IQ Session Bayesian Particle Filter [TradingIQ]🔹 OVERVIEW
This indicator runs a genuine Sequential Monte Carlo particle filter; the Bayesian architecture used in robotics and signal tracking... on your chart! Session by session, it learns where trading volume concentrates and paints a forecast of the coming session's entire volume-by-price distribution before that session unfolds: every expected high-volume level at once, not a single line.
It is not a moving average wearing a costume. Each finished session is treated as evidence: hundreds of particles are weighed against what actually traded, resampled, and mutated. Predict → observe → update, honestly Bayesian, every session.
🔹 HOW IT WORKS
Two particle swarms run side by side:
• A shape swarm learns the form of the distribution; one lump or several, wide or tight, and where each volume node sits.
• A drift swarm learns how far from the open the session's center of gravity tends to land.
An empirical-Bayes trust term scales the drift forecast by how much it has actually earned: when its track record is poor, the forecast automatically hugs the open. The prediction you see is the shape swarm's density, re-anchored by the trusted fraction of the drift forecast, rendered through a kernel density estimate whose bandwidth follows Silverman's rule.
🔸 HOW TO READ IT
• Session heatmap — the predicted density painted from the session open to the profile. A two-tone gradient split at the open; the tones swap roles across it, so each side mirrors the other. Bold color = expected business, fade = expected quiet.
• Mirrored profile — the forecast on the left, split bullish/bearish at the session open; the realized session volume on the right in a single neutral color.
• Confidence honesty — the prediction's glow scales with the filter's live confidence. When it has been wrong lately, its side visibly goes quiet. The realized side never fades, because reality doesn't.
• Bias info box — seated between the halves: the share of predicted volume above vs below the open (🢁 / 🢃).
• Expected levels — dashed lines at the probability-weighted average predicted price of each half: the session's expected bull and bear magnets.
• HVN lines + POC — the predicted high-volume levels. The point of control always shows; the HVN Threshold input is your dial between a few safe targets and every level worth watching.
🔹 SELF-TUNING
Every statistical free parameter tunes itself from data: the KDE bandwidth (Silverman's rule for visual convenience), the observation noise, the swarms' search domain (tracks the observed session spread), the mutation rate (genetic adaptation), the scout rate (scales with recent error), and the center trust (regression shrinkage). The inputs you are given are visual preferences plus a compute preset. There is nothing statistical to fiddle with, on purpose.
🔸 INPUTS
• Session Engine — Session Timeframe (the session boundary; must exceed the chart timeframe), Prediction Quality (particles per swarm, Fast 100 → Max 4000), Sessions to Keep.
• Volume Profile — toggles for the profile, bias box and expected levels; width, offset, info-box width, transparency.
• Session Heatmap — toggle, faint/bold density transparencies, Tone A / Tone B.
• High Volume Nodes — toggle, HVN Threshold %, reach, color.
• Colors — Bullish, Bearish, Realized.
🔹 VALIDATION
The filter was tested on real intraday data; 10 large-cap symbols, three session horizons, every prediction one-step-ahead and out-of-sample, against uniform, yesterday's-profile, Gaussian-fit, rolling-average and EWMA baselines, with the test harness itself audited too.
• Against naive prediction (uniform prior, yesterday's profile) it wins every metric tested at every horizon.
• Against the strongest profile-averaging methods it trades wins: they edge the single-lump fit metrics; the filter captures materially more of the session's actual traded volume with its predicted levels, and is the only method that reliably names multiple simultaneous targets .
• On sessions with two or more real volume peaks; roughly 4 in 10 sessions, its targets covered 19–42% more realized volume than the best alternative.
🔸 LIMITATIONS AND HONEST NOTES
• The forecast for a session is set when that session opens and is not repainted ; the realized half updates live as the session trades.
• It estimates a distribution of volume , not a promise of direction. The bias %, expected levels and HVN set are probability-weighted readings of that distribution.
• The filter is stochastic by nature: two chart reloads can differ in fine detail, the way two runs of any Monte Carlo method do. The structure it finds is stable; the pixel-level noise is not.
• Requires volume data from your data feed. Not supported on non-standard chart types.
• The chart timeframe must be lower than the session timeframe.
Indicator
Reversal Pro | jjartReversal Pro hunts liquidity-sweep reversals and lets a machine-learning model decide which sweeps are worth acting on. The model is trained directly on your chart — on the exact symbol and timeframe you run it on — and retrains on a schedule as new bars arrive, so its scoring adapts to the instrument's current behavior instead of relying on fixed thresholds.
HOW IT WORKS
Trigger — pivot sweep. A candle takes out the lowest low (for longs) or highest high (for shorts) of the previous 8 bars and closes back in the opposite half of its own range — the classic stop-hunt / liquidity-sweep reversal footprint. Only these bars are candidates; the ML never fires in the middle of nowhere.
Features. Four context features are computed on the closed bar: RSI(14), relative volume (vs its 20-bar average), price Z-score over 20 bars, and ADX(14).
Models. Two independent model pairs — one for longs, one for shorts — each consisting of a classifier and a regressor built with the open-source Arbor gradient-boosting library by GainzAlgo:
the classifier's training target is "did price move at least 1 ATR in the trade direction within the next 15 bars?" — its output is the probability you see on the signal label;
the regressor's target is the actual forward excursion in ATR units — it drives the far take-profit (TP3). Models retrain every 75 bars on the last 500 bars (both configurable). Features are paired strictly with outcomes of already-closed forward windows, so training uses no lookahead.
Filters. A signal fires only when ALL of these pass: model score ≥ threshold (80% by default); the chosen direction's score exceeds the opposite one by a minimum edge (rejects "both sides look good" noise); ADX is inside the 12–38 regime window (no dead chop, no runaway trend); a cooldown has passed since the last signal. Optional extra filters (all OFF by default): CCI confirmation — a long requires a recent oversold CCI (≤ −100 within the last 3 bars), a short requires overbought; EMA trend filter — "with trend" takes longs only above the EMA(200) and shorts below it (pullback reversals), "counter-trend" does the opposite (fading stretched price back to the EMA); relative-volume floor — the signal bar's volume must be at least N× its 20-bar average.
No repaint. Signals are confirmed on bar close only — a printed mark never moves or disappears. Target/stop hits are evaluated on confirmed bars as well.
RISK MODULE
Stop-loss is anchored behind the signal bar's wick (the sweep extreme) plus a small ATR buffer; a minimum stop distance of 0.5 ATR is enforced.
TP1 = 1R (a true 1:1 to the initial risk, configurable). When TP1 is touched, the stop moves to entry (break-even, optional).
TP3 = the regressor's predicted excursion × ATR, floored at 2R so it never prints an unreasonably close target. TP2 = halfway between TP1 and TP3.
Level lines recolor as they fill; the trade completes at TP3 or at the stop. A stop hit after the break-even move is reported as a break-even exit, not a loss.
CHART OBJECTS & DASHBOARD
▲/▼ marks at the signal bar show the exact model score (e.g. 84.3%); 90%+ signals use the highlight color; the tooltip shows score, directional edge, ADX, RSI, CCI and the expected TP3 distance in R at signal time. The signal bar's background is softly tinted, and the Entry/SL/TP lines carry small price tags. Language: input names are bilingual (Russian / English); everything drawn on the chart — dashboard, statuses, level tags, tooltips — switches between English and Russian via the "🌐 Язык / Chart language" input. The dashboard shows: BIAS (higher-scored direction), GRADE (TRADE 80+ / WATCH 70-79 / NO EDGE) with the long-vs-short EDGE gap, LONG/SHORT scores, ADX vs its allowed window, RSI/RelVol, FEATURES (the model's live feature-importance split), FILTER status (READY / COOLDOWN / OFF-REGIME / TRAINING / IN TRADE), and STATS — live outcome statistics of completed signals on the chart (% reaching TP1 and TP3, % stopped out, % break-even).
