Percentile Momentum Rotation [Pineify]Percentile Momentum Rotation
Overview
Percentile Momentum Rotation is a Pine Script v6 oscillator that converts fast, medium, and slow rate of change into a comparable spectrum. It shows a centered score, horizon coherence, a fast-slow wave, and a dashboard for momentum context rather than prediction.
Problem Definition
Raw ROC is a percentage return over one window. An 8-bar ROC has a different range from a 55-bar ROC, and the same value can be ordinary in a volatile regime but unusual in a quiet one. Averaging raw readings lets the largest horizon dominate, while fixed thresholds change meaning with the distribution. The design must retain each horizon's information but remove its local scale before combination.
Design Rationale
Each ROC is ranked against its own history and centered from -100 to +100, avoiding an assumption of normal returns. A z-score was rejected because outliers can distort its mean and deviation; a raw blend was rejected because it keeps the scale mismatch. The centroid is discounted when horizon polarities disagree or ranks spread apart. This favors coherent states but reacts less to an early one-window turn. The visual hierarchy follows these variables: primary score first, explanatory layers second.
Key Features
Three independently normalized ROC percentile streams.
A coherence-weighted composite and fast-slow rotation wave.
A state-colored spectrum, horizon fan, confirmed alerts, and dashboard.
Balanced, fast-focus, and slow-focus weighting.
How It Works
The script calculates percentage ROC over fast, medium, and slow lengths. ta.percentrank compares each current ROC with its configured history. Percentile 50 maps to zero, 100 to +100, and 0 to -100. Positive therefore means high versus that horizon's recent distribution; it does not guarantee a positive raw return.
The centered ranks form a weighted centroid; the three profiles shift emphasis across horizons. Polarity checks whether ranks share a side outside the dead zone, while compactness measures dispersion. Their 0-to-1 coherence controls a 0.55-to-1.00 consistency factor applied to the score.
The wave is half the fast-minus-slow rank difference. Color encodes score direction, halo intensity encodes coherence, and fan width shows dispersion. Output remains empty through warm-up. Visuals update intrabar; diamonds and alerts require bar close.
How Multiple Indicators Work Together
This is one pipeline, not a mashup. ROC supplies horizon change; percentile rank removes local scale; the centroid summarizes location; polarity and dispersion test coherence; and the consistency factor forms the score. The wave exposes lead-lag behavior that the centroid hides, while the fan visualizes disagreement. Removing a stage either removes momentum, restores the comparability problem, or hides confidence.
Trading Ideas and Insights
Upper and lower states organize review of relative momentum expansion. Synchronization means all horizons are unusual versus their own histories, not that a trade must follow. The wave reveals whether fast momentum leads or lags the slow horizon; repeated zero crossings describe unstable context. Confirm with independent structure and risk controls.
Unique Aspects
ROC and percentile rank are standard; the contribution is their information architecture. Each horizon is normalized against itself, then the composite is discounted by both side agreement and compactness. It separates historical location, synchronization, and lead-lag rotation; the same variables control halo, fan, and wave. No retrieved code is reproduced.
How to Use
Allow the slow ROC plus percentile history to warm up.
Start with Balanced and read score, coherence, and wave together.
Treat synchronization as context, then assess price structure and risk separately.
Use confirmed alerts; current-bar plots may move before close.
Disable secondary layers for a cleaner chart.
Customization
Short ROC windows react faster but rotate more often; long windows add persistence and lag. Longer percentile history provides broader context but adapts more slowly after regime shifts. The dead zone sets how much near-median movement is directionless. Rotation thresholds define context and extremes; Synchronization Threshold sets required agreement. Weight profiles change the analytical question, so comparisons should keep settings consistent.
Assumptions and Limitations
The source and available history must be representative enough for ranking. Percentiles are relative: a high rank can occur while raw returns are negative if the decline is milder than recent declines. Results depend on lengths, lookback, and structural breaks. It is lagging and omits volume, execution, fundamentals, and structure. Visuals can change before close; alerts wait for confirmation. No future values or external data are used, but this does not establish performance.
Conclusion
Percentile Momentum Rotation turns incompatible ROC scales into an auditable spectrum. It keeps relative location, coherence, and lead-lag rotation distinct but connected, helping diagnose momentum context without treating thresholds as guaranteed entries.
Indicator
HTF Swing Highs & LowsAn open-source multi-timeframe market structure indicator that automatically identifies and projects confirmed swing highs and swing lows from the Weekly, Daily, and 4-Hour timeframes onto any lower timeframe chart.
The indicator is designed to provide clean, non-repainting support and resistance levels based on confirmed market structure rather than developing pivots.
Features
- Weekly, Daily and 4H swing highs and lows
- Non-repainting confirmed pivots
- Automatic higher timeframe detection using request.security()
- Horizontal levels extended until invalidated
- Independent visibility controls for each timeframe
- Hierarchical timeframe filtering
- Custom colours and line widths for every timeframe
- Adjustable pivot strength
- Wick, Close or Never invalidation options
- Stop or Delete broken levels
- Automatic level management to prevent exceeding PulseWire object limits
How it works
The script uses confirmed pivot highs and lows from higher timeframes.
Unlike developing pivots, a swing is only confirmed after the selected number of candles has formed on both sides of the pivot. Once confirmed, a horizontal level is created at the swing price and extended to the right.
Because only confirmed pivots are used, historical levels do not repaint.
Pivot Strength
Pivot Strength controls how significant a swing must be before it becomes a level.
A strength of 3 means the pivot candle must have:
- three lower highs (or higher lows) before it
- three lower highs (or higher lows) after it
Higher values filter market noise and identify more significant market structure.
They also produce fewer levels and require longer confirmation.
Lower values detect smaller swings, produce more levels, react faster.
Level Invalidation
Choose how a level is treated once price trades through it.
Wick - Invalidates when price wicks beyond the level.
Close - Invalidates only after a candle closes beyond the level.
Never - Levels remain permanently.
Broken levels can either:
- Stop extending while remaining visible
- Be deleted completely
Hierarchical Visibility
The indicator can automatically display only relevant higher timeframe levels.
For example:
- Weekly levels appear on Weekly and all lower timeframes.
- Daily levels appear on Daily and all lower timeframes.
- 4H levels appear on 4H and lower charts.
This helps reduce clutter when analysing higher timeframe charts.
Notes
- Uses confirmed higher timeframe pivots only.
- Levels are anchored to the original swing candle.
- Designed for support and resistance, market structure, liquidity analysis, and confluence with other tools.
- Works on all symbols and asset classes supported by PulseWire. Indicator
Multi-Timeframe Trend & Consolidation Table### Overview
The **Multi-Timeframe Trend & Consolidation Table** is a lightweight dashboard indicator designed to give traders a quick, multi-timeframe overview of the market trend and consolidation status directly on their chart.
Instead of switching between multiple timeframes or cluttering your chart with dozens of moving averages, this tool consolidates trend data across 10 different timeframes into a clean, customizable table.
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### Key Features
* **Multi-Timeframe Analysis:** Monitors **1m, 3m, 5m, 10m, 15m, 1h, 4h, 1D, 1W, and 1M** timeframes simultaneously.
* **Customizable EMA Periods:** Set unique Exponential Moving Average (EMA) lengths for every individual timeframe (e.g., EMA 10 for 1m, EMA 50 for 1h, EMA 200 for 1D).
* **Consolidation Detection:** Built-in threshold logic identifies when price is hovering extremely close to the EMA line, signaling potential range-bound/chop market conditions.
* **Dynamic Table UI:** Displays the specific EMA length assigned to each timeframe directly inside the table for clear tracking. Fully customizable position (Top Right, Bottom Left, etc.) and text sizes.
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### How It Works
The indicator compares the price of each timeframe against its assigned EMA line:
1. **BULLISH 🟢:** Current close price is above the timeframe's EMA (outside the consolidation zone).
2. **BEARISH 🔴:** Current close price is below the timeframe's EMA (outside the consolidation zone).
3. **RANGE 🟡:** Price percentage difference from the EMA is smaller than the set threshold (e.g., within 0.15%), indicating market consolidation or flat movement.
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### How to Use
1. **Trend Alignment:** Look for timeframes aligning in the same direction (e.g., 1h, 4h, and 1D all green) to trade with the macro trend.
2. **Avoiding Chop:** When lower timeframes show `RANGE 🟡`, it indicates low volatility or moving average compression, warning you to avoid breakout trades or wait for confirmation.
3. **Execution Timeframes:** Tune lower timeframes (1m, 3m, 5m) to fast EMAs for scalp setups, while keeping higher timeframes (1D, 1W) on key levels like the 200 EMA.
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### Settings & Inputs
* **EMA Lengths per Timeframe:** Set custom EMA periods for all 10 available timeframes.
* **Enable Consolidation Detection:** Toggle range detection on or off based on your strategy preference.
* **Consolidation Threshold (%):** Adjust the distance percentage between close price and EMA to define a range zone (default is 0.15%).
* **Table Display:** Adjust table placement on your screen and text font size. Indicator
Indicator
Equity Risk Indicator - BCA-Style ProxyEquity Risk Indicator – Multi-Factor Composite (ERI Proxy)
Overview
The Equity Risk Indicator (ERI) is a standardized, equally-weighted composite that measures how stretched the US equity market is across four independent dimensions: price momentum, investor sentiment, speculative futures positioning, and deviation from the long-term trend. The concept is inspired by institutional risk aggregation frameworks: instead of relying on a single overbought/oversold metric, several uncorrelated risk factors are normalized via z-scores and combined into one oscillator.
Readings above +1 standard deviation have historically clustered near major market tops (2000, 2007, 2018, 2021), while readings below −1 have coincided with washed-out, contrarian buying zones. The indicator is designed as a regime and risk-management tool, not as a standalone entry signal.
Methodology
Each component is transformed into a rolling z-score (default lookback: 500 bars), then all active components are equally weighted, and the resulting composite is re-standardized and smoothed with an EMA. This double standardization keeps the output stable around a zero mean with interpretable ±1 / ±2 SD bands.
1. Composite Momentum Equally-weighted z-scores of the 3-month, 6-month, and 12-month rate of change. Captures how extended price momentum is relative to its own history across multiple horizons.
