PDH / PDL / ONH / ONL (CST)PDH / PDL / ONH / ONL — Chicago Session Levels
Marks the four key reference levels traders watch each session, calculated in Chicago (CST/CDT) time:
PDH / PDL — the high and low of the previous Regular Trading Hours session (default 08:30–16:00 CT)
ONH / ONL — the high and low of the overnight range, from the prior RTH close to the pre-market cutoff (default 16:00–08:25 CT)
Each level is finalized when its session closes and extends to the right until the next session produces a new one.
Features
Fully customizable session windows and time zone — set it to any market you trade
Independent color, line style (solid/dashed/dotted), and width for each of the four levels
Optional lines anchored at the wick that created the extreme, so you can see exactly which candle produced the level
Vertical session dividers at day start and day end, with their own colors, styles, and history limit
Price labels that follow the right edge of the chart
Option to keep prior days' levels on screen as fixed segments
Built-in alerts for crosses above PDH/ONH and below PDL/ONL
How to use
Apply on an intraday timeframe — 5-minute or lower gives the most accurate overnight extremes. Enable "Extended Trading Hours" in your chart settings so overnight data is available. These levels commonly act as support/resistance, liquidity targets, and breakout reference points at the open.
This indicator is a visualization tool, not a trading signal. Test on your own instruments and timeframes before relying on it. Indicator
Nexus Sessions Session High/Low (Asia / London / New York)Draws the running high and low of the Asia, London and New York sessions as clean horizontal
lines with labels that follow price. No boxes, no vertical dividers, no clutter — just the levels.
CORE + CARRY WINDOWS
Each session has a core window and a carry window, and the level keeps forming through both
before it locks. London's range isn't finished at 05:00 — flow from that session keeps working
the book for hours, and a high printed at 08:54 still belongs to London even though the core
ended long before. Defaults: Asia 18:00-00:00 (carry to 02:00), London 02:00-05:00 (carry to
09:30), New York 09:30-11:00 (carry to 16:00), all New York time.
SWEPT LEVELS
Once a session's core and carry are both done, its high and low lock. If price later trades back
through one, that line turns dotted and relabels itself SWEPT — while keeping its session colour,
so you can still tell at a glance whose liquidity just got taken. An untouched session extreme is
resting liquidity; a swept one is spent. Nothing gets marked swept while the level is still
forming, so a new high inside its own session never false-flags as a sweep of itself.
TWO WAYS TO DRAW THE LINE
By default each line starts on the bar that actually printed the high or low, so you can see
exactly when the level was set. Switch to Session open and the line spans the entire session
instead, showing how long the level has been in play and how much of the session traded above or
below it. Same levels, two different questions.
TIMEZONES
Defaults are New York time and the standard core windows, so it lines up with what you're already
reading. Each session can also be switched to its own market's local time — which changes nothing
for about 48 weeks a year, and differs only in the ~4 weeks when the US and UK clocks disagree.
Japan observes no DST at all, so an Asia window pinned to New York drifts against Tokyo at every
US changeover. Pick native if you want the literal London open; leave it on New York to match
every other session tool.
Full colour control per session — separate high, low and swept colours — plus infinite or
fixed-length extension, adjustable label offset, and per-session toggles.
Open source and fully commented. Take it, change it, use it.
I build custom indicators and backtesting tools — message me if you need something specific. Indicator
COT Commercial Hedger ExtremeIn commodities, the crowd and the smart money sit on opposite sides of the same report every week. The Commitment of Traders breaks open interest into commercials -- the producers, merchants and processors who hedge physical -- and large speculators, who are mostly trend-following money. The commercials are the ones who actually touch the barrel, the bushel, the bar. When they move to an extreme, it pays to listen.
The pattern that marks real commodity bottoms is simple to say and hard to wait for: commercial hedgers covering shorts en masse, from a multi-year net-short extreme, and curling back toward flat or net long. That is the producers deciding price has fallen far enough that they no longer need to hedge aggressively. It happened at the 2008 low, it happened into the 2018-19 lows, and I used this exact tell to call the September 2022 gold bottom near $1,640 in real time on PulseWire. Gold peaked above $5,500 in January 2026, a move of more than 200% from that low.
This indicator puts that read on your chart.
The colored net line is the commercial position: red when they're at an extreme and still pressing shorts (no bottom), yellow when they start covering up off that extreme, green when they curl to flat or net long (the bottom tell). A triangle marks the first week they begin covering, a diamond marks the cross to net long. The blue line is large speculators for context -- they are usually heaviest long right as commercials are heaviest short, which is the whole point. Optional small-trader line too.
The dashboard shows commercial net, where it sits in its multi-year percentile, the spec and small-trader nets, and whether covering is underway. Alerts fire when hedgers start covering and when they flip toward net long.
Works on any futures with a CFTC code -- gold, silver, copper, oil, grains, even the index futures. Set the code in the settings to match the contract you're charting. Default is gold.
One read in isolation is a tell, not a trigger. I pair it with trend and price structure -- it tells you the tank is full of fuel, not that the match is lit. But when commercials cover their shorts, I want to know. Indicator
cephxs / Risk Calculator [Pro +]Risk Calculator
Type your stop in ticks and the dollars you accept to lose. The table tells you how many contracts fit, and what those contracts actually risk.
WHAT IT DOES
Position sizing is the one calculation that decides whether a losing streak is survivable, and it is the one most people do in their head, wrong, on the way into a trade.
This is a manual sizer. Two inputs, one small table, nothing else on your chart. No signals, no boxes, no arrows, no alerts. It reads the symbol you are on, converts your stop from ticks into dollars, and reports how many contracts fit inside the risk you set.
It reports both the standard contract and its micro sibling, side by side, every time. There is no micro toggle to remember, because the choice between one mini and twelve micros is a trading decision, not a setting. This tool is calibrated specifically to Futures contracts, Updates will follow soon for support for Forex CFD Lots and instructions on how to understand them and speed up your trading for cross platform trading (externl execution and PulseWire charting for example.)
HOW IT WORKS
Three ideas, and the third is the one that gets sizers wrong.
1. Ticks, not points. You think in ticks, because that is what your stop is measured in on the DOM. Contract specifications are quoted per point . The script converts between them using the symbol's own tick size, so a 50-tick stop on CME_MINI:RTY1! (0.1 tick) and a 50-tick stop on CME_MINI:ES1! (0.25 tick) are correctly priced as different distances instead of being treated as the same number.
2. A contract pair, not a contract. The script carries a lookup of index, metal, energy and FX futures. Each entry stores the dollar value of a one-point move for the standard contract and for its micro. The same pair resolves whichever side of it you are charting: load CME_MINI:NQ1! or load CME_MINI:MNQ1! and you get the same two columns, in the same order. Micro tickers are matched before their standard root, so CME_MINI:MNQ1! is never mistaken for the CME_MINI:NQ1! entry.
3. Floor division, and no rounding up. Contract counts come from your risk budget divided by the dollar cost of one contract at your stop, rounded down . A partial contract is not a contract. This means the reported figures are never the budget read back at you — they are what the position genuinely risks, which is at or under the budget by the size of the remainder.
HOW TO READ THE TABLE
Four stacked rows. The example below is a 25-tick stop with a $400 budget on CME_MINI:ES1! (Same as the publication Screenshot):
ES1!
25 ticks
$313 / $375
1 mini / 12 micros
Row 1 — Asset. The symbol the numbers were computed for. Confirms the script resolved what you think it resolved.
Row 2 — Stop. Your stop, as typed.
Row 3 — Risk. What each position actually loses if the stop is hit.
Row 4 — Size. What to place.
