adjustable in the inputs if you want to monitor a different window. The background highlight, range lines, and open line can each be toggled on or off depending on your preference.
The Range/ATR reading in the dashboard is particularly useful for gauging whether the session has room to expand or is already stretched. Values below 1.0x suggest a quiet session with potential for a breakout. Values above 2.0x suggest the session has already made a significant move.
KEY FEATURES
- Configurable session window (defaults to London 12AM-6AM PT)
- Real-time session high/low/open tracking
- Session range label on close
- Range vs ATR dashboard for context
- Clean, minimal chart overlay
- Alert not included — this is a visual reference tool
ABOUT THE ES BREAKOUT TOOLKIT
This indicator is part of a free series that breaks down the building blocks of a London session ES futures breakout strategy. Other free indicators in the series cover consolidation range detection, ADX regime filtering, breakout candle scanning, and momentum close analysis. Each is published separately on my profile.
The full ES London Breakout Pro indicator combines all of these components into a unified strategy with additional proprietary features including advanced risk management, trade qualification, and data tracking. It is available as an invite-only script on my profile. Use the access request instructions on that script's page if you are interested.
DISCLAIMER
This indicator is provided for educational and informational purposes only. It is NOT financial advice. It does not constitute a recommendation to buy, sell, or hold any financial instrument. Trading futures involves substantial risk of loss and is not suitable for all investors. Past performance of any indicator or strategy is not indicative of future results. Always conduct your own research and consult a qualified financial advisor before making any trading decisions. You are solely responsible for your own trading activity. Indicator
NBSG_DayTradingSuiteAn all-in-one day trading overlay designed by a futures trader for futures traders. It consolidates the key levels, anchored VWAPs, session volume profiles, and structural references that intraday traders typically spread across 3-5 separate indicators into a single, configurable script.
Built and defaulted for CME futures (ES, MES, NQ, MNQ, and similar instruments), but the session times are fully adjustable in settings. Traders on equities, crypto, or forex can adapt the indicator to their instrument by configuring the session windows to match their market's electronic trading hours.
The default session times are set for a trader operating in US Central Time (Chicago time). If you trade in a different timezone, adjust the session inputs accordingly.
This indicator is not a signal generator. It plots structure so you can make your own decisions.
FEATURES
Multiple Anchored VWAPs
The indicator plots two independent session-anchored VWAPs, each with optional standard deviation bands:
Overnight VWAP (VWAP 1) anchors at 17:00 CT (CME session open) and accumulates across the entire futures trading day through 16:00 CT. It resets cleanly each session. Optional 1SD and 2SD bands with fill show the statistical envelope around the developing VWAP.
NY Session VWAP (VWAP 2) anchors at 08:30 CT (Regular Trading Hours open) and accumulates through 16:00 CT. It includes a leapfrog mechanic: when the new RTH session begins, the prior session's VWAP is preserved and continues to plot as "Prev NY VWAP," giving you a reference for how price relates to yesterday's value during overnight trading.
Prev NY VWAP: This is the previous day's NY Session VWAP, which continues accumulating through the overnight session after the NY VWAP resets at 08:30. It provides a critical structural reference, particularly during the premarket and early RTH, showing where the prior session's volume-weighted equilibrium sits relative to current price. Many traders use the relationship between current price, the active NY VWAP, and the Prev NY VWAP to gauge directional bias.
All VWAPs use separate source, color, and line size settings.
Higher Timeframe VWAPs
Optional Weekly and Monthly VWAP overlays provide broader context without cluttering the chart. Disabled by default.
Session Volume Profiles (SVP)
Volume is distributed across the bar's high-low range using a configurable tick-based bin size (default: 2 ticks). The script calculates and plots:
Current Session SVP: POC and Value Area (VAH/VAL) for the active session, updating in real time.
Prior Day SVP: POC and Value Area from the previous completed session. These levels carry forward as horizontal references.
Last Week SVP: POC and Value Area from the prior completed week.
Each profile can be displayed as POC Only or POC + VA. The Value Area percentage is configurable (default: 70%).
Static Reference Levels
Prior Day High/Low (PDH/PDL): Previous day's range boundaries.
Last Week High/Low (LWH/LWL): Previous week's range boundaries.