2. Sentiment (inverted) Z-scores of the volatility index (default: TVC:VIX) and the put/call ratio (default: USI:PCA), both inverted. Low implied volatility combined with low put demand signals complacency — historically a late-cycle risk condition.
3. Futures Positioning (COT) Noncommercial net long positions (Legacy report, Long minus Short) for E-mini S&P 500 futures, retrieved via the official PulseWire/LibraryCOT. Elevated speculative net-long positioning indicates crowding. CFTC contract code is configurable (default: 13874A). Note: COT data is weekly, so this component updates in steps on daily charts.
4. Trend Deviation (earnings-expectations proxy) Deviation of the log price from its long-term linear regression (default: ~3 years). When price trades far above its structural trend, aggressive growth expectations are priced in — serving as a proxy for forward earnings optimism, which is not directly available as a data feed.
Each component can be toggled on/off individually. When a data source fails to load, the composite automatically re-weights across the remaining components.
How to Read It
Above +1 SD (red zone): Elevated risk. Momentum, sentiment, positioning, and/or trend extension are stretched simultaneously. Historically associated with topping conditions — consider tightening risk, reducing leverage, or hedging.
Rollover below +1 SD (circle markers): The indicator crossing back under +1 after an overheated reading has historically appeared near cycle peaks. This is the pattern highlighted by the circle markers at the top of the pane.
Around 0 (mean): Neutral regime.
Below −1 SD (green zone): Depressed risk conditions — panic sentiment, washed-out momentum, light positioning. Historically a contrarian accumulation zone.
The data window additionally displays all four component z-scores separately, so you can see at any bar which factor is driving the composite.
Settings
Components: Toggle Momentum, Sentiment, COT Positioning, and Trend Deviation independently
Symbols: Volatility index, put/call ratio, and CFTC contract code are fully configurable
Z-Score Lookback: Standardization window (default 500 bars ≈ 2 years; increase to 750–1000 for a smoother, slower profile)
Trend Lookback: Regression window for the trend-deviation component (default 756 bars ≈ 3 years)
Smoothing: EMA applied to the final composite (default 10)
Alerts
ERI crosses above +1 SD (higher-risk regime)
ERI rolls over below +1 SD (potential peak signal)
ERI crosses below −1 SD (lower-risk / contrarian zone)
Recommended Use
Designed for the daily timeframe on broad US equity indices (SPX, ES1!, SPY). It works best as a macro overlay: as a filter for trend-following systems, as a position-sizing input, or as a hedging trigger. Because all components are standardized, the framework also transfers to other liquid indices — adjust the CFTC code and sentiment symbols accordingly.
Limitations
Earnings revisions and forward EPS growth are not available as PulseWire data feeds; the trend-deviation component serves as a structural proxy for these inputs. COT data is published weekly with a lag. As with any standardized oscillator, extreme readings can persist longer than expected — this tool measures risk conditions, it does not time reversals on its own.
This indicator is for informational and educational purposes only and does not constitute financial advice. Indicator
STRX - AutoCorrelationSTRX – AutoCorrelation is a quantitative analysis tool designed to monitor real‑time correlations between up to five assets, using the Pearson correlation coefficient over a customizable period and timeframe. The script displays a correlation matrix as a heatmap table together with a structured textual reading, providing an immediate operational view of the strength and direction of relationships across assets.
The “Assets to Correlate” panel allows the user to select up to five instruments (for example Gold, US100, USDX, Silver, Platinum) and to enable or disable each slot individually, so the correlation set can be quickly adapted to different market contexts. Through the “Settings” panel, the user can define an independent calculation timeframe, the lookback period for the correlation, whether to show the textual reading table, and the position of the panel on the chart.
The matrix highlights, for each pair, the normalized correlation value between −1 and +1, with a color scheme that distinguishes positive and negative correlations and emphasizes their intensity. The textual reading table classifies each relationship as “Strong”, “Moderate”, “Weak” or “Negligible” and specifies the sign (“Positive” / “Negative” / “Independent moves”), helping the user assess co‑movements, diversification, hedging behavior and potential concentration of risk across the selected assets.
This indicator is intended as a decision‑support tool for multi‑asset analysis and does not generate standalone entry or exit signals. It does not constitute financial advice or a guarantee of performance; any trading or investment decisions remain solely the responsibility of the user. Indicator
Funding Rate & OI Radar [StrixEDGE]What It Does
Funding Rate & OI Radar is a multi-symbol derivatives dashboard that consolidates funding rate intensity, open interest momentum across three timeframes, and price-OI divergence signals into a single on-chart table. It is designed for perpetual futures traders who need to read market positioning at a glance — without switching tabs or charts.
The indicator tracks up to 5 perpetual contract symbols simultaneously, surfaces extreme funding conditions as they develop, and flags structurally weak rallies or drops where price and open interest are moving in opposite directions.
Core Features
Funding Rate with Color Intensity
Funding rate values are color-graded by severity — from dim neutral tones near zero, through elevated orange, to extreme red (longs paying) or bright green (shorts paying). Extreme readings trigger a highlighted cell background so they stand out immediately during fast-moving markets.
Open Interest Change — 1H / 4H / 24H
Three separate OI delta columns show how positioning is shifting across intraday, swing, and daily windows. Each cell includes a directional arrow (▲ ▼ ►) and percentage change, color-coded against your configured alert threshold. This gives you a layered read: is OI building across all timeframes, or only spiking on the short window?
Price-OI Divergence Detection
The SIGNAL column cross-references 24H price change against 24H OI change and classifies the move:
- WEAK▲ — Price rising but OI declining. Rally lacks new capital commitment. Potential short squeeze or exhaustion move.
- WEAK▼ — Price falling but OI rising. New positions opening into the drop. Potential capitulation trap or forced selling.
- STRONG▲ — Price and OI both rising. New money entering on the long side. Structurally supported move.
- STRONG▼ — Price and OI both falling. Positions closing out. Orderly deleveraging.
- NEUTRAL — No meaningful divergence.
Weak signals receive a highlighted background row to ensure they are not missed.
Multi-Symbol Table
Monitor BTC, ETH, SOL, and two custom perpetual contracts of your choice — all rendered in a single dashboard. The table includes configurable column visibility, so you can strip it down to just FR + divergence, or run the full 8-column view.
Aggregate Sentiment Footer
The bottom row averages funding rates across all active symbols and classifies the overall market into one of seven sentiment tiers — from 🟢 EXTREME FEAR through ⚪ NEUTRAL to 🔴 EXTREME GREED. A fast, blunt read on whether the derivatives market is skewing overleveraged in either direction.
Alerts
Four built-in alert conditions, all routed through PulseWire's native alert system:
- Extreme Funding Rate — Any tracked symbol's absolute FR exceeds your configured threshold (default: 0.05%/8h).
- OI Surge — Any symbol's 1H OI change exceeds your OI alert threshold (default: 5%).
- OI-Price Divergence — A WEAK▲ or WEAK▼ signal fires on any tracked symbol.
- Sentiment Extreme — Aggregate average FR across all symbols reaches the extreme zone.
Data Sources & Configuration
The indicator supports two modes for funding rate data:
- Ticker Mode (default) — Pulls funding rate from your exchange's dedicated FR data feed using a configurable ticker suffix (default: `_FR`). Requires the exchange to publish FR data through PulseWire.
- Basis Proxy Mode — Estimates the implied 8-hour funding rate from the perpetual-spot price spread: `(Perp − Spot) / Spot / 3`. Useful when direct FR tickers are unavailable. Note: this is an approximation, not the actual settlement rate.
Open interest data is fetched via configurable OI ticker suffix (default: `_OI`).
Important: Ticker formats vary across exchanges and PulseWire data providers. If columns display "N/A", adjust the OI/FR suffix inputs under 🔌 Data Sources to match your exchange's naming convention. Consult your exchange's PulseWire symbol search for the correct format.
Settings Overview
📊 Symbols — Exchange selector, 3 default symbols (BTC/ETH/SOL perpetuals), 2 optional custom slots.
🔌 Data Sources — OI suffix, FR suffix, FR method toggle, spot suffix override for basis proxy.
🚨 Thresholds — Extreme FR level, elevated FR level, OI alert percentage. These control both color intensity breakpoints and alert trigger levels.
🎨 Display — Table position (8 positions), text size (Tiny / Small / Normal / Large).
📋 Columns — Individual toggles for Price, Price Δ24H, Funding Rate, OI Δ1H, OI Δ4H, OI Δ24H, Divergence Signal, and Sentiment Footer. Disable any column you don't need to keep the table compact.
Technical Notes
- Uses 25 `request.security()` calls across 5 symbols (well within Pine Script's 40-call limit).
- OI changes are calculated from actual multi-timeframe requests (60min, 240min, Daily) — not bar-count estimates — so they remain accurate regardless of your chart's timeframe.
- Table renders only on the last bar (`barstate.islast`) for performance.
- Inactive custom symbol slots (left blank) fall back to the primary ticker internally and are hidden from the table.
How to Read It
Open the indicator on any chart. The table appears as an overlay (default: top-right corner). Scan left to right:
1. Symbol — Which asset.
2. Price — Current perpetual price.
3. Δ24H — Daily price change. Green = up, red = down.
4. FR /8h — Current funding rate per 8-hour interval. Bright color = elevated. Highlighted background = extreme.
5. OI Δ1H / 4H / 24H — Open interest change with directional arrows. Look for alignment across timeframes (all rising = strong conviction) or divergence (1H spiking, 24H flat = short-term noise).
6. SIGNAL — Divergence classification. WEAK▲ and WEAK▼ are the actionable signals — they indicate structural fragility in the current move.
7. Sentiment — Aggregate market tilt from combined funding rates.
Use Cases
- Scalpers & intraday traders — Monitor 1H OI spikes alongside funding rate to detect short-squeeze or long-squeeze setups forming in real time.
- Swing traders — Use the divergence signal column to filter entries. Avoid longing into WEAK▲ conditions; avoid shorting into WEAK▼.
- Portfolio monitors — Track funding costs across multiple positions simultaneously. Elevated aggregate sentiment warns of crowded positioning before liquidation cascades.