HOW TO USE
Add to a liquid symbol; intraday timeframes 5m–1H work best. Let the model load history — the dashboard shows TRAINING until it has ~500 bars, then READY.
Wait for a ▲/▼ mark with the score. Entry reference is the close of the signal bar; SL/TP levels are drawn automatically.
Alerts are available for long/short entries, TP1/TP2/TP3, stop-loss and break-even exit.
Presets: 🕊 Relaxed (more signals) — score 0.70–0.75, edge 0.03–0.05, cooldown 5, ADX 10–45; 🔒 Strict (fewer, cleaner) — score 0.85–0.90, edge 0.10–0.15, cooldown 15–20, ADX 15–35. Every input's tooltip carries both recommendations.
WHAT IS ORIGINAL HERE / OPEN-SOURCE REUSE
The Arbor gradient-boosting library © GainzAlgo (MPL 2.0) provides the raw fit/predict algorithm and is credited in the code header. Everything trading-related is original: the pivot-sweep trigger gating the ML, the ATR-normalized forward-excursion labels and leak-free feature/label pairing, dual long/short model pairs with the directional edge filter, the ADX regime window, the bar-close no-repaint policy, the wick-anchored risk ladder with the model-driven TP3, break-even handling separated from stop-losses, the live hit-rate statistics, and the dashboard/labels/alerts layer.
DISCLAIMER
This is an analysis tool, not financial advice. Past performance of signals does not guarantee future results. Always manage your risk.
Описание — RU
Reversal Pro — разворотный индикатор, в котором каждый пивот-свип оценивается моделью машинного обучения, обучающейся прямо на вашем графике (конкретный инструмент и таймфрейм) и регулярно переобучающейся под текущий характер рынка.
Как рождается сигнал: (1) бар снимает 8-барный экстремум и закрывается в противоположной половине диапазона — классический вынос ликвидности; (2) модель оценивает контекст по 4 признакам: RSI(14), относительный объём, Z-score цены, ADX; для лонга и шорта — отдельные пары «классификатор + регрессор» (библиотека Arbor © GainzAlgo); таргет классификатора — «прошла ли цена ≥1 ATR в сторону сделки за следующие 15 баров», таргет регрессора — фактический ход в ATR; переобучение каждые 75 баров на последних 500, без заглядывания в будущее; (3) фильтры: скор ≥80%, перевес над противоположным направлением, ADX в окне 12–38, пауза между сигналами; опциональные доп. фильтры (по умолчанию выкл): подтверждение CCI (перепроданность/перекупленность рядом с сигналом), трендовый фильтр EMA (по тренду / контртренд), минимальный относительный объём сигнального бара; (4) подтверждение только на закрытии бара — без перерисовки.
Язык: названия настроек двуязычные (рус/англ), вся графика — таблица, статусы, ценники уровней, подсказки — переключается тумблером «🌐 Язык / Chart language».
Риск-модуль: SL за фитилём сигнального бара + запас ×ATR (минимум 0.5 ATR); TP1 = 1R с переносом в безубыток; TP3 = прогноз регрессора с нижней планкой 2R; TP2 — середина. Стоп после переноса в БУ считается безубытком, а не лоссом.
На графике: метки ▲/▼ с точным скором (90%+ подсвечиваются), линии Entry/SL/TP с перекраской при достижении, дашборд (скоры, BIAS/EDGE/GRADE, режим ADX, важность признаков, статус движка, живая статистика отработки TP1/TP3/SL/BE) и алерты на все события.
Пресеты: 🕊 мягкий (больше сигналов) — скор 0.70–0.75, перевес 0.03–0.05, пауза 5, ADX 10–45; 🔒 строгий — скор 0.85–0.90, перевес 0.10–0.15, пауза 15–20, ADX 15–35.
Дисклеймер: инструмент анализа, не финансовая рекомендация. Управляйте риском. Indicator
Indicator
Rejection Blocks [ICT]# Rejection Blocks
**Rejection Blocks ** is a price action indicator designed to identify significant rejection candles and automatically draw dynamic bullish and bearish rejection zones.
The indicator detects swing highs and swing lows, then filters them using wick-to-body ratio and ATR distance to eliminate weak or insignificant signals. Only high-quality rejection candles are used to create support and resistance blocks.
### Features
* Automatic Bullish and Bearish Rejection Block detection
* Swing High / Swing Low based structure analysis
* Adjustable Wick-to-Body Ratio filter
* ATR-based significance filter to reduce market noise
* Dynamic block extension until invalidation
* Optional 50% midpoint line inside each block
* Customizable block colors, borders, and label sizes
### Retest Signals
When price revisits an active rejection block, the indicator generates a confirmation signal:
* **Retest Buy** → Price retests a Bullish Rejection Block.
* **Retest Sell** → Price retests a Bearish Rejection Block.
The retest distance can be adjusted using an ATR-based buffer, allowing either precise touches or more flexible retests.
### Break Signals
The indicator can also detect when price completely breaks through an active rejection block.
* **Break Buy** → Price closes above a Bearish Rejection Block.
* **Break Sell** → Price closes below a Bullish Rejection Block.
These signals indicate that the previous rejection zone has failed and market structure may be shifting.
### Alerts
Built-in alert conditions include:
* Bullish Rejection Block Formed
* Bearish Rejection Block Formed
* Retest Buy
* Retest Sell
* Break Buy
* Break Sell
* Any Buy Signal
* Any Sell Signal
* Any Rejection Block Signal
### Customization
The indicator offers extensive customization options, including:
* Swing Strength
* Wick-to-Body Ratio
* ATR Filter
* ATR Retest Distance
* Bullish / Bearish Block Visibility
* Block Colors
* Border Visibility & Width
* Midline Display
* Label Size
### How to Use
Bullish blocks often act as potential demand zones where buyers may re-enter after a pullback.
Bearish blocks often act as potential supply zones where sellers may become active after a retracement.
For best results, use the indicator together with market structure, trend analysis, liquidity concepts, and proper risk management rather than relying solely on individual signals.
**Note:** No indicator can predict the market with complete accuracy. Always confirm signals with your own trading strategy and risk management rules.
Indicator
Seasonality [theUltimator5]Seasonality is a unique multi-timeframe price-pattern indicator that projects the typical historical path of an asset through the current year, month, week, or trading day.
Rather than averaging raw prices, this indicator normalizes each historical period to its opening value. This allows periods with very different price levels to be compared on an equal basis. The normalized historical paths are then combined using either the median or arithmetic mean to create a 'seasonal' curve. The term 'seasonal' is used loosely since that generally applies to the yearly trends, but this indicator can break down the chart into shorter timeframes to show periodic trends rather than just yearly ones.
The current-period curve is projected forward across the chart, providing a visual estimate of where price has historically tended to strengthen, weaken, consolidate, or reverse during comparable portions of previous periods.
The indicator supports four profiling modes:
1) Yearly : Uses daily bars to compare the current year with previous years.
2) Monthly : Uses hourly bars to compare the current month with previous months.
3) Weekly : Uses 30-minute bars to compare the current week with previous weeks.
4) Daily : Uses 5-minute bars to compare the current trading day with previous trading days.
Each mode should be used on a chart timeframe at or below its native calculation timeframe:
Yearly: 4-hour through daily charts
Monthly: 15-minute through hourly charts
Weekly: 5-minute through 30-minute charts
Daily: 1-minute through 5-minute charts
A warning is displayed when the selected chart timeframe is outside the recommended range.
The seasonal pattern is calculated from a rolling historical window.
For example, a lookback of 20 in Yearly mode uses up to the previous 20 years. A lookback of 20 in Daily mode uses the previous 20 observed trading days.
