ICT Macro + Session High Low MarkerICT Macro + Session High Low Marker is a clean time-based ICT indicator designed to help traders visually identify important macro time windows and major session highs/lows directly on the chart.
This tool highlights key London and New York ICT Macro windows, helping traders focus on periods where liquidity sweeps, displacement, reversals, or continuation moves may occur. It also marks the Asian, London, and New York session highs and lows, which can be useful for identifying liquidity targets and possible price reactions.
Features
Highlights important ICT Macro time windows.
Includes London Macro and New York Macro sessions.
Marks Asian, London, and New York session highs/lows.
Optional session boxes for better visual structure.
Optional high/low line extension.
Customizable colors, labels, timezone, and session times.
Weekdays-only filter.
Alert conditions for macro starts and session starts/ends.
Best Used For
This indicator is useful for traders who follow ICT concepts such as:
Liquidity sweeps
Kill zones
Macro time windows
Session high/low targeting
London and New York session timing
Intraday bias confirmation
How to Use
Use the macro windows as timing zones, not automatic buy or sell signals. First identify your market bias, liquidity target, and higher-timeframe context. Then use the highlighted macro windows to watch for potential displacement, fair value gaps, reversals, or continuation setups.
The session high and low markers can help you identify where price may seek liquidity during London or New York trading hours.
Disclaimer
This indicator does not provide financial advice and does not guarantee profitable trades. It is intended for educational and analysis purposes only. Always use proper risk management and confirm setups with your own trading plan. Indicator
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Global Liquidity Index (Z-Score)Global Liquidity Index (Quant Normalized Edition)
Overview
The Global Liquidity Index (Quant Normalized Edition) is a professional-grade macro indicator designed to track the "lifeblood" of financial markets: Fiat Liquidity. Unlike retail-focused momentum oscillators, this tool dives deep into the Market Plumbing of the world’s major central banks to provide a lead-lag perspective on asset prices.
The Core Logic
Liquidity is not a single number; it is a flow. This indicator aggregates data from the Federal Reserve (FED), ECB, PBoC, BoJ, BoE, and SNB.
It offers two distinct calculation modes:
-Net Central Banks: Focuses on the "true" spendable liquidity by calculating: (Balance Sheet - RRP - TGA) for the US, plus major global central bank assets.
-Global M2: Tracks the broad money supply growth across the world's largest economies.
Key Features
-Z-Score Normalization Layer: The breakthrough feature of this version. By applying a Z-score normalization to the liquidity Rate of Change (ROC), the script standardizes the different magnitudes of central bank balance sheets. This ensures that a massive move in the PBoC is weighted correctly against the FED, providing a balanced signal.
-4-Phase Liquidity Engine: The indicator categorizes the market regime into four distinct stages:
Phase 1: IGNITION (Blue) – Liquidity is beginning to accelerate, often preceding a major breakout.
Phase 2: FULL THRUST (Green) – Maximum liquidity momentum; the "Golden Window" for trend-following.
Phase 3: ROTATION (Orange) – Liquidity is decelerating. Momentum is fading, suggesting risk-off or distribution.
Phase 4: DROUGHT (Red) – Net liquidity is contracting.Historically associated with increased volatility and "rug pulls".
-X-Ray Projection (Offset): Includes a time-shifting engine that allows users to project the liquidity signal forward (or backward) to identify lead-lag correlations with price action.
-Dynamic Correlation: An integrated dashboard shows the real-time correlation between the liquidity flow and the current chart's price action.
How to Use
-Bullish Environments: Look for Phase 1 (Ignition) transitions into Phase 2 (Full Thrust).
-Risk Mitigation: Be cautious when the signal enters Phase 3 (Rotation), as this often marks the "topping out" of the liquidity cycle.
-Divergence: Watch for "Price vs. Liquidity" divergences, where price moves higher while liquidity (GLI) is making lower highs.
Credits & Disclaimer
Credits: The foundational macro-data fetching logic was inspired by the original work of QuantitativeAlpha. This version has been deeply modified and independently developed to include a proprietary Z-Score normalization layer, a time-shifting engine, and a 4-phase algorithmic regime filter.
