Auction & Liquidity Command Center Volume Profile, MeasuredAuction & Liquidity Command Center — Volume Profile, Measured
The levels traders already use — prior POC, value area, naked POCs, prior day high/low, session AVWAP, HVN/LVN — each scored by its measured reaction on this chart: how often price rejects vs breaks, and what the fade has been worth in R. Levels with evidence, not levels with vibes. Never a buy or sell.
What it does
Every structure tool draws levels. None of them measures what happens when price gets there. This tool builds the session-anchored auction map with profile-grade accuracy, detects qualified touches of every level, resolves each touch through a triple-barrier outcome, and pools the results by level TYPE into a live scoreboard: pPOC +0.01R · rej 50% · n156. You see not just where the levels are, but which kinds of levels have actually meant something on this chart — and which are coin flips.
The components, and why they are combined
This is a deliberate synthesis of four parts, each covering the previous one's weakness:
A profile-grade level engine (Market Profile — J. P. Steidlmayer). Nine level types from the session volume-at-price profile and session extremes: prior POC, prior VAH/VAL (classical two-row 70% expansion), naked POCs (prior POCs never revisited), prior day high/low, the session's anchored VWAP, and HVN/LVN volume nodes (prominence-filtered local extremes). Accuracy choices: each bar's volume is distributed range-proportionally across the rows it overlaps (not binned at one point); POC ties break toward the session center. Weakness left open: a drawn level says nothing about whether it matters.
A qualified-touch detector. A level must be ARMED — price fully away from it by at least k×ATR — before a touch of it can count, and it disarms after every touch. Chop sitting on a line cannot enter the record. Approach direction is stored with every event. Weakness left open: a touch is not an outcome.
Triple-barrier outcome resolution (outcome labelling — M. López de Prado). From each touch: REJECT if price moves m×ATR back the way it came first, BREAK if it moves m×ATR through first, TIMEOUT after T bars. Purity rules: barriers are fixed at the ATR of the touch moment; evaluation starts the bar after the touch; a bar hitting both barriers is a timeout, never a guess. Weakness left open: one level's history is n = 1.
Per-TYPE pooling with honesty gates. Statistics pool by level type, never by individual line — a type is a real sample. A type shows no score until a minimum number of its touches have resolved (default 20); until then it reads BUILDING with its count. Timeouts are reported in n but excluded from the reject/break ratio. Fade expectancy = (rejects − breaks) / (rejects + breaks), in R.
How to read it
Rails are colored and styled by type (solid profile levels, dashed day levels, dotted volume nodes, violet naked POCs); each label carries its type's live score or its BUILDING count.
Evidence on the chart: a gray • at every qualified touch, then ○ (teal) where the touch rejected and ✕ (amber) where it broke. Every number on the scoreboard can be audited against the chart.
Dashboard: nearest level and its score, with a plain-language verdict (tends to hold / coin flip / tends to break) so the read needs no statistics background; per-type scoreboard (fade R · reject % · n) for all nine types; touch counts; the exact engine settings in the NOTE row.
Honest expectations: most types on most charts score near zero — that is the truthful baseline, and seeing it protects you from folklore. The value is in the exceptions this chart's own history reveals (for example, day extremes often carry a modest positive fade expectancy while POC retests are a coin flip), and in knowing the difference.
How to use it
Use the scoreboard to weight your own playbook: give more respect to touches of types that have measured well here, less to types that grade as noise — and size accordingly. The "Touch of a MEASURED level" alert fires only when price reaches a type with a real sample behind it. This is context about where price reactions have had structure — never a direction, never an entry signal.
Non-repaint & universality
Profiles, POC/VA/nodes and day levels commit only at session close on confirmed bars; touches and outcomes resolve on confirmed bars; the AVWAP is cumulative within its session. Nothing repaints. The script requests no external data of any kind — no lower timeframes, no security calls — so it runs identically on every plan and every symbol with volume.
Use on any market
Volume source, profile rows, value-area %, node thresholds, arm distance, barriers and sample gates are all inputs. Defaults suit liquid intraday index futures; intraday timeframes give the engine the most touches to learn from.
Originality & credits
The synthesis — a range-proportional session profile, qualified-touch detection, touch-time-ATR triple-barrier outcomes, and per-type pooled reaction statistics displayed as a live scoreboard — is original work for this publication. Concept credits: Market Profile / point of control / value area — J. Peter Steidlmayer; naked (virgin) POC — market-profile literature; anchored VWAP — as popularised in modern trading literature; triple-barrier outcome labelling — M. López de Prado. Implementation and charting design are the author's own.
Disclaimer
Research and education only. NOT financial advice, NOT a signal service, NOT a guarantee of future results. Reaction statistics are empirical frequencies from this chart's limited history, pooled per level type; they change with regime and sample, and a positive expectancy is not a promise. Validate independently and manage your own risk. Indicator
Naked POC Magnetism Fill Probability & Median WaitNaked POC Magnetism — Fill Probability & Median Wait
What it is
A naked POC is the highest-volume price of a past session that price has not revisited since. Traders treat them as magnets — but "it usually gets filled" is folklore until it's measured. This tool measures it. Every historical naked level on your chart becomes a data point (how many sessions it survived before being touched, or whether it never was), and a survival model (discrete-hazard life table) turns that history into, for each live naked level: the probability it fills within the next N sessions and the median wait. Levels are drawn with their measured magnetism, not just their location.
How the statistics work — and their honest limits
Each session's volume-at-price profile is built from that session's bars; at session close the peak-volume price (POC) becomes a naked level.
A level is filled the first time a later bar's range touches it; its age in sessions at that moment is one observation. Levels removed unfilled (history cap) are censored at their age — counted as "survived this long," never as fills. This is the standard treatment of incomplete observations from survival analysis (Kaplan–Meier 1958; classical life tables).
Hazard at age j = fills at age j ÷ levels at risk at age j. Survival multiplies (1 − hazard) across ages; fill-probability within a horizon and the median wait follow directly.
Reliability gates, enforced not footnoted: no probability is displayed until a minimum number of levels have resolved (input, default 20) — until then the tool says BUILDING and shows only counts. And hazard estimates at ages with fewer than 5 at-risk observations are truncated rather than trusted, per standard life-table convention.
Probabilities are empirical frequencies from this symbol and timeframe's own history — they change with regime and sample, and a 70% is not a promise.
Seeing the evidence
Every historical fill prints a small ◈ marker where a naked level was touched — the resolved observations the probabilities are measured from, visible on the chart rather than hidden in a table.
The dashboard shows both the NEAREST level and the STRONGEST magnet (highest fill probability) — they are often not the same level, and the strongest one is the better answer to "where is price most drawn".
An honest design note: this tool deliberately has NO multi-timeframe stack and NO state-debounce, unlike its siblings in this suite — sessions are the model's clock regardless of chart timeframe (a higher-timeframe copy would measure the same sessions with coarser bins), and nothing here chatters (levels are born at session close and resolve on touch). Features are added where they inform, not everywhere.
How to use it
Add to a liquid intraday chart; 5m–15m gives the model the most sessions to learn from. Let it run until the dashboard reads MEASURED.
Each rail is labelled like "NPOC 24512 · 68% /5s · med 3s" — the measured chance it fills within the horizon and the median sessions historically needed. Warm, saturated rails = strong magnets; faded = weak or unrated.
The dashboard shows the nearest level's read and — deliberately — the sample size behind every number.
Use magnetism as context about where price is drawn (targets, fade zones, expectations management), never as an entry signal by itself.
What makes it original
Naked-POC indicators draw lines. This one attaches a measured fill-probability and expected wait to each line, estimated with a proper survival model that handles censoring and refuses to show numbers it can't support. Turning a folklore level into a level with a live, honest statistic is the contribution.
Concept credits
Market Profile / point of control — J. Peter Steidlmayer. Naked (virgin) POC — market-profile trading literature. Survival estimation from incomplete observations — E. L. Kaplan & P. Meier (1958); classical life-table method. Implementation and charting design are the author's own.
Important disclaimer
Research and education only. Not financial advice, not a signal service, not a guarantee of future results. Fill probabilities are empirical frequencies measured on this chart's limited history. Validate independently and manage your own risk. Indicator
Adaptive Market Suite [Jayadev Rana]Overview
Adaptive Market Suite is a four-module analysis toolkit that draws on the price chart. Each module is independent: turn any of them on or off, and each has its own settings group. It shows context, not buy or sell arrows. The four modules are an adaptive trend, volatility bands, market structure with order blocks and fair-value gaps, and an order-flow oscillator. You read the confluence and make your own decisions.
Module 1 - Adaptive Trend and Regime
A moving average whose smoothing adapts to Kaufman's efficiency ratio: the net distance price travelled divided by the total path it took to get there. In clean trends the ratio is high and the average speeds up to hug price; in chop it is low and the average slows and flattens. The line is coloured by its slope, and the info panel reports whether the market is trending or ranging from the same ratio.
Module 2 - Expected-Move Bands
Volatility bands around the adaptive basis. Instead of a fixed multiple of range, the band width scales with where the current Average True Range sits in its own recent history (its percentile), so the bands contract in quiet conditions and expand when volatility rises. A nearer pair and a wider pair mark two envelopes.
Module 3 - Liquidity and Structure
Market structure from confirmed swing pivots, labelled as Break of Structure and Change of Character. Because the pivots are symmetric (confirmed on both sides), they are fixed before they are drawn and do not repaint afterward. On a structure break the tool marks the order block behind the move (the last opposite-direction candle before the push) and it tracks fair-value gaps, which are three-bar imbalances. Each zone follows a mitigation lifecycle: it is extended while it is live and greyed once price trades through it, and only the most recent zones per type are kept so the chart stays readable.