Complementary Tools
Designed to pair with liquidity heatmaps and liquidation level estimators. Funding rate tells you who is paying whom. OI tells you how much is at stake. Liquidity maps tell you where the pressure points are. Together, they give a full derivatives positioning read. Indicator
Market Structure MTF Dashboard v6.3 [SMC]Tired of cluttering your charts with manual lines, missing high-probability setups, and getting trapped by low-volume fakeouts?
Market Structure MTF Dashboard v6.3 is a institutional-grade analytical engine engineered for traders utilizing Smart Money Concepts (SMC) and Price Action. This script completely automates your technical analysis by scanning market structure, validating breaks with raw volume metrics, tracking institutional liquidity sweeps, and filtering micro-noise—all condensed into a beautiful, ultra-compact graphical dashboard.
Whether you trade Crypto, Forex, or Indices, this tool does the heavy lifting in the background, shifting your focus from tedious chart drawing to executing razor-sharp setups.
🛠️ Core Engine Features & Built-in Logic
1. High-Precision Swing & BOS Engine
Dynamic Pivot Detection: Automatically maps swing structure using adjustable left/right structural wings (leftBars / rightBars).
True Break of Structure (BOS): Choose between conservative body-close confirmation (breakByClose) or aggressive wick breaches.
RVOL Filtering: Eliminates low-liquidity fakeouts. A structure break is only considered validated if the breakout candle is backed by expansion volume exceeding the 20 SMA.
2. Smart Money Footprints: Sweeps & FVGs
Liquidity Sweep Tracking: Detects false breakouts at key major highs/lows. If the price spikes past an old extreme but closes back inside the range, the engine instantly highlights a liquidity grab—one of the most powerful reversal signals in trading.
Adaptive Fair Value Gaps (FVG): Tracks institutional inefficiencies. FVGs are dynamically filtered based on a minimum percentage size of the asset price (fvg_min_size) to avoid noise, and they remain live until fully mitigated (tested) by price action.
3. Multi-Timeframe (MTF) Context & Premium/Discount Matrix
HTF Core Scanning: Fetches 4-Hour and Daily structural trends directly in the background.
Equilibrium 0.5 Line: Plots the crucial midline of the 4H trading range.
Value Assessment: Instantly updates whether price is inside the Premium Zone (expensive — look for Shorts) or Discount Zone (cheap — look for Longs) relative to the HTF range.
4. Next-Gen Smart UI (Dashboard Layout)
Real-time Context Trigger (Top Row): Shows active Fibonacci expansion targets (T1 / T2) with exact real-time prices, live unmitigated FVG levels, or flashing institutional confirmations (⚡ SWEEP L / SWEEP H).
Market Sentiment Histogram: A clean visual matrix (🟩/🟥) aggregating multi-timeframe weights to score total buyer vs. seller control.
Chronological Session Tracker: Fully optimized single-row display.
Left tile: Color-coded active session (Asia, London, NY) or overlaps (e.g., LON+NY).
Right tile: Displays the exact local opening time of the upcoming session based on your custom tzOffset. No confusing countdowns—you know exactly when volatility is hitting the clock.
📘 How to Trade It: Official Rules (Trading Rules)
This script is designed to act as an educational market assistant, providing pure mechanical logic and potential structural entry points rather than blind commercial trading signals. For maximum probability, follow these two systematic setups:
🟩 The Institutional Long Setup
HTF Trend Alignment: The 4H matrix block must be green (Bullish structure).
Premium/Discount Context: Current price must be trading in the Discount Zone (below the yellow dashed Equilibrium line).
The Trigger: The dashboard prints a flashing ⚡ SWEEP L: CONFIRMED LONG signal, showing that retail sell-stops were hunted and price recovered.
Targets: Take profit at T1 / T2 prices printed on the dashboard, with the ultimate target being the high of the 4H range.
🟥 The Institutional Short Setup
HTF Trend Alignment: The 4H matrix block must be red (Bearish structure).
Premium/Discount Context: Current price must be trading in the Premium Zone (above the yellow dashed Equilibrium line).
The Trigger: The dashboard prints a flashing ⚡ SWEEP H: CONFIRMED SHORT signal, showing that retail buy-stops were grabbed before a sudden drop.
Targets: Take profit at T1 / T2 short target prices, aiming down toward the low of the 4H range.
📅 Smart Weekend Protection Filter
No more distorted charts or broken session calculations during illiquid market closures.
Forex & Indices: The session tracker automatically freezes on Saturdays and Sundays, displaying a clean ⏸️ WEEKEND status tile.
Crypto Markets: The filter automatically detects asset types, bypassing the weekend pause to ensure continuous 24/7/365 live session mapping.
Disclaimer: Past performance is not indicative of future results. Use proper risk management and treat this tool as a systematic structural assistant to streamline your confluence. Indicator
EMA Ribbon Trend Filter [StrixEDGE]EMA Ribbon Trend Filter is a multi-layered trend analysis system built around a triple EMA ribbon (8/21/55) enhanced with squeeze detection, a composite momentum score, multi-timeframe confluence, and dynamic slope-adaptive coloring.
This is not another moving average overlay. It is a full trend diagnostics dashboard designed to answer five questions at a glance: what is the trend, how strong is it, how long has it been running, is the ribbon compressing toward a breakout, and do higher timeframes agree.
🔹 CORE CONCEPT
Three exponential moving averages — fast (8), mid (21), and slow (55) — form a visual ribbon on the chart. When the EMAs stack in order (fast > mid > slow), the trend is bullish. When they invert, the trend is bearish. Anything else is a transitional state labeled neutral.
The ribbon is more than directional. The distance between the fastest and slowest EMA (the "spread") measures trend strength as a percentage, and the rate at which the ribbon expands or contracts reveals momentum shifts before price confirms them.
🔹 WHAT MAKES THIS DIFFERENT
Most EMA ribbons stop at direction and color. This indicator adds four analytical layers that standard ribbons lack:
▸ Ribbon Squeeze Detection
The indicator continuously measures ribbon width against its own moving average. When the three EMAs converge below a configurable threshold (default: 30% of average width), the ribbon turns yellow and the dashboard flags an active squeeze. Compression precedes expansion — a squeeze ending often marks the start of a directional move. Dedicated markers appear on the chart when a squeeze releases into a bullish or bearish trend.
▸ Composite Momentum Score (0–100)
A single number synthesizing four components, each weighted equally at 25 points:
— EMA alignment: full bullish or bearish stack scores 25, mixed scores 0
— Slope agreement: all three EMAs rising or all falling scores 25, partial agreement scores 12
— Spread strength: scaled between 0–25 based on where the current spread falls relative to the user-defined weak and strong thresholds
— Price position: price above the ribbon in a bullish trend (or below in bearish) scores 25, inside the ribbon scores 10, on the wrong side scores 0
The score is color-coded: cyan (80+), teal (60–79), orange (40–59), red (below 40).
▸ Dynamic Slope-Adaptive Colors
When enabled, each EMA line independently changes color based on its own slope — rising EMAs render green, falling EMAs render red. This provides an early visual warning when individual EMAs begin to flatten or turn, even while the overall stack remains intact. A bullish stack where the slow EMA has turned red is a qualitatively different signal than one where all three are green.
▸ Multi-Timeframe Dashboard
A built-in table displays trend state, spread, and grade across five timeframes simultaneously: the current chart timeframe plus 15-minute, 1-hour, 4-hour, and daily. The active chart timeframe is marked with ► in the MTF rows if it matches one of the fixed timeframes. A confluence row at the bottom counts how many timeframes are bullish versus bearish and outputs a directional bias: Strong Bull (4–5 aligned), Bull Lean (3), Neutral (mixed), Bear Lean (3 bearish), or Strong Bear (4–5 bearish).
🔹 CROSSOVER SIGNAL HIERARCHY
Not all EMA crossovers carry equal weight. The indicator differentiates three tiers with distinct marker sizes and shapes:
▸ Fast × Mid (tiny triangles) — Early signal. The 8 EMA crossing the 21 EMA indicates short-term momentum shift. Frequent, noisy, best used as an alert rather than a trigger.
▸ Fast × Slow (standard triangles) — Confirmation signal. The 8 EMA crossing the 55 EMA has more significance and filters out minor pullbacks.
▸ Mid × Slow (diamonds) — Trend shift signal. The 21 EMA crossing the 55 EMA typically marks a genuine change in trend direction. This is the least frequent and most reliable crossover in the set.
All crossover markers can be toggled off independently.
🔹 DASHBOARD COMPONENTS
The top-right dashboard (position and size adjustable) contains:
Row 1 — TREND: Current trend state (▲ Bullish / ▼ Bearish / ◆ Neutral) with bar count showing how long the trend has been active.
Row 2 — ZONE: Where price sits relative to the ribbon (Above / Inside / Below) alongside the momentum score out of 100.
Row 3 — SQUEEZE: Active squeeze status with a visual strength bar (██████░░░░) showing current spread intensity relative to its recent range.
Rows 4–9 — MTF OVERVIEW: Trend, spread, and grade for the current chart, 15m, 1H, 4H, and 1D timeframes.
Row 10 — BIAS: Multi-timeframe confluence verdict with bull/bear count.
🔹 SETTINGS
EMA Settings
▸ Fast / Mid / Slow EMA Period — Default 8/21/55. Periods must be in ascending order.
▸ Source — Close, Open, High, Low, HL2, HLC3, or OHLC4.
Overlay Settings
▸ Background Transparency — Controls the intensity of the trend-colored chart background (0–99).
▸ Crossover Signals — Toggle the three-tier crossover markers.
▸ Ribbon Fill — Toggle the colored fill between EMA lines. Fill turns yellow during active squeeze.
▸ Dynamic EMA Colors — Toggle slope-based EMA coloring (green = rising, red = falling).
▸ Bar Coloring — Optional candle coloring by trend state and price position. Off by default.
▸ Squeeze Detection — Toggle squeeze markers and dashboard squeeze status.
Dashboard
▸ Table Size — Tiny, Small, Normal, or Large.
▸ Table Position — 8 positions (corners, centers, sides).
Thresholds
▸ Weak/Strong spread thresholds (%) — Define what constitutes a weak, moderate, or strong trend spread. These should be adjusted per asset class (e.g., lower for forex, higher for crypto).
▸ Squeeze Lookback — Number of bars used to calculate the average ribbon width for squeeze detection.
