Supertrend Tempered [Probalist Essentials]Supertrend Tempered is a trend-direction tool that places a trailing ATR stop above or below price and flips when price closes through it. Gold line means the trend is up; blue means it's down. The flip is the signal.
The Tempered version adds ATR-adaptive sensitivity so the band breathes with volatility — tighter when markets are calm, wider during spikes — reducing false flips without sacrificing responsiveness. On top of the classic, it tracks what actually happened after past flips on this chart and shows the distribution as a forward projection and a bell curve panel.
🟡 WHY THIS VERSION
A Supertrend that shows you what its own flips have historically led to, right on the chart. Most Supertrend scripts just draw the line and fire an alert — this one keeps score. After enough flips, the distribution panel and cone tell you the median outcome and the spread, separately for bull and bear flips, so you can judge the flip in context rather than treating every one the same. The adaptive mode is on by default because it cuts noise on most instruments without any extra fiddling. Flips only confirm on a closed bar so no midnight-print surprises. The alerts have a history-backed tier that fires only when your chart's past flips actually showed follow-through — a useful filter, not a promise.
🟡 HOW IT WORKS
The core is a two-sided trailing stop built from ATR. On each bar, a raw upper band sits above the midpoint by a multiple of ATR and a raw lower band sits below by the same amount. The bands are ratcheted: the upper band can only move down (or reset if price breaks above it), and the lower band can only move up (or reset if price breaks below it). When price closes above the upper band, trend flips to bullish and the lower band becomes the active trailing stop. When price closes below the lower band, trend flips to bearish and the upper band takes over.
In adaptive mode the multiplier is scaled by the ratio of short-term ATR to a longer-run ATR baseline. A high ratio means volatility is spiking relative to its norm — the band widens to avoid a false flip. A low ratio means conditions are quiet — the band tightens to stay close to price. The result tracks trend direction through choppy patches better than a fixed multiplier.
The probability read counts every confirmed flip, then looks up the close N bars later. Those returns go into per-direction arrays. The distribution panel draws a kernel-smoothed density of those returns, with a Gaussian overlay so you can see fat tails and skew at a glance. The projection cone after the most recent flip spans the 16th–84th percentile of that history, anchored at the flip price.
🟡 KEY FEATURES
ATR-adaptive multiplier that scales with short/long ATR ratio — fewer whipsaws in low-vol periods, wider band during spikes
Clean ▲/▼ flip labels at each trend-change bar with hover tooltips showing signal strength and historical stats at fire time
Weighted signal dots: size reflects excursion depth (ATR-scaled), glyph shows evidence tier at the moment of the flip
Forward-return distribution: separate bull and bear outcome arrays, KDE bell curve panel with Gaussian overlay
Projection cone anchored at the flip price, spanning the 16th–84th percentile of past outcomes in that direction
Optional higher-timeframe Supertrend reference line — display only, no scoring or gating
Heat colour ramp: line and fill breathe hot/cold with how far price has moved through the band
Eight alert conditions including history-backed and strong-flip tiers, all confirmed on bar close
Regime-aware reads: besides the long-run record, a recent-form window (default last 40 outcomes) with a Wilson-score evidence test — the Read tells you whether the signal works NOW, and an edge clock shows when each side last had it
🟡 HOW TO USE
Use the line colour as a bias filter: gold = bullish bias, worth considering long-side setups; blue = bearish, consider the short side or stay flat.
A flip label marks the moment the trend changed. Hover the dot to see the strength and what past flips at this signal tier averaged — use that as context, not a guarantee.
ATR-adaptive mode is on by default. On trending instruments with variable volatility it cuts noise well. For very stable, range-bound markets you may prefer fixed multiplier.
The projection cone after a flip shows the 16th–84th percentile of past outcomes in that direction, anchored at the flip price. A tight cone on a backed signal adds conviction; a wide or centred cone around zero is a caution.
The distribution panel (top-right of the price pane) shows the full return distribution separately for bull and bear flips. The gap between the KDE fill and the Gaussian overlay reveals skew and fat tails.
Run the optional HTF line to see whether the higher-timeframe trend agrees — a flip that aligns with the HTF direction has broader context; a counter-HTF flip is a fade candidate, not a trend trade.
Realtime mode (Confirm bars = 0) updates the signal on the live bar — useful for watching; default 1-bar confirmation is the honest, non-repainting mode for alerts.