Module 4 - Order-Flow Oscillator
A normalised buy and sell pressure read in the indicator pane. For each bar it combines where price closed within the bar's range with how large that bar's volume was relative to its recent average. Sustained closes near the highs on strong volume push the oscillator positive; the mirror pushes it negative. An absorption marker highlights bars with heavy volume but a small range, where effort is not producing movement.
Info panel
An optional compact table summarises the current trend direction, the regime read, the volatility percentile, and the current order-flow side. It is context only.
Inputs
Inputs are grouped per module: General (ATR length); Module 1 (efficiency length, fast and slow smoothing, regime threshold, colours); Module 2 (volatility lookback, base and extra width, colour); Module 3 (swing length, order-block lookback, max zones per type, toggles for structure, order blocks and fair-value gaps, colours); Module 4 (pressure smoothing, absorption threshold, colours); plus an info-panel toggle. Every module has a single enable switch.
Alerts
Bullish and bearish structure break, and the order-flow oscillator crossing above or below zero.
How to use it
Treat it as a confluence map rather than a signal. For example, price reaching an order block near the lower band, with the order-flow oscillator turning up while the adaptive trend is still rising, is a stronger context than any one of those alone. Turn off the modules you do not need: if you only trade structure, disable the other three groups for a clean map. It is intended for liquid instruments and works across timeframes; the demonstration chart is Gold on the 1-hour timeframe.
Limitations
The structure module confirms swings with bars on both sides, so its labels and order blocks appear a fixed number of bars after the pivot forms. That delay is the trade-off that keeps them from repainting. The bands, the oscillator and the info panel read the current bar and update as it forms, like any live calculation. This is an analysis tool, not a strategy: it places no orders, makes no performance claim, and there is no win rate because it does not promise trades.
Disclaimer
For education and research only. This is not financial advice, and past chart behaviour does not predict future results. Test any approach yourself and manage your own risk. Indicator
Auction Regime Router Entropy Gate & Hurst MemoryAuction Regime Router — Entropy Gate & Hurst Memory
What it is
Every structure playbook fails in the wrong regime. Fading the value-area edge works when price is anti-persistent (stretches snap back); riding a breakout works when price is persistent (moves feed on themselves); and nothing structural works when the tape is noise. This tool measures two things — how much structure exists, and what kind it is — and routes to a plain-language answer: FADES VIABLE / BREAKOUTS VIABLE / STAND ASIDE. It decides which of your tools to trust, never buy or sell.
The two measurements (and how they work together)
Permutation entropy (Bandt–Pompe 2002) — the gate. It measures how disordered the recent price sequence is from the frequencies of ordinal patterns (which of the 6 orderings each price triplet takes). High entropy = all patterns equally likely = noise = no structural edge. The gate is self-calibrated: entropy is ranked against its own recent history, so "noisy" means noisy for this symbol and timeframe.
Hurst exponent (Hurst 1951; Mandelbrot) — the router. Memory via diffusion scaling: how the dispersion of K-bar returns grows with K. H > 0.5 = persistent → continuation regime; H < 0.5 = anti-persistent → reversion regime. Research supports the routing: mean reversion is empirically more probable and faster during anti-persistent periods.
The mashup logic is a hierarchy, not a mixture: the entropy gate overrides the Hurst read. If the tape is noise, the router says STAND ASIDE regardless of what H says — because a memory estimate on noise is meaningless.
The honesty steps
A dead zone around H = 0.5 (default 0.45–0.55): near a random walk the memory read is unreliable, so the router says MIXED rather than pretending. Practitioners commonly require a margin before activating a playbook; both thresholds are inputs.
A minimum-dwell filter (the standard anti-chattering design from switched-systems control): a new regime is announced only after it survives a set number of confirmed bars, so the read doesn't flip-flop bar to bar. The cost is that many bars of lag — stated, and adjustable.
Estimates are proxies from bar data with overlapping windows — descriptive of the recent past, not a prediction. The dashboard shows the state, how long it has persisted (regime age), how dominant it has been recently (stability %), and any pending regime with a countdown — nothing more.
How to use it
Add to any liquid symbol/timeframe; defaults suit intraday index futures. The script requests no external data of any kind, so it runs on every plan and every symbol.
Glance at the regime lane — the thin colored strip at the bottom of the pane: blue = continuation, violet = reversion, amber = noise, gray = mixed. The palette is deliberately direction-neutral — no green or red anywhere in regime coding, so nothing can be misread as a buy or sell.
The HTF STACK row shows the raw regime on three higher timeframes derived as multiples of the chart (defaults 3×, 5×, 15× — so a 5m chart reads 15m/25m/75m automatically, adapting to any chart). A ✓ in green = every timeframe agrees on the same actionable regime (strongest context). A ⚠ in amber = a higher timeframe reads NOISE or the opposite regime while the chart claims a playbook (weakest — reduce or wait).
Read the dashboard for detail: REVERSION → your value-area fade / band-reversion tools are in their element; CONTINUATION → your breakout / drive tools are; NOISE → the gate is closed, stand aside; MIXED → no clear routing, reduce. STABILITY shows how settled the read is; PENDING shows a forming regime with a countdown.
Regime-change tags print only on announced (dwell-confirmed) changes; alerts fire on entering each state.
Best used as the selector above your structure toolkit rather than as a standalone display.
What makes it original
Hurst and entropy oscillators exist. What this adds: (1) the hierarchy — a self-calibrated entropy gate that can veto the memory read, instead of two numbers side by side; (2) routing to auction playbooks in plain language (fade vs breakout viability), not a raw statistic; (3) honest dead zones, a minimum-dwell announcement filter, and stability/pending context instead of a binary flip at H = 0.500. It is a decision-hygiene tool for structure traders.
Concept credits
Ordinal-pattern (permutation) entropy — C. Bandt & B. Pompe (2002). Long-memory / rescaled-range analysis — H. E. Hurst (1951); fractal market framing — B. Mandelbrot. Regime-gated strategy selection — standard quantitative practice. Implementation and charting design are the author's own.
Important disclaimer
Research and education only. Not financial advice, not a signal service, not a guarantee of future results. Regime labels are descriptive statistics of recent bars; regimes change without warning and estimates are proxies. Validate independently and manage your own risk. Indicator
Adaptive Consensus Trail Structure, Regime & SelfAdaptive Consensus Trail — Structure, Regime & Self-Test
A trailing stop that sits on the agreement of several structural references, adapts to the market regime, and forward-tests its own signals so the numbers it shows are measured, not asserted.
What it is
Most trailing stops follow one idea — an ATR band, a SuperTrend, a moving average. This one places the stop where a small committee of independent structural references agree, reads how confident that agreement is, widens or tightens itself according to the market regime, and then continuously audits its own flips and reports the edge it actually produced on your data.
The committee has five members, each locating support/resistance from a different lens:
Anchored VWAP band — fair value for the session/week/month
Session / naked volume Point-of-Control — the price the most volume traded at, carried forward until revisited
Fair-Value-Gap midpoint — unfilled imbalance
Swing pivot — structural memory
Order-flow absorption — where aggressive buying/selling was absorbed (via Bulk Volume Classification)
Why these parts belong in one script (mashup justification)
Each reference alone whipsaws on an index, and each is right in different conditions. They are combined because they correct one another, and the entire value of the script is in that interaction — not in any single line:
A reliability layer scores every reference's historical respect rate with a Wilson lower bound, so a reference that keeps getting ignored loses its vote instead of dragging the stop around.
A consensus layer keeps only the densest agreeing cluster of references, so the stop sits on genuine agreement rather than on an average nobody respects, and far-apart references never force a permanent "no signal."
A regime layer (efficiency ratio + ADX + band-width + a volatility-cluster read + a Hurst persistence estimate) widens the band and tightens the flip confirmation in chop — this is what removes the whipsaw.
A self-test layer forward-scores every flip and recalibrates the confidence number so it means what it says.
Split apart, these are five overlays that each mislead in a range. Wired together, they are one self-correcting, self-auditing trail. That is the reason for combining them.
How it works (six layers)
References are computed on the bar close.
Reliability — rolling-capped respect counts per reference give a Wilson lower-bound "trust." POC is a magnet, so it is judged by forward reaction (did price reject away before breaking through?), not a same-bar close, which keeps its trust honest.
Consensus — the densest agreeing cluster within an ATR band becomes the trail's target; the envelope and confidence are measured on that cluster only.
Adaptive backbone — an efficiency-ratio / regime-adaptive band (Adaptive, Chandelier, or Blend) that widens in chop.
The trail — high confidence pulls the stop toward structure (floored a minimum ATR off price); low confidence rides the wide band, so it flips less in noise.
Self-test — every flip is forward-resolved by triple-barrier first-touch against an unconditional base rate, split by strength tier and by regime, with a walk-forward in-sample→out-of-sample check, a runs test of independence, a Brier score, and a confidence recalibration.
How to use it
Read the top banner for the one-line bias — BULLISH / BEARISH / WAIT — and the READ legend for what to do. The coloured line is your stop: support in an uptrend, resistance in a downtrend. BUY / SELL labels print only on confirmed, sufficiently-confident, higher-timeframe-aligned flips.
The dashboard gives detail top-down: each reference's level and trust, the consensus, raw → calibrated confidence, regime (with Hurst and ADX), the higher-timeframe invalidation stop, and a FULL / HALF / STAND-ASIDE suggestion.
