CVD Multi Exchange PercentileCVD Multi Exchange Percentile
Aggregated order flow across four major crypto derivatives exchanges — with historical percentile ranking to measure how extreme today's session really is.
A Cumulative Volume Delta (CVD) indicator with daily reset, divergence detection, and absorption signals, built for perpetual futures.
It combines Binance, Bybit, OKX, and Bitget into a single aggregated flow, then ranks it against its own history to give you objective context.
█ 🧩 KEY FEATURES
🔹 Multi Exchange Aggregation
Four sources (Binance, Bybit, OKX, Bitget) can be toggled independently. The aggregated delta captures cross-exchange order flow that single-source CVD cannot detect — especially during liquidations or arbitrage-driven moves.
🔹 Historical Percentile System
Each session's peak CVD is stored in a rolling buffer, separated by direction (bull vs bear). The current session is ranked against this distribution to measure how extreme the flow is compared to recent history.
🔹 Live Percentile
A real-time percentile tracks the current CVD value as the session develops — no need to wait for session close.
🔹 Swing Divergence
Detects divergences between price and CVD structure:
- Bullish: price makes lower low, CVD makes higher low
- Bearish: price makes higher high, CVD makes lower high
Filtered by percentile threshold and optional trend filter.
🔹 Volume Absorption
Highlights conditions where price and CVD move in opposite directions under high volume:
- Bullish absorption: price down, CVD up
- Bearish absorption: price up, CVD down
Requires elevated volume and percentile confirmation.
🔹 Visual Encoding
Histogram color reflects direction and momentum. Signal markers:
- Divergence bullish: dark green triangle up
- Divergence bearish: blue triangle down
- Absorption bullish: orange circle
- Absorption bearish: purple circle
Optional info table provides real-time stats.
Signal examples on TRXUSDT.P (1H) — three signal types visible:
- Orange circle (Absorption Bull): price dropping but CVD rising on high volume — buying pressure hidden under falling price
- Blue triangle (DIV- Bearish): price making higher high but CVD making lower high — selling pressure building despite rising price
- Purple circle (Absorption Bear): price rising but CVD falling on high volume — selling pressure hidden under rising price
Signal examples on ETHUSDT.P (1H) — bullish signals visible:
- Dark green triangles (DIV+ Bullish): price making lower lows but CVD making higher lows — buying pressure increasing despite falling price, signaling potential reversal
- Orange circle (Absorption Bull): same logic as above — hidden buying under selling candles
█ 🔧 HOW IT WORKS
The script fetches lower-timeframe OHLCV data from each exchange using `request.security_lower_tf()`.
Each intrabar volume is classified using a CLV-based model (close location within range) to estimate buying vs selling pressure. The resulting deltas are summed across all exchanges and accumulated into a daily CVD, resetting at the start of each new UTC session.
█ 📖 HOW TO USE
Apply the indicator to Perpetual Futures charts (.P).
The symbol is auto-detected from the chart and mapped across all supported exchanges — no manual input needed.
Suggested timeframe: 1H (default percentile lookback is 336 bars, which equals ~14 days on 1H charts).
Signals are contextual, not standalone triggers. Use them to identify:
- flow/price divergences
- potential absorption zones
- extreme participation conditions
█ ⚙️ SETTINGS
Data Sources (Perpetual Futures Only) — Enable/disable Binance, Bybit, OKX, Bitget
Settings — Intrabar precision (1/5/15/60), daily reset
Signals — Percentile lookback (default 336 bars, ~14 days on 1H), min percentile for divergence (75), swing length (8), trend filter SMA (20), absorption volume lookback (10) and multiplier (1.5), show/hide toggles for divergences, absorption, trend filter, and info table
█ 💡 WHAT MAKES THIS DIFFERENT
Most CVD indicators rely on a single exchange and lack statistical context.
This script aggregates flow across venues and ranks it using a percentile system, providing a clear measure of whether current activity is extreme or routine.
Bull and bear distributions are handled separately, avoiding distortion from mixed data.
█ ⚠️ LIMITATIONS
— Works only on perpetual futures (.P required)
— Delta is estimated from OHLCV, not tick-level order book data
— Exchange data availability may vary by symbol
— Intrabar resolution affects precision and performance
█ 📌 DISCLAIMER
This is a contextual analysis tool, not a signal generator.
It does not provide buy/sell signals and should not be used as a standalone trading system. Always apply proper risk management.
Indicator
BTC CME Weekend Gap TrackerBTC CME Weekend Gap Tracker
Automatically detects and tracks weekend gaps on CME Bitcoin futures (BTC1!). When CME closes Friday evening and reopens Sunday/Monday, any price movement in spot during that window creates a gap — this indicator marks those gaps directly on your chart.
What it shows
Red boxes — weekend gap down (CME reopened lower than Friday close)
Green boxes — weekend gap up (CME reopened higher than Friday close)
Gray boxes — filled gaps (price has since traded back through the range)
Key features
Weekend-only filter — ignores daily maintenance gaps, only tracks the meaningful Friday-to-Monday gaps (and extended holiday closures)
Price levels labeled at the right edge of each unfilled gap so you can see exact gap boundaries at a glance
Date and percentage size shown inside each box
Unfilled gaps extend right until filled, then fade to gray
Stats table tracking total gaps, fill rate, gap-up vs gap-down fill rates, average fill time, and average gap size
How to use
Apply to any BTC chart (BTCUSD, BTCUSDT, BTCUSDT.P) on daily or intraday timeframes. The script pulls CME data automatically. Use unfilled gaps as potential price targets — historically, the majority of CME gaps fill over time, though large gaps in strong trends can remain open for extended periods.
Settings
Minimum gap size threshold (filter noise)
Max bars to track (history depth)
Toggle price levels, percentages, and dates independently
Customize gap colors
Alerts
Two alert conditions included: new weekend gap up and new weekend gap down. Set these up to get notified when CME reopens Monday with a gap.
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ES Breakout Toolkit Momentum Close Filter Free=== PART OF THE ES BREAKOUT TOOLKIT ===
This is one of several free, standalone indicators that make up the ES Breakout Toolkit series. Each indicator isolates a single component used in the full ES London Breakout Pro strategy. They are designed to be useful on their own and educational for traders who want to understand candle close dynamics and momentum quality.
=== WHAT THIS INDICATOR DOES ===
The Momentum Close Filter analyzes where price closes within each candle's range and classifies candles by momentum strength. A candle that closes near its high has strong bullish momentum. A candle that closes near its low has strong bearish momentum. A candle that closes in the middle is indecisive.
This concept — called close position analysis — is a powerful filter that many traders overlook. The indicator tracks close position in real time, identifies extreme momentum readings using a statistical threshold (1.5 standard deviations above/below average), and detects momentum streaks where multiple consecutive candles show strong directional commitment.
=== HOW TO USE IT ===
Apply this to an ES futures chart on a 5-minute timeframe. The indicator will color bars by their momentum classification and mark extreme momentum candles with diamond signals. Streak flags appear when three or more consecutive candles show strong momentum in the same direction.
The dashboard shows the current candle's close position percentage, body ratio, momentum classification, streak count, and the rolling average close position over your lookback period. The running stats at the bottom show how many strong bullish vs bearish candles have occurred, giving you a sense of the session's directional bias.
An optional histogram mode plots the close position as columns in a separate pane with your threshold lines and the rolling average overlaid. This is useful for studying close position distribution over time.
