Indicator
Indicator
Auto Trendlines & Market Structure - MTFAuto Trendlines & Market Structure - MTF
Auto Trendlines & Market Structure - MTF is a visual analytical indicator that automatically draws support and resistance trendlines through swing pivots and classifies the resulting structure into one of seven states: Uptrend, Downtrend, Expanding, Contracting, Range, HH Trending, or LL Trending. A compact panel in the top-right shows how that classification compares across the current chart timeframe and three higher timeframes.
The goal is to remove the subjectivity of manual trendline drawing while keeping the chart readable: only the two currently relevant lines (one from recent pivot highs, one from recent pivot lows) are drawn as active, while older invalidated lines fade into a dashed historical layer for context.
This is a visual analytical tool intended for chart reading and structure mapping. It does not execute trades and does not provide financial advice.
Key Features
Auto-detected trendlines through the two most recent valid pivot highs (resistance) and pivot lows (support)
Adaptive pivot lookback that scales with ATR-relative volatility, with optional fixed-length mode
Seven-class structure classification rather than a binary up/down trend
Multi-timeframe panel scanning the current TF plus three higher TFs
Validation logic that rejects lines penetrated by older pivots beyond an ATR-based tolerance
Historical line trail (dashed) preserved when an active trendline gets broken or replaced
Two-layer neon line rendering and gradient channel fill scaled by ATR
Core Concept
Most automatic trendline scripts simply connect the two most recent pivots and call it a trendline. This produces noisy output in choppy markets and resists no contradiction from older swings. This indicator adds three layers on top of that base.
1. Pivot Validation. Before a candidate trendline becomes active, it is checked against up to four older pivots in the same direction. If any of them sits more than 0.3 ATR above a resistance line (or below a support line), the candidate is rejected. This filters out lines that look correct on the latest two pivots but conflict with established structure.
2. ATR-Normalized Slope. Slope is stored not in raw price-per-bar units but in ATR-per-bar units. This makes slope comparable across instruments and timeframes: a normalized slope of 0.1 means roughly one-tenth of an ATR per bar regardless of whether the chart is EURUSD on 15m or BTCUSD on 4H. Strength buckets (Weak / Moderate / Strong / Very Strong) are then defined on this normalized scale.
3. Seven-Class Structure Classification. Instead of collapsing everything into "up or down", the indicator combines the slope sign of both lines:
Both up — Uptrend
Both down — Downtrend
Resistance up, support down — Expanding (broadening)
Resistance down, support up — Contracting (converging)
Both flat within threshold — Range
Only support active — LL Trending (one-sided structure)
Only resistance active — HH Trending (one-sided structure)
This classification surfaces structural states that a single trend label cannot describe — particularly Expanding and Contracting, which often precede volatility expansions or breakouts.
Trendline Lifecycle
Each line goes through a defined lifecycle:
Built from the two newest valid pivots in its direction
Projected to the right and rendered with a colored core plus a wider transparent glow
Replaced when a newer pivot pair forms a more recent line — the previous line is then frozen as a dashed historical reference
Invalidated when price closes more than 0.5 ATR beyond the line — at that moment the line stops projecting, freezes at the breakpoint, and a break alert can fire
The historical trail is capped at 80 frozen lines (FIFO) so the chart does not accumulate clutter on long histories.
Multi-Timeframe Panel
A compact panel in the top-right corner displays the current trend classification across the current timeframe and three higher timeframes. The three HTFs are selected automatically from the standard ladder (1m, 5m, 15m, 1H, 4H, 1D, 1W, 1M, 3M, 12M) based on the active chart timeframe — for example, on a 1H chart the panel shows 4H, 1D, 1W.
Each row shows:
Timeframe label
Block-bar strength gauge
Class name (Uptrend / Downtrend / Expanding / Contracting / Range / HH Trending / LL Trending / Building)
Strength tier (Weak / Moderate / Strong / Very Strong)
The panel also shows the current chart's HH and LL line levels and the absolute and percentage channel width when both lines are active. HTF data is pulled with non-repainting parameters so the panel stays consistent on confirmed bars.
Typical Analysis Workflow
A common analytical workflow may include:
Reading the structure class on the chart timeframe to understand the immediate state
Comparing it to the three higher timeframes in the panel to detect alignment or conflict
Watching the channel width as the structure transitions between Expanding, Contracting, and Range
Using line breaks and the dashed historical trail to time potential structure shifts
Combining the structure read with other forms of analysis and risk management
Configuration
Pivot Lookback Mode — Adaptive (default) scales the pivot length with ATR-relative volatility (between 5 and 10 bars on each side). Fixed lets you set a single lookback between 3 and 15 bars.
Show Trend Lines — Toggles the active two-layer neon trendlines.
Show Channel Fill — Fills the area between active lines with a gradient. Only rendered when both lines are active and the structure is Uptrend, Downtrend, or Range (skipped during Expanding and Contracting to avoid visual confusion).
Show MTF Panel — Toggles the multi-timeframe panel.
Show Pivot Markers — Triangle markers at the most recent pivots, capped at 6 to avoid clutter.
Show Trend Status — Large class badge above price.
Show Line Labels — "HH" and "LL" anchor markers at the right end of each active line.
Line Width (Core) — Width of the inner core line. The outer glow is always rendered at core + 7.
Markets and Timeframes
The indicator can be applied across multiple markets and timeframes:
Forex
Stocks and Indices
Commodities
Cryptocurrencies
Because slope is ATR-normalized and pivot lookback is volatility-adaptive, the visual behavior remains consistent across instruments and timeframes without manual re-tuning.
Alerts
Three alert conditions are available:
Trend Class Changed — fires when the structure classification transitions between any of the seven states
Resistance Break — fires when price closes more than 0.5 ATR above the active resistance line
Support Break — fires when price closes more than 0.5 ATR below the active support line
All alerts evaluate on confirmed bars to avoid intra-bar oscillation.
Notes on Repainting
Active trendlines are anchored to confirmed pivot highs and pivot lows, which are themselves only validated after a pivot lookback window has fully passed. Once an active line is drawn its anchor points do not move. The MTF panel uses confirmed higher-timeframe values with a one-bar offset, so its readings stay consistent across historical and realtime bars. Alerts trigger only on confirmed bars.
Important Notes
This indicator is an analytical visualization tool. It does not execute trades and does not provide financial advice. All outputs are informational and should be interpreted within the context of independent market analysis and proper risk management.
Past behavior of any technical indicator does not guarantee future results.
If you find this indicator useful, feel free to add it to your favorites and share your feedback in the comments. Community feedback helps improve future updates. Indicator
Parabolic SAR Smart Filter [MarkitTick]💡 The Parabolic SAR Smart Filter is a sophisticated trend-following tool designed to enhance the traditional Parabolic Stop and Reverse (SAR) indicator with modern algorithmic filters. While the standard SAR is a staple in technical analysis for identifying trend direction and potential reversal points, it is notorious for producing false signals in sideways or low-volatility markets. This script addresses those limitations by integrating multi-timeframe (MTF) alignment, liquidity sweep detection, and volatility-normalized momentum scoring. By combining these advanced concepts, the indicator provides a high-fidelity visual experience through its "3D Neon" rendering engine, while offering a robust backend for automated trading via JSON-ready webhooks.
● ✨ Originality and Utility
The primary utility of this indicator lies in its ability to separate high-probability trend shifts from noise. Standard indicators often operate in a vacuum, ignoring the context of higher timeframes or the underlying liquidity structure of the market. The Smart Filter breaks this mold by introducing three critical layers of verification:
• Multi-Timeframe Trend Gating
The script allows users to select a higher timeframe (HTF) as a trend filter. A signal is only considered valid if the local trend aligns with the HTF direction. This prevents traders from fighting the "big picture" momentum, which is a common pitfall in trend-following strategies.
• Liquidity Sweep Integration
In modern market environments, institutional "stop hunts" or liquidity sweeps often precede genuine moves. This indicator identifies when a SAR flip occurs immediately after a sweep of local highs or lows, providing an additional layer of confidence that the reversal is backed by real capital movement rather than a minor price fluctuation.
• Neon Decay Visualization
Unlike static indicators, the "3D Neon" engine visualizes the "age" of a trend. As a trend matures, the visual intensity of the SAR dots fades. This creates an intuitive psychological cue for the trader, signaling that a trend may be reaching exhaustion or that the risk/reward ratio for new entries is diminishing.
● 🔬 Methodology and Concepts
The script is built upon several interconnected logical modules that process market data in real-time to generate actionable insights.
• SAR Logic and State Machine
The core engine utilizes a standard Parabolic SAR calculation, but it is encapsulated within a custom "Signal Engine" type. This engine tracks not just the current price, but the entry price, risk distance, and direction flips. This state-persistent approach allows for precise calculations of risk-to-reward ratios immediately upon a trend reversal.
• Momentum Score Calculation
The momentum score is a volatility-normalized metric. It is calculated by dividing the absolute distance between the current close and the SAR value by the Average True Range (ATR). This creates a "Sigma" style score that tells the trader how "extended" the price is relative to its average volatility. A high score suggests strong trend momentum, while a low score indicates a stagnant or consolidating market.
• Liquidity Sweep Logic
The sweep detection module looks back over a user-defined window (Sweep Lookback). It checks if the current low (for a bullish flip) is lower than the previous period's low, or if the current high (for a bearish flip) is higher than the previous period's high. If a SAR flip occurs under these conditions, it is flagged as a "Sweep Signal," suggesting that the market has purged liquidity before reversing.
• Early Warning System
To assist with trade management, the script calculates an "Early Warning" threshold. If the price returns to within 10% of the initial entry risk distance from the SAR dot, the script triggers a visual warning. This helps traders anticipate stops or adjust their trailing logic before a full reversal occurs.
● 🎨 Visual Guide
The chart interface is designed for clarity and rapid data interpretation through color theory and geometric shapes.
• The 3D Neon SAR
The SAR is rendered as a three-layered circle: Core, Inner Glow, and Outer Glow.
Neon Blue represents a Bullish trend, while Neon Orange/Amber represents a Bearish trend.
The transparency of these layers increases as the trend persists (Neon Decay), making the visuals "glow" brightly at the start of a move and fade as it ages.
• Neon Candles
The script includes an optional "Neon Candles" mode. This colors the entire candle body and wick to match the current SAR trend direction.
This provides a cohesive visual experience and reduces the cognitive load required to identify the current market bias.
• Specialized Shapes and Labels
Triangle Up/Down: Small yellow triangles appear on the SAR dots when the "Early Warning" system is active, signaling price proximity to the invalidation point.
Label Up/Down: Bright yellow labels appear below (for buys) or above (for sells) a bar when a "Liquidity Sweep" is detected at the moment of a trend flip.
• Dark-Mode Analytics Dashboard
Located in the top-right corner, the dashboard provides a real-time summary.
Trend State: Displays "BULLISH" or "BEARISH" in high-contrast text.
Entry Trigger: The exact price where the most recent SAR flip occurred.
Target (TP) and Invalidation (SL): Dynamic price levels based on the configured Risk/Reward ratio.
Momentum Bar: A visual power bar (█░) that changes color based on the current momentum score (Green for High, Yellow for Medium, Gray for Low).
MTF Context: Displays "ALIGNED" or "DIVERGED" based on the higher timeframe status.
● 📖 How to Use
Effective utilization of the Smart Filter involves combining the visual signals with the dashboard metrics to form a comprehensive trade thesis.
Identify a Trend Flip: Wait for the Parabolic SAR dots to switch from above the price to below (Bullish) or vice versa (Bearish).
Verify MTF Alignment: Check the dashboard or the MTF Context label. High-probability trades occur when the current timeframe trend matches the Higher Timeframe trend.
Check for Liquidity Sweeps: Look for the yellow "Sweep" labels. A flip that occurs after a liquidity sweep is often more reliable as it indicates a "washout" of weak hands.
Assess Momentum: Before entering, ensure the Momentum Power Bar is at least yellow or green. Low momentum (gray) indicates a lack of conviction in the move.
Set Risk Management: Use the TP and SL levels provided in the dashboard. The Stop Loss is always placed at the SAR level, while the Take Profit is projected based on your preferred Risk/Reward ratio.
Monitor Early Warnings: If the yellow triangles appear on the SAR dots, be prepared for a potential exit or trend shift, as price is encroaching on the SAR invalidation zone.
● ⚙️ Inputs and Settings
The indicator is highly customizable to fit various asset classes and trading styles.
• SAR Logic Group
SAR Start/Increment/Maximum: Controls the sensitivity and "acceleration" of the Parabolic SAR. Lower values make the SAR more trailing and slower, while higher values make it more sensitive to price changes.
Risk/Reward Ratio: Determines the distance of the Take Profit level relative to the distance between the entry price and the SAR stop loss.
ATR Length: Adjusts the window for the volatility calculation used in the Momentum Score.
• Visuals — 3D Neon Group
Neon Up/Down Colors: Allows full customization of the base and glow colors.
Neon Decay Duration: Sets how many bars it takes for the SAR dots to reach their maximum transparency. Longer durations keep the "glow" visible for longer trends.
Enable Bar Coloring: Toggles the neon-colored candle bodies.
• MTF Alignment Group
Higher Timeframe: Select the timeframe used for the trend gate (e.g., if trading on the 15m, you might set this to 1H or 4H).
• Liquidity Sweep Group
Sweep Lookback: The number of preceding bars checked to determine if the reversal occurred after a break of a significant high or low.
● 🔍 Deconstruction of the Underlying Scientific and Academic Framework
The Parabolic SAR Smart Filter is grounded in several quantitative and behavioral finance theories.
• Volatility Normalization (ATR Theory)
The integration of the Average True Range (ATR) to calculate momentum scores is based on the principle of volatility normalization. In financial mathematics, price movement is often "noisy." By dividing the price-to-SAR distance by the ATR, we essentially convert price distance into units of standard volatility. This allows for a more objective comparison of trend strength across different assets regardless of their nominal price or historical volatility.
• Market Microstructure and Liquidity Theory
The liquidity sweep detection logic is an application of Market Microstructure theory, specifically the concept of "Informationless Trades." Large institutional participants often require significant liquidity to enter positions, which is frequently found at levels where retail stop-losses are clustered (just below recent lows or above recent highs). Identifying a "sweep" before a trend reversal aligns the indicator with the concept of "Smart Money" accumulation or distribution.
• Fractal Market Hypothesis (MTF Alignment)
The use of multi-timeframe alignment is supported by the Fractal Market Hypothesis (FMH). FMH suggests that financial markets are fractal in nature and that trends on lower timeframes are nested within larger trends on higher timeframes. By requiring alignment between timeframes, the script seeks to capitalize on the "Self-Similarity" of market trends, increasing the probability that the local move is supported by a larger structural shift.
• Decay Functions and Time-Decay Bias
The Neon Decay visualization applies a linear decay function to the trend's age. This is academically related to the concept of "Trend Maturity Bias," where the probability of a trend continuation decreases (and the variance of price increases) as the trend persists over time. Visualizing this decay provides a non-linear representation of risk that standard technical indicators lack.
⚠️ Disclaimer
All provided scripts and indicators are strictly for educational exploration and must not be interpreted as financial advice or a recommendation to execute trades. I expressly disclaim all liability for any financial losses or damages that may result, directly or indirectly, from the reliance on or application of these tools. Market participation carries inherent risk where past performance never guarantees future returns, leaving all investment decisions and due diligence solely at your own discretion. Indicator
Pivot Points [DecodingFlowLab]Pivot Points
A clean and lightweight pivot structure indicator designed to detect significant swing highs and swing lows directly from market structure.
This tool uses a symmetric pivot detection model based on a configurable depth value to identify confirmed turning points in price action.
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How It Works
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• The indicator scans both sides of the candle using the selected “Depth” value.
• A Pivot High is confirmed only when the candle’s high is greater than the highs of surrounding candles.
• A Pivot Low is confirmed only when the candle’s low is lower than the lows of surrounding candles.
• Signals are plotted only after confirmation to reduce market noise and false swings.