Before sizing, open the Self-Test panel and read the Edge column (hit% − base%), not the raw hit-rate. A ★ means the edge's confidence interval clears the base rate. Prefer signals where the walk-forward change isn't badly negative and the runs test isn't "streaky." Being honest about it: on many indices this tool shows real edge in range and volatile regimes on higher timeframes and little-to-none on very low timeframes or once a trend is already confirmed — the panel makes that transparent so you can pick your spots.
Works on any market
Set the Price source, and for symbols with no native volume set a Borrow-volume proxy (e.g. a futures contract). The panel theme adapts to your chart background automatically. Backbone: Adaptive / Chandelier / Blend. Absorption: order-flow (BVC) or simple. An optional intrabar resolution builds a finer volume profile where available.
Originality
The committee-of-references design, the cluster-not-average consensus, the reliability weighting that lets references lose their vote, the forward-reaction POC respect test, and the confidence self-calibration are the author's own work. The underlying techniques are standard and fully credited below.
Non-repaint
References, regime, consensus and the trail all evaluate on the close of the bar; the live bar is provisional and settles on close. Self-test events are logged and resolved only on confirmed bars and resolve on bars after their trigger at fixed barriers, so hit / base / edge use no look-ahead. The higher-timeframe stop uses a lookahead-off request.
Concept credits
Wilson score interval (E. B. Wilson); efficiency ratio (P. Kaufman); ADX / DMI / ATR / volatility-stop lineage (J. W. Wilder); anchored VWAP (industry standard); volume profile / value area / point-of-control — Market Profile (J. P. Steidlmayer, developed by J. F. Dalton); triple-barrier first-touch labelling (M. López de Prado); runs test of randomness (A. Wald & J. Wolfowitz); rescaled-range / Hurst exponent (H. E. Hurst); Brier score (G. W. Brier); Bulk Volume Classification / VPIN (D. Easley, M. López de Prado & M. O'Hara); reliability-bin (isotonic-style) calibration is standard forecasting practice.
Limitations & disclaimer
"Absorption" is a volume proxy — base data has no true tick order flow, so the buy/sell split is estimated from bar moves, not measured. Confidence is context, not a promise of profit. The self-test is descriptive of past behaviour on the loaded symbol (fixed barriers, no costs or slippage) — a study aid, not a backtest and not a guarantee. A measured edge is what flips did historically here, not a forecast.
This script is for research and education only. It is not financial advice, not a recommendation to buy or sell, and not a guarantee of any outcome. Trading carries risk of loss; your decisions are your own. Test on your own data and use independent risk management before relying on it. Indicator
Adaptive Structural Trail Order Flow, Imbalance & RegimeAdaptive Structural Trail — Order Flow, Imbalance & Regime
What it is
Adaptive Structural Trail is a single, self-contained market-structure framework that re-clocks the chart by participation instead of time, marks the imbalances that real activity leaves behind, lets order flow decide which of those levels still matter, asks a regime filter whether trending behaviour can be trusted right now, and trails the strongest surviving level as an adaptive stop — all summarised in a plain-language dashboard that tells you, at a glance, whether the picture says ride, wait, or stand aside.
It is designed to be market-agnostic: every raw input (price, volume, and the volatility-index reference) is user-selectable, so the same logic runs on index futures, equities, FX, crypto or commodities without touching the code. Defaults are set for NIFTY index futures; change the volatility symbol and (if needed) the volume source for other instruments.
Why the components are combined (this is one tool, not a bundle)
Each layer measures a different facet of one process — activity creating structure, structure decaying or being defended, and a regime deciding whether to act. They are not independent indicators stacked for visual effect; remove any one and the others lose their meaning:
Delta clock (the substrate). A virtual bar closes only when cumulative signed volume becomes statistically significant (σ × a multiplier). Every downstream reading is therefore spaced by participation, not by the clock — a quiet 10 minutes and a violent 10 seconds are treated differently, which is the whole point.
Imbalance / fair-value-gap detection runs on those virtual bars, so a level is recorded only where genuine activity gapped price, not on arbitrary time bars.
Order-flow lifecycle (charge → decay → breaker/dead). When price returns to a level, delta adjudicates the outcome: absorbed-and-defended levels are reborn as breakers; levels that are surged through are killed. Flow decides what structure survives.
Regime gate (efficiency ratio + volatility burst). This routes everything. The trail is shown and signals arm only where trend behaviour is statistically credible; in range/transition/high-volatility states the tool deliberately stands aside.
Confidence fusion. Structure strength, cumulative-delta slope and flow toxicity (VPIN) are blended into one confidence number, which the dashboard converts into a plain instruction.
That coupling — a volume-significance clock feeding imbalance detection whose survival is adjudicated by order flow and gated by regime, fused into a single trailing level and a decision read-out — is the original contribution here.
How to use it
Add it to any liquid instrument. It is built for intraday timeframes (1–15 min is the sweet spot on index futures).
Read the dashboard top-down: the ACTION banner is the headline (e.g. LONG · ride the trail, RANGE · stand aside). Below it: bias + confidence, market state, the actual trail-stop price, order flow, flow toxicity, volatility context, and a plain "what to do" line.
Treat the coloured trail as a structure-based stop while the market state is a trend; when the state leaves trend, the trail disappears by design.
The imbalance zones show where unfilled activity sits; fresh, tapped and breaker levels are colour-coded (see the on-chart legend).
Edge-calibration panel (bottom-right): for transparency it scores past signals against a regime-matched base rate and reports EDGE = Hit − Base with a 95% confidence interval. Read the Edge column, not the raw hit-rate. This is descriptive of the past on your symbol — not a backtest and not a forward guarantee.
Key-info panel (top-left): instrument, timeframe, the live data source (see honesty note), threshold, ATR and level counts.
Honest note on data (please read)
PulseWire exposes no true tick-by-tick aggressor delta and cannot build custom bars, so delta here is a proxy: signed intrabar volume taken from the finest lower timeframe your data plan returns — 1-second where available, otherwise 1-minute — falling back to bar-shape when no lower-timeframe data exists. The live source is shown as "Delta source" in the Key-info panel, so you always know which mode is active. Non-repaint: the delta clock advances and structure/regime/signals resolve only on confirmed bars; the trail line itself updates within the forming bar as a current estimate.
Originality
The novelty is the synthesis and coupling, not any single classical block. A participation clock is used to gate imbalance detection; order flow is used to adjudicate level survival; regime is used to route the entire read; and the whole thing collapses into one trailing level plus a decision dashboard and a self-calibration panel. Every raw input is user-selectable so the framework generalises across markets.
Concept credits
This tool synthesises well-established, publicly documented ideas; credit to their originators:
Information / volume-driven bars & VPIN flow toxicity — Marcos López de Prado; Easley, López de Prado & O'Hara.
Efficiency Ratio (trend vs. noise) — Perry J. Kaufman.
Trade-side classification (tick rule) — Lee & Ready.
Market impact & absorption (square-root law) — Almgren; Tóth & Bouchaud.
Wilson score interval (small-sample proportion CI) — E. B. Wilson.
Imbalance / fair-value-gap and trailing-stop concepts are long-standing, widely used market-structure ideas. The synthesis and the Pine implementation are the author's own.
Exported outputs (for use in other scripts)
Available via input.source() in any other indicator, with clean generic names: Bias Score (signed conviction, ±10), Trail Stop, Trail Direction, Regime State, Confidence, Leading Strength, CVD Slope, Flow Toxicity, Cumulative Delta, Volatility ROC, Volatility Bias.
Disclaimer
For research and education only. This is an analytical tool — not financial advice, not a signal service, and not a guarantee of future results. No indicator has an inherent edge; validate with your own testing, apply realistic costs, and manage risk. You are solely responsible for your trading decisions. Indicator
Market Euphoria Index - MEI1. The Three Core Factors
The script measures market sentiment by evaluating three different "factors" of price action and assigning a score from 0 to 100 for both Euphoria and Panic.
RSI Factor (Momentum Extremes): It checks if the traditional RSI is overextended.
If RSI is above 70, it scales the value into an Euphoria Score. For example, an RSI of 85 will have a higher Euphoria score than an RSI of 75.
If RSI is below 30, it scales into a Panic Score.
VWAP Stretch Factor (Overextension): It measures how far the current price has stretched away from the Volume Weighted Average Price (VWAP), normalized by the Average True Range (ATR).
If the price shoots up higher than the VWAP by a multiple of the ATR (default is 2.0x), it triggers a maximum 100 Euphoria Score (indicating the asset is heavily overvalued relative to its average volume-weighted baseline).
If it crashes below the VWAP by the same distance, it triggers a 100 Panic Score.
Price Momentum / K's Factor (Candlestick Sentiment): This looks purely at the candlesticks over the last 14 periods (by default).
It counts how many candles closed higher than they opened (Bullish candles) and converts that ratio into an Euphoria Score.
It does the inverse for Bearish candles to create a Panic Score.
2. The Composite Blend
Once the script has the three Euphoria scores and three Panic scores, it averages them:
pinescript -
euphoriaScore = (rsiEuphoria + vwapEuphoria + momEuphoria) / 3
panicScore = (rsiPanic + vwapPanic + momPanic) / 3
Finally, it subtracts the panicScore from the euphoriaScore to get the final mei value.
3. Interpretation & Visuals
The indicator plots as a histogram with dynamic colors and static threshold lines:
> +50 (Red): Extreme Euphoria. The market is firing on all cylinders (RSI overbought, stretched far above VWAP, heavily bullish candles). High risk of a blow-off top reversal.
> +20 (Orange): Standard Euphoria/Strong Uptrend.
Between -20 and +20 (Gray): Neutral market.
< -20 (Teal): Standard Panic/Strong Downtrend.