=== KEY FEATURES ===
- Real-time close position analysis for every candle
- Configurable bullish and bearish momentum thresholds
- Extreme momentum detection using standard deviation bands
- Momentum streak tracking with visual flags at 3+ consecutive candles
- Optional bar coloring by momentum classification
- Optional histogram pane with threshold and average lines
- Optional London session filter
- Dashboard with close position, body ratio, momentum state, and streak info
- Running session stats for strong bull vs bear candle counts
- Alerts for strong and extreme momentum candles in both directions
=== WHY CLOSE POSITION MATTERS ===
Two candles can have identical body sizes but very different close positions. A candle with a long upper wick closing in the middle of its range tells a different story than a candle closing at its high with no upper wick. Close position captures this nuance. When combined with a body ratio filter, it becomes a reliable measure of whether a candle represents genuine directional commitment or just noise.
=== ABOUT THE ES BREAKOUT TOOLKIT ===
This indicator is part of a free series that breaks down the building blocks of a London session ES futures breakout strategy. Other free indicators in the series cover session highlighting, consolidation range detection, ADX regime filtering, and breakout candle scanning. Each is published separately on my profile.
The full ES London Breakout Pro indicator combines all of these components into a unified strategy with additional proprietary features including advanced risk management, trade qualification, and data tracking. It is available as an invite-only script on my profile. Use the access request instructions on that script's page if you are interested.
=== DISCLAIMER ===
This indicator is provided for educational and informational purposes only. It is NOT financial advice. It does not constitute a recommendation to buy, sell, or hold any financial instrument. Trading futures involves substantial risk of loss and is not suitable for all investors. Past performance of any indicator or strategy is not indicative of future results. Always conduct your own research and consult a qualified financial advisor before making any trading decisions. You are solely responsible for your own trading activity. Indicator
ES Breakout Toolkit Breakout Candle Scanner Free=== PART OF THE ES BREAKOUT TOOLKIT ===
This is one of several free, standalone indicators that make up the ES Breakout Toolkit series. Each indicator isolates a single component used in the full ES London Breakout Pro strategy. They are designed to be useful on their own and educational for traders studying what makes a quality breakout candle.
=== WHAT THIS INDICATOR DOES ===
The Breakout Candle Scanner identifies candles that meet specific structural criteria for a high-quality breakout. Not every candle that crosses a level is worth trading — this indicator filters for candles with strong body-to-range ratios, directionally committed close positions, and confirmed breaks above or below a recent range.
When a candle breaks out of a defined range AND meets the body ratio and momentum close thresholds, it is marked with a BUY or SELL label. A detail label shows the exact body percentage and close position so you can see why it qualified. An optional mode also marks strong candles that did not produce a breakout, which can be useful for studying candle quality across different market conditions.
=== HOW TO USE IT ===
Apply this to an ES futures chart on a 5-minute timeframe. The indicator will scan every candle and mark those that qualify as breakout candles. You can adjust the body ratio threshold, close position thresholds, breakout buffer, and range lookback in the inputs.
Body Ratio measures how much of the candle's total range is real body vs wicks. Higher values mean more conviction. Close Position measures where price closed within the candle's range — a bullish candle closing near its high (70%+) or a bearish candle closing near its low (30% or below) indicates strong momentum commitment.
The dashboard tracks total bullish and bearish breakout candles as well as strong non-breakout candles, giving you a running count of candle quality during the session.
=== KEY FEATURES ===
- Breakout candle detection with body ratio and close position filters
- Configurable thresholds for all candle quality metrics
- ATR-based breakout buffer to filter false breaks
- Detail labels showing exact body% and close position% on each signal
- Optional mode to mark all strong candles (not just breakouts)
- Optional bar coloring for qualifying candles
- Optional London session filter
- Running stats dashboard
- Alerts for bullish and bearish breakout candles
=== ABOUT THE ES BREAKOUT TOOLKIT ===
This indicator is part of a free series that breaks down the building blocks of a London session ES futures breakout strategy. Other free indicators in the series cover session highlighting, consolidation range detection, ADX regime filtering, and momentum close analysis. Each is published separately on my profile.
The full ES London Breakout Pro indicator combines all of these components into a unified strategy with additional proprietary features including advanced risk management, trade qualification, and data tracking. It is available as an invite-only script on my profile. Use the access request instructions on that script's page if you are interested.
=== DISCLAIMER ===
This indicator is provided for educational and informational purposes only. It is NOT financial advice. It does not constitute a recommendation to buy, sell, or hold any financial instrument. Trading futures involves substantial risk of loss and is not suitable for all investors. Past performance of any indicator or strategy is not indicative of future results. Always conduct your own research and consult a qualified financial advisor before making any trading decisions. You are solely responsible for your own trading activity. Indicator
ES Breakout Toolkit ADX Regime Filter Free=== PART OF THE ES BREAKOUT TOOLKIT ===
This is one of several free, standalone indicators that make up the ES Breakout Toolkit series. Each indicator isolates a single component used in the full ES London Breakout Pro strategy. They are designed to be useful on their own and educational for traders looking to filter trades by market regime using ADX.
=== WHAT THIS INDICATOR DOES ===
The ADX Regime Filter classifies the current market environment into three states: Flat/Choppy, Trending, and Overextended. It does this using the Average Directional Index (ADX) with configurable minimum and maximum thresholds that define a "sweet spot" where the market is trending enough to produce clean breakouts but not so extended that it is likely to reverse or stall.
The indicator plots ADX alongside DI+ and DI- lines, highlights the sweet spot zone between your min and max ADX values, and provides visual markers when ADX enters or exits each regime. DI crossovers are also marked to help identify directional shifts.
=== HOW TO USE IT ===
Apply this indicator to a separate pane below your chart. The shaded zone between the min and max ADX lines represents the regime where trend-following and breakout strategies tend to perform best. When ADX is below the minimum, the market is likely choppy and breakout signals are less reliable. When ADX is above the maximum, the trend may be overextended and new entries carry higher reversal risk.
The dashboard shows the current ADX value, regime classification, DI direction, DI spread, ADX slope, and an overall trade readiness assessment. The DI spread reading helps confirm whether the directional move has conviction — a narrow spread suggests indecision even if ADX is technically in range.
=== KEY FEATURES ===
- Three-state regime classification (Flat, Trending, Overextended)
- Configurable ADX sweet spot zone with visual fill
- DI+/DI- directional lines with crossover markers
- ADX slope tracking (rising vs falling momentum)
- Optional bar coloring by regime and direction
- Background shading by current state
- Dashboard with ADX, regime, direction, DI spread, slope, and trade readiness
- Alerts for regime transitions and DI crossovers
=== WHY ADX BOUNDARIES MATTER ===
Most traders using ADX only set a minimum threshold. However, extremely high ADX readings often indicate that a trend is mature and vulnerable to exhaustion. By defining both a floor and a ceiling, you can focus on the portion of the trend cycle where momentum is building rather than peaking. This indicator makes that concept visual and actionable.
=== ABOUT THE ES BREAKOUT TOOLKIT ===
This indicator is part of a free series that breaks down the building blocks of a London session ES futures breakout strategy. Other free indicators in the series cover session highlighting, consolidation range detection, breakout candle scanning, and momentum close analysis. Each is published separately on my profile.
The full ES London Breakout Pro indicator combines all of these components into a unified strategy with additional proprietary features including advanced risk management, trade qualification, and data tracking. It is available as an invite-only script on my profile. Use the access request instructions on that script's page if you are interested.