Rows 3 and 4 are a pair and read column for column. Standard contract on the left, micro on the right. $313 is what that 1 mini risks. $375 is what those 12 micros risk. Both sit under the $400 budget. Neither is the budget itself.
The colors are the warnings.
Grey — normal. Both sides are tradeable.
Amber — one standard contract already exceeds your budget. Its count reads 0. Only the micro column is tradeable.
Red — even one micro exceeds your budget. Row 4 reads "Risk too big", and row 3 switches to showing what one of each contract would cost, so you can see how far over you are.
Every cell carries a tooltip with the full arithmetic: ticks, dollars per tick, dollars per contract, and the budget the counts were divided by. Hover it when a number surprises you.
HOW TO USE
Load it on the futures contract you trade.
Set Preferred Risk once. This is your per-trade loss limit in dollars, and it should not change trade to trade.
Before each entry, set Stop Size to where your stop actually goes — below the swing, past the level, wherever your method puts it. Do not pick the stop that makes the size convenient.
Read row 4 and place that size.
If the block turns red, the trade is not untradeable — the stop is too wide for your account at this risk. Wait for a tighter structure rather than moving the stop in.
The order matters. Risk is fixed, stop is dictated by the chart, and size is the output of those two. Sizing first and then hunting for a stop that fits is the habit this table exists to break.
INPUTS
Stop Size (ticks): 25. Distance to your stop, in ticks. Drives everything. Fully customizable.
Preferred Risk ( AMEX:USD ): 400. Maximum dollars you accept to lose. Both contract counts stay at or below it. Add a small leeway $50 if you're willing to get even closer to your preferred risk.
Table Position: Bottom Left. Any of the nine pane anchors.
Layout: Values Only, or Labeled (adds a dimmed caption column).
Text Align: Left, Center, Right. Applies to the value column.
Edge Padding (rows): 2. Blank rows between the block and the pane edge it hugs. Inert on the three Middle positions, which have no edge to lift off.
Text / Warn / Error colors: the three states above, in that order.
Table Text Size: Standard. Compact through Extra Large, or Auto.
The table draws as plain text with no background and no border, so it sits on the chart without covering price.
SYMBOLS COVERED
Indices: CME_MINI:NQ1! · CME_MINI:MNQ1! · CME_MINI:ES1! · CME_MINI:MES1! · CBOT_MINI:YM1! · CBOT_MINI:MYM1! · CME_MINI:RTY1! · CME_MINI:M2K1!
Metals: COMEX:GC1! · COMEX_MINI:MGC1! · COMEX:SI1! · COMEX_MINI:SIL1! · COMEX:HG1! · COMEX_MINI:MHG1!
Energy: NYMEX:CL1! · NYMEX:MCL1! · NYMEX:RB1! · NYMEX:HO1!
FX: CME:6E1! · CME_MINI:M6E1! · CME:6B1! · CME_MINI:M6B1! · CME:6C1! ·
NYMEX:RB1! and NYMEX:HO1! have no micro, so they report a single column. Every other symbol reports the pair.
LIMITS — read these
It does not know your account. There is no balance, no margin check, no daily loss limit. If your broker's day-trade margin will not carry 12 micros, the table will still say 12. That number is what your risk allows, not what your buying power allows.
It does not know your position. It is a pre-trade calculator, not a position tracker. It never reads open orders or fills.
Commissions and fees are excluded. Twelve micros cost meaningfully more in round-turn fees than one mini for the same risk. That gap is real and this table does not show it.
Off-list symbols degrade, they do not fail. On anything outside the list above, the script falls back to the symbol's own point value, finds no sibling, and collapses to a single column labeled in plain "contracts". Stocks, crypto and forex spot will produce a number this way. Confirm it against your broker before you trade it.
Futures-first by design. The tick-to-dollar chain assumes a contract with a fixed point value. It is not a share sizer.
No performance claim is made or implied. Correct sizing controls the size of a loss. It does not make a losing setup profitable.
FAQ
why does it show both minis and micros instead of picking one?
Because the right answer depends on what you are doing, not on the arithmetic. Twelve micros let you scale out in twelve pieces and cost more in fees. One mini is cheaper and all-or-nothing. The table gives you both and stays out of the decision.
why is the risk figure lower than my preferred risk?
Rounding down. If one contract costs $400 and your budget is $500, one contract fits and $100 goes unused, because 1.25 contracts do not exist. The figure shown is the real risk of the real position.
it says "Risk too big" — is something broken?
No. One micro at your current stop costs more than your entire budget. Either the stop is wider than your account can carry at that risk, or the risk input is set low. Row 3 shows what one of each contract would cost, so you can see the gap.
does it repaint?
There is nothing to repaint. The table is computed on the last bar from your two inputs and the symbol's specification. It uses no history, no higher timeframe requests and no future data.
my broker's contract value differs from the table.
Trust your broker. Contract specifications change and exchanges list variants. The tooltip shows the exact dollars-per-tick used, so you can compare in one look.
DISCLAIMER
This script is a calculator. It gives no trade signals and makes no forecast. Contract specifications are hardcoded and can become out of date, and off-list symbols use a fallback value — always confirm the numbers against your broker before you place an order. Trading futures involves substantial risk of loss and is not suitable for every investor. Nothing here is financial advice.
Open source under the Mozilla Public License 2.0. Read the code, fork it, change the contract table to suit your instruments.
Indicator
Premarket High/Low + Prior Day High/Low + Opening PriceFutures Levels – Premarket High/Low + Prior Day High/Low + Opening Price
Clean and accurate session levels designed primarily for futures traders (ES, NQ, YM, RTY, etc.), but also usable on equities.
What it plots:
• Premarket High & Low – Highest high and lowest low of the most recent overnight/premarket session
• Prior Day High & Low – High and low of the most recent completed Regular Trading Hours (RTH) session
• Opening Price – The actual 09:30 ET opening price of the most recent session
Key Features:
• Shows only the most recent levels (no historical clutter)
• Correctly handles weekends and pre-market gaps — on Sunday or Monday before the open you will see Friday’s Premarket High/Low, Friday’s RTH High/Low, and Friday’s 09:30 open
• Lines start at their true origin bar and extend only to the right
• Fully independent settings for each level (color, line style, and thickness)
• Session times are fully adjustable
How to use:
1. Add the indicator to an intraday chart
2. Make sure Extended Hours (ETH) is enabled
3. Adjust colors, styles, and widths in the settings to your preference
Adjusting for Equities (Stocks/ETFs):
By default the sessions are set for futures (Premarket 18:00–09:29 ET).
For stocks and ETFs, simply change the session inputs in the settings to:
• Premarket Session → 0400-0929
• RTH Session → 0930-1600
Ideal for day traders and scalpers who want clean, reliable reference levels without the noise of older session lines. Indicator
Macro MagicianMacro Magician — Hourly Macros (:50 → :10)
Short description
Marks the :50 → :10 hourly macro windows, shades the opening minute of each, and can carry a chosen macro's opening range across the rest of the session.
Full description
What it does
Macro Magician draws the twenty-minute windows that run from :50 of one hour to :10 of the next — the periods intraday traders commonly call hourly macros. Each window gets a shaded box tracking its high and low, and the opening candle of the window is shaded separately in a darker tone, so you can see where price opened the window from relative to where it finished.
Beyond marking the windows, two features do the work that usually gets done by hand:
Carried-forward opening ranges. Any macro can have its opening-candle high and low projected to the right across the rest of the session, turning that one minute into a horizontal reference band. The macro's time is reprinted along the band at a cadence you set, so it stays identifiable hours later without hovering over it.
A standalone highlight candle. One candle per session — 09:30 by default, matching the equity cash open — can be recolored, given a vertical backdrop and a marker, and boxed with its own carried-forward band. This runs independently of the macro slots, so it works whether or not that minute falls inside a macro window.
