ATK/DEF DMI Dimensional Analysis📊 ATK/DEF DMI Dimensional Analysis
DMI Dimensional Analysis is a multi-dimensional market analysis tool built around the Directional Movement Index (DMI) framework.
Unlike traditional DMI displays that mainly show ADX, +DI, and -DI values separately, this indicator reorganizes directional movement data into several analytical dimensions to provide a clearer view of market structure, directional strength, momentum condition, and internal balance.
The goal of this indicator is to visualize how directional forces develop and interact within the market environment, helping users observe changes in market dynamics through a structured analytical framework.
⚙️ Momentum Engine
The Momentum Engine represents the current relationship between positive and negative directional movement.
By comparing +DI and -DI behavior, the indicator displays the current directional dominance state and helps visualize the balance between bullish and bearish pressure.
This component focuses on the internal direction of market movement rather than isolated indicator values.
⚡ Momentum Speed
Momentum Speed evaluates the intensity level of directional activity using ADX-based measurements.
The indicator categorizes directional strength into multiple levels, allowing users to observe whether market movement is developing with stronger momentum or remaining in a lower-energy condition.
This provides a simplified view of market activity intensity.
💪 Momentum Power
Momentum Power analyzes the relationship between +DI and -DI differences.
It measures the relative strength between opposing directional forces and displays whether the current movement environment has stronger positive or negative directional influence.
This dimension focuses on directional force comparison.
📈 Momentum Market Index
The Momentum Market Index combines ADX strength and directional separation into a normalized analytical value.
This index provides a broader perspective of the current market environment by evaluating:
• Trend strength
• Directional separation
• Movement participation
The purpose is to represent overall market condition through a single dimensional measurement.
📡 DMI Radar
The DMI Radar combines multiple internal DMI components into a unified analytical layer.
The radar structure considers:
• ADX trend strength
• Directional difference
• Momentum behavior
• Balance condition
• Directional transition state
Instead of focusing on one individual calculation, the radar provides a broader visualization of DMI characteristics.
⚖️ Balance Index
The Balance Index measures the relationship between positive and negative directional forces.
It helps visualize whether the market is experiencing:
• Balanced directional conditions
• Moderate directional imbalance
• Strong directional imbalance
This dimension is designed to display the internal equbrium of market movement.
🔴🟢 Swing Point Integration
The indicator integrates S High and S Low identification with DMI dimensional information.
Each detected swing point can display additional contextual information, including:
• Momentum Speed
• Momentum Power
• Market Index condition
This allows users to examine histor swing structures together with directional movement characteristics.
📊 Analytical Table
The integrated dashboard provides a compact overview of the current DMI environment:
• Momentum Engine
• Momentum Speed
• Momentum Power
• Momentum Market
• Balance Index
• DMI Radar
• ADX / +DI / -DI reference values
The table is designed to organize multiple DMI dimensions into a clear visual format.
Concept
Traditional DMI analysis usually focuses on individual lines such as ADX, +DI, and -DI.
This indicator takes a different approach by transforming DMI information into a dimensional analysis framework.
It does not attempt to replace the original DMI calculation. Instead, it provides a structured visualization method to stu directional behavior, market rhy, and internal force relationships.
The indicator is designed for users who want to explore market direction characteristics through a multi-layer DMI perspective.
Disclaimer
This indicator is created for market analysis and visualization purposes only.
It does not provide finan advice, tra recommendations, or guar market outcomes. Indicator
Trend Analyser Pro V3Trend Analyser Pro V3 is a multi-factor, overlay-based trading indicator for intraday and short-term analysis.
It combines trend, momentum, candlestick patterns, and key price-location levels to generate LONG, SHORT, and EXIT signals. The indicator uses a configurable EMA/SMA trend filter, RSI, Stochastic, MACD, daily pivot points, and Camarilla support/resistance levels.
Signals use a four-part scoring system:
Trend direction
Momentum confirmation
Candlestick confirmation
Proximity to support or resistance
It includes configurable signal confirmation, cooldown periods, opposite-signal behaviour, session filtering, optional session-end exits, trade-zone highlighting, a dashboard, and alert conditions for long entries, short entries, and exits.
Designed for discretionary analysis, it is not financial advice and should be used with risk management and independent confirmation. Indicator
Indicator
CVD Divergence Pro# CVD Divergence Pro
**Cumulative Volume Delta with ATR-ZigZag pivot detection and multi-pivot divergence mapping.**
---
## What it does
This indicator plots Cumulative Volume Delta (CVD) as a line or candles, then automatically detects and draws **divergences between price structure and order flow** — on both the indicator pane and the price chart.
Two divergence types are detected:
- **Bearish** — price makes a *lower high* while CVD makes a *higher high*. Buyers pushed harder, but price could not follow. Consistent with a larger seller absorbing that buying with resting limit sells.