The calculation only includes periods that actually traded during each seasonal slot. Holidays, missing sessions, shortened sessions, and unavailable bars are excluded rather than treated as zero values.
Two averaging methods are available:
1) Median is the default method. The median reduces the influence of unusually strong or weak historical periods and often produces a more representative seasonal path.
2) Mean calculates the standard arithmetic average of all available historical observations. This method is more responsive to extreme historical moves and is not recommended on symbols that have experienced volatility on a lookback time period orders of magnitude higher than the other periods. It will completely blow out the chart and skew it towards that single outlier period.
The indicator includes three methods for positioning the normalized seasonal curve on the current price chart.
1) Scale Only (Default)
The seasonal curve is vertically rescaled so its projected high-to-low range matches the actual high-to-low range of either the current or previous period.
The curve remains anchored to the current period’s first close.
This retains the historical seasonal shape while adapting its magnitude to the asset’s recent volatility.
2) Chained — No Fit
The original normalized seasonal path is anchored to the first close of the current period.
Historical curves are chained together so the end of one period connects continuously with the beginning of the next. No additional adjustment is made to match the asset’s current trading range.
3) Rotate & Scale
This mode applies the same range adjustment as Scale Only, then gradually rotates the current-period curve so it passes through the live price at the current bar.
The adjustment begins at zero near the start of the period and increases progressively toward the current bar. This allows the future seasonal path to remain connected to current price without abruptly shifting the entire curve.
Because this mode incorporates the live price, the projected curve can change as the current period develops.
When using Scale Only or Rotate & Scale, the user can choose which actual price range controls the vertical scaling.
1) Current Period uses the developing high and low of the current year, month, week, or day.
The curve may rescale as new highs or lows occur.
2) Previous Period uses the completed high and low of the prior period.
This creates a more stable projection that does not continually rescale during the current period.
The Draw Curve Back setting controls how many completed periods are displayed behind the current seasonal projection.
Historical seasonal curves are shown in gray and are chained together into a continuous path. The current period is displayed separately using the selected seasonality color.
Displaying previous curves can help identify how the rolling seasonal model evolved over time and whether the current projection is consistent with earlier versions of the model.
Higher draw-back settings may require more processing, particularly on intraday charts.
Smoothing
A trailing simple moving average can be applied along the seasonal curve.
A smoothing value of 1 disables smoothing. Higher values reduce short-term noise but may also soften or delay smaller seasonal turning points.
Min/Max Envelope
The minimum and maximum lines show the strongest and weakest normalized historical paths observed at each seasonal point within the selected lookback.
These lines use the same normalization, chaining, smoothing, scaling, and rotation calculations as the primary seasonal curve.
Because different slots may contain different sample sizes, the minimum and maximum lines should be interpreted as a historical range rather than a guaranteed boundary.
Current-Period Projection
For completed portions of the current period, the curve is aligned with actual timestamps.
For seasonal slots that have not yet occurred, the indicator projects timestamps forward so the curve extends into the future.
Seasonality describes recurring historical tendencies. It does not predict that price must follow the displayed curve.
Indicator
Volume Footprint, Absorption & Imbalance Analysis by GurujamesHere is a breakdown of exactly what the tool does and how it helps you analyze the market.
1. Intrabar Order Flow Splitting (Delta Calculation)
Instead of just showing total volume, the script peers into the 1-minute timeframe inside your current candle to calculate the Volume Delta.
What it does: It separates aggressive market buying from aggressive market selling.
Why it matters: It tells you who is actually in control. A candle might close green, but if the delta is heavily negative, it means sellers were aggressively hitting the bid, but buyers held the line.
2. Trapped Trader Detection (Absorption Bubbles)
The script identifies exact moments when aggressive traders get trapped by passive limit orders from larger participants.
What it does: When extreme selling pressure fails to push the price down (leaving a bullish wick), or extreme buying pressure fails to push the price up (leaving a bearish wick), it triggers an absorption event.
Visual Output: It plots a circular bubble above or below the wick. Inside the bubble is the exact percentage of that candle's total volume that was absorbed.
Example: A green bubble reading "72%" means 72% of the bar's volume was aggressive selling that completely failed to move the market down.
3. Institutional Imbalance Zones (Extending Boxes)
This feature finds areas where the market became extremely one-sided, leaving a "vacuum" in the order book.
What it does: It scans for high-volume candles where one side outpaced the other by 300% or more (a 3:1 ratio).
Visual Output: It draws a semi-transparent, extending box (Green for Buy Imbalances, Red for Sell Imbalances) originating from the extreme of the candle.
Why it matters: These areas act as high-probability Supply and Demand zones. Because the move was so aggressive, liquidity was skipped. The market will very often retrace back to these boxes to "mitigate" or fill the skipped orders. The boxes auto-delete after an hour (configurable) to keep your chart clean once they become stale.
4. Unfinished Liquidity Magnets (Missed Auctions / Poor Extremes)
In auction market theory, a healthy market sweeps the high or low until volume tapers off to zero. When it doesn't, it creates a "poor" high or low.
What it does: It detects candles that close at their absolute highest or lowest tick while both buyers and sellers are still actively transacting high volume.
Visual Output: It highlights the upper or lower body of that specific candle with a bright extending box (Green for Missed Buys, Red for Missed Sells), accompanied by a small cross ().X
Why it matters: These zones represent "unfinished business." The market is highly likely to revisit these exact levels later to properly sweep the liquidity that was left hanging. You can toggle these visual zones on or off in the settings.
5. Real-Time Analytics Dashboards
The script paints two distinct data tables on your chart to give you micro and macro perspectives without having to do any math yourself.
The Macro Table (Top Right): Keeps a rolling 7-day memory of market aggressiveness. It shows you the total percentage of volume over the last week that resulted in trapped buyers vs. trapped sellers, helping you gauge the broader structural trend.
The Micro Table (Bottom Right): Acts as a live ticker for the active, moving candlestick. It updates tick-by-tick to show you the current bar's absorption percentages, whether an imbalance has triggered, and explicitly states the structural status (e.g., "BULLISH (Absorbing Sells)" or "Neutral"). Indicator
GMS Session Rays (Sydney/Asia/London/NY)A lightweight Pine v6 indicator that plots the previous completed session’s High and Low for the four major sessions—Sydney, Asia, London, New York—so you always see the most actionable structure levels without chart clutter. Lines auto-update at the end of each session and extend right as horizontal rays. Labels are clean, stack automatically to avoid overlap, and can be placed on the left or right side of the chart.
What it shows
Previous session High/Low for each enabled session (not the current live session).
Right-extended rays at those prices, updated when the session closes.
Optional labels per session (e.g., “sydney high”, “london low”), with auto-stacking to prevent overlaps.
Customization
Per-session toggles: show/hide each session; show/hide labels per session.
Style controls: color, width, and line style (Solid/Dotted/Dashed) per session.
Label controls: global on/off, Left/Right placement, bars offset, Y-offset (in ticks), size (Tiny/Small/Normal), auto-stacking with adjustable step.
Session windows: editable HHMM-HHMM for Sydney/Asia/London/NY.
Timezone: set a single indicator timezone (default America/New_York).
Only Today mode: clears older rays daily to keep charts minimal.
How it works (under the hood)
Tracks High/Low only while a session is active; when it ends, those values are frozen and plotted as the previous session levels. Indicator
IV Probability Ranges - SuiteIV Probability Ranges
IV Probability Ranges is a volatility-based range and market-behavior study. It uses the selected implied-volatility index to build a projected range around the opening price of each day, week, month, quarter, half-year, or year.
The script divides that range into configurable levels and tracks how price historically behaved around them.