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Smart Filtering Logic
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The script includes an internal directional filtering mechanism:
• If a new higher pivot high appears, the previous pivot high is automatically replaced.
• If a new lower pivot low appears, the previous pivot low is replaced as well.
This creates a cleaner market structure view and prevents unnecessary duplicate pivots.
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Features
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✔ Clean visual swing detection
✔ Dynamic replacement of weaker pivots
✔ Adjustable pivot sensitivity using “Depth”
✔ Offset plotting to avoid candle overlap
✔ Lightweight and optimized
✔ Useful for market structure analysis
✔ Can assist with:
• Swing Trading
• Trend Analysis
• Liquidity Mapping
• BOS / CHOCH concepts
• Support & Resistance identification
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Inputs
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• Depth
Controls pivot sensitivity.
Higher values = stronger but fewer pivots.
• plotShift
Moves pivot markers away from candles for better chart visibility.
• Pivot Colors
Custom colors for highs and lows.
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Best Use Cases
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This indicator works especially well for:
• Market Structure traders
• Smart Money Concept (SMC) traders
• Swing traders
• Liquidity-based analysis
• Manual chart markup
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Important Note
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Because pivots require future candle confirmation, signals appear after the structure is confirmed.
This behavior is intentional and helps filter out weak or temporary swings.
Built by DecodingFlowLab.
Disclaimer
This indicator is provided for educational and informational purposes only and should not be considered financial advice, investment advice, or a recommendation to buy or sell any financial instrument.
The indicator does not provide guaranteed entry or exit signals for trading positions. Financial markets involve significant risk, and past performance does not guarantee future results.
Users are solely responsible for their own trading decisions, risk management, and use of this indicator in any market or trading environment.
The publisher, developer, and distributor of this indicator assume no responsibility or liability for any financial losses, damages, or outcomes resulting from the use or misuse of this indicator. Indicator
Black Tie SMCA complete Smart Money Concepts toolset on a single chart. Plots the
building blocks structure-based traders work with: market structure breaks
on two levels, order blocks, equal highs and lows, fair value gaps,
strong and weak extremes, and premium/discount zones.
WHAT IT INCLUDES
Swing Structure
Tracks the larger market shifts. Plots BOS (Break of Structure) when
price continues in the prevailing direction and CHoCH (Change of
Character) when the structural bias flips.
Internal Structure
Tracks short-term shifts within the larger swing structure. Same BOS and
CHoCH logic on a smaller pivot length. Optional confluence filter
requires the breaking candle to have more body than wick on the
breakout side, filtering weak breaks.
Order Blocks
The last opposing candle before a structural break. Plotted as a zone
that price often retests. Available on both swing and internal levels,
with separate counts and color settings for each. Volatility filtered
(ATR or Cumulative Mean Range) to avoid blocks formed on engulfing
candles. Mitigation tracked by close or wick.
Equal Highs and Equal Lows
Pivots that form at similar prices, marking liquidity pools. The
tolerance is expressed in ATR multiples, so the detection scales with
each instrument.
Fair Value Gaps
Three-bar imbalances where price moved without being balanced. Often
acts as future support or resistance. Auto-threshold filters small
gaps based on average bar size. Multi-timeframe support.
Strong and Weak Highs and Lows
The most recent significant high and low, labeled as Strong (the
opposite extreme was swept) or Weak (it held while the opposite was
swept). Useful for identifying which side of the range carries
liquidity.
Premium and Discount Zones
Divides the most recent swing range into Premium (top), Equilibrium
(middle), and Discount (bottom). For timing entries within a
structural range.
HOW TO USE
Use Swing Structure for directional context, Internal Structure for
timing. Order Blocks and Fair Value Gaps mark zones where price often
reacts. Equal Highs and Equal Lows mark where liquidity sits. Premium
and Discount zones tell you whether you are buying or selling at a
favorable location within the range.
This is a visualization toolset, not a signal generator. The chart still
requires interpretation.
SETTINGS
Display Mode controls whether all historical structures stay on chart
(Historical) or only the most recent ones are kept (Present, default).
Every component can be enabled or disabled individually so you only see
what you need on the chart. Indicator
Smart Money Concept: Liquidity Sweep [MarkitTick]💡 The Smart Money Concept: Liquidity Sweep is an advanced technical suite engineered for precision algorithmic trading and comprehensive market analysis.
this unified market intelligence hub tracks major market participant footprints by analyzing liquidity raids, structural shifts, and fair value gaps.
It operates strictly on confirmed data to ensure zero lookahead bias, making it an authoritative tool for quantitative analysts and disciplined traders who demand rigorous data integrity.
This system provides a complete and deterministic view of price action, abstracting complex market mechanics into clear, actionable signals.
Every module within this script has been optimized for minimal execution overhead while maximizing analytical depth.
● ✨ Originality and Utility
Unlike generic structure indicators that simply plot highs and lows, this tool integrates a proprietary Confluence Score Dashboard and a robust Liquidity Sweep Filter.
It does not merely react to price crossing a level; it evaluates the nature of the interaction, distinguishing between genuine market structure shifts and manipulative liquidity sweeps orchestrated by large-cap market participants.
By unifying ten distinct analytical modules into a single, performance-optimized architecture, it provides a complete and cohesive trading ecosystem without cluttering the chart.
These modules range from Order Block mitigation tracking to Session Kill Zones and Premium/Discount mapping, ensuring all aspects of price action are covered.
Furthermore, it is explicitly built for automation, seamlessly generating strictly formatted JSON payloads for direct routing to external execution platforms like PineConnector or 3Commas.
These JSON webhooks dynamically calculate and transmit precise Entry, Take Profit, and Stop Loss parameters strictly utilizing format.mintick string conversions.
● 🔬 Methodology and Concepts
The core engine operates on a multi-dimensional analysis framework, utilizing advanced market mechanics to decode price delivery algorithms:
• Fractal Market Structure
The script mathematically identifies key swing points to establish dynamic structural ranges.
It accurately tracks the active trend and flags both Break of Structure (BOS) and Change of Character (CHoCH) events based on confirmed price closes.
This ensures that the underlying trend logic is grounded in true market conviction rather than momentary volatility.
• Liquidity Engineering
The engine actively monitors previous pivot extremes for sweep conditions.
This ensures that entries are backed by strategic liquidity harvesting from large-volume entities, rather than falling for premature breakouts or retail traps.
• Multi-Timeframe Alignment
The indicator employs a higher-timeframe variance filter to gauge the overarching trend direction.
It utilizes offset data arrays with strict lookahead protection to ensure a strictly non-repainting bias confirmation across multiple chart periods.
• Inefficiency Mapping
The algorithm detects and maintains active Fair Value Gaps (FVG) and structural Inducements (IDM).
It dynamically mitigates and clears these zones from the chart as price action naturally rebalances the market inefficiency, keeping the visual workspace clean.
● 🎨 Visual Guide
The script provides a clean, highly actionable visual hierarchy directly on the chart to minimize cognitive load:
Structure Candles:
Candlesticks are dynamically colored to reflect the current internal state.
They are painted Cyan during confirmed bullish structural trends and Magenta during confirmed bearish trends.
Structural Lines and Labels:
Dashed lines project horizontally from broken swing points.
These lines are explicitly annotated with BOS or CHoCH labels indicating the exact direction and type of structural shift that occurred.
Zone Fills (Boxes):
Support and Resistance Zones: Cyan and Magenta boxes highlight active bullish and bearish Order Blocks (OB). Mitigated blocks dynamically change to a muted gray color to reduce visual noise.
Premium and Discount Zones: When enabled, the active structural range is divided into a Magenta Premium zone, a white Equilibrium line, and a Cyan Discount zone.
FVG Zones: Transparent graphical fills indicate unmitigated Fair Value Gaps waiting for price rebalancing.
Session Kill Zones: Highlighted backgrounds map the Asian (Orange), London (Gold), and New York (Green) active trading windows for temporal confluence.
Inducement Labels:
Yellow IDM tags mark minor pullbacks that have been successfully swept, confirming liquidity capture.
Confluence Dashboard:
A dynamic text label appears precisely at the point of signal generation.
It displays an aggregate score from 0 to 5, color-coded Green for High Confluence, Orange for Medium, or Red for Low.
A detailed hover-tooltip breaks down the active filters contributing to the score.
● 📖 How to Use
To maximize the utility of this robust tool, traders should seek alignment across multiple internal analytical modules:
Establish Context:
Begin by utilizing the Session Kill Zones and Premium/Discount areas to frame the current market environment.
Ideal long setups originate deep within the Cyan Discount zone during active London or New York trading hours.
Identify Liquidity Capture:
Wait patiently for a confirmed liquidity sweep or the breaking of an Inducement (IDM) level.
This validates that major market operators have accumulated positions and trapped counter-trend traders.
Confirm the Shift:
Monitor the chart for a valid BOS or CHoCH signal backed by the Confluence Score Dashboard.
A score of 4 or 5 indicates exceptionally high alignment between HTF bias, liquidity sweeps, market gaps, and session timing.
Execution and Risk:
Upon signal generation, the script automatically plots the optimal entry point.
It also calculates a dynamic ATR-based Stop Loss and a predefined Risk/Reward-based Take Profit.
These exact price coordinates are simultaneously broadcast via the automated JSON alert webhook for seamless execution.
● ⚙️ Inputs and Settings
The suite is highly customizable, divided into logical control groups for rapid configuration:
• Market Structure
Adjust the Swing Length sensitivity to filter out market noise and define the exact target Risk/Reward Ratio for automated signal generation.
• Visuals
Granular control is provided over all interface colors, including specific toggles for dynamic candle coloring and user-configurable zone opacities.
• Toggleable Filter Modules
Ten individual toggles allow users to enable or disable specific algorithmic engines, including:
① Liquidity Sweep Filter
② HTF Bias Filter (with customizable resolution)
③ Premium / Discount Zone
④ Session Kill Zones
⑤ Fair Value Gap Engine
⑥ Inducement Detection
⑦ MSS Body Confirmation (requires full body closes for valid structure breaks)
⑧ ATR-Adaptive SL (with custom length and standard deviation multiplier)
⑨ OB Mitigation Tracker
⑩ Confluence Score Dashboard
● 🔍 Deconstruction of the Underlying Scientific and Academic Framework
The algorithmic foundation of this analytical suite is firmly anchored in Auction Market Theory and variance-adjusted statistical modeling.
At its core, the indicator rejects the standard premise of random walk price action, instead modeling the financial market as a highly efficient, liquidity-seeking mechanism.
By mathematically isolating structural extremes and standardizing pivot lengths, the engine calculates the probability of order flow absorption versus trend continuation.
The script analyzes the temporal decay of market inefficiencies, specifically mapping how quickly Fair Value Gaps are rebalanced by subsequent price delivery.
The inclusion of an ATR-adaptive risk model ensures that stop-loss parameters expand and contract proportionally to current market variance.
This utilizes average true range standard deviations to normalize volatility, preventing premature stop-outs during periods of high structural stress.
Furthermore, the proprietary Confluence Score relies on a multi-variate Boolean matrix.
This matrix synthesizes time-domain variables (Session Zones), spatial distribution metrics (Premium/Discount mapping), and momentum vectors (HTF Bias) into a singular, quantized metric of setup validity.
This deterministic mathematical approach removes subjective bias, relying purely on the physics of price delivery, volume distribution, and order flow imbalance.
⚠️ Disclaimer
All provided scripts and indicators are strictly for educational exploration and must not be interpreted as financial advice or a recommendation to execute trades. I expressly disclaim all liability for any financial losses or damages that may result, directly or indirectly, from the reliance on or application of these tools. Market participation carries inherent risk where past performance never guarantees future returns, leaving all investment decisions and due diligence solely at your own discretion. Indicator
Hull Market Structure [BOSWaves]Hull Market Structure - Hull-Filtered Break of Structure Detection with Integrated Position Planning
Overview
Hull Market Structure is a structure-based trend identification system that detects Break of Structure and Change of Character events through swing pivot analysis filtered by Hull Moving Average trend direction, where signal validity, structural level plotting, and position tool generation are governed by the alignment between confirmed swing breaks and the underlying Hull trend state rather than raw price crossovers or unfiltered pivot reactions.
Instead of relying on unqualified structure breaks that fire regardless of trend context, BOS and CHoCH events are gated by Hull trend direction, ensuring that bullish structural breaks only register during confirmed Hull uptrends and bearish structural breaks only register during confirmed Hull downtrends, eliminating a significant portion of counter-trend noise that plagues standard market structure implementations.
This creates a structure detection framework that combines two independent but complementary layers of evidence: confirmed swing pivot breaks that identify structural shifts in price behavior, and Hull trend direction that filters those breaks for alignment with the dominant momentum state. When both layers agree, the indicator plots the structural event, labels it correctly as either a continuation BOS or a reversal CHoCH, and optionally deploys a full position planning tool with calculated entry, stop loss, and multi-target take profit levels.
Price structure is therefore evaluated not in isolation but in the context of a momentum-validated trend framework, producing signals that reflect genuine structural agreement rather than mechanical pivot crossovers.
Conceptual Framework
Hull Market Structure is founded on the principle that break of structure signals carry meaningful directional information only when they occur in alignment with the prevailing momentum trend, and that the distinction between a trend continuation break and a character-changing reversal break carries significant strategic weight that standard BOS indicators routinely ignore.
Traditional market structure tools plot every swing break regardless of trend context, producing frequent counter-trend signals that require manual filtering. This framework embeds that filtering directly into the detection logic, using the Hull Moving Average as a momentum validation layer that qualifies structural breaks before they are registered, and separately classifying each qualifying break as either a BOS or CHoCH based on the current structural trend state.
Three core principles guide the design:
Structure breaks should only fire when aligned with Hull trend direction, ensuring momentum context validates each structural event before it is presented.
Each structural break should be classified as continuation (BOS) or reversal (CHoCH) based on the prior structural trend state, preserving the critical distinction between trend-following and trend-changing breaks.
CHoCH events should optionally generate a full position planning framework at the point of reversal, translating structural signals directly into actionable trade planning output.
This shifts market structure analysis from mechanical pivot tracking into momentum-qualified structural event detection with integrated trade planning capability.
Theoretical Foundation
The indicator combines Hull Moving Average trend direction measurement, confirmed swing pivot detection, structural trend state tracking, BOS and CHoCH classification logic, and an optional position tool that calculates and plots entry, stop loss, and three take profit levels from each CHoCH event.
The Hull Moving Average provides low-lag trend direction through comparison of current and two-bar-lagged values, producing a responsive momentum filter that avoids the smoothing delay of standard moving averages. Pivot highs and lows are confirmed through a configurable left-right bar requirement applied to swing detection. Structural trend state is maintained independently of Hull direction, tracking the most recent structural break to determine whether the next break represents continuation or character change. The position tool derives risk levels directly from the CHoCH bar's price action, scaling take profit targets as configurable multiples of the measured risk.
Four internal systems operate in tandem:
Hull Trend Engine : Calculates the Hull Moving Average and determines directional state through comparison with its two-bar-lagged value, providing the momentum filter that gates structural break registration.
Swing Pivot Detection : Identifies confirmed swing highs and lows through the configurable pivot length parameter, maintaining current and previous pivot levels with their originating bar indices for structural level plotting.
Structure Break Classification : Tests price for crossovers of previous pivot levels when Hull trend alignment is confirmed, classifying each qualifying break as BOS or CHoCH based on whether it continues or contradicts the prior structural trend state.
Position Tool Engine : On CHoCH events with the position tool enabled, calculates entry, stop loss with percentage buffer, and three R-multiple take profit levels, plotting them with gradient-filled risk and reward zones that extend a configurable number of bars forward.
This design ensures that structural events carry both momentum validation and classification context, and that reversal signals translate directly into structured trade planning output.
How It Works
Hull Market Structure evaluates price through a sequence of structure-aware and momentum-validated processes:
Hull Direction Calculation : The Hull Moving Average is calculated over the configured length and compared with its two-bar-lagged value. A value above its lag registers bullish Hull trend, below registers bearish Hull trend.
Pivot Registration : Confirmed swing highs and lows are registered when sufficient bars to the left and right validate the pivot, storing the current and previous pivot price and bar index for each side independently.