Weigh the median move against your round-trip costs — a backed flip with a tiny median (say +0.04% on a 5-minute chart) doesn't survive fees and spread on most venues; the edge read is about direction, not net profit
🟡 PAIRS WELL WITH
A momentum read (RSI, MACD) pairs naturally here — a bullish Supertrend flip is worth more when momentum was oversold before the flip or is now turning up from a low base. A volume indicator adds the missing liquidity dimension: a flip on elevated volume has more conviction than one on thin air. For swing setups, a higher-timeframe structure read (S/R levels, swing highs/lows) tells you whether the flip is happening into open space or straight into overhead supply. The Supertrend alone doesn't read overextension — it just tracks the trend — so a volatility or mean-reversion tool alongside it flags when a quiet trend is tightening toward a potential squeeze release.
Supertrend Tempered gives you the classic ATR trailing stop with adaptive sensitivity and an honest historical context. It tells you which way the trend is running, how far price has moved through the band, and what past flips in that direction have actually produced on this chart. That's the read — what you do with it is yours.
Open source under MPL-2.0. The probability layer describes past signals on your chart — it is a measurement, not a prediction, and nothing here is financial advice. Indicator
MACD Rewired [Probalist Essentials]MACD Rewired is the canonical Moving Average Convergence Divergence — fast EMA minus slow EMA, smoothed through a signal EMA — rebuilt with a 4-state histogram, regular and hidden divergence detection, and an empirical forward-return distribution on every signal cross.
It's aimed at momentum traders who already know MACD and want a version that earns its place: the histogram tells you not just where price is but whether momentum is building or fading, the divergence labels flag the structural shifts the raw histogram misses, and the probability panel shows what this chart's own history recorded after past crosses.
🟡 WHY THIS VERSION
The histogram alone doesn't tell you whether a reading above zero is growing or about to roll — this version colour-codes all four states so you can see momentum building vs. fading at a glance, in the right direction. The divergence labels (regular and hidden, both bull and bear) are drawn on confirmed pivots and stay put — no repainting. The probability read is the one I find myself actually using: it doesn't promise an edge, it just tells you what happened after past crosses on the specific chart you're looking at, with the sample size and spread shown honestly. Sane defaults, all alerts fire on bar close, and the heat palette makes the wave read intuitively hot or cold with the momentum.
🟡 HOW IT WORKS
MACD subtracts a slow EMA from a fast EMA to isolate the gap between short-term and medium-term momentum. A signal EMA smoothed over the MACD line then acts as a trigger — crossovers and crossunders are the classic entry cues. The histogram (MACD minus signal) turns that gap into a visual: rising bars show momentum building, falling bars show it fading, and the zero line separates bullish from bearish territory. Four colours cover the four states.
Divergence detection scans confirmed pivot lows/highs in the histogram (ta.pivotlow / ta.pivothigh) and compares them to the corresponding price pivot lows/highs. A regular bullish divergence is price making a lower low while the histogram makes a higher low — momentum not confirming the new price extreme. A hidden bullish divergence is the opposite structure: price makes a higher low while the histogram makes a lower low, suggesting the underlying trend is intact. Bear logic mirrors this on the highs side.
The probability read records the percentage return i_horizon bars after each confirmed signal cross and stores it in separate bull and bear arrays. Once the minimum sample threshold is met it reports win-rate, median return, and the 16th–84th percentile band — the spread, not just a headline number.
🟡 KEY FEATURES
4-state histogram colouring: rising/falling × above/below zero — shows whether momentum is building or fading, not just direction
Regular and hidden divergence on both bull and bear sides, drawn on confirmed pivots — non-repainting
Empirical forward-return distribution: records what happened after past signal crosses on this chart and displays a KDE bell curve
Probability projection cone on the most recent signal bar spanning the 16th–84th percentile band
Separate bull and bear outcome arrays — no dilution from pooling opposite-direction signals
Evidence-gated alerts that fire only when the chart's own history backed follow-through (win rate ≥ 55%, positive median)
Weighted signal dots with per-dot hover tooltips showing the read at fire time and the eventual outcome
Optional HTF MACD line as a faint display-only reference — does not gate signals
Probalist heat wave — the MACD line breathes hot/cold with histogram momentum strength
🟡 HOW TO USE
Use the histogram colour to gauge momentum quality — a bright gold bar above zero means momentum is building bullish; a dim gold bar means it's fading. Same logic in reverse below zero with blue.
Divergence labels (R Bull Div, H Bull Div, R Bear Div, H Bear Div) mark structural mismatches between price and momentum. Regular divergence hints at exhaustion; hidden divergence hints at continuation — neither is a standalone signal.
Signal crosses are the primary cue: crossover above signal line = bullish bias, crossunder = bearish. Use in the direction of higher-timeframe structure for better results.
Check the probability panel before acting on a cross: if the chart shows n < 20, the read is still gathering. Once populated, the 16th–84th band tells you how wide the distribution of past outcomes was — a narrow band with a high win-rate is a different situation from a wide band.