Main features:
Implied-volatility range centered on the period open
Support for VIX, VXN, RVX, VXD, GVZ, OVX, VXFXI, VXEEM, VXTYN, and VXEW
Daily through annual range periods
Configurable divisions inside the main range
Additional standard-deviation and extension levels
Historical reach rates for each upper and lower level
Reversion-versus-continuation statistics after a level is reached
First-touch statistics showing whether the upper or lower side was reached first
Box breach, return-to-open, and close-back-inside statistics
Optional prior-period VWAP and VWAP deviation references
Adjustable rolling sample size
How the statistics work:
“Reach” shows how often price touched a level during completed historical periods.
After a level is reached, the script also records whether price moved back to the nearest inner level or continued to the nearest outer level first.
The optional first-touch section compares matching upper and lower levels and records whether the upside, downside, or neither side was reached first.
All statistics are calculated from completed periods using the available chart history and selected sample size.
How to use it
Choose a period and the volatility index most relevant to the chart symbol. Adjust the range divisions, extension levels, and sample size as needed.
The tool can be used to:
Compare the current move with the implied range
Identify historically common or uncommon price extensions
Study whether price tended to revert or continue after reaching a level
Compare upside and downside first-touch behavior
Add volatility context to another trading method
Limitations:
This script is a research and context tool, not a trading system.
Historical results depend on the selected symbol, timeframe, volatility index, settings, chart history, and sample size. Implied volatility does not guarantee that price will remain inside a range or reach a specific level.
Historical bars also do not always reveal the exact intrabar order of events, so some same-bar situations require a consistent tie-breaking assumption.
VWAP features require usable volume data.
Originality
The script combines implied-volatility ranges, historical level-reach statistics, reversion-versus-continuation tracking, first-touch analysis, breach statistics, and prior-period VWAP references into one configurable study.
The Pine implementation and combined feature set were developed for this publication. The underlying concepts of implied volatility, standard deviations, and VWAP are established market concepts.
Version note
This script replaces an older publication with a similar title, but it is not a minor revision or repackaged version of that script.
The underlying modeling engine was substantially redesigned and expanded. The new version uses a different statistical framework and adds rolling historical samples, level-specific reach analysis, conditional reversion-versus-continuation tracking, first-touch race statistics, extended range modeling, breach and return analysis, and period-matched VWAP references.
Because the new script functions differently from the prior model, and because PulseWire’s Update feature does not allow the publication title to be changed, it was released as a separate script. The older publication was marked as deprecated so users would not continue relying on the obsolete version.
Future revisions to this model will be published through the Update feature. Indicator
BTC Correlation - short clubBTC Correlation % — Indicator Description
Author: Short Club / @DemianNagoga
Version: Pine Script v6
Type: Indicator (non-overlay, separate pane)
Overview
The BTC Correlation % indicator measures how closely an altcoin's price movements follow Bitcoin in real time. It uses Pearson correlation on 1-bar rate-of-change (RoC) values over a configurable lookback window, giving you a clear signal of whether the altcoin is riding BTC's coattails or moving independently.
How It Works
RoC Calculation — Computes the 1-bar % change for both the current chart symbol and BTC.
Pearson Correlation — Runs ta.correlation() over the user-defined lookback (default 50 bars).
Percentage Scale — Multiplies the correlation coefficient by 100, yielding a range from −100% to +100%.
Color-Coded Columns — The histogram is split into four segments, each plotted as a separate column-style plot for clean color separation.
Color Zones & Interpretation
Zone Range Meaning
🟢 Green > 70% High correlation — altcoin closely follows BTC
🟡 Yellow 30–70% Moderate correlation — partial BTC influence
⚪ Gray 0–30% Weak correlation / decoupling — altcoin lives its own life
🔴 Red < 0% Inverse correlation — altcoin moves opposite to BTC
A dashed zero line sits at 0% for visual reference.
On-Chart Table
A small overlay table (position configurable: top-right, top-left, bottom-right, bottom-left) displays:
Ticker — current chart symbol
BTC Corr. — current correlation value in % (color-coded by zone)
Rating — qualitative label: Strong (>70%), Moderate (30–70%), Weak (0–30%), Inverse (<0%)
Input Parameters
Parameter Default Description
BTC Symbol BINANCE:BTCUSDT.P BTC pair used as benchmark
Correlation Lookback 50 Number of bars for Pearson correlation
Show Table true Toggle the on-chart info table
Show Correlation Line true Toggle the histogram columns
Table Position top_right Placement of the info table
Use Cases
Altcoin scalping — Know instantly whether your alt is following BTC or running on its own catalyst.
Decoupling detection — Gray zone = potential breakout candidate independent of BTC direction.
Hedging signals — Red zone (inverse) = altcoin moving opposite to BTC; useful for pairs or hedging.
Swing context — Avoid fading BTC trend on a highly-correlated alt; size down when correlation drops.
Credits
Built for the Short Club community. If you reuse or build upon this script, please credit @DemianNagoga. Indicator
Bitcoin Halving Cycle Strategy [Gabremoku]This script is a Bitcoin cycle timing indicator built around the historical halving structure.
The core idea is simple:
- define a Buy window a fixed number of days before each halving,
- define a Sell window a fixed number of days after each halving,
- project the next key dates directly on the chart.
The indicator does not try to predict price with oscillators, momentum formulas, or future-looking data. Instead, it focuses on a structural market rhythm that many Bitcoin traders monitor: the recurring supply shock created by halvings.
How it works
- The script uses known historical Bitcoin halving dates.
- It calculates a Buy date at halving minus N days.
- It calculates a Sell date at halving plus N days.
- It draws vertical reference lines for Buy, Halving, and Sell events.
- It plots historical labels on the actual event bars.
- It projects the upcoming Buy, Sell, and Halving labels forward to their own future dates on the chart.
- A dashboard summarizes the active cycle, next key date, and remaining days.
What makes this script useful
Most halving tools only mark the halving date itself. This script expands the concept into a complete cycle timeline by transforming each halving into three practical timing landmarks:
1. accumulation window before halving,
2. halving anchor point,
3. distribution window after halving.
This makes the script more useful for traders and investors who want a visual cycle map instead of a single event marker.
How to use it
- Apply it on BTCUSD or BTCUSDT.
- Daily and weekly charts are the most readable timeframes for this model.
- Use "Buy Days Before Halving" to control how early the accumulation window begins.
- Use "Sell Days After Halving" to control how long the post-halving window extends.
- Use the projected labels to monitor the next cycle dates in advance.
- Use the dashboard to read the current phase quickly.
Included features
- Historical halving timeline
- Buy and Sell event mapping
- Future projected labels positioned on future dates
- Optional cycle range highlighting
- Dashboard with next Buy, next Sell, next Halving, and countdown
- Custom colors and label controls
Important notes
- This script is a cycle visualization tool, not financial advice.
- It does not guarantee future market behavior.
- The projected future halving date is used as a timeline estimate for planning and visualization only.
- Past cycle behavior does not guarantee similar future performance.
- For clarity and to avoid misleading output, this script should be used on standard candlestick charts.
This publication is intended to provide a clean and practical timing framework for Bitcoin traders who study halving-driven market cycles rather than signal-based entry systems. Indicator
Event Probability Engine [Quantum Algo]Event Probability Engine
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🔶 OVERVIEW
Event Probability Engine is a statistical probability indicator that answers one question at the close of every bar: based on the measurable conditions active right now, what is the historical probability that price closes higher one, three, and five days from today? Instead of subjective pattern reading, the script builds and maintains a live rolling database of forward returns conditioned on eighteen observable market events — day-of-week seasonality, oversold and overbought readings, volume spikes, streaks, range position, volatility regime, pivot touches, and an optional lunar control — then pools the currently active events into a single composite probability, displayed as a TODAY headline, a full per-event statistics table, and a shaded forecast cone projected on the chart.
It is designed for the daily timeframe. On other timeframes, the one, three, and five day horizons become one, three, and five bars.