Disclaimer: This indicator is for educational and informational purposes only. It does not constitute financial or investment advice. Indicator
Composite Panic IndexENGLISH VERSION
Composite Panic Index (Gold + VIX + DXY)
Overview
The Composite Panic Index is a multi-asset indicator designed to identify periods of market-wide fear and uncertainty by combining three key macro components:
VIX (CBOE Volatility Index): measures market fear via implied volatility
DXY (US Dollar Index): reflects USD strength as a safe haven
Gold (XAUUSD): traditional store of value during uncertainty
Instead of relying on news or subjective interpretation, this indicator measures how the market behaves under stress, providing an objective view of panic conditions.
Core Logic
Momentum Extraction
For each asset (Gold, VIX, DXY), the indicator calculates a short-term rate of change (ROC) to detect acceleration and shifts in market sentiment.
Normalization (Z-score)
Each component is normalized using a Z-score to:
Align different assets into a comparable scale
Remove bias from price magnitude differences
Highlight statistically abnormal movements
Composite Score
All components are combined into a single value using a weighted average and smoothed with an EMA. This produces the Composite Panic Score.
Indicator Components
Composite Panic Score (white line): represents the overall panic level
Panic Level (orange line): threshold for elevated uncertainty
Extreme Panic Level (red line): threshold for strong panic conditions
Background color:
Orange = panic regime
Red = extreme panic regime
Signals:
PANIC = new panic phase
EXT = new extreme panic phase
Table:
Displays Gold, VIX, and DXY direction, current score, and regime
Filters and Confirmation
Optional filters ensure that panic is only detected when:
Gold is rising
VIX is rising
DXY is rising
Signals are confirmed over multiple bars to reduce noise and false positives.
How to Use
Low values: normal conditions
Medium values: increasing uncertainty
High values: panic environment
The most relevant moments are when panic or extreme panic begins, often associated with volatility expansion and strong market movements.
This indicator should be used as a context tool, not as a standalone entry signal.
Limitations
Not all panic is synchronized across assets
Gold and DXY may diverge depending on macro conditions
The indicator does not read news directly, only market reactions
Summary
The Composite Panic Index transforms macro behavior into a single readable metric, helping identify when markets are driven by fear.
VERSIÓN EN ESPAÑOL
Composite Panic Index (Oro + VIX + DXY)
Descripción
El Composite Panic Index es un indicador multi-activo diseñado para identificar momentos de miedo e incertidumbre en el mercado combinando tres referencias clave:
VIX: mide el miedo mediante volatilidad implícita
DXY: refleja la fortaleza del dólar como activo refugio
Oro (XAUUSD): activo refugio tradicional
En lugar de basarse en noticias, el indicador mide directamente cómo reacciona el mercado ante situaciones de estrés.
Lógica interna
Cálculo de momentum
Se utiliza el ROC (rate of change) para detectar aceleraciones y cambios de sentimiento.
Normalización (Z-score)
Se aplica Z-score para:
Igualar escalas entre activos
Eliminar sesgos por magnitud de precio
Detectar movimientos anómalos
Score compuesto
Se combinan los tres activos mediante una media ponderada y se suaviza con una EMA, generando el nivel de pánico.
Componentes del indicador
Línea principal (blanca): nivel de pánico
Nivel de pánico (naranja)
Nivel de pánico extremo (rojo)
Fondo:
Naranja = pánico
Rojo = pánico extremo
Señales:
PANIC = inicio de pánico
EXT = inicio de pánico extremo
Tabla:
Muestra dirección de oro, VIX y DXY, valor del índice y estado actual
Filtros
Opcionales:
Oro subiendo
VIX subiendo
DXY subiendo
Permiten confirmar que el pánico es coherente entre activos.
Cómo usarlo
Valores bajos: mercado normal
Valores medios: aumento de incertidumbre
Valores altos: entorno de pánico
Los momentos más importantes son cuando comienza el pánico o el pánico extremo.
No es un sistema de entrada, sino una herramienta de contexto y confirmación.
Limitaciones
No siempre hay alineación entre activos
Oro y dólar pueden comportarse de forma distinta
No detecta noticias, solo sus efectos
Resumen
El Composite Panic Index convierte señales macro complejas en un único valor que permite identificar cuándo el mercado está dominado por el miedo. 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
Momentum Composite Oscillator (MCO)Momentum Composite Oscillator (MCO)
The Momentum Composite Oscillator (MCO) is a multi-factor momentum indicator that combines several widely used momentum metrics into a single normalized oscillator.