Nothing here produces signals or predicts direction. It is a time-and-level marking tool that puts the windows and their opening ranges on the chart automatically.
Settings
General
Timezone — all times are interpreted in this zone, so boxes land correctly regardless of your chart's display timezone. Defaults to New York; "Exchange" follows the symbol.
Timeframe limit — hides the drawings above a chosen timeframe. Default 15 minutes.
Style
Fill, opening-candle fill, and border transparency, plus border width.
Opening-candle level — projects the window's opening candle's open, close, or midpoint as a dotted line across the window.
Label visibility and size.
Chart theme — Auto, Light, or Dark. Auto reads the chart's background brightness and flips the extended-macro label text between the two colors you choose, so the script is legible on either without touching anything else.
Optional alert when a macro opens.
Macro windows Eight independent slots, each with an on/off toggle, a session, a color, and an extend checkbox. Defaults cover 06:50 through 14:10 New York time. The session field accepts day filters, so 0850-0910:23456 restricts a window to Tuesday through Saturday for futures. One "extend through" session sets where all carried-forward bands stop, 16:00 by default.
Extended opening range Controls the band label cadence — either at a fixed minute interval from the macro open, or once an hour at a clock minute you choose so the prints stay clear of the other macro windows — along with the text size, which applies to both the label above the box and the prints along the band.
Highlight candle Hour and minute for the candle, its color, an optional full-height vertical backdrop with its own transparency, an optional triangle marker above or below the bar, and an optional carried-forward box with independent fill, border, and width settings. The box can start on the candle or just after it, so its fill doesn't wash out the candle's own color.
How to read it
The lighter box shows what the window did — its full high and low. The darker box shows the range it opened from. When a window closes well outside its opening range, the two together show the displacement at a glance. A carried-forward band lets later sessions be read against an earlier opening range without redrawing it each day.
Notes and limitations
Intraday charts only. On a 1-minute chart the darker box is exactly the :50 candle; on a 5-minute chart it is the first five minutes of the window, which is wider by design.
The highlight candle is drawn with barcolor plus a candle overlay, so it survives chart settings that override bar colors. On timeframes above one minute it paints whichever bar carries that opening time.
PulseWire caps drawings at 500 boxes, lines, and labels, so the oldest sessions eventually drop off the left of the chart. Running fewer macro slots keeps more history visible.
Windows in progress update until they close, as you would expect. Nothing recalculates on historical bars.
This is a charting aid, not a strategy, and not financial advice. Test how these windows behave on your own instrument and timeframe before relying on them. Indicator
Strategy
Strategy
Liquidation Magnet [Quantum Algo]Liquidation Magnet
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🔶 OVERVIEW
Liquidation Magnet estimates where over-leveraged long and short positions are likely to be liquidated, builds decaying volume-weighted clusters at those levels, and renders them as heat ladders directly on your chart. A gold magnet beam locks onto the strongest nearby pool, purge flashes mark the moment price sweeps through a cluster, and a statistics panel tracks how often those sweeps actually reverse on the exact symbol and timeframe you are trading.
The idea is simple and powerful: price does not wander randomly — it is drawn toward liquidity. The largest pockets of forced orders sit where crowded positions get liquidated. This tool maps those pockets, weighs them, and watches them get consumed.
Important honesty note, up front: every level in this indicator is an ESTIMATE derived from price structure and typical leverage tiers. This script does not read exchange liquidation feeds or order-book data, and no indicator on this platform can. Anyone claiming otherwise is guessing with extra steps. This tool guesses transparently — and then measures itself.
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🔶 WHAT IS A LIQUIDATION MAGNET?
When traders open leveraged positions near a swing high or swing low, their liquidation prices sit at fixed, mathematically determined distances from their entries. A crowd of 25x longs opened near a swing low will be liquidated roughly four percent below it. A crowd of 50x shorts opened near a swing high will be liquidated roughly two percent above it.
Those liquidation prices are where forced market orders wait. Forced orders are fuel. Markets are drawn toward fuel — sweep the pool, fill the orders, and very often reverse once the fuel is spent. That pull is the "magnet."
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🔶 WHY IS THIS ORIGINAL?
1. Cluster model, not static lines. Swing anchors project liquidation estimates through four leverage tiers (10x, 25x, 50x, 100x, each toggleable). Nearby estimates MERGE into clusters whose mass grows with the volume behind the anchoring swing — scattered guesses become weighted zones.
2. Living decay engine. Positions close, stops move, the crowd rotates. Every cluster loses mass each bar and dies when it fades — or the instant price sweeps through it and consumes it. The map you see is current, never a museum of stale lines.
3. Purge detection with self-auditing statistics. When price trades through a pool, the tool prints a purge flash and then measures what happened next. The dashboard reports the ten-bar reversal rate after upward and downward purges — computed on your chart, shrunk toward neutral at small sample sizes, with a Wilson lower bound available in tooltips. The indicator grades its own thesis in public.
4. The magnet beam. Among all pools within reach, the strongest (mass discounted by distance) is highlighted with a gold beam from live price — a single glance answers "where is the nearest large pocket of fuel?"
5. Radical transparency in a genre full of implication. Every tooltip, the dashboard footer, and this description state plainly that levels are structural estimates, not exchange data.
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🔶 HOW IT WORKS
— Swing anchors: confirmed pivot highs and lows define where crowds of entries concentrate.
— Tier projection: each anchor projects liquidation estimates at the distances implied by common leverage tiers (about 1%, 2%, 4%, and 10% from entry).
— Mass: each projection carries mass scaled by the volume z-score at the anchor — swings formed on climactic volume imply larger crowds.
— Clustering: projections landing near an existing cluster merge into it, shifting its weighted center and adding mass.
— Decay and death: mass decays every bar; weak clusters are pruned; swept clusters are consumed immediately.
— Rendering: each cluster draws a trailing heat band across the chart plus a three-layer intensity ladder at the right edge — length and brightness scale with mass; the strongest pool burns gold.
— Purge statistics: after each sweep, the ten-bar outcome is recorded in first-in-first-out sample sets, and reversal rates are displayed with sample counts.
Everything is computed on confirmed bars. Signals and clusters do not repaint. All drawings are capped for performance.
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🔶 HOW TO USE IT
— Directional context: a heavy pool overhead with light fuel below suggests the path of least resistance is up (toward the fuel), and the Net Pull row quantifies this bias.
— Sweep-and-reversal trading: the classic use. Wait for price to purge a strong pool, check the dashboard's historical reversal rate for that direction on your symbol, and treat the purge as a candidate exhaustion point for your own entry method.
— Target selection: strong pools are natural take-profit magnets — many traders exit into the fuel rather than after it is spent.
— Risk placement: avoid resting stops just beyond a hot ladder; that is exactly where the market has an incentive to reach.
— Works on any symbol, but the leverage-tier logic is designed for crypto perpetual futures, where liquidation mechanics dominate intraday movement. Best on 15m to 4H.
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🔶 SETTINGS
— Swing Anchor Length: pivot size defining the anchoring swings.
— Leverage Tiers: toggle 10x / 25x / 50x / 100x projections independently.
— Maximum Clusters, Merge Tolerance, Mass Decay: control the density and lifespan of the map.
— Purge flashes, heat ladders, magnet beam, and ladder length are individually toggleable.
— Statistics: sample cap, minimum samples to grade, shrinkage strength, Wilson z-score.
— Full color and dashboard customization.
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🔶 ALERTS
— Approaching Magnet — price within half an Average True Range of an estimated pool.
— Upward Purge — an estimated short-liquidation pool was swept.
