Micro Pivot
Short description:
A structure-based intraday framework that highlights small pivot points where price may be transitioning from continuation to rejection, or from pullback to renewed directional control.
Full description:
The TM Micro Pivot Framework is a research and validation tool for studying short-term market structure. It is designed to help traders identify compact swing points, local support/resistance reactions, and potential continuation or rejection zones on intraday charts.
This concept focuses on micro pivots: small but meaningful inflection areas that can appear before larger directional moves. Rather than treating every minor swing as important, the framework is intended to organize price action around repeatable structure: prior swing highs/lows, reaction zones, trend context, volatility, and invalidation levels.
Core use cases:
- Identify local intraday pivot highs and pivot lows.
- Mark potential reaction zones where price may pause, reject, or continue.
- Study pullback behavior inside a larger trend context.
- Compare aggressive early structure signals against more conservative confirmation signals.
- Support forward testing and strategy research before any live execution decision.
How to read it:
A bullish micro pivot area may form when price creates a local low, holds above a prior reaction zone, and begins to reclaim short-term structure. A bearish micro pivot area may form when price creates a local high, rejects a prior reaction zone, and begins to lose short-term structure.
Signals and plots are not trade recommendations. They are visual research markers intended to help traders study whether specific structure conditions are present.
Suggested validation workflow:
1. Start with the higher-timeframe trend and key levels.
2. Use the micro pivot markers to identify local structure changes.
3. Define invalidation before considering any setup.
4. Forward test the behavior in a controlled environment.
5. Review results over a meaningful sample before making execution decisions.
Important notes:
- This tool does not predict market direction.
- This tool does not guarantee profitable trades.
- This tool should not be used as a standalone trading system.
- Market conditions, liquidity, volatility, news, and execution quality can materially affect outcomes.
- Any strategy based on this concept should be tested and validated before use.
Risk disclaimer:
Trading futures, stocks, options, forex, crypto, and other financial instruments involves substantial risk and may not be suitable for all traders. Past performance is not indicative of future results. This script is provided for educational and research purposes only and should not be considered financial advice, investment advice, or a recommendation to buy or sell any instrument. Traders are responsible for their own decisions, risk management, and compliance with applicable rules and regulations.
Publication note:
This description is written for PulseWire educational/research presentation. It avoids performance claims, guaranteed outcomes, financial advice, and unverifiable profitability language.
Indicator
ATR Position SizerATR Position Sizer
A simple position sizing tool for futures traders. Calculates how many contracts to trade based on your risk tolerance and the current ATR-based stop distance.
How it works
The indicator uses the standard formula:
Contracts = Risk $ ÷ (ATR × Stop Multiplier × Dollar per Point)
It pulls the contract's dollar-per-point value directly from the symbol info, so you don't need to enter it manually. At the close of each bar, the calculation updates and displays in the bottom right of your chart.
Inputs
ATR Lookback (bars): How many bars to use for the ATR calculation. Default is 14.
Risk Tolerance ($): Maximum dollar amount you're willing to lose on the trade. Default is $250.
Stop Multiplier (xATR): How wide your stop is relative to ATR. Default is 1.5x.
How to use it
Add the indicator to your chart.
Set your ATR lookback, risk tolerance, and stop multiplier in the settings.
At the close of your entry candle, look at the contracts value in the bottom right.
Size your trade accordingly.
The output is a decimal so you can see exactly where you stand. Round down if you want to stay within your risk, round up if you're comfortable taking slightly more.
Supported instruments
This indicator was designed and tested on the following futures contracts:
S&P 500: ES, MES
Nasdaq 100: NQ, MNQ
Russell 2000: RTY, M2K
Dow: YM, MYM
Nikkei 225: NKD, NIY
Gold: GC, MGC
Crude Oil: CL, QM, MCL
It may work on other futures contracts that have a defined point value in PulseWire, but results outside the listed instruments are not guaranteed.
Disclaimers
This indicator is for educational and informational purposes only. It is not financial advice, investment advice, or a trading recommendation.
The calculations assume your actual stop loss will be placed at the ATR-based distance. If you use a different stop placement method, your real risk will differ from what this indicator shows. Always verify your stop placement and position size before entering a trade.
ATR is a backward-looking measure of volatility. It does not predict future price movement, slippage, gaps, or news-driven volatility expansion. Your actual loss on a trade can exceed the calculated risk amount, especially on thinly traded instruments, around economic releases, or during overnight sessions.
This tool does not account for commissions, exchange fees, margin requirements, account size, or overall portfolio exposure. You are responsible for ensuring any position size is appropriate for your account and risk profile.
Futures trading involves substantial risk of loss and is not suitable for every investor. Past performance is not indicative of future results. Trade at your own risk. Indicator
AlgoStorm Institutional Key Levels (IKL)AlgoStorm Institutional Key Levels (IKL)
For US Index Futures and DAX.
An institutional-grade structural mapping tool built on actual Auction Market Theory (AMT) to track the true liquidity and volume nodes across centralized futures markets.
The retail trading industry has heavily distorted the word "institutional," convincing traders that algorithms are hunting their stop-losses at random pivot highs. The reality is far more objective. Real institutions, hedge funds, and market makers rely on definitive, centralized exchange volume, liquidity depth, and execution algorithms (VWAP/TWAP) to scale into positions without causing market impact.
The AlgoStorm Institutional Key Levels (IKL) indicator maps the precise mathematical benchmarks that dictate this capital flow. Designed for markets with centralized volume (CME, Eurex), it plots highly accurate session opens, Opening Ranges, Initial Balances, and Value Areas, stripping away retail noise to provide a professional framework for your intraday bias.
Technical Specifications & Architecture
Supported Markets: Universal application for centralized futures markets including US Indices (ES, NQ, YM, RTY) and European Indices (DAX/FDAX, FDXM).
Supported Timeframes: Designed specifically for 2-minute through 30-minute charts . (Note: Due to the historical buffers required for multi-session mapping, Pine Script will reject timeframes below 2-minutes).
Timezone Mastery: Flawlessly handles Daylight Saving Time (DST) transitions natively. US Futures are bound strictly to America/New_York , while DAX/Eurex Futures are strictly bound to Europe/Berlin .
Fixed-Pool Drawing Engine: Most level indicators suffer from memory bloat and chart lag due to constant object creation and garbage collection limits. The IKL utilizes a highly optimized "fixed-pool" architecture. Lines and labels are generated only once on the first bar and recycled dynamically.
Smart Label Stagger: Features a forward-pass algorithm that detects and pushes overlapping labels apart (user-adjustable separation), ensuring your chart remains pristine regardless of price compression.
US Futures Mapping (ES / NQ / YM / RTY)
All inputs trigger based on standard America/New_York session times.
Globex Structure: Previous Day High/Low (Full 18:00–17:00 session) and Overnight High/Low (18:00 to 09:30 ET).
RTH Anchors: Previous Day Close (PDC) locked exactly at the 16:00 ET cash close, and the RTH Open (09:30 ET) held all day.
Gap Fill Zone: Automatically draws an asynchronous highlight box between the PDC and current RTH open if an unfilled gap of more than 2 ticks exists.
Auction Metrics: 15-minute Opening Range (09:30–09:45 ET) and the standard Initial Balance (09:30–10:30 ET) with optional 100%, 150%, and 200% IB extension bands.