- **Bullish** — price makes a *higher low* while CVD makes a *lower low*. Sellers pushed harder, but price would not break. Consistent with a larger buyer absorbing that selling with resting limit buys.
Each confirmed divergence draws a connecting line between the two pivots on the CVD pane **and** the corresponding line between the two price pivots on the chart itself, so the structural claim is visible in both series at once.
## How to use
**1. Set the reversal threshold first.** Enable *Show ZigZag skeleton* and adjust *Reversal threshold* until the dashed skeleton matches the swings you would mark by hand. Everything downstream depends on this, so tune it before touching any filter.
**2. Read a signal from its tooltip.** Hover any label. It reports the price and CVD values at both pivots, the strength in multiples of average bar delta, bars apart, swing amplitude in ATR, and how many pivots were skipped to form the pair. Strength is the number to weigh — a 5× divergence and a 2× divergence are not the same claim.
**3. If a divergence you can see by eye is not flagged**, enable *Mark confirmed pivots*. This separates the two failure modes:
- No dot at your swing → the ZigZag never registered it as a pivot. Lower the Reversal threshold.
- Dots present but no line → a quality filter rejected the pair. Widen *Max bars*, or lower *Min price swing* / *Min CVD divergence*.
**4. Alerts.** Six conditions are exposed: confirmed bearish, confirmed bullish, early bearish, early bullish, and combined bearish/bullish. Use the confirmed conditions for anything mechanical; the early conditions are anticipatory and will produce signals that do not develop.
**5. Check the information box.** It reports the reset mode, the lower timeframe used for intrabar data, average intrabars per chart bar, history coverage, current ATR and reversal distance in points, and the current CVD significance threshold. If average intrabars falls below 5 the box turns red — delta values are unreliable at that resolution.
---
## Limitations — please read
- **Delta here is inferred, not true bid/ask data.** Like PulseWire's built-in CVD, this classifies intrabar volume as buying or selling using intrabar price direction. It is an approximation of aggressor side, not actual trade-side data from an exchange feed. Instruments and timeframes where that approximation breaks down will produce misleading CVD.
- **Intrabar history is capped.** PulseWire limits how many lower-timeframe bars can be requested, so on long histories only the most recent portion has intrabar data. The information box reports actual coverage — check it before drawing conclusions from older signals.
- **Requires real volume.** Symbols without volume from the data provider will error. Forex spot and some indices are affected.
- **A divergence is context, not a trade signal.** It describes a disagreement between price and inferred order flow at two points in time. It says nothing about when, or whether, that disagreement resolves. Divergences persist and fail regularly.
- **Early warnings are unconfirmed by construction.** They fire before the swing completes and will sometimes not develop into anything.
- **Changing the reset mode changes every signal**, because CVD values are only comparable within a reset period.
No performance claims are made or implied. This is an analysis tool, not a strategy, and it has not been presented with backtest results because divergence context is not mechanically tradeable on its own.
---
## Credits and licence
Released under the **Mozilla Public License 2.0**.
- The Cumulative Volume Delta calculation core, the intrabar volume classification logic, and the reset-mode framework are from PulseWire's open-source **Cumulative Volume Delta** indicator — © PulseWire, MPL-2.0. This script is a derivative work of it.
- Uses the **PineCoders** `Time` and `lower_tf` libraries, and the **PulseWire** `ta` library.
- Original contributions in this version: the ATR ZigZag pivot engine replacing fixed-lookback pivots, multi-pivot divergence comparison, order-flow-normalised strength scoring, the quality-filter and signal-hygiene layers, reset-generation invalidation, dual-pane divergence line rendering, and the early-warning logic.
---
Indicator
Nwog - Ndog Tracker (M1D)NWOG - NDOG Tracker (M1D)
Maps the two electronic-session opening gaps on index futures and tracks how much of each one price has traded back through.
A New Day Opening Gap is the distance between the prior session's 17:00 close and the 18:00 Globex reopen — the CME maintenance halt. A New Week Opening Gap is the distance between Friday's 16:59 close and the Sunday 18:00 reopen. These are electronic-session boundaries and are deliberately not the 09:30 cash open or the 16:14 regular-hours close, which belong to a different gap entirely.
How It Is Built-
No bar prints inside either window, so the bar immediately preceding a reopen always carries the true prior close. Both gaps read their origin from that bar rather than from a bar found by its clock time, which is what keeps them correct through a holiday or an early close — on those days the scheduled closing bar never prints at all, and a tool that waits for it builds the gap off a stale price.
A gap is read from the side its reopen landed on. Opening above the prior close leaves the unfilled area below price, where it stands as support. Opening below leaves it overhead as resistance.
Every boundary is detected on the bar that contains its target time rather than by comparing bar-open times, so each one resolves correctly on any intraday timeframe. All detection runs on confirmed bars only.