< -50 (Green): Extreme Panic. The market is oversold, stretched far below VWAP, and showing heavy bearish momentum. High probability of a capitulation bottom bounce.
The script also includes built-in alert conditions (Extreme Euphoria Alert and Extreme Panic Alert) so you can automate notifications when the market reaches these psychological extremes! Indicator
NEXUS Three professional modules. One unified indicator.🌐 WHAT IS NEXUS?
NEXUS combines three independent professional-grade
modules into a single, clean indicator — eliminating
the need to stack multiple scripts on your chart.
- MODULE 1 — Market Sessions Visualizer
- MODULE 2 — Volume–Price Divergence Detector
- MODULE 3 — Key Levels & Structural Reference Engine
━━━━━━━━━━━━━━━━━━━━━
MODULE 1 — MARKET SESSIONS
━━━━━━━━━━━━━━━━━━━━━
Visualize the four major Forex/Futures trading sessions
with precision and full customization.
★ Sessions covered:
· Tokyo (default: 00:00–09:00 UTC)
· London (default: 07:00–16:00 UTC)
· New York (default: 13:00–22:00 UTC)
· Sydney (default: 21:00–06:00 UTC)
★ Display modes:
· Boxes — classic high/low range boxes
· Zones — colored background highlights
· Timeline — compact bar-level session markers
· Candles — colored candle bodies per session
★ Additional tools:
· Session Open/Close line
· Session 0.5 midpoint level
· Merge overlapping sessions
· Live pip / % change labels
· Weekend exclusion toggle
· Fully customizable colors, borders & label sizes
· Lookback depth control (default: 150 days)
· All session times entered in UTC — no timezone
conflicts regardless of your chart setting
★ Alerts:
Session open · New session high · New session low
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MODULE 2 — VOLUME–PRICE DIVERGENCE
━━━━━━━━━━━━━━━━━━━━━
Identifies moments when volume surges significantly
but price barely moves — a classic footprint of
institutional accumulation or distribution.
★ Two signal types:
· 🔴 DIV (Divergence) — high volume + small price body
→ Strong sign of hidden positioning
· 🟠 SHADOW — high volume + large wick / shadow candle
→ Rejection or absorption signal
★ How it works:
· Compares current volume against a 20-bar SMA
· Volume spike threshold: configurable (default 600%)
· Price change measured via 3 selectable methods:
— Body / Open
— Body / Range
— Range / Open
· Shadow detection with adjustable body-to-wick ratio
★ Visual aids:
· Color-coded volume histogram
(Gray → Yellow → Orange → Red)
· On-chart signal shapes with text labels
· Live info table (top-left):
current volume · volume % change · price % change
body/range ratio · current signal status
★ Alerts:
Volume spike · Shadow candle · Full divergence signal
━━━━━━━━━━━━━━━━━━━━━
MODULE 3 — KEY LEVELS & STRUCTURAL REFERENCE
━━━━━━━━━━━━━━━━━━━━━
A comprehensive reference engine that plots all
critical price levels a professional trader monitors.
★ Session High/Low levels:
· Asia Session (18:00–03:00 ET, configurable)
· London Session (03:00–08:00 ET, configurable)
· New York Session (08:30–17:00 ET, configurable)
→ Lines auto-update in real time
→ Auto-detect and label when a level is broken
★ Market structure levels (ET — NYSE aligned):
· Key time opens: 00:00 · 02:00 · 05:00 · 08:30
09:30 · 10:00 · 14:00 · 15:00 · 16:00 · 17:00
· 4H Open · Daily Open · Weekly Open · Monthly Open
★ Range midpoint levels:
· Previous Day Mid Range (50%)
· Market Open Mid Range (live, updates intraday)
· Weekly Mid Range
· Monthly Mid Range
★ Higher-timeframe levels:
· Previous Day High / Low
· Weekly High / Low
· Monthly High / Low
· All-Time High
★ Pivot calculations (previous day data):
· Standard Pivot Points: PP · R1 · R2 · S1 · S2
· Central Pivot Range (CPR): TC · PP · BC
with CPR width % context label (Trending / Mixed / Range)
★ Smart features:
· Auto-Simplify on HTF — automatically hides granular
levels on higher timeframes to reduce visual noise
· Smart label positioning that adapts to screen view
· Level confluence detection — merges labels when
two levels share the same price
· Vertical day separator lines at 17:00 ET (last 14 days)
· Days-of-week labels at session open
· Extend All Lines toggle
· Global color & text size override
· Full per-level style control (color · style · width)
· Timezone selector for all session calculations
━━━━━━━━━━━━━━━━━━━━━
⚙️ QUICK SETUP GUIDE
━━━━━━━━━━━━━━━━━━━━━
1. Add NEXUS to any intraday chart (1m to 4H recommended)
2. Sessions Module
→ All session times are in UTC by default
→ No need to change your chart timezone
→ Toggle sessions on/off individually
→ Choose your preferred display mode
3. Divergence Module
→ Start with default settings
→ Lower the Volume Threshold (%) on low-liquidity
instruments if signals are too rare
→ Enable "Show Debug Info" for manual calibration
4. Key Levels Module
→ Set your timezone (default: America/New_York)
→ Toggle each level group independently
→ Enable "Auto-Simplify on Higher Timeframes" to keep
the chart clean when zooming out
→ Use "Extend All Lines" for a forward-looking view
━━━━━━━━━━━━━━━━━━━━━
📌 RECOMMENDED TIMEFRAMES
━━━━━━━━━━━━━━━━━━━━━
All modules active → 1m · 3m · 5m · 15m · 30m
Sessions + Levels → 1H · 2H · 4H
Levels only → Daily
⚠️ Sessions module is intraday-only by design.
It will not plot on Daily or higher timeframes.
━━━━━━━━━━━━━━━━━━━━━
📊 COMPATIBLE INSTRUMENTS
━━━━━━━━━━━━━━━━━━━━━
Futures (ES, NQ, MES, MNQ, YM, CL, GC...)
Forex (all major, minor & exotic pairs)
Crypto (BTC, ETH and all altcoins with volume)
Equities (US stocks & ETFs with intraday data)
Indices (SPX, NDX, DXY...)
━━━━━━━━━━━━━━━━━━━━━
📋 RELEASE NOTES
━━━━━━━━━━━━━━━━━━━━━
v1.0 — Initial release
· Full integration of all three modules
· Smart label positioning engine
· Timeframe-aware auto-simplification
· Confluence level merging
· Complete alert system
━━━━━━━━━━━━━━━━━━━━━
⚠️ DISCLAIMER
━━━━━━━━━━━━━━━━━━━━━
This indicator is for informational and educational
purposes only. It does not constitute financial advice.
Past signals do not guarantee future results.
Always manage risk appropriately. Indicator
Liquidity Structure Framework [PakunFX]Liquidity Sequence Framework
Liquidity Sequence Framework (LSF) is a market structure analysis indicator designed to visualize the progression of liquidity events, structure shifts, and Fair Value Gaps (FVGs) within a single analytical framework.
Instead of focusing on individual signals, the indicator organizes multiple market events into a sequential process, helping traders observe how price structure develops over time. The script combines swing structure, liquidity sweeps, trend filtering, and Fair Value Gap detection into a unified charting tool.
Features
External and Internal Swing Structure detection
Liquidity Sweep identification (SSL / BSL)
Bullish and Bearish Structure Shift detection
Automatic Fair Value Gap (FVG) detection
EMA-based trend filter
Premium / Discount (Equilibrium) filter
Configurable setup conditions
Visual sequence tracking with alerts
How it Works
The indicator monitors market structure using external and internal swing highs and lows. When liquidity is swept beyond a previous swing level, a new sequence begins. The script then tracks whether price confirms a structure shift and subsequently forms a Fair Value Gap within a configurable sequence window.
Trend filtering can be applied using Fast and Slow EMA conditions, while optional Premium / Discount and Fair Value Gap requirements allow users to customize how potential setups are displayed.
Display Elements
External Swing High / Low
Internal Swing High / Low
Liquidity Sweep markers (SSL / BSL)
Structure Shift markers
Active Fair Value Gap zones
Fast and Slow EMA
Equilibrium level
Setup markers
Alerts
Alerts are available for:
Liquidity Sweep
Bullish Structure Shift
Bearish Structure Shift
Bullish Sequence Setup
Bearish Sequence Setup
These alerts are intended to notify users when predefined analytical conditions are detected.
Notes
Liquidity Sequence Framework is designed as a market analysis tool. It visualizes structural relationships between liquidity events and price development but does not generate trading recommendations or predict future market direction.
Disclaimer
This script is provided for educational and research purposes only.
All calculations are based on historical price data. The displayed structures, Fair Value Gaps, and sequence conditions are intended to support chart analysis and should not be interpreted as guarantees of future market behavior or trading performance.
Indicator
Skew Divergence OscillatorSkew Divergence Oscillator
A bounded oscillator built from the rolling skewness (asymmetry) of returns — whether recent moves lean toward big up-days or big down-days — with a divergence engine that compares that asymmetry against price. The read most tools miss: when price makes a new high but return skew is turning down (large down-moves creeping in), the advance is quietly losing its character before price confirms it. It estimates skew from higher-resolution realized data, confirms divergences on a higher timeframe, and forward-calibrates whether they pay on the chart you're viewing — in plain language.
Why these parts are combined (not a mashup for show). Each fixes a flaw in the previous one. Skewness is a distributional read price action alone doesn't show — it captures which tail is getting heavier, a leading change in market character. Realized estimation measures skew from intrabar returns instead of one value per bar, so short-window skew isn't jumpy — the standard approach in modern risk research. Divergence relates that asymmetry back to price, turning a statistic into a timing read. Higher-timeframe confirmation and forward calibration remove single-timeframe noise and blind faith respectively. Together they form one coherent tool.