Bull Break Testing : On each bar during a bullish Hull trend, price is tested against the previous confirmed swing high. A close crossing above that level after closing at or below it on the prior bar triggers a bull structural break.
Bear Break Testing : On each bar during a bearish Hull trend, price is tested against the previous confirmed swing low. A close crossing below that level after closing at or above it on the prior bar triggers a bear structural break.
Cooloff Enforcement : A configurable minimum bar distance between consecutive bullish and bearish signals is enforced independently for each direction, preventing signal clustering during volatile structural events.
BOS or CHoCH Classification : Each qualifying break is classified by comparing its direction to the current structural trend state. A bullish break during a bearish or neutral structural trend registers as CHoCH. A bullish break during an existing bullish structural trend registers as BOS. The same logic applies in reverse for bearish breaks.
Structural Level Plotting : A dashed line extends from the origin bar of the breached pivot to the signal bar at the pivot level, with a text label centered along the line displaying either BOS or CHoCH in the appropriate directional color.
Position Tool Deployment : On CHoCH events with the position tool enabled, entry is set to the open of the following bar, stop loss is derived from the signal bar's low or high with a percentage buffer applied, risk is calculated as the entry-to-stop distance, and three take profit levels are plotted at configurable R multiples above or below entry.
Position Zone Visualization : Gradient-filled boxes cover the risk zone between entry and stop loss, and the reward zones between each consecutive take profit level, extending rightward for the configured number of bars with opacity increasing at greater distances from entry.
Candle Coloring : Optional bar coloring applies the bullish or bearish color based on current structural trend state, providing continuous directional context independent of Hull trend or signal generation.
Together, these elements form a momentum-filtered structure detection system that classifies each qualifying event, plots the originating level, and translates reversal breaks into ready-to-use trade planning frameworks.
Interpretation
Hull Market Structure should be interpreted as a momentum-validated structural event system with integrated position planning output:
Hull Band Fill : The filled area between the Hull line and its two-bar-lagged value provides a continuous visual reference for Hull trend state and direction, coloring green during bullish Hull trend and red during bearish Hull trend.
BOS Label : Appears on a structural break that occurs in the same direction as the existing structural trend, confirming trend continuation through a new swing level breach with Hull momentum aligned.
CHoCH Label : Appears on a structural break that contradicts the existing structural trend, signaling a potential trend reversal where price has breached a swing level in the opposing direction with Hull momentum confirming.
Structural Level Lines : Dashed lines extending from the breached pivot's origin bar to the signal bar mark the exact level at which the structural event occurred, providing historical reference for the significance of each break.
Position Entry Line : Solid horizontal line at the open price of the bar following a CHoCH, representing the suggested trade entry level for the structural reversal setup.
Stop Loss Line : Dotted line below entry for long positions and above entry for short positions, calculated from the CHoCH bar's extreme with a configurable percentage buffer applied for risk breathing room.
TP1 / TP2 / TP3 Lines : Dotted take profit lines at configurable R multiples from entry, providing a three-stage exit framework scaled to the measured risk of each individual setup.
Risk and Reward Zones : Gradient-filled boxes between entry and stop loss and between consecutive take profit levels provide immediate visual risk-to-reward assessment without manual calculation.
Colored Candles : Optional bar coloring reflects current structural trend state, with bullish color applied after a bullish structural break and bearish color applied after a bearish structural break until the opposing direction breaks.
Hull trend alignment, structural classification, and position tool levels collectively provide more information than any element in isolation.
Signal Logic & Visual Cues
Hull Market Structure presents two structural signal types with distinct strategic implications:
BOS (Break of Structure) : Labeled in the trend direction color when a swing level is breached in alignment with the existing structural trend. Represents continuation of the established structural sequence and does not trigger position tool deployment.
CHoCH (Change of Character) : Labeled in the trend direction color when a swing level is breached against the existing structural trend. Represents a potential structural reversal and triggers position tool deployment when the feature is enabled.
Both signal types require Hull trend alignment to fire, ensuring that structural events are always evaluated in their momentum context. The cooloff parameter prevents successive signals of the same type from clustering within a defined bar window.
Alert generation covers bullish and bearish BOS events and bullish and bearish CHoCH events independently for systematic structural monitoring and notification workflows.
Strategy Integration
Hull Market Structure fits within momentum-validated market structure and systematic trade planning approaches:
CHoCH Reversal Entries : Use CHoCH signals as primary entry triggers where structural trend has reversed with Hull momentum confirming, deploying the position tool output as a complete trade framework from entry through to final target.
BOS Continuation Entries : Use BOS signals as confirmation of trend continuation within an established structural direction, timing pullback entries or adding to existing positions when structure is reinforcing rather than reversing.
Hull Alignment Filtering : Treat signals that occur when Hull trend has only recently flipped with greater caution than signals where Hull has been trending in the signal direction for multiple bars, as recent Hull flips carry less momentum confirmation than sustained directional readings.
R-Multiple Position Management : Use the three take profit levels from the position tool as a staged exit framework, scaling out of positions progressively rather than targeting a single fixed level, allowing partial profit capture while maintaining exposure to larger structural moves.
Stop Buffer Calibration : Adjust the SL Buffer percentage to accommodate the instrument's typical spread and volatility at structural levels, ensuring stops are positioned with sufficient room to avoid premature invalidation on normal retest activity.
Multi-Timeframe Structure Hierarchy : Apply higher-timeframe CHoCH events as directional bias anchors, using lower-timeframe BOS signals to time continuation entries within the broader structural context established by the higher-timeframe reversal.
Technical Implementation Details
Core Engine : Hull Moving Average with two-bar lag comparison for responsive directional trend state
Swing Detection : Configurable pivot high and low confirmation with left-right bar symmetry requirement
Structure Logic : Hull-gated swing break detection with independent bull and bear cooloff enforcement
Classification System : Structural trend state tracking for BOS versus CHoCH labeling on each qualifying break
Position Tool : CHoCH-triggered entry, buffered stop loss, and three R-multiple take profit level calculation
Visualization : Dashed structural level lines, gradient-filled risk and reward zones, dotted take profit lines, and BOS or CHoCH labels
Candle Coloring : Structural trend state-driven bar color independent of Hull trend state
Performance Profile : Optimized for real-time execution with configurable position count management removing oldest position tools when the maximum is exceeded
Optimal Application Parameters
Timeframe Guidance:
1 - 5 min : Intraday structure detection for scalping with shorter Hull length and tighter swing settings for fast structural response
15 - 60 min : Session-level BOS and CHoCH identification with balanced Hull length and swing sensitivity
4H - Daily : Swing-level structural trend mapping with longer Hull periods for sustained momentum validation
Suggested Baseline Configuration:
Hull Length : 50
Swing Length : 5
Signal Cooloff : 10
SL Buffer % : 0.1
Show Position Tool : Enabled
Max Positions Visible : 2
TP1 (R) : 1.0
TP2 (R) : 2.0
TP3 (R) : 3.0
Color Candles : Enabled
These suggested parameters should be used as a baseline; their effectiveness depends on the instrument's structural characteristics, volatility profile, and preferred signal frequency, so fine-tuning is expected for optimal performance.
Parameter Calibration Notes
Use the following adjustments to refine behavior without altering the core logic:
Too many signals firing : Increase Signal Cooloff to enforce greater bar separation between consecutive structural events, or increase Swing Length to demand more structurally significant pivot confirmations.
Signals too infrequent : Decrease Swing Length toward 2 for faster pivot confirmation, or reduce Signal Cooloff to allow signals to fire closer together during active structural periods.
Hull trend too reactive : Increase Hull Length to smooth the momentum filter and reduce sensitivity to short-term price fluctuations that cause rapid Hull direction changes.
Hull trend too slow : Decrease Hull Length toward 20 for a more responsive momentum filter that captures structural shifts earlier relative to price movement.
Stop loss too tight : Increase SL Buffer percentage to add more breathing room beyond the signal bar extreme, reducing the likelihood of premature stop-outs on retest activity at structural levels.
Position tools cluttering the chart : Reduce Max Positions Visible to limit the number of active position frameworks displayed, or decrease Position Extend to shorten how far levels project to the right.
Take profit levels too close or far : Adjust TP1, TP2, and TP3 R multiples to match the instrument's typical range extension following structural breaks, calibrating the exit framework to realistic reward expectations for the target market.
Adjustments should be incremental and evaluated across multiple session types rather than isolated market conditions.
Performance Characteristics
High Effectiveness:
Trending markets where Hull direction persists across multiple sessions and structural breaks consistently follow the momentum direction, producing high-quality BOS and CHoCH alignments
Instruments with clean swing structure where pivot highs and lows form at clearly defined levels, reducing ambiguity in structural break identification
Reversal trading approaches where CHoCH detection with position tool output provides a systematic framework for entering structural trend changes with defined risk parameters
Multi-timeframe workflows where higher-timeframe CHoCH signals establish directional bias and lower-timeframe BOS signals provide continuation timing precision
Reduced Effectiveness:
Choppy, range-bound markets where Hull trend direction changes frequently and structural breaks fire in alternating directions without establishing sustained structural sequences
Low-volatility consolidation environments where swing pivots form in tight clusters, producing overlapping structural levels and ambiguous BOS or CHoCH classifications
Highly news-driven instruments where impulsive moves create structural breaks that immediately reverse before the position tool levels are reached
Markets with irregular spread or thin liquidity where pivot confirmation mechanics lag significantly behind the price events that created the structural swing
Instruments where the relationship between Hull trend and structural breaks is inconsistent, requiring additional confluence tools to validate signal quality before deployment
Integration Guidelines
Confluence : Combine with BOSWaves volume tools, order flow analysis, or adaptive band indicators for structural signal validation across multiple analytical dimensions
Hull Trend Respect : Treat CHoCH signals occurring when Hull has only recently reversed direction with reduced confidence relative to signals where Hull has sustained the new direction across multiple bars
Classification Awareness : Distinguish between BOS and CHoCH in strategy application; BOS signals support continuation approaches while CHoCH signals support reversal entries, and mixing the two without adaptation reduces strategic clarity
Position Tool Discipline : Use the position tool output as a complete trade framework rather than selectively taking only entry or stop information, as the R-multiple target structure is calibrated to the specific risk measured from each individual CHoCH event
State Discipline : Maintain directional bias aligned with current structural trend state until a CHoCH in the opposing direction is confirmed. Isolated price excursions against the structural trend that do not breach the relevant swing level do not constitute structural changes.
Disclaimer
Hull Market Structure is a professional-grade market structure and trade planning tool. It uses Hull-filtered break of structure detection with swing pivot classification and integrated position sizing but does not predict future price movements. Results depend on market conditions, instrument structural characteristics, parameter selection, and disciplined execution. BOSWaves recommends deploying this indicator within a broader analytical framework that incorporates volume context, order flow analysis, and comprehensive risk management. Indicator
Bias Engine ICT ConceptBias Engine - ICT Concept
Bias Engine is a market context tool built around ICT (Inner Circle
Trader) methodology. It reads directional bias, identifies draw
targets, and tracks key liquidity levels across multiple timeframes all displayed in a single compact panel.
Most ICT traders manage 4 to 6 separate tools to get the same
picture. This indicator consolidates that context into one place.
WEEKLY AND DAILY LEVELS
Tracks the previous week high/low (PWH/PWL) and previous day
high/low (PDH/PDL) with real-time status for each level:
Active: level is intact, not yet tested
Sweep: price ran through and closed back inside
Delivering: price broke and is moving toward the next FVG
Liq Grab: price broke without a draw target on the other side
Levels update automatically at the start of each new week and day.
The weekly range box and equilibrium midpoint (EQ) are drawn on
the chart for quick visual reference.
FVG AND VOLUME IMBALANCE DETECTION
Detects four zone types on the chart:
BISI (Bullish FVG): three-candle gap, price leaving upward
SIBI (Bearish FVG): three-candle gap, price leaving downward
VI+ (Volume Imbalance, bullish)
VI- (Volume Imbalance, bearish)
All zones track mitigation in real time. When price fills a zone,
it converts to an IFVG (Inverse FVG) reference. Zone lookback
scales automatically by timeframe or can be set manually.
MULTI-TIMEFRAME STRUCTURE
Scans four timeframes simultaneously (4H / 1H / 30M / 15M) for:
BOS (Break of Structure)
CHoCH (Change of Character)
MSS (Market Structure Shift)
MSS + IFVG confluence
Each timeframe votes toward the overall bias direction. The
confluence count (e.g. 3/4 or 4/4 in agreement) feeds directly
into the confidence score shown in the panel.
BIAS ENGINE
The core engine evaluates directional bias using FVG-to-FVG path
logic. It identifies which zone price is drawing from and which
zone it is likely delivering toward next.
DELIVERY
Direction: Buyside Delivery or Sellside Delivery
Confidence: High / Medium / Low
Drawing To: the most likely next price target
Structure: MSS / CHoCH / BOS with MTF alignment
CONFLUENCE
MTF agreement across 4H / 1H / 30M / 15M (checkmarks)
Reason: plain-language explanation of the bias logic
Fill First: nearest opposing zone to rebalance before target
Next Target: closest zone in the direction of bias
POSITION
Whether price is in Discount or Premium relative to weekly EQ
Real-time FVG context if price is currently inside a zone
SESSION
Active killzone and countdown, or next session and time until open
PANEL MODES
Pro Mode: full output including delivery, confluence, structure,
draw targets, and position context.
Beginner Mode: simplified view showing session countdown, key
levels (Week High/Low, Day High/Low), and plain-language position
labels. The bias engine still runs in the background.
HOW TO USE
Recommended timeframes: 15M or 1H for intraday execution context.
Step 1 - Check DELIVERY. This is the current bias direction and how confident the engine is in that read.
Step 2 - Check DRAWING TO. This is the most probable target price is moving toward. It prioritizes zones beyond the weekly range over intra-range targets.
Step 3 - Check STRUCTURE. Confirms whether a valid MSS or BOS supports the bias. MSS + IFVG is the highest confluence signal.
Step 4 - Check POSITION. Confirms whether price is at a logical area to enter relative to the weekly equilibrium.
A valid read requires alignment across all four steps.
This indicator does not generate buy or sell signals. It provides
market context for traders to form their own analysis.
SETTINGS
Display
Panel Mode: Pro / Beginner
Panel Position: 6 options
Chart Theme: Dark / Light
Panel Size: Tiny / Small / Normal
Timezone: Auto DST / Manual UTC-4 / Manual UTC-5
Levels
Show Weekly Range (PWH/PWL) with previous week option
Show Daily Range (PDH/PDL)
Show FVG / VI Boxes
Show Unmitigated Zones
Show Mitigated Zones (IFVG)
Zone Lookback: Auto (scales by timeframe) or Manual (30-2000)
Colors
BISI, SIBI, VI+, VI- colors: fully customizable
NOTES
Bias Engine is open source under CC BY-NC-SA 4.0 and is intended for educational purposes only. Nothing in this script constitutes financial advice or a recommendation to buy or sell any instrument.
The indicator works on any instrument available on PulseWire and is primarily optimized for forex majors, gold (XAUUSD), and major indices.
Zone lookback is anchored to bar index rather than timestamps, which means the indicator behaves correctly in PulseWire replay mode regardless of which historical period you replay to.
Despite scanning four timeframes for market structure, the script uses only one request.security() call for the weekly ATR. All other multi-timeframe logic runs within the same security context, keeping the indicator lightweight relative to its feature set. Indicator
Indicator
Black Tie Framework LiteA foundational toolset for structured trading. Plots the four building blocks every price-action trader works with: market structure breaks, key liquidity levels, session opens, and a simple trend table.
WHAT IT INCLUDES
Market Structure (LTF)
Detects swing pivots and prints BOS lines on trend continuations and MSS / ChoCH lines on structure shifts. The first break after a structure shift is labeled MSS; subsequent breaks in the same direction are labeled BOS.
Key HTF Liquidity Levels
Plots previous Day, Week, and Month High and Low. These are the levels stop orders cluster around and where institutional flow targets liquidity.