— Downward Purge — an estimated long-liquidation pool was swept.
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🔶 FAQ
Q: Is this real liquidation data from exchanges?
A: No — and this matters. PulseWire indicators cannot access exchange liquidation feeds or order books. Every level here is an estimate computed from price structure and the fixed mathematics of leverage. The tool is honest about this everywhere, and it compensates by measuring its own hit rate on your chart.
Q: Why do the estimated levels often line up with where price actually reverses?
A: Because liquidation math is public and mechanical. Everyone's 50x liquidation sits roughly two percent from entry, so crowded swings reliably produce crowded liquidation pockets — no private data required.
Q: Does it repaint?
A: No. Clusters form on confirmed pivots, purges are detected on confirmed bars, and consumed clusters stay consumed.
Q: Which markets and timeframes?
A: Designed for crypto perpetual futures on 15m–4H. The structural logic works elsewhere, but the leverage-tier assumptions are crypto-native.
Q: What do the reversal statistics mean?
A: After each purge, the tool records whether price moved back against the sweep over the next ten bars. Rates are shrunk toward fifty percent at low sample counts so early numbers cannot overstate the edge. They describe this chart's history only — they are not predictions.
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🔶 CREDITS
The liquidation-level mapping concept was popularized by crypto derivatives analytics platforms; pivot structure detection is classical technique; the Wilson score interval is by Edwin B. Wilson (1927). The cluster model, volume-weighted mass and decay engine, purge state machine, self-auditing statistics, and all code in this script are original work. No third-party or open-source script code was reused.
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🔶 LIMITATIONS
— All levels are estimates; actual liquidation prices vary with margin mode, maintenance margin, fees, and funding.
— The statistics describe historical behavior on the current chart only; past frequencies never guarantee future outcomes.
— On illiquid symbols or very low timeframes, swing anchors are noisier and clusters less meaningful.
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🔶 DISCLAIMER
This indicator is a research and charting tool provided for educational purposes. It is not financial advice, and no statistic shown is a promise of future performance. Trading leveraged instruments involves substantial risk of loss. Always do your own analysis and manage risk responsibly. Indicator
Strategy
Zero Noise LevelsThe Previous Highs and Lows, Outlined. Nothing else.
What it does
- Marks the completed previous day, week, and month high and low — six levels, never more.
- Each level anchors at the candle that actually made it and extends forward until price trades through it — then it greys out and stops. A sweep counts on the wick: any trade through the level retires it, even if the candle closes back inside.
- When a new day, week, or month begins, its levels replace the old pair. Nothing accumulates — the cleanup is structural, not a setting.
- Levels come from completed periods only, so they never repaint. Each level takes the more extreme of the official candle and what your chart actually printed — on stock charts showing extended hours, the line sits on the wick you can see.
- Theme: Auto / Dark / Light — change any swatch and your color wins on every theme.
What it deliberately doesn't do
- No signals, no alerts, no arrows — a deliberate omission in the free tools, not an oversight. A previous high is context, not a trade call. The trade is yours.
Settings
- Levels: Previous Day / Previous Week / Previous Month, each an independent toggle
Style: theme, colors, line width and style, level tags, watermark — all optional
Futures, stocks, and FX. Each level shows on any chart timeframe at or below its own period.
For informational and educational purposes only — not financial advice. Trading involves substantial risk of loss; past performance does not guarantee future results. Indicator
Zero Noise KillzonesThe Killzones, outlined. Nothing else. The ICT killzones drawn cleanly, with each one's high and low carried forward as levels.
What it does
- Outlines the killzones: Asia (20:00–00:00), London (02:00–05:00), New York AM (09:30–11:00), New York Lunch (12:00–13:00, off by default), and New York PM (13:30–16:00) — all pinned to New York time, so daylight-saving changes are handled automatically on any chart, in any timezone.
- A separate forex set — Asia, London Open, New York Open (07:00–10:00), London Close (10:00–12:00) — off by default, so forex traders have the complete set in one place. NY AM and NY Open overlap by design: different windows that share 30 minutes.
- When a killzone closes, its high and low carry forward as levels. A level stays lit and keeps extending until price trades through it — then it greys out and stops. A sweep counts on the wick: any trade through the level retires it, even if the candle closes back inside. A wick through a level is information — that's the definition, on purpose.
- Days Kept bounds how long anything lives on the chart. Nothing accumulates forever.
- Custom windows: up to seven of your own sessions, any HHMM–HHMM window (midnight wraps handled), in any timezone.
What it deliberately doesn't do
- No signals, no alerts, no arrows — a deliberate omission in the free tools, not an oversight. A killzone high is context, not a trade call. The trade is yours.
Settings
- Killzones: five futures windows plus the four-window forex set, each an independent toggle
- Extend Highs & Lows: Until Swept (levels carry forward) or Session End (outlines only)
- Custom: timezone + up to seven custom windows
- Theme: Auto / Dark / Light — change any swatch and your color wins on every theme
- Line width, fill, tags, Days Kept (1–5), watermark — all optional
Futures, stocks, and FX, on any intraday chart up to 1h — above 5m, windows are rebuilt from 1-minute data for exact alignment.
For informational and educational purposes only — not financial advice. Trading involves substantial risk of loss; past performance does not guarantee future results. Indicator
Zero Noise Opening RangePure structure. Zero noise.
The opening range, outlined. Nothing else.
What it does
Sessions: New York (09:30 ET), London (08:00 UK), Asia (09:00 Tokyo) — one, all three, or a custom open time and timezone. Each session is tracked independently.
Range length: the first 5m, 15m, 30m, or 1h of the open, or a custom length.
Extend Until: Break Confirmation (default) freezes the range when a candle of your confirmation timeframe (1m–30m) closes outside it. Closed candles only — wicks don't count, nothing repaints. Session End runs the range to the close regardless of breaks.
Every range ends at its market's close (NY 16:00 ET, London 16:30 UK, Tokyo 15:30 JST).
Broken ranges grey out (optional), so live levels stay obvious.
Works on any intraday chart up to 1h. Above the range length, the range is rebuilt from 1-minute data for exact alignment.
What it doesn't do
No signals, no alerts, no arrows. An opening range is context. The trade is yours.
Settings
Session: New York / London / Asia (Tokyo) / All 3 / Custom (default: All 3)
Opening range: 5m / 15m / 30m / 1h / custom minutes
Break confirmation candle: 1m to 30m (default 5m)
Midline, fill, grey-out, tags, days kept, watermark — all optional
Futures, stocks, and FX. A notice panel flags any invalid setting.
For informational and educational purposes only — not financial advice. Trading involves substantial risk of loss; past performance does not guarantee future results. Indicator
ES/NQ Daily Levels Paste-In Sup/Res MapperDaily Levels is a manual, paste-in mapping tool. Paste a list of price levels into the settings and it draws them on your chart as clean lines and shaded zones with labels. It does not calculate signals or repaint — it simply renders the levels you enter.
Works on any symbol — ES, NQ, SPY, SPX, stocks, futures, forex, and crypto. Just paste levels that match that instrument's price.
Leave the box blank and it shows a few sample reference levels around current price (clearly tagged "sample", 10 points apart by default) so you can see how it works on any chart. The samples auto-hide the moment you paste your own levels. (The 10-point default spacing suits ES/NQ; for other instruments set the spacing to fit, or set it to 0 for auto.)
WHAT IT DRAWS
- Single prices → horizontal lines with labels
- Ranges (e.g. 5200-5205) → shaded zones
- Section groups you can label: Resistances, Supports, and special groups (Backtest, Add, Breakdown, Short)
- Tag any level "(major)" and it renders thicker
DYNAMIC S/R FLIP (optional)
When enabled, each level you paste under Supports/Resistances is colored by where price is right now:
- Price above the level → acts as support (green, "S")
- Price below the level → acts as resistance (red, "R")
- Price inside a zone → neutral / in-play (yellow)
Turn it off to keep the exact section labels you pasted.