How it works. Returns feed a rolling third standardized moment (skew = m3/sd³). With realized estimation on, skew is computed from a lower-timeframe return stream (confirmed only). It's standardized and soft-bounded to ±100. Divergence is detected from confirmed price pivots versus the skew line (regular and optional hidden); with MTF on, it counts only if the higher timeframe agrees. Each signal is labelled by a triple barrier — a profit target and equal stop in ATR units plus a time limit — split into in-sample and recent out-of-sample, with a confidence interval and a multiple-testing check.
How to use. Read the Verdict (Bull/Bear skew divergence confirmed, unconfirmed, or Wait) and the Conviction, which reads "High" only when that divergence type shows a positive edge that survives the test on this symbol — otherwise it openly says "context only" or "no proven edge here." A skew divergence is an early character warning, not a trend signal — pair it with your own entry trigger and risk plan.
What's original. The realized-skew engine as a divergence source, the higher-timeframe confirmation layer, the triple-barrier forward calibration with an out-of-sample split, and a conviction read that admits when an apparent edge isn't statistically real.
Honesty & limitations. Skew from short windows is noisy. Edge figures are computed on this chart's own history with overlapping windows and no costs — context, not a guaranteed backtest; past behaviour doesn't predict the future. Non-repainting: pivots confirm late and never move; realized and HTF reads use confirmed data only.
Disclaimer: for research and education only. Not financial advice. Trading carries risk of loss; manage your own positions. Indicator
Order Blocks with Volume [Quantum Algo]Order Blocks with Volume
OVERVIEW
This indicator finds order blocks — the candles where a directional move originated before price broke market structure — and measures the buy and sell volume that traded inside each one. Every zone is drawn as a box that extends forward until price returns to it, and each active zone is labelled with its total volume and its buy/sell split, so you can tell at a glance which blocks were built on heavy participation and which were not.
It is built entirely from price and volume on the chart you apply it to. There is no repainting of confirmed zones: detection runs only on closed bars.
HOW DETECTION WORKS
1. Market structure. Confirmed swing highs and swing lows are located using a pivot of configurable length (Swing Length). A larger value isolates more significant structure and produces fewer, larger zones.
2. Break of structure. When a candle closes above the most recent confirmed swing high (bullish) or below the most recent confirmed swing low (bearish), the indicator treats it as a break of structure and looks for the order block that produced the move.
3. The order block candle. Starting from the breakout, the script steps back over the impulse candles and marks the last opposite-close candle before the move began — the last down-close candle for a bullish block, the last up-close candle for a bearish block. This is the origin of the displacement and the level price often revisits.
4. Zone range. The block is drawn from that candle using either its full high-to-low range (Wick) or its open-to-close body (Body).
VOLUME ENGINE
For each order block candle the indicator estimates how much of the traded volume was buying versus selling, using where the candle closed within its own range:
- Buy volume is weighted by how close the candle closed to its high.
- Sell volume is weighted by how close it closed to its low.
This split is shown two ways:
- Buy / Sell volume bars: two horizontal bars anchored at the left of the zone — buy on the top half, sell on the bottom half — with lengths proportional to each side. The Volume Bar Length setting controls how long they can extend (they are automatically kept inside the zone).
- Volume label: written inside the zone on the right edge, showing the total volume of the block and the buy% / sell% balance.
Volume strength is the block's volume divided by the average volume over a configurable baseline (Volume Baseline Length). It is used by the optional filter below to keep only the heaviest blocks.
ZONE LIFECYCLE
- Active. A live zone extends to the current bar and shows its volume bars and label.
- Mitigation. When price first trades back into a zone, the 50% line marks the equilibrium and an alert can fire.
- Invalidation. A zone is invalidated when price moves through its far edge. The source can be a wick touch or a candle close (Invalidation Source).
- Breaker. If "Flip Broken Zones to Breaker Blocks" is on, an invalidated zone is kept and re-coloured as a breaker, since broken support can act as resistance and vice versa.
- Historic. If "Keep Invalidated Zones (Historic)" is on, finished zones are frozen at the bar they died, re-coloured neutral, and their volume bars and text are removed to keep the chart clean.
- If neither option is on, invalidated zones are removed.
To avoid clutter the indicator will not stack a new zone on top of an existing active zone in the same area, limits the number of active zones per side, and automatically drops any zone older than the drawing range.
ON-CHART ELEMENTS
- Coloured boxes: bullish and bearish order blocks (and a neutral colour for breaker/historic).
- Two inner bars per active zone: buy (top) and sell (bottom) volume.
- A dotted line through the middle of active zones: the 50% mitigation / equilibrium level.
- Text inside active zones: total volume and buy% / sell%.
SETTINGS
Structure & Detection
- Swing Length — pivot length used to define structure. Higher = larger, more significant zones.
- Impulse Lookback (bars) — how far back to search for the origin candle after a break of structure.
- Zone Range — Wick (full range) or Body (open-to-close).
- Max Active Zones / Side — cap on simultaneously active zones per direction.
Invalidation
- Invalidation Source — Wick (a high/low piercing the zone) or Close (a candle closing beyond it).
- Flip Broken Zones to Breaker Blocks — keep and re-colour broken zones as breakers.
- Keep Invalidated Zones (Historic) — freeze finished zones instead of deleting them.
Volume Engine
- Show Volume Label — write volume and buy/sell% inside active zones.
- Show Buy / Sell Volume Bars — draw the proportional buy/sell bars.
- Volume Baseline Length — averaging length used to rate volume strength.
- Volume Bar Length (bars) — maximum length of the buy/sell bars.
Filters
- Only Show High-Volume Zones — hide blocks below the strength threshold.
- Min Volume Strength (x avg) — threshold as a multiple of average volume.
- Filter Oversized Zones — skip blocks taller than the ATR limit.
- Max Zone Height (ATR x) — the height limit, in multiples of ATR.
Style
- Bullish Zone, Bearish Zone, Buy Volume, Sell Volume, Breaker / Historic, Text — colours.
- Zone Extension (bars) — how far active zones project past the current bar.
- Show 50% Mitigation Line — toggle the equilibrium line.
ALERTS
Alerts are raised through the alert() function for two events: an order block being tapped (mitigation) and an order block being broken (breaker formed). To use them, create an alert on the indicator and choose the "Any alert() function call" condition.
HOW TO USE
Order blocks mark areas where significant orders were likely placed. Traders commonly watch for price to return to an un-mitigated block and react there, and use the buy/sell volume split and strength to judge how meaningful a block is — a block built on high, one-sided volume is generally treated as more significant than a thin one. Combine the zones with your own confirmation and risk management; this tool highlights levels, it does not generate buy or sell signals.
DISCLAIMER
Nothing here is financial advice or a guarantee of any outcome. Past behaviour of price around order blocks does not predict future results. Always do your own research and manage risk. Indicator
Monthly Statistical LevelsMonthly Statistical Levels is an open-source indicator that plots monthly reference levels based on historical monthly price extensions from the monthly open.
The goal of the script is to provide a clean statistical map for the current and recent months. It is designed as a market structure and reference-level tool, not as a buy/sell signal system.
How it works
The script uses completed monthly candles from PulseWire data.
For each completed month, it calculates two historical extensions:
High extension:
Monthly High minus Monthly Open, divided by Monthly Open.
Low extension:
Monthly Open minus Monthly Low, divided by Monthly Open.
These historical extensions are stored separately for upside and downside movement.
At the start of each new month, the script uses the current monthly open and projects five reference levels:
Strong High
Avg High
Open
Avg Low
Strong Low
Avg High is based on the historical average upside extension from the monthly open.
Avg Low is based on the historical average downside extension from the monthly open.
Strong High uses the average upside extension plus a configurable standard deviation multiplier.
Strong Low uses the average downside extension plus a configurable standard deviation multiplier.
By default, the strong multiplier is set to 1.0, meaning strong levels use the historical average extension plus one standard deviation.
Lookback options
Users can choose the statistical lookback used for the calculations:
24 months
36 months
60 months
120 months
All available history
Using all available history can make the levels more stable, but it may also mix different market regimes. This is especially important for assets with structural changes, short trading histories, or very different behavior across cycles.
No lookahead logic
The indicator uses completed monthly candles to build the historical sample.
Each month keeps the levels calculated with the information available at the start of that month. The current month is used only for its monthly open, which is known once the month begins.
This means the levels are not recalculated using future monthly highs or lows.
How to use it
The levels can be used as a visual reference for monthly range structure.
Possible uses include:
Identifying where price is trading relative to its monthly statistical range.
Comparing the current month with recent monthly behavior.
Observing when price reaches average or stronger historical extension zones.
Keeping a cleaner chart with only the most recent visible months.
Main settings
Visible months:
Controls how many recent months are displayed. The default is 6 and the maximum is 12 to keep the chart readable.
Statistical lookback:
Controls the historical sample used to calculate average and strong levels.
Minimum closed months:
Defines the minimum number of completed monthly candles required before plotting levels.
Strong multiplier:
Controls how far strong levels are placed from average extension levels using standard deviation.
Labels:
Users can show labels only for the current month, for all visible months, or turn labels off.
Alerts
The script includes optional alert conditions for touches of:
Strong High
Avg High
Open
Avg Low
Strong Low
Limitations
This indicator does not predict future price movement.
It does not identify support or resistance with certainty.
It does not generate buy or sell signals.
It does not evaluate trend, fundamentals, macro conditions, liquidity, positioning, or news.