=== DISCLAIMER ===
This indicator is provided for educational and informational purposes only. It is NOT financial advice. It does not constitute a recommendation to buy, sell, or hold any financial instrument. Trading futures involves substantial risk of loss and is not suitable for all investors. Past performance of any indicator or strategy is not indicative of future results. Always conduct your own research and consult a qualified financial advisor before making any trading decisions. You are solely responsible for your own trading activity. Indicator
ES Breakout Toolkit Consolidation Range Detector Free=== PART OF THE ES BREAKOUT TOOLKIT ===
This is one of several free, standalone indicators that make up the ES Breakout Toolkit series. Each indicator isolates a single component used in the full ES London Breakout Pro strategy. They are designed to be useful on their own and educational for traders studying consolidation and breakout mechanics on ES futures.
=== WHAT THIS INDICATOR DOES ===
The Consolidation Range Detector identifies periods where price is compressing into a defined range that meets specific quality criteria. It draws a box around the consolidation zone when the range is tight relative to its recent average and falls within acceptable ATR bounds — not too small to be noise, not too large to be a trend already in motion.
When price exits a valid consolidation range, the indicator marks the breakout direction with an arrow. A label at the end of each range shows the range size in points and as a multiple of ATR, giving you context on the quality of the setup.
=== HOW TO USE IT ===
Apply this to an ES futures chart on a 5-minute timeframe. The indicator will automatically detect and draw consolidation boxes when conditions are met. You can adjust the range lookback period, tightness filter, and ATR bounds in the inputs to match your preference.
The key readings to watch are the Range/ATR ratio and the Range vs Average ratio in the dashboard. A range that is small relative to ATR and below its own recent average is a higher-quality consolidation — it means price is compressing more than usual, which often precedes a directional move.
An optional session filter limits detection to the London session (12AM-6AM PT) if you only want to see consolidations during that window.
=== KEY FEATURES ===
- Automatic consolidation zone detection with visual boxes
- Tightness filter comparing current range to rolling average
- ATR-based minimum and maximum range bounds
- Breakout direction arrows when price exits a valid range
- Range size labels in points and ATR multiples
- Optional London session filter
- Dashboard with real-time range quality metrics
- Alerts for consolidation detection and breakout events
=== ABOUT THE ES BREAKOUT TOOLKIT ===
This indicator is part of a free series that breaks down the building blocks of a London session ES futures breakout strategy. Other free indicators in the series cover session highlighting, ADX regime filtering, breakout candle scanning, and momentum close analysis. Each is published separately on my profile.
The full ES London Breakout Pro indicator combines all of these components into a unified strategy with additional proprietary features including advanced risk management, trade qualification, and data tracking. It is available as an invite-only script on my profile. Use the access request instructions on that script's page if you are interested.
=== DISCLAIMER ===
This indicator is provided for educational and informational purposes only. It is NOT financial advice. It does not constitute a recommendation to buy, sell, or hold any financial instrument. Trading futures involves substantial risk of loss and is not suitable for all investors. Past performance of any indicator or strategy is not indicative of future results. Always conduct your own research and consult a qualified financial advisor before making any trading decisions. You are solely responsible for your own trading activity. Indicator
ES Breakout Toolkit London Session Highlighter FreePART OF THE ES BREAKOUT TOOLKIT
This is one of several free, standalone indicators that make up the ES Breakout Toolkit series. Each indicator isolates a single component used in the full ES London Breakout Pro strategy. They are designed to be useful on their own and educational for traders studying London session price action on ES futures.
WHAT THIS INDICATOR DOES
The London Session Highlighter marks the 12:00 AM - 6:00 AM Pacific Time window directly on your chart. During this session, it tracks and displays the developing session high, session low, and session open price as real-time reference levels. When the session closes, it labels the total range in points.
A small dashboard in the top-right corner shows whether the session is currently active, the session high and low, and the current range expressed as a multiple of ATR(20). This gives you an immediate sense of whether the session is producing normal or extended price action relative to recent volatility.
HOW TO USE IT
Apply this indicator to any ES futures chart on a 5-minute timeframe. The session start and end hours are adjustable in the inputs if you want to monitor a different window. The background highlight, range lines, and open line can each be toggled on or off depending on your preference.
The Range/ATR reading in the dashboard is particularly useful for gauging whether the session has room to expand or is already stretched. Values below 1.0x suggest a quiet session with potential for a breakout. Values above 2.0x suggest the session has already made a significant move.
KEY FEATURES
- Configurable session window (defaults to London 12AM-6AM PT)
- Real-time session high/low/open tracking
- Session range label on close
- Range vs ATR dashboard for context
- Clean, minimal chart overlay
- Alert not included — this is a visual reference tool
ABOUT THE ES BREAKOUT TOOLKIT
This indicator is part of a free series that breaks down the building blocks of a London session ES futures breakout strategy. Other free indicators in the series cover consolidation range detection, ADX regime filtering, breakout candle scanning, and momentum close analysis. Each is published separately on my profile.
The full ES London Breakout Pro indicator combines all of these components into a unified strategy with additional proprietary features including advanced risk management, trade qualification, and data tracking. It is available as an invite-only script on my profile. Use the access request instructions on that script's page if you are interested.
DISCLAIMER
This indicator is provided for educational and informational purposes only. It is NOT financial advice. It does not constitute a recommendation to buy, sell, or hold any financial instrument. Trading futures involves substantial risk of loss and is not suitable for all investors. Past performance of any indicator or strategy is not indicative of future results. Always conduct your own research and consult a qualified financial advisor before making any trading decisions. You are solely responsible for your own trading activity. Indicator
Bot Webhook v8.5 - RSI Stoch Squeeze Regime Detection🔹 Multi-Timeframe Confluence Signal System v8.5 for SOL/USD
A data-driven signal indicator optimized for SOL perpetual futures across 30+ timeframes (30s to 20m). Every threshold has been backtested and fine-tuned using real trade data (2,100+ signals analyzed).
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🔸 HOW IT WORKS
The indicator combines multiple technical layers into a single confluence system:
- RSI + Stochastic K — Timeframe-specific oversold/overbought thresholds (not one-size-fits-all)
- RSI Slope — Momentum direction filter
- ADX — Trend strength gating to avoid choppy markets
- Bollinger Band / Keltner Channel Squeeze — Detects volatility compression and breakout moments (SHORT side only, proven 53.8% hit rate with 1.39x R/R)
- Volatility Regime Detection — Classifies market state (Trending, Ranging, Squeeze Building, Breakout Imminent) with automatic WEAK_UP blocking
- Dynamic Confidence Scoring — Each signal gets a 0–100% confidence rating based on regime, indicators, and historical win rate
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🔸 KEY FEATURES
✅ 30+ individually calibrated timeframes (30s, 45s, 1m–20m)
✅ Separate LONG & SHORT logic with independent RSI/K/Slope/ADX thresholds per timeframe
✅ Squeeze SHORT signals (Keltner breakout + bearish momentum + volume spike)
✅ Regime-aware filtering — blocks signals in unfavorable market conditions
✅ Confidence-based signal filtering (adjustable minimum threshold)
✅ Full info dashboard (regime, squeeze status, indicators, win rates, signal state)
✅ JSON webhook alerts with complete trade metadata (entry, SL, TP, ATR, regime, confidence)
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🔸 VERIFIED PERFORMANCE (from 2,100+ signal analysis)
📊 LONG base signals: 68.2% hit rate, 1.48x risk/reward
📊 Squeeze SHORT signals: 53.8% hit rate, 1.39x risk/reward
📊 Best performing timeframes: 30s, 45s, 12m+
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🔸 VISUAL GUIDE
🟢 Green triangle = LONG signal
🔴 Red triangle = SHORT signal
🟣 Purple diamond = Squeeze SHORT signal
🟡 Yellow background = Squeeze zone active
📊 Top-right table = Live dashboard with all indicator values
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🔸 WEBHOOK / BOT INTEGRATION
Alerts output JSON with full trade context — ready for automated bot integration via webhook. Includes entry, stop loss, take profit, ATR, RSI, regime, confidence score and more.