What It Draws-
Each gap is a box spanning from its origin to its right edge, captioned with its direction, type and date. The caption sits level with the consequent encroachment just past the right edge, and holds the same visual distance from the box at any zoom.
Direction and type are carried separately so neither has to be inferred from the other. The box fill stays keyed to the type, daily and weekly each keeping their own wash, while the border and the caption arrow carry the polarity.
Levels inside a gap are optional. Quadrants draw 0.25, the consequent encroachment and 0.75. Octants draw eighths. Each level's value is printed beside the right end of its own line, level with it at any zoom, and the consequent encroachment is named CE and carries its own colour. The gap high and low are the box itself and are not redrawn as levels.
A table lists the tracked gaps newest first, each with its direction and the percentage of it that price has covered, and a count of how many remain unfilled. The callout arrow in the example chart points from a gap to this table so the two can be matched up at a glance.
Settings-
Gap times, session close, and the reopen times are each adjustable and independent of one another.
Extend controls how far a box runs. Until next gap keeps only the newest box tracking price, clipping the previous one as a new gap forms. Extend to price runs every kept box to the current bar. End of day stops each at the session close. The weekly gap adds End of week, which stops it at Friday's close and keeps it visible for a set number of weeks afterwards.
Direction colouring can be switched off, in which case every border and caption falls back to the single border colour. The two direction colours themselves are adjustable.
Keep-last counts, fill and border colours, label size, and the table position and length are all adjustable.
Notes-
Fill percentage is the share of a gap's own range that price has covered, measured between the deepest and shallowest points reached inside it. It only increases, and reaches 100 percent once price has covered the gap end to end. It is deliberately direction-agnostic: it records how much of the gap has been consumed, not which side consumed it.
Being traded through does not remove a gap. A filled gap stays on the chart, and only the keep-last count clears it.
Disclaimer-
This script reports where these gaps sit and how much of each has been consumed. It does not generate signals and it is not financial advice. Indicator
ZH Filter 007A market-timing overlay with four modules working together to tell you what state the market's in and when a run may be exhausting.
**Weekly MACD regime background.** The core engine. It computes a standard MACD — line = EMA(6) − EMA(20), signal = EMA(9) of that line — but pulls it from the **weekly** timeframe (all lengths and the timeframe are inputs; defaults 6/20/9/W). The background then resolves by priority: **green** when the weekly MACD line is above its signal (confirmed risk-on); **teal** when it's not yet bullish but the daily 10 SMA is above the 20 *and* the weekly MACD line is rising week-over-week (early warning that strength is building ahead of the weekly cross); **red** otherwise (if enabled). Green always wins the moment the weekly confirms, so teal drops off then. The teal "rising" test uses a dedicated prior-*week* MACD value so it doesn't read as flat within a week. Two alerts fire on the weekly line crossing its signal up or down.
**Moving averages.** Daily 10, 20, 50, 100, 200 SMAs, each with its own toggle and color (10 red, 20 black, 50 blue, 100 orange, 200 purple; 200 thicker). The 10 and 20 also feed the teal early-shade and the Trend Stopper's MA gate.
**Trend Stopper / Kill Candle.** Flags a single climax/distribution down-candle that tends to end an uptrend, marked with a red "STOP" triangle above the bar. Fires only when all eight conditions align at once: a down day; late in an extended run (40+ sessions since the last −3% decline); range ≥ 2.2× the 40-bar average; volume ≥ 1.2× average; body ≥ 80% of range; close in the bottom 12% of range; prior close above the 50 SMA; and the 10 above the 20. Two optional overlays — a stats label on each STOP bar, and a diagnostic mode that labels near-miss down days with a PASS/FAIL breakdown of all eight conditions — for tuning. A stopper alert is wired.
**Metrics table (top-right).** Live QQQ daily % change and a breadth read (BRD) computed as (ATHI.US − ATLO.US)/ATLO.US × 100 — new-highs-minus-new-lows pulse. Each colors green/red by sign, with size and colors configurable.
In practice: the background is your go/no-go gate (teal warns early, green confirms, red keeps you out), the MAs frame trend and pullbacks, the Trend Stopper flags when to step aside or trim, and the table gives a quick tape-and-breadth read — all aimed at timing when to engage versus stand aside. Indicator
Indicator
Strategy
DoubleUp ORB LiteDoubleUp ORB Lite - Opening Range Breakout with A-D Grading
DoubleUp ORB Lite marks the opening range for a session you define, plots breakout extension levels, and grades each breakout A through D so you can separate a stronger breakout from a weaker one instead of treating every range break the same. It is the free entry point to DoubleUp ORB+.