🔶 WHAT IS AN EVENT STUDY?
An event study measures what a market historically did after a defined, observable condition occurred — for example, what happened over the next five days every time the Relative Strength Index closed oversold, or every Monday, or every time volume spiked two standard deviations above normal. This indicator runs eighteen such studies continuously, in real time, on the chart's own data, and keeps every study honest with the statistical safeguards described below.
🔶 WHY THIS SCRIPT IS ORIGINAL
1. A live event database in Pine. Each of the eighteen events maintains its own rolling, capped sample of forward returns at three horizons, tagged with the market regime at the moment the event fired — a self-updating event-study framework, not a fixed backtest.
2. Shrinkage estimation. Every win rate is pulled toward fifty percent by a configurable number of pseudo-samples. An event with fifteen samples cannot display an extreme probability, because fifteen samples cannot justify one.
3. Overlap correction. State-based events (for example, an oversold reading persisting for a week) generate autocorrelated, overlapping samples that inflate apparent sample size. The effective sample size is deflated by the horizon length before any confidence calculation.
4. Wilson score bounds. Next to each five-day win rate, the table shows the Wilson confidence lower bound computed on the corrected sample size — the number an event must clear before its edge deserves trust, not its raw point estimate.
5. Regime conditioning with fallback. When enough samples exist in the current regime (bull or bear, defined by the two-hundred period exponential moving average), statistics are computed on regime-matched samples only, marked ® in the table. A bear-market Thursday is not assumed to behave like a bull-market Thursday.
6. Quality-weighted log-odds pooling. Active events are combined by weighted log-odds — a method related to Bayesian evidence combination — rather than naive win-rate averaging, so one strong, well-sampled edge is not diluted by three weak ones.
7. A built-in falsification control. Lunar phase events are included deliberately so the engine can audit a popular claim empirically: if full and new moons carry no edge, their quality scores sit near zero and they contribute nothing to the composite. A probability framework should be able to demonstrate which inputs fail, not only which appear to work.
🔶 HOW IT WORKS
Event detection: On every bar close the script evaluates all eighteen conditions — Monday through Friday, adaptive or fixed oversold and overbought thresholds, volume z-score spikes, up and down streaks, range-low and range-high position, volatility expansion and compression by percentile rank, confirmed pivot support and resistance touches within an Average True Range distance, and the optional lunar events.
Database recording: Whenever an event was active one, three, or five bars ago, the realized forward return is stored in that event's arrays, first-in-first-out at a configurable cap, together with the regime tag from the moment the event fired.
Per-event statistics: The table reports, for every event, the shrinkage-adjusted win rate at each horizon, the Wilson lower bound, sample count, average forward return, profit factor, a zero-to-one-hundred quality score blending edge magnitude, sample sufficiency, and recent consistency, and the resulting directional bias.
Composite probability: Active events passing the minimum-sample filter are pooled by quality-weighted log-odds into the TODAY headline (next-day probability of an up close with a visual meter), the one, three, and five day composite row with expected returns and a strength grade, and a projected forecast path with a shaded plus-and-minus one standard deviation cone drawn from the current close.
Chart layer: Optional regime background tint, the regime line, live pivot support and resistance rails with prices, and historical event markers on the candles so past occurrences of every event can be reviewed directly on the chart.
🔶 HOW TO USE IT
1. Apply it to a daily chart of any liquid symbol — cryptocurrency, stocks, indices, forex, gold, futures. Let it load its history; sample counts grow with available bars.
2. Read the TODAY headline first: the next-day probability, the meter, and the expected one-day return.
3. Scan the table for the highlighted rows — those events are active right now. Judge each by its Wilson lower bound and quality score, not the raw win rate.
4. Use the composite row and forecast cone as context: STRONG requires both a meaningful probability distance from fifty percent and high average quality.
5. Treat readings near fifty percent as exactly what they are: weak evidence. This engine is intentionally built to display small honest numbers rather than large misleading ones.
6. Combine with your own analysis — the engine measures conditional history; it does not know tomorrow's news.
🔶 SETTINGS
- Database: sample cap per event, minimum samples for composite inclusion, minimum regime-matched samples, shrinkage strength.
- Events: oscillator length and thresholds (fixed or adaptive percentile), volume z-score, streak length, range lookback, pivot lookback and touch distance, lunar events on or off.
- Statistics: Wilson z-score (default 1.645, a ninety percent one-sided bound).
- Display: dashboard position and five text sizes, forecast cone, regime tint, regime line, pivot rails, candle markers.
🔶 ALERTS
- Composite Bias Change — fires once per bar close whenever the five-day composite bias flips state, with the current one-day and five-day probabilities in the message.
🔶 FREQUENTLY ASKED QUESTIONS
Does the indicator repaint? Statistics are recorded and evaluated on closed bars, and pivot events use confirmed pivots with their standard confirmation lag. The dashboard and forecast update on the live bar by design, as a dashboard should.
Why do most probabilities sit near fifty percent? Because genuine conditional edges in daily data are small, and the shrinkage and overlap corrections are built to say so. Extreme displayed probabilities on thin samples are the signature of a dishonest tool.
What does the ® mark mean? That event currently has enough regime-matched samples, so its statistics are computed only from the current bull or bear regime rather than the full history.
Why are moon phases in a statistics tool? As a falsification control. The engine should be able to show which inputs carry no edge — and the user can watch it do exactly that.
Can I use it intraday? Yes, but the horizons become bars instead of days, and day-of-week events lose their meaning. The design intent is the daily timeframe.
🔶 CREDITS
This script stands on standard, publicly documented statistical methods, gratefully credited: the Wilson score interval by Edwin B. Wilson (1927), Laplace-style shrinkage estimation, and the event-study methodology long established in quantitative finance. Their combination into a live, regime-conditional, overlap-corrected event database with quality-weighted log-odds composite pooling, implemented entirely in Pine Script with capped arrays and user-defined types, is original work — no third-party or open-source script code was reused.
🔶 LIMITATIONS
Probabilities derived from historical conditioning are estimates, not guarantees, and conditional edges in daily data are typically small. Sample databases need history to mature; young charts produce thin, heavily shrunk statistics by design. Day-of-week events assume a five-day session calendar. Regime conditioning depends on the two-hundred period regime definition. This is a research and confluence tool, not a standalone trading system.
🔶 DISCLAIMER
This script is provided strictly for educational and informational purposes. It is not financial advice, an investment recommendation, or a solicitation to buy or sell any financial instrument. Past statistical behavior does not assure future results. Trading involves substantial risk. Always do your own research and manage risk independently. Indicator
ATR Divided by 4he Average True Range (ATR) is the gold standard for measuring market volatility. However, for active intraday traders, scalpers, or those looking to fine-tune their risk management, the standard ATR can often feel too wide.
Enter the Fractional ATR (ATR / 4). This indicator calculates the traditional Average True Range and divides it by four, isolating exactly 25% of the asset’s recent average volatility.
Why Divide ATR by 4?
Using a fraction of the ATR allows traders to adapt to market noise on a more granular level. Here is how you can apply the ATR/4 to your trading strategy:
High-Probability Intraday Targets: If an asset typically moves $4 a day (Standard ATR), aiming for a $1 move (ATR/4) represents a highly realistic, high-probability profit target for day traders and scalpers.
Tighter, Volatility-Adjusted Stop Losses: Using a full 1x or 2x ATR for a stop loss can sometimes mean risking too much capital or giving back too much floating profit. Using ATR/4 allows you to trail your stops tightly while still factoring in the asset's current micro-volatility, keeping you out of the standard "market noise."
Grid Trading and Scaling In: If you build positions over time, using an arbitrary static number (like buying every $0.50 down) ignores market conditions. Spacing your limit orders by an ATR/4 distance ensures your grid adapts to expanding or contracting volatility.