Eurex / DAX Futures Mapping (FDAX / FDXM)
A complete, standalone module built for the complex, multi-open nature of European futures. Based on Europe/Berlin time.
Asian / Pre-London Phase: Tracks Eurex overnight high/low from 01:00 CET until Frankfurt liquidity arrives at 08:00 CET.
Euro / Frankfurt Session: Plots the 08:00 CET Open and the 30-minute Euro Opening Range (08:00–08:30 CET).
Xetra Cash Session: Plots the definitive Xetra Open (09:00 CET), Xetra OPR (09:00–09:30 CET), and the Previous Xetra Close (17:30 CET) which acts as the DAX equivalent to the US PDC.
US Open Impact: Captures the 15:30 CET open and 30-minute OPR, marking the massive liquidity injection when US equity markets open.
Execution & Volume Mechanics
Algorithmic VWAPs: Plots the exact Daily and Session VWAP bands used by institutional execution desks to grade their fills. Features a full Globex Daily VWAP (resets 18:00 ET), a localized NY VWAP (resets 09:30 ET), and a dedicated Xetra VWAP (resets 09:00 CET).
Custom Value Area Engine: Features a built-in, manual array-based Volume Profile engine. It calculates the Point of Control (POC) and Value Area High/Low (VAH/VAL) for both RTH and Xetra sessions independently, bypassing standard Pine Script volume limitations. Users can customize the Value Area % and price-row tick size.
Indicator
ES Balance Inventory Market ProfileES Balance Inventory Market Profile plots projected ES market-structure levels using a major historical balance zone as the anchor.
The script starts from a user-defined base balance range and projects that balance width upward in repeated increments. The purpose is to visualize how an important historical balance area can continue to act as a structural reference framework as price moves into higher regimes.
Psychology behind the indicator:
This indicator is inspired by inventory psychology, auction-market behavior, and balance-zone theory. The core idea is that markets often behave like inventory-driven businesses: price builds around a cost basis, then moves higher when inventory is marked up for distribution or lower when inventory has to be repriced.
A major balance zone can become a psychological anchor because traders, funds, and algorithms may continue to reference prior areas where meaningful business was done. The projected levels are meant to represent repeated inventory shelves above the original balance.
When price approaches one of these shelves, the key question is not whether the level will automatically hold. The useful information comes from how market participants behave around it: acceptance, rejection, failed breakdowns, failed breakouts, reclaim attempts, compression, expansion, volume response, and volatility response.
The psychology is also rooted in memory, positioning, and auction behavior. Large historical balance areas can leave a lasting footprint because traders remember them, systematic models may reference them, and price often rotates between structural zones when liquidity, positioning, or volatility changes.
Features:
• Uses a user-defined historical balance zone as the base range
• Projects repeated balance-width levels up to 10,000
• Plots clean horizontal structure levels directly on the chart
• Right-side labels make each level easy to read
• Current market zones from 5,000 to 8,000 are visible by default
• Users can enable or disable level ranges in 1,000-point increments
• Customizable colors, label spacing, and line extension settings
Suggested use:
Use these levels as structural reference zones, not as automatic buy or sell signals. The most useful information comes from how price behaves around a level: acceptance, rejection, reclaim, failure, compression, or expansion away from the zone.
This indicator can be used alongside price action, volume, VWAP, market profile, volatility, and broader market context to support discretionary analysis.
This script does not generate trade signals, does not predict future price movement, and does not provide financial advice. It is an educational and visual market-structure tool only. Trading involves risk, and users should make their own decisions based on their own analysis and risk tolerance. Indicator
Indicator
Indicator
EdgeMatrix SessionsUnlike most session indicators that only mark static open or close levels, EdgeMatrix Sessions draws a live expanding range box for each session that updates bar by bar and remains as a permanent reference level after the session closes
EdgeMatrix Sessions draws real-time high and low range boxes for the four major global trading sessions directly on the chart. The sessions covered are Tokyo, London, New York, and Sydney.
Each session box begins drawing at the open of the session window and expands automatically bar by bar as price establishes new highs or lows within that session period. When the session closes, the box remains on the chart as a permanent reference level, giving traders a visual record of where price was accepted during each major market period.
Session boundary detection is handled using a UTC offset input, which allows the indicator to align session times accurately regardless of the trader's local timezone or broker server time. Each session has its own independent color input and can be toggled on or off individually. Session time ranges are fully adjustable for traders whose broker uses non-standard open and close times.
The indicator works on all asset classes including Futures, Forex, Crypto, and Indices on any timeframe.
How to use: Set the UTC offset to match your broker server time. Enable or disable each session with the toggle inputs. The boxes draw and expand automatically during active session hours and remain as static reference levels after each session closes. Indicator
Indicator
Perpetual Basis Drift Map [AGPro Series]Perpetual Basis Drift Map
🧠 Core Idea
Is the perpetual market quietly drifting away from spot, or is the basis relationship compressing back toward neutral?
📌 Overview / What it does
Perpetual Basis Drift Map is a crypto derivatives context tool designed to monitor how the active perpetual or futures market behaves against a matching spot reference.
The script compares the active chart price with an automatically selected spot reference, measures basis percentage, basis drift, normalized basis z-score, drift velocity, persistence, and trend context. It converts that relationship into an open three-rail basis drift meter, state labels, right-side tags, alerts, and an AG Pro dashboard.
It does not read official funding payments, automate trades, predict future price direction, or promise that basis must mean-revert. It is a structured visual map for interpreting perpetual premium, perpetual discount, basis expansion, basis compression, reset, and spot-reference mismatch conditions.
🎯 Purpose & Design Philosophy
This script was built to separate basis drift from generic funding or premium talk.
Funding pressure can be noisy, and a raw premium number is often not enough. Traders need to know whether the relationship between perp/futures and spot is widening, compressing, persisting, or simply resetting.
The design goal is to make basis behavior visible as a chart story, not just a number in a panel.
⚡ Why This Script Is Different
Most tools show a spread or premium value and leave the interpretation to the user.
This script does NOT treat basis as a simple buy or sell signal, does NOT claim that premium must reverse, and does NOT hide reference mismatch risk.
Instead, it maps the basis relationship into states: Positive Drift, Negative Drift, Basis Expansion, Basis Compression, Reset, and Check Spot Ref, while the chart labels use Premium Drift, Discount Drift, Spread Expansion, and Basis Compression for faster visual reading. It uses spot-reference comparison, baseline drift, z-score, velocity, persistence, and trend context together.
⚙️ Methodology
1. Context Detection
The script builds a spot reference from the active chart base currency, selected exchange, and selected quote.
2. Reference Mapping
It compares the active market against the spot reference and calculates basis percentage.
3. Reaction Evaluation
The model evaluates basis drift from baseline, normalized basis z-score, drift velocity, persistence, and trend context.
4. Visual Output
The result is shown as a compact open basis drift meter, centered meter label, right-side tags, event labels, and dashboard panel.
🗺️ How to Read the Chart
The basis drift meter separates the current read into three visible layers: state rail, basis value rail, and pressure score rail. It is intentionally open-ended rather than a closed corridor, so the visual story feels different from zone-first tools.