HOW TO USE
1. Add the indicator to your chart.
2. Open its settings → "PASTE YOUR DAILY LEVELS HERE".
3. Paste your levels, one section per line, for example:
Resistances: 5210, 5218 (major), 5225-5228
Supports: 5188, 5175 (major)
4. Lines, zones, and labels draw automatically. Colors, widths, spacing, and label styling are all configurable.
NOTE
The sample levels are auto-generated placeholders for demonstration only — they are not recommended levels and should not be used for trading. This tool does not generate, suggest, or predict levels; it only displays the ones you enter.
For educational purpose Indicator
Indicator
AlgoStorm COT Positioning Index (COT-X)AlgoStorm COT Positioning Index (COT-X)
An institutional positioning engine that normalizes weekly CFTC Commitment of Traders data into a 0–100 COT Index for Commercials, Large Speculators, and Small Traders — with extreme-positioning zones, a raw net-positions mode, and automatic contract mapping for the major futures markets.
The AlgoStorm COT Positioning Index (COT-X) indicator is designed for swing and position traders who want to know who actually holds the futures market before committing to a directional thesis. The COT report is the only public record of that: commercial hedgers, large speculative funds, and the small-trader crowd. Raw net positions are nearly impossible to compare across time, so COT-X normalizes each group with Larry Williams' COT Index. When Commercials — the cohort with physical-market information — reach a positioning extreme against price, that has historically been worth knowing.
DATA TIMING — READ BEFORE LOADING
CFTC data is a TUESDAY snapshot published FRIDAY around 3:30pm ET. Everything on this indicator is at least three days behind the market by design. It is positioning CONTEXT for swing and position decisions over days to weeks — it is not, and cannot be, an execution signal . Alerts fire on the bar where a new report lands.
Technical Architecture: Week-Indexed Positioning Engine
Official Data Pipeline: Sources CFTC series through PulseWire's official LibraryCOT (Legacy report). Net positioning per group = Long − Short, requested per side and differenced in the script — nothing is approximated from price.
Williams Index Normalization: COT Index = 100 × (net − lowest net) / (highest net − lowest net) over the lookback window. Default 26 weeks (Williams' six-month setting); 156 weeks reproduces his classic three-year read. Values of 80+ mark historically extreme long positioning for that group; 20 and below, extreme short.
Week-Slot Ring Buffer: The lookback is counted in WEEKS, not chart bars. One slot is appended per weekly boundary and the live week's slot is refreshed in place, so the index reads identically on daily and weekly charts — a detail most COT scripts get wrong by measuring the lookback in bars.
Automatic Contract Mapping: The chart's futures root (ES, NQ, CL, GC, 6E, ZN and the other majors) is converted to its CFTC contract code automatically. A manual code-override input covers anything the auto-mapping misses, and an on-chart warning explains exactly what to do when a symbol has no COT series — the script never fails silently.
Report Selection: Futures-only report by default, with a toggle for the Futures + Options combined report.
Features & Functionality
Three Trader Cohorts: Commercials and Large Speculators plotted by default, Small Traders (the classic fade cohort) optional — each independently toggleable.
Extreme-Positioning Zones: Configurable thresholds (default 80/20) with a neutral-zone fill, plus an optional background tint whenever Commercials reach an extreme.
Net Positions Mode: Switches the pane to raw Long − Short contract counts with a zero line, for traders who want the unnormalized picture.
Positioning Table: Net position, index value, and extreme state for each cohort at a glance.
Alert Suite: Four conditions — Commercials entering the long- or short-extreme zone, Large Speculators entering the long- or short-extreme zone. Confirmed closes only.
Honest limitations: positioning extremes can persist for months — an extreme is a condition, not a trigger . The Legacy report's groups are broad; the Disaggregated report splits producers from swap dealers, and this version deliberately ships the Legacy read that the classic COT literature is built on. Use Daily or Weekly charts — the index builds one value per week, and intraday charts add nothing.
Open-source under CC BY-NC-SA 4.0. Educational tool — not financial advice. Indicator
Correlation Matrix [AFD]Correlation Matrix turns the active chart into a one-to-many cross-asset relationship monitor. It compares the chart symbol with up to eight instruments and brings slower and faster return correlation, fitted return sensitivity, matched spread distance, pair-specific correlation history, and data availability into one dashboard.
It is designed to answer practical research questions: Which selected markets have been moving with or against the chart symbol? Has recent co-movement departed from the slower relationship? How sensitive has the chart symbol been to each comparison? Is the matched spread unusually displaced for that pair? Is the reading supported by enough shared observations to interpret responsibly?
Built-in Symbol sets and Measurement presets provide repeatable samples. A Measurement preset selects a requested timeframe and Long/Short windows; it never changes the chart candles or requires a matching chart timeframe. Custom can follow the chart or request a fixed measurement timeframe. Optional rebased lines use a separate visual baseline. All outputs are descriptive measurements, not automated decisions.
What It Is Useful For
Cross-asset mapping: Place an index, sector, currency, commodity, rate-sensitive instrument, volatility index, or digital asset on the chart and compare it with a preset universe or a Custom basket. This helps organize intermarket context around one common reference symbol.
Relationship-change monitoring: Treat Long Correlation as the slower context sample and Short Correlation as the faster sample. Correlation Difference shows how far the faster coefficient sits above or below the slower one, while the two coefficients preserve their direction and sign. It is a comparison of two estimates, not a formal regime or significance test.
Benchmark and proxy research: Compare correlation with Beta to separate consistency of co-movement from fitted magnitude of response. This can help screen which selected benchmark, sector, or macro proxy has historically had the closest relationship to the chart symbol. It is not factor attribution.
Candidate-hedge research: Screen for relationships that have been negative across the selected windows, then use Beta and Data Coverage as sensitivity and sample context. The output can narrow further research; it does not select a hedge, calculate contract quantities, or account for liquidity, basis, carry, costs, or portfolio constraints.
Relative-value triage: Use Spread to identify a matched relationship that is unusually displaced from its own Long-window average, then use correlation, History, and usable-sample counts to judge whether the observation deserves investigation. Spread is not a cointegration test, regression residual, stationarity test, or mean-reversion forecast.
Exposure-overlap review: Chart one holding at a time against a Custom basket to identify potentially redundant co-movement or sensitivity. This is useful for screening concentration questions, but it is not a portfolio covariance engine or risk model.
Sample-integrity review: Read Data Coverage and the usable Long/Short return counts before interpreting a coefficient, especially across different sessions, holidays, young listings, or sparse feeds. These are availability disclosures, not confidence or quality scores.
Event and baseline comparison: Rebase percentage paths from Session Open, Rolling N Bars, Year Open, or a Fixed Date to inspect divergence after a session boundary, calendar reset, or chosen event. These chart lines are visual comparisons and never feed the statistics.
Capabilities
Eight configurable comparison slots. In Custom mode, each slot has a symbol, optional display name, color, Enabled switch, and Show comparison line switch. Blank slots remain hidden; an invalid or unavailable symbol displays No data without stopping valid rows.
Five built-in Symbol sets: United States Indices, Risk On / Off, Major Foreign Exchange Pairs, Energy & Metals, and Crypto. Custom values are retained while a set temporarily supplies eight symbols and ticker-derived names. Risk On / Off supplies comparison instruments; it does not classify the market.