Enable evidence-gated alerts to be notified only when the chart's own history backed a cross at that win-rate threshold. Noisy charts will rarely fire these; trending charts will fire them more.
Set the HTF line to your bias timeframe (e.g. 4H or Daily when trading 1H). If the HTF MACD is below zero while you get a 1H bull cross, treat it as a countertrend setup — confluence or caution, your call.
🟡 PAIRS WELL WITH
MACD measures momentum but doesn't tell you where price is relative to structure. Pair it with a trend filter — a moving average or a Supertrend — so you can tell whether a bullish cross is with or against the prevailing direction. A volume indicator (relative volume or VWAP deviation) helps confirm whether the cross has conviction behind it; a low-volume cross in the middle of a range is a different read from a high-volume cross off a support level. On higher timeframes, a weekly or daily MACD posture gives context the 1H cross alone can't provide. MACD doesn't handle horizontal S/R — key levels from price action or pivot points help frame where the cross is happening in the market structure.
MACD Rewired gives you the classic momentum tool with the context it was always missing: a histogram that shows whether momentum is building or fading, divergence that flags the structural mismatches, and a probability read that keeps score of what this chart's own history said after past crosses. No predictions — just the evidence, shown honestly.
Open source under MPL-2.0. The probability layer describes past signals on your chart — it is a measurement, not a prediction, and nothing here is financial advice. Indicator
Combined SMA and EMA IndicatorDescription
This lightweight, multi-purpose indicator combines traditional Simple Moving Averages (SMA) and Exponential Moving Averages (EMA) into a single script, eliminating the need for multiple indicator slots on your chart.
Beyond simply plotting the standard lines, this script includes a dynamic secondary smoothing layer that can track either your SMA or EMA baseline, complete with optional Bollinger Band volatility channels.
Key Features:
Dual Display Mode: Choose to display only the SMA, only the EMA, or both simultaneously to analyze trend crossovers.
Targeted Smoothing: Apply a secondary filter to either the SMA or EMA baseline. Smoothing options include SMA, EMA, SMMA (RMA), WMA, or VWMA.
Integrated Bollinger Bands: Enable volatility bands directly over your smoothed moving average line to identify overextended price action and potential reversals.
Fully Configurable: Hide, show, or adjust lengths and source inputs for all components directly from the settings menu.
How to Use:
Trend Direction: Use the primary SMA/EMA crossover to determine the macro trend.
Dynamic Support/Resistance: Use the secondary Smoothed MA (Yellow) as a trailing trigger line for entries.
Volatility Breaks: Use the integrated Bollinger Bands to gauge when the baseline moving average is experiencing extreme expansion or contraction. Indicator
Indicator
Normalized Candles RSI [Jamallo]🔹 Intro
The Normalized Candles RSI is a quantitative momentum and volatility indicator designed to transform raw, trending price action into a stationary 0-100 oscillator. By passing price data through a Fractional Differencing engine and a dynamic Z-Score normalization layer, it strips away market drift and presents pure, bounded candlestick momentum. This stationary price structure is then directly overlaid with a traditional RSI and Divergence engine for highly confluent signals.
🔹 Break down
Fractional Differencing (FFD): Transforms non-stationary price data into a stationary series while retaining deep historical memory (controlled by the "d" parameter). This prevents the data loss associated with standard period-to-period differencing.
Normalization Engine: Applies a rolling Z-Score to the differenced data, which is then passed through a Sigmoid compression function. This mathematically forces the resulting candlesticks into a strict 0-100 range without repainting.
RSI & Divergence Engine: Overlays a classic RSI with optional smoothing moving averages and Bollinger Bands. Built-in regular bullish and bearish divergence detection algorithms automatically scan for momentum exhaustion relative to the price.
🔹 Visual Guide: Indicator Anatomy
The true power of this indicator lies in its visual mapping. As shown in the snapshot, the indicator pane perfectly merges the structure of raw price action directly with a classic RSI oscillator.
1:1 Structural Mapping: Notice how the normalized candles in the middle pane mirror the raw price action in the main chart exactly (highlighted by the "1:1 with overlay candle sticks" annotation). You get the exact same highs, lows, and structural candlestick patterns, but stripped of drift and mathematically squashed into a stationary box.
Normalized Candles + Standard RSI: If you look at a standard RSI (bottom pane), you only see a floating line. By overlaying the normalized candles (middle pane), you can see exactly how the physical candlestick bodies and wicks behave relative to the RSI's 0-100 bounds and its smoothing moving average (the yellow line).
Actionable Context: When a localized top or bottom forms, you aren't just guessing based on a purple line peaking. You can see the actual candlestick structure exhausting itself, forming wicks and reversal patterns right against the upper (70+) or lower (30-) overextended boundaries.