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⚠️ DISCLAIMER
This indicator is a tool for analysis, not financial advice. Past performance does not guarantee future results. Always manage your risk.
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Check out FuturesBot — an automated crypto futures trading bot that executes signals like these 24/7 with smart profit protection, position management, and AI-powered trade validation.
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NBSG_DayTrading_DashboardOverview
The NSBG Multi-Ticker Dashboard is a comprehensive, at-a-glance HUD designed for active day traders, specifically tailored for index futures (ES, NQ, YM). It aggregates critical volume and price-action data across multiple assets into a single, clean table, allowing traders to instantly gauge market context without flipping between charts.
Inspiration & Credit
This script was heavily inspired by the excellent "Volume Trading Concepts" indicator conceptualized by ASFX - Austin Silver. While his tool is incredibly useful, it is proprietary and kept behind a paywall for which users must pay monthly. We believe these core volume and VWAP concepts are foundational to modern day trading and should be freely accessible to the community. Besides with today's technology, it's not that hard to recreate any concept that you can verbalize.
Note for transparency: We did not have access to, nor did we use, any of the original ASFX source code. This indicator was engineered 100% from scratch to replicate the core philosophy while introducing our own unique logic, optimizations, design, and custom features.
Core Features & What Makes It Unique
We expanded on the original concept by adding specific levels and features that we find critical for evaluating intraday price action:
Dual View Modes (Multi vs. Single): * Multi-Ticker Mode: Tracks 3 separate assets simultaneously using request.security(). It displays price relation to the NY VWAP, Overnight VWAP, Prior Day NY VWAP, Previous Session Close, Opening Range, and overall Trend.
Single-Ticker Mode: Isolates the asset currently on your chart (or a manually selected symbol). Because calculating complex volume profiles across multiple tickers simultaneously breaks PulseWire's execution limits, Single-Ticker mode unlocks the Session Volume Point of Control (POC).
The Previous Session Close (PSC): We integrated the PSC into the dashboard. Markets frequently respect the prior day's closing price as a magnet or pivot area, making it a crucial hidden level to track alongside VWAPs.
Intelligent Opening Range: The dashboard tracks the 08:30 - 08:45 Opening Range. To prevent false signals, the dashboard actively reads "Waiting..." or "Forming..." until the 15-minute range is officially locked in, after which it alerts you if the price is Inside, Outside ▲, or Outside ▼.
Custom Stacked-EMA Trend Calculation
Rather than simply basing the trend on VWAP positioning, we built a dedicated, traditional trend-evaluator using a Fibonacci EMA stack.
The script calculates the 5, 8, 13, 21, 34, 55, and 89-period EMAs, anchored by the 200-period SMA.
Very Bullish / Very Bearish: Triggers when the entire EMA stack is perfectly aligned in order above/below the 200 SMA.
Standard Bullish / Bearish: Triggers on a simplified base criteria (e.g., 21 EMA > 55 EMA > 200 SMA).
Timeframe Independence: You can set the trend calculation to look at a higher timeframe (e.g., 5-minute) while trading on a lower timeframe (e.g., 1-minute chart).
How to Use It
Add the indicator to your chart and open the settings.
Select your 3 preferred tickers for the Multi-Ticker view (defaults to Continuous Micro Futures: MES1!, MNQ1!, MYM1!).
Use the visual dots (🟢 Above / 🔴 Below) to quickly read where the current price is trading relative to major liquidity levels.
Switch to "Single-Ticker" mode in the settings when you want to track the exact Session POC for your active chart.
If any part of this code is valuable to you in building out your own idea or concept, please don't hesitate use it! Indicator
NBSG_DayTradingSuiteAn all-in-one day trading overlay designed by a futures trader for futures traders. It consolidates the key levels, anchored VWAPs, session volume profiles, and structural references that intraday traders typically spread across 3-5 separate indicators into a single, configurable script.
Built and defaulted for CME futures (ES, MES, NQ, MNQ, and similar instruments), but the session times are fully adjustable in settings. Traders on equities, crypto, or forex can adapt the indicator to their instrument by configuring the session windows to match their market's electronic trading hours.
The default session times are set for a trader operating in US Central Time (Chicago time). If you trade in a different timezone, adjust the session inputs accordingly.
This indicator is not a signal generator. It plots structure so you can make your own decisions.
FEATURES
Multiple Anchored VWAPs
The indicator plots two independent session-anchored VWAPs, each with optional standard deviation bands:
Overnight VWAP (VWAP 1) anchors at 17:00 CT (CME session open) and accumulates across the entire futures trading day through 16:00 CT. It resets cleanly each session. Optional 1SD and 2SD bands with fill show the statistical envelope around the developing VWAP.
NY Session VWAP (VWAP 2) anchors at 08:30 CT (Regular Trading Hours open) and accumulates through 16:00 CT. It includes a leapfrog mechanic: when the new RTH session begins, the prior session's VWAP is preserved and continues to plot as "Prev NY VWAP," giving you a reference for how price relates to yesterday's value during overnight trading.
Prev NY VWAP: This is the previous day's NY Session VWAP, which continues accumulating through the overnight session after the NY VWAP resets at 08:30. It provides a critical structural reference, particularly during the premarket and early RTH, showing where the prior session's volume-weighted equilibrium sits relative to current price. Many traders use the relationship between current price, the active NY VWAP, and the Prev NY VWAP to gauge directional bias.
All VWAPs use separate source, color, and line size settings.
Higher Timeframe VWAPs
Optional Weekly and Monthly VWAP overlays provide broader context without cluttering the chart. Disabled by default.
Session Volume Profiles (SVP)
Volume is distributed across the bar's high-low range using a configurable tick-based bin size (default: 2 ticks). The script calculates and plots:
Current Session SVP: POC and Value Area (VAH/VAL) for the active session, updating in real time.
Prior Day SVP: POC and Value Area from the previous completed session. These levels carry forward as horizontal references.
Last Week SVP: POC and Value Area from the prior completed week.
Each profile can be displayed as POC Only or POC + VA. The Value Area percentage is configurable (default: 70%).
Static Reference Levels
Prior Day High/Low (PDH/PDL): Previous day's range boundaries.
Last Week High/Low (LWH/LWL): Previous week's range boundaries.
Previous Session Close (PSC): The prior day's closing price.
Premarket High/Low (PMH/PML): Dynamically tracked during the 18:00-08:30 premarket session.
Opening Range (ORH/ORL): The first 15 minutes of RTH (08:30-08:45), with optional fill.
All static levels are individually togglable with independent color and size controls.
Deadzone
A configurable time window (default: 11:00-13:00 CT) highlighted with a background fill and border lines. This marks the midday period where volume and follow-through typically thin out on equity index futures. The time window is adjustable in settings.