Session Opens
Plots Tokyo, London, and New York opening prices. Two visibility modes: Session Handoff (one active reference at a time) or Permanent (all three visible for 24 hours).
Trend Table
Displays the current LTF market state based on the most recent BOS/MSS event.
HOW TO USE
Use the trend table for directional context. Use the LTF structure breaks for timing. Use the HTF levels and session opens as targets and reference points for stop placement.
This is intentionally a focused toolset, not a signal generator. The chart still requires interpretation.
SETTINGS
Swing Length controls how strict the structure detection is (default 5 = balanced).
Liquidity, session, and label colors and styles are fully customizable.
The pill label system merges nearby levels to keep the chart clean on instruments where multiple HTF levels stack.
NOT INCLUDED IN THIS VERSION
The full Black Tie Framework adds HTF market structure with sweep deletion, Equal Highs / Equal Lows liquidity detection, sweep markers, Asian Range, Volume Profile, displacement detection with HTF/LTF alignment filtering, automated trade boxes with SL/TP targeting, a backtested performance panel, and AlertaTron-compatible automation alerts. Indicator
Breaker Confluence Engine [Nick789]Breaker Confluence Engine
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OVERVIEW
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Breaker Confluence Engine is built to map out breaker-style zones, Fair Value Gaps, and key confluence areas without making the chart look like a Christmas tree.
The idea is simple:
Use a higher source timeframe to find the important breaker and FVG structure, then project those zones onto the chart you are actually trading from.
So instead of constantly switching timeframes, you can sit on your lower timeframe and still see where the bigger structure is sitting.
This tool is not about throwing random buy and sell labels everywhere. It is designed to help you see where price has shifted, where imbalance is sitting, and where price may react if it comes back for a retest.
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WHAT IT DOES
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1. Breaker Zone Detection
The script detects bullish and bearish breaker-style zones using pivot-based swing structure.
These zones help show areas where price has broken through previous structure and may later come back to test that area.
- Bullish breaker zones can act as support
- Bearish breaker zones can act as resistance
- Zones extend forward until tested, filled, or invalidated
- Overlap prevention helps avoid stacking too many similar zones
- Zone limits help keep the chart clean
2. Fair Value Gap Mapping
The script can detect 3-candle Fair Value Gaps from the selected source timeframe and project them onto the current chart.
There is also an optional current-timeframe FVG layer for traders who want more lower-timeframe detail.
Use the source FVGs for the cleaner main view.
Turn on current-timeframe FVGs when you want to dig deeper or review price action.
3. Breaker + FVG Confluence
This is where the tool starts to get interesting.
When a breaker zone lines up with a source-timeframe FVG, the zone is highlighted as a stronger confluence area.
Not every breaker matters.
Not every FVG matters.
But when structure shift and imbalance show up together, that area is worth paying attention to.
4. Zone Rating System
Each zone can be rated using a mix of confluence factors:
- Displacement
- Relative volume
- Directional delta proxy
- Sweep context
- FVG alignment
The rating scale is:
Weak → Interest → Momentum → Absorption → Institutional
This gives you a quick way to separate basic zones from the ones that actually have a bit more story behind them.
Weak zones can stay simple by default, or you can turn on full weak rating details if you want to study everything.
5. Tested and Mitigated Tracking
The script tracks whether a zone is fresh, tested, or already used up.
- Fresh zones show areas price has not returned to yet
- Tested zones show areas price has touched
- Filled or invalidated zones can be hidden automatically
- Or you can fade them for review and back testing
This helps you avoid treating an old used-up zone like it is still fresh.
6. Potential Breaker Zones
The optional Potential Breaker layer gives an early heads-up when price is approaching a prior swing level before a confirmed breaker forms.
It uses an ATR-based proximity threshold.
Think of it as:
“Price is getting close. Something may be building here.”
Potential zones are removed once the breaker confirms or the level gets invalidated.
7. Source Timeframe & Session Control
Choose the source timeframe you want the main logic to come from.
Examples:
- 5m / 15m / 30m for scalping
- 1H / 4H for intraday structure
- 4H / Daily for bigger context
There is also an optional New York session filter for traders who want to focus only on a specific liquidity window.
8. Alerts
The script includes alerts for:
- Bullish breaker events
- Bearish breaker events
- Source-timeframe FVGs
- Current-timeframe FVGs
- Potential breaker events
- Mitigation and fill events
- Master alert for combining events into one cleaner message
The master alert is useful if you do not want a massive alert list or you are setting up webhook-style workflows.
9. Status Table
A small table on the chart shows the main tool status at a glance:
- Source timeframe
- Current chart timeframe
- Session filter
- Source FVG status
- Current-timeframe FVG status
- Potential Breaker status
- Rating status
Simple, clean, and easy to check.
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HOW TO USE IT
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1. Pick Your Source Timeframe
Choose the timeframe you want the important structure to come from.
For example, you might trade on the 1m or 5m chart, but use 15m or 1H as the source timeframe.
That lets you trade lower-timeframe entries while still respecting the bigger zones.
2. Watch the Breaker Zones
Breaker zones show where price has shifted through prior structure.
If price comes back to that area, it may react, reject, continue, or fail. The zone gives you a place to focus, not a guaranteed trade.
3. Look for Confluence
The best zones usually have more than one thing going for them.
A breaker by itself is okay.
A breaker with FVG alignment, displacement, sweep context, volume, and delta support is much more interesting.
That is the whole point of the tool.
4. Pay Attention to Tested Status
Fresh zones are usually cleaner.
Once price has already tapped, filled, or invalidated a zone, it may not carry the same weight anymore.
The tested and mitigated tracking helps keep that clear.
5. Keep the Chart Clean
For live trading, less is usually better.
A clean setup could be:
- Source FVGs: On
- Current-timeframe FVGs: Optional
- Hide Mitigated: On
- Prevent Overlap: On
- Potential Breakers: Off
- Weak Ratings: Off
For review and back testing, turn more layers on and study how price reacts.
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BEST USE CASE
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This tool is best used as a structure and confluence map.
It helps answer questions like:
- Where is the higher-timeframe breaker?
- Is there an FVG sitting with it?
- Has the zone already been tested?
- Did price sweep before forming the zone?
- Is the move away strong or weak?
- Is this area actually worth watching?
It is not meant to replace your own trading plan.
It is meant to make the important areas easier to see.
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IMPORTANT NOTES
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- Source-timeframe logic confirms after the source candle closes
- The tool uses lookahead-off source timeframe logic
- Current-timeframe FVGs are optional and can add more visual load
- Zone ratings are guides, not guarantees
- Best used on liquid markets with clean price action
- Keep your chart clean if you are using it live
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DISCLAIMER
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This indicator is for educational and informational use only.
It does not provide financial advice, guaranteed signals, or automatic trade decisions.
Trading involves risk. Always use your own analysis, confirmation, risk management, and testing before making any trading decision. Indicator
Volumetric Trend Structure [BOSWaves]Volumetric Trend Structure - Pivot-Averaged Drift Detection with Volume-Normalized Band Visualization
Overview
Volumetric Trend Structure is a pivot-anchored trend identification system that constructs dynamic drift lines from the rolling average of confirmed swing highs and lows, where trend direction, band positioning, and volume histogram behavior are driven by structural pivot accumulation and statistically normalized volume measurement rather than fixed moving average thresholds or arbitrary volatility multiples.
Instead of relying on lagged moving average crossovers or static band calculations, trend state and directional reference levels are determined through confirmed pivot detection, multi-pivot averaging for drift line construction, and standard deviation-normalized volume scoring that adapts bar-by-bar to reflect genuine volume significance relative to recent history.
This creates a trend framework grounded in actual price structure rather than smoothed price derivatives. Drift lines move only when new confirmed pivots shift the structural average, trend state responds to price crossing structurally-derived boundaries, and the volume histogram mounted directly on the active band provides a continuously updating picture of volume participation intensity and directional character at the exact level that defines the current trend.
Price is therefore evaluated against drift boundaries that represent real swing structure rather than indicator-generated levels disconnected from market geometry.
Conceptual Framework
Volumetric Trend Structure is founded on the principle that robust trend boundaries should be derived from confirmed price structure pivots and their rolling averages, not from smoothed price series that shift continuously regardless of whether meaningful structural events have occurred.
Traditional trend-following methods anchor bands and trend references to exponential or simple moving averages that update on every bar and carry no structural significance in isolation. This framework replaces continuous-update logic with pivot-event-driven drift construction, where the upper and lower drift lines only shift when a new confirmed swing high or low is recorded, ensuring the boundaries reflect actual market structure rather than arithmetic price smoothing.
Three core principles guide the design:
Trend boundaries should emerge from confirmed pivot structure and their averages, providing structurally meaningful levels rather than arbitrary smoothed references.
Volume should be measured relative to its own statistical distribution, normalizing significance across instruments and timeframes rather than using raw absolute values.
Volume visualization should be anchored to the active structural boundary, directly connecting participation data to the trend level that defines current directional state.
This shifts trend analysis from continuous moving average mechanics into event-driven structural drift tracking with volume participation mapped directly onto the defining boundary.
Theoretical Foundation
The indicator combines confirmed pivot high and low detection, rolling pivot array averaging for drift line construction, standard deviation-normalized volume measurement, and directional volume gradient coloring across three configurable display modes.
Pivot highs and lows are confirmed using a configurable left-right bar requirement, ensuring only structurally validated swing points contribute to drift calculation. A rolling array of recent pivots feeds the upper and lower drift lines, with the average shifting only as new pivots register. Volume normalization divides raw volume by its rolling standard deviation, producing a dimensionless score that objectively ranks each bar's participation relative to recent history. Volume histogram bars are then plotted directly on the active drift band, scaled by the normalized score and oriented in the trend direction.
Four internal systems operate in tandem:
Pivot Detection and Array Management : Identifies confirmed swing highs and lows through the configurable pivot length parameter, maintaining rolling arrays of the most recent qualifying pivots for both upper and lower drift calculations.
Drift Line Construction : Averages the contents of each rolling pivot array to produce upper and lower drift lines that update only when new confirmed pivots register, anchoring the trend framework to real structural events.
Trend State Logic : Monitors price crossovers and crossunders of the upper and lower drift lines respectively, flipping trend state and reassigning the active band between the upper and lower drift lines based on current direction.
Volume Normalization and Histogram Engine : Calculates a standard deviation-based volume score, scales it to the chart's price range, and plots histogram bars on the active drift band with configurable directional coloring and spike detection.
This design allows trend structure to reflect genuine pivot-based market geometry while volume participation is measured and visualized with statistical objectivity.
How It Works
Volumetric Trend Structure evaluates price through a sequence of structure-aware processes:
Pivot Confirmation : Swing highs and lows are confirmed when the specified number of bars to the left and right all print lower highs or higher lows respectively, validating structural significance before the pivot is registered.
Array Update and Drift Recalculation : Each newly confirmed pivot is appended to its respective rolling array and the oldest entry removed if the array exceeds the configured pivot count, triggering immediate recalculation of the corresponding drift line average.
Trend Crossover Evaluation : On each bar, price is tested against both drift lines. A crossover above the upper drift establishes bullish state, and a crossunder below the lower drift establishes bearish state, with the previously opposing drift line becoming the new active band.
Active Band Assignment : In a bullish trend, the lower drift line serves as the active structural band providing support reference. In a bearish trend, the upper drift line serves as the active structural band providing resistance reference.
Volume Normalization : Each bar's raw volume is divided by its 200-bar rolling standard deviation, producing a normalized score capped at four standard deviations that objectively quantifies participation intensity.
Histogram Scaling : The normalized volume score is multiplied by a range-derived step size based on the 200-bar average bar range, producing price-unit histogram heights that scale appropriately to the chart without manual adjustment.
Volume Color Assignment : Depending on the selected color mode, histogram bars are colored by buy/sell pressure gradient derived from close position within the bar range (Delta), uniform trend direction (Trend), or trend direction with statistical spike highlighting (Trend + Spikes).
Spike Detection : Bars reaching four standard deviations of volume receive spike classification, triggering directional spike markers and overriding base color in applicable color modes.
Signal and Visual Output : Trend state transitions generate buy and sell triangle labels. Candles are colored with a volume-intensity gradient that brightens with participation strength. A trend fill extends between the active band and price for directional context.
Together, these elements form a continuously updating structural trend map where pivot geometry defines the boundaries and volume participation is measured and displayed with statistical precision directly on those boundaries.
Interpretation
Volumetric Trend Structure should be interpreted as a pivot-derived structural trend system with volume participation mapped onto the active directional boundary:
Bullish Trend State (Green) : Established when price closes above the upper drift line, with the lower drift line becoming the active support band and volume histogram projecting upward from it.
Bearish Trend State (Magenta) : Established when price closes below the lower drift line, with the upper drift line becoming the active resistance band and volume histogram projecting downward from it.
Drift Lines : Upper and lower structural boundaries derived from rolling averages of recent confirmed pivot highs and lows. These lines only shift when new confirmed pivots register, ensuring structural relevance.
Active Band : The drift line currently serving as the primary structural reference. The lower drift in a bullish trend and the upper drift in a bearish trend are displayed with a solid colored line and serve as the histogram anchor.
Trend Fill : Gradient fill between the active band and price provides a continuous visual representation of the distance and directional relationship between current price and the structural boundary.
Volume Histogram : Normalized volume bars extending from the active drift band reflect statistically scaled participation intensity on each bar, oriented upward in a bull trend and downward in a bear trend.
Delta Color Mode : Histogram bars colored by close-position gradient within the bar range, revealing whether volume on each bar was associated with buying or selling pressure regardless of trend direction.
Trend Color Mode : Uniform histogram coloring by current trend direction, providing a clean structural participation view without directional bar-level interpretation.
Trend + Spikes Mode : Trend-colored histogram with statistical spike bars highlighted in a distinct color, identifying exceptional participation events against the structural background.
◆ Spike Markers : Diamond labels plotted at bar highs in a bull trend and lows in a bear trend on statistically exceptional volume bars, marking participation outliers for immediate identification.
▲ / ▼ Trend Signals : Triangle labels at trend state transitions mark the crossover bar where the structural drift boundary was breached, providing clear visual anchoring of each directional change.
Colored Candles : Optional bar coloring reflects trend direction with intensity graduating from muted at low volume to fully saturated at peak participation, providing an immediate conviction reading. Note: The original chart candles must be disabled in chart settings for the trend-colored candles to display properly.
Drift line positioning, active band proximity, and volume histogram behavior at the structural boundary collectively provide more information than any element in isolation.
Signal Logic & Visual Cues
Volumetric Trend Structure presents two primary structural interaction signals alongside continuous volume participation monitoring:
Buy Signal (▲) : Green triangle appears when price closes above the upper drift line, marking the structural crossover that establishes bullish trend state and reassigns the lower drift as the active support band.
Sell Signal (▼) : Red triangle appears when price closes below the lower drift line, marking the structural crossunder that establishes bearish trend state and reassigns the upper drift as the active resistance band.
Volume spike detection provides continuous secondary context, with statistical outlier bars marked regardless of trend state to identify exceptional participation events that may precede structural developments.
Alert generation covers bullish and bearish trend state transitions for systematic structural monitoring workflows.
Strategy Integration
Volumetric Trend Structure fits within structural trend-following and volume-informed directional approaches:
Structure-Confirmed Entries : Use drift line crossovers as trend initiation points where price has demonstrated sufficient strength to breach a structurally-derived boundary, rather than reacting to moving average crossovers with no pivot significance.
Active Band Pullback Framework : Use the active drift band as a pullback reference within established trends, monitoring volume histogram behavior at the band for participation evidence supporting continuation.
Volume Spike Context : Treat spike events occurring near the active drift band as elevated-significance participation readings. Spikes confirming the trend direction at the band suggest strong structural support or resistance.
Delta Mode Flow Analysis : In Delta color mode, monitor the directional gradient of histogram bars at the active band to assess whether volume at the structural boundary is predominantly buying or selling pressure.
Pivot Count Sensitivity Adjustment : Reduce the Pivots to Average count for instruments requiring faster structural adaptation. Increase for markets where drift stability across more pivots better reflects the dominant trend.