Previous Session Close (PSC): The prior day's closing price.
Premarket High/Low (PMH/PML): Dynamically tracked during the 18:00-08:30 premarket session.
Opening Range (ORH/ORL): The first 15 minutes of RTH (08:30-08:45), with optional fill.
All static levels are individually togglable with independent color and size controls.
Deadzone
A configurable time window (default: 11:00-13:00 CT) highlighted with a background fill and border lines. This marks the midday period where volume and follow-through typically thin out on equity index futures. The time window is adjustable in settings.
Bar Coloring
Optional bar coloring based on the close's relationship to the three primary VWAPs (Overnight, NY, Prev NY). Bars are colored bullish when above 2 of 3, bearish when below 2 of 3, and neutral otherwise. Disabled by default.
Display Modes
A master display mode toggle lets you switch between:
Advanced All-Level: Shows everything you have enabled, the full suite.
Simplified VWAP: Strips the chart down to just the Overnight VWAP, NY VWAP, Prev NY VWAP, and Opening Range. All volume profiles, static levels, and the deadzone are automatically hidden. Useful for cleaner charts or when you want to focus purely on VWAP structure.
Labels
Every plotted level gets a text label with optional price display, offset to the right of the current bar for readability. Labels can be globally toggled on/off.
HOW TO USE
1. Add the indicator to your chart on an intraday timeframe (1m-30m recommended). It is defaulted for CME futures but can be adapted to any instrument by adjusting the session time inputs.
2. The default session times are built for US Central Time (Chicago). If your chart uses a different timezone, adjust the session inputs in the settings to match your market's session boundaries.
3. The default configuration shows most levels. Start by reviewing what each level represents, then toggle off anything that creates noise for your specific approach.
4. For cleaner charts, switch to "Simplified VWAP" mode, which isolates the core VWAP structure and Opening Range only.
CONFIGURATION
All session times, colors, line sizes, and visibility toggles are individually configurable. The settings are organized into numbered groups for clarity:
1. Master Display Mode
2. Session Times
3. NY VWAP Settings
4. Overnight VWAP Settings
5. Opening Range
6. Volume Profiles (SVP)
7. Static Levels
8. Higher Timeframe VWAPs
9. Deadzone
10. Bar Coloring
11. Labels
LIMITATIONS
The default session times are configured for CME futures with the standard 17:00-16:00 CT (close enough) session structure. If you are using this on equities, crypto, forex, or other instruments, you will need to adjust the session time inputs to match your market's electronic trading hours. The indicator will work on any instrument, but the session boundaries must be set correctly for accurate VWAP anchoring and level calculation.
This is a feature-rich script with multiple VWAPs, volume profiles, and level calculations running simultaneously. Tradingview handles it well the vast majority of the time, but on occasion the script may load slowly or display incompletely. If levels appear missing or the indicator looks off, a simple page refresh will typically resolve it.
The session volume profile uses a simplified volume distribution method (volume is evenly distributed across the bar's high-low range in tick-based bins). This is an approximation, not a tick-level volume profile. Accuracy improves on lower timeframes where bars have smaller ranges.
The Overnight VWAP session detection uses an hour-based reset (detecting when the bar's hour enters 17:00 in exchange time) rather than PineScript's built-in session boundary detection. This is intentional: on CME futures, the VWAP session (1700-1600) matches the instrument's native session, which prevents the standard session boundary method from firing correctly.
The deadzone time window relies on your chart's timezone setting. The default of 1100-1300 assumes US Central. Adjust if your chart uses a different timezone.
NOTES
This script is original work, but it stands on the shoulders of giants. The concepts and ideas behind it draw from numerous traders, educators, and open-source contributors who have freely shared their knowledge with the trading community. VWAP, volume profile, session levels, and opening range are not new ideas. What this script attempts to do is bring them together in a thoughtful, configurable way that reflects how an active futures day trader actually uses these tools in practice.
I built this for my own trading first. I am sharing it as open source because the open-source community on Tradingview gave me the foundation to learn, and this is my way of giving back what I have been given.
This is a structural tool, not a trading system. It does not generate buy/sell signals, alerts, or backtest results. Use it as a framework for building your own context around price action.