Bar Coloring
Optional bar coloring based on the close's relationship to the three primary VWAPs (Overnight, NY, Prev NY). Bars are colored bullish when above 2 of 3, bearish when below 2 of 3, and neutral otherwise. Disabled by default.
Display Modes
A master display mode toggle lets you switch between:
Advanced All-Level: Shows everything you have enabled, the full suite.
Simplified VWAP: Strips the chart down to just the Overnight VWAP, NY VWAP, Prev NY VWAP, and Opening Range. All volume profiles, static levels, and the deadzone are automatically hidden. Useful for cleaner charts or when you want to focus purely on VWAP structure.
Labels
Every plotted level gets a text label with optional price display, offset to the right of the current bar for readability. Labels can be globally toggled on/off.
HOW TO USE
1. Add the indicator to your chart on an intraday timeframe (1m-30m recommended). It is defaulted for CME futures but can be adapted to any instrument by adjusting the session time inputs.
2. The default session times are built for US Central Time (Chicago). If your chart uses a different timezone, adjust the session inputs in the settings to match your market's session boundaries.
3. The default configuration shows most levels. Start by reviewing what each level represents, then toggle off anything that creates noise for your specific approach.
4. For cleaner charts, switch to "Simplified VWAP" mode, which isolates the core VWAP structure and Opening Range only.
CONFIGURATION
All session times, colors, line sizes, and visibility toggles are individually configurable. The settings are organized into numbered groups for clarity:
1. Master Display Mode
2. Session Times
3. NY VWAP Settings
4. Overnight VWAP Settings
5. Opening Range
6. Volume Profiles (SVP)
7. Static Levels
8. Higher Timeframe VWAPs
9. Deadzone
10. Bar Coloring
11. Labels
LIMITATIONS
The default session times are configured for CME futures with the standard 17:00-16:00 CT (close enough) session structure. If you are using this on equities, crypto, forex, or other instruments, you will need to adjust the session time inputs to match your market's electronic trading hours. The indicator will work on any instrument, but the session boundaries must be set correctly for accurate VWAP anchoring and level calculation.
This is a feature-rich script with multiple VWAPs, volume profiles, and level calculations running simultaneously. Tradingview handles it well the vast majority of the time, but on occasion the script may load slowly or display incompletely. If levels appear missing or the indicator looks off, a simple page refresh will typically resolve it.
The session volume profile uses a simplified volume distribution method (volume is evenly distributed across the bar's high-low range in tick-based bins). This is an approximation, not a tick-level volume profile. Accuracy improves on lower timeframes where bars have smaller ranges.
The Overnight VWAP session detection uses an hour-based reset (detecting when the bar's hour enters 17:00 in exchange time) rather than PineScript's built-in session boundary detection. This is intentional: on CME futures, the VWAP session (1700-1600) matches the instrument's native session, which prevents the standard session boundary method from firing correctly.
The deadzone time window relies on your chart's timezone setting. The default of 1100-1300 assumes US Central. Adjust if your chart uses a different timezone.
NOTES
This script is original work, but it stands on the shoulders of giants. The concepts and ideas behind it draw from numerous traders, educators, and open-source contributors who have freely shared their knowledge with the trading community. VWAP, volume profile, session levels, and opening range are not new ideas. What this script attempts to do is bring them together in a thoughtful, configurable way that reflects how an active futures day trader actually uses these tools in practice.
I built this for my own trading first. I am sharing it as open source because the open-source community on Tradingview gave me the foundation to learn, and this is my way of giving back what I have been given.
This is a structural tool, not a trading system. It does not generate buy/sell signals, alerts, or backtest results. Use it as a framework for building your own context around price action.
It's all risky, so you may as well make the bet.
Indicator
Indicator
Anomaly Rejection Channel [ARC] ProAnomaly Rejection Channel Pro
📝 Description
The Anomaly Rejection Channel Pro is an advanced, multi-dimensional trading indicator designed to identify high-probability reversal zones (liquidity traps) and price anomalies.
Instead of relying on a single metric, ARC Pro combines dynamic volatility channels (VWMA + ATR), volume spread analysis, price action anatomy (wick rejection), and Multi-TimeFrame (MTF) alignment to filter out market noise. It excels at spotting "Bull Traps" and "Bear Traps"—moments where price breaches a key volatility band but fails to sustain momentum due to volume exhaustion or climax, signaling a high likelihood of a reversal.
Whether you are scalping on lower timeframes or swing trading, the built-in presets and adaptive volatility logic dynamically adjust to current market conditions.
⚙️ Settings & Parameters
📊 Channel Settings
Parameter Preset: Quick-select profiles (Conservative, Balanced, Aggressive, Scalping) that automatically adjust the ATR multiplier, wick requirements, and volume thresholds.
VWMA/ATR Period: The lookback period for calculating the baseline Volume-Weighted Moving Average and the Average True Range.
Base ATR Multiplier: Defines the width of the channel. A higher value requires a larger price deviation to trigger a signal.
Adaptive Multiplier (Volatility): When enabled, the indicator automatically narrows the channel during low volatility and widens it during high volatility to prevent false signals.
🎯 Signal Filters
Volume MA Period: The baseline period to determine relative volume strength.
Volume Exhaustion / Climax Ratio: The specific multipliers used to detect abnormal volume behavior (either drying up or spiking) at the channel extremes.
Min Wick % of Range: The minimum required rejection wick size relative to the total candle body (e.g., a value of 0.4 means the rejection wick must be at least 40% of the candle's total range).
Min Absolute Wick Size (points): An optional hard filter to ignore signals if the rejection wick is too small in absolute point value.
📈 Trend Context
Filter Signals by Trend: Blocks signals that go against the directional momentum of the built-in Trend Line.
Trend Line Period: The smoothing period for the internal trend-detection logic.
Allow Counter-Trend Signals: If enabled, the indicator will print signals against the main trend, which is useful for aggressive mean-reversion trading.
✅ Signal Confirmation
Require Next Candle Confirmation: The signal is only validated if the subsequent candle confirms the reversal direction.
Confirmation: Close Inside Channel: Requires the confirming candle to close back inside the ARC bands, validating the "trap".
Signal Delay (bars): Shifts the visual signal X bars forward (useful for aligning alerts with external execution bots).
🌐 Multi-TimeFrame (MTF)
Use Higher TF Confirmation: Syncs your current chart with a higher timeframe to ensure macro-trend alignment.
Higher TimeFrame: Select the MTF resolution (e.g., 240 for 4-Hour).
MTF Mode: Choose how the higher timeframe filters the local chart:
Trend Only: Local signals must align with the MTF trend.
Rejection Only: Local signals require an active rejection/trap on the MTF.
Trend+Rejection: Combines both filters for maximum accuracy.
Strict Mode: Blocks all signals if the MTF status shows a "Conflict".
🎨 Signal Display
Show Signal Strength (Color): Color-codes the TRAP labels based on confluence (Red/Green for strong, Orange/Lime for moderate).
Mode: Trade Breakouts: Reverses the logic to trade momentum breakouts instead of mean-reversion traps.