Three Measurement presets plus Custom: Scalper requests 1 minute with Long 60 / Short 15; default Intraday requests 5 minutes with Long 78 / Short 20; Swing requests 1 day with Long 120 / Short 20. Swing on a 30-minute chart is an intended configuration, not an error: chart candles remain 30 minutes while completed 1-day observations drive measurements. Custom exposes the timeframe and both windows.
Long Correlation, Short Correlation, Main Correlation, Correlation Difference, Long-window Beta, signed Spread z-score, optional History percentile, and Data Coverage. Tooltips disclose usable Long/Short returns and fresh-versus-eligible coverage counts.
Contextual hover help on every dashboard heading and cell. It explains metric definitions, sample requirements, and unavailable states, with additional detail for Beta direction and fitted sensitivity, active Spread form and position, History's prior range and average, and Data Coverage endpoint counts.
Context, Compact, Full, Minimal, and Custom dashboard views; an independent Correlation Difference switch; custom column overrides; nine table positions; slot, absolute Long Correlation, or absolute Spread sorting; and Heat or Mono cells.
Optional rebased comparison lines with Auto from measurement preset, Session Open, Rolling N Bars, Year Open, and Fixed Date baselines. Seven appearances, a shared baseline marker, configurable line-end labels, and one-slot gap shading are included.
Separate dashboard and comparison-line visibility switches. Measurements continue while either visual layer is hidden. Status text identifies chart and effective measurement timeframes; its tooltip also identifies the requested timeframe, completed higher-timeframe sampling, lower-timeframe fallback, active windows, adjusted Short window, and visual line baseline.
Dashboard text, colors, backgrounds, transparency, alternating rows, borders, frame, line width/transparency, marker styling, label styling, gap colors, and a global master-opacity control can be adjusted without changing measurements.
How the Statistics Work
Correlation is computed on log returns, never on raw price levels. Correlating two trending price series directly can produce a spuriously high reading that reflects their shared trend rather than how their returns move together.
Pearson correlation has no universal market timeframe or lookback. The effective measurement timeframe and window define the observations. A 120-bar window with 1-minute measurements and the same window with 5-minute measurements are different samples and can produce different coefficients.
Correlation runs from +100% through 0% to -100%. It standardizes direction and consistency of linear co-movement; it does not imply equal-sized returns. Correlation Difference is computed as Short minus Long and displayed as a rounded signed number in percentage points.
Beta uses Long-window matched returns and direct covariance/comparison-return variance. From the chart symbol's perspective, Beta +1.20 describes a fitted 1.20-unit chart-symbol log-return response per 1.00 unit of comparison-symbol return in that sample. It is directional and asymmetric, and is benchmark beta only when the comparison is the intended benchmark.
Spread is a signed population z-score of an equal-weight matched log spread. Non-negative Long Correlation selects log(chart) minus log(comparison); negative Long Correlation selects log(chart) plus log(comparison). Separate histories are maintained for the ratio and product forms. The tooltip identifies the active form and whether the latest spread is above or below its matched Long-window average.
When the chart symbol is selected as its own comparison under the same request context, the ratio log-spread has zero variation. Its z-score is therefore unavailable rather than 0.0; after warm-up, identical requested data with measurable return variation produce +100% correlation, zero Difference, and Beta 1.
History ranks the current Main Correlation against only that pair's prior valid Main Correlation readings in the Historical window. A tie-aware midrank makes an all-tie sample read 50/100. It describes relative position inside the pair's own history, not statistical confidence or a forecast.
Data Coverage is fresh comparison endpoints divided by eligible Long-window measurement positions after the comparison first appears in loaded data. A carried timestamp is not counted twice. Coverage is distinct from the usable matched returns reported in the tooltips and does not alter any statistic.
Shared-Endpoint Alignment and Confirmation
At each chart-base measurement observation, the script selects the latest completed comparison endpoint known by that base close and maps it to the nearer current or preceding base close; a tie remains on the current close. A return pair is created only between consecutive accepted endpoint pairs when both base and comparison timestamps strictly advance.
Missing bars, holidays, and session gaps accumulate both instruments from the same prior shared endpoint instead of pairing different elapsed intervals. The accumulated interval remains one observation; it is not duration-normalized or split into synthetic bars. An unmatched observation writes one unavailable window position. A star marks a latest fresh comparison endpoint mapped to the preceding base close.
A complete configured measurement window, at least three usable returns, and measurable variation are required before Pearson is shown. Beta requires measurable comparison-return variance. Blank results are intentional when these conditions are not met.
Equal-timeframe requests use lookahead off and statistical snapshots commit on chart confirmation. Fixed higher measurement timeframes use completed bars: every requested price and timestamp field is offset by one measurement bar before lookahead is enabled. The chart timeframe does not need to match. A requested measurement timeframe below the chart falls back to the chart timeframe and produces an amber warning.
The chart-base request retains the active chart's complete ticker context. A slot set to the chart symbol reuses that exact context; other nonblank comparisons inherit applicable session, price-adjustment, currency, and futures modifiers. PulseWire ignores modifiers that do not apply to a comparison instrument. Changing an applicable modifier can change requested prices, timestamps, measurements, coverage, and rebased lines.
The comparison lines are a ratio, not a 1:1 price overlay
The optional chart lines do not plot the other symbol's raw price or its correlation. Each line is tied to the chart symbol's measurement-timeframe price, then moved forward by the percentage change of the compared symbol from that line baseline:
That is a ratio calculation, not a 1:1 mirror of price. Every drawn line uses the same baseline rule when measurement data is available, so its percentage path shares the chart's scale regardless of what either instrument costs.
Comparison line starting point is visual only. Auto from measurement preset uses Session Open for Scalper, Intraday, and Custom, and Year Open for Swing. Fixed Date sets the first base boundary on or after the date. Rolling N Bars moves the shared boundary. Each comparison waits for fresh eligible data, so a line can begin after the marker, remain blank, or jump as a rolling window changes. No line setting changes any dashboard measurement.
Settings
Quick Setup: Measurement preset selects timeframe and Long/Short windows without changing or requiring a matching chart. Dashboard view and Show correlation difference control columns. Symbol set controls the universe. Show dashboard and Show comparison lines control visual layers. Comparison line starting point controls rebased visuals.
Symbols and slots: Custom is the default Symbol set. On an SPY chart, the starting Custom symbols are QQQ, DIA, and IWM; the remaining slots are blank. These are examples, not recommendations. A blank display name derives the ticker automatically. Built-in sets override retained Custom symbols and names until Custom is selected again.
Custom measurements: Blank Custom timeframe follows the chart; a fixed selection at or above the chart holds its requested sampling without changing candles. Long defaults to 120 (range 10-1000); Short to 20 (range 5-200). If Short is not below Long, effective Short becomes Long minus one and appears in amber. Long changes Long, Difference, Beta, Spread, and Coverage; Short changes Short and Difference.
Main Correlation and History: Main correlation window defaults to Short and selects the existing Long or Short result used by Main Correlation, History, and line-end correlation text. Historical comparison defaults off. Its window defaults to 750 and accepts 100-5000 effective measurement positions; History remains blank until the full measurement window exists.
Dashboard views and columns: Default Context shows Symbol, Long, Short, Spread, and Coverage; Compact shows Symbol, Short, and Spread; Full shows Symbol, Long, Short, Beta, Spread, Coverage, and enabled History; Minimal shows Symbol and Main; Custom uses individual metric switches. Custom columns can override any view. Difference is independently on by default.
Dashboard layout: Nine positions default to Top Right. Sorting uses Slot order, strongest absolute Long, or widest absolute Spread. Cells use Heat or Mono. Text, colors, backgrounds, transparency, row shading, borders, and frame are adjustable.