Labels mark state changes such as Premium Drift, Discount Drift, Spread Expansion, and Basis Compression. Optional compact pulse markers add additional context when premium, discount, expansion, or compression pressure appears without turning the script into a signal engine.
Colors communicate context:
• Teal = positive/perp-premium drift pressure
• Pink = negative/perp-discount drift pressure
• Yellow = spread expansion or reference warning
• Indigo = compression/reset regime
The panel summarizes state, score, basis, basis z-score, velocity, persistence, direction, quality, spot reference, trend, and meter values.
🚦 Signals & States
• Positive Drift → perpetual/futures market is drifting above the spot reference
• Negative Drift → perpetual/futures market is drifting below the spot reference
• Basis Expansion → basis deviation and drift velocity are widening
• Basis Compression → basis deviation is compressing back toward neutral
• Reset → no active drift state is strong enough to dominate the read
• Check Spot Ref → selected spot reference appears mismatched or unavailable
🔔 Alerts Logic
Alerts trigger when the script transitions into selected basis states.
Positive Basis Drift alerts mark meaningful upward perp-versus-spot drift.
Negative Basis Drift alerts mark meaningful downward perp-versus-spot drift.
Basis Expansion alerts mark widening basis deviation and drift velocity.
Basis Compression alerts mark movement back toward a neutral basis relationship.
Alerts are attention markers, not trade instructions.
🧩 Confluence Logic
The strongest context appears when multiple components align:
Basis percentage + normalized basis z-score + drift velocity + persistence + trend context.
When basis widens and persists, the relationship may deserve closer attention. When basis compresses, the market may be returning toward a more neutral perp-versus-spot condition.
📊 When to Use
• Crypto perpetual and futures charts
• Markets where spot reference comparison is meaningful
• Perp/spot monitoring on BTC, ETH, and liquid crypto pairs
• Basis expansion, basis compression, and drift-context analysis
• Sessions where derivatives premium or discount behavior matters
⚠️ When NOT to Use
• Symbols with poor spot-reference alignment
• Illiquid markets with unreliable pricing
• Spot-only charts if the user expects a derivatives basis story
• Extreme news events where spread behavior can become unstable
• Markets where the active symbol and selected reference are not comparable
🎛️ Key Inputs
• Auto Spot Reference → automatically builds a matching spot reference
• Basis Baseline Length → controls how quickly the normal basis relationship adapts
• Basis Normalization Lookback → controls how unusual basis drift must be
• Drift Velocity Lookback → measures whether basis is widening or tightening
• Persistence Window → measures whether basis behavior continues across bars
• Reference Mismatch Guard % → prevents mismatched references from being interpreted as real basis drift
• Visual Settings → control meter projection, labels, right-side tags, and font sizes
🖥️ Interface & Visual Design
The interface is designed around a premium chart-first story.
The basis drift meter provides the main visual anchor. Centered meter text explains the state without relying on weak transparent labels or a large corridor box. Right-side tags keep the current state, basis, and score visible near the active price area.
The panel follows the AG Pro standard with a merged blue header row, adjustable location, adjustable theme, and adjustable font size.
🧪 Practical Usage Workflow
1. Apply the script to a crypto perpetual or futures chart.
2. Keep Auto Spot Reference enabled for the first pass.
3. Confirm the Spot Ref row matches the active market base currency.
4. Read State, Score, Basis, Basis Z, and Velocity.
5. Inspect whether basis is drifting, expanding, compressing, or resetting.
6. Confirm the read with broader market structure, liquidity, volatility, and risk management.
🔍 Interpretation Guidelines
Positive basis drift can show perp premium building, but it does not automatically mean price must fall.
Negative basis drift can show perp discount building, but it does not automatically mean price must rise.
Basis expansion is a context marker, not a trade instruction.
Basis compression can indicate normalization, but normalization does not guarantee direction.
🚫 What This Script Is NOT
This script is not a prediction engine.
This script is not financial advice.
This script is not an auto trading system.
This script is not a guaranteed signal engine.
This script does not read official funding payments directly.
This script does not claim that basis drift must immediately reverse.
⚠️ Limitations & Transparency
The script estimates basis from active-symbol versus spot-reference price behavior.
Reference quality matters. If the selected reference is wrong or unavailable, the script shows Check Spot Ref rather than presenting the spread as valid basis drift.
Different exchanges, contract types, liquidity conditions, and timeframes can produce different basis behavior.
Very low basis values can be visually clean but may not produce a dramatic story.
🧠 Market Context Notes
Perpetual basis can help traders understand whether derivatives pricing is leaning above or below spot.
The value of this tool is strongest when combined with structure, volatility, liquidity, open interest, and disciplined risk management.
Basis tells context. It does not create certainty.
🧾 Use Case Examples
When a perpetual chart trades persistently above spot and basis velocity expands, the script may classify Positive Drift or Basis Expansion.
When a perpetual chart trades persistently below spot and basis velocity expands downward, the script may classify Negative Drift.
When basis returns toward its baseline, Basis Compression can help show normalization.
🧱 System Philosophy
Perpetual Basis Drift Map follows the AGProLabs principle of building decision-support maps rather than prediction tools.
The script is designed to make hidden derivatives context easier to see, not to replace judgment.
🔐 Non-Promise Statement
No basis model can guarantee future price direction.
No drift score removes uncertainty.
This tool helps organize context; it does not create certainty.
📉 Risk Disclosure
Trading involves risk.
Crypto derivatives can be highly volatile and may involve leverage, liquidation risk, exchange risk, funding-cost changes, and rapid market movement.
This script is for educational and analytical purposes only.
It does not provide financial advice or guaranteed trading outcomes.
Users remain responsible for their own decisions.
📚 Educational Note
Use the script as a learning layer for understanding how perpetual premium, perpetual discount, basis drift, basis velocity, and spot-reference behavior can combine into a cleaner derivatives-context read.
Indicator
Open Interest Commitment Map [AGPro Series]Open Interest Commitment Map
🧠 Core Idea
Is open interest expansion actually committing with price, or is participation building without conviction?
📌 Overview / What it does
Open Interest Commitment Map is a crypto derivatives context tool designed to evaluate whether open interest expansion, contraction, price movement, volatility, and persistence are aligning into a meaningful market participation state.
The script attempts to read open interest data through configurable OI symbol builders, including Perp Contract OI, Chart Ticker + _OI, Dot-P + _OI, and Manual mode. When supported open interest data is available, it measures OI change, normalizes that change, compares it with price movement, and classifies the result into commitment states. If official open interest data is unavailable, it can fall back to a transparent Volume Proxy mode so the user knows exactly what data mode is being used.
It produces a projected commitment zone, state labels, right-side tags, alerts, and an AG Pro dashboard. It does not predict price direction, automate entries, or claim that open interest expansion must continue.
🎯 Purpose & Design Philosophy
This script was built because open interest is often discussed as if it has one simple meaning. In reality, rising open interest can support a trend, pressure a crowded side, reflect absorption, or become irrelevant without price confirmation.
The goal is to turn open interest into a readable commitment map rather than a raw number. The script asks whether participation is expanding, whether price is accepting that expansion, whether the behavior persists, and whether the current state deserves attention.
It is designed for crypto futures and perpetual traders who want to evaluate derivatives participation without relying on a simplistic “OI up equals bullish” or “OI down equals bearish” interpretation.