Multi-Timeframe Structural Alignment : Apply higher-timeframe drift line positions as directional context, confirming that lower-timeframe entries align with the broader structural trend defined by multi-pivot averaging.
Technical Implementation Details
Core Engine : Confirmed pivot high and low detection with configurable left-right bar requirement
Drift Construction : Rolling array averaging of recent confirmed pivots with configurable array depth
Trend Logic : Drift line crossover and crossunder state switching with active band reassignment
Volume Normalization : Standard deviation-based scoring over 200-bar rolling window with four standard deviation cap
Histogram Scaling : Range-derived step sizing using 200-bar average bar range for chart-adaptive bar heights
Color Engine : Three-mode volume coloring with gradient delta, uniform trend, and trend with spike override
Visualization : Band-anchored volume histogram, trend fill gradient, volume-intensity candle coloring, and signal labels
Performance Profile : Optimized for real-time execution with max_bars_back configuration supporting deep historical pivot detection
Optimal Application Parameters
Timeframe Guidance:
1 - 5 min : Intraday structural drift tracking with tighter pivot lengths for faster structural response
15 - 60 min : Session-level trend structure identification with balanced pivot and averaging settings
4H - Daily : Swing-level structural trend mapping with higher pivot counts for stable, well-defined drift lines
Suggested Baseline Configuration:
Pivot Length : 3
Pivots to Average : 4
Volume Size : 1.0
Volume Histogram : Enabled
Volume Color Mode : Trend + Spikes
Color Candles : Enabled (requires disabling original chart candles in chart settings)
Trend Fill : Enabled
These suggested parameters should be used as a baseline; their effectiveness depends on the instrument's structural characteristics, pivot frequency, and preferred trend sensitivity, so fine-tuning is expected for optimal performance.
Parameter Calibration Notes
Use the following adjustments to refine behavior without altering the core logic:
Too many trend flips : Increase Pivot Length to demand more structurally significant swing confirmations, reducing sensitivity to minor price swings that generate short-lived drift line crossovers.
Trend too slow to respond : Decrease Pivot Length toward 1 for faster pivot confirmation, or reduce Pivots to Average so fewer historical pivots influence the drift line position.
Drift lines too reactive : Increase Pivots to Average to smooth the drift calculation across more structural events, producing more stable trend boundaries that require more significant pivot shifts to move.
Drift lines too stable : Decrease Pivots to Average toward 2 for a more responsive drift that closely tracks the most recent structural swings rather than the broader pivot average.
Volume bars too large or too small : Adjust Volume Size to scale histogram height relative to the default range-derived step, adapting visibility to the instrument's typical price range and volatility.
Spike highlights too frequent : The spike threshold is fixed at four standard deviations and is not user-configurable. Select Trend color mode if spike highlighting creates excessive visual noise on a particular instrument.
Delta coloring unclear : Review whether close positioning within the bar range reliably reflects directional pressure on the target instrument before relying on Delta mode for flow analysis.
Adjustments should be incremental and evaluated across multiple session types rather than isolated market conditions.
Performance Characteristics
High Effectiveness:
Trending markets with clear swing structure where pivot highs and lows produce well-separated drift lines that provide unambiguous structural boundaries
Instruments with consistent volume patterns where standard deviation normalization accurately identifies statistically significant participation events
Structural pullback strategies monitoring price returns to the active drift band with volume confirmation
Markets where volume participation at swing pivots reliably reflects institutional activity and structural conviction
Reduced Effectiveness:
Choppy, trendless markets where frequent pivot formation causes rapid drift line convergence and repeated trend state flips without directional follow-through
Low-liquidity instruments where volume distribution is erratic and standard deviation normalization produces unreliable spike classifications
Markets with irregular pivot structure where swing confirmation requirements cause significant lag in structural boundary updates during fast-moving directional moves
Extremely compressed consolidation environments where upper and lower drift lines converge closely, reducing the structural differentiation required for reliable trend state assignment
News-driven or gap-heavy instruments where pivot confirmation mechanics miss the structural significance of impulsive moves that do not form clean swing geometry
Integration Guidelines
Confluence : Combine with BOSWaves momentum tools, order flow analysis, or exhaustion level mapping for structural and conviction-layer confluence
Active Band Respect : Monitor volume histogram behavior at the active drift band on each approach. Sustained low-volume retests suggest structural support, while high-volume penetration attempts warrant caution.
Pivot Count Awareness : Recognize that drift lines reflect the average of recent pivots rather than just the latest swing. Sharp structural moves may shift the drift line gradually as older pivots roll out of the averaging window.
Spike Utilization : Treat spike events as participation outliers deserving contextual analysis rather than automatic signals. Their directional significance depends on location relative to the active band and current trend state.
State Discipline : Maintain directional bias aligned with current trend state until the opposing drift line is breached. Short-term price excursions toward the inactive drift line within an established trend do not constitute state changes.
Disclaimer
Volumetric Trend Structure is a professional-grade pivot-derived trend and volume participation analysis tool. It uses confirmed swing pivot averaging with statistically normalized volume measurement but does not predict future price movements. Results depend on market conditions, instrument structural characteristics, parameter selection, and disciplined execution. BOSWaves recommends deploying this indicator within a broader analytical framework that incorporates momentum context, order flow analysis, and comprehensive risk management. Indicator
Liquidity Echo[BullByte]LIQUIDITY ECHO
Liquidity Echo is an original indicator built on a purpose-written four-layer detection architecture where no layer produces a standalone signal and the detection logic is arranged as one unified model. It was built around one core idea: institutional money does not enter markets randomly. It enters at specific price levels where liquidity has been engineered, collected, and then abandoned. This indicator detects those exact moments, measures the market response, and presents a structured reversal entry with full visual trade management directly on the chart.
Each of the four detection layers was built to be structurally dependent on the others. The HTF compression zone does not produce a signal. The volume vacuum does not produce a signal. The sweep classification does not produce a signal. The pressure gradient does not produce a signal. None of these elements has any standalone output. A signal exists only when all four agree simultaneously, and the quality score that grades each signal is a composite function of how strongly each layer fired. Remove any single layer and the remaining three produce nothing. This structure is intended as one unified detection system rather than a collection of separate tools with unrelated outputs.
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WHAT PROBLEM THIS SOLVES
Most retail traders face two specific problems. The first is identifying where a move is likely to begin before it has already happened. The second is knowing whether a sharp price spike at a key level is a genuine smart money reversal or a continuation trap.
Standard tools like RSI, MACD, or Bollinger Bands measure price behavior in isolation. They tell you what price has done but not why, and they do not account for where price sits relative to higher timeframe institutional order flow and supply and demand. Liquidity Echo reads the higher timeframe environment first, identifies where price is coiling inside a compression zone, and then waits for a specific sequence of events at that level before generating any signal.
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THE ORIGIN AND OBSERVATION BEHIND THIS INDICATOR
Markets frequently spike through obvious support and resistance levels, trigger stop losses clustered just beyond those levels, and then reverse sharply in the opposite direction. This behavior is often repeatable. A large institutional buy order requires sellers. Those sellers are often concentrated just below visible support, where stop loss orders from long positions accumulate. A liquidity sweep through that level can absorb resting liquidity and is often followed by a reversal. This is the stop hunt mechanism that Liquidity Echo is built to identify.
What separates this indicator from any generic spike detector is the requirement that the sweep occur at a level where the higher timeframe is actively compressing. Compression at a level indicates institutional interest, because large participants cause range contraction when they absorb one side of order flow without allowing free price movement. A sweep through a compressed zone is treated as a stronger reversal context than a sweep through an ordinary pivot.
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WHY THESE FOUR SPECIFIC LAYERS AND WHY THEY ARE ORIGINAL
Layer one is the HTF compression zone. The indicator measures the current higher timeframe bar range against the average of the three preceding bars. When the current bar is significantly narrower than recent history, the market is coiling and a zone is registered. Compression zones are color-coded by touch count. A fresh untested zone appears in soft purple. A zone tested once appears slightly lighter. A zone tested twice or more appears in orange, indicating stronger significance because repeated testing without a break can show that the level is being defended.
Layer two is the volume vacuum. Institutional stop hunts are frequently preceded by a quiet period where market participation drops. The vacuum condition requires that volume fall below a calibrated threshold for a minimum number of consecutive bars before the sweep fires. This helps filter out sweeps that occur on already active volume, which may behave more like continuation moves than reversals.
Layer three is the sweep classification. A spike sweep occurs when a candle wicks sharply through the zone boundary and closes back inside. A grind sweep occurs when price pushes slowly through the zone over several bars and then closes back across the boundary without any sharp wick. The spike path is further subdivided. A minor sweep is a small wick extension above the calibrated minimum. A major sweep extends beyond a configurable ATR multiple, indicating a more aggressive stop hunt. A flush sweep represents the most violent classification where a large cluster of stops was cleared in a single candle. Each level contributes differently to the signal quality score.
Layer four is the pressure gradient. This is a separate momentum-shift measurement rather than a standard oscillator. It measures the rate of change of a within-bar close location across three bars, derived from the delta concept used in options market microstructure analysis and adapted here as a momentum shift detector timed specifically to the sweep event. Each bar's delta is computed as the ratio of where the close falls within the high-low range, normalized between negative one and positive one. The gradient is the rate of change in this delta from two bars ago to the current bar. A positive gradient on a potential long signal means buying pressure was already accelerating across three bars even while price was spiking down through the zone. This supports the reversal context before the entry candle closes.
The sweep classification is not a wick ratio filter applied to any candle. It measures wick extension in ATR units specifically relative to a compressed higher timeframe zone boundary, which is a combined spatial and volatility measurement that requires both the zone and the ATR context simultaneously to compute. The volume vacuum is not a simple volume moving average crossover. It uses a coefficient of variation derived threshold that adapts to whether the instrument has session-structured volume or continuous volume flow, a behavioral classification the indicator measures itself in real time.
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AUTO-CALIBRATION ENGINE
The auto-calibration engine is the original technical contribution that makes the four-layer system viable across all asset classes without manual configuration. Many tools that use ATR thresholds, volume ratios, wick filters, or compression logic rely on manual settings or presets, either through a fixed number or an asset class preset. This indicator reduces that requirement by adapting its thresholds to the chart's own behavior.
The engine measures three behavioral properties of the current chart at runtime.
The wick-body ratio is the average total wick length divided by the average body size over the calibration window. Different instruments can behave very differently. Some show sharp wick-driven sweeps, while others tend to grind through levels more slowly. The engine uses this measurement to set the minimum wick requirement for spike detection and to decide whether grind mode should activate automatically.
The volume coefficient of variation is the standard deviation of volume divided by its mean. A high coefficient means volume is session-structured with clear spikes and quiet periods. A low coefficient means volume flows continuously. This calibrates the vacuum threshold and the volume averaging window specific to the instrument's own behavior pattern.
The ATR mean percentile measures where current volatility sits within its recent historical range. This calibrates the compression sensitivity so the narrowing threshold adapts to instruments that are normally tight versus instruments that are normally wide.
The Sensitivity Bias input is the only manual judgment required. Conservative tightens all thresholds uniformly for fewer, higher-conviction signals. Neutral applies thresholds exactly as measured. Aggressive loosens thresholds for conditions where more signals are preferred. The bias scales every derived threshold by a fixed multiplier so the relationship between all layers remains internally consistent regardless of the setting chosen.
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SIGNAL QUALITY SCORING
Every signal that passes all four confirmation layers receives a quality score from zero to ten built from four components.
Zone compression strength contributes up to three points. A ratio below 0.55 between the current HTF range and its three-bar average scores three points. Below 0.68 scores two. Below the effective narrowing threshold scores one.
Sweep severity contributes up to three points. A flush sweep scores three. A major sweep scores two. A minor or grind sweep scores one.
Pressure gradient magnitude contributes up to two points. A gradient above 0.55 in absolute value scores two. Above 0.25 scores one.
Zone touch count contributes up to two points. A zone tested twice or more scores two. Tested once scores one. An untested zone scores zero on this dimension.
Scores from eight to ten produce a PRIME grade. Six to seven is HIGH. Four to five is MED. Below four is LOW. A gold diamond marks PRIME signals on the chart. A green circle marks HIGH. A yellow square marks MED. A gray cross marks LOW. Traders who want fewer signals can focus on the higher-grade markers.
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HOW TO READ WHAT APPEARS ON THE CHART
The EMA line renders as two overlapping plots. A wide semi-transparent outer glow and a solid thinner inner line. Both turn green when price is above the EMA and red when below. Long signals only fire above the EMA. Short signals only fire below it. The EMA is a directional filter, not a signal source.
Compression zones appear as filled rectangular boxes spanning the full higher timeframe bar range at the moment of detection. Fresh zones are soft purple. Zones tested once are a slightly lighter purple. Zones tested twice or more shift to orange.
Volume vacuum bars carry a very faint yellow background tint on candles where the low-volume precondition is active. The tint is intentionally near-invisible at 96 percent transparency so it provides context without competing with price action. It marks where the trap was being set, not where it fired.
Grind sweep markers appear as small orange triangles. An upward triangle below the bar marks a bullish grind sweep detected in progress. A downward triangle above marks a bearish grind sweep. These appear before the commitment candle confirms the signal. They are early warning markers only.
When a signal fires, a label appears below the bar for a long entry and above the bar for a short entry. MINIMAL mode shows direction, grade, and score. DETAIL mode adds sweep type, zone price, and all trade levels.
The trade forecast visualization draws immediately on signal confirmation. A blue line marks entry. A red line marks the stop loss. Two dashed green lines mark Target 1 and Target 2. A light green box fills the entry to Target 1 zone. A lighter green box fills the Target 1 to Target 2 zone. A light red box fills the stop to entry zone. The first green box deepens in shade when Target 1 is hit. The second deepens when Target 2 is hit. The stop line updates in real time when trailing stop or breakeven is active.
The trailing stop renders as a dual-layer line matching the EMA visual style. Green for a long trail, red for a short trail. It ratchets in the direction of the trade and never moves against the position.
TRADE ANALYSIS - CHART OVERVIEW
BTC Perpetual Futures Contract
BINANCE:BTCUSD.P
Time Frame 5 mins
WHAT THE SIGNALS TELL US:
This chart demonstrates both long and short reversal opportunities in the same trading session. The first signal was a LONG entry triggered by a minor spike sweep below zone 76079.9, graded MED 5/10 quality, which reached both targets in the example shown. The second signal was a SHORT entry triggered by a grind sweep above zone 76577.6, graded MED 4/10 quality, after price failed to sustain the rally and began reversing. Multiple orange triangle markers throughout the chart show where the grind sweep detection algorithm identified slow institutional accumulation or distribution patterns that preceded directional moves. The yellow square quality symbols indicate both signals were medium-grade setups-not the highest conviction (which would show gold diamonds), but sufficient quality to warrant entries with proper risk management.
WHAT THE DASHBOARD ELEMENTS MEAN:
The dashboard provides real-time market context that helps evaluate signal quality and trade conditions. The STATE indicator shows whether the system is scanning for new setups or managing an active position. HTF ZONE tracking displays how many compression zones are currently being monitored-these are the price levels where institutional liquidity is likely to accumulate. COMPRESS indicates whether price range is narrowing (coiling energy) or expanded (post-move). ATR% measures current volatility relative to recent history: HOT means explosive conditions favorable for hitting targets, FLAT means low volatility where moves stall. VACUUM detects when volume drops below normal before a sweep, signaling institutional preparation. VOL RATIO compares current bar volume to the rolling average-spikes confirm that stops were actually hunted. SWEEP classification (MINOR, MAJOR, FLUSH, GRIND) tells you how aggressively the level was cleared. GRADIENT measures momentum direction-positive favors longs, negative favors shorts. TREND with EMA shows the macro directional filter-price above EMA enables longs, below enables shorts. CALIBRATION LIVE means thresholds auto-adjust to the current instrument's behavior, while GRIND mode activates when the system detects slow-push sweep patterns. Quality scoring combines all these factors to produce the 0-10 grade that appears on each signal label.