Comparison line style: Solid is the default; Dashed, Dotted, Step, Step with diamonds, Points, and Crosses are available. Width defaults to 2 and transparency to 50. Area, histogram, and column modes are intentionally excluded because they can obscure candles or distort the price scale.
Starting-point details: Rolling N Bars defaults to 120 and accepts 10-1000 effective measurement bars. Each line waits for its first fresh valid endpoint at or after the shared rolling boundary. Fixed Date is editable and defaults to 1 January 2026. The optional shared marker has style, color, transparency, and width controls.
Gap shading and labels: Gap shading can fill between chart price and one selected rebased slot with separate chart-above/chart-below colors and transparency. Line-end labels can include display name, Main Correlation, and Spread, with size and slot/custom text-color controls.
Global appearance: Master opacity adds fade to table cells/text, lines, marker, fill, and labels; table border and frame keep their own colors. Appearance, visibility, ordering, and baseline controls do not alter calculations.
What It Does Not Do / Limitations
This is a one-to-many dashboard: every row compares one instrument with the active chart symbol. It is not a full pairwise matrix among all eight comparisons, a covariance matrix, portfolio optimizer, factor model, value-at-risk calculation, or position-sizing engine.
Correlation measures a historical linear relationship in returns. It does not establish causation, forecast persistence, detect nonlinear dependence, or label a pair bullish or bearish.
Correlation Difference is not a hypothesis test or statistical regime detector. The indicator does not calculate p-values, confidence intervals, statistical significance, or multiple-comparison adjustments.
Beta is a backward-looking fitted sensitivity with the chart symbol as the dependent return series. It is not symmetric and is not a dollar-, volatility-, or contract-neutral hedge ratio.
Spread is an equal-weight log ratio/product z-score selected by the sign of Long Correlation. It does not establish cointegration, stationarity, fair value, or an expectation of mean reversion.
History percentile and its Low-to-High context bands are relative only to that pair's prior Main Correlation. They are not confidence levels, relationship grades, decision rules, or forecasts.
Data Coverage measures fresh endpoint availability, not data accuracy, sample quality, or statistical reliability. Markets with different sessions can supply fewer usable returns, and an interval accumulated across a gap remains one observation.
Results depend on PulseWire's feed, exchange and session coverage, loaded history, selected symbols, applicable chart modifiers, effective measurement timeframe, and window lengths. Changing session, price adjustment, currency conversion, supported futures settings, or other applicable data settings can change the values.
The indicator requires standard, time-based candles. Non-standard chart types and tick charts halt with a runtime message because the measurement contract requires ordinary time-based OHLC bars rather than synthetic or tick-built observations.
Blank Custom timeframe follows the chart. Built-in presets and fixed Custom timeframes do not require a chart match. A request below the chart falls back to the chart timeframe; a fixed higher timeframe excludes the developing measurement bar and can update up to one confirming chart bar later.
Blank cells indicate insufficient measurement history, matched returns, or variation. A line can begin after its marker or remain blank when no fresh baseline observation exists. Rebased lines can stretch autoscale, and Rolling N Bars can jump as its denominator moves.
The implementation keeps eight static comparison requests plus one chart-base request. Disabling a slot changes the display but does not remove its request or reduce the fixed request cost.
This measurement-only build does not generate alerts, classify relationships, automate decisions, execute orders, or provide position- or risk-management instructions.
Design and Originality
Pearson correlation, covariance, Beta, and z-scores are standard statistics. This implementation integrates an eight-instrument universe, independent measurement and visual baselines, two return windows, causal shared-endpoint matching, sample disclosures, direct Beta, separate ratio/product spread histories, prior-only tie-aware History, sortable views, and fresh-boundary rebased lines.
The components share one confirmed measurement clock and interpretation surface. They combine slower/faster relationship context, fitted sensitivity, availability, spread displacement, pair history, and normalized paths without importing an external correlation series or creating a classification state.
Open-source License
This is an open-source publication. The source is licensed under the Mozilla Public License 2.0 (MPL 2.0) and includes AuctionFoundry attribution. Reuse in another PulseWire publication must first satisfy PulseWire's open-source reuse rules; once those rules are met, the MPL 2.0 terms apply.
Disclaimer
For educational and informational purposes only. Not financial advice. Indicator
Funding Rate & OI Radar [StrixEDGE]What It Does
Funding Rate & OI Radar is a multi-symbol derivatives dashboard that consolidates funding rate intensity, open interest momentum across three timeframes, and price-OI divergence signals into a single on-chart table. It is designed for perpetual futures traders who need to read market positioning at a glance — without switching tabs or charts.
The indicator tracks up to 5 perpetual contract symbols simultaneously, surfaces extreme funding conditions as they develop, and flags structurally weak rallies or drops where price and open interest are moving in opposite directions.
Core Features
Funding Rate with Color Intensity
Funding rate values are color-graded by severity — from dim neutral tones near zero, through elevated orange, to extreme red (longs paying) or bright green (shorts paying). Extreme readings trigger a highlighted cell background so they stand out immediately during fast-moving markets.
Open Interest Change — 1H / 4H / 24H
Three separate OI delta columns show how positioning is shifting across intraday, swing, and daily windows. Each cell includes a directional arrow (▲ ▼ ►) and percentage change, color-coded against your configured alert threshold. This gives you a layered read: is OI building across all timeframes, or only spiking on the short window?
Price-OI Divergence Detection
The SIGNAL column cross-references 24H price change against 24H OI change and classifies the move:
- WEAK▲ — Price rising but OI declining. Rally lacks new capital commitment. Potential short squeeze or exhaustion move.
- WEAK▼ — Price falling but OI rising. New positions opening into the drop. Potential capitulation trap or forced selling.
- STRONG▲ — Price and OI both rising. New money entering on the long side. Structurally supported move.
- STRONG▼ — Price and OI both falling. Positions closing out. Orderly deleveraging.
- NEUTRAL — No meaningful divergence.
Weak signals receive a highlighted background row to ensure they are not missed.
Multi-Symbol Table
Monitor BTC, ETH, SOL, and two custom perpetual contracts of your choice — all rendered in a single dashboard. The table includes configurable column visibility, so you can strip it down to just FR + divergence, or run the full 8-column view.
Aggregate Sentiment Footer
The bottom row averages funding rates across all active symbols and classifies the overall market into one of seven sentiment tiers — from 🟢 EXTREME FEAR through ⚪ NEUTRAL to 🔴 EXTREME GREED. A fast, blunt read on whether the derivatives market is skewing overleveraged in either direction.
Alerts
Four built-in alert conditions, all routed through PulseWire's native alert system:
- Extreme Funding Rate — Any tracked symbol's absolute FR exceeds your configured threshold (default: 0.05%/8h).
- OI Surge — Any symbol's 1H OI change exceeds your OI alert threshold (default: 5%).
- OI-Price Divergence — A WEAK▲ or WEAK▼ signal fires on any tracked symbol.
- Sentiment Extreme — Aggregate average FR across all symbols reaches the extreme zone.
Data Sources & Configuration
The indicator supports two modes for funding rate data:
- Ticker Mode (default) — Pulls funding rate from your exchange's dedicated FR data feed using a configurable ticker suffix (default: `_FR`). Requires the exchange to publish FR data through PulseWire.
- Basis Proxy Mode — Estimates the implied 8-hour funding rate from the perpetual-spot price spread: `(Perp − Spot) / Spot / 3`. Useful when direct FR tickers are unavailable. Note: this is an approximation, not the actual settlement rate.
Open interest data is fetched via configurable OI ticker suffix (default: `_OI`).
Important: Ticker formats vary across exchanges and PulseWire data providers. If columns display "N/A", adjust the OI/FR suffix inputs under 🔌 Data Sources to match your exchange's naming convention. Consult your exchange's PulseWire symbol search for the correct format.