⚡ Why This Script Is Different
Most tools show open interest as a separate line or histogram.
This script does NOT treat open interest as a standalone signal, does NOT assume rising OI is automatically bullish, and does NOT hide data limitations when official OI is unavailable.
Instead, it maps OI behavior into structured states: Long Build, Short Build, OI Unwind, Absorption, Reset, or Data Missing. It combines OI change, normalized OI deviation, price movement in ATR units, trend acceptance, persistence, and volume rank into one visual commitment framework.
⚙️ Methodology
1. Context Detection
The script builds or reads the open interest source and checks whether official OI data is available.
2. Reference Mapping
Open interest change is measured over a configurable lookback and normalized against a longer historical window.
3. Reaction Evaluation
The model compares OI expansion or contraction with price movement, trend position, volatility, and persistence.
4. Visual Output
The final state is displayed through a projected commitment zone, state tags, event labels, and a compact AG Pro panel.
🗺️ How to Read the Chart
The commitment zone represents the active area where price and participation behavior are being monitored.
Labels mark key state transitions such as Long Build, Short Build, OI Unwind, and OI Absorption.
Colors communicate context:
• Teal = Long Build
• Pink = Short Build
• Yellow = OI Unwind
• Indigo = Absorption or neutral commitment context
• Light/neutral = Reset or Data Missing
The panel shows state, score, OI change, OI z-score, persistence, volume rank, direction, quality, data mode, OI source, and distance from the OI baseline.
🚦 Signals & States
• Long Build → open interest expands while price shows constructive acceptance
• Short Build → open interest expands while price shows bearish acceptance
• OI Unwind → open interest contracts meaningfully while price moves
• OI Absorption → open interest expands but price movement remains compressed
• Reset → no strong commitment state is active
• Data Missing → no usable open interest or proxy data is available
🔔 Alerts Logic
Alerts trigger when the script transitions into a selected commitment state.
Long Build alerts mark expanding participation with constructive price acceptance.
Short Build alerts mark expanding participation with bearish price acceptance.
OI Unwind alerts mark meaningful open interest contraction while price is moving.
OI Absorption alerts mark expanding open interest with limited price movement.
Alerts are attention markers, not trade instructions.
🧩 Confluence Logic
The strongest read appears when multiple conditions align:
Open interest change + OI z-score + price movement + trend acceptance + persistence + volume rank.
When expansion appears without price progress, the context can shift from directional commitment to absorption. When contraction appears with price movement, the context can shift toward unwind behavior.
📊 When to Use
• Crypto perpetual and futures markets
• Symbols where PulseWire provides open interest data through `_OI`
• High-participation sessions where trader positioning may matter
• Breakout, breakdown, compression, and post-liquidation environments
• Situations where the user wants to distinguish commitment from noise
⚠️ When NOT to Use
• Symbols with no reliable open interest data when proxy mode is not desired
• Illiquid markets with unstable volume or fragmented data
• Very low timeframe noise without broader context
• Spot-only markets where open interest is not relevant
• Major news events where positioning can change faster than the model can stabilize
🎛️ Key Inputs
• OI Symbol Mode → controls whether the script uses Perp Contract OI, Chart Ticker + _OI, Dot-P + _OI, or Manual OI source selection
• Manual Open Interest Symbol → allows manual OI source selection if needed
• Allow Volume Proxy Fallback → uses transparent proxy mode when official OI is unavailable
• OI Baseline Length → controls the smoothing baseline for participation data
• OI Change Lookback → controls the change window for OI expansion or contraction
• OI Normalization Lookback → controls how unusual the OI change must be
• OI Commitment Z Threshold → defines the minimum normalized expansion required for commitment
• Visual Settings → control zone projection, event labels, right-side tags, and font sizes
🖥️ Interface & Visual Design
The interface is built around a clean commitment zone and a compact AG Pro panel.
The chart should feel active but not crowded. The projected zone gives the screenshot a visible story, right-side tags show the live state, and event labels highlight meaningful historical transitions.
The panel follows the AG Pro standard with a merged blue header row, adjustable location, adjustable theme, and adjustable font size.
🧪 Practical Usage Workflow
1. Apply the script to a crypto perpetual or futures chart.
2. Start with OI Symbol Mode set to Perp Contract OI.
3. Confirm the Data Mode row says Open Interest when official OI data is available.
4. If Data Mode says Volume Proxy, try Chart Ticker + _OI, Dot-P + _OI, or Manual mode before using the screenshot for publication.
5. Read the State and Score rows.
6. Inspect whether price and OI are building, unwinding, absorbing, or resetting.
7. Confirm the context with broader market structure, liquidity, volatility, and risk management.
🔍 Interpretation Guidelines
Rising open interest is not automatically bullish.
Falling open interest is not automatically bearish.
Open interest expansion becomes more meaningful when price movement and persistence support the same story.
Absorption can be important because participation is increasing without clean price progress.
Unwind can be important because positioning is contracting while price is moving.
🚫 What This Script Is NOT
This script is not a prediction engine.
This script is not financial advice.
This script is not an auto trading system.
This script is not a guaranteed signal engine.
This script does not guarantee official open interest data exists on every symbol.
This script does not claim that open interest expansion must continue or reverse.
⚠️ Limitations & Transparency
Official open interest availability depends on the symbol, exchange, and PulseWire data support.
If official OI data is not available and proxy fallback is enabled, the panel clearly shows Volume Proxy mode.
Volume Proxy is not the same as official open interest. It can still help visualize participation pressure, but it should be interpreted more cautiously.
Different exchanges, contract types, timeframes, and liquidity conditions can produce different open interest behavior.
🧠 Market Context Notes
Open interest can help traders think about participation, but it needs context.
Expansion with price acceptance may indicate commitment.
Expansion without progress may indicate absorption.
Contraction with movement may indicate unwind.
No single state removes uncertainty.
🧾 Use Case Examples
When OI expands and price accepts higher while trend context supports the move, the script may classify Long Build.
When OI expands and price accepts lower while trend context supports the move, the script may classify Short Build.
When OI expands but price remains compressed, OI Absorption can warn that participation is building without clean directional progress.
When OI contracts while price moves, OI Unwind can help identify positioning reduction.
🧱 System Philosophy
Open Interest Commitment Map follows the AGProLabs design principle of building decision-support maps rather than prediction tools.
The script is designed to organize participation context into a readable workflow: read the panel, inspect the zone, check the state, evaluate reaction, and confirm with broader structure.
🔐 Non-Promise Statement
No open interest model can guarantee future price direction.
No commitment score creates certainty.
This tool helps structure interpretation; it does not replace judgment.
📉 Risk Disclosure
Trading involves risk.
Crypto derivatives can be highly volatile and may involve leverage, liquidation risk, exchange risk, and rapid market movement.
This script is for educational and analytical purposes only.
It does not provide financial advice or guaranteed trading outcomes.
Users remain responsible for their own decisions.
📚 Educational Note
Use the script as a learning layer for understanding how participation, price movement, volatility, persistence, and open interest behavior can combine into a more complete derivatives-context read.
Indicator
Indicator
Funding Carry Stress Map [AGPro Series]Funding Carry Stress Map
🧠 Core Idea
Is the market carrying a hidden derivatives premium or discount that is becoming crowded enough to matter?