The script integrates RSI, MACD momentum, and Rate of Change (ROC) into a weighted composite that is scaled to a 0–100 range. This approach allows different momentum signals to be viewed together in a unified framework.
Core Features
• Composite Momentum Line – Represents the combined momentum reading from multiple indicators
• Signal Line – A smoothed reference line used to highlight shifts in momentum
• Momentum Histogram – Displays the spread between the composite and signal lines
• Momentum Zones – Configurable upper, mid, and lower levels help visualize different momentum regimes
• Cross Markers: Bull cross: Blue Dots, Bear Cross: Orange Dots – Highlight early momentum shifts when the composite crosses the signal line
• Confirmation Markers – Optional follow-through markers that trigger when momentum confirms above or below upper or lower thresholds which may signal major momentum reversals. Bull Confirmation: Green triangles, Bear Confirmations: Red Triangles
• Adaptive Signal Option – Adjusts signal smoothing based on recent volatility
How It Works
The indicator combines three momentum components:
RSI – Measures the relative strength of price movements
MACD momentum – Captures changes in trend acceleration
Rate of Change (ROC) – Measures the speed of price movement
Each component is normalized using a rolling range so they operate on the same scale. Adjustable weights allow users to emphasize different momentum inputs depending on their analytical preference.
The resulting composite can optionally be smoothed to reduce short-term noise while maintaining responsiveness.
Basic Interpretation
When the composite moves above the midline, momentum conditions are generally strengthening.
When the composite moves below the midline, momentum conditions are generally weakening.
Crossovers between the composite and signal line can highlight changes in momentum direction.
The histogram reflects the distance between momentum and its signal, helping visualize acceleration or deceleration.
Customization
The indicator includes several adjustable settings:
Component weights for RSI, MACD, and ROC
Momentum zone levels
Composite smoothing
Adaptive or fixed signal modes
Signal confirmation settings
Visual display options for signals, histogram, and background regimes
Notes
This indicator is designed as a momentum analysis and visualization tool and can be applied to any market or timeframe.
Disclaimer:
This script is intended for informational and analytical purposes only and does not constitute financial advice.
Note: In the chart above I have the MCO configured to custom 2 week Bitcoin settings.
Normalization look back: 50
Composite smoothing length: 12
Weights;
RSI: 1
MACD: 1.5
ROC: 0.3
Signal look back: 5
Confirmation Max: 14
Indicator
Macro & Hourly 1st P.FVGThis indicator highlights key intraday Macro time windows and Fair Value Gaps (FVGs) to help traders identify session-specific liquidity zones and directional bias on lower timeframes.
Macro Sessions
Visualizes 24 specific intraday Macro periods in America/New_York timezone (e.g., 02:50–03:10, 08:50–09:10, 09:50–10:10, up through 01:50–02:10).
Each enabled session draws an expanding box that captures the actual high/low range during that window.
Options include showing/hiding the box, text labels, and hour identifiers, plus full per-session toggles and a unified Macro box color with adjustable opacity.
Fair Value Gaps Inside Macro Sessions
Automatically detects FVGs that form within the active Macro windows.
1st Presented Hourly FVG
A dedicated hourly feature that plots the very first FVG presented in each hour.
Logic is tied exclusively to the middle candle (bar ) of the FVG formation, ensuring the FVG is assigned to the correct hour.
Up-closed middle candles (close > open ) receive one color; down-closed middle candles receive another.
Boxes extend to the end of the hour and include an optional midpoint line.
The indicator is optimized for timeframes of 15 minutes and below (including seconds) and works best during active trading hours. All visual elements, colors, extensions, and session filters are fully customizable in the settings panel, allowing users to tailor the display to their specific trading style and market focus. Indicator
Historical IQBy:MasterTonyTA
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**Historical IQ— Track % Bull/Bear to gauge Historical Context of moves**
This indicator measures the historical reliability of key percentage levels derived from pivot highs and pivot lows. Rather than simply drawing support and resistance zones, it scores each level based on what price actually did when it arrived there — giving you a data-driven read on whether a level is worth trading or fading. CUSTOM PICK A % MOVE TO SEE HOW PRICE AS REACTED AT THAT %
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**HOW IT'S CALCULATED**
The indicator operates in one of two modes — Bear or Bull — never both at once, keeping the chart clean and the analysis focused.