How it works;
You define the opening range as a time window (entered as HHMM-HHMM - the default 0930-0945 captures the first fifteen minutes of the US session), with a separate control for which days it applies. During that window the script builds the range from either the high/low or the close, marks the range and its midpoint, and plots three breakout extension levels above and below at multiples of the range height (default 1x, 2x, 3x).
Before it trusts a break, it checks the range's own quality: the opening range is measured as a percentage of ATR-14 and compared to a minimum you set (default 30%). When the range comes in abnormally compressed it is flagged NARROW and its breakouts are drawn in grey, because a break out of an unusually tight range is more often noise than genuine expansion. An optional filter can also require the breakout's bar volume to exceed the session average.
How the grading works
Each breakout is scored on a small weighted model rather than a single trigger. The factors are real and script-derived: which side of session VWAP the breakout sits on, and a volume surge measured against the moving average ( a strong surge above 1.5x carries double weight versus a marginal one). The total maps to a letter grade printed on the breakout, so the grade is auditable rather than a black box. This grading approach, a specific, chart-derived criteria rather than a generic "trend" or "scalping" label, is the core of what the tool does.
Also included:
Session VWAP, the opening range midpoint, previous-day high and low levels, and a visual ATR trailing stop at 1.0x ATR-14, so a graded breakout comes with a ready reference for invalidation.
How to use it;
Set the Opening Range session to your instrument's open and match the time zone. Raise the minimum range/ATR threshold in choppy conditions to grey out low-quality breakouts, and use the grade to decide which breaks are worth acting on. Works on intraday timeframes across futures, indices, and other liquid instruments.
The full DoubleUp ORB+ adds Fibonacci extension levels, a higher timeframe bias and multi-timeframe volume filters, order block and breaker zones, a Fair Value Gap system, a volume profile, instrument presets with position sizing, and a full trade plan with graded targets. Indicator
DoubleUp VWAP LiteDoubleUp VWAP Lite - Session VWAP with A-D Reclaim Grading
DoubleUp VWAP Lite plots session-anchored VWAP with standard-deviation bands and grades each VWAP reclaim A through D, so you can tell a high-quality reclaim from a weak one instead of treating every VWAP cross the same. It is the free entry point to the DoubleUp VWAP System.
How it works;
The script anchors VWAP to the trading session and draws two standard-deviation bands above and below it (default 1.0 and 2.0). A signal fires when price closes back across VWAP - above for a bull reclaim, below for a bear rejection - and can optionally require the signal bar's volume to exceed the 20-period average before it qualifies.
How the grading works (what makes this different)
Each reclaim is scored on a small weighted model rather than a single trigger. The factors are real and script-derived: which side of session VWAP the close sits on, a volume surge measured against the 20-period average (a strong surge above 1.5x carries double weight versus a marginal one), and distance from VWAP- a reclaim that happens close to VWAP scores higher than one that fires after price has already extended, because the extended entry sits worse against the same invalidation level. The total maps to a letter grade, and the raw score is printed beneath each signal (out of the model's maximum) so the grade is auditable rather than a black box. This grading approach - specific, chart-derived criteria rather than a generic "trend" or "scalping" label - is the core of what the tool does.
Also included;
Previous-day high and low levels, and a visual ATR trailing stop at 1.0x ATR-14, so a graded reclaim comes with a ready reference for invalidation.
How to use it;
Use it on intraday timeframes on any volume-bearing instrument. Keep the volume requirement on for liquid instruments to filter weaker reclaims; turn it off on thin instruments where the 20-period volume average is unreliable. Lean on the grade to decide which reclaims are worth acting on.
The full DoubleUp VWAP System adds Daily and Weekly VWAP anchors, three more signal types (rejection, extension, and SD-band rejection), Heikin Ashi and higher timeframe filters, position sizing, and a full trade plan. Indicator
Indicator
The Ultimate FRVP toolPeriodic FRVP — Weekly / Session Volume Profiles + Naked POC/VA + Volume Nodes
Fixed-range volume profiles anchored to the period of your choice — weekly, daily, monthly, or a fully custom intraday session — with naked-level tracking, HVN/LVN zone detection, and a VRVP-style composite profile.