It's all risky, so you may as well make the bet.
Indicator
Indicator
Auto-Basis ES to SPXThis indicator is a specialized utility for traders who analyze market structure using ES (S&P 500 E-mini Futures) levels but execute or monitor trades on the SPX (S&P 500 Cash Index).
Because futures contracts trade at a premium or discount to the cash index (the "Basis"), ES levels cannot be plotted directly on an SPX chart without significant manual math. This script automates that conversion by calculating the spread between a user-defined ES contract and the SPX index, applying that offset to your levels instantly.
How to Use
Input Levels: Paste your ES levels into the "Paste ES levels here" text area. The script recognizes the following format:
Pivot Level: 6150.25
Resistance Levels: 6165.50, 6180.75
Support Levels: 6140.25, 6125.00
Select Your Contract: Under the "ES Contract Ticker" setting, you can choose which contract to use for the basis calculation. It defaults to the front-month continuous contract (CME_MINI:ES1!), but can be changed to specific quarterly contracts (e.g., ESH2026).
Choose Basis Mode:
Daily Open: Capture and lock the spread at the 9:30 AM EST market open. This provides static, non-moving levels for the duration of the session.
Live: Continuously updates the spread, allowing levels to drift in real-time as the futures-to-cash relationship fluctuates.
Key Features
Automated Numbering: Automatically parses your input to label levels as R1, R2, R3... and S1, S2, S3... sequentially.
Customizable Line Styles: Choose between Solid, Dashed, or Dotted lines and adjust the thickness to fit your chart's theme.
Visual Zones: Toggle "Show Zones" to display a shaded area (adjustable in ticks) around each level for better context on supply and demand areas.
High-Contrast Labels: Labels default to Normal size with Black Text on a White Background, positioned to the right of the price action for maximum readability.
Information Dashboard: A small table in the Bottom Right displays the active Ticker, Basis Mode, and the current mathematical offset being applied. Indicator
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Indicator
Multi-Index VWAP DashboardTo post this on the PulseWire Community Scripts, you want a description that highlights its multi-instrument correlation and institutional session data. It’s not just a VWAP indicator; it’s a "Tape Reading" dashboard for index traders.
Here is a structured description you can copy and paste:
Description
Overview
The Multi-Index Institutional VWAP Dashboard is a high-performance Tape Reading tool designed for NQ, ES, and YM traders. It provides a real-time "at-a-glance" matrix of how the three major US Indices are performing relative to critical institutional benchmarks. Instead of cluttering your main chart with dozens of lines, this dashboard compiles the data into a clean, Bookmap-inspired UI.
Key Benchmarks Tracked
The dashboard monitors price action for NQ, ES, and YM against:
NY VWAP: Anchored specifically to the New York Open (09:30 AM ET).
PD NY VWAP: The closing value of the previous day's New York session VWAP—a major level for institutional mean reversion.
LOD/HOD Anchored VWAP: Dynamic VWAPs that re-anchor automatically to the current Day's High and Day's Low.
15m Opening Range (OR): Detects if price is trading Inside, Above (▲), or Below (▼) the first 15 minutes of the NY session.
Trend Matrix: A real-time momentum filter for each index to identify cross-market divergence.
Features
Bookmap Style Visuals: Uses custom bubble icons (◎) for a modern, heat-map aesthetic.
Timezone Optimized: Hard-coded for New York Session hours while respecting your local chart offset.
Customizable Layout: Full control over dashboard position (Top/Bottom/Corners) and text sizing to fit any monitor resolution.
Cross-Index Correlation: Easily spot "SMT Divergence" (e.g., when NQ is above its NY VWAP but ES is below it).
How to Use
Bullish Confirmation: Look for "All Green" bubbles across all three indices, specifically price holding above the NY VWAP and OR High.
Mean Reversion: Use the PD NY VWAP and HOD/LOD VWAP as targets or areas of interest for potential reversals.
Trend Divergence: If NQ is showing "Bullish" while YM is showing "Bearish," exercise caution as the indices are decoupled.
Settings Tips
Position: Move the dashboard to the "Bottom Right" if you have other indicators at the top.
Style: Toggle between "Solid," "Bubble," or "Ring" icons in the script settings to match your chart's theme. Indicator
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