How it Works
The math is straightforward and transparent:
It calculates the standard Average True Range based on your chosen period.
It divides that exact value by 4.
It plots the resulting value as an easy-to-read oscillator in a separate pane below your chart.
Features & Settings
Customizable ATR Length: By default, the indicator uses the industry-standard 14-period lookback. You can easily adjust this in the settings menu to fit your specific timeframe or strategy (e.g., a 5-period for hyper-responsive data, or a 21-period for smoother data).
Clean Visuals: Plots cleanly in a lower pane so it does not clutter your main price chart.
Best Timeframes
This indicator is universally applicable but shines particularly well on lower timeframes (1m, 5m, 15m) when trying to capture a fraction of the Higher Timeframe (1H, 4H, Daily) volatility.
Disclaimer: This script is for educational and analytical purposes only. Always backtest your risk management strategies before applying them to live capital. Indicator
Sessions+ (M1D)Sessions+ maps the ICT trading day as liquidity. It tracks the Asia, London and New York session highs and lows, frames the midnight (00:00) opening range, and reads your daily bias, premium/discount, resting liquidity and average range on one dashboard — everything you'd otherwise mark up by hand, kept current automatically.
Session levels (Asia / London / NY)
Each session's high and low are drawn from the exact candle that formed the extreme (not the session's start/end time) and projected forward as a liquidity level:
A session high is buy-side liquidity (resting stops above price). A session low is sell-side liquidity (resting stops below price).
A level stays live — bold colour, extending line — until price trades back through it. The moment that happens the level is "swept"/"mitigated": the line freezes in place and dims, so tapped liquidity fades into the background instead of cluttering the chart, but stays visible for context.
Every level carries a dated label (e.g. ASIA.H 06/07) so you always know which day a level belongs to, even several days back.
Session Days Back (0–5) — how many prior days of session levels stay on the chart in addition to today. 0 = today only (default); set to 2 to see the last 3 days of Asia/London/NY levels, each still fading correctly when tapped.
Core session windows plus optional carry windows (Asia carries to 02:00, London to 09:30, NY to 16:00) — the level keeps tracking new extremes through this follow-on period, not just the core window, since price often makes its real high/low after the "session" clock ends.
12am Opening Range
The first 30 minutes of the ICT trading day (00:00–00:30 NY) — the day's first pool of liquidity:
Boxes the 00:00–00:30 range and draws its high and low from the exact wick that made them (labelled 12am.H / 12am.L), plus a centred 12am tag on the box marking the open.
Each level holds until a candle body closes fully through it (not just a wick tap — a confirmed close), or until 05:00 NY (London Kill Zone close) if nothing has taken it by then. Either way, the level then freezes and dims like a session level.
Its own Trading Days Back (0–5), separate from the session setting above, so you can keep a different history depth for the 12am range vs. the sessions.
Dashboard — what every row means
The panel (top-right by default) is a live readout, refreshed every bar:
— BIAS —
Daily Dir: Bullish or Bearish — simply whether price is currently trading above or below today's 00:00 (midnight) open.
Bias: the actual trade bias, based on how far price sits into the prior dealing range (see Premium/Discount below) — not just which side of a line it's on:
Bullish — price is in discount (bought down into the lower half of the range) and below the midnight open — both signals agree.
Lean Bullish — price is in discount, but still trading above the midnight open (signals disagree, weaker read).
Bearish / Lean Bearish — the mirror image, price in premium.
Neutral — price is genuinely camped around the 50% equilibrium (inside the adjustable Bias Neutral Band %), i.e. no real edge either way. Bias never reports a vague "mixed" result — it always commits to a lean unless price is truly balanced.
— PREMIUM / DISCOUNT —
PDH / PWH / PMH and PDL / PWL / PML — the high and low of the dealing range you select in settings: Previous Day, Previous Week, or Previous Month. This is the range ICT traders use to judge premium vs. discount.
Each shows a ✓ (green) if that level is still open/unswept, or a ✗ (red) once price has traded through it this period.
EQ 50% — the exact midpoint of that dealing range (the equilibrium), plus a live read: premium (above EQ — expensive, favour selling), discount (below EQ — cheap, favour buying), or above PDH / below PDL if price has broken outside the range entirely.
— LIQUIDITY (today) —
Asia H / Asia L, London H / London L, NY H / NY L — today's session levels, each with the same ✓ open (green) / ✗ swept (red) marker as above, so you can tell at a glance which pools of liquidity are still resting and which have already been run.
— 12am OPENING RANGE —
12am Open — the exact 00:00 NY opening price, with its live distance from current price.
12am Rng — the size (in points) of the 00:00–00:30 opening range.
12am OR H / 12am OR L — the range's high/low, again with ✓/✗ sweep status.
— ADR (N-Day) — ("ADR" = Average Daily Range — the typical size, in points, of a full trading day over your chosen lookback)
ADR — the average range figure itself, plus % used — how much of that typical daily move has already printed today (e.g. "112% used" means today has already moved further than an average day, which flags a potentially exhausted/extended move).
Proj Hi / Proj Lo — simple range projections: today's low + ADR (a possible high target), and today's high − ADR (a possible low target) — a rough gauge of how much room is statistically "left" in the day.
Day Rng — today's actual realised range so far, for comparison against the ADR figure.
Settings
Sessions — timezone, core + carry windows per session, Session Days Back, line width, mitigated-dim %, session label size.
12am Opening Range — show/hide, range window, Trading Days Back, active window (the 05:00 cutoff), box fill and level line colours/width, label colour.
Dashboard — show/hide, screen position, text size, which Dealing Range to use for premium/discount (Day/Week/Month), ADR lookback length, Bias Neutral Band %, and the bullish/bearish/neutral/open/swept colours.
ICT logic in one line
London and New York run the liquidity that Asia and the prior period left resting; the midnight open is the true day open and the pivot for premium/discount; the 12am range is the very first pool the new day creates. This tool keeps all four of those — sessions, midnight range, dealing-range bias, and average range — in front of you at once.
Notes
Best on intraday timeframes (30 minutes or lower recommended for the 12am Opening Range; the session levels work across any intraday timeframe).
Session-based (not a fixed UTC offset), so everything tracks correctly through daylight-saving changes.
A level's date stamps when it opened, not the trading day it belongs to — e.g. Asia opens at 6pm NY, so its label shows the prior calendar date, which is when that range actually printed.
Daily/weekly/monthly and ADR data are pulled anti-repaint (confirmed prior-period values only); every swept/taken state is confirmed on candle close, never mid-bar.
Built by M1D. For education and the study of price delivery — not financial advice.
(New and improved version of the previous "Sessions Highs And Lows Unmitigated" script.) Indicator
QSX Crypto Regime Heatmap - AI Pattern Match | 10 CoinsQSX Crypto Regime Heatmap scores the trend health of 10 crypto assets on a
continuous 0-100 scale and renders them as a color-coded dashboard — so you
can read the health of the whole market in a single glance, without flipping
through 10 charts.
This is a market-overview dashboard, not a trading system. It answers one
question fast: which coins are in a strong regime right now, and which are
breaking down.
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WHAT IT SHOWS
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For each of the 10 assets, the table displays:
• Price — live price, auto-formatted for large caps and micro-caps
• 24h — daily change with ↑/↓ direction and green/red coloring
• Score — trend health, 0 (weakest) to 100 (strongest)
• Regime — a visual strength bar, red → yellow → green
• Match — AI Pattern Match confidence (explained below)
A Top 3 Strongest / Weakest panel sits at the bottom for an instant read on
where relative strength is concentrated.