Settings Overview
📊 Symbols — Exchange selector, 3 default symbols (BTC/ETH/SOL perpetuals), 2 optional custom slots.
🔌 Data Sources — OI suffix, FR suffix, FR method toggle, spot suffix override for basis proxy.
🚨 Thresholds — Extreme FR level, elevated FR level, OI alert percentage. These control both color intensity breakpoints and alert trigger levels.
🎨 Display — Table position (8 positions), text size (Tiny / Small / Normal / Large).
📋 Columns — Individual toggles for Price, Price Δ24H, Funding Rate, OI Δ1H, OI Δ4H, OI Δ24H, Divergence Signal, and Sentiment Footer. Disable any column you don't need to keep the table compact.
Technical Notes
- Uses 25 `request.security()` calls across 5 symbols (well within Pine Script's 40-call limit).
- OI changes are calculated from actual multi-timeframe requests (60min, 240min, Daily) — not bar-count estimates — so they remain accurate regardless of your chart's timeframe.
- Table renders only on the last bar (`barstate.islast`) for performance.
- Inactive custom symbol slots (left blank) fall back to the primary ticker internally and are hidden from the table.
How to Read It
Open the indicator on any chart. The table appears as an overlay (default: top-right corner). Scan left to right:
1. Symbol — Which asset.
2. Price — Current perpetual price.
3. Δ24H — Daily price change. Green = up, red = down.
4. FR /8h — Current funding rate per 8-hour interval. Bright color = elevated. Highlighted background = extreme.
5. OI Δ1H / 4H / 24H — Open interest change with directional arrows. Look for alignment across timeframes (all rising = strong conviction) or divergence (1H spiking, 24H flat = short-term noise).
6. SIGNAL — Divergence classification. WEAK▲ and WEAK▼ are the actionable signals — they indicate structural fragility in the current move.
7. Sentiment — Aggregate market tilt from combined funding rates.
Use Cases
- Scalpers & intraday traders — Monitor 1H OI spikes alongside funding rate to detect short-squeeze or long-squeeze setups forming in real time.
- Swing traders — Use the divergence signal column to filter entries. Avoid longing into WEAK▲ conditions; avoid shorting into WEAK▼.
- Portfolio monitors — Track funding costs across multiple positions simultaneously. Elevated aggregate sentiment warns of crowded positioning before liquidation cascades.
Complementary Tools
Designed to pair with liquidity heatmaps and liquidation level estimators. Funding rate tells you who is paying whom. OI tells you how much is at stake. Liquidity maps tell you where the pressure points are. Together, they give a full derivatives positioning read. Indicator
Next Candle Predictor V4.1## Next Candle Predictor V4.1 — Terminology and Presentation Update
This update improves the clarity of the indicator's terminology and on-chart presentation while preserving its existing calculation framework, weighting structure, visual layout, and signal conditions.
### Changes
- Renamed displayed “Prediction” values to “Directional Score”.
- Replaced “Perfect Time” with “Strong Setup”.
- Renamed the volume-derived component to “Estimated Volume Pressure”.
- Renamed projection visuals to “Directional Scenario Candles”.
- Updated dashboard labels and alert messages for clearer interpretation.
- Removed performance-target wording.
- Added author attribution: Developed by Ceyhun C. Canbazoglu.
### Score Interpretation
The displayed long and short percentages are normalized directional confluence scores derived from the indicator’s rule-based components.
They are not statistical probabilities, expected win rates, guarantees, or forecasts of the next candle’s result.
### Estimated Volume Pressure
Estimated Volume Pressure uses OHLCV data and the closing price’s position within the candle range to estimate directional pressure.
It is not exchange-level bid/ask volume delta or actual aggressive buying and selling volume.
### Directional Scenario Candles
The optional scenario candles are volatility-scaled visualizations based on the indicator’s current directional scores.
They do not forecast the next candle’s exact open, high, low, close, direction, or price target.
### Core Framework
The existing multi-factor framework remains unchanged and continues to evaluate:
- trend direction,
- EMA alignment,
- MACD momentum,
- RSI position,
- Stochastic conditions,
- ADX trend strength,
- relative volume,
- estimated volume pressure,
- and volatility regime.
This indicator is intended as a technical-analysis and decision-support tool. It does not provide financial advice or guarantee trading results. Indicator
Percentage Risk Position Sizer (Bull/Bear Switch)Perfect for Prop Traders
Percentage Risk Position Sizer (Bull/Bear Switch)
An advanced, highly practical position sizing tool built specifically for day traders and futures traders who manage risk dynamically based on percentage allocation.
Customizable Multipliers: Supports configurable contract/tick multipliers for instruments like MNQ, NQ, MES, and ES.
Key Features:
Percentage-Based Risk Allocation: Easily switch between risk levels (e.g., 0.5%, 1%, 2%) tailored to your exact account size.
Automatic Candle High/Low Stop Loss: Instantly calculates risk parameters using the current candle's bottom (for Longs) or top (for Shorts).
Bull/Bear Toggle Switch: Simple input setting to flip between Buy (Bullish) and Sell (Bearish) modes instantly.
On-Chart Visuals & Labeling: Plots an extended stop loss line with a clean position size label positioned cleanly to the right to avoid chart clutter.
Real-Time Data Table: Displays total risk amount, exact position size, current stop loss level, and point distance directly in a clean top-right display table.
Inputs:
Trade Direction: Choose between Bullish (Long) and Bearish (Short).
Risk Percentage (%): Select your targeted risk per trade.
Account Size ($): Input your total account equity.
Contract/Tick Multiplier: Set your dollar value per point or tick.
Label Bar Offset: Adjust horizontal shifting to keep your live price bars completely unblocked. Indicator
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Futures Volume + Delta - CFD ChartsA volume pane for CFD and cash-index charts that shows the REAL traded volume
of the matching futures contract — plus an estimated buy/sell delta and
absorption flags for effort-without-result bars.
What makes it original: CFD "volume" is broker tick count, not market
participation. This pane never uses it — every column is the exchange volume
of the auto-detected futures contract. The delta column is built from the
futures contract's own lower-timeframe candles (up-candle volume counts as
buying, down-candle volume as selling): the volume is real, only the side
attribution is an estimate, and it is labeled as such. Absorption flags then
combine both axes — volume percentile high while the price range percentile is
low — the candle-data footprint that hidden passive interest (iceberg-style
execution) leaves behind. Pine has no order book, so this is explicitly a
footprint proxy, not order-book detection.
How it works:
- The futures contract is auto-detected from the chart symbol (DAX/GER40 ->
FDAX, NAS100 -> NQ, US30 -> YM, UK100 -> Z, US500 -> ES), or set manually.
- Histogram = futures volume per chart bar; columns tint with bar direction,
a configurable MA marks the average.
- Delta = buy-minus-sell futures volume from 1/5/15-minute intrabars
(auto-selected by chart timeframe, manual override). Lower-timeframe
history is limited, so the delta reaches less far back than the histogram.
- Absorption flag (orange diamond + alert): volume percentile >= X and range
percentile <= Y over a rolling lookback — both thresholds adjustable.
- A status label confirms the active source and the delta resolution.
How to use it: read it like a footprint-lite. Rising price on rising futures
volume = participation confirms the move. An absorption diamond after an
extended run — heavy contracts traded, no price progress — marks where passive
interest is absorbing the aggression; combined with a one-sided delta it is a
common exhaustion/iceberg footprint. Delayed futures feeds confirm bars a few
minutes late; the historical picture is complete.
*This script is part of a consistent set of open-source session, range and
volume tools — the companions are on my profile.*
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