▸ Squeeze Ratio — The compression threshold. A ribbon narrower than this ratio × average width triggers a squeeze flag.
🔹 ALERTS
Nine configurable alert conditions:
▸ Bullish / Bearish EMA Crossover (any tier)
▸ Mid × Slow Bullish / Bearish Shift
▸ Bullish / Bearish Stack Formed
▸ Squeeze Detected (compression begins)
▸ Squeeze Released (expansion starts)
▸ High Momentum (score crosses above 80)
🔹 SUGGESTED USE
This indicator works as a trend filter, not a standalone entry signal. Use it to:
▸ Confirm directional bias across timeframes before entering trades
▸ Identify compression phases where breakouts are likely
▸ Gauge trend quality and exhaustion via the momentum score and bar duration
▸ Filter crossover signals — a Fast × Mid cross during an active squeeze with MTF confluence is a higher-probability setup than the same cross in isolation
Pairs well with oscillators (RSI, Stochastic), volume-based indicators, or support/resistance tools for entry timing. Indicator
Indicator
Liquidity Sweep & Golden Zone [StrixEDGE]Overview
Liquidity Sweep & Golden Zone is a multi-timeframe structural analysis tool built for traders who use Smart Money Concepts (SMC) and ICT methodology. It identifies liquidity sweeps at confirmed swing levels, maps the Fibonacci Golden Zone (OTE), and presents a real-time confluence dashboard across 15-minute, 1-hour, 4-hour, and daily timeframes.
The indicator answers three questions at a glance: where is the liquidity?, has it been swept?, and do multiple timeframes agree on direction?
How It Works
Liquidity Sweep Detection
The engine tracks confirmed swing highs and swing lows using pivot detection. These pivots represent resting liquidity pools — areas where stop-loss orders accumulate:
- Buy-Side Liquidity (BSL) sits above swing highs, where short sellers place their stops. When price wicks above a swing high and closes back below, a BSL sweep is triggered — signaling that buy-side stops were hunted. This typically precedes bearish continuation.
- Sell-Side Liquidity (SSL) sits below swing lows, where long traders place their stops. When price wicks below a swing low and closes back above, an SSL sweep is triggered — signaling that sell-side stops were hunted. This typically precedes bullish reversal.
Each sweep event displays the estimated volume in USDT at the moment of the sweep. This is calculated as `volume × close` on the sweep bar and serves as a proxy for the magnitude of liquidations that occurred. Higher volume sweeps tend to produce stronger reversals.
After a sweep, the level is updated to the new extreme — preventing duplicate signals and establishing a fresh liquidity reference.
Support & Resistance (Pivot-Based)
Active (un-swept) pivot levels are drawn on the chart as structural Support and Resistance:
- A line extending from the bar where the pivot formed to the current price area
- A zone band (ATR × 0.15) around the level, representing the area of influence
- Origin labels showing "Buy-Side Liquidity SWEEP" or "Sell-Side Liquidity SWEEP" with the USDT volume
- Price labels on the right edge for quick reference
These levels update dynamically: when a new pivot is confirmed, the line starts from the new origin. When a sweep occurs, the level shifts to the sweep bar.
Golden Zone (Fibonacci OTE: 0.618 – 0.786)
The Golden Zone represents the Optimal Trade Entry area — the 61.8% to 78.6% Fibonacci retracement of the most recent price range. Unlike pivot-based calculations, this indicator uses a **lookback-based approach**: it finds the highest high and lowest low over a configurable number of bars, then derives the zone from that range.
The zone is visualized with:
- A filled box between the 0.618 and 0.786 levels (transparency adjustable)
- Dashed border lines at 0.618 and 0.786
- A dotted midline at the 0.702 level
- Price labels showing exact values
- A centered "GOLDEN ZONE" tag
This approach produces a stable, always-visible zone that doesn't depend on individual pivot detection, making it reliable across all market conditions.
Multi-Timeframe Heatmap
The core of this indicator is a 7-column heatmap table that evaluates market conditions across four timeframes simultaneously:
| Column | What It Shows | Bullish | Bearish |
|--------|--------------|---------|---------|
| SWEEP | Recent liquidity sweep direction | ● BULL (SSL swept) | ● BEAR (BSL swept) |
| GZ | Price position relative to Golden Zone | ▲ ABOVE | ▼ BELOW |
| S/R | Price position vs. pivot S/R midpoint | ▲ BULLISH | ▼ BEARISH |
| BIAS | EMA 21/50 trend direction | ▲ BULL | ▼ BEAR |
| RSI | RSI(14) value with decimal precision | Color-coded by zone | Color-coded by zone |
| SIGNAL | Composite of all conditions | LONG ▲ | SHORT ▼ |
Signal Logic: The SIGNAL column counts four conditions per timeframe — RSI above/below 50, price in/above the Golden Zone, price above/below the S/R midpoint, and EMA bias direction. When 3 or more conditions align bullish, the signal reads LONG. When 3 or more align bearish, it reads SHORT. Otherwise, NEUTRAL.
A confluence bar at the bottom aggregates all timeframes. When the majority of conditions across all four timeframes agree, it displays STRONG BULLISH or STRONG BEARISH CONFLUENCE.
RSI Color Coding
| RSI Range | Color | Meaning |
|-----------|-------|---------|
| > 70 | Orange | Overbought |
| 50 – 70 | Green | Bullish momentum |
| 30 – 50 | Red | Bearish momentum |
| < 30 | Blue | Oversold |
Settings
Structure Settings
| Setting | Default | Description |
|---------|---------|-------------|
| Pivot Lookback Length | 5 | Bars left and right to confirm a swing pivot. Higher values produce fewer but stronger levels |
| Sweep Active Memory | 10 | How many bars a sweep signal remains active on the heatmap after detection |
Golden Zone
| Setting | Default | Description |
|---------|---------|-------------|
| Lookback Period | 20 | Number of bars to find highest high and lowest low for Fibonacci calculation |
| Show Golden Zone | On | Toggle zone visibility on chart |
| Fill Golden Zone | On | Shade the area between 0.618 and 0.786 |
| Fill Transparency | 88 | Opacity of the filled zone (50–98) |
| Golden Zone Color | Gold | Color for all Golden Zone elements |
Support & Resistance
| Setting | Default | Description |
|---------|---------|-------------|
| Show S/R on Chart | On | Toggle S/R lines, zone bands, and labels |
| Support Color | Teal | Color for support level and SSL elements |
| Resistance Color | Red | Color for resistance level and BSL elements |
| Line Width | 2 | Thickness of S/R lines (1–4) |
| Line Style | Solid | Solid, Dashed, or Dotted |
| Show Price Labels | On | Display price values at the right edge of each level |
Sweep Event Labels
| Setting | Default | Description |
|---------|---------|-------------|
| Show Sweep Labels | On | Toggle sweep event markers on chart |
| Bullish Sweep Color | Green | Color for SSL sweep labels (bullish reversal) |
| Bearish Sweep Color | Red | Color for BSL sweep labels (bearish reversal) |
Heatmap Table
| Setting | Default | Description |
|---------|---------|-------------|
| Show Heatmap Table | On | Toggle the entire dashboard |
| Table Position | Top Right | 9 position options across the chart |
| Table Cell Size | Normal | Tiny, Small, Normal, Large, or Auto |
Alerts
Five alert conditions are built in and ready to use:
1. Bullish Liquidity Sweep — SSL swept, potential bullish reversal
2. Bearish Liquidity Sweep — BSL swept, potential bearish reversal
3. Bull Sweep + Golden Zone — SSL swept while price is inside the OTE zone (high-probability long)
4. Bear Sweep + Golden Zone — BSL swept while price is inside the OTE zone (high-probability short)
5. Price in Golden Zone — Price enters the 0.618–0.786 zone on any bar
Disclaimer
This indicator is a technical analysis tool designed to assist in identifying potential areas of interest based on market structure and liquidity concepts. It does not constitute financial advice. The USDT volume figures are approximations, not verified liquidation data. Always use proper risk management and combine this tool with your own analysis. Past performance of any signal or pattern does not guarantee future results. Trade at your own risk. Indicator
Adaptive Volume Confluence OscillatorWhat it is
One pane that fuses seven different reads of the bar into a single 0–100 confluence score, gates that score by a trend-vs-chop regime filter, confirms it against an auto-mapped higher timeframe, and — most importantly — forward-calibrates its own Buy/Sell signals against an unconditional base rate, so you can see whether the construction actually carries an edge on your instrument.
The seven votes: momentum sign · momentum vs its signal · money flow · trend structure (MA fan) · price location vs VWAP · trend slope · higher-timeframe bias.
The displayed wave is a volume-flow ribbon; the votes drive the score, the signals and the verdict. A plain-language verdict and a subtle pane tint make it readable at a glance (Simple view); a full analytic layer is available for advanced users (Pro view).
Why these are combined (mashup rationale)
A single oscillator whipsaws and a single signal over-fires. Combining helps only when the inputs key on different quantities and their agreement is checked. Each vote reads a different thing — momentum, momentum-vs-signal, volume flow, multi-MA structure, location vs a session mean, slope, and a higher-timeframe read — so the count that agrees carries more information than any one of them alone. A Kaufman Efficiency-Ratio regime gate suppresses conviction in chop, and a forward-calibration harness ties the whole construction back to realised forward outcomes.
An honest caveat, stated up front: the votes are not statistically independent. The oscillator itself embeds money flow, and vote 2 is derived from vote 1's series. Treat the score as a weight-of-evidence read, not as seven independent confirmations. The harness exists precisely so you can check whether the construction earns its keep on your instrument rather than taking the claim on faith.
How it works
Score — how many of the seven votes are bullish, scaled 0–100.
Regime — Kaufman Efficiency Ratio. Below the chop threshold, conviction dims, signals are withheld, and the verdict reads "WAIT – choppy".
HTF — the chart timeframe auto-maps to a confirming higher timeframe (~4–6×), requested with lookahead_off and offset by one bar while the live bar forms.
Signals — Buy/Sell fire only when the oscillator crosses its signal at a statistical OB/OS extreme and the score agrees and the regime isn't choppy and the visible wave isn't already at the opposite extreme.
Climax — a volume spike at an OB/OS extreme prints a Possible Bottom/Top exhaustion mark.