**Bear Mode (Pivot High → -N%)**
Every confirmed pivot high is identified using a configurable left/right bar lookback. From that pivot, a horizontal band is drawn at your chosen percentage below it — for example, -10% — with an adjustable tolerance creating a band rather than a single line. Once price enters a new pivot's range the previous band is closed off and locked for historical scoring.
On the final bar, every historical band is scanned bar by bar across its entire time window. Each band falls into one of three outcomes: price reached the band and closed above it (held as support — painted gold), price reached the band and closed below it (broke through — painted red), or price never reached the band at all (untouched — painted red but excluded from scoring).
**Bull Mode (Pivot Low → +N%)**
The same logic runs in reverse. Every confirmed pivot low generates a band at your chosen percentage above it. The three outcomes become: price reached the band and stalled without closing above it (resistance held — gold), price reached the band and closed above it (broke through — painted green), or price never reached the band (untouched — excluded from scoring).
**The Scoring**
Only bands that price actually tested are included in the stats. Untouched bands are deliberately excluded because a level that was never reached tells you nothing about whether it would have held. The gold hit rate is therefore a pure measure — out of every time price came to this level, how often did it respect it?
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**HOW TO READ THE TABLE**
The stats table sits top-right and updates on every bar. It shows:
**🟡 Gold (held/stalled)** — the number of historical bands where price tested the level and respected it. In Bear mode this means closed above; in Bull mode this means stalled without closing above.
**🔴 Broke through / 🟢 Broke through** — the number of times price tested the level and pushed straight through. These are the failures.
**Times tested** — gold plus broke. This is the denominator for all calculations. Untouched bands are not included here.
**○ Not yet reached** — shown for context only. These bands exist on the chart but have no vote in the ratio since price never arrived.
**🎯 Gold hit rate** — the headline number. This is gold divided by times tested, expressed as a percentage. A reading above 60% lights up gold. Below 60% it turns red. This is the number to watch.
**Gold : Broke ratio** — the same relationship expressed as a simplified ratio. A 3:1 ratio means for every three times the level held, it broke once.
**Reading** — a plain-language verdict based on the gold hit rate:
- 70% and above → Strong support / Strong resistance
- 50–69% → Moderate support / Moderate resistance
- 30–49% → Weak support / Weak resistance
- Below 30% → Unreliable
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**HOW TO USE IT** FIND HISTORICAL % AND WHAT HAPPENED TO SEE THE IMPLICATIONS OF MOVES
**Dialing in your target** — start by choosing a percentage that is meaningful for the asset you are trading. Volatile assets like crypto may show more meaningful clusters around larger moves such as 15–20%. Blue chip equities or indices often show cleaner structure at 8–12%. The goal is to find the percentage where the gold hit rate is consistently above 60% across history — that tells you the market has a genuine memory of that level.
**Using the tolerance** — the band width setting controls how precise price needs to be to count as a test. A tighter tolerance like 0.2% gives you a sharper level but fewer touches. A wider tolerance like 1% captures more wicks and approaches but may dilute the quality signal. Start tight and widen only if you are seeing very few tests.
**Bear mode use case** — after a significant high has formed and the market is declining, the gold bands ahead of price show levels where the market has historically found buyers at this same percentage distance from a prior peak. A high gold hit rate at your chosen decline level is a data-backed reason to watch for a bounce or entry there rather than guessing.
**Bull mode use case** — after a significant low has formed and the market is rallying, the gold bands show levels where price has historically stalled at this percentage distance from a prior trough. A high gold hit rate is a reason to consider taking profits, tightening stops, or watching for reversal signals as price approaches.
**Pivot sensitivity** — the left and right bar inputs control how significant a pivot needs to be to qualify. Higher values require a more dominant high or low with more bars confirming on either side, producing fewer but more meaningful pivots. Lower values produce more pivots and more bands but may include minor swings that add noise.
**The live label** — the percentage shown at the current bar tells you exactly where price sits relative to the most recent pivot. When price enters a band the label turns gold as a real-time visual alert that price is at a historically significant level right now.