The levels depend on the PulseWire symbol selected, the available historical data, and the chosen lookback window.
Why it may be useful
Many traders look at monthly opens, monthly ranges, and volatility-based zones separately. This script combines those ideas into one clean open-source tool: monthly open-based statistical levels built from completed historical monthly extensions.
It helps traders visualize where price is trading relative to its own historical monthly behavior, while keeping the chart simple and readable. Indicator
Auction Regime Atlas v1.0 # 🧭 Auction Regime Atlas v1.0
Auction Regime Atlas is a Pine Script v6 overlay indicator designed to visualize market acceptance, value migration, rejected auction areas, and contextual auction regimes directly on the chart.
❌ It is not a buy/sell signal tool.
❌ It is not a strategy.
❌ It is not an orderflow or liquidation-data replacement.
🎯 The goal is to help traders understand where price has been accepted, where value is forming, where price has moved away from value, and whether the current market context is balanced, transitional, displaced, or low quality.
---
## 💡 Core Idea
Markets often rotate around accepted value before moving into new auction areas.
Auction Regime Atlas maps that process by combining:
* price acceptance over a lookback window
* volume participation
* candle efficiency
* wick/rejection behavior
* higher-timeframe context
* regime classification
* distance from current value
📊 The result is a compact visual framework for understanding auction context without flooding the chart with signals.
---
## 🚀 Main Features
### 1. 🎯 Core Value Band
The Core Value Band highlights the price area where recent market activity shows the strongest acceptance.
It is calculated from a price-bin acceptance model using:
* time spent near price
* volume concentration
* close location
* wick/rejection behavior
⚠️ This band is meant as auction context, not as a mechanical support or resistance level.
---
### 2. 📏 Acceptance Edges
Upper and lower acceptance edges define the boundaries of the current accepted value area.
These edges help identify whether price is:
* inside accepted value
* above value
* below value
* far away from value
---
### 3. 🔄 Auction Regime
The dashboard shows a simplified auction regime state.
Current v1.0 regime states include:
* Neutral
* Balance
* Migration Up
* Migration Down
* Failed Auction
🛡️ The regime engine uses confirmed-bar logic and cooldown handling to avoid excessive state flipping.
---
### 4. 🌍 HTF Context
The indicator includes a higher-timeframe context layer based on confirmed higher-timeframe data.
ℹ️ This is used only as context and does not create entry or exit signals.
---
### 5. 📍 Location Awareness
The Location field shows where current price is relative to the accepted value area:
* Inside Value
* Above Value
* Below Value
* Away From Value
* No Value
When price is far away from the value zone, the visual relevance of the Core Band is reduced so the zone does not appear like an active trade signal.
---
### 6. 🎨 Visual Modes
Auction Regime Atlas includes three modes:
#### 🎯 Focus Mode
A clean minimal view for live chart reading.
Shows:
* Core Value Band
* Acceptance Edges
* compact dashboard
* no debug rows
#### ⚖️ Balanced Mode
Adds additional context zones while keeping the chart clean.
Shows:
* Core Value Band
* Acceptance Edges
* transitional/rejection context
* vacuum/context areas where applicable
#### 🔬 Research Mode
Adds validation and diagnostic rows for development, review, and deeper inspection.
Shows:
* object count
* validation status
* pending state information
* alert condition status
---
## 📋 Dashboard Fields
The compact dashboard includes:
* Mode
* Regime
* HTF Context
* Core Value Band
* Acceptance Score
* Location
* Activity
* Context Quality
🔬 Research Mode can additionally show:
* Validation Status
* Object Count
* State Debug
* Alert Debug
---
## 🔔 Alerts
The indicator includes four confirmed-bar alert conditions:
* New Auction Regime
* Value Migration Started
* Acceptance Edge Broken
* Failed Auction Detected
⚠️ Alerts are context alerts only.
They are not trade entry or exit instructions.
---
## 🛠️ Suggested Use
Auction Regime Atlas is best used as a context layer.
Useful questions:
* Is price currently inside accepted value?
* Is price moving away from value?
* Is the market balanced or transitioning?
* Did price leave value without building new acceptance?
* Is the current move happening near or far away from accepted value?
* Does higher-timeframe context support or contradict the current auction?
✅ Recommended starting use:
* Focus Mode for clean chart reading
* Balanced Mode for broader context
* Research Mode only for diagnostics and validation
---
## 📖 Practical Workflow
A simple way to interpret auction conditions is to combine Regime, Location Awareness, and HTF Context into a structured process.
### 1️⃣ Step 1: Start With HTF Context
First identify the higher-timeframe backdrop shown in the dashboard.
Ask:
* Is the higher timeframe supportive of directional movement?
* Is it balanced or already migrating?
* Does it align with the current chart or create conflict?
🌍 HTF Context provides the broader auction environment in which lower-timeframe activity is occurring.
### 2️⃣ Step 2: Check Current Location
Next evaluate where price is relative to accepted value.
* Inside Value suggests ongoing acceptance and rotational behavior.
* Above Value or Below Value suggests price is testing outside accepted value.
* Away From Value suggests displacement from the current auction area.
* No Value suggests acceptance has not yet formed clearly.
📍 Location helps determine whether price is interacting with value or operating away from it.
### 3️⃣ Step 3: Read the Active Regime
Then assess the current Auction Regime state.
* Balance implies acceptance and rotational trade around value.
* Migration Up or Migration Down implies value is attempting to relocate.
* Failed Auction suggests an attempted move has not established acceptance.
* Neutral indicates limited directional auction information.
🔄 The regime describes the current phase of the auction process rather than predicting the next move.
### 4️⃣ Step 4: Compare Regime and Location
The most useful information often comes from the relationship between regime and location.
Examples:
* Balance + Inside Value often reflects stable acceptance.
* Migration Up + Above Value may indicate value expansion higher.
* Migration Down + Below Value may indicate value expansion lower.
* Failed Auction + Away From Value may indicate rejection of a recent auction attempt.
📊 This comparison helps identify whether price behavior is consistent with the current auction state.
### 5️⃣ Step 5: Evaluate Market State Transitions
Watch for changes between regimes while monitoring location relative to value.
Common transitions include:
* Balance → Migration Up
* Balance → Migration Down
* Migration → Failed Auction
* Failed Auction → Balance
🔍 A transition becomes more meaningful when it is supported by location changes and aligned with HTF Context.
### 6️⃣ Step 6: Build a Contextual Narrative
Rather than treating any single field as a signal, combine all three layers:
1. Determine the higher-timeframe backdrop.
2. Identify where price is relative to value.
3. Assess the active auction regime.
4. Monitor whether the relationship between those factors is strengthening or weakening.
🧠 This workflow helps traders interpret whether the market is accepting value, rejecting value, migrating toward a new value area, or transitioning between auction states.
---
## 📈 Recommended Markets and Timeframes
The indicator is designed for liquid markets, especially:
* crypto perpetuals
* major crypto spot markets
* liquid index or futures markets
* high-volume intraday instruments
⏱️ Suggested timeframes:
* 5m
* 15m
* 1h for higher timeframe context
---
## ⚠️ Important Limitations
Auction Regime Atlas does not use true orderflow, footprint, delta, liquidation, or exchange-level positioning data.
All calculations are based on OHLCV data available in Pine Script.
❌ The indicator does not predict price direction.
❌ It does not guarantee reversals, continuations, or breakouts.
❌ It does not provide financial advice.
📌 The visual zones should be interpreted as auction context, not as automatic trade levels.
---
## 🛡️ Non-Repainting Design
The indicator is designed with confirmed-bar logic and non-repainting higher-timeframe requests.
Higher-timeframe context uses confirmed data and avoids lookahead behavior.
🔧 Visuals are updated with a stable object lifecycle to reduce flicker and avoid uncontrolled object creation.
---
## 📝 Release Notes — v1.0
🎉 Initial public release.
✅ Included:
* Acceptance Map Engine
* Core Value Band
* Acceptance Edges
* Minimal Auction Regime Engine
* HTF Context
* Location Awareness
* Focus / Balanced / Research modes
* Compact dashboard
* Confirmed-bar alerts
* Validation diagnostics in Research Mode
* Controlled object budget
* Non-repainting architecture
❌ Not included:
* strategy mode
* backtesting
* buy/sell signals
* automated entries or exits
* orderflow claims
* delta claims
* liquidation data
* machine learning
* multi-symbol logic
Indicator
Crypto: Macro Heatmap [invincible3]Crypto Macro Heatmap is an automatic market-regime dashboard designed to summarize crypto macro conditions using liquidity, leverage, breadth, and risk-participation metrics.
The indicator converts multiple market data sources into normalized 0–100 scores and displays them in a structured heatmap table. It is built to help traders quickly understand whether the broader crypto environment is risk-on, neutral, or risk-off.
Main dashboard sections:
1. Liquidity
Tracks Global M2, total crypto market cap, USDT dominance, and BTC volume confirmation. Higher liquidity scores generally suggest stronger macro support for crypto markets.
2. Leverage
Tracks open interest pressure, funding-risk proxy, liquidation-risk proxy, and OI acceleration. Higher leverage scores mean higher stress or crowding risk.
3. Breadth
Tracks TOTAL2, TOTAL3, BTC dominance, ETH dominance, and altcoin participation. This section helps identify whether market strength is broad or concentrated.
Key features:
* Fully automatic scoring
* No manual market-score inputs
* Dashboard show/hide checkbox
* Light/dark chart theme detection
* Composite regime score
* Regime meter
* Market phase detection
* Risk-state classification
* Confidence score
* Section delta versus 7 days ago
* Fixed-width heatmap layout for cleaner visual alignment
The composite score combines liquidity support, market breadth, and leverage-adjusted risk into one regime reading. The dashboard is intended for macro context and regime analysis, not direct buy or sell signals.