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THE DASHBOARD PANEL
The dashboard sits in the top right corner of the chart and displays the complete state of the indicator at the current bar in real time. It is organized into thirteen rows.
The header row shows the indicator name, the author name, the current sensitivity bias setting, and whether calibration is live or locked.
The state row shows whether the indicator is scanning for a setup or has an active trade. When active it shows LONG ACTIVE or SHORT ACTIVE . The right side of this row shows the stop loss distance in price units and ATR multiples.
The HTF zone row shows whether the zone system is active and how many zones are currently tracked.
The compression row shows the current compression strength as NONE, LIGHT, MEDIUM, or STRONG . The right side shows the current ATR percentile with a HOT, NORM, or FLAT label indicating whether volatility is elevated, normal, or suppressed.
The vacuum row shows whether the volume vacuum condition is currently active and displays the current volume ratio as a multiple of the rolling average.
The sweep row shows the current sweep classification if a sweep is pending or the classification of the most recent signal if a trade is active. The gradient value is displayed on the right with green coloring for positive, red for negative, and white for near-zero.
The quality row shows the visual quality bar and the grade with score when a trade is active. The quality bar uses simple characters to show the score at a glance.
The TP1 and TP2 row shows exact target prices when a trade is active and updates to show HIT when each level is reached.
The stop row shows the current stop loss price and whether it is initial, trailing, or moved to breakeven.
The position row shows what percentage of the position remains open after any partial close at Target 1.
The trend row shows whether the macro bias is BULL or BEAR based on the EMA and displays the current EMA value.
The sweep expiry row shows how many bars remain in the commitment window if a sweep is pending but not yet confirmed.
The calibration row shows whether the auto-calibration engine is LIVE or LOCKED , and shows the grind mode status and the configured stop loss ATR multiplier.
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A WALK-THROUGH OF A COMPLETE SIGNAL
Consider a bullish example. The higher timeframe has been compressing for several bars. The compression zone is registered and appears as a purple box on the chart between two price levels, for example 42200 and 42350 on a Bitcoin five-minute chart. Price approaches from above and enters the zone. Volume begins to drop across two or three bars, triggering the vacuum condition and tinting those bars with a faint yellow background.
On the next bar price spikes sharply below the bottom of the zone to 42080, creating a wick of approximately 120 points below 42200. The wick extends 0.9 ATR below the zone boundary, qualifying as a MAJOR sweep. The candle body closes back at 42210, inside the zone. The pressure gradient at this point reads positive 0.38, meaning buying pressure has been accelerating across the last three bars despite the downward spike.
All four conditions are now satisfied: compression zone present, volume vacuum active, MAJOR sweep detected, gradient positive and above threshold. The sweep state is recorded. The dashboard updates to show SWEEP : MAJOR and the remaining bars in the commitment window begin counting down.
On the following bar a bullish candle forms. It has a body of 85 points, which exceeds the minimum body size requirement relative to ATR. Volume on this candle is 1.2 times the rolling average, above the 0.65 minimum. The candle closes at 42310, above the zone low of 42200. All commitment candle conditions pass. The signal fires.
A label appears below that bar reading LONG HIGH 7/10. A green circle shape appears above the bar marking a HIGH grade signal. The trade forecast boxes appear: a green box from 42310 to 42510 for Target 1 region, a lighter green box from 42510 to 42660 for Target 2 region, and a red box from 42310 down to 41910 for the stop zone. The entry line is drawn at 42310. The stop line is drawn at 41910. Target 1 is drawn at 42510. Target 2 is drawn at 42660.
The dashboard updates to show LONG ACTIVE, the exact stop and target prices, the quality grade of HIGH at 7 out of 10, and POS REMAIN at 100 percent.
When price reaches 42510 the TP1 box deepens in shade. The dashboard shows HIT on the TP1 row. POS REMAIN drops to 50 percent. If breakeven is enabled the stop line on the chart moves up to 42310 and the dashboard stop type changes to BREAKEVEN .
When price reaches 42660 the TP2 box deepens. The dashboard shows HIT on the TP2 row. The trade closes. The lines and boxes move into history if the historical display option is enabled, fading slightly to distinguish them from any new active trade.
Chart Example of a Long "High" Grade Signal full lifecycle
BTC Perpetual Futures Contract
BINANCE:BTCUSD.P
Time Frame 5 mins
IMAGE 1: SIGNAL GENERATION & PRE-CONDITIONS
What Triggered the Signal: A grind sweep was detected at zone 77699.7. Price slowly pushed below the compression level over several bars (orange triangle marker visible on left side), then reversed with a commitment candle. Dashboard shows SWEEP: GRIND with GRADIENT: 0.54 confirming positive momentum shift. VACUUM: NO indicates volume was not in vacuum state during this particular signal. The sweep window counter shows 7/8 bars remaining, meaning the indicator is waiting for final commitment candle confirmation before entering the trade.
Pre-Condition Dashboard Readings:
COMPRESS: NONE - No active compression detected at this moment
ATR%: 42.9% NORM - Volatility in normal range
VACUUM: NO - Volume condition not active
VOL RATIO: 1.51x - Volume 1.51 times the average
GRADIENT: 0.54 - Strong positive momentum
TREND: BEAR - EMA at 77762.5, price below (note: this signal appears to have fired despite bearish EMA, possibly EMA filter was disabled or price was transitioning)
IMAGE 2: TRADE SETUP & ACTIVE MANAGEMENT
Trade Entry Confirmation: The commitment candle confirmed, and the trade entered. Dashboard now shows STATE: LONG ACTIVE, indicating the position is open. Signal label displays " LONG HIGH 6/10 Sweep: GRIND Zone: 77723.0" with green circle quality marker (HIGH grade).
Stop Loss & Target Calculation:
Entry Zone: 77838.0
Stop Loss: 77511.2 (placed 2 ATR below entry)
SL Distance: 327.5 points (2 ATR) shown in dashboard as "SL DIST: 327.5 (2 ATR)"
Target 1: 78166.2 (327.5 points profit, 1 R) - 50% position close
Target 2: 78411.8 (573 points profit, 1.5R) - remaining 50%
Active Trade Dashboard:
STATE: LONG ACTIVE
QUALITY: ||||||||.... (8 bars filled) GRADE: HIGH 6/10
TP1 (50%): 78166.2 | TP2 (50%): 78411.8
STOP: 77511.2 | TYPE: INITIAL
POS REMAIN: 100% (full position still open)
TREND: BULL (EMA 21: 77774.8) - price has crossed above EMA confirming bullish bias
VACUUM: ACTIVE (yellow highlight visible on some bars)
VOL RATIO: 0.09x - Low volume, waiting for high volume to confirm institutional participation
GRADIENT: 0.66 (Strong positive momentum)
SWEEP EXP: In Trade (window closed, position active)
IMAGE 3: TRADE PROGRESS & ACHIEVEMENT
Target Achievement: Price rallied from the entry at 77838 and reached 78,411.0 (shown in the top right), representing a 573-point profit. The green profit boxes are fully filled showing price traveled through both reward zones. Purple horizontal line visible near 78,390 level marking current price or a new resistance zone.
Post-Trade Dashboard:
STATE: SCANNING (trade closed, position exited)
HTF ZONE: ACTIVE with COUNT: 1 zones being tracked
COMPRESS: NONE
ATR%: 9.1% FLAT - volatility compressed significantly after the move
VACUUM: ACTIVE - volume vacuum condition now present (post-move exhaustion)
VOL RATIO: 0.53x - volume dropped to 53% of average confirming the move is complete
TREND: BULL (EMA 21: 78227.4) - price well above EMA
Quality/Grade/TP fields: - (cleared because no active trade)
In the example shown, both level 1 (78166.2) and level 2 (78411.8) were touched. The trade reached approximately 1.0R at TP1 and 1.5R at TP2, with 50% of the position closed at each level. The grind sweep at 77723.0 identified the liquidity absorption area that preceded the rally. The current price of 78,390.0 represents approximately 573 points of illustrative move from the entry.
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RECOMMENDED SETTINGS BY MARKET
For cryptocurrency on a 5-minute chart, the recommended HTF reference is 15 minutes. The EMA can be set to 21 for fast trend alignment. The sensitivity bias can start at NEUTRAL and be adjusted to AGGRESSIVE on high-liquidity pairs during active sessions.
For equity index futures on a 5-minute chart, the recommended HTF reference is 30 minutes or 1 hour. The EMA can be set to 50. The sensitivity bias works best at CONSERVATIVE or NEUTRAL because index instruments tend to grind slowly and produce more noise with aggressive settings.
For forex major pairs on a 15-minute chart, the recommended HTF reference is 1 hour. The grind sweep path is particularly effective on forex due to the low wick-body ratio of most major pairs. The EMA at 50 provides clean directional filtering.
For equities on daily charts , the recommended HTF reference is 4 hours. The calibration window can be increased to 200 bars for more stable threshold measurement on slower instruments.
The indicator works on any timeframe and any asset class without requiring manual configuration because the auto-calibration engine reads the instrument's behavior directly. The recommended settings above are starting points for users who prefer guidance. The behavior metrics displayed in the dashboard can help users understand whether their current settings are appropriate for the instrument they are trading.
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TRADE MANAGEMENT DEFAULTS AND HOW TO ADJUST THEM
The default stop loss distance is two ATR. This is intentionally wider than typical scalping tools to accommodate the nature of liquidity sweep entries, where price frequently makes one final push against the position before reversing. A stop placed too tightly below or above a sweep zone will be taken out by the very move the signal is identifying.
Target 1 defaults to two ATR from entry, producing a one-to-one risk-to-reward on the first half of the position. Target 2 defaults to 3.5 ATR, producing a one-to-1.75 risk-to-reward on the remaining position. By default fifty percent of the position is closed at Target 1 and fifty percent runs to Target 2. This split can be adjusted between ten and ninety percent in the settings.
The breakeven option moves the stop to the entry price once Target 1 is hit. This eliminates all risk on the remaining position after the first target is reached.
The trailing stop option activates a ratcheting stop that follows the lowest low of the last four bars for long trades and the highest high for short trades, minus or plus the configured ATR offset. The trail can start immediately at entry or only after Target 1 is hit, depending on the Trailing Starts After setting.
The timeout setting closes the trade if Target 1 is not reached within the configured number of bars. This prevents capital from being tied up in stalled setups indefinitely.
The minimum bars between signals setting prevents back-to-back entries on the same directional impulse. At the default of eight bars on a five-minute chart, this means a new signal in the same direction cannot fire within forty minutes of the previous one.
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HOW TO USE THE TWO-BAR CONFIRMATION OPTION
The two-bar confirmation setting requires that both the commitment candle and the candle immediately before it close in the signal direction and on the correct side of the zone. This setting is intended for instruments that produce many false commitment candles on the first bar of a potential reversal. On indices and slower-moving instruments enabling this option reduces entries by approximately thirty to forty percent but eliminates most of the premature entries where the reversal fails on the first bar.
The cost of this setting is one bar of lag. On a five-minute chart this means the entry is delayed by five minutes from the initial sweep detection. On a one-minute chart this delay is acceptable for intraday scalping. On a fifteen-minute chart the delay may cause significant slippage relative to the optimal entry zone. Users should test this option on their specific instrument and timeframe before relying on it.
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WHAT THE GRIND PATH DETECTS AND WHY IT EXISTS
The grind sweep path exists because not all instruments produce sharp spike wicks through key levels. Equity indices in particular tend to slowly close beyond a level across multiple bars before reversing. A traditional wick-based detection system would miss these sweeps entirely because no individual candle has a wick large enough to qualify.
The grind path looks back a configurable number of bars to check whether price was outside the zone boundary during any of those bars. If price was beyond the zone and the current bar closes back inside with a body in the reversal direction and the gradient confirms the momentum shift, the condition qualifies as a grind sweep. It receives the same treatment as a spike sweep from the commitment candle onward.
The orange triangle markers on the chart show where grind conditions were detected, which is useful for understanding how often this path fires on your specific instrument versus the spike path.
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ALERTS
Eight alert conditions are available . The Long Signal and Short Signal alerts fire when a full confirmed entry is generated. The Bull Sweep and Bear Sweep alerts fire when a sweep is detected but before the commitment candle has confirmed. These earlier alerts allow traders to watch for the setup manually and decide whether to act. The Target 1 Hit and Target 2 Hit alerts notify when each level is reached. The Breakeven alert fires when the stop is moved to entry. The Trailing On alert fires when the trailing stop activates.
All alerts use PulseWire's standard alert condition system. To set an alert, add the indicator to your chart, click the alert creation button, and select any of the eight named conditions from the dropdown. Alerts can be set to once per bar close on the signal conditions to ensure only confirmed bars trigger notifications.
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IMPORTANT NOTES ON TIMEFRAME ALIGNMENT
The HTF reference should always be set to a timeframe higher than the chart you are viewing the indicator on. Setting the HTF reference to the same timeframe as the chart produces redundant zone detection that does not add higher timeframe context. Setting it to a lower timeframe is not valid and should be avoided.
The indicator requires a minimum number of bars equal to the calibration window before any signals are generated. At the default calibration window of 100 bars, the first 100 candles on any chart will show no signals while the engine builds its behavioral measurements. This is indicated in the code by the ready condition and is by design.
On very low timeframes such as one-minute charts, the calibration window represents only about 100 minutes of data. Users on one-minute charts may want to increase the calibration window to 200 bars for more stable threshold measurement across a full session.
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DISCLAIMER
This indicator is published for educational and informational purposes only. Nothing in this publication or in the indicator's output constitutes financial advice, investment advice, or a recommendation to buy or sell any financial instrument. All trading involves substantial risk of loss. Past signal performance visible on historical charts does not guarantee or predict future results. The visual trade management levels shown on the chart are illustrative and do not represent guaranteed exit points. Slippage, spread, and market conditions will affect actual trade outcomes. Always apply your own analysis and risk management before entering any trade. Never risk more than you can afford to lose. Indicator
Structural Sequence Pressure [JOAT]Structural Sequence Pressure
Introduction
Structural Sequence Pressure is a market-structure breakout indicator built around the idea that not all pivot levels carry the same weight. A level formed after one isolated pivot is ordinary. A level formed after repeated higher lows or lower highs represents structural persistence. This script quantifies that persistence, plots the resulting support and resistance levels, and highlights when those levels break.
The indicator is designed for traders who want clean structure without overfitting. It tracks sequence depth, manages active levels, and focuses attention on breaks that matter more because the market spent time constructing them.
Why This Indicator Exists
Sequence-Based Structure: Measures how many pivots formed in the same directional progression
Level Significance Filter: Helps distinguish weak levels from structurally reinforced ones
Live Break Detection: Signals when meaningful support or resistance gives way
Clutter Control: Caps active lines and labels to keep charts readable
Statistical Feedback: Shows the most recent sequence pressure behavior directly in the dashboard
Core Components Explained
1. Confirmed Pivot Detection
pivHigh = ta.pivothigh(high, leftBars, rightBars)
pivLow = ta.pivotlow(low, leftBars, rightBars)
The script only reacts to confirmed pivots. This means levels are built from validated swing points rather than from intrabar noise, which keeps the tool stable and non-repainting after pivot confirmation.
2. Upward and Downward Sequence Counting
When a new pivot low forms higher than the previous pivot low, the upward sequence count increases. When a new pivot high forms lower than the previous pivot high, the downward sequence count increases. If the relationship fails, the sequence resets to one.
Higher lows: Build upward structural pressure
Lower highs: Build downward structural pressure
Longer sequences: Represent stronger structural continuity
3. Active Level Engine
Every confirmed pivot creates a horizontal level that extends right. Support levels come from pivot lows. Resistance levels come from pivot highs. Each level stores:
Its price
Whether it is support or resistance
Its sequence depth
Its creation time
Levels are trimmed by age and capped by quantity so the chart stays clean.
4. Break Logic
brokeSupport = close < supportLevel
brokeResistance = close > resistanceLevel
Only levels with sequence depth greater than or equal to the selected threshold can trigger signals. This creates a cleaner breakout map that emphasizes structurally meaningful failures and expansions.