🔹 Settings Parameters
- Diff Order (d) (0.01 - 0.99): The fractional differencing order. Higher values make the series more stationary but remove more historical memory.
- Z-Score Lookback: The rolling window used to calculate the mean and standard deviation for the 0-100 normalization engine.
- Sigmoid Compression Scale: Controls the elasticity of the 0-100 bounds. A higher value results in softer compression at the extremes, while a lower value makes it compress faster.
- RSI Settings & Smoothing: Standard parameters for the RSI length, smoothing moving averages (SMA, EMA, VWMA, etc.), Bollinger Bands, and the divergence lookback constraints.
🔹 Credits & Acknowledgements
The core RSI and Divergence engine utilized in this script is adapted from PulseWire's built-in Relative Strength Index indicator code. Indicator
Smart Trend Strategy | julzALGO📘 Summary
Smart Trend Strategy | julzALGO is a trend-following strategy that combines adaptive trend analysis with market structure confirmation. The strategy uses a dual-stage smoothing engine to identify trend shifts while validating entries through Break of Structure (BOS) and Change of Character (CHoCH) events.
To improve adaptability across different market conditions, the strategy includes independent Risk:Reward settings for long and short positions, allowing bullish and bearish trades to be managed separately.
The result is a complete trend and structure-based trading system with automated entries, stop losses, take profits, visual trade management, and strategy backtesting.
📘 Features
✅ Adaptive Trend Detection
✅ Trend Flip Identification
✅ Bullish & Bearish Market Structure Analysis
✅ Break of Structure (BOS)
✅ Change of Character (CHoCH)
✅ Close or Wick Break Confirmation
✅ Trend & Structure Synchronization Engine
✅ Independent Long and Short Risk:Reward Targets
✅ Structure-Based Stop Loss
✅ ATR-Based Stop Loss
✅ Percentage-Based Stop Loss
✅ Automatic ATR Fallback Protection
✅ Dynamic Entry, Stop Loss & Take Profit Visualization
✅ Risk Zone Highlighting
✅ Target Projection Zones
✅ Position Management Dashboard
✅ Long & Short Trading Modes
✅ Opposite Signal Exit Logic
✅ Configurable Backtest Window
✅ Built-In Alerts
📘 Logic
🔷 Trend Engine
The strategy continuously evaluates price direction using an adaptive smoothing process designed to reduce market noise while maintaining responsiveness.
Bullish Trend
* Trend direction turns positive.
* Long setups become eligible.
Bearish Trend
* Trend direction turns negative.
* Short setups become eligible.
🔷 Market Structure Engine
The strategy monitors swing highs and swing lows to identify structural shifts.
Bullish Structure Signals
• Bull BOS
• Bull CHoCH
Bearish Structure Signals
• Bear BOS
• Bear CHoCH
These events help confirm whether momentum and structure are aligned with the current trend.
🔷 Trend & Structure Synchronization
A trade is only allowed when both:
• Trend Direction
and
• Market Structure Confirmation
occur within the user-defined synchronization window.
This reduces isolated signals and improves trade quality.
🔷 Split Risk:Reward System
Long and short trades can use separate profit targets.
Example:
Long Trades
* Risk:Reward = 1:2
Short Trades
* Risk:Reward = 1:1
This allows traders to adapt to directional market bias and optimize strategy performance.
🔷 Stop Loss Models
The strategy supports three stop loss methods:
Structure Stop
* Uses recent swing structure.
ATR Stop
* Uses market volatility.
Percent Stop
* Uses fixed percentage distance.
ATR fallback protection can automatically replace invalid structure stops.
🔷 Trade Management
Each active trade displays:
• Entry Price
• Stop Loss
• Take Profit
• Risk Zone
• Target Zone
• Active Risk:Reward
This provides complete visual trade management directly on the chart.
🔷 Dashboard
The built-in dashboard displays:
• Current Trend Direction
• BOS / CHoCH Status
• Entry Confirmation Mode
• Synchronization Setting
• Stop Loss Method
• Active Risk
• Active Risk:Reward
• Position Status
• Backtest Window Status
📘 Usage
🔷 Bullish Setup
1. Trend flips bullish.
2. Bull BOS or Bull CHoCH confirms.
3. Long signal appears.
4. Stop loss and target are calculated automatically.
5. Trade remains active until TP or SL is reached.
🔷 Bearish Setup
1. Trend flips bearish.
2. Bear BOS or Bear CHoCH confirms.
3. Short signal appears.
4. Stop loss and target are calculated automatically.
5. Trade remains active until TP or SL is reached.
Suggested Configuration
Long Risk:Reward
* 1:2
Short Risk:Reward
* 1:1
This configuration may be beneficial in markets with stronger bullish tendencies.