📌 Overview / What it does
Funding Carry Stress Map is a crypto derivatives context tool designed to estimate when perpetual-style premium, carry pressure, basis drift, and volatility-adjusted crowding are becoming structurally relevant on the chart.
The script compares the active chart symbol against a user-selected spot reference, builds a smoothed carry baseline, measures premium/discount deviation, evaluates persistence, and converts the result into a visual carry stress framework. It produces a projected carry stress corridor, state labels, right-side tags, alerts, and a compact AG Pro dashboard.
It does not read official exchange funding payments, automate trades, predict future price direction, or promise that elevated carry stress must reverse. It is a structured analytical layer for reading derivatives pressure, premium imbalance, discount imbalance, carry squeeze risk, and cooling behavior.
🎯 Purpose & Design Philosophy
This script was built to fill a gap in the public AGProLabs lineup: most chart tools focus on trend, volume, support/resistance, momentum, or volatility. Crypto traders also need a clean way to think about derivatives-side pressure without turning the chart into a noisy data terminal.
The design goal is to make carry stress visible as a chart story. Instead of showing only a raw spread number, the script asks whether premium/discount is large, unusual, persistent, and supported by enough volatility context to deserve attention.
It is built for traders who want to monitor crowded long carry, crowded short carry, squeeze risk, and stress cooling while still making their own decisions from broader market context.
⚡ Why This Script Is Different
Most tools either show generic premium/basis values or treat funding-related pressure as a simple bullish/bearish signal.
This script does NOT claim to know the next candle, does NOT treat carry pressure as an automatic reversal signal, and does NOT depend on official funding-rate feeds that may not be available on every chart.
Instead, it converts spot-vs-active-symbol premium behavior into a structured carry stress map: premium size, normalized basis deviation, persistence, volatility rank, price reaction, and cooling behavior are combined into one visual decision-support framework.
⚙️ Methodology
1. Context Detection
The script reads the active chart price and a spot reference. By default, it automatically builds that reference from the chart base currency, selected exchange, and selected quote.
2. Reference Mapping
The premium series is smoothed into a carry baseline. The script then measures how far current premium/discount has moved away from that baseline.
3. Reaction Evaluation
The model evaluates basis z-score, absolute premium percentage, persistence across a recent window, volatility rank, and whether price is starting to reject the crowded side.
4. Visual Output
The result is displayed as a carry stress corridor, event labels, right-side tags, and a dashboard panel showing state, stress score, premium, basis z-score, persistence, volatility rank, and current interpretation.
🗺️ How to Read the Chart
The carry stress corridor represents the active price area where derivatives-side pressure is being monitored.
Labels mark important state transitions such as premium stress, discount stress, carry squeeze risk, and carry cooling.
Colors communicate state:
• Pink = positive carry / long-crowding stress
• Teal = negative carry / short-crowding stress
• Yellow = squeeze-risk reaction
• Indigo = cooling or neutralization
The panel summarizes the current condition so the user can quickly read whether carry pressure is low, watch-level, elevated, or extreme.
🚦 Signals & States
• Premium Stress → positive premium/carry pressure is active and persistent enough to monitor
• Discount Stress → negative premium/discount pressure is active and persistent enough to monitor
• Carry Squeeze Risk → elevated carry pressure is present while price begins reacting against the crowded side
• Carry Cooling → previously meaningful carry stress has faded below the model’s cooling zone
• Reset → no active carry imbalance is strong enough to dominate the current read
🔔 Alerts Logic
Alerts trigger when the internal state changes into one of the selected alert conditions.
Premium Stress alerts mark a transition into meaningful positive carry pressure.
Discount Stress alerts mark a transition into meaningful negative carry pressure.
Carry Squeeze Risk alerts mark a transition where crowded carry pressure and adverse price reaction align.
Carry Cooling alerts mark a transition where carry stress has materially faded.
Alerts are attention markers, not trade instructions.
🧩 Confluence Logic
The strongest context appears when multiple components align:
When premium size + basis z-score + persistence + volatility rank align, the carry stress score becomes more meaningful.
When that elevated score also appears with price rejection against the crowded side, the context shifts from simple premium/discount monitoring into potential squeeze-risk awareness.
📊 When to Use
• Crypto perpetual and futures markets where a spot reference can be selected
• Perpetual charts compared against their closest spot market
• High-interest crypto pairs where basis and carry pressure can influence behavior
• Volatile sessions where crowded positioning may matter more than usual
• Market regimes where traders want to monitor long-crowd or short-crowd pressure
⚠️ When NOT to Use
• Illiquid symbols with unreliable spot or futures pricing
• Charts where the selected spot reference is not comparable to the active symbol
• Markets with very noisy or fragmented data
• Extreme news events where spread behavior can become unstable
• Non-crypto symbols unless the user deliberately selects a meaningful reference
🎛️ Key Inputs
• Auto Spot Reference → automatically builds the spot reference from the chart base currency, selected exchange, and selected quote
• Carry Baseline Length → controls how quickly the premium baseline adapts
• Stress Normalization Lookback → controls how far back the script looks to judge unusual basis behavior
• Persistence Window → measures whether carry pressure persists across several bars
• Premium Stress Threshold % → defines the minimum premium/discount level required for active stress
• Reference Mismatch Guard % → prevents mismatched symbols from being interpreted as real carry stress
• Basis Z-Score Threshold → defines how unusual the spread must be before stress can activate
• Visual Settings → control corridor projection, labels, right-side tags, bar colors, and font sizes
🖥️ Interface & Visual Design
The interface is designed around a premium first-glance chart story.
The corridor gives the chart an active visual anchor. The centered label explains the current stress read without forcing the user to inspect every panel row. Right-side tags keep the current state visible near the active price area.
The panel uses the AG Pro layout standard with a blue merged header row, adjustable location, adjustable theme, and adjustable font size.
🧪 Practical Usage Workflow
1. Apply the script to a perpetual or futures chart.
2. Keep Auto Spot Reference enabled, or manually select the closest matching spot market.
3. Read the panel state and stress score.
4. Check whether the corridor is neutral, premium-stressed, discount-stressed, or showing squeeze risk.
5. Evaluate price reaction around the corridor together with broader market structure, volatility, and risk rules.
🔍 Interpretation Guidelines
Treat carry stress as a context layer.
Premium stress can mean long-side carry is becoming crowded, but it does not automatically mean price must fall.
Discount stress can mean short-side carry is becoming crowded, but it does not automatically mean price must rise.
Carry squeeze risk is stronger when elevated stress and adverse price reaction appear together, but it still requires confirmation from broader market context.
🚫 What This Script Is NOT
This script is not a prediction engine.
This script is not financial advice.
This script is not an auto trading system.
This script is not a guaranteed signal engine.
This script does not read official funding payment data directly.
This script does not claim that premium or discount must immediately mean-revert.
⚠️ Limitations & Transparency
The script estimates carry stress from active-symbol versus spot-reference behavior. It is a proxy framework, not an official exchange funding-rate feed.
Results can vary by exchange, symbol mapping, liquidity, timeframe, and data quality.
The selected reference must match the active market. Auto Spot Reference is enabled by default to help keep ETH charts on an ETH reference, BTC charts on a BTC reference, and similar mappings aligned.