🔹 Anchored profiles
Anchor profiles to Weekly / Daily / Monthly periods or a custom session with your own time slot and timezone
Session presets included: US RTH, US ETH/Globex, London, New York FX, Tokyo
Optional live (developing) profile for the current period, updating in real time
Choose how many completed profiles stay on the chart
🔹 High-resolution, intrabar-accurate
Up to 512 rows per profile (drawn via polylines, not boxes — high row counts are cheap)
Intrabar precision: volume is binned from lower-timeframe data (auto-selected or fixed), so profile shapes are accurate on any chart timeframe
Two render styles: classic bars or a filled silhouette
Standard FRVP controls: rows, Value Area %, POC / VAH / VAL lines, colors
🔹 Naked levels that cut when hit
Naked POCs and naked VAH/VAL edges extend right until price trades into them
On a hit the line is cut exactly at the hit bar (and dimmed), or deleted entirely — your choice
Hit condition selectable: wick touch or body touch
Price labels pinned at the right edge, plus alerts for naked POC hits and naked VA-edge hits
🔹 HVN / LVN zones
Low-volume and high-volume nodes are auto-detected per profile and drawn as translucent zones — including on the live profile
Adjustable detection: threshold as % of POC volume, row smoothing, minimum zone height, and search inside the Value Area only
Each zone type independently extends right, stays inside the profile, or extends both ways
🔹 Composite profile
Merges the last N completed periods (optionally including the live one) into one profile pinned to the right edge of the visible range, VRVP-style — it follows your scroll and zoom
Width set as a % of the visible span; horizontal shift lets you push it into your right margin or pull it over the price action
Bars can face left (toward price) or right
⚙️ Notes
Custom sessions require an intraday chart timeframe
Intrabar history is limited by PulseWire (~100k intrabars); older periods automatically fall back to chart-bar binning
At high row counts (128–255), raise the node-detection smoothing (5–9) so LVN/HVN zones stay meaningful
Pine can't read the width of your empty right margin (only chart-native VRVP can), so use the composite's horizontal shift to place it where you like
How I use it: weekly profiles on a 1H chart, LVNs inside the value area marked as gray zones extending right — untested LVNs are where price tends to move fast, and naked POCs/VA edges act as magnets until they're tapped and cut. Indicator
Indicator
Indicator
10AM & 10PM Open Levels10AM / 10PM Opening Levels
The 10AM / 10PM Opening Levels indicator automatically plots the opening price of the 10:00 AM and 10:00 PM New York sessions as clean horizontal support and resistance levels.
These opening prices frequently become important intraday reference points where price reacts, consolidates, breaks out, or reverses. Many traders use them as directional bias levels or confluence with market structure, liquidity, order blocks, fair value gaps, Fibonacci retracements, and supply & demand zones.
Features
• Automatically detects the 10:00 AM and/or 10:00 PM New York open.
• Draws horizontal price levels from each session open.
• Fully customizable colors, line style, width, and line length.
• Optional labels for quick identification.
• Keep historical levels or display only the most recent ones.
• Adjustable maximum number of historical levels stored on the chart.
• Supports any PulseWire timeframe.
Common Uses
* Intraday support and resistance
* Trend confirmation
* Breakout validation
* Reversal areas
* Confluence with:
* Order Blocks
* Fair Value Gaps (FVGs)
* Supply & Demand
* Liquidity sweeps
* Fibonacci retracements
* Market Structure
Settings
* Enable/disable 10 AM level
* Enable/disable 10 PM level
* Time zone selection
* Line color
* Line width
* Line style
* Line length
* Label colors
* Historical levels on/off
* Maximum number of stored levels
Notes
The indicator uses the opening price of the bar that begins at 10:00 AM or 10:00 PM in the selected timezone (default: America/New_York).
These levels are intended to serve as objective reference points and should be used alongside your own trading plan and risk management. Indicator
Oybek stats**PM Gap Scanner — 10 Tickers**
Monitors up to 10 symbols at once and fires an alert when a stock moves away from its previous regular-session close by more than a set threshold during pre-market hours.
Key features:
- Ten user-defined symbols, each with its own threshold (set to 0 to fall back to the global one)
- Threshold measured in points or percent
- Direction filter: gap up only, gap down only, or both
- Configurable pre-market window (default 04:00–09:30 ET)
- One alert per ticker per day, optional
- On-chart table showing live Δ$ and Δ% for every symbol, with a highlight on triggered rows
- Alert message includes ticker, gap in points and percent, previous close, current price, and the threshold that fired
Setup: add to a 1-minute chart with Extended Trading Hours enabled, then create an alert using "Any alert() function call" set to Once Per Bar. A single alert covers the whole list. Indicator
Indicator
PSRC | NYAM 3X Liquidity Sweep V31. Executive Summary
PSRC-LSMSS is a multi-timeframe Pine Script v6 AI Engine that identifies 3 key institutional liquidity raids during the New York AM session and confirms them against a structural market-shift model before generating a tiered, alert-ready signal. It was built following an explicit Quant-First, Code-Second discipline: the edge hypothesis, timeframe stack, and risk model were defined before a single line of entry logic was written, and every stage of the resulting pipeline has been individually stress-tested against three months of live tick data across six markets.
This manual documents what the indicator does, why its architecture reflects institutional development standards, how to configure it correctly, which assets and timeframes it is validated for, and — just as importantly — what it has not yet proven. Section 8 (Validation Status) should be read in full before any live use.