5. Chart Hygiene Controls
The script stores and prunes pivot labels so they do not accumulate indefinitely. Broken or expired levels are removed from active management, and broken levels can optionally be deleted immediately for a cleaner chart.
Visual Elements
Support Lines: Teal dashed levels extending from higher-low pivots
Resistance Lines: Red dashed levels extending from lower-high pivots
Pivot Labels: Compact U/D sequence tags showing progression depth
Break Markers: Triangles on bullish resistance breaks and bearish support breaks
Dashboard: Up sequence, down sequence, total breaks, last break depths, and active level count
Input Parameters
Pivot Left / Right Bars: Confirmation strength for structural swings
Minimum Sequence: Required sequence depth before a break can trigger
Max Active Levels: Hard cap for line management and chart cleanliness
Max Level Age: Removes stale structure from consideration
Delete Broken Levels: Optional cleanup for a more minimal chart
How to Use This Indicator
Step 1: Identify whether the market is building higher lows or lower highs.
Step 2: Focus on levels with deeper sequence counts.
Step 3: Treat bullish signals as upside breaks of resistance sequences.
Step 4: Treat bearish signals as downside breaks of support sequences.
Step 5: Use the level count and recent break depths to judge whether structure is compressing or resolving.
Best Practices
Use larger pivot settings on volatile instruments to reduce noise
Increase minimum sequence length when markets are choppy
Pair with trend or participation tools to separate continuation from exhaustion
Respect old levels less than fresh ones unless they were built with deep sequence pressure
Use the dashboard to calibrate structure sensitivity instrument by instrument
Indicator Limitations
Pivot-based tools confirm after the fact by design
Sequence strength measures persistence, not certainty
Very low pivot settings can create too many structural levels
Very high pivot settings can delay signals
Breakouts can still fail, especially in range-bound conditions
Technical Implementation
Built in Pine Script v6 using:
Confirmed pivot detection
Directional sequence counting
Array-managed line storage
Label retention caps for chart cleanliness
Age-based level cleanup
Non-repainting break logic on confirmed bars
Originality Statement
This indicator is original in its focus on sequence depth as the source of structural weighting. Many support and resistance tools draw levels; this one grades their importance by the persistence of the swing process that created them, then filters breakout logic through that structural pressure.
Disclaimer
This indicator is provided for educational and informational purposes only. It is not financial advice. Structural breaks can fail, reverse, or whipsaw. Always use independent analysis, stops, and appropriate risk management.
-Made with passion by officialjackofalltrades
Indicator
Smart Money Matrix ICT + Volume Profile [Point algo]This indicator is a comprehensive institutional-grade toolkit designed to bridge the gap between Market Structure (SMC/ICT) and Volume Analysis (Volume Profile). By combining these two distinct analytical disciplines, the indicator provides a high-confluence "Matrix" view of the market, helping traders identify where high-conviction orders are resting and how price structure is reacting to them.
Core Functionality
The script is divided into three primary modules that work in synergy:
1. ICT & Smart Money Structure
This module tracks the "DNA" of market movement using high-precision pivot detection:
Market Structure Shift (MSS) & Break of Structure (BOS): Automatically identifies trend transitions and continuations.
Liquidity Sweeps: Highlights "stop hunts" where price wicks beyond previous swing points before reversing, signaling institutional absorption.
Dynamic Fair Value Gaps (FVG): Plots active FVGs and automatically removes them (mitigation) once price returns to fill the imbalance.
2. Advanced Volume Profile (VP)
While most volume profiles are static, this engine calculates volume distribution over a user-defined lookback period to find the "fairest" price levels:
Point of Control (POC): The price level with the highest traded volume, acting as a massive magnet or pivot.
Value Area (VAH/VAL): Highlights the zone where 70% (customizable) of the volume took place, distinguishing between value-driven moves and "excess" price action.
Bull/Bear Volume Split: The profile histogram is color-coded to show whether buyers or sellers were more aggressive at specific price nodes.
3. Master Intelligence Dashboard (HUD)
A real-time terminal in the corner of your chart that synthesizes all data points:
Market Bias: Real-time bullish/bearish/neutral status based on structural breaks.
Zone Positioning: Instantly tells you if price is above, below, or at value (POC).
Distance Metrics: Calculates the percentage distance to the POC for mean-reversion planning.
How to Use
High Confluence Entry: Look for a Liquidity Sweep or MSS that occurs exactly at the Value Area Low (VAL) or POC. This suggests institutions are defending a high-volume zone.
Targeting: Use the POC as a primary take-profit level during mean-reversion trades.
Imbalance Trading: Use the FVG boxes to identify "magnets" in the market. If price breaks structure (BOS) and leaves an FVG near the Value Area High, expect a retracement to that zone before the next leg.
Technical Breakdown
Pivots: Uses a customizable lookback length to detect swing points.
Volume Binning: Divides the price range into numBins to calculate volume density accurately across the lookback period.
Non-Repainting: All structural labels (MSS/BOS/Sweeps) and FVG boxes are calculated on closed bars to ensure signal integrity.
Transparency: All features, from FVG transparency to the number of Volume bins, are fully adjustable via the user settings menu.
Disclaimer: Trading involves significant risk. This tool is designed for technical analysis and educational purposes. It does not provide financial advice. Past performance of structural patterns is not indicative of future results. Indicator
Structured Head and Shoulder Pattern (MastersinMarkets)Overview
This proprietary indicator automates the detection of classic Head and Shoulders (H&S) and Inverse Head and Shoulders patterns using a rigorous structural approach. Designed for traders who prioritize geometric symmetry and statistical quality, it filters out "noisy" or low-probability formations that often lead to false breakouts.
Core Logic
The script utilizes a multi-stage validation engine to confirm pattern integrity:
Pivot Analysis: Identifies high-fidelity swing points using a configurable "Swing Strength" to ensure only significant market turns are considered.
Symmetry Scoring: A proprietary algorithm evaluates patterns based on price symmetry (Shoulder height similarity), time symmetry (duration between peaks), and neckline slope.
ATR Volatility Scaling: The "Min Pattern Size" filter ensures the pattern is large enough relative to current market volatility to be considered structurally significant.
Key Features
Dynamic Quality Score: Every detected pattern is assigned a score (0–100). Only those meeting your "Min Quality Threshold" are displayed, helping you focus on high-probability setups.
Flexible Necklines: Allows for both horizontal and sloping necklines with a "Max Slope" constraint to maintain structural validity.
Visual Structure Mapping: Automatically plots the connecting lines of the pattern and extends the neckline for clear breakout monitoring.
Real-time Alerts: Integrated alerts trigger the moment a validated pattern completes its Right Shoulder.
How It Works
Detection: The script looks for a sequence of five swing points (High-Low-High-Low-High for bearish setups).
Validation: It checks if the "Head" is higher than both "Shoulders" and if the distance between swings meets the minimum bar count.
Scoring: It calculates the $Price\_Symmetry$, AMEX:TIME \_Ratio$, and $Slope\_Score$.
Execution: If the cumulative score exceeds the user-defined threshold (e.g., 60), the pattern is drawn on the chart.
Disclaimer
Trading involves significant risk. This indicator is a tool for technical analysis and does not constitute financial advice. Past performance, including high-quality symmetry scores, does not guarantee future results. Always use proper risk management and consider market context before executing trades. Indicator
FVG with Probabilities | GainzAlgoFVG with Probabilities
The FVG Quality Engine v5.1 is a high-performance, institutional-grade toolkit specifically designed for the volatile nature of 0DTE options and lower-timeframe scalp trading.
Unlike standard gap detectors, this engine utilizes a complex scoring model to quantify the probability of a Fair Value Gap (FVG) holding or failing in real-time.
The Theory of the Fair Value Gap (FVG)
At its core, a Fair Value Gap represents a market imbalance. It is a three-candle sequence where price moves so rapidly that it leaves behind a structural void where only one side of the market was efficiently filled.
The Displacement: An FVG is only as strong as the energy behind it.
This indicator requires displacement, meaning the candle must be large relative to volatility (ATR) and possess a solid body with minimal wicks.
The Rebalance Magnet: Price has a natural tendency to return to these imbalances to find fair value.
The engine tracks the Consequent Encroachment (CE), or the 50% midpoint of the gap, which often serves as the most sensitive reaction level.
Inversion (IFVG): When price fails to respect an FVG and instead closes with displacement on the opposite side, the gap flips.
A bullish FVG that is closed through becomes a bearish resistance zone, known as an Inversion FVG.
The Quality Scoring Model: Probabilities and Values
The indicator calculates a probability score for every gap (clamped between 4% and 85%) to help distinguish between low-quality noise and high-confluence setups. This is a weighted logit model based on eight key factors:
P/D Alignment (1.5x Weight): Checks if a long is in discount or a short is in premium relative to recent swing points.
Market Structure (1.3x Weight): Alignment with a recent Break of Structure (BOS).
Size/ATR Ratio (1.2x Weight): Gaps that are too small or excessively large relative to volatility are downgraded.
Trend & HTF (1.0x Weight): Alignment with the 20/50 EMA stack and the 200 HTF EMA.
Volatility Regime (0.9x Weight): Higher scores during expansion, reduced scores during compression.
Volume (0.8x Weight): Uses Relative Volume (RVOL) to confirm institutional participation.
Killzones (0.7x Weight): Gaps formed during London or New York sessions receive a boost.
Comprehensive Menu Inputs
FVG Detection & Displacement
Min FVG Size (ATR x): Controls sensitivity. Default of 0.3 ATR ensures meaningful gaps only.
Require Displacement: Middle candle must meet a minimum body-to-range ratio (default 0.6).
IFVG Rules (The Flip Logic)
Track IFVGs: Enables conversion of failed gaps into inversion zones.
Min Close Dist: Requires price to close at least 0.3 ATR beyond the gap.
Req Aligned BOS: Strict filter requiring a structural break for IFVG validation.
Signal Engine
Signal Mode
Choose between Trend Only, Reversal Only, or Both.
Require Confirmation: Waits for opposing displacement after FVG/OB/Sweep interaction.
Trigger on CE Tap: Signals when price taps the 50% level of a high-quality FVG.
Time-of-Day Filter
Skip First/Last N Minutes: Avoids open volatility and end-of-day noise.
Skip Lunch: Filters out low-volume periods between 11:30 and 13:30 NY time.
How to Use the Indicator
Step 1: Identify the Bias: Use the dashboard to determine if the setup is trend or reversal. Look for EMA alignment: 20 EMA above 50 EMA and price above 200 EMA.
Step 2: Filter by Quality: Focus only on gaps labeled H (High) or M (Medium). High-quality gaps (>65%) indicate strong confluence.
Step 3: Entry Confluence: The best entries occur at A+ tier setups. These happen when price retests a high-scoring FVG or OB within a killzone and is followed by confirmation.
Step 4: Managing Inversions: If a bullish gap fails, do not ignore it. Watch for it to flip into a purple IFVG, acting as resistance for potential reversal or continuation.
Indicator
Market Structure Trend Matrix [BigBeluga]Market Structure Trend Matrix is a comprehensive technical analysis framework engineered for traders who demand precision in identifying market regimes and trend expansions. By integrating automated Market Structure (MS) detection with volatility-adjusted risk parameters, this indicator provides a systematic roadmap for navigating complex price action.
The tool focuses on the Change of Character (ChoCh) —the critical moment when a previous trend structure breaks and a new directional bias begins.
🔵 ARCHITECTURE & CORE LOGIC
Automated Structure Mapping: The engine uses a sophisticated pivot-detection algorithm (MS Length) to scan for institutional-grade swing highs and lows. It ignores minor retail noise, drawing structural lines only when significant supply or demand zones are breached.
The ChoCh Engine: When price crosses a recent pivot high or low, the indicator prints a "ChoCh" label. This represents a fundamental shift in market sentiment, signaling that the current trend has likely terminated and a new cycle has begun.
Infinite Expansion Targets: One of the most advanced features of the Matrix is its ability to project sequential, infinite targets. These levels are not static; they are calculated using Average True Range (ATR) multipliers, meaning they expand and contract based on current market volatility.
Volatility-Anchored Trailing Stop: To ensure professional-grade risk management, the indicator plots a dynamic ATR Trailing Stop . This line acts as a "ratchet" mechanism—it moves closer to price during the trend expansion but stays firm during minor pullbacks, providing a clear exit point if the trend truly fails.
🔵 ADVANCED FEATURES & UPDATES
Target History Control: This latest version includes a Show History toggle. You can choose to keep the chart clean by only displaying the Active Target , or you can enable history to see a visual record of every target hit during the trend, complete with historical percentage labels.
Dynamic Trailing Stop Visibility: The Show Trailing Stop feature allows you to toggle the visibility of the ATR stop line and its associated background fill, giving you full control over the visual "weight" on your workspace.
Percentage Profit Labels: Every time price reaches an expansion target, the script automatically plots a label showing the percentage gain from the initial ChoCh entry point.
Volatility-Adjusted Spacing: Both the trailing stop and the target steps use ATR-based calculations. This ensures that the indicator remains effective across all asset classes—from volatile Cryptocurrencies to stable Forex pairs.
🔵 HOW TO INTERPRET THE MATRIX
Bullish State (Green Matrix): Activated when price breaks above a major Pivot High. The indicator projects upward expansion targets and maintains a trailing stop below the price.
Bearish State (Pink Matrix): Activated when price breaks below a major Pivot Low. The indicator projects downward targets and maintains a trailing stop above the price.
The Target Cascade: As price hits a target, the indicator instantly projects the next level. If price continues to expand, you will see a "cascade" of dashed lines, each representing a deeper extension into the trend.
🔵 APPLICATION IN TRADING
Scalping & Day Trading: Set the Market Structure Length to a lower value (e.g., 5-8) to capture fast intraday pivots and expansion moves on 1m or 5m charts.
Swing Trading: Use a higher length (e.g., 15-20) to identify macro structure shifts on Daily or H4 timeframes, allowing the ATR targets to guide your long-term profit-taking.
Risk-Reward Management: The distance between the ChoCh Entry and the ATR Trailing Stop provides an objective risk measurement, while the sequential targets provide clear reward milestones.
Filtering False Breaks: By using an ATR Multiplier for the trailing stop, the Matrix avoids many of the common "whipsaws" found in standard trend-following systems.
🔵 CONCLUSION
Market Structure Trend Matrix is more than a signal tool; it is a visual framework for objective decision-making. By anchoring your trading to structural pivots and volatility-based targets, you remove the guesswork from trend following. Whether you are looking for a clean "ChoCh" entry or a systematic way to trail your profits during a massive expansion, the Trend Matrix provides the data and clarity required to trade like a professional. Indicator
Daily Bias | Flux ChartsGENERAL OVERVIEW
Daily Bias is a session-based bias tool built to help traders understand whether the current session is more likely to be bullish, bearish, or neutral.
It tracks the key liquidity levels from the Asia, London, and New York sessions, along with important higher-timeframe levels like the previous 1-hour, 4-hour, and daily highs and lows. It then watches for sweeps of those levels, checks whether price rejects them or keeps moving, reads what the previous session likely did, and uses a simple lower-timeframe structure to confirm direction.
All of that is combined into one clear dashboard, so instead of only showing a bullish or bearish bias, the indicator also shows why that bias is being given.
[SCREENSHOT: Chart showing session zones, HTF liquidity lines, and the Daily Bias dashboard
WHAT IS THE THEORY BEHIND THIS INDICATOR?
The main idea behind this indicator is that one session often sets up the next one.
Price will often run above a known high or below a known low to take liquidity first. After that, the important question is whether the price keeps going, or rejects that move and turns back. That reaction gives a clue about the likely direction of the next session.
For example, if the previous session trades above a key high but then falls back below it, that shows rejection from the highs and can suggest bearish pressure for the current session. If the previous session trades below a key low but then climbs back above it, that shows rejection from the lows and can suggest bullish pressure for the current session.
This indicator reads that behavior automatically by looking at what the previous session did around important liquidity levels. It also keeps an eye on major intraday reference points like the previous 1-hour high and low, 4-hour high and low, and previous day high and low, because price often reacts around those areas.