Alerts: Configure to fire once per bar or on every tick. Indicator
Indicator
Federal Funds ForecastThe Federal Funds Forecast is an all-in-one, forward-looking interest rate monitoring tool that tracks market expectations for the federal funds rate. It provides a comprehensive view of the Federal Reserve’s policy structure, overnight funding markets, and future rate expectations within a single framework, enabling real-time monitoring of funding conditions and evolving policy expectations. It features adjustable parameters and a clear, color-coded table that allows users to quickly assess the current market outlook and how expectations have evolved over time.
At its core, the model displays the main rates that define the US overnight funding system. The Federal Reserve implements monetary policy by establishing a target range for the federal funds rate. This range is maintained through a policy corridor defined by the Standing Repo Facility (SRF) rate at the upper bound and the Reverse Repo (RRP) rate at the lower bound, which serve as a ceiling and floor for overnight funding rates. Within this corridor, the Effective Federal Funds Rate (EFFR), Secured Overnight Financing Rate (SOFR), and Interest on Reserve Balances (IORB) are plotted to show how market rates trade relative to the Federal Reserve’s target range:
SOFR = Volume-weighted average rate of overnight borrowing backed by US Treasury collateral in the repo market, representing the broadest measure of secured funding.
EFFR = Volume-weighted average rate of overnight unsecured lending between banks in the federal funds market, which the Federal Reserve targets to implement monetary policy.
IORB = Interest rate paid by the Federal Reserve on reserve balances held at the Fed, acting as the primary anchor for overnight rates, as eligible banks can earn this rate risk-free.
Stress in the overnight funding market is measured as the spread between SOFR and IORB. Negative spreads typically reflect ample liquidity, as cash-rich lenders without access to IORB compete to lend in the repo market, pushing SOFR below IORB. Positive spreads typically reflect tighter conditions, as strong demand for funding pushes SOFR above IORB, creating an incentive to lend reserves. Sustained positive spreads typically signal funding stress, as persistent demand for cash is not met by sufficient lending supply, reflecting constraints that prevent full arbitrage of the spread. Persistent stress conditions are highlighted using optional background shading.
In addition to current conditions, the indicator displays the market’s implied path for future policy rates based on the Fed funds futures market. This forward path is shown as a dotted projection line extending from the current EFFR over the selected horizon, providing a clear view of whether the market is pricing in rate cuts, hikes, or a relatively stable policy path. The projection label summarizes the expected move in basis points and translates it into an approximate number of cuts or hikes, while the table provides a more detailed breakdown across multiple time horizons.
The table is divided into two main sections following the first row, which displays the current SOFR–IORB spread in basis points. The first section displays the implied difference between expected future rates and the current EFFR across 3M, 6M, 9M, 12M, 15M, and 18M horizons. Green indicates lower implied future rates, while red indicates higher implied future rates. The second section displays the difference between current expectations and prior expectations 1W, 2W, 3W, or 4W ago, based on the repricing period selected in the menu. Green reflects a shift in expectations toward easier policy, while red reflects a shift in expectations toward tighter policy.
In summary, the Federal Funds Forecast is a comprehensive monetary policy tool designed to provide investors with a clear view of the current US policy rate environment, overnight funding conditions, and market expectations for future Federal Reserve policy. While the model offers valuable insight into expectations derived from trading activity in the Fed funds futures market, these expectations reflect conditions at a specific point in time and can change rapidly as incoming data and Federal Reserve communication reshape the US monetary policy outlook. Indicator
HTA - OPENHTA - OPEN (Opening Ranges & AVWAPs)
Release Notes (Latest Update):
Name Change: Simplified indicator name to HTA - OPEN.
New Asia Session: Added the Asia Opening Range and Start of Asia Session AVWAP (Defaulted to 18:00 EST to align with the CME Globex futures open).
"Extend Lines" Toggle: Added the ability to choose whether your opening range lines extend infinitely across the chart, or if they automatically stop drawing when the session ends to keep your chart clean.
UI Overhaul: Completely reorganized the settings menu. Session AVWAPs are now cleanly grouped together, and default color opacities have been optimized for better visibility.
About HTA - OPEN
The HTA - OPEN indicator is an all-in-one intraday tool designed to automatically map out key liquidity periods, session opening ranges, and dynamic volume-weighted average prices (AVWAPs). It is built to keep your charts clean while providing critical levels for the New York, London, and Asia sessions.
Key Features:
1. Automated Opening Ranges
The script automatically draws the high and low of the opening minutes for major sessions. Each session is highly customizable, allowing you to change line styles, colors, fill opacity, and toggle text labels.
New York Session: 09:30 - 09:45 EST
Asia / Globex Session: 18:00 - 18:15 EST
London Session: 03:00 - 03:15 EST
Day Initial Balance: 09:30 - 10:30 EST
2. Session AVWAPs
Automatically anchors a VWAP to the exact start time of your selected sessions, providing a dynamic gauge of intraday trend and institutional average price.
Start of New York Session AVWAP
Start of London Session AVWAP
Start of Asia Session AVWAP
Previous Day's New York Open AVWAP
3. Macro & Day AVWAPs
For broader market context, the indicator can seamlessly plot Higher Timeframe AVWAPs without needing to manually anchor them.
Day AVWAPs: Start of Day, High of Day, Low of Day.
Macro AVWAPs: Start of Month, Start of Year, High of Year.
Customization & Display:
Every range and AVWAP can be toggled on or off individually. The new "Extend Lines" feature gives you complete control over how much historical data remains visible on your chart, ensuring your workspace only shows the data you need for the current session. Indicator
Psych Level Mirror - Futures <-> CashPsych Level Mirror — Futures ↔ Cash
See the hidden levels that move your market.
Futures and cash/CFD instruments trade at different prices due to the spread (carry, funding, roll). A round number on the cash index — like NAS100 20,000 or SPX500 5,600 — doesn't land on a round number on the futures chart. But cash traders are still reacting to those levels. This indicator makes them visible.
WHAT IT DOES
Psych Level Mirror draws two layers of psychological price levels on your chart:
Native psych levels — The round numbers of whatever you're charting (e.g. ES 5650, 5700). These are drawn as full zones with support/resistance state tracking: green when acting as support, red when resistance. Zones flip color when price breaks through and retests — exactly how institutional levels behave in practice.
Mirrored companion levels — The round numbers from the other side of the pair, projected onto your chart using the live spread. On an ES chart, you'll see where SPX500 cash round numbers (5,600, 5,650, 5,700) actually sit on the futures price scale. These are marked with a dashed center line and dotted green/red borders so they're visually distinct from your native levels.
WHY THIS MATTERS
Large portions of the market trade the cash index (CFDs, spot, options on SPX). When NAS100 hits 20,000 or SPX500 hits 5,600, that triggers activity from cash traders — but on your NQ or ES futures chart, that level shows up at an odd number like 20,034 or 5,628. Without this indicator, you'd never know why price stalled or reversed at a seemingly random level.
FEATURES
Auto-detection — Drop it on any supported chart and it identifies the correct pair. Works on NQ, MNQ, ES, MES, YM, MYM, RTY, M2K, GC, MGC, and their cash/CFD counterparts (NAS100, SPX500, US30, US2000, XAUUSD).
Live spread calculation — The futures-cash spread shifts throughout the session. Mirror levels update automatically as the spread moves.
State tracking on all levels — Both native and mirrored zones track whether price is above (support/green) or below (resistance/red), and change color on confirmed breaks and retests.
Major & minor levels — Major round numbers (e.g. every 1000 on NQ, every 100 on ES) and minor levels (half-steps) are drawn separately with different visual weight.