2. Core Methodology
2.1 The Edge Thesis
Institutional order flow requires liquidity to fill size. Retail stop-losses and breakout orders cluster at obvious levels — session highs and lows, the prior day's high/low, and equal highs/lows (double tops/bottoms). Smart money routinely engineers price through these levels to access that resting liquidity before reversing in the intended direction. The New York AM session (approx. 08:30–11:00 EST) is the highest-probability window for this behavior because it carries the volume and volatility to sweep multiple stacked pools — left over from the Asian and London sessions — in a single move, and because it frequently sets the day's true directional bias.
2.2 Market Logic
The core hypothesis is confluence-weighted: the more distinct liquidity pools are swept in the same raid, the larger the implied institutional fill, and the higher the probability that the subsequent reversal is genuine rather than a shallow stop-run that continues in the original direction. The indicator scores this numerically (0–4) rather than relying on a single swept level, and only arms a setup once a configurable minimum score is met.
2.3 The Multi-Timeframe Stack
Every arm decision passes through four independent timeframe roles, each with a distinct job:
• Bias (Daily + H4): Directional filter. A setup is only considered valid when the higher-timeframe structure agrees with the direction of the reversal being traded.
• Confirmation (H1): A secondary bias check, displayed for context and optionally enforced as a hard gate.
• Detection (M5): Where the actual liquidity sweep and Change-of-Character (CHoCH) / Market Structure Shift (MSS) are identified.
• Entry Refinement (M1): Where the retracement into a Fibonacci OTE zone and the final micro-structure confirmation are timed. The indicator must run on the M1 chart for this layer to function correctly.
3. Why This Is Institutional-Grade Engineering
“Institutional-grade” in this document refers to engineering methodology — the discipline and rigor applied to building and validating the system — not a claim about proven returns. Five design properties distinguish this build from a typical retail indicator:
3.1 Non-Repainting Architecture
All higher-timeframe structure is derived from confirmed pivots (a pivot only exists once price has moved a defined number of bars past it), and all cross-timeframe data requests use lookahead-disabled security calls. The Previous Day High/Low reference uses only the prior, fully-closed daily bar. Nothing in the signal path depends on a bar that has not yet closed at the relevant timeframe.
3.2 Liquidity Confluence Scoring
Rather than a binary “price broke a level” trigger, the indicator maintains independent swept/unswept state for four liquidity pool types per session and requires a configurable minimum score before arming. This directly encodes the edge thesis in Section 2.2 rather than trading every isolated sweep.
3.3 Tiered Signal Classification
Entries are not treated as pass/fail. A retracement into the 62–79% Fibonacci zone (“Premium”) sits close to the invalidation line and offers materially better risk/reward than a 50–61% retracement (“Standard”). The indicator labels each fired signal by tier so position sizing and conviction can be adjusted per trade rather than treating every alert identically.
3.4 ATR-Relative Adaptive Logic
Structural pivot tolerances, volatility filtering, and invalidation buffering are all expressed as multiples of Average True Range rather than fixed price distances. This allows the same configuration to operate correctly on a $4,100 gold contract and a 1.14 EUR/USD rate without per-instrument hand-tuning.
3.5 Built-In Diagnostic Transparency
The indicator ships with an optional Signal Funnel panel that records, in real time, exactly how many candidate setups pass each individual gate — session timing, bias resolution, direction match, confluence, volatility filter, zone-tap, and final confirmation — plus an ATR-normalized overshoot distribution for every setup that reaches a zone. This is the same instrumentation used internally during development to diagnose and correct three separate defects before this release. Institutional systems are audited, not trusted blindly; this indicator exposes its own internals so you can audit it too. Indicator
Indicator
MMF Flow Regime Classifier# MMF Flow Regime Classifier
**Part of the Financial Conditions Index suite** (alongside Real Yields Monitor, Macro Risk Regime, and Financial Conditions Index).
## Overview
Money market fund assets are one of the cleanest reads on where cash sits in the risk cycle — but raw MMF levels are a poor timing signal on their own. Assets grind structurally higher with nominal GDP and rates, so a rising balance doesn't necessarily mean flight to safety, and a *falling* rate of growth doesn't necessarily mean risk appetite either. Historically, MMF assets have *risen* through most easing cycles (2001, 2008, 2020) as fear dominates the falling-carry math, and real yields can actually rise into a growth scare even as nominal rates fall.
This indicator resolves that ambiguity by classifying MMF flow momentum against front-end rate direction, producing five distinct regimes instead of a single ambiguous line.
## Methodology
1. **Flow momentum**: a smoothed, standardized (z-scored) rate-of-change of retail money market fund assets (FRED:RMFSL), optionally normalized by M2 (FRED:M2SL) to strip out the structural nominal growth in cash balances and isolate genuine *cash preference* rather than accumulation.
2. **Real outflow test**: independently checks whether the raw dollar level of MMF assets actually declined over the lookback window — this is what separates genuine outflows from decelerating inflows, which look similar in a z-score but mean very different things.