📘 Settings
🔷 Trend Engine
Source — Price source used for calculations.
ER Length — Controls adaptive sensitivity.
Fast Length — Fast smoothing component.
Slow Length — Slow smoothing component.
Process Noise — Trend responsiveness control.
Measurement Noise — Trend smoothing control.
🔷 BOS / CHoCH Confirmation
Structure Pivot Length — Swing sensitivity.
Break Confirmation — Close or Wick confirmation.
Entry Confirmation — BOS, CHoCH, or combined logic.
Sync Bars — Maximum distance between trend and structure confirmation.
Show Structure Lines — Display BOS/CHoCH levels.
Show Structure Marks — Display structure markers.
🔷 Split RR
Stop Loss Type — Structure, ATR, or Percent.
Long Risk:Reward — Profit target for long trades.
Short Risk:Reward — Profit target for short trades.
ATR Length — ATR calculation period.
ATR Multiplier — ATR stop distance.
Percent Stop — Fixed stop distance.
Structure Buffer — Additional stop padding.
ATR Fallback Protection — Uses ATR when structure stop becomes invalid.
🔷 Strategy
Allow Long — Enable long positions.
Allow Short — Enable short positions.
Close On Opposite Signal — Automatically closes opposite trades.
Backtest Window — Restricts historical testing period.
Backtest Days — Number of days included in testing.
🔷 Display
Show Signals — Displays entry markers.
Show RR Levels — Displays trade levels.
RR Label Offset — Label positioning distance.
TP Box Padding — Target zone size.
Show Dashboard — Enables dashboard.
Color Bars — Trend-colored candles.
📘 Disclaimer
This strategy is intended for educational and research purposes only. Past performance does not guarantee future results. Always perform independent testing and apply proper risk management before using any strategy in live market conditions.
Strategy
EMA Distance Zone Move MatrixThis indicator answers one of the most practical questions in trading: "When price is X% away from the EMA, how likely is it to move at least Y% from that point?"
It builds a live probability matrix from historical data — no repainting, no predictions — just raw statistics from how price has actually behaved.
How It Works
The indicator measures the percentage distance between price and a selected EMA at every bar. It then groups historical bars into user-defined zones (e.g. "price is 3–5% above EMA") and tracks how often price made a significant move after entering each zone.
Example read:
If the 3 to 5% zone shows ▲≥5%: 62.3% — that means 62.3% of the time, after price entered that zone, it subsequently rallied at least 5% from the entry price within the tracking window.
Settings
EMA
EMA Length — period of the EMA (default: 20)
EMA Timeframe — use the chart timeframe or any higher timeframe
Lookback Bars — how many historical bars to analyse (default: 1000)
Bars to Track — how many bars after zone entry to watch for the move (default: 50)
From Zones (Rows) — 8 zones, each with:
Enable/disable toggle
Lo% and Hi% — the EMA distance band (supports negative values for below-EMA zones)
Label — custom name shown in the table row
Move Thresholds (Columns) — 10 thresholds, each with:
Enable/disable toggle
Direction — ▲ Up (price rises), ▼ Down (price falls), ↕ Either (either direction)
≥ % — minimum move size to count as a hit
Display
Show % or raw count
Heatmap color mode
Table position and text size
The Matrix Table
Rows = FROM zones (where price was when it entered)
Columns = move thresholds (how far it moved after)
Last column = total number of visits to that zone
Each cell shows the probability (%) or count of times price achieved that move after entering that zone.
Color coding (heatmap mode):
Red — highest probability (≥75% of max)
Orange — high (50–75%)
Yellow — moderate (25–50%)
Teal — low (below 25%)
Gray — zero / no data
Column headers are color-coded by direction:
Teal = Up move ▲
Red = Down move ▼
Purple = Either direction ↕
The footer row shows the currently active zone and the indicator settings summary.
Chart Background
The chart background is lightly shaded to show which zone price is currently in — making it easy to spot your current EMA distance zone at a glance without looking at the table.