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Global Risk DashboardWith the current global situation becoming increasingly unstable, markets across energy, precious metals, volatility, and crypto have been moving rapidly. During periods like this, it’s important to monitor multiple asset classes at the same time.
I noticed that I was constantly switching between several watchlists and charts just to keep track of the instruments I care about. To make this easier, I built a simple Global Risk Dashboard that displays all key markets in one place.
The dashboard allows you to quickly see price levels and daily performance across different asset groups, helping you understand the broader market environment without constantly changing charts.
Key Features
Custom Sections – Create up to 8 sections to organize markets however you like (Energy, Metals, Crypto, FX, Equities, etc.)
Up to 5 Instruments per Section – Monitor multiple assets within each category.
Enable / Disable Sections – Show only the groups you care about.
Enable / Disable Individual Instruments – Fully customizable layout.
Color-Coded Performance – Cells automatically change color based on daily performance.
Daily Price + % Change – Quickly identify which markets are moving.
Flexible Layout – Sections automatically adjust depending on what you enable.
Example Use Cases
You might organize sections like:
Volatility (VIX, VVIX, MOVE)
Energy (WTI, Brent, NatGas)
Precious Metals (Gold, Silver, Copper)
Crypto (BTC, ETH, Total Market Cap)
Macro (DXY, US Yields, Equity Indexes)
But the layout is fully customizable, so you can build a dashboard tailored to your own workflow.
Why This Tool Exists
The goal of this script is simple:
reduce the need to constantly switch between watchlists and charts during fast-moving market conditions.
Instead, you get a single, compact overview of the markets that matter to you. Indicator
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Macro Dashboard( DXY / 10Y / USDJPY Bias)
This indicator builds a compact macro dashboard in the top‑right corner of the chart, showing three key instruments:
DXY (US Dollar Index)
US10Y (10‑year US Treasury yield)
USDJPY
For each symbol, the script displays:
Current value
A directional hint icon: ▲ (bullish), ▼ (bearish), ○ (neutral)
The logic is simple and transparent:
DXY and US10Y use both lower and upper thresholds (bullish below the “bull” level, bearish above the “bear” level, neutral in between).
USDJPY uses a single lower threshold (bullish below the level, neutral otherwise).
On top of the individual hints, the script calculates a Macro Bias line:
If 2 or more instruments are bullish (▲), bias = “Macro Bias: LONG only”
If 2 or more instruments are bearish (▼), bias = “Macro Bias: SHORT only”
Otherwise, bias = “Macro Bias: NEUTRAL”
All symbols and threshold levels are fully customizable in the input settings, so you can adapt it to your broker symbols and your own macro framework.
How to use
Use this dashboard as a higher‑timeframe macro filter, not as a stand‑alone entry signal.
Combine it with your existing technical strategy (price action, order blocks, FVG, liquidity sweeps, etc.) to decide whether to favor long setups, short setups, or stay neutral.
Example: only take long setups when the Macro Bias is “LONG only”, reduce size or skip trades when the bias is against your direction. Indicator
Macro Regime: Market mood + Regime detector1. The Core Idea
When investors feel confident, they buy high-beta stocks.
When they feel nervous, they hide in low-volatility stocks.
Everything in this indicator is just measuring that preference, then checking whether fear is rising fast enough to matter.
2. The Engine: SPHB / SPLV
What these ETFs represent
SPHB = high-beta stocks (move more than the market)
SPLV = low-volatility stocks (move less than the market)
What the ratio means
SPHB / SPLV rising → investors prefer risk
SPHB / SPLV falling → investors prefer safety
This ratio is your risk appetite heartbeat.
3. Trend Filters (Separating Noise from Regimes)
The moving averages
Fast MA (50) → short-term risk momentum
Slow MA (200) → long-term risk regime
How they’re used
Ratio above the 200 MA → risk-on environment
Ratio below the 200 MA → risk-off environment
Fast MA crossing slow MA → regime transition
This avoids reacting to every wiggle.
4. RSI: Detecting Overconfidence & Exhaustion
Why RSI is applied to the ratio
You’re not asking “are stocks overbought?”
You’re asking: “Is risk preference itself becoming stretched?”