3. **Rate direction**: the trailing change in a front-end rate proxy (2Y yield by default; 3-month bill selectable).
These three signals combine into five regimes:
| Regime | Condition | Color | Meaning |
|---|---|---|---|
| **DEPLOYMENT** | Rates falling + real outflows | Teal | Easing is being believed — cash moving out the risk curve. Strongest risk-on confirmation. |
| **FEAR** | Rates falling + assets building | Red | The 2008 signature — policy easing but fear winning. Risk-off despite lower rates. |
| **CARRY** | Rates rising + assets building | Orange | Mechanical cash attraction under tightening (e.g. 2022–23). |
| **MELT-UP** | Rates rising + real outflows | Bright cyan | Rare — risk appetite strong enough to overwhelm rising cash yields. |
| **DECEL** | Flow momentum negative but level still rising | Slate blue | Not an outflow. Inflows are simply slowing relative to trend — a "watch, don't act" state. |
The DECEL state is deliberately colored apart from the true-outflow states (DEPLOYMENT/MELT-UP) — momentum turning negative is not the same as money actually leaving money market funds, and conflating the two was a design flaw in earlier iterations of this tool.
## How to read it
- **Warm colors (orange/red) = cash building.** Rate direction tells you whether that's a tightening response (orange) or fear despite easing (red).
- **Bright cool colors (cyan/teal) = cash actually leaving.** Rate direction separates confirmed deployment (teal) from a rarer melt-up (cyan).
- **Slate blue = deceleration only.** Assets are still growing; treat as neutral-to-mildly-constructive, not a risk-on signal.
## Inputs
- MMF and M2 source series (FRED symbols, user-selectable)
- Front-end rate proxy (2Y yield or 3-month bill)
- Flow ROC lookback, z-score lookback, smoothing, rate-direction lookback
- Neutral band (suppresses regime flips from marginal z-scores)
- Regime persistence filter (requires N consecutive bars before a regime is confirmed, to suppress single-bar noise)
- Toggle for M2-normalized ("cash preference") vs. raw-level flow momentum
## Notes and limitations
- FRED series publish on a lag and revise; treat the most recent bar(s) as provisional.
- Best run on monthly resolution — the underlying data updates monthly (RMFSL). The script computes its statistics natively in that timeframe regardless of chart resolution, so weekly/daily charts will show the same values as monthly, just repainted intramonth until the month closes.
- This is a positioning gate, not a standalone signal. It's designed to be read alongside a rates/real-yield framework (e.g. this suite's Financial Conditions Index or Real Yields Monitor) — the regime table only tells you the *direction* of cash flow relative to rates, not why. A DEPLOYMENT or FEAR reading should be cross-checked against actual price action before treating it as confirmation. Indicator
Indicator
MTF ATR SL LevelThis Pine Script (Version 6) is a technical indicator for PulseWire called "MTF ATR Level".
In short: The indicator calculates the Average True Range (ATR) – meaning the average volatility (price fluctuation range) – from a higher timeframe (e.g., the daily chart) and projects these values as dynamic resistance and support bands directly onto your current chart (e.g., a 5-minute or 1-hour chart).
Here is the exact functionality broken down in detail:
1. Core Functions & Settings
Multi-Timeframe (MTF) Logic: The script uses the request.security() function to fetch data from another timeframe (set to Daily/'D' by default). This allows you to immediately see where the important volatility boundaries of the higher-level daily chart lie on smaller intraday charts.
Flexible ATR Filter: You can choose how the ATR should be smoothed in the settings menu. Three mathematical methods are available:
RMA (Welles Wilder's Moving Average – the standard for ATR)
SMA (Simple Moving Average)
EMA (Exponential Moving Average)
Adjustable Multipliers: You can use the inputs (Upper/Lower ATR Multiplier) to determine how many ATR units the lines should be shifted away from yesterday's closing price (e.g., 1.0 ATR, 1.5 ATR, etc.).
2. How the Lines are Calculated
The script calculates two crucial levels:
Upper Level (Upper Line): Yesterday's close of the higher timeframe + (ATR * Multiplier)
Lower Level (Lower Line): Yesterday's close of the higher timeframe - (ATR * Multiplier)
Dieses Pine Script (Version 6) ist ein technischer Indikator für PulseWire namens "MTF ATR Level".
Kurz gesagt: Der Indikator berechnet die Average True Range (ATR) – also die durchschnittliche Volatilität (Schwankungsbreite) – aus einer höheren Zeiteinheit (z. B. dem Tageschart) und projiziert diese Werte als dynamische Widerstands- und Unterstützungsbänder direkt auf deinen aktuellen Chart (z. B. einen 5-Minuten- oder 1-Stunden-Chart).