Auto-scaling — Level intervals adjust automatically based on the instrument's price. Works correctly on everything from Russell 2000 (~2,100) to NQ (~20,000) to Gold (~3,000).
Manual override — Set a fixed spread offset or force a specific pair via the dropdown if needed.
Info table — Shows detection mode, chart side (futures/cash), companion symbol, live spread, and level intervals at a glance.
HOW TO READ IT
Colored zone (green/red box) = Native psych level — your instrument's own round numbers
Dashed center line through zone = Exact round number of the native level
Dashed/dotted colored line with tag = Mirrored companion level projected onto your chart
Green dotted border (mirror) = Top of the mirrored zone
Red dotted border (mirror) = Bottom of the mirrored zone
Dark green tag box = Companion level acting as support (price above)
Dark red tag box = Companion level acting as resistance (price below)
SUPPORTED PAIRS
NQ1! / MNQ1! ↔ NAS100
ES1! / MES1! ↔ SPX500
YM1! / MYM1! ↔ US30
RTY1! / M2K1! ↔ US2000
GC1! / MGC1! ↔ XAUUSD
Custom ↔ Custom
SETTINGS
Instrument Pair — Auto (recommended), named preset, or Custom with your own symbols
Native Psych Levels — Toggle major/minor, adjust intervals and zone widths, set number of levels above/below
Mirrored Levels — Toggle on/off, major-only option
Spread — Auto (live) or manual fixed offset
NOTES
The spread between futures and cash is not constant. It narrows into expiry and fluctuates with funding/carry. Auto mode handles this — levels shift slightly throughout the session, which is accurate to reality.
Best used on intraday timeframes (1m–15m) where the spread offset matters most. On daily+ charts the spread becomes negligible relative to the level intervals.
This indicator is an overlay — it works alongside your existing setup without conflict.
ORIGIN
This indicator is built from concepts taught by Student Alpha (Shawn) , who describes the relationship between correlated instruments with a simple but powerful idea: "The tail wags the dog."
The cash index and the futures contract are tethered together, but they don't move tick-for-tick in lockstep. When the cash market reacts to a psychological round number, that reaction ripples into the futures — and vice versa. The "tail" (the correlated instrument you're not charting) wags the "dog" (the one you're trading). Understanding where those hidden levels sit on your chart gives you an edge that most traders never see.
Psych Level Mirror was built to make that concept visual and automatic — no more manual math, no more guessing where the cash 20,000 lands on your NQ chart. Indicator
RTH Breaks + Midnight ConfluenceWHAT IT DOES
RTH Breaks classifies each trading day at the 9:30 AM ET open into one of three scenarios based on where price opens relative to yesterday's Regular Trading Hours (RTH) range:
- Gap Up: RTH opens above prior RTH high
- Gap Down: RTH opens below prior RTH low
- Inside Day: RTH opens within prior RTH range
It then checks the midnight open (00:00 ET) as a confluence filter to determine whether the overnight session confirms or conflicts with the day's scenario. The combination produces a directional bias with a conviction rating.
LEVELS PLOTTED
- Prior RTH High and Low (horizontal lines)
- Prior RTH Midline (midpoint of yesterday's RTH range)
- Midnight Open (00:00 ET price)
- Prior RTH Session Box (shaded rectangle showing yesterday's 9:30-16:00 range)
- Current RTH Session Box (developing box for today's session)
All levels, labels, boxes, and styles are fully configurable through inputs.
HOW THE CONFLUENCE WORKS
The indicator evaluates midnight alignment for each scenario:
Gap Up days:
- Midnight above prior RTH high = confirms (overnight participated in the breakout)
- Midnight in the upper half of prior range = neutral (overnight leaned bullish)
- Midnight below midline = conflicts (overnight did not participate)
Gap Down days:
- Midnight below prior RTH low = confirms
- Midnight in the lower half = neutral
- Midnight above midline = conflicts
Inside days:
- Both RTH open and midnight on the same side of the midline = confirms (double confirmation)
- RTH open and midnight on opposite sides = conflicts
CONVICTION LEVELS
Based on the alignment, the indicator assigns a conviction:
- HIGH: Midnight confirms the scenario. Strongest directional edge.
- MODERATE: Gap down with neutral midnight. Edge exists but thinner.
- REDUCED: Inside day with midnight conflict. Bias drops significantly.
- SKIP: Gap up with midnight conflict. Reversal risk is elevated.
- LOW: Gap down with midnight conflict.
- MAGNET: Inside day where midnight is parked near the opposite pRTH boundary (within 20% of range). The midline directional bias is overridden -- the indicator flips direction toward the boundary midnight is near.
THE MAGNET OVERRIDE (INSIDE DAYS)
On inside days, when the RTH open and midnight conflict AND midnight is within 20% of the pRTH range from the opposite boundary, the midline bias is neutralized. For example: RTH opens above the midline (normally bullish), but midnight sits near the prior RTH low. The standard 2.9x long bias drops to approximately 1.0x. The indicator detects this and flips the direction toward the magnet boundary.
This effect was observed consistently on NQ and ES. GC (Gold) is less affected by the magnet override due to stronger trend persistence.
THE TABLE
A confluence table displays:
- Scenario classification (Gap Up / Gap Down / Inside)
- RTH open position vs midline
- Midnight position vs midline
- Alignment status (confirms / conflicts)
- Conviction level
- Directional bias (Long / Short)
- Edge description
- Breakout probability (inside days: 81-84% break at least one boundary)
- Magnet warning (when applicable)
The table supports Dark, Light, Transparent, and Custom themes.
METHODOLOGY AND BACKTEST BASIS
The conviction levels, directional statistics, and magnet override thresholds are derived from a cross-asset probability study:
- Instruments: NQ (Nasdaq 100), ES (S&P 500), GC (Gold)
- Period: 2016 to 2026 (10 years)
- Total trading days analyzed: approximately 5,700
- Data: 1-minute bars, New York timezone
- RTH definition: 9:30 AM to 4:00 PM ET
Key findings from the study:
Gap days: When the RTH open gaps outside yesterday's range and midnight confirms the gap direction, 67-80% of days close on the gap side. When midnight conflicts, reversal rates increase from 8-16% to 19-35% depending on instrument.
Inside days: When both RTH open and midnight are on the same side of the midline, the directional bias ratio is 2.4x to 3.5x toward the nearer boundary. When they conflict, the ratio drops to 1.6x to 2.9x.
Magnet override: When midnight is within 20% of range from the opposite boundary on a conflict day, the bias ratio drops to approximately 1.0x on NQ (effectively flat). This was tested across multiple threshold levels (10%, 15%, 20%, 25%, 30%) and the effect was stable.
Boundary containment: 86-93% of gap up days never breach the prior RTH low. 87-93% of gap down days never breach the prior RTH high. This containment rate improves when midnight confirms.
HOW TO USE IT
1. Apply the indicator to any intraday chart (1-minute to 60-minute) of NQ, ES, or GC futures.
2. Before or at 9:30 AM ET, the table displays "waiting" until the RTH open classifies the day.
3. At the RTH open, check the Scenario, Direction, and Conviction fields.
4. HIGH conviction with a clear direction = strongest setup. SKIP or LOW = elevated risk.
5. On inside days, watch for the MAGNET conviction -- this overrides the midline direction.
6. Use the prior RTH high/low as targets and the midline as a reference for position within the range.
The indicator works on any instrument with US RTH hours (9:30-16:00 ET), but the statistical edge descriptions in the table are calibrated for NQ, ES, and GC. On other instruments, a note appears in the table header.