Interpretation
RSI > 70 → investors are crowding into risk
Lower RSI highs while ratio makes higher highs → enthusiasm is fading (classic late-cycle behavior)
RSI < 30 → panic / forced de-risking
RSI helps separate:
Healthy expansion from Speculative euphoria
5. Stress Filter: Volatility (VIX or VIXY/SPY)
Why this matters
Risk can fall in two very different ways:
Orderly slowdown (volatility stays calm)
Crisis (volatility explodes)
The stress filter answers: “Is fear becoming systemic?”
How it’s measured
Either TVC:VIX , or VIXY / SPY (volatility vs equities)
Converted into a Z-score so spikes stand out clearly.
Interpretation
Low stress → normal market functioning
High stress → forced selling, margin calls, policy response territory
6. Credit & Breadth (Confirmation, Not Drivers)
These don’t create signals — they confirm them.
Credit: HYG / TLT
Junk bonds vs Treasuries
Falling → credit risk rising (often leads equities)
Breadth: RSP / SPY
Equal-weight vs cap-weight
Falling → narrowing leadership, fragile market
If high beta weakens + credit & breadth roll, regime shifts are far more reliable.
7. The Four Regimes (This Is the Payoff)
🟢 Early Expansion
What’s happening:
Investors steadily increase risk
Credit and breadth cooperate
Volatility stays muted
On the chart
SPHB/SPLV above 200 MA
RSI rising but < 70
Green background
How to think: “Risk is being rewarded.”
🟡 Late Cycle / Euphoria
What’s happening
Everyone already owns risk
Momentum slows under the surface
Complacency is high
On the chart
Ratio still rising
RSI > 70 or divergence
Orange background
How to think: “Upside exists, but fragility is building.”
🟠 Slowdown
What’s happening
Investors quietly reduce exposure
No panic yet
Often policy-sensitive phase
On the chart
Ratio below fast MA
Still above or near slow MA
Stress remains low
Yellow background
How to think: “Protect gains, reduce beta.”
🔴 Crisis
What’s happening
Forced de-risking
Liquidity stress
Correlations go to 1
On the chart
SPHB/SPLV collapses below 200 MA
RSI < 30
Stress Z-score spikes
Red background
How to think: “Capital preservation > return.”
8. Binary Mode: Risk-ON vs Risk-OFF
The script also simplifies everything into a single switch:
Risk-ON
High beta trending up
Confirmations OK
Stress contained
Risk-OFF
High beta trending down
Stress elevated
This is what you’d use for:
Position sizing
Exposure limits
Asset rotation
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ICT Macro Tracker | Multi-TFThis indicator extends the ICT Macro boundaries to different timeframe, not just the traditionally known 10min to 10min hourly window.
From 1-Hour to Monthly, each candle will close → open.
During this handoff is where the new OHLC sequence begins and liquidity seeks / rebalances inefficiencies.
Built on the foundation of @toodegrees ICT Algorithmic Macro Tracker°.
Extended to track candle boundary macros across multi-timeframe tiers with automatic timeframe alignment, session filtering, H/L tracking, and a full alert system.
💠 MACRO OHLC CONCEPT
Every candle must close before the next one opens. That transition is where the algorithm seeks liquidity or rebalances price.
One hour divides into four 15-minute candles, each maps to a leg of the OHLC sequence: Open, High (or Low), Low (or High), Close.
The traditional ICT macro captures a 20-minute window: last 10 minutes of the closing candle, first 10 of the new one.
Extend that to 15 minutes each side and the window now aligns with the full 15-minute OHLC legs. The close completing its delivery and the open beginning its new sequence.