Hier ist die genaue Funktionsweise im Detail aufgeschlüsselt:
1. Die Kernfunktionen & Einstellungen
Multi-Timeframe (MTF) Logik: Das Script nutzt die Funktion request.security(), um Daten aus einer anderen Zeiteinheit abzurufen (standardmäßig auf Tag/'D' eingestellt). Dadurch siehst du auf den kleineren Intraday-Charts sofort, wo die wichtigen Volatilitätsgrenzen des übergeordneten Tagescharts liegen.
Flexibler ATR-Filter: Du kannst im Einstellungsmenü wählen, wie die ATR geglättet werden soll. Es stehen drei mathematische Methoden zur Verfügung:
RMA (Moving Average von Welles Wilder – der Standard für ATR)
SMA (Einfacher gleitender Durchschnitt)
EMA (Exponentieller gleitender Durchschnitt)
Einstellbare Multiplikatoren: Du kannst über die Inputs (Upper/Lower ATR Multiplier) bestimmen, wie viele ATR-Einheiten die Linien vom gestrigen Schlusskurs entfernt sein sollen (z. B. 1,0 ATR, 1,5 ATR usw.).
2. Wie die Linien berechnet werden
Das Script berechnet zwei entscheidende Niveaus:
Upper Level (Obere Linie): Gestriger Schlusskurs des höheren Timeframes + (ATR * Multiplikator)
Lower Level (Untere Linie): Gestriger Schlusskurs des höheren Timeframes - (ATR * Multiplikator) Indicator
Machine Learning Neural Network EngineMachine Learning Neural Network Engine turns complex Daily market behavior into three clear states: LONG, WATCH and CASH.
Instead of relying on one fixed trend signal, the indicator combines an adaptive neural network, continuous model validation and an independent crisis detector. The result is a simple visual interface backed by a fully causal machine-learning process.
HOW IT WORKS
At its core is a compact 6-5-1 neural network trained directly on the chart.
It analyzes six normalized features:
Short- and medium-term trend structure
RSI momentum
Deviation from linear regression
Directional price efficiency
Relative volatility
Candle pressure adjusted by relative volume
The network learns sequentially from completed market outcomes. On each confirmed Daily bar, it can only train on information from an earlier bar whose result has become known. Current predictions never use future data.
Training uses nonlinear neurons, RMS-scaled gradient updates, error clipping and regularization. This is an adaptive online model, not a set of fixed coefficients labelled as machine learning.
SELF-AUDITING MACHINE LEARNING
The neural network is continuously compared with an independent structural trend model.
When the network’s matured predictions provide useful additional information, its influence increases. When its recent error becomes worse than the structural baseline, its influence is automatically reduced.
This live validation mechanism prevents the indicator from trusting its machine-learning component unconditionally.
CRISIS DETECTION
A separate stress engine monitors:
Rapid 10-day declines
Drawdown from the 63-day high
Abnormal ATR expansion
Long-term price structure
This layer can trigger a defensive state independently of the neural model, helping the indicator respond to sudden market deterioration.
HOW TO READ IT
LONG — Green
The model, trend structure and confirmation rules support a constructive market environment.
WATCH — Amber
The market remains structurally LONG, but risk or exit evidence is increasing.
CASH — Red
The environment is defensive because of persistent weakness or confirmed crisis stress. The indicator never takes short positions.
The colored neural axis and surrounding halo display the active state without covering the chart with labels. Transition pulses identify confirmed changes, while the dashboard shows bull probability, neural risk and the current machine-learning audit.
WHAT MAKES IT DIFFERENT
The script integrates four distinct functions:
1. Online neural-network learning
2. Live error-based model validation
3. Independent downside-stress detection
4. A confirmed state machine designed to limit excessive switching
These components are not combined as a simple indicator vote. Each has a separate role in learning, validation, protection or state stabilization.
SETTINGS
ML response controls adaptation speed and signal stability:
Fast reacts sooner.
Balanced is the recommended starting point.
Smooth prioritizes stability.
ML selectivity controls how much evidence is required before LONG or CASH is confirmed.
The indicator is designed exclusively for standard Daily charts.
BUILT-IN COMPARISON
The dashboard includes a lagged long/cash comparison with buy-and-hold. It applies the selected transition cost and openly displays periods when the model underperforms.
This comparison is a diagnostic tool, not a complete strategy backtest. It does not include every possible spread, slippage, tax, financing or execution constraint.
IMPORTANT LIMITATIONS
The bull probability is an internal normalized score, not a statistically calibrated probability of profit. The model can react late, generate false transitions in sideways markets and cannot eliminate gap risk.
The developing Daily bar may change before closing. Confirmed historical states use no future data, no lookahead and no higher-timeframe security calls.
This indicator provides market context, not financial advice or guaranteed performance. Online learning does not imply future outperformance.
Indicator