Use Cases
Find which EMA distance zones historically lead to strong reversals or continuations
Identify asymmetric zones where up-move probability is much higher than down
Compare behavior at oversold vs overbought EMA distances
Build mean-reversion or momentum setups backed by historical statistics
Use with any EMA (20, 50, 100, 200) on any timeframe
Notes
overlay=true — draws directly on the main chart, no separate pane needed
A move is counted once per zone visit per threshold (first time it's hit within the tracking window)
Works on any instrument: stocks, crypto, forex, futures, indices
The matrix updates live on every bar — no need to refresh
Use a lookback of at least 500 bars for statistically meaningful results
Ensure the chart timeframe has enough history to cover the lookback window
Settings Quick Start (recommended defaults):
Zones: -10 to -5 · -5 to -3 · -3 to 0 · 0 to 3 · 3 to 5 · 5 to 10
Moves: ▲≥1% · ▲≥2% · ▲≥5% · ▲≥10% · ▼≥1% · ▼≥2% · ▼≥5% · ▼≥10%
Lookback: 1000 · Track window: 50 bars Indicator
Lemorei Daily - All-In-OneLemorei Daily — All-in-One Daily Chart Context Tool
Lemorei Daily is a discretionary daily-chart analysis indicator designed to help traders quickly evaluate a stock’s broader trend, relative strength, volume quality, key levels, and long-side trading context.
This script is built for daily charts and is intended to support watchlist building, pre-market preparation, swing context, and intraday bias planning. It is not designed as a standalone buy/sell execution system. Instead, it helps answer one important question before trading: Is this stock strong enough to deserve attention?
The indicator combines several important daily-chart components into one clean visual layout:
20 EMA, 50 EMA, and 200 EMA trend structure
20/50 EMA cloud to quickly visualize bullish or bearish trend alignment
Weekly and Monthly anchored VWAP to identify whether price is above or below important institutional reference levels
Previous Day High and Previous Day Low levels with optional extended labels
ATR-based daily range analysis to classify the current day as quiet, normal, healthy, expanded, or extreme
Relative strength vs SPY to show whether the ticker is leading or lagging the market
Volume quality analysis using relative volume versus its average
Hot volume candle highlighting for unusual daily participation
Fast Daily dashboard summarizing bias, EMA position, VWAP status, relative strength, volume, range, and action context
Action engine that classifies the setup as A+ LONG, WAIT VWAP, PULLBACK, SELECTIVE, AVOID LONG, or CAUTION
Clean action note with plain-language guidance for the current daily context
Alerts for A+ daily long context, VWAP reclaim, wait-for-VWAP conditions, and hot daily volume
The goal of this indicator is to make daily chart analysis faster, cleaner, and more structured. It is especially useful for traders who focus on momentum stocks, large-cap leaders, continuation setups, VWAP reclaim setups, and stocks showing relative strength against the broader market.
Suggested use cases:
Building a daily watchlist
Filtering stocks before intraday trading
Identifying strong continuation candidates
Avoiding weak or extended names
Confirming whether a stock has bullish daily structure before looking for lower-timeframe entries
Monitoring important VWAP, EMA, volume, and range conditions
Important: This script is for educational and informational purposes only. It is not financial advice, investment advice, or a recommendation to buy or sell any security. Always combine this tool with your own analysis, risk management, market conditions, news awareness, and personal trading plan.
Indicator
Indicator
Strategy
Tectonic Regime Protocol [JOAT]Tectonic Regime Protocol
Introduction
Tectonic Regime Protocol is an open-source Pine Script v6 strategy that combines four analytical modules into a single rule-based trading system: a four-state regime classifier, a three-layer trend filter, a six-pillar confluence entry engine, and an adaptive exit module using ATR-based partial take-profit and a regime-adaptive trailing stop.
The strategy is designed for traders who want a fully automated systematic framework to study how regime-gating affects signal quality. Its primary hypothesis is that directional entries made when (1) the market is classified as a trending regime, (2) trend filters across multiple timeframes align, and (3) multiple structural, volume, and momentum inputs agree, produce statistically better outcomes than entries based on any single condition alone.
Strategy Default Properties
Initial capital: $100,000
Order size: 2% of equity per trade
Commission: 0.04% per side
Slippage: 2 ticks
Maximum open positions: 1
These settings represent realistic conditions for a funded discretionary trader using a liquid futures or equity instrument. The 2% equity sizing limits maximum theoretical drawdown from any single trade while providing meaningful position exposure. Commission and slippage values reflect typical institutional-grade execution costs for electronically traded instruments.
Core Concepts
1. Four-State Regime Classifier
The regime module classifies each bar into one of four states using ADX relative to a threshold and the ATR-to-SMA(ATR) ratio: Trend Bull, Trend Bear, Range High-Vol, Range Low-Vol. Only Trend states are eligible for entry. Range classifications suppress all entries regardless of how strong the confluence score is. This is the primary market context filter.
2. Three-Layer Trend Filter
Three independently computed trend conditions must all agree before a long or short entry is considered: close versus VWMA(200) determines whether price is above or below long-term value; the relationship between fast and slow HMA lines determines medium-term momentum direction; and the close versus a 50-period EMA on a higher timeframe provides multi-timeframe context.