This principle is fractal. The same close → open handoff applies at every timeframe:
Macro Breakdown
Monthly Macro → Daily
Last week of old month → First week of new month · ~10 trading days
Weekly Macro → 4-Hour
Thu / Fri → Mon / Tue · ~2.5 days
Daily Macro → 1-Hour
Last 6H of closing day → First 6H of new day · ~12 hours
4-Hour Macro → 15-Min
Last 1H of closing 4H → First 1H of new 4H · ~2 hours
1-Hour Macro → 1-Min
Last 15min of closing hour → First 15min of new hour · ~30 min
💠 FEATURES
Multi-Timeframe Macro Tiers
– 1H Macros: brackets at every hourly boundary (XX:45–XX:15 or XX:50–XX:10)
– 4H Macros: brackets at 4-hour boundaries (Full: 2H window / Half: 1H window)
– Daily Macros: brackets at daily boundaries (Full: 12H / Half: 6H)
– Weekly Macros: single bracket straddling the weekend
– Monthly Macros: single bracket straddling the month boundary
Auto
– Auto TF Alignment: automatically shows the right tier for your chart timeframe
≤3m → 1H · 5m → 4H · 15m → Daily · 1H → Weekly · 4H → Monthly
– Auto Futures Detection: aligns boundaries to exchange times (CME 6PM) or midnight based on symbol type
– Custom mode for manual control over all tiers and visibility
Visuals
– 50% temporal midpoint line marking the old close / new open transition
– H/L tracking with extending lines that detect mitigation (price breaks the level)
– H/L modes: "All" (every macro gets lines) or "Most Recent" (last completed only)
– Above/Below bracket positioning
– Tiered lane display — multiple active tiers stack vertically without overlapping
– Session filtering: toggle Asia, London, NY AM, NY PM independently per tier
Alerts
– On Open / On 50% / On Close for any active macro
– Pre-Alert and Pre-50% with configurable advance time (1min to Daily)
– Compatible with PulseWire's "Any alert() function call"
💠 SETTINGS
📐 Settings
– Macros: main on/off toggle
– Above / Below: bracket display position relative to price
– 50%: show/hide temporal midpoint line
– H/L: toggle macro high/low tracking lines
– H/L Mode: "All" shows lines for every macro, "Most Recent" shows only the last completed
– TF Alignment: "Auto" assigns one tier per chart timeframe, "Custom" gives full manual control
– Futures: "Auto" detects via symbol type, "On" forces exchange-aligned boundaries (4H: 2,6,10,14,18,22 / Daily: 6PM), "Off" forces midnight-aligned
⏱ Intraday Macros
– 1H Macro: enable/disable, window size (15min: 30-min bracket or 10min: 20-min bracket), colour
– Session toggles: Asia (5pm–12am), London (12am–6am), NY AM (6am–12pm), NY PM (12pm–5pm)
– Apply Below: restrict 1H macros to chart timeframes at or below this setting
– 4H Macro: enable/disable, window size (Full: 1H+1H or Half: 30m+30m), colour
– 4H Session toggles with futures-aware boundary hours
– 4H Apply Below
📅 HTF Macros
– Daily Macro: enable/disable, window (Full: 6H+6H / Half: 3H+3H), colour, Apply Below
– Weekly Macro: enable/disable, window (Full: Thu–Tue / Half: Fri–Mon), colour, Apply Below
– Monthly Macro: enable/disable, window (Full: 7+7 days / Half: 3+3 days), colour, Apply Below
🔔 Alerts
– On Open / On 50% / On Close
– Advance: how far ahead pre-alerts fire (1min, 5min, 15min, 30min, 1H, 4H, Daily)
– Pre-Alert / Pre-50%: fires before the macro opens or reaches midpoint
💠USAGE
Start with Auto mode, it picks the right macro tier for your chart timeframe automatically.
Recommended starting points:
– 1-min to 3-min chart → 1H macros (every hourly boundary)
– 5-min chart → 4H macros (session-level boundaries)
– 15-min chart → Daily macros
– 1-hour chart → Weekly macros
– 4-hour chart → Monthly macros
Switch to Custom mode when you want multiple tiers visible at once or need fine control over which sessions and timeframes appear.
The bracket shows the macro time window. The 50% midpoint marks where the old candle's close transitions to the new candle's open. H/L lines mark where liquidity was created during the macro, watch for price to return and mitigate those levels.
Hover over any bracket label for detailed tooltip information including the exact time range, session, window size, and futures/midnight alignment.
💠ATTRIBUTION & OPEN SOURCE
Built on @toodegrees open-source ICT Algorithmic Macro Tracker°.
Massive thanks to @toodegrees for making the code open source.
Disclaimer
This tool is for educational purposes only and is not financial advice. Users assume full responsibility for their trading decisions. Past performance does not guarantee future results. Indicator
Indicator
Total Futures Volume & Open Interest (Aggregated Curve)Description
Most futures indicators only look at the front contract, but that often tells an incomplete — and sometimes misleading — story.