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HOW THE SCORE WORKS
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The 0-100 Trend Health score blends three continuous signals — not simple
binary above/below-MA flags:
1. Distance from the 200-period MA (how far price is extended)
2. Slope of the 200-period MA (how strong the underlying trend is)
3. Directional bias (which side of the MA price sits on)
A volatility-health component then rewards stable, orderly trends and
discounts high-volatility chop, using a rolling ATR percentile.
ADAPTIVE SCORING automatically adjusts the weight between trend and
volatility per coin, based on how persistent that coin's trend has been —
so trending assets and choppy assets are judged on their own terms.
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AI PATTERN MATCH
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The "Match" column uses a K-Nearest-Neighbors model. It builds a feature
vector from the current regime (trend, volatility, MA slope) and searches
each coin's own history for the most similar past setups, then reads what
happened next.
• High — historically similar regimes tended to resolve upward
• Mid — mixed / neutral historical outcome
• Low — historically similar regimes tended to resolve downward
• Wait — not enough history yet to form a reliable match
Pattern Match is a context signal, not a prediction. Treat it as "what has
this regime tended to lead to," never as a guarantee.
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CUSTOMIZE YOUR WATCHLIST
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4 fixed blue-chips (BTC, ETH, SOL, BNB) anchor the board.
6 fully customizable slots let you drop in any symbols you want — majors,
alts, or your current rotation. No waiting for an update to track a new coin.
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ALERTS
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• Strong Breakout — any tracked coin crosses ABOVE score 70
• Weak Breakdown — any tracked coin crosses BELOW score 30
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HOW TO USE
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★ Best used on the 4H or 1D timeframe. This is a regime dashboard — its job
is to read the bigger picture, and higher timeframes give cleaner, more
stable scores.
★ On very low timeframes (1m–15m) the panel needs to pull deep history for
10 assets and will load noticeably slower. That is expected. If you want
a fast, stable board, stay on 4H / 1D.
★ Green cluster = broad strength, favor long-biased setups on your own
system. Red cluster = broad weakness, tighten risk.
★ Use the Top 3 panel to spot where relative strength is rotating.
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NOTES & LIMITATIONS
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• In broad bear phases, most scores will sit low together — that is a correct
reflection of the market, not a malfunction.
• The panel updates on the latest bar. Historical bars intentionally do not
render the table.
• Symbols default to BINANCE pairs; you can swap any slot to another exchange.
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DISCLAIMER
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This indicator is for educational and informational purposes only. It is not
financial advice, not a recommendation to buy or sell any asset, and not a
trading system. Scores, Pattern Match values, and alerts describe historical
and current market conditions — they do not predict future prices. Crypto
markets are highly volatile and you can lose money. Always do your own
research and manage your own risk. Past behavior of similar regimes does not
guarantee future results. Indicator
Indicator
Indicator
Bitcoin 4-Year Cycle Map【說明欄位 (Description)】
Bitcoin has experienced more than a decade of market cycles, each characterized by explosive expansions, deep corrections, and prolonged accumulation phases. While every cycle has unfolded under different macro conditions, their overall timing has remained remarkably consistent.
This indicator does not attempt to predict price. Instead, it aims to answer a more important question: Is Bitcoin still following its historical four-year cycle?
► Historical Cycle Structure
The script marks Bitcoin’s major historical cycle tops and bottoms, then projects the next theoretical cycle windows by extending the historical timing (approx. 1428 days) between previous turning points.
• Cycle Tops: 2013-11-25 / 2017-12-11 / 2021-11-08 / Projected: 2025-10-06
• Cycle Bottoms: 2015-01-12 / 2018-12-15 / 2022-11-21 / Projected: 2026-10-05
► Time, Not Price
The projected labels represent time windows, not price targets. Markets can arrive early, arrive late, or ignore historical timing altogether. The objective is not to forecast price, but to observe whether Bitcoin continues to respect its long-term cyclical rhythm.
► Cycle Backgrounds
Background shading highlights the broader market environment:
• Red zones: Historical bear-market periods between cycle tops and bottoms.
• Green zones: Accumulation, recovery, and expansion phases leading into the next cycle peak.
► Why This Matters & Best Used With
Spot ETFs, institutional capital, and global liquidity have the potential to reshape Bitcoin’s historical cycle. Having an objective time framework helps you recognize when the future begins to look different from the past.
This is a macro timing framework, not a trading signal. Best viewed on Weekly/Monthly charts and combined with market structure, trend analysis, and macro liquidity.
► UI Translation & Settings
The indicator includes a language toggle in the settings. Non-Chinese speakers can select "English" from the input menu to switch all chart labels (Cycle Top / Cycle Low).
• 語言 / Language: Switch between 中文 (Chinese) and English.
• 顯示牛/熊市背景區域: Show bull/bear background zones.
• 顯示週期標籤: Show cycle labels.
• 顯示未來預測點: Show future projected points.
⸻⸻⸻⸻⸻⸻⸻⸻
【繁體中文說明】
比特幣四年週期地圖
► 概述
比特幣經歷了十多年的市場循環，每一輪都伴隨著快速擴張、劇烈修正，以及漫長的累積階段。雖然每一次循環都有不同的背景，但時間節奏卻始終展現出驚人的相似性。這個指標並不是用來預測價格，而是試圖回答一個更重要的問題：比特幣，是否仍然遵循四年週期？
► 歷史週期結構
本指標標示了比特幣歷史上最具代表性的週期高點與週期低點，並依照過去週期的時間間隔（1428天），延伸出下一個理論性的時間窗口。
• 週期高點：2013-11-25 / 2017-12-11 / 2021-11-08 / 未來預測：2025-10-06
• 週期低點：2015-01-12 / 2018-12-15 / 2022-11-21 / 未來預測：2026-10-05
► 預測的是時間，而不是價格
未來標籤代表的是時間窗口，而不是價格目標。市場可以提前、延後，甚至完全偏離歷史節奏。本指標關注的是市場是否仍然維持相似的時間結構，而非預測下一個價格高點。
► 週期背景
為了讓週期更加直觀，本指標加入了背景區域：
🟥 熊市區間：從歷史週期高點延續至週期低點。
🟩 牛市／復甦區間：從歷史週期低點延續至下一輪高點。
► 為什麼值得關注？
ETF、機構資金、全球流動性等因素都可能改變比特幣的週期。我們更需要一套客觀的時間框架，去觀察市場究竟是在延續歷史，還是開始進入新的階段。
► 建議搭配分析
本指標並非交易訊號工具。最佳使用時間框架為 Weekly 與 Monthly。建議搭配市場結構、趨勢分析、鏈上數據與宏觀流動性一起使用。歷史從不保證重演，但它經常留下值得研究的節奏。真正值得觀察的，不是市場是否完全重複過去，而是它從什麼時候開始，不再重複過去。
💡 小提醒：
這次發布時，請務必記得將你的 K 線圖切換到 Weekly (週線) 或 Monthly (月線)，然後把畫面拉遠，讓這幾個週期的標籤和背景顏色漂亮地呈現出來，再按下 Publish 發布。這樣的圖表乾淨又有說服力，絕對能順利過審！ Indicator
Indicator
Indicator
SEDAT XI Crypto AI BIAS ENGINE-iphone v2.0 ** ⚡SEDAT XI Crypto AI BIAS ENGINE⚡
The **SEDAT XI Crypto AI BIAS ENGINE** is a multi-asset cryptocurrency dashboard designed to help traders quickly identify where momentum, trend, and participation are aligning across the market.
Rather than focusing on a single chart, the dashboard continuously scans major cryptocurrencies and summarizes the information into an easy-to-read institutional-style interface. It combines trend analysis, breakout detection, momentum, volume activity, and RSI into one compact view, making it easier to prioritize the strongest opportunities.