Then it checks whether the market is starting to confirm that idea on lower timeframes. After that, everything is brought together into one final bias: bullish, bearish, or neutral. The dashboard does not just show the bias — it also shows the reasoning behind it, so traders can quickly understand why the indicator is leaning in a certain direction.
SCREENSHOT: Example showing a liquidity sweep followed by a reversal.
DAILY BIAS FEATURES
The Daily Bias indicator includes 9 main features:
Sessions Liquidity (Asia, London, NY)
Higher Timeframe Liquidity (1H, 4H, Previous Day)
Liquidity Level Labels
Sweep Markers
Historical Levels
Session Profile Classification
Lower Timeframe Structure Confirmation
Final Bias Engine
Daily Bias Dashboard
Each component operates independently while sharing the same underlying liquidity logic. All features feed into a unified dashboard that displays the current state of the bias decision, along with detailed tooltips on every cell.
SESSIONS LIQUIDITY
🔹 What Is a Session?
A session is a fixed time window within the trading day during which a major financial center is most active. The Asia session corresponds to the Tokyo trading window, London corresponds to the European morning, and NY corresponds to the US morning. Each session tends to deliver a characteristic style of price action, and the highs and lows formed inside them often act as draws on liquidity for the next session.
🔹 How the Indicator Tracks Sessions
The Daily Bias indicator tracks three key trading sessions and maps out each one directly on the chart with its own colored range, session high and low, and session label.
By default, the sessions are based on the New York time zone:
Asia: 20:00 – 22:00
London: 02:00 – 04:00
New York: 10:00 – 12:00
As soon as a session begins, the indicator starts building that session’s range in real time. It expands the zone as price moves and keeps updating the session high and session low until the session closes. Once the session is complete, the final high, low, open, and close of that session are saved and used later by the bias logic.
This matters because the completed session range becomes an important liquidity reference for the sessions that follow. In other words, the indicator is not just drawing session boxes for visuals, it is using those completed session highs and lows as part of the read on where price may want to trade next.
These session drawings only appear on intraday charts and are automatically hidden on daily and higher timeframes.
SCREENSHOT: Asia, London, and NY session boxes plotted across an intraday chart
🔹 Session Titles and Extension Lines
When enabled, each session displays a title label above its box. Once a session ends, its high and low are extended forward as horizontal lines until replaced by the next instance of that same session. Each session has independent color controls for its high line and low line. Default colors are teal/maroon for Asia, blue/orange for London, and purple/green for NY.
SCREENSHOT: session extension lines with titles active after the session closes
🔹 Customization Options
Show / Hide toggle per session
Session zone color and opacity per session
High and low line colors per session
Session titles toggle and label size (Tiny, Small, Normal, Large, Huge)
Line style (Solid, Dashed, Dotted) and line width (1-5)
HIGHER TIMEFRAME LIQUIDITY
🔹 What Is Higher Timeframe Liquidity?
A higher-timeframe high or low is the extreme price reached during the most recently completed candle on a higher timeframe. These levels are visible on every higher timeframe chart, which makes them natural locations for stop-loss orders and pending breakout orders to accumulate.
🔹 How the Indicator Tracks HTF Liquidity
The indicator tracks three higher-timeframe liquidity sources: the previous 1-Hour high and low, the previous 4-Hour high and low, and the previous Day high and low. When a new higher-timeframe candle begins, the previous candle's final high and low are archived and drawn as horizontal lines on the chart. These levels remain visible until replaced by the next completed candle and are also used by the bias engine to classify session profiles.
SCREENSHOT: 1H, 4H, and Previous Day high and low extension lines on 5m chart
🔹 Extend Levels
When Extend Levels is enabled, all HTF liquidity lines extend forward by a user-defined number of bars beyond the current bar, making them easier to see as future targets. The extension distance is shared across all three HTF sources.
🔹 Customization Options
Show / Hide toggle per source (1H, 4H, Previous Day)
High and low line colors per source
Extend Levels toggle and bar count (0-100)
Line style (Solid, Dashed, Dotted) and line width (1-5)
LIQUIDITY LEVEL LABELS
The Daily Bias indicator displays labels next to each tracked liquidity level on the right edge of the chart. When two or more sources fall on the exact same price, the text is automatically merged with an ampersand (for example, "1H & 4H High") so the label shows at a glance how many sources align there.
SCREENSHOT: merged liquidity labels showing combined sources
🔹 Customization Options
Show Labels toggle
Label color (global)
Label size (Tiny, Small, Normal, Large, Huge)
SWEEP MARKERS
A liquidity sweep occurs when the price trades beyond a previously established high or low, triggering resting stop orders at that level. When Sweep Markers is enabled, a small red diamond appears above any candle that sweeps a high-side liquidity level, and a small green diamond appears below any candle that sweeps a low-side level.
SCREENSHOT: chart with sweep markers active, showing both high and low sweep diamonds
The same sweep events also feed the Current Status section of the dashboard and the bias engine, regardless of whether the markers are visually enabled.
🔹 Customization Options
Show / Hide toggle (off by default)
HISTORICAL LEVELS
By default, the Daily Bias indicator shows only the most recent set of sessions and HTF liquidity lines. When Historical Levels is enabled, older lines from previous sessions and previous higher-timeframe candles remain visible on the chart, anchored at their original times. Up to 60 historical lines per side per source are kept on the chart at once. When the limit is exceeded, the oldest line is automatically deleted.
SCREENSHOT: chart with Historical Levels enabled showing older session and HTF lines
🔹 Customization Options
Show / Hide toggle (off by default)
SESSION PROFILE CLASSIFICATION
🔹 The Four Profiles
Once a session ends, the indicator examines how the session interacted with all tracked liquidity sources and assigns one of four profiles:
◇ Consolidation: the session did not clearly sweep any tracked liquidity level
◇ Manipulation (Sweep Only): the session swept one side of liquidity but did not close back through it
◇ Reversal: the session swept one side of liquidity and closed back through it in the opposite direction
◇ Complex: the session swept both high-side and low-side liquidity, making direction unreliable
SCREENSHOT: example of a Bullish Reversal session that swept a low and closed back above it
SCREENSHOT: example of a Complex session that swept both highs and lows
🔹 How the Indicator Classifies Sessions
At the close of each session, the indicator checks whether the session high exceeded any tracked high-side liquidity level and whether the session low exceeded any tracked low-side level. If both sides were swept, the profile is Complex. If neither side was swept, the profile is Consolidation. If only one side was swept, the indicator then checks whether the session close ended back inside the range — if yes, the profile is Reversal; if no, the profile is Manipulation.
🔹 Profile Direction and Color Coding
Each profile carries an associated direction and color in the dashboard:
◇ Consolidation: Neutral (gray)
◇ Manipulation: Neutral, leaning bullish or bearish (orange)
◇ Bullish Reversal: Bullish (lime)
◇ Bearish Reversal: Bearish (red)
◇ Complex: Neutral (yellow)
LOWER TIMEFRAME STRUCTURE CONFIRMATION
🔹 What Is Structure Confirmation?
Structure confirmation is a check against the previous 5-minute and 15-minute highs and lows. The current bar's close must trade above one of those previous highs to qualify as bullish-confirmed, or below one of those previous lows to qualify as bearish-confirmed.
🔹 How the Indicator Uses Structure Confirmation
When Use 5m/15m Confirmation is enabled (default on), the bias engine requires the structure check to agree with the expected direction before assigning Bullish or Bearish to the Final Bias. If structure is not yet confirmed, the bias remains Neutral and the dashboard reason explains that the engine is waiting for confirmation. When disabled, the bias engine assigns direction purely from the session profile and current liquidity events.
The dashboard 5m/15m Structure cell displays one of four states: Bullish, Bearish, Not Confirmed, or Off.
FINAL BIAS ENGINE
🔹 How the Engine Decides Direction
The Final Bias is the indicator's primary output. It combines the previous session's profile, the current session's live liquidity activity, and (optionally) the lower-timeframe structure confirmation into a single directional decision. The decision logic is rule-based and depends on the previous session's profile.
◇ If the previous session was Consolidation: the engine waits for the current session to perform its own manipulation and reversal. If the Current Status shows a remembered Bullish Reversal and structure agrees, the Final Bias becomes Bullish. The bearish case is symmetric.
◇ If the previous session was Manipulation (Sweep Only): the engine waits for the current session to confirm the reversal the previous session left incomplete.
◇ If the previous session was Reversal: the engine expects continuation in the same direction.
◇ If the previous session was Complex: the engine refuses to assign a directional bias. The Final Bias is Neutral.
◇ If no session is currently active: the Final Bias is Neutral with reason "No active session."
🔹 Final Bias Output
The Final Bias is displayed in the dashboard as Bullish (lime), Bearish (red), or Neutral (gray). Every bias decision is paired with a Reason line that explains the exact rule that produced the current value.
SCREENSHOT: dashboard Final Bias showing Bullish with corresponding Reason line
DAILY BIAS DASHBOARD
The Daily Bias indicator includes a built-in dashboard that displays the current state of every component used in the bias decision. The dashboard is divided into four sections: a header, Session Context, Bias Engine, and Reason. Every cell that contains a value also includes a tooltip that explains what the value means and why it currently shows what it does.
🔹 Session Context
Current Session: the session price is trading in right now (Asia, London, NY, or None)
Previous Session: the session that immediately preceded the current one
Current Status: the most recent remembered liquidity event from any tracked source, updated every time a sweep or reversal occurs, and remembered until a newer same-source event replaces it
🔹 Bias Engine
Previous Profile: the classification of the previous session (Consolidation, Manipulation, Reversal, or Complex)
Previous Direction: the directional takeaway from the previous session profile
Expected Now: what the engine expects from the current session based on the previous session's profile
5m/15m Structure: the current structural state from the lower-timeframe confirmation system
Final Bias: the engine's current directional decision
🔹 Reason
The bottom row displays the exact reason behind the current Final Bias in plain English. This text changes dynamically as the engine state changes.
🔹 Tooltips
Every cell has its own tooltip that explains both what the field means in general and why the current value is what it is. For example, hovering over Previous Profile when the value is Bullish Reversal reveals: "Previous Profile means the profile of the previous session, which is NY. It is Bullish Reversal because that session swept low-side liquidity at PD Low and then closed back above it." This makes the dashboard fully self-documenting.
🔹 Customization Options
Show / Hide Dashboard toggle
Text size (Tiny, Small, Normal, Large)
IMPORTANT NOTES
The Daily Bias indicator is designed to run on intraday timeframes. Session tracking is automatically disabled on Daily, Weekly, and Monthly charts. The indicator uses the America/New_York time zone for all session calculations. The 5m/15m structure confirmation reads only closed previous candles and produces no future-looking data. The bias engine is intentionally session-anchored — outside of the three tracked sessions, the Final Bias remains Neutral with reason "No active session."
UNIQUENESS
The Daily Bias indicator focuses on session-anchored directional bias by combining session profile classification, live liquidity event tracking, and lower-timeframe structure confirmation into a single transparent system. Unlike indicators that only display levels or only show signals, every decision the engine makes is exposed on the dashboard along with a plain-English Reason line and detailed tooltips on every cell. The session profile system classifies each completed session into one of four distinct states by examining how it interacted with three higher-timeframe liquidity sources and two cross-session sources at once. The Current Status system remembers the most recent valid liquidity event across all six tracked sources. The bias engine combines profile, expected behavior, current status, and structure into a single directional decision that is fully traceable from cell to cell. Indicator
MTF Right now [Zofesu]MTF Right now - MTF Delta + Volume Ratio + 9-state Verdict table. See what the higher timeframe is doing — right now.
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📊 MTF Right now — Delta · Trend · Volume Ratio · Verdict
MTF Right now is a multi-timeframe analysis table that reads three independent data streams from any higher timeframe — volume delta, HMA trend direction, and volume ratio — and combines them into a single actionable verdict. The goal is simple: remove the guesswork of manually reading a higher timeframe chart while you are managing a trade on a lower one.
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01 — What problem does this solve?
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Most traders switch between timeframes manually to check trend context. This takes time, breaks focus, and introduces interpretation errors. MTF Right now pulls the key data from your selected higher timeframe and displays it in a compact table directly on your chart — updated in real time on every bar.
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02 — How it works
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The indicator calculates three values from the selected higher timeframe:
1. DELTA — Net buying vs selling pressure per candle.
Where footprint data is available (supported brokers), the indicator uses real order flow delta via request.footprint(). On standard data feeds, it falls back to the Elder CTI formula: Volume × (2 × Close − High − Low) / (High − Low). The fallback ensures the indicator works on any symbol and broker.
2. TREND — Direction of the HMA (Hull Moving Average) applied to delta.
HMA = WMA(2 × WMA(delta, n/2) − WMA(delta, n), √n)
This smooths delta noise without the lag of a standard EMA. When HMA is rising, delta momentum is bullish. When falling, it is bearish.
3. VOLUME RATIO — Where the close settled within the high-low range of the candle (0–100%).
Formula: (Close − Low) / (High − Low) × 100
Above 60% means buyers controlled the close. Below 40% means sellers controlled it. The indicator averages this over the last N candles for a stable read.
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03 — The Verdict system
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The three inputs feed a 9-state verdict engine. Each state is a combination of delta direction, price direction, and volume ratio:
BULL CONFIRMED — Delta up, price up, close near high. Full alignment. Safe long context.
BEAR CONFIRMED — Delta down, price down, close near low. Full alignment. Safe short context.
STRONG SUPPORT — Delta up but price falling. Buyers are absorbing sell pressure. Support holding.
WEAK SUPPORT — Delta up but close near low. Absorption present but close is struggling.
STRONG RESIST. — Delta down but price rising. Sellers distributing into strength. Resistance holding.
WEAK RESIST. — Delta down but close near high. Distribution present but close is holding up.
FADING BULLS — Delta and price up but close weak. Momentum losing conviction.
FADING BEARS — Delta and price down but close strong. Selling pressure fading.
NEUTRAL — No dominant condition detected.
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04 — Table layout
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The table has 2 columns and 5 rows:
Row 0 │ TF: │ Pure Delta
Row 1 │ State │ Delta value
Row 2 │ Trend ▲/▼/▬ │ —
Row 3 │ Verdict │ Vol: XX%
Row 4 │ Delta▲/▼ Price▲/▼ │ Up / Down / S Hold / R Hold
All values are sourced from the selected higher timeframe only. The chart timeframe does not affect the calculations.
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05 — How to use
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Step 1 — Set your target timeframe in Core Settings. Default is Daily.
If you trade on H1, set the MTF to H4 or Daily.
If you trade on M15, set it to H1 or H4.
Step 2 — Read the Verdict row first. It tells you the current higher timeframe context in one word.
Step 3 — Confirm with the State and Trend rows.
BULL CONFIRMED + Trend ▲ = strong long context.
BEAR CONFIRMED + Trend ▼ = strong short context.
Any FADING or WEAK state = wait, do not enter.
Step 4 — Use Vol % as a secondary filter.
Above 60% = buyers controlled the last N candles.
Below 40% = sellers controlled them.
Between 40–60% = no dominant side, treat as noise.
Step 5 — Set alerts for BULL CONFIRMED, BEAR CONFIRMED, STRONG SUPPORT, or STRONG RESIST. to get notified when the higher timeframe shifts without watching the screen.
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06 — Parameters
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Target Timeframe (MTF) — Higher timeframe to analyze. Default: D (Daily).
Trend Smoothing (HMA Length) — HMA period for delta trend. Default: 8. Lower = more reactive.
Volume Ratio Length — Number of MTF candles for average volume ratio. Default: 8.
Table Position — Place the table anywhere on the chart.
Text Size — Small / Normal / Large.
Background Opacity — 0 = fully transparent, 100 = fully opaque.
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07 — Alerts
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Bull Confirmed — Higher TF verdict is BULL CONFIRMED.
Bear Confirmed — Higher TF verdict is BEAR CONFIRMED.
Strong Support — Higher TF verdict is STRONG SUPPORT.
Strong Resistance — Higher TF verdict is STRONG RESIST.
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