This indicator solves that problem by aggregating Volume and Open Interest across the entire futures curve, not just the nearest expiry.
Instead of focusing on a single contract, the script automatically scans up to 40 futures contracts ahead (roughly one year forward) for the same underlying root symbol and sums their data into a single, unified series.
🔍 Why this matters
Open Interest is about commitment, not just activity.
A drop in front-month OI can simply mean rolls, not liquidation
Rising total OI confirms new money entering the market, not just contract switching
Divergences between price and aggregated OI often signal positioning stress, exhaustion, or regime shifts
By looking at total participation across all maturities, you get a much cleaner view of:
Real capital inflows vs. mechanical rolls
Structural positioning changes
Whether volatility is driven by speculation or true exposure changes
This is especially useful during high-volatility phases, contract roll periods, and major macro moves, where front-month data alone can be deceptive.
⚙️ How it works
Automatically iterates through the last 40 futures contracts of the same root symbol starting from ~1 year ahead expiry.
Aggregates: Total Open Interest and Total Volume
Lets you choose what to display directly from the indicator settings
Fully dynamic — no manual symbol selection, no roll management
The result is a continuous, roll-agnostic view of futures participation.
🧠 How to use it
Confirm breakouts with rising aggregated OI
Detect false moves when price expands but total OI contracts
Analyze post-spike behavior to see whether moves were driven by forced liquidation or fresh positioning
Compare volatility spikes against true market engagement
Indicator
ICT Macro Clock - Real-Time + Alerts⏰ ICT Macro Clock - Real-Time Alert Indicator
What It Does
Real-time clock indicator with automatic visual alerts for ICT Macro time windows (xx:50 to xx:15). Designed for traders following Inner Circle Trader methodology and Smart Money Concepts.
Key Features
🔔 Macro Window Detection
Automatically detects ICT Macro periods: xx:50 to xx:15 (26 minutes)
Visual blinking alert alternates colors every second
Clock enlarges to huge size during active windows
PulseWire alerts trigger at xx:50
⏰ Real-Time Clock
Displays current time in H:M format
Adjustable GMT offset for any timezone
Compatible with Bar Replay mode
Updates every second in real-time
🎨 Full Customization
9 screen positions (top/middle/bottom × left/center/right)
Custom colors for normal, blink, and macro text
Adjustable text sizes
Customizable macro text template using {start} and {end} placeholders
Optional table borders
📱 PulseWire Alerts
Get notified when each Macro window starts
Configure alerts for app, email, sound, or webhook
24 alerts per day (one per hour)
ICT Macro Windows Explained
In ICT methodology, Macro windows are 26-minute periods when institutional algorithms are most active:
High probability for liquidity sweeps
Optimal timing for Fair Value Gap formations
Increased volatility and displacement moves
Smart Money order execution periods
Perfect for:
Silver Bullet setups
Order block activations
Killzone trading
News release alignment
Settings Overview
⚙️ General Settings
GMT offset, table position, text sizes, borders, alerts
📝 Text Settings
Macro text template, text alignment
🎨 Clock Colors
Normal display colors
Blink alert colors
Macro text colors
Usage
Add indicator to your chart
Set your GMT offset (e.g., -5 for NY, +0 for London)
Choose table position
Customize colors to match your theme
Enable PulseWire alerts if desired
Watch for visual alerts at xx:50
Example Template Formats
{start} - {end} - Macro → 14:50 - 15:15 - Macro
🔔 ICT {start}-{end} → 🔔 ICT 14:50-15:15
Macro: {start} to {end} → Macro: 14:50 to 15:15
Technical Details
Pine Script v5
Optimized performance (uses var and barstate.islast)
Works on all timeframes and markets
No repainting
Bar Replay compatible
Perfect For
✅ ICT traders
✅ Smart Money Concepts followers
✅ Forex and futures traders
✅ Intraday scalpers
✅ Anyone tracking institutional timing
Note: This is a timing tool, not a trading signal. Always use proper risk management and combine with your own analysis.
If you find this helpful, please leave a rating and share with fellow ICT traders! 🚀 Indicator
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