Fast market moves, low liquidity, stale references, or mismatched symbol selections can affect the accuracy of the stress interpretation.
Market conditions change, and the same stress score may behave differently across different volatility regimes.
🧠 Market Context Notes
In crypto markets, derivatives pressure can matter because perpetual traders may become crowded on one side when premium, basis, and volatility remain elevated.
This does not create certainty. It creates context.
The value of the script is strongest when the user combines carry stress with structure, liquidity, trend quality, volatility, and disciplined risk management.
🧾 Use Case Examples
When price trades above the spot reference with persistent premium and the panel shifts into Premium Stress, the user may monitor whether long-side carry is becoming crowded.
When price trades below the spot reference with persistent discount and the panel shifts into Discount Stress, the user may monitor whether short-side pressure is becoming crowded.
When elevated carry stress appears and price starts rejecting the crowded side, the Carry Squeeze Risk state can help highlight a context worth closer attention.
🧱 System Philosophy
Funding Carry Stress Map follows the AGProLabs principle of building decision-support maps rather than prediction tools.
The script is designed to make hidden context easier to see, not to replace judgment.
Its purpose is to organize information into a cleaner visual workflow: read the state, inspect the corridor, evaluate reaction, and confirm with broader context.
🔐 Non-Promise Statement
No script can guarantee market direction.
No carry stress model can remove uncertainty.
This tool helps organize context; it does not create certainty.
📉 Risk Disclosure
Trading involves risk.
Crypto derivatives can be highly volatile and may involve leverage, liquidation risk, exchange risk, funding-cost changes, and rapid market movement.
This script is for educational and analytical purposes only.
It does not provide financial advice or guaranteed trading outcomes.
Users remain responsible for their own decisions.
📚 Educational Note
Use the script as a learning layer for understanding how premium, discount, persistence, volatility, and price reaction can combine into a more complete derivatives-pressure read.
Indicator
Bolsacava Stats FunOntheRide
Educational indicator created by Fun on the Ride / CryptoNews.
This script was built as a learning exercise after watching a public video by Bolsacava, where several intraday ideas about the E-mini S&P 500 futures contract (ES1!) were discussed.
The purpose of this publication is not to claim ownership of those ideas, impersonate Bolsacava, or present this as an official Bolsacava tool. It is an independent educational Pine Script project designed to show how recurring market claims can be translated into measurable statistics using 30-minute ES1! bars.
The goal is simple: learn, test, and verify.
Instead of assuming that a pattern works because it is often repeated, this tool checks how frequently it has actually occurred across recent historical sessions.
What the indicator shows
The script displays a compact on-chart table with the historical hit-rate of each pattern across three rolling windows:
- 20 sessions: short-term behaviour
- 60 sessions: medium-term context
- 120 sessions: broader baseline
This allows traders to compare whether a pattern is currently persistent, fading, or highly dependent on the selected sample size.
Patterns audited
The indicator tracks five ES1! intraday hypotheses:
H1 — Range-bound open between 15:30 and 17:00 Madrid time
H2 — Sell-off around the European close, from 17:00 to 18:00
H3 — Low-volatility window between 18:00 and 21:00
H4 — Volatility expansion between 20:00 and 21:00
H5 — Last-hour directional drift from 21:00 to 22:00
All times are referenced in Madrid local time. The calculations are based on bar timestamps and defined intraday windows.
Optional filters
The script can also recompute the statistics on a cleaner sample by excluding sessions affected by potentially anomalous events:
- CPI release days
- FOMC meeting days
- Extreme sessions, defined by unusually large range or volume
Comparing filtered and unfiltered results helps reveal whether a pattern is robust across normal sessions or mainly supported by outlier days.
How to interpret it
A higher percentage means that the pattern occurred more often within the selected rolling window.
This indicator does not provide buy signals, sell signals, stop-loss levels, take-profit levels, or position sizing. It is not a trading strategy.
It is a statistical screener designed to help traders test market narratives before using them as decision-making inputs.
Important notes
- Built for CME_MINI:ES1! on the 30-minute timeframe.
- Results may not translate to other symbols, sessions, or timeframes.
- The development sample covered approximately 600 historical sessions.
- Hit-rates will change over time as new sessions enter the rolling windows.
- Past frequency does not imply future reliability.
Attribution note
This is an independent educational project by Fun on the Ride / CryptoNews, inspired by a public Bolsacava video. It is not affiliated with, endorsed by, or officially published by Bolsacava.
The aim is to learn Pine Script, practice statistical thinking, and explore how trading narratives can be tested with data.
Disclaimer
This script is for educational and statistical research purposes only. It is not financial advice, does not recommend any trade, and makes no claim of profitability.
Open-source publication
The code is open-source so that users can inspect the logic, verify the calculations, adapt the hypotheses, and suggest improvements. Indicator
Indicator
Index Futures Position Size Calculator with valuesA simple, free position size calculator for CME index futures traders.
Click Entry, click Stop Loss, pick your asset, get your contract size instantly. Built for fast NY session execution — no spreadsheets, no manual maths, no noise.
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✦ SUPPORTED INSTRUMENTS
MNQ · MES · NQ · ES — all CME tick values hardcoded. No manual lookup, no mistakes.
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✦ FEATURES
→ One-click Entry and Stop Loss directly on the chart
→ Auto 1-handle SL buffer — stop shifts 1 full point beyond your click, protecting against wick hunts
→ Asset dropdown — correct tick value loads automatically, zero manual entry
→ Smart rounding — fractional contracts of 0.75 or higher round up, otherwise round down
→ Green Entry line and Red SL line — both start at your exact click and extend right
→ Price labels on both lines — confirm your exact adjusted levels instantly
→ Direction arrow — ▲ Buy or ▼ Sell auto-detected from your Entry and SL position
→ Live dark panel — asset name, contract size, real USD risk and stop distance, all updating in real time
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✦ HOW TO USE
Add to chart → click Entry → click Stop Loss → pick asset → set Account Size and Risk %. Read your size from the top-right panel. Three clicks and you are sized.
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✦ PROP FIRM CHALLENGE SIZING
Two clean methods to work within your max drawdown limit.
Method 1 — Loss budget split
Divide your max loss by how many consecutive losses you can afford. Enter that result as Account Size with Risk at 100%.
Example: $2,000 max loss ÷ 5 losses → Account Size $400, Risk 100%
Method 2 — Direct percentage
Enter your full max loss as Account Size and set your per-trade risk percentage directly.
Example: $2,000 max loss, 20% per trade → Account Size $2,000, Risk 20%
Both give the same result — use whichever feels natural.
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✦ HOW THIS WAS BUILT
Developed step by step through real trading feedback, not theory.
Started as a basic calculator with manual tick inputs. Then came the asset dropdown with hardcoded CME values, smart rounding, exact click-point line rendering, the auto 1-handle SL buffer with price labels, real-time USD risk display, stop distance row, and finally a full dark panel redesign with colour-coded values and direction detection.
Every feature exists because a real trade needed it.
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✦ A NOTE FROM THE AUTHOR
Built together with Claude AI through real iterative development. Sharing it free because clean tools should not be locked behind paywalls. No Discord, no course, no affiliate links, nothing to buy. Copy it, modify it, build something better — it is yours.