Divergence (Pro) — regular + hidden, from confirmed pivots on the momentum oscillator.
Calibration — each Buy/Sell is queued and resolved a fixed horizon later, then compared with the unconditional same-horizon base rate. The dashboard shows, per side: Hit %, Edge = Hit − Base, sample size, and a Wilson-gated star.
How to use it
Read the verdict and the score. Above the gate = bullish weight of evidence; below = bearish; in between, or in chop, the tool says WAIT — and it means it.
Treat Buy/Sell marks as context, not triggers. They already require the score, the regime and the wave to agree, but they remain a description of conditions — not a recommendation.
Read the Edge row before you weight any signal. If Buy/Sell Edge isn't clearly positive with an adequate sample and a star, this construction is not carrying an edge on this instrument — weight it down or ignore it. Do not tune the parameters until the Edge turns green: that is curve-fitting, and the harness is there to catch it, not to be defeated.
Combine with your own levels, structure and risk rules.
Universal across markets
Price / high / low are inputs, so the engine runs on any symbol or timeframe. The volume votes (money flow, climax, VWAP location) need real volume — prefer a futures contract or a stock. On a symbol with no volume the tool degrades gracefully: money flow is neutralised, the score falls back to the price-only votes, and the dashboard says "NO VOLUME", so you're never misled by a blank or a phantom reading.
Non-repainting
Votes read confirmed closes. The HTF series uses lookahead_off and is offset by one bar while the live bar forms. Divergences come from ta.pivot* and confirm a few bars after the pivot; once printed they don't move. The calibration harness logs and resolves only on confirmed bars, so its statistics never inflate intrabar. The live oscillator updates each bar, like any oscillator.
Concept credits
Super Smoother and Ultimate Smoother low-lag filters — John Ehlers. Chebyshev Type-I filter — classical DSP. Recursive (Kalman) smoothing — R. E. Kalman. Volume Zone Oscillator — Walid Khalil & David Steckler. Accumulation/Distribution money-flow multiplier — Marc Chaikin. Efficiency Ratio — Perry J. Kaufman. ATR — J. Welles Wilder. Wilson score interval — Edwin B. Wilson. VWAP, Hull MA and percentile rank — standard public methods.
Original implementation; not affiliated with, nor endorsed by, any third party. No third-party code is reused.
Honest limits
The score is context, not a guarantee, and the votes are correlated (see the caveat above). The Edge figures are in-sample, close-to-close, with overlapping forward windows and no costs — descriptive context, not a verified backtest. An Edge near zero, negative, or unstable across timeframes is the harness honestly telling you the signal has no reliable edge on that instrument. Nothing here predicts price.
Disclaimer
Research and educational tool only. Not financial advice and no guarantee of profitability or accuracy. Indicators describe past behaviour; they do not predict the future. Trading carries risk of loss. Test out-of-sample and make your own decisions. The author accepts no liability for any use of this script. Indicator
Helix Lucky MTF Bias and Breakout DashboardHelix Lucky MTF Trend and Breakout Dashboard
📊 Overview
Helix Lucky MTF Trend and Breakout Dashboard is an overlay indicator designed to organize trend, momentum, breakout context, key levels, and multi-timeframe alignment into one chart-based dashboard.
The purpose of the script is not to combine unrelated indicators into a single display. The script separates market analysis into distinct layers so each component has a specific role:
1. Trend structure
2. Momentum confirmation
3. Breakout context
4. Multi-timeframe alignment
5. Key level awareness
6. Setup scoring
7. Optional visual confirmation tools
The result is a confluence-based workflow that helps traders review whether multiple independent conditions are aligned before making a trading decision.
🧩 How the Main Components Work Together
The script uses moving averages, VWAP, MACD, ZLSMA, UT Bot logic, Supertrend, ADX, RSI, and Opening Range Breakout logic as separate inputs within the same framework.
The moving average group provides basic trend structure by comparing shorter-term and longer-term averages. The default structure uses a fast EMA, medium EMA, and long SMA, but users can configure the moving average types and lengths.
VWAP provides session or higher-period price-location context. It can be anchored to the session, day, week, month, quarter, or year and may be displayed with standard deviation or percentage-based bands.
MACD is used as a momentum confirmation layer. The script includes a minimum separation filter so very small MACD differences can be filtered out instead of being treated the same as stronger momentum shifts.
ZLSMA is optional and can be used as an additional trend-direction filter.
The UT Bot component is used as the primary chart label engine. It uses an ATR-based adaptive trailing stop. The script adjusts the trailing distance using volatility, momentum, and volume conditions, then produces Buy or Sell labels when price crosses the trailing stop and the configured filters allow the signal.
Supertrend provides a separate trend-regime layer. This gives the user a second way to compare the UT Bot label against a broader trend condition.
ADX is used to evaluate whether trend strength is above the user-selected threshold. RSI can be used either in a classic 30/70 bias mode or with custom pullback zones.
The Opening Range Breakout component tracks whether price is above, below, or inside the selected opening range window. This helps separate trend-following conditions from range-bound conditions.
🧠 Why This Is More Than a Simple Mashup
Each component is assigned a different purpose. The script is designed so the same tools are not all treated as equal standalone signals.
Trend tools identify direction.
Momentum tools evaluate confirmation.
Volume and relative volume help evaluate participation.
Opening Range Breakout logic identifies range expansion.
The Bias Table compares selected conditions across multiple timeframes.
The Price Point Dashboard displays important reference levels and live context.
The scoring layer organizes these conditions into a rule-based summary.
This structure allows the script to reduce chart clutter while still showing how the underlying conditions agree or disagree.
🕒 Multi-Timeframe Bias Table
The Multi-Timeframe Bias Table displays up to eight selectable timeframes, including 1 minute, 5 minutes, 15 minutes, 30 minutes, 1 hour, 2 hours, 4 hours, and Daily.
Each row evaluates one condition, such as moving average structure, price relative to VWAP, MACD alignment, Supertrend direction, ZLSMA slope, RSI condition, ADX threshold, Opening Range Breakout status, and longer-period bias.
The table also includes an average agreement reading. This reading is not a prediction and does not represent a win rate. It simply shows how many selected conditions are aligned across the active timeframes.
By default, the script can hide timeframes below the current chart timeframe. This is intended to reduce lower-timeframe noise when viewing higher-timeframe charts.
📍 Price Point Dashboard
The Price Point Dashboard displays reference levels and market context in one location. These can include prior day high, prior day low, prior day close, pivot levels, moving averages, 52-week high, Fibonacci reference levels, VWAP information, Opening Range Breakout status, ATR, gap percentage, relative volume, and other selected dashboard fields.
The dashboard is intended to help users see where price is trading relative to important reference levels without manually adding each level to the chart.
📈 Trend Strength Score
The Trend Strength Score is a rule-based 0 to 100 score that measures how strongly the current bar aligns with selected bullish trend conditions.
The score uses five weighted components:
- EMA alignment
- VWAP location
- MACD alignment
- Supertrend direction
- ADX strength
The score is a summary of internal conditions only. It does not predict future price movement.
🎯 Trade Probability Score
The Trade Probability Score is a rule-based 0 to 100 setup-quality score. It is calculated from twelve weighted factors:
- Multi-timeframe alignment
- EMA stack
- VWAP location
- Price relative to the 200-period moving average
- MACD alignment
- Supertrend direction
- ADX strength
- Relative volume
- Opening Range Breakout status
- Relative strength versus a selected benchmark
- Volatility state
- Position relative to key levels
The score is intended to summarize confluence. A higher score means more of the script’s internal conditions are aligned. It does not mean that a trade will be profitable, and it should not be interpreted as a guaranteed probability of success.
💧 Liquidity Sweep Detection
The script can detect liquidity sweep conditions by checking whether price moves beyond a recent swing high or swing low and then closes back inside that level.
A Sweep High label indicates that price moved above a recent high and then closed back below that level.
A Sweep Low label indicates that price moved below a recent low and then closed back above that level.
These labels are intended to identify possible rejection behavior around recent swing points. They should be used as context, not as standalone trade signals.
⚖️ Relative Strength
The script includes relative strength comparison against configurable benchmark symbols. The default benchmarks are QQQ and SPY.
Relative strength is calculated by comparing the current symbol’s intraday return against the benchmark’s intraday return. A positive value means the current symbol is outperforming the benchmark over that comparison period. A negative value means it is underperforming.
🌡️ Volatility State
The Volatility State feature classifies the current volatility environment as Squeeze, Normal, or Expansion.
This is based on Bollinger Band width compared with Keltner Channel width and recent volatility behavior.
Squeeze indicates compressed volatility.
Normal indicates a standard volatility environment.
Expansion indicates that volatility has increased relative to recent conditions.
This feature is included to help users understand whether price is consolidating, behaving normally, or expanding in volatility.
🕯️ Candlestick Pattern Labels
The script includes optional candlestick pattern labels. These patterns are detected on the same timeframe as the chart. They are not calculated from a separate hidden timeframe.
Optional labels include:
- Bullish Engulfing
- Bearish Engulfing
- Hammer
- Shooting Star
- Morning Star
- Evening Star
- Inside Bar
- Tweezer Top
- Tweezer Bottom
- Doji
- Dragonfly Doji
- Gravestone Doji
- Sweep High
- Sweep Low
These labels are intended as additional context. They should not be treated as standalone entries without reviewing trend, momentum, volatility, and key-level context.
🛑 Suggested Stop Loss and Take Profit Reference Lines
The script can plot suggested stop loss and take profit reference lines after a UT Bot label appears.
The stop line is calculated from internal structure such as the UT Bot stop, Supertrend, VWAP, moving average, Donchian floor, and a minimum ATR-based risk floor depending on settings and context.
Take profit reference lines are based on R-multiple distances from the suggested stop. These are visual planning tools only. They do not place trades, manage positions, or execute orders.