Use this tool as a higher-timeframe market filter together with your own technical analysis, risk management, and trading system.
Disclaimer: This indicator is for educational and analytical purposes only. It does not provide financial advice. Always do your own research and manage risk carefully.
Indicator
Elaris Absorption Zones ProElaris Absorption Zones Pro
Elaris Absorption Zones Pro is an advanced price-action and volume analysis indicator designed to identify potential absorption events where aggressive market orders are absorbed by opposing passive liquidity.
The indicator focuses on situations where price attempts to break an important level but fails to continue, suggesting that significant limit orders may be absorbing the incoming buying or selling pressure.
Unlike traditional breakout indicators that look for continuation, this tool is designed to highlight failed auctions, rejection events, and potential liquidity absorption zones that may lead to reversals, pullbacks, or reduced directional momentum.
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What Is Absorption?
Absorption occurs when aggressive participants repeatedly attempt to push price through a level using market orders, but opposing limit orders absorb that pressure and prevent further movement.
Examples include:
• Buyers aggressively pushing above resistance but failing to achieve continuation.
• Sellers aggressively pushing below support but failing to achieve continuation.
• Large rejection wicks appearing after a breakout attempt.
• High volume with limited price progress (Effort vs Result imbalance).
These conditions can indicate the presence of significant liquidity providers defending a price area.
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How The Indicator Works
The indicator combines multiple confirmation layers:
Market Structure Analysis
The script monitors:
• Confirmed swing highs and swing lows
• Recent trading ranges
• Failed breakout attempts
Price must first attempt to break an important structural level before absorption conditions can be evaluated.
Rejection Analysis
The indicator evaluates:
• Upper wick size
• Lower wick size
• Body-to-range relationship
Large rejection wicks combined with small candle bodies may indicate strong opposing liquidity.
Volume Confirmation
Volume is evaluated using:
• Relative volume
• Volume moving averages
• Optional volume Z-score analysis
This helps identify situations where participation is elevated compared to normal market activity.
Effort vs Result Model
One of the core components of the indicator is Effort vs Result analysis.
High volume combined with poor directional progress can indicate that incoming orders are being absorbed rather than successfully moving the market.
Absorption Scoring
Every detected signal receives a strength score based on:
• Rejection quality
• Relative volume
• Candle efficiency
Higher scores generally indicate stronger absorption characteristics.
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Features
✔ Bullish absorption detection
✔ Bearish absorption detection
✔ Failed breakout recognition
✔ Confirmed swing structure analysis
✔ Range breakout absorption detection
✔ Relative volume filters
✔ Volume Z-score filtering
✔ Effort vs Result analysis
✔ Absorption strength scoring
✔ Optional absorption zones
✔ Zone retest detection
✔ Dashboard with live metrics
✔ Alert conditions
✔ Non-repainting confirmation mode
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Bullish Absorption
Bullish absorption may occur when:
1. Price breaks below support.
2. Sellers attempt continuation.
3. Price quickly returns above the level.
4. A strong lower rejection wick forms.
5. Volume confirms elevated participation.
This may suggest that passive buyers absorbed the selling pressure.
---
Bearish Absorption
Bearish absorption may occur when:
1. Price breaks above resistance.
2. Buyers attempt continuation.
3. Price closes back below the level.
4. A strong upper rejection wick forms.
5. Volume confirms elevated participation.
This may suggest that passive sellers absorbed the buying pressure.
---
How To Use
Many traders use absorption signals as:
• Early reversal warnings
• Liquidity sweep confirmations
• Support and resistance confirmation
• Market structure confirmation
• Trade management tools
For best results, consider combining absorption signals with:
• Trend analysis
• Market structure
• Higher timeframe context
• Risk management rules
• Additional confirmation tools
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Non-Repainting
When "Confirm Only After Candle Close" is enabled, signals are generated only after a candle has fully closed.
Confirmed swing levels are based on completed pivot structures.
This helps reduce signal instability and prevents intrabar repainting behavior.
---
Important Notes
This indicator does not use Level II, order book, footprint, or exchange matching engine data.
Because PulseWire Pine Script does not have direct access to actual market order flow, absorption is estimated using a combination of price action, rejection behavior, volume analysis, and structural breakout failure characteristics.
As with all trading tools, signals should be used as part of a complete trading plan and not as standalone buy or sell recommendations.
Indicator
Indicator
Elaris Auto Trend Fibonacci ProElaris Auto Trend Fibonacci Pro
Overview
Elaris Auto Trend Fibonacci Pro is an advanced market structure and Fibonacci analysis tool designed to automatically identify directional trends, detect significant swing points, and project professional-grade Fibonacci retracement and extension levels directly on the chart.
Unlike manual Fibonacci drawing tools that require traders to constantly adjust anchor points, this indicator continuously analyzes confirmed swing structure and automatically maps the most relevant Fibonacci framework based on the current market trend.
The goal is to help traders quickly identify potential pullback zones, trend continuation areas, profit targets, and key reaction levels without manually redrawing Fibonacci levels throughout the trading session.
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How The Indicator Works
1. Swing Structure Detection
The indicator first identifies confirmed swing highs and swing lows using a configurable pivot confirmation algorithm.
A swing is only considered valid after confirmation, which helps eliminate many false or premature swing points that often appear during volatile market conditions.
The minimum swing size can also be filtered using ATR-based validation, ensuring that insignificant market fluctuations are ignored.
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2. Trend Identification
After detecting valid market structure, the indicator determines the dominant directional trend.
Bullish trends are identified when recent confirmed swing lows lead into higher confirmed swing highs.
Bearish trends are identified when recent confirmed swing highs lead into lower confirmed swing lows.
An optional EMA trend filter can be enabled to require alignment between price structure and moving average direction.
This additional layer helps reduce counter-trend Fibonacci projections.
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3. Automatic Fibonacci Mapping
Once a valid trend is detected, Fibonacci levels are automatically projected between the most relevant confirmed swing points.
The indicator plots:
• 0.236 Retracement
• 0.382 Retracement
• 0.500 Midpoint
• 0.618 Golden Ratio
• 0.786 Deep Retracement
• 1.000 Retracement
These levels represent areas where pullbacks, reactions, trend continuations, or reversals may occur.
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4. Golden Zone Highlighting
The area between the 50% and 61.8% retracement levels is automatically highlighted as the Golden Zone.
Many traders monitor this region because it often represents an area where institutional participants may re-enter an existing trend after a pullback.
The highlighted zone provides a quick visual reference for potential trend continuation opportunities.
---
5. Extension Targets
The indicator can optionally project Fibonacci extension levels beyond the current trend.
Available extension targets include:
• 1.272 Extension
• 1.618 Extension
• 2.000 Extension
These levels can be used as potential profit-taking areas, trend continuation objectives, or future reaction zones.
---
6. Trend Dashboard
A built-in dashboard provides real-time information including:
• Current trend direction
• Swing strength relative to ATR
• Fibonacci anchor direction
• Golden zone status
• Indicator operating mode
The dashboard helps traders evaluate current market conditions without needing additional analysis tools.
---
How To Use
Trend Continuation
1. Wait for a confirmed bullish or bearish trend.
2. Allow price to retrace toward the highlighted Fibonacci levels.
3. Monitor the Golden Zone for potential continuation setups.
4. Use extension levels as potential target areas.
Pullback Analysis
The 38.2%, 50%, and 61.8% retracement levels can help identify areas where temporary corrections may end and the primary trend may resume.
Target Projection
The Fibonacci extensions can be used to estimate possible future trend objectives after a successful continuation move.
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Important Notes
• The indicator uses confirmed swing points and does not rely on future-looking calculations after confirmation.
• Fibonacci levels automatically update when a new confirmed market structure is established.
• The indicator is designed for trending markets and may generate fewer meaningful projections during prolonged ranging conditions.
• This tool is intended for technical analysis and should not be used as a standalone trading system.
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Best Markets
The indicator can be applied to:
• Cryptocurrency Markets
• Forex Markets
• Stock Markets
• Index Markets
• Commodity Markets
It is particularly effective on higher liquidity instruments where market structure tends to be more consistent.
---
Best Timeframes
Recommended timeframes:
• 15 Minutes
• 1 Hour
• 4 Hours
• Daily
Higher timeframes generally produce more reliable market structure and Fibonacci projections.
---
Alerts
The indicator includes alerts for:
• Trend direction changes
• Golden Zone interactions
• Key Fibonacci level breaks
These alerts can be integrated into trading workflows for additional monitoring and confirmation.
---
Thank you for using Elaris Auto Trend Fibonacci Pro.
Indicator
Peak Decoder v1.0Kurzbeschreibung:
Ein hochentwickelter, strukturbasierter Oszillator, der die relative Position des Preises innerhalb seiner aktuellen Handelsspanne entschlüsselt.
Das Tool identifiziert vollautomatisch die mathematischen und visuellen Scheitelpunkte (Peaks & Troughs) in den Extremzonen und filtert kurzfristiges Marktrauschen sowie Fehlausbrüche effektiv heraus.
Hauptfunktionen & Funktionsweise:Drei integrierte Sensitivitäts-Modi:
Über das Einstellungsmenü kann die Reaktivität des Algorithmus fliegend gewechselt werden:
Aggressiv: Extrem schnell, optimiert für das Scalping in kleinsten Zeiteinheiten.
Normal: Die ausgewogene Standard-Einstellung für das klassische Daytrading.