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✦ DISCLAIMER
Educational tool only. I do not take any responsibility when you use this indicator in your trading — always check the calculations before use. Futures trading carries substantial risk of loss. Not financial advice.
Built with ❤️ by REDz and Claude Indicator
ES/SPX/SPY & HSI Future/Cash Index Realtime converter + GEXThis script is designed for traders who monitor Gamma Exposure (GEX) levels on cash indices (SPX, HSI) but execute trades on their respective Futures (ES, HSI!) or ETFs (SPY).
Because of the "Basis" (the price difference caused by interest rates and dividends), cash levels and futures prices do not align perfectly. This indicator solves that problem by calculating the real-time basis and automatically mapping your GEX levels to your current chart.
🚀 Key Features
Real-Time Basis Calculation: Automatically calculates the spread between Futures and Cash for both the S&P 500 and the Hang Seng Index.
Dynamic GEX Mapping: Input your daily Call Wall, Put Wall, and Zero Gamma levels for the cash index, and the script will plot them at the mathematically correct price on your Futures chart.
Dual-Price Labels: Labels display both the original Cash level and the converted "Futures Equivalent" price for instant clarity.
Multi-Asset Support:
US Market: ES (Futures), SPX (Index), and SPY (ETF).
HK Market: HSI (Index) and HSI! (Futures).
Integrated Dashboard:
Showing Current Basis (+/- points).
Estimated SPX/SPY prices during non-RTH hours.
US20Y Yield Monitor: Includes a warning emoji if bond yields cross the 5% threshold.
Price Mapping Table: A quick-reference table showing cash levels in 50/100 point increments and their corresponding futures prices.
🛠️ How to Use
Inputs: Every morning, update the SPX GEX Levels or HSI GEX Levels in the settings with data from your preferred gamma provider.
Date Monitor: Set the GEX Data Date. If you forget to update your levels the next day, a large watermark will appear to warn you that the data is expired.
UI Customization: You can move the Info Board and Levels Table to any corner of your screen to avoid cluttering your specific chart layout.
📊 Technical Details
Pine Script® v6: Built using the latest version for maximum performance and stability.
Sync Logic: Uses request.security to pull data from multiple tickers simultaneously, ensuring the basis calculation is always based on the most recent available tick.
Disclaimer : This indicator is a tool for visual mapping and data organization. It does not provide financial advice or automated signals. GEX levels must be sourced and input manually by the user. Indicator
Hour Stats [NQ Stats x CantoLab]A statistical tool for NQ intraday traders built around research from NQ Stats (NQStats on twitter / nqstats.com). Credit to NQ Stats for the original concept and data — published here as an open source indicator with permission.
What it does?
For each New York session hour (08:00 – 16:00 NY time), the indicator tracks a specific setup:
1)Price opens strictly inside the prior hour's range
2)Price breaches the prior hour high or low by at least 1 tick (0.25 pts)
3)Whether price reverts back to the current hour open before the hour closes
Only the first breach per hour is counted. Reversion is confirmed when any bar's wick touches or crosses the hour open after the breach occurs.
What gets plotted
When the setup triggers, the indicator draws the following levels for that hour:
Hour Open — the high probability reversion target. In Simple mode labelled as "High Prob. Retrace", in Advanced mode shows the statistical probability based on which 20-minute segment the breach occurred in
PHH / PHL Swept — marks the breached prior hour high or low
PHH / PHL Target — the opposite side of the prior hour range, the secondary target if reversion extends further
PHM (Prior Hour Mid) — the equilibrium of the prior hour range, visible in Advanced mode only
Sweep Mark — a small shape plotted on the candle where the breach is first detected (x, +, or diamond, configurable)
Vertical dividers — split each hour into its three 20-minute segments
Simple vs Advanced mode
Simple — shows Hour Open, swept level, and opposite target. Clean and uncluttered for execution focus.
Advanced — adds the Prior Hour Mid level and overlays per-segment reversion probabilities directly on the prior hour high and low, showing the statistical likelihood of reversion depending on when in the hour the breach occurs.
Advanced Mode - The 20-minute breakdown
Each hour is divided into three 20-minute windows (00–20, 20–40, 40–60). The timing of the breach within these windows significantly affects reversion probability.
As a general rule, first segment breaches carry the highest probability of reversion — the 09:00 hour first segment sits at 87.4% historically. Probabilities are pulled from 10 years of NQ data.
Settings
Mode — Simple or Advanced
Show History — keep or clear previous setups as new ones form
Time Filter — toggle NY session filter on/off, adjustable session window
Show Optimal Timeframe Message — on-chart warning if you are above 5min timeframe
Per-level toggles — color, style (Solid/Dotted/Dashed) and width for each plotted level
Sweep Mark — toggle, color, and shape
Notes
Built for NQ Futures. Behaviour on other instruments is untested
Best used on 1m – 5min timeframes. Warning displays above 5min, error displays at 60min and above
All times are New York time
Probability data is derived from 10 years of NQ historical data by @NQStats
This indicator does not provide financial advice or a complete strategy. You are responsible for how you build around and execute on this data
Indicator
Indicator
Indicator
Zen RTH Trading ToolkitOVERVIEW
Three research modules combined into one overlay indicator, with every feature independently toggleable. Built to answer three practical questions on intraday index futures charts: where are the normal-day targets from yesterday's close, where are the breakout targets from the 18-bar opening range, and how stretched is today's move relative to the average.
WHAT MAKES THIS DIFFERENT
Most ABR/ADR and opening-range tools either use 24-hour ranges or assume a single session. This indicator does three things differently:
1. Session-aware RTH tracking. The ADR uses session-filtered highs and lows, not 24-hour daily bars. Snapshot and rollover both happen on the first bar of the session, which makes it work correctly on RTH-only charts where there is no session-end transition, and on charts that include extended hours.
2. Instrument presets with timezones. A single dropdown sets the correct RTH session and timezone for ES, FDAX, HSI, and Nikkei 225 futures. No typing session strings, no DST adjustments.
3. Data Window exposure. Every stats-table metric is also published as a Data Window plot, so the values remain available even when the on-chart table is hidden. Useful for spreadsheet export, historical bar inspection, and clean-chart workflows.
MODULE 1 - ABR MEASURED MOVES
Projects 0.5x, 1x, 1.5x, and 2x ABR targets from yesterday's RTH close. Also plots yesterday's high and low, and the original 1x measured move from yesterday's range extremes.
ABR here is the Average Bar Range - the rolling average of daily RTH ranges over a configurable lookback (default 8 days). 1x from yesterday's close represents a typical day's travel on index futures; 2x is rare, hit roughly 1 percent of days.
MODULE 2 - OPENING RANGE
Default 18 bars, which is 90 minutes on a 5-minute chart. Locks the range at the end of bar 18 and draws a box plus configurable breakout projections at 0.25x, 0.5x, 0.75x, 1x, 1.5x, and 2x of the range, in both directions.