🧭 How to Use the Script
A typical workflow is:
1. Select the chart timeframe and market being reviewed.
2. Review the Multi-Timeframe Bias Table to understand directional alignment.
3. Check whether the chart is trending, ranging, breaking out, or consolidating.
4. Review the Price Point Dashboard for key levels and market context.
5. Watch for a UT Bot Buy or Sell label if labels are enabled.
6. Compare the label direction with Supertrend, MACD, VWAP, ADX, and the Bias Table.
7. Review the Trend Strength Score and Trade Probability Score as confluence summaries.
8. Use the suggested stop and take profit reference lines only as visual planning tools.
9. Apply independent risk management and confirm the setup with your own analysis.
🌍 Timeframes and Markets
The script can be applied to different chart timeframes and PulseWire-supported markets. Lower timeframes may produce more signals and more noise. Higher timeframes may produce fewer signals but can provide broader context.
The Multi-Timeframe Bias Table is intended to help users avoid looking at a single timeframe in isolation.
⚠️ Important Limitations
This script is an indicator, not a strategy. It does not place trades, backtest trades, manage orders, or connect to a brokerage account.
The scoring systems are rule-based summaries of current chart conditions. They are not win-rate models, machine-learning predictions, or guarantees of future results.
Signals, labels, and dashboard values can vary by symbol, timeframe, liquidity, volatility, and user settings.
The Bias Table is a live context dashboard and may update while the current bar is forming. This is expected behavior because some values are based on developing bar data.
The “Draw visuals only on bar close” setting gates the UT Bot entry visuals and suggested stop/take-profit drawings to confirmed bars. It does not freeze every live dashboard value while a bar is developing.
Liquidity Sweep labels can be gated to bar close using the Bar Close Only setting.
The script is designed for standard chart analysis. Signals on non-standard chart types may behave differently because those chart types can use synthetic price construction.
No signal, score, table reading, or label should be used as a guarantee of future price movement. Users should apply their own analysis and risk management.
🧾 Credits and Inspiration
This script was inspired by the concept of combining a multi-timeframe bias table, trend labels, and a price-level dashboard into one overlay.
The current script is a ground-up Pine Script v6 implementation with additional architecture, including the rule-based Trade Probability Score, Trend Strength Score, liquidity sweep detection, relative strength comparison, volatility state classification, configurable dashboards, candlestick pattern labels, and suggested risk-reference lines.
The script also uses common technical analysis concepts such as moving averages, VWAP, MACD, RSI, ADX, ATR, Supertrend-style trend logic, and Opening Range Breakout logic. These common concepts are organized into a single decision-support framework rather than presented as separate standalone indicators. Indicator
NSE/BSE Key Support & Resistance | MTF Pro-3.1Advanced pivot-based Support & Resistance with multi-timeframe confluence, strength scoring, volume-confirmed breaks, and adaptive zone visuals — built specifically for Indian stock market (NSE/BSE).
Overview
Most S&R indicators draw every pivot as an equal horizontal line and extend it infinitely to the right — creating cluttered, unreadable charts. This indicator solves that by scoring every level based on how strongly price rejected it , merging overlapping levels from different timeframes into a single confluence zone, and only showing the levels that actually matter.
Built and tuned specifically for NSE and BSE stocks, indices (Nifty 50, Bank Nifty, Sensex), and F&O instruments.
Key Features
🔷 Multi-Timeframe Support (4 TFs)
Enable up to 4 independent timeframes simultaneously. Each timeframe's pivots are detected separately and tagged in the label — , , , . You choose which timeframes to activate.
🔷 Cross-TF Confluence Merge
When two different timeframes produce a pivot at nearly the same price (within ATR proximity), they automatically merge into a single stronger zone instead of drawing two overlapping boxes. The label shows both sources — — and the level receives a confluence strength bonus. These merged zones are your highest-priority trade levels.
🔷 Advanced Strength Scoring
Every level carries a live strength score (★) that accumulates over time. Each touch is scored individually based on:
Wick size relative to candle range (how strongly price rejected)
Distance of close from the level (how convincingly price pulled back)
Whether volume was above average on that candle
Whether a strong body / engulfing candle formed
A barely touching wick scores ~0.5. A high-volume hammer rejection scores ~5–6. The score drives both zone opacity and zone width — strong levels appear bold and wide, weak levels fade visually.
🔷 Volume-Based Break Filter
A level is only invalidated when price closes beyond it and volume meets a configurable threshold (default: 1× average volume). Low-volume spikes through a level are ignored as false breakouts — the zone remains valid. Break alerts include the volume ratio so you know the conviction behind the move.
🔷 Adaptive Zone Visuals
No right extension — zones terminate at the current bar (valid) or the break bar (broken). No infinite lines cluttering the right side of your chart.
Opacity scales with strength — strongest levels are most visible, weakest levels are nearly transparent.
Zone width scales with strength — high-confidence zones are wider, giving a visual sense of the price area's importance.
🔷 Clean Labels
Each label shows the full picture at a glance:
21450.00 ★6.5 ×3
Timeframe source | Price | Strength score | Touch count
Settings Guide
SettingWhat it doesPivot LengthBars each side to confirm a pivot. Higher = fewer, stronger levelsMin StrengthHide levels below this score. Raise to show only confirmed levelsATR Merge DistanceHow close two levels must be to merge into oneInvalidationClose-based (reliable) or Wick-based (faster) break detectionVolume Break FilterRequire above-average volume to confirm a breakoutMin Volume MultiplierHow many times average volume needed to confirm a breakMax Active LevelsCap total zones shown on chartStrength → Zone OpacityToggle adaptive opacity based on strength score
How to Use
Bounce trades — price enters a green (support) zone → wait for a rejection candle with volume → enter above the rejection candle high, SL below zone bottom.
Rejection trades — price enters a red (resistance) zone → wait for a bearish candle with volume → enter below candle low, SL above zone top.
Breakout trades — price closes beyond a zone with high volume (break alert fires) → wait for pullback to the broken level → trade in the direction of the break.
Highest priority setups — zones tagged or with ★ score above 5 and multiple touches. These are the levels institutional money respects.
Alerts
The indicator fires alert() calls for:
Break confirmed — includes ticker, price, and volume ratio
Retest — includes ticker, price, and touch quality score
Set alert condition to "Any alert() function call" in PulseWire's alert dialog.
Notes
Designed and tested on NSE/BSE equities and F&O stocks
Works on any timeframe from 1 minute to Weekly
All calculations are original — pivot detection, strength engine, confluence merge, and volume filter are built from scratch in Pine Script v6 Indicator
Auction Regime Router Entropy Gate & Hurst MemoryAuction Regime Router — Entropy Gate & Hurst Memory
What it is
Every structure playbook fails in the wrong regime. Fading the value-area edge works when price is anti-persistent (stretches snap back); riding a breakout works when price is persistent (moves feed on themselves); and nothing structural works when the tape is noise. This tool measures two things — how much structure exists, and what kind it is — and routes to a plain-language answer: FADES VIABLE / BREAKOUTS VIABLE / STAND ASIDE. It decides which of your tools to trust, never buy or sell.
The two measurements (and how they work together)
Permutation entropy (Bandt–Pompe 2002) — the gate. It measures how disordered the recent price sequence is from the frequencies of ordinal patterns (which of the 6 orderings each price triplet takes). High entropy = all patterns equally likely = noise = no structural edge. The gate is self-calibrated: entropy is ranked against its own recent history, so "noisy" means noisy for this symbol and timeframe.
Hurst exponent (Hurst 1951; Mandelbrot) — the router. Memory via diffusion scaling: how the dispersion of K-bar returns grows with K. H > 0.5 = persistent → continuation regime; H < 0.5 = anti-persistent → reversion regime. Research supports the routing: mean reversion is empirically more probable and faster during anti-persistent periods.
The mashup logic is a hierarchy, not a mixture: the entropy gate overrides the Hurst read. If the tape is noise, the router says STAND ASIDE regardless of what H says — because a memory estimate on noise is meaningless.
The honesty steps
A dead zone around H = 0.5 (default 0.45–0.55): near a random walk the memory read is unreliable, so the router says MIXED rather than pretending. Practitioners commonly require a margin before activating a playbook; both thresholds are inputs.
A minimum-dwell filter (the standard anti-chattering design from switched-systems control): a new regime is announced only after it survives a set number of confirmed bars, so the read doesn't flip-flop bar to bar. The cost is that many bars of lag — stated, and adjustable.
Estimates are proxies from bar data with overlapping windows — descriptive of the recent past, not a prediction. The dashboard shows the state, how long it has persisted (regime age), how dominant it has been recently (stability %), and any pending regime with a countdown — nothing more.
How to use it
Add to any liquid symbol/timeframe; defaults suit intraday index futures. The script requests no external data of any kind, so it runs on every plan and every symbol.
Glance at the regime lane — the thin colored strip at the bottom of the pane: blue = continuation, violet = reversion, amber = noise, gray = mixed. The palette is deliberately direction-neutral — no green or red anywhere in regime coding, so nothing can be misread as a buy or sell.
The HTF STACK row shows the raw regime on three higher timeframes derived as multiples of the chart (defaults 3×, 5×, 15× — so a 5m chart reads 15m/25m/75m automatically, adapting to any chart). A ✓ in green = every timeframe agrees on the same actionable regime (strongest context). A ⚠ in amber = a higher timeframe reads NOISE or the opposite regime while the chart claims a playbook (weakest — reduce or wait).
Read the dashboard for detail: REVERSION → your value-area fade / band-reversion tools are in their element; CONTINUATION → your breakout / drive tools are; NOISE → the gate is closed, stand aside; MIXED → no clear routing, reduce. STABILITY shows how settled the read is; PENDING shows a forming regime with a countdown.
Regime-change tags print only on announced (dwell-confirmed) changes; alerts fire on entering each state.
Best used as the selector above your structure toolkit rather than as a standalone display.
What makes it original
Hurst and entropy oscillators exist. What this adds: (1) the hierarchy — a self-calibrated entropy gate that can veto the memory read, instead of two numbers side by side; (2) routing to auction playbooks in plain language (fade vs breakout viability), not a raw statistic; (3) honest dead zones, a minimum-dwell announcement filter, and stability/pending context instead of a binary flip at H = 0.500. It is a decision-hygiene tool for structure traders.
Concept credits
Ordinal-pattern (permutation) entropy — C. Bandt & B. Pompe (2002). Long-memory / rescaled-range analysis — H. E. Hurst (1951); fractal market framing — B. Mandelbrot. Regime-gated strategy selection — standard quantitative practice. Implementation and charting design are the author's own.