3. Six-Pillar Confluence Score
The entry engine scores six market dimensions and requires the composite bull or bear score to exceed 50 of 100 (default, configurable) with a directional lead of at least 8 points above the opposing score. The six pillars are: market structure, OBV slope direction, KAMA position + RSI + WPR composite, swing-low liquidity sweep detection, ATR ratio in productive range, and Fractal Efficiency Ratio above 0.30.
bool longSetup = validRegime and regime == 1 and trendBull
and bull >= confThreshold and (bull - bear) >= confGap
and barstate.isconfirmed
4. Adaptive Exit Module
The exit logic uses partial exits at two take-profit levels. TP1 closes 50% of the position at 1.0× risk distance. TP2 closes the remaining position at 2.0× risk distance. After TP1 is reached, the stop is moved to the entry price (breakeven). The stop before TP1 uses a regime-adaptive ATR trail — the stop multiplier is lower in low-volatility regimes (tighter) and higher in high-volatility regimes (looser). A 30-bar time-based exit closes any remaining position if neither TP nor stop is reached.
5. Non-Repainting Architecture
All entry conditions are evaluated only when barstate.isconfirmed is true. The HTF EMA is requested with lookahead=barmerge.lookahead_off. Pivot-based conditions use confirmed pivot detection with symmetric lookback. No future bar references are used.
Default Settings and Performance Notes
The strategy is published with the default Properties values listed above. Results shown on the publication chart are generated using these exact settings. Commission of 0.04% per side is representative of typical electronic execution on liquid instruments.
Win rate alone does not characterize strategy performance. The strategy is designed around a two-tier partial exit structure targeting positive expectancy (wins × average win greater than losses × average loss) rather than high win rate. The profit factor and average R-multiple are the more relevant metrics for this type of system.
Input Parameters
Regime Module:
ADX Trend Threshold (default: 20)
ATR Ratio High-Vol Threshold (default: 1.2)
Trend Filter:
VWMA Length (default: 200)
Ribbon Fast HMA and Slow HMA lengths
HTF Timeframe for EMA(50) filter (default: 240)
Enable HTF Filter toggle
Confluence Engine:
Min Score (default: 50, range 50–95)
Min Direction Lead (default: 8)
Min FER (default: 0.30)
FER Lookback (default: 14)
Individual pillar weights (Structure, Volume, Momentum, Liquidity, Volatility, FER)
Exit Module:
TP1 RR Multiple (default: 1.0)
TP2 RR Multiple (default: 2.0)
Stop Multiplier for Low / Med / High Volatility Regimes
Max Bars Hold (default: 30)
How to Evaluate This Strategy
Apply it to a liquid instrument with sufficient historical data to generate more than 100 trades. Compare profit factor, Sharpe ratio, average R-multiple, and maximum drawdown — not win rate in isolation. Test it across at least two different instruments or timeframes to assess whether the results reflect genuine structural edge or data-fitting to one specific market.
The strategy is not optimized for any single market. Default parameters are deliberately conservative to avoid overfitting. Users who adjust parameters to improve backtested results should recognize that improvement on historical data does not guarantee improvement on future data.
Strategy Limitations
On lower-timeframe charts with short histories, fewer than 100 trades may result, reducing the statistical reliability of the backtest
The HTF filter uses request.security() with a higher timeframe EMA. In live trading, the HTF value updates when the higher timeframe bar closes, which may differ slightly from live server-side execution
ATR-based stops and targets mean position sizes and outcomes scale with volatility. In abnormally low-volatility environments, commission costs represent a larger proportion of expected gain
The time-based exit at 30 bars may close profitable positions before TP2 is reached in slow-moving markets
Backtested performance on any instrument does not predict future performance. Markets change, and parameters that produced edge historically may not do so in future regimes
Originality Statement
Combining a four-state regime classifier, a three-layer multi-timeframe trend filter, a six-pillar confluence score including Fractal Efficiency Ratio, and a partial-exit adaptive trailing stop system in a single non-repainting open-source strategy is an original integration of methods
The Fractal Efficiency Ratio as a pillar in a multi-factor entry score, and as a required gate condition for entry, is not present in existing open-source Pine Script v6 strategy publications as of this writing
The regime-adaptive stop multiplier — loosening in high-volatility regimes and tightening in low-volatility regimes — is an original stop calibration approach within this strategic framework
The dual entry mode (edge transition OR re-entry when flat with elevated score) increases signal frequency without compromising the fundamental regime and trend filter requirements
Disclaimer
This strategy is provided for educational and informational purposes only. It is not financial advice or a recommendation to buy or sell any financial instrument. Backtested results are simulated and do not represent real trading. Simulated results have inherent limitations and may not reflect actual trading outcomes due to market impact, execution differences, and changing market conditions. Past backtested performance does not guarantee future results. Trading involves substantial risk of loss. Always conduct independent due diligence and apply proper risk management before using any strategy with real capital. The author accepts no responsibility for trading losses resulting from use of this strategy.