INPUTS
Levels: Toggle pRTH High/Low, Midline, Midnight Open, and Labels independently. Label size is configurable.
Session Boxes: Toggle prior RTH and current RTH session boxes. Box fill and border colors are configurable.
Line Style: Width and style (Solid/Dashed/Dotted) for each level type.
Table: Position (four corners), size, and theme (Dark/Light/Transparent/Custom with full color control).
Colors: Independent color inputs for High, Low, Midline, Midnight, Bullish signals, and Bearish signals.
TIMEFRAME RESTRICTION
This indicator is restricted to intraday charts of 60 minutes or less. Higher timeframes (2H, 4H, Daily) smear session boundaries and produce unreliable midnight anchoring. The indicator will display an error if applied to an unsupported timeframe.
ALERTS
Six alert conditions are available:
- Gap Up HIGH conviction
- Gap Up SKIP
- Gap Down HIGH conviction
- Gap Down LOW conviction
- Inside Day Double Confirm (HIGH)
- Inside Day Conflict (REDUCED)
- Inside Day Magnet Override
All alerts fire at the RTH open bar (9:30 AM ET).
Indicator
Indicator
Pro Levels & Zones [MTE]Pro Levels & Zones
An intraday futures overlay that combines pivot-based supply and demand zones with multi-session key levels and a confluence-based signal filter. The core idea is that zones alone generate too many potential entries — by requiring alignment across multiple independent factors before labeling a zone touch, the indicator filters out low-conviction setups and highlights where several references converge.
HOW IT WORKS
Supply & Demand Zone Detection
Zones are built from 60-minute pivot highs and pivot lows using a 3-bar left / 3-bar right pivot structure. When a pivot high is confirmed, the area between the candle's high and the top of its body becomes a supply zone (red). When a pivot low is confirmed, the area between the candle's low and the bottom of its body becomes a demand zone (green). Zones extend forward in real time and are automatically removed when price closes beyond the zone boundary or when the zone exceeds a configurable age limit (default: 500 bars). Only the 3 most recent zones per side are kept to avoid chart clutter.
Confluence Scoring (signal filter)
When price enters a fresh (unused) zone, the indicator checks up to 5 independent factors before printing a signal:
1. Volume delta direction — estimated from the bar's close position within its range. A buy signal requires positive delta; a sell signal requires negative delta.
2. VWAP proximity — whether price is near the session VWAP (within 0.15% of current price).
3. Key level proximity — whether price is near a relevant prior-session level (PDH, PDL, PMH, PML).
4. POC proximity — whether price is near the intraday volume Point of Control.
5. VWAP trend bias — whether price is on the "right side" of VWAP for the signal direction (buy below VWAP, sell above).
Each matching factor adds 1 to the score. The signal label displays the count (e.g., "Buy 4/5") so traders can see at a glance how many factors aligned. A configurable cooldown (default: 12 bars) prevents repeated signals in the same area. An additional filter requires bearish candle close for sells and bullish candle close for buys.
Note: The confluence score is simply a count of how many factors happen to align at the moment of zone contact. A higher count does not predict or guarantee a successful trade. It is a filtering tool, not a performance metric.
SESSION LEVELS & KEY LEVELS
The indicator tracks and displays levels from multiple sessions:
- London session high/low — plotted as live-updating steplines during the session, then held after session close.
- Asia session high/low — same behavior, off by default.
- Key levels drawn as dashed horizontal lines: Previous Day High/Low/Close (PDH/PDL/PDC), Pre-Market High/Low (PMH/PML), Previous Week High/Low (PWH/PWL), Overnight High/Low (ONH/ONL), and the RTH Opening Print. All are off by default and individually toggleable.
Previous day and week values use request.security() with a offset and lookahead_on, which is the standard method to reference the prior completed period without future data leakage.
ADDITIONAL TOOLS (all off by default)
- VWAP — standard session-anchored VWAP using ohlc4 as source.
- POC — intraday volume Point of Control calculated by distributing each bar's volume into a 100-bin histogram across the RTH price range, then finding the bin with the highest accumulated volume. Resets daily.
- Fair Value Gaps — bullish and bearish imbalances detected when a gap exists between bar 's low and bar 's high (or vice versa), filtered by a minimum percentage size (default: 0.15%). FVGs auto-expire after 40 bars. Maximum 6 active FVGs.
- Opening Range — plots the RTH opening range as a box (15 or 30 minute, configurable). Extends through the session.
WHY THIS COMBINATION
Most zone-based approaches generate signals every time price touches a zone, regardless of context. This indicator addresses that by requiring zone contact AND directional volume AND candle confirmation before printing anything, then layering additional context (VWAP, key levels, POC) as a visible confluence count. The result is fewer signals that occur only at zones where multiple independent references happen to converge.
The session levels (London, Asia, pre-market, overnight) are included because futures often react at session boundaries, and having them as toggleable overlays avoids needing separate indicators cluttering the chart.
HOW TO USE
1. Apply to a 1-15 minute intraday futures chart (defaults tuned for NQ on 5 min).
2. Adjust "Min Zone Size" for your instrument (NQ: 20-50 pts, ES: 5-15 pts).
3. Watch for Buy/Sell labels at zone touches. Higher confluence counts (4/5, 5/5) mean more factors aligned — use your own judgment on whether the context supports a trade.
4. Toggle key levels on/off depending on which session references matter to your trading approach.
5. All features are independently toggleable. Start with zones + signals, then add levels as needed.
DEFAULT SETTINGS
- Zones: ON, min size 20 pts, max age 500 bars
- Signals: ON, cooldown 12 bars, volume delta confirmation ON
- London session levels: ON
- All other levels and tools: OFF
LIMITATIONS
- Volume delta is estimated from bar close position within range — it is not true order flow data.
- POC uses a 100-bin histogram which is an approximation, not tick-level volume profile.
- Confluence scoring counts factor alignment but does not predict outcomes. Past confluence patterns do not guarantee future results.
- Zone detection has a 3-bar lag due to pivot confirmation.
- Designed for futures instruments. Adjust zone size settings for other markets.
Indicator
Midnight OpenThis Midnight open indicator tracks and displays each trading day’s midnight open based on a user-selected time zone. It lets the user choose between America/New_York, the chart’s exchange time zone, UTC, GMT, or a custom GMT/UTC hour offset, then detects when midnight occurs in that time zone and captures the open price either from the chart timeframe or from a 1-minute source for better precision. It filters by trading-week mode, so the script can operate on standard Monday–Friday schedules, Sunday–Thursday futures-style weeks, or all calendar days. Once a valid midnight open is found, it plots the current day’s level as a step line on the chart and can also draw a separate horizontal line for each day, with optional labels showing the weekday, 00:00 time stamp, and active time zone.
The Midnight Open indicator also keeps a rolling weekday dashboard that stores the latest Monday through Friday midnight open values and shows them in a table in the chart corner, with the active time zone included in the table header. Those table values are formatted with comma-separated numbers while preserving the instrument’s tick precision. To keep the chart clean, the script automatically limits how many historical lines and labels remain visible based on a user-defined lookback count. In addition, it generates a “new midnight open” event when a fresh daily level is captured and can fire a dynamic alert message that includes the active time zone, symbol, and timeframe, making it easier to monitor midnight reference levels across different markets and time zone settings.
Indicator