Important disclaimer
Research and education only. Not financial advice, not a signal service, not a guarantee of future results. Regime labels are descriptive statistics of recent bars; regimes change without warning and estimates are proxies. Validate independently and manage your own risk. Indicator
Skew Divergence OscillatorSkew Divergence Oscillator
A bounded oscillator built from the rolling skewness (asymmetry) of returns — whether recent moves lean toward big up-days or big down-days — with a divergence engine that compares that asymmetry against price. The read most tools miss: when price makes a new high but return skew is turning down (large down-moves creeping in), the advance is quietly losing its character before price confirms it. It estimates skew from higher-resolution realized data, confirms divergences on a higher timeframe, and forward-calibrates whether they pay on the chart you're viewing — in plain language.
Why these parts are combined (not a mashup for show). Each fixes a flaw in the previous one. Skewness is a distributional read price action alone doesn't show — it captures which tail is getting heavier, a leading change in market character. Realized estimation measures skew from intrabar returns instead of one value per bar, so short-window skew isn't jumpy — the standard approach in modern risk research. Divergence relates that asymmetry back to price, turning a statistic into a timing read. Higher-timeframe confirmation and forward calibration remove single-timeframe noise and blind faith respectively. Together they form one coherent tool.
How it works. Returns feed a rolling third standardized moment (skew = m3/sd³). With realized estimation on, skew is computed from a lower-timeframe return stream (confirmed only). It's standardized and soft-bounded to ±100. Divergence is detected from confirmed price pivots versus the skew line (regular and optional hidden); with MTF on, it counts only if the higher timeframe agrees. Each signal is labelled by a triple barrier — a profit target and equal stop in ATR units plus a time limit — split into in-sample and recent out-of-sample, with a confidence interval and a multiple-testing check.
How to use. Read the Verdict (Bull/Bear skew divergence confirmed, unconfirmed, or Wait) and the Conviction, which reads "High" only when that divergence type shows a positive edge that survives the test on this symbol — otherwise it openly says "context only" or "no proven edge here." A skew divergence is an early character warning, not a trend signal — pair it with your own entry trigger and risk plan.
What's original. The realized-skew engine as a divergence source, the higher-timeframe confirmation layer, the triple-barrier forward calibration with an out-of-sample split, and a conviction read that admits when an apparent edge isn't statistically real.
Honesty & limitations. Skew from short windows is noisy. Edge figures are computed on this chart's own history with overlapping windows and no costs — context, not a guaranteed backtest; past behaviour doesn't predict the future. Non-repainting: pivots confirm late and never move; realized and HTF reads use confirmed data only.
Disclaimer: for research and education only. Not financial advice. Trading carries risk of loss; manage your own positions. Indicator
Mean-Deviation Divergence OscillatorMean-Deviation Divergence Oscillator
A bounded oscillator that measures how far the typical price has stretched from its own recent mean, scaled by how much it normally deviates — so a reading tells you "how unusual is this move," not just "how big." That normalization makes its swings comparable across calm and volatile regimes and well suited to divergence. It adds higher-timeframe confirmation and a plain-language forward-calibration layer, so you can see at a glance whether a divergence is corroborated and whether it has actually paid on this symbol.
Why this construction (not a mashup for show). Each part fixes a flaw in naive divergence. Raw distance-from-mean isn't comparable across regimes — dividing by the average absolute deviation (with the conventional 0.015 scaling, chosen so that roughly 70–80% of readings fall within ±100) makes the oscillator regime-comparable, which is the whole reason it's a good divergence base. Higher-timeframe confirmation removes single-timeframe noise. Forward calibration removes blind faith: instead of assuming a divergence "should" reverse price, it measures whether it actually has, with realistic profit/stop outcomes. The normalized oscillator, the divergence engine, the MTF check and the calibration form one coherent tool.
How it works. Oscillator = (typical price − its moving average) ÷ (0.015 × mean absolute deviation), soft-bounded to a clean ±100 pane that auto-fits its own recent magnitude. Divergence is detected from confirmed price pivots versus the oscillator (regular and optional hidden). With MTF confirmation on, a divergence counts only if a same-direction divergence is also present on the chosen higher timeframe. Each signal is then labelled by a triple barrier — a profit target and equal stop in ATR units plus a time limit — split into in-sample and recent out-of-sample, with a confidence interval and a multiple-testing check.
How to use. Read the Verdict row (Bull/Bear divergence confirmed, "unconfirmed," or Wait) and the Conviction row, which reads "High" only when that divergence type shows a positive edge that survives the test on this symbol. A divergence is a reversal warning, not a trend signal — pair it with your own entry trigger and risk plan.
What's original. Higher-timeframe divergence confirmation on a mean-deviation normalized oscillator, the forward triple-barrier calibration with an out-of-sample split, and a conviction read that openly admits when there's no proven edge.
Inputs. Price/High/Low sources (change them for any market), reading mode (Simple/Pro), engine length and deviation scale, divergence and HTF-confirm controls, full calibration settings, and an auto-adapting dashboard legible on dark or light charts. Defaults are tuned for NSE:NIFTY1! intraday.
Honesty & limitations. Edge figures are computed on this chart's own history with overlapping windows and no costs — context, not a guaranteed backtest; past behaviour doesn't predict the future. Divergence is inherently early and can persist before price turns.
Disclaimer: for research and education only. Not financial advice. Trading carries risk of loss; manage your own positions. Indicator
Smoothed Momentum Divergence OscillatorSmoothed Momentum Divergence Oscillator
A bounded momentum oscillator whose momentum is double-smoothed — once on the price change and once on its size — which makes its swings unusually clean and well suited to divergence. It adds higher-timeframe confirmation and a plain-language forward-calibration layer, so you can see at a glance whether a divergence is corroborated and whether it has actually paid on this symbol.
Why this construction (not a mashup for show). Each part removes a weakness of raw divergence. Raw momentum is jagged, so single-pass divergence is noisy — smoothing the price change twice (and dividing by the twice-smoothed size of the change) produces a clean bounded line whose pivots are stable, which is the core reason this construction suits divergence at all. Higher-timeframe confirmation removes single-timeframe noise: a divergence that also shows on a higher timeframe is far less likely to be a fluke. Forward calibration removes blind faith: instead of assuming a divergence "should" reverse price, it measures whether it actually has, with realistic profit/stop outcomes. The smoothed oscillator, the divergence engine, the MTF check and the calibration form one coherent tool.
How it works. Momentum = double-smoothed price change ÷ double-smoothed absolute price change, scaled to a bounded line with a signal average. Divergence is detected from confirmed price pivots versus the oscillator (regular and optional hidden). With MTF confirmation on, a divergence counts only if a same-direction divergence is also present on the chosen higher timeframe. Each signal is then labelled by a triple barrier — a profit target and equal stop in ATR units plus a time limit — split into in-sample and recent out-of-sample, with a confidence interval and a multiple-testing check.
How to use. Read the Verdict row (Bull/Bear divergence confirmed, "unconfirmed," or Wait) and the Conviction row, which reads "High" only when that divergence type shows a positive edge that survives the test on this symbol. A divergence is a reversal warning, not a trend signal — pair it with your own entry trigger and risk plan.
What's original. Higher-timeframe divergence confirmation on a double-smoothed oscillator, the forward triple-barrier calibration with an out-of-sample split, and a conviction read that openly admits when there's no proven edge.
Inputs. Price/High/Low sources (change them for any market), reading mode (Simple/Pro), momentum windows, divergence and HTF-confirm controls, full calibration settings, and an auto-adapting dashboard legible on dark or light charts. Defaults are tuned for NSE:NIFTY1! intraday.
Honesty & limitations. Edge figures are computed on this chart's own history with overlapping windows and no costs — context, not a guaranteed backtest; past behaviour doesn't predict the future. Divergence is inherently early and can persist before price turns.
Disclaimer: for research and education only. Not financial advice. Trading carries risk of loss; manage your own positions. Indicator
Multi-Period Divergence OscillatorMulti-Period Divergence Oscillator
A bounded buying-pressure oscillator built to expose divergences that are corroborated across multiple measurement windows at once — and, optionally, across timeframes — then scores its own divergences forward on your chart in plain language so you can see at a glance whether to act or wait.
Why this construction (not a mashup for show). Single-window oscillators throw frequent, fragile divergences. The fix, by design, is to measure buying pressure over three windows (fast, medium, slow) and weight them into one line, so a divergence only forms when short-, medium- and long-horizon pressure agree. This tool layers two further filters that each remove a class of false signal: higher-timeframe confirmation (a divergence that also shows on a higher timeframe is far less likely to be noise), and forward calibration (instead of assuming a divergence "should" reverse price, it measures whether it actually has, on this symbol, with realistic profit/stop outcomes). The oscillator, the divergence engine, the MTF check and the calibration form one coherent tool — none alone is sufficient, which is why they're combined.
How it works. Buying pressure = close − min(low, prior close); true range = max(high, prior close) − min(low, prior close). The oscillator weights their sums over three windows (default 7/14/28). Divergence is detected from confirmed price pivots versus the oscillator (regular and optional hidden). With HTF confirmation on, a signal counts only if a same-direction divergence is also present on the chosen higher timeframe. Each signal is then labelled by a triple barrier — a profit target and equal stop in ATR units plus a time limit — split into in-sample and recent out-of-sample, with a confidence interval and a multiple-testing check.
How to use. Read the Verdict row (Bull/Bear divergence confirmed, "unconfirmed," or Wait) and the Conviction row, which reads "High" only when that divergence type shows a positive edge that survives the test on this symbol. A divergence is a reversal warning, not a trend signal — pair it with your own entry trigger and risk plan. Best used alongside structure, not alone.
What's original. Higher-timeframe divergence confirmation on a multi-window oscillator, the forward triple-barrier calibration with an out-of-sample split, and a conviction read that openly admits when there's no proven edge.
Inputs. High/Low/Close sources (change them for any market), reading mode (Simple/Pro), oscillator windows, divergence and HTF-confirm controls, full calibration settings, and an auto-adapting dashboard legible on dark or light charts. Defaults are tuned for NSE:NIFTY1! intraday.
Honesty & limitations. Edge figures are computed on this chart's own history with overlapping windows and no costs — context, not a guaranteed backtest; past behaviour doesn't predict the future. Divergence is inherently early and can persist before price turns.