### Features
• Multi-asset crypto scanner (BTC, ETH, SOL, ADA, XRP, SHIB)
• AI-style bias engine with Bullish, Bearish, Strong Trend, and Breakout detection
• Institutional volume activity meter
• Momentum score with color-coded strength
• RSI momentum confirmation
• Live current price display
• Final trade bias summary
• Mobile-friendly dashboard mode
• Adjustable dashboard size and screen placement
The goal is simple: reduce chart clutter and provide a fast market overview so traders can spend less time searching and more time focusing on high-quality setups.
This indicator is designed for educational and informational purposes. It does not predict future price movements or guarantee profitable trades. Always combine its signals with sound risk management and your own market analysis.
Thank you for checking out **SΞDAT XI Crypto AI BIAS ENGINE**. I hope it becomes a valuable part of your trading workflow. Feedback and constructive suggestions are always welcome as the project continues to evolve.
Indicator
NICS Yesterday Box PRONICS Yesterday Box PRO automatically plots the previous trading day's High, Low, and Midpoint, providing clean institutional reference levels for intraday trading.
Designed for Smart Money Concepts (SMC), ICT, price action, futures, forex, crypto, indices, and commodities.
Features
• Automatic Yesterday High (YH)
• Automatic Yesterday Low (YL)
• Automatic Yesterday Mid (50%)
• Auto-refresh at the beginning of every trading day
• Optional line extension
• Customizable colors and line width
• Lightweight and optimized Pine Script v6 implementation
Best Used For
• Intraday support & resistance
• Liquidity targets
• Market structure analysis
• Breakout confirmation
• Mean reversion setups
• ICT / SMC trading models
• Session-based trading
Markets
Works on all PulseWire-supported markets:
• Forex
• Cryptocurrency
• Stocks
• Futures
• Commodities
• Indices
Recommended Timeframes
Optimized for:
• 1 Minute
• 3 Minute
• 5 Minute
• 15 Minute
• 30 Minute
• 1 Hour
About NICS
NICS (Neural Intelligent Cognitive System) develops professional AI-powered trading tools and institutional market analysis solutions for discretionary and systematic traders.
© AI Byte Consult Ltd.
NICS AI Ecosystem Indicator
Macro Thesis Fleet: Direction & Cause OverlayMacro Thesis Fleet Overlay
A read-only macro context panel for your chart. Instead of a single trend arrow, it shows how a fleet of independent macro theses currently lean on a mapped symbol — plus the top causal claim behind that lean.
What it shows (top-right table)
Asset name — human label for the matched symbol
Direction — LONG, SHORT, or MIXED from fleet vote aggregation
Room % — estimated unpriced move remaining (Tight / Moderate / Significant band)
Strength label — e.g. Clear signal, Mixed fleet, Flagged (when thesis quality gates fail)
Fleet lean — count of theses leaning up / down / neutral (when available)
Cause one-liner — the dominant D1-level macro claim driving the read (not a price summary)
How direction is computed
Each mapped symbol carries a pre-computed direction code from upstream thesis aggregation:
LONG — net tradable lean is bullish after quality filters
SHORT — net tradable lean is bearish after quality filters
MIXED — material disagreement across the thesis fleet (no forced one-sided arrow)
This is macro context, not an intraday entry signal. Use it as a filter before your own timeframe and risk rules.
How symbol matching works
On the last bar, the script builds candidate keys from syminfo.tickerid, exchange:ticker, and bare ticker, then looks up the first match in parallel embedded arrays (MACRO_TV_KEYS, MACRO_SYMBOLS). If no match, the panel states that the chart symbol is not in the current feed.
Data cadence (important)
Values are embedded at publish time as Pine string/int/float arrays — Pine cannot call external APIs on Community scripts. Republish this script when you need a refreshed snapshot. The embedded Generated: comment in source shows the bake timestamp.
Mapped symbols in this release (31)
BTC · XAUUSD · XAGUSD · NVDA · MSFT · META · GOOGL · AMZN · SPY · QQQ · IWM · GLD · GC · XLE · GDX · TLT · EURUSD · USDJPY · EURJPY · PA · KIE · FXY · AEM · RGLD · URA · UST · NUGT · VALE · TECK · XLRE · VNQ
Matching examples: BINANCE:BTCUSDT, OANDA:XAUUSD, NASDAQ:NVDA, AMEX:SPY.
How to use
Add to a chart for one of the mapped symbols above.
Read direction + room + cause in the panel.
If direction is MIXED or strength is Flagged, treat the read as low conviction until you verify contributing theses yourself.
Republish when the embedded snapshot is stale for your workflow.
Not financial advice. Macro snapshot only — not a trading system. Indicator
Hurst Cycles What it is . An implementation of J.M. Hurst's nominal cyclic model. Hurst's premise: price movement is partly the sum of several nested cycles of roughly fixed wavelength (20-day, 40-day, 80-day, 20-week, 40-week, 18-month, 54-month...), harmonically related — each roughly half the length of the next — plus an underlying trend and noise. The indicator detects each cycle's troughs from price pivots, marks troughs and peaks with stacked diamonds (peaks defined properly, as the highest high between consecutive troughs), draws each cycle as a sine wave phased to its last trough, sums the enabled cycles into a composite model line that rides the candles, projects expected future trough dates as vertical lines with a tolerance window, and offers FLDs (price displaced forward half a wavelength — crossings generate Hurst's classic targets). Wavelengths are defined in calendar days on the daily timeframe and auto-rescale so the same cycle structure appears on any chart timeframe.
How to use it properly. The workflow that matches how Hurst actually worked: start on the daily chart with everything at defaults and check whether the diamonds are landing near obvious lows — if the instrument's real cycles run consistently longer or shorter than nominal, adjust the wavelength inputs until troughs line up (Hurst expected the nominal values to be starting points, not universal constants). Then trade the synchrony: the meaningful moments are when several cycles trough together — the composite dipping while multiple vertical windows cluster in the same zone is the signal Hurst's whole method builds toward, and one cycle's window alone is weak evidence. Use the manual anchors as your judgment layer: pivot confirmation takes half a wavelength, so when you believe a major low just printed, enter its date and price and the model re-phases immediately — that's how you keep the projection current instead of half a cycle stale. And treat the tolerance windows as zones to watch for a turn with confirmation from price, never as dates to blindly buy.
Downfalls — read these before trusting it with money. The structural ones first: cycle troughs confirm half a wavelength after they occur, so every automatic phasing is backward-looking by design — the 18-month cycle's trough isn't machine-confirmed until ~9 months later (manual anchors are the workaround, but then the phasing is your opinion). Second, the tolerance window is a heuristic, not Hurst's statistics — real Hurst analysis derives timing variance from the instrument itself, and this ±% is a stand-in you should tune. Third, the model is phase-only: amplitude weighting is a wavelength-based approximation, and the composite says nothing about how far price moves, only roughly when it might turn. Fourth, pivot detection is mechanical — it will happily phase a cycle off a news-spike low that a human analyst would skip, and in strong trends the shorter cycles' troughs get dragged late (Hurst's own observation). Practical ones: future projections extrapolate calendar time from recent bar spacing, so on stock charts distant dates drift slightly since future weekends aren't skipped; the biggest cycles can't pivot-confirm on intraday charts (Pine's 5000-bar lookback limit) and rely on manual anchors there; history only draws as far back as bars loaded on your chart; and each new confirmed trough re-phases everything, so projections legitimately move over time — that's the method working, not the indicator glitching.
The honest framing . Cycle analysis is a minority view of how markets work — the academic mainstream is skeptical that fixed-period cycles persist, and even practitioners regard Hurst's model as a probabilistic timing framework, not a prediction machine. Its best use is narrowing when to pay attention and stacking confluence with your other analysis; its worst use is treating a vertical line nine months out as an appointment price is obligated to keep. Nothing it draws is financial advice, and the further into the future a projection extends, the more decorative it becomes. Indicator