Made with passion by jackofalltrades
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QQE Trend Strategy [Long/Short]QQE Trend Strategy
A dual-band QQE (Quantitative Qualitative Estimation) strategy built on Pine Script v6.
Two independently tuned QQE bands — Fast and Slow — provide both responsive and filtered trend signals, with an optional 50-line direction filter and percentage-based stop loss.
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🔹 HOW IT WORKS
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QQE transforms RSI into a smoothed oscillator, then applies a double-EMA ATR trailing band to detect trend reversals.
When the QQE line crosses its trailing band:
- Bullish crossover → Buy signal
- Bearish crossover → Sell signal
Two band systems run in parallel:
- Fast Band (lower factor) — more responsive, earlier signals
- Slow Band (higher factor) — smoother, fewer false signals
Select which band drives your entries via the Signal Band setting.
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🔹 FEATURES
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- Dual QQE Bands (Fast + Slow)
→ Both plotted simultaneously for confluence analysis.
- 50-Line Direction Filter (optional)
→ When ON: Long entries only above 50, Short entries only below 50.
→ Helps eliminate counter-trend trades in strong trending conditions.
- Trade Direction control
→ Both / Long Only / Short Only
- Stop Loss (optional, percentage-based)
→ Calculated from average entry price.
→ Updated on every bar while in position.
- Display toggles
→ Fast Band, Slow Band, Histogram, Background Color, Bar Color, Signal Markers
→ All independently switchable — use as a standalone indicator or a full strategy.
- Commission & Slippage
→ Defaults: 0.03% commission, 1 tick slippage.
→ Adjustable via Strategy Properties tab without editing the script.
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🔹 ALERT CONDITIONS (3 total)
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- 🟢 Buy Signal — Bullish QQE trend reversal detected
- 🔴 Sell Signal — Bearish QQE trend reversal detected
- ⚡ Any Signal — Either direction triggered
All alerts include ticker and timeframe: {{ticker}}, {{interval}}
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🔹 SETTINGS
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- RSI Length : 14 (default)
- Smooth EMA Length : 5 (default)
- Fast Band Factor : 2.618 (default)
- Slow Band Factor : 4.236 (default)
- Signal Band : Slow (default)
- Lot Size : 1.0 (default)
Increase the Band Factor to reduce signal frequency.
Decrease it for more responsive entries on shorter timeframes.
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⚠️ DISCLAIMER
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This script is for educational and backtesting purposes only.
Past performance does not guarantee future results.
Always apply proper risk management before using any strategy in live markets. Strategy
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SPY ATR BandsAn all-in-one overlay that combines ATR-based deviation bands, all-time-high levels, and a weekly-EMA trend filter into a single clean tool. Built for swing dip-buying on SPY, but works on any symbol.
Features
• Multi-timeframe ATR bands (D / 4H / 1H) — Keltner-family bands built from an RMA centerline ± ATR × multiplier, with three depths each (narrow ×0.6 / main / wide ×1.5). Because they scale with ATR, a touch of the wide band means a statistically significant move relative to current volatility, not a fixed %. Lines are smoothed between higher-TF updates. Color-coded by TF (D / 4H / 1H), with optional narrow/wide layers.
• Intersection markers — A bubble is dropped at the deepest band touched within each incursion (narrow > main > wide), per timeframe. Instantly shows where price is interacting with each TF's volatility envelope.
• ATH line + pullback levels — Running all-time-high line plus −3 / −4 / −5 / −10 / −15 / −20 / −25% pullback levels (labels only). The ATH label shows price, days since the last ATH, and current trend-leg %. A live "Now" label shows price and exact % distance from the ATH (candle-colored).
• W EMA20 proxy (trend filter) — Approximates the weekly EMA20 on any timeframe (1H/Daily proxies, down to intraday) so you always see the higher-TF trend line. The line turns green when the last daily candle closes above it and red when it closes below — a clean bull/bear read. Includes a tolerance zone, an intersection marker, and an optional interpolation mode for a smooth line down to 5-minute charts.
• Built-in alerts — "Any intersection marker", "Lower-band touch (dip)", and "W EMA20 touch".
How to use
Watch for price tapping a lower band (oversold) while well below the ATH and above the W EMA20 line (trend intact). The deeper the band and the further from the ATH, the higher-conviction the pullback. The W EMA20 color tells you whether the broader regime is bullish or bearish.
Most colors, widths, tolerances and toggles are fully configurable in settings.
Not financial advice — for educational / technical-analysis use. Indicator
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