Passiv: Filtert starkes Rauschen heraus, ideal für die übergeordnete Trendbestimmung (HTF).
Intelligenter Bounce- & Wellenfilter: Der Indikator speichert Ausbrüche in den Extremzonen im Zwischenspeicher. Er wartet geduldig, bis eine Bewegung endgültig abgeschlossen ist. Entstehen tiefere Täler oder höhere Hochs innerhalb derselben Phase, wandert das Signal automatisch mit.
Striktes Wechselsystem: Die Logik erzwingt ein sauberes, alternierendes Signalmuster (Top ➔ Bottom ➔ Top). Dadurch werden mehrfache Fehlsignale auf derselben Seite in volatilen Seitwärtsphasen komplett eliminiert.
Präzise visuelle Signale: Bestätigte Wendepunkte werden mit dezenten Kreisen direkt auf der Wellenspitze markiert. Zur besseren Übersicht wird ein fetter Richtungspfeil horizontal (auf 3 Uhr) daneben platziert.
Anwendung im Trading:Der Oszillator dient als hervorragender Filter zur Bestimmung von Premium- (Überkauft) und Discount-Zonen (Überverkauft) im Rahmen von Smart Money Concepts (SMC) oder klassischen Marktstruktur-Strategien.
Rot (Oben): Potenzielle Erschöpfung der Käufer, Vorbereitung für Short-Setups.
Grün (Unten): Potenzielle Erschöpfung der Verkäufer, Vorbereitung für Long-Setups.
Enthält eine voll integrierte Alarm-Schnittstelle (alert()), die pro Bar-Close einmalig auslöst, sobald ein Peak final bestätigt wurde. Indicator
Indicator
SXA: Super Xtation Amplitude | MTF FrameworkSXA (Super Xtation Amplitude) is a multi-timeframe market positioning framework designed to provide a complete visual overview of price location within the broader market structure.
Rather than focusing on entry signals, SXA combines trend context, volatility, session activity, anchored VWAPs, prior-day reference levels, Fibonacci projections, and higher-timeframe moving averages into a single environment. The objective is to help traders understand where price is currently trading relative to statistically and structurally significant areas.
The indicator was built around a simple principle:
"Price behaves differently depending on where it is located within the market."
By integrating multiple forms of context into one view, SXA allows traders to quickly identify premium and discount zones, trend alignment, session-driven liquidity areas, and potential reaction levels without switching between multiple indicators.
FEATURES
• Smart Trend Engine
Multi-timeframe moving average framework designed to visualize short, intermediate, and macro directional bias.
• Dynamic Trend Clouds
Visual cloud structures help identify trend alignment and potential transition zones between bullish and bearish conditions.
• Higher Timeframe Context
Daily 50 SMA and 200 SMA provide broader market structure and long-term directional references.
• Prior Day Reference Levels
Automatic plotting of previous day's Open, High, Low, and Close.
• Fibonacci Expansion Grid
Extended Fibonacci projections derived from the previous day's range to identify potential reaction zones and liquidity targets.
• Anchored Session VWAPs
Includes:
* Daily VWAP
* European Session VWAP
* Pre-New York VWAP
* New York Session VWAP
* Post-European Session VWAP
These levels provide institutional-style references for price acceptance and value.
• Weekly Structure Levels
Dynamic weekly Open, High, and Low levels update in real time throughout the trading week.
• Session Mapping
Visual session boxes highlight important market periods, including the Asian session and Pre-New York range.
INTENDED USE
SXA is designed as a contextual decision-support tool rather than a standalone trading system.
The indicator can be used to:
* Assess overall market positioning.
* Identify trend alignment across multiple timeframes.
* Locate potential support and resistance zones.
* Track session-driven liquidity.
* Monitor volatility expansion and contraction.
* Build discretionary trade narratives.
* Enhance existing trading systems.
SXA does not generate buy or sell recommendations. Instead, it seeks to answer a more fundamental question:
"Where is price currently located within the broader market landscape?"
By providing that context at a glance, traders can make more informed decisions while reducing chart clutter and indicator overload.
Created by @Peter_n_n
Indicator
Advanced Fear & Greed Cycle (Quant Model)## Overview
The **Advanced Fear & Greed Cycle (Quant Model) v6** is a pure quantitative oscillator designed to decode market sentiment by measuring the architectural divergence between smart money accumulation and retail distribution. Fully upgraded to Pine Script v6, this script addresses standard oscillator limitations by implementing dynamic time-frequency normalization ($0-100$ fixed scale).
Unlike standard sentiment proxies, this model filters out price-action noise by isolating volume flows, directional volatility, and mean-reversion extensions simultaneously.
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## Mathematical Architecture & Core Engines
### 1. Directional Volatility Engine
Standard models treat volatility expansions as pure panic. This algorithm isolates **Directional Volatility**:
- A 14-period Average True Range (ATR) is mathematically normalized over a dynamic 90-day rolling quarter (`lookback`).
- **Trend Filter:** Volatility is converted into the `vol_fear` metric **only** if the closing price is below its 14-period Simple Moving Average (`is_descending`). Upside expansions (bullish breakouts) are correctly filtered out to prevent false panic readings.
### 2. Normalized Volume & Flow Sentiment
Liquidity and order-flow tracking are computed via a three-layered matrix:
- Normalized Volume spikes relative to the quarterly window.
- Inside-candle Selling Pressure ( AMEX:HIGH - Close$ versus the overall candle range).
- A normalized On-Balance Volume (OBV) structure to track mathematical capital inflows and outflows.
### 3. Boundary-Proof Macro Extension (Mayer Proxy)
To track cyclical overextensions, the script calculates the asset's percentage distance from its long-term moving average (SMA 200 on Daily, SMA 40 on Weekly charts).
To solve the scale break-out issue (where different assets experience wildly different percentage extensions), a **MinMax Normalization** is applied. This compresses the structural extension into a bound $0-100\%$ scale (`extension_norm`) based on the rolling quarter's extremes.
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## The Greed Score Synthesizer
The final plotting line is the **Greed Score**, a mathematically symmetric index calculated as:
$$\text{Greed Score} = \frac{(100 - \text{Fear Index}) + \text{Extension Norm}}{2}$$
This creates a fixed-bound oscillator ($0$ to $100$) that charts three distinct market phases:
- 🟢 **INSTITUTIONAL ACCUMULATION (Green Zone / < 20):** High systemic fear combined with compressed macro price extensions (< 25%). Smart money absorbs panicking retail order flow near historical value areas.
- ⚪ **NEUTRAL REGIME (Gray Line):** Symmetrical equilibrium where supply and demand are balanced.
- 🔴 **RETAIL FOMO / BUBBLE (Red Zone / > 80):** Zero systemic fear combined with extreme quarterly price overextensions. Retail traders buying the top driven by euphoria, highlighting distribution blocks.
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## Display Dashboard & Custom Parameters
The top-right informational panel provides real-time diagnostic outputs of the quantitative data (Current Cycle State, Exact Greed Score, and Normalized Extension %). Traders can adjust the `Soglia Bolla Normalizzata` input to calibrate the macro-exhaustion scanner to specific asset classes (Equities, Forex, or Cryptocurrencies).
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Disclaimer: This tool calculates mathematical probabilities based on normalized historical structures. It does not provide definitive buy/sell signals or financial advice. Always integrate sound risk management protocols. Indicator
Hurst Exponent Strategy [Fast + Weekly]## Overview
The **Hurst Exponent Strategy ** is an advanced quantitative tool that calculates the Hurst Exponent ($H$) using the Rescaled Range ($R/S$) analysis. Instead of tracking directional momentum or price overlays, this indicator measures the **statistical memory** and fractal dimension of financial time series to detect market regimes.
It helps traders identify whether an asset is trending, mean-reverting, or trapped in a state of pure noise (chaos).
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## The Mathematics of Market Regimes
The indicator evaluates the price action and plots values between 0 and 1, anchored to a theoretical center line of **0.5 (Random Walk)**:
- **$H > 0.60$ (Trend / Persistent):** The market possesses long-term memory. Price movements tend to be followed by movements in the same direction. Ideal for trend-following strategies.
- **$H < 0.45$ (Elastic / Anti-Persistent):** The market behaves like a rubber band (Mean Reversion). Price movements are consistently followed by reversals. Ideal for grid, mean-reversion, or range-bound strategies.
- **$0.45 \le H \le 0.60$ (Chaos / Random Walk):** The price action mimics a Brownian motion. Movements are random, noise is high, and directional edge is minimal.
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## Dual Timeframe Framework
To avoid fighting macro market structures, this script calculates two separate Hurst metrics simultaneously:
1. **Fast Hurst (Cyan Line):** Calculated on the current chart timeframe. It responds quickly to micro-regime shifts, pinpointing when a consolidation is breaking into a trend or expanding into chaos.
2. **Macro Hurst (Orange Line):** Multi-timeframe execution locked exclusively to the **Weekly ("W") chart**. It acts as a structural filter, keeping you aligned with the true macro nature of the asset.
Both exponents feature an optional built-in **Smoothing filter (SMA)** to remove high-frequency mathematical noise without heavily lagging the structural reading.
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## Real-Time Informative Legend
The top-right dashboard monitors the live mathematical output of both exponents:
- Displays exact numerical values down to 4 decimal places.
- Dynamically classifies the market state into **TREND** (Green), **ELASTICO** (Red), or **CAOS** (Gray) for instant visual confirmation.
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Disclaimer: This tool calculates mathematical probabilities based on historical fractal dimensions. It does not provide entry/exit arrows or guarantee profits. Use it as a regime filter alongside your preferred execution strategy. Indicator
Indicator