MODULE 3 - VOLATILITY STATS TABLE
Compact on-chart table showing:
- ABR: chart-timeframe average bar range
- ADR: average daily range, RTH and ETH columns
- Today: current session's range
- % ADR: percentage of ADR already used (turns red at 80%)
- OR %: opening range as a percentage of RTH ADR (fills in once the OR locks)
- Swing: swing target in points (% of RTH ADR, configurable, default 40%)
- Scalp: scalp target in points (% of RTH ADR, configurable, default 10%)
INSTRUMENT PRESETS
- ES (CME E-mini S&P 500): 0830-1600 America/Chicago
- FDAX (EUREX DAX): 0900-1730 Europe/Berlin
- HSI (HKEX Hang Seng): 0915-1630 Asia/Hong_Kong
- Nikkei (OSE Nikkei 225): 0845-1550 Asia/Tokyo
- Custom: set your own session and timezone
HOW TO USE
1. Add to a 5-minute chart of one of the supported instruments.
2. In settings, pick your instrument from the dropdown.
3. Toggle the modules and features you want. If you only want the stats table, turn the MM lines and the OR box off. If you only want the OR, hide the table.
4. Adjust the Swing and Scalp percentages to match how you size your targets.
WORKS ON
RTH-only charts and charts including extended hours. Designed for 5-minute and other intraday timeframes on index futures.
NOTES
This is a research tool. It shows volatility and structure context; it does not generate buy or sell signals and makes no claim about future performance.
Open-source under the Mozilla Public License 2.0. Indicator
VoltRouter Webhook BuilderBuild PulseWire alert webhook payloads for VoltRouter — a signal routing service that executes your PulseWire strategy alerts directly at your broker. $0.07/signal, pay-as-you-go, no subscription required .
Supports: market, limit, stop, bracket (TP+SL), trailing stop, FLAT, and cancel-all.
How to use:
1. Sign up at voltrouter.com and connect your broker
2. Import this library in your strategy
3. Paste the output into a PulseWire alert → Webhook URL field
Setup: voltrouter.com
import VoltRouterWebhook as vr
// In your strategy alert message field:
vr.market("MNQM26", "buy", 1, "ibkr", "my_strategy")
vr.bracket("MNQM26", "sell", 1, close + 10, close - 5)
vr.flat("MNQM26") Library
ORDER FLOW DASHBOARD [DOM, Tape, Big Contracts] Percentage Based
A compact, non-intrusive percentile order flow dashboard for futures scalping and intraday trading on /NQ, /MNQ, /ES, /MES and other CME instruments. Three panels, one glance.
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WHAT IS IT
Most order flow tools require expensive data feeds or dedicated platforms like Bookmap or Sierra Chart. This dashboard brings the core concepts of DOM pressure, tape reading and big contract detection directly onto your PulseWire chart using bar structure and volume as proxies. It is designed to sit quietly in the corner of your chart, update in real time, and give you directional context without cluttering your price action.
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THE THREE PANELS
DOM Panel
Estimates bid vs ask pressure by splitting each bar's volume based on where price closed within the bar's range. A bar closing near its high suggests buying pressure — near the low suggests selling. Displays Buyers %, Sellers % and a Net Delta over your chosen lookback period. The dominant side lights up automatically.
Tape Panel
Estimates aggressive vs passive order flow. Bars closing in the upper half of their range are classified as aggressive buyers (market orders lifting the offer). Lower half = aggressive sellers (hitting the bid). Shows aggressive buy %, aggressive sell % and passive %. The leading side highlights.
Big Contracts Panel
Flags bars where total volume exceeds your threshold — a proxy for institutional or block trade activity. Each entry shows price, volume, direction (BID or ASK) and a New York exchange-time timestamp for chart cross-reference. Supports a lower detection timeframe — use 1 min detection on a 2 min chart for more granular results.
Confluence Signal
Combines DOM and Tape into a single directional read at the bottom of the Tape panel.
▲ BUYERS LEAD — both DOM and Tape show buyers in control. Strongest bullish signal.
▼ SELLERS LEAD — both DOM and Tape show sellers in control. Strongest bearish signal.
? DOM BULL / TAPE BEAR — conflicting signals. Potential absorption or reversal brewing.
? DOM BEAR / TAPE BULL — conflicting signals. Same as above but reversed.
BALANCED — neither side clearly dominant on either panel.
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DISPLAY MODES
Minimalistic Mode — strips all row background colors from DOM and Tape panels. Only text colors remain. Blends cleanly into any chart style or theme. Big Contracts panel keeps its colors for easy scanning.
Color Blind Friendly Mode — replaces red/green color scheme with blue/orange throughout the entire dashboard. One toggle in settings. Works alongside minimalistic mode.
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⚠ IMPORTANT — NOT REAL ORDER BOOK DATA
Pine Script does not have access to real Level 2 DOM data, true bid/ask volume splits or individual order sizes. Everything this dashboard shows is a bar structure approximation, not real order book data.
DOM proxy: buyVol = volume × (close − low) / (high − low)
Tape proxy: close position in range = aggressor classification
Big Contracts proxy: total bar volume spike — NOT individual order size
Use this dashboard as a confirming tool alongside price action. For true order flow data use Bookmap, Sierra Chart, Quantower or NinjaTrader with a proper CME data feed.
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HOW TO USE IT
Watch for confluence — when DOM and Tape both agree on a direction that is your strongest signal. A single panel reading alone is less reliable.
Use the Big Contracts panel to identify when institutional-sized volume hits. A cluster of big BID bars at a support level, combined with DOM buyers leading and tape aggressive buy dominant, is a classic accumulation pattern. The timestamp on each entry makes it easy to find the bar on your chart.
Watch the Net Delta — a rising price with falling net delta can signal a weakening move or absorption. A falling price with rising net delta may indicate buyers stepping in.
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RECOMMENDED SETTINGS BY TIMEFRAME
1 min — DOM: 8-10 bars | Tape: 5-8 bars | NQ: 1500-2000 | ES: 300-500
2 min — DOM: 5-8 bars | Tape: 4-6 bars | NQ: 2000-3000 | ES: 500-800
3 min — DOM: 5-6 bars | Tape: 4-5 bars | NQ: 2500-3500 | ES: 600-1000
5 min — DOM: 4-6 bars | Tape: 3-5 bars | NQ: 3000-5000 | ES: 800-1500
15 min — DOM: 3-5 bars | Tape: 3-4 bars | NQ: 5000-8000 | ES: 1500-3000
MNQ and MES: divide NQ/ES thresholds by 10.
Tip: set Big Contracts detection timeframe to 1 min when charting on 2 min.
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CUSTOMISATION
Every color, background, transparency and threshold is adjustable from settings.
General — show/hide dashboard, DOM + Tape panels, Big Contracts panel, confluence row, minimalistic mode, color blind mode, dashboard position, text size, background transparency, chart background tint, session filter.
DOM — lookback period, alert threshold, full color and background customization per row.
Tape — lookback period, alert threshold, full color and background customization per row.
Cumulative Delta — optional full-width row at bottom of dashboard, display as number only, bar chart only or both, daily reset time.
Big Contracts — volume threshold, extra large threshold, detection timeframe, max entries to display, daily reset time, full color customization.
Alerts — 8 individually toggleable alert conditions covering big contracts, DOM dominance, tape dominance and confluence signals.
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DESIGNED FOR
Futures scalpers and intraday traders who want order flow context without cluttering their chart or paying for a separate platform. Works on any instrument with volume data — optimized for CME futures.
Indicator
Indicator