Disclaimer: for research and education only. Not financial advice. Trading carries risk of loss; manage your own positions. Indicator
Liquidity Sweep Warner - MMXM HunterHier ist eine professionelle englische Beschreibung für PulseWire:
---
# Liquidity Sweep Warner – ICT / SMC Dashboard
The Liquidity Sweep Warner is designed for ICT and Smart Money Concepts traders who want a clear overview of whether key liquidity levels have already been taken during the trading day.
The indicator automatically tracks major external liquidity pools and displays their current status in a clean dashboard located in the top-right corner of the chart.
## Tracked Liquidity Levels
### Previous Day Liquidity
* Previous Day High (PDH)
* Previous Day Low (PDL)
### Asia Session Liquidity
Based on New York Time:
* Asia Session: 7:00 PM – 3:00 AM NY Time
* Asia High
* Asia Low
### London Session Liquidity
Based on New York Time:
* London Session: 3:00 AM – 9:30 AM NY Time
* London High
* London Low
### 1-Hour Main Swing Liquidity
The indicator automatically identifies major 1H swing highs and swing lows.
Default swing definition:
* Higher than the previous 3 candles
* Confirmed by 1 candle on the right
This can be customized in the settings.
## Sweep Detection
A liquidity level is considered swept immediately when price touches or exceeds the level.
No candle close is required.
Examples:
* High ≥ PDH → PDH is marked as TAKEN
* Low ≤ PDL → PDL is marked as TAKEN
This reflects the true concept of stop-hunt liquidity where even a single tick beyond the level is sufficient.
## Dashboard
The dashboard displays:
* PDH
* PDL
* Asia High
* Asia Low
* London High
* London Low
* 1H Main Swing High
* 1H Main Swing Low
Status colors:
* Green = TAKEN
* Red = OPEN
This allows traders to instantly see which liquidity pools remain available and which have already been cleared.
## Visual Chart Markings
Every tracked liquidity level is drawn as a horizontal line extending from its origin to the current price.
When a level gets swept:
* The line changes to gray
* The line becomes dashed
* An optional sweep label is printed on the chart
This makes it easy to visually confirm where liquidity has been taken.
## Alerts
The indicator can generate alerts whenever any tracked liquidity level is swept:
* PDH Swept
* PDL Swept
* Asia High Swept
* Asia Low Swept
* London High Swept
* London Low Swept
* 1H Main Swing High Swept
* 1H Main Swing Low Swept
Perfect for traders who want immediate notification when liquidity is removed from the market.
## Purpose
The goal of this indicator is simple:
Avoid trading directly into liquidity that has already been taken and maintain awareness of the next likely liquidity objective.
It provides a clear picture of market structure, external liquidity, and potential draw-on-liquidity targets throughout the trading day.
---
**Recommended Use:** ICT, SMC, MMXM, Liquidity-Based Trading, Market Structure Analysis, London Session Trading, New York Session Trading, Futures, Forex, Indices, and Crypto Markets.
Indicator
Indicator
NORN WEAVE | THURISAZ# NORN WEAVE ᚦ THURISAZ
---
### Overview
NORN WEAVE ᚦ THURISAZ is the third version of the NORN WEAVE series, built on URUZ as its foundation.
The core logic is unchanged — EMA slope, Dow Theory swing structure, ADX trend confirmation. What changed is the entry filter. THURISAZ adds one question before every trade: *where are we standing on the daily chart?*
URUZ was built to survive. THURISAZ is built to choose. Bad entries don't just lose money — they consume time, margin, and mental bandwidth. The goal of this version is to stop entering trades that look right on the current timeframe but are wrong on the bigger picture.
The philosophy remains: survival first, profit second. THURISAZ adds a third principle — *don't enter where you shouldn't be standing.*
---
### What's New: Daily Fibonacci Filter
THURISAZ introduces a daily timeframe Fibonacci filter as a structural context layer.
When the current timeframe trend and the daily trend align, the strategy behaves exactly like URUZ — no additional friction.
When they diverge, THURISAZ evaluates *where* price sits within the daily swing range using Fibonacci retracement levels (0.382 and 0.618):
- **Mid zone (0.382–0.618)** — Price is in the middle of the daily range. This is the "landing zone": the most likely area for a pullback to stall and reverse, not complete. Entries are blocked.
- **Shallow zone (below 0.382)** — The pullback is still early. Entry is allowed, but TP1 is adjusted to the 0.382 level rather than the standard ATR-based target. Partial profit is taken before the natural resistance zone.
- **Deep zone (above 0.618)** — Price has retraced significantly. Potential reversal territory. Entry is allowed with standard targets.
The daily swing detection period is independently configurable from the current timeframe's Focus Level, giving finer control over what constitutes a "daily swing."
---
### Entry Conditions
**Long:** EMA rising AND Dow Theory trend up AND ADX above threshold AND Daily Fibo zone allows AND Footprint Delta bullish (if filter enabled)
**Short:** EMA falling AND Dow Theory trend down AND ADX above threshold AND Daily Fibo zone allows AND Footprint Delta bearish (if filter enabled)
---
### Exit Conditions
- TP1 — ATR × Factor × 1 → closes 30% (or Fibo 0.382 if shallow counter-trend entry)
- TP2 — ATR × Factor × 2 → closes another 30%
- TP3 — ATR × Factor × 3 → closes a further 30%
- Stop Loss — fixed % from entry → closes full position
- Break Even Stop — once floating profit reaches the BE trigger %, stop moves to entry price and closes on pullback
- Trend Reversal — when Dow Theory swing flips → closes full position
---
### Focus Level & Auto Calibration
Unchanged from URUZ. Focus Level is the primary knob — adjust it first when applying to a new symbol or timeframe.
Auto Calibration computes ADX threshold, ATR factor, and Stop Loss from the chart's own volatility data. When enabled, no manual tuning is required.
---
### Break Even Stop
Unchanged from URUZ. One parameter: how far price must move from entry before the stop activates. Stop is always placed at entry price.
---
### Footprint Delta Filter *(Premium plan required)*
Unchanged from URUZ. Uses BTC or ETH footprint delta as a directional confirmation filter. Blocks entries when order flow contradicts the trade direction.
---
### Parameters
- **Focus Level** (default 13) — Main knob. Controls swing detection and EMA scaling.
- **EMA Scale Ratio** (default 5) — EMA length = Focus Level × this value.
- **Daily Swing Length** (default 10) — Swing detection period for the daily timeframe. Independent from Focus Level.
- **Show Daily Fibo Zone** (default ON) — Displays the 0.382 and 0.618 levels on the chart for visual reference.
- **Auto Calibration** (default ON) — Computes ADX threshold, ATR factor, and SL automatically.
- **BE Trigger %** (default 5.5%) — How far price must move before the BE stop activates.
- **ATR Factor** — Manual mode only. Default 3.8.
- **Stop Loss %** — Manual mode only. Default -10.0%.
- **ADX Threshold** — Manual mode only. Default 20.5.
- **Footprint SMA Period** (default 21) — Smoothing period for delta signal.
---
### On Overfitting
One of the design principles of the NORN WEAVE series has been to minimize the number of configurable parameters. More parameters means more room to fit historical data — and less reason to trust that the results will hold going forward.
THURISAZ adds one new parameter: Daily Swing Length. That's it.
The Fibonacci levels themselves (0.382 and 0.618) are not parameters — they are fixed, widely recognized structural levels used by traders across markets and timeframes. They were not chosen by optimizing against backtest data.
The Daily Fibonacci Filter was validated across six symbols (SOL, DOGE, ETH, SUI, NEAR, PEPE). Five of the six showed improvement in profit factor and drawdown. The one exception — PEPE — deteriorated, which is the expected behavior: PEPE's explosive, non-structural price action doesn't respect daily swing context the way trend-following instruments do. A filter that improves everything uniformly would be suspicious. This result is not.
The filter works because the idea behind it is sound, not because it was tuned to work.
---
### Visual Guide
- **EMA line** — 3-layer glow. Teal when rising, red when falling.
- **Dow Theory zones** — gradient fill from current swing level to current price.
- **Daily Fibo lines** — gold lines at 0.382 and 0.618 of the daily swing. Shaded zone between them marks where entries are blocked.
- **TP lines** — semi-transparent. TP1 faintest, TP3 most visible.
- **BE Stop line** — gold, appears only when active.
- **Gray background** — ADX below threshold. No entries.
- **Orange background** — Footprint Delta Filter blocking entry, or Daily Fibo mid zone active.
- **Status table** — real-time display of all conditions. Japanese/English toggle included. Daily Fibo status shown as: Same Dir / Mid Zone (blocked) / Shallow (TP adjusted) / Deep (reversal watch).
---
---
### 概要
NORN WEAVE ᚦ THURISAZ は、URUZを土台とした NORN WEAVE シリーズ第3バージョンです。
コアロジックは変わっていません——EMAの傾き・ダウ理論のスイング構造・ADXトレンド確認。変わったのはエントリーフィルターです。THURISAZは、すべてのトレードの前に一つの問いを加えます。*日足でみたとき、今どこに立っているのか？*
URUZは「生き残る」ために設計されました。THURISAZは「選ぶ」ために設計されています。悪いエントリーは資金を失うだけでなく、時間・証拠金・集中力を消費します。このバージョンの目標は、現在足ではシグナルが正しく見えても、大きな地形では立ってはいけない場所へのエントリーを止めることです。
哲学は変わっていません。まず生き残る、利益はその次。THURISAZは三つ目の原則を加えます——*立つべきでない場所には立たない。*
---
### 追加機能：日足フィボフィルター
THURISAZは、相場の地形を把握するための「日足フィボナッチフィルター」を新たに導入しました。
現在足のトレンドと日足のトレンドが同じ方向の場合、ストラテジーはURUZとまったく同じ挙動をします——追加の制約はありません。
方向が逆の場合、THURISAZはフィボナッチリトレースメント水準（0.382・0.618）を使い、日足スイングのどの位置に価格があるかを評価します。
- **中間ゾーン（0.382〜0.618）** — 価格が日足レンジの真ん中にある状態。「踊り場」と呼ぶべき位置で、押し目・戻しが途中で止まって反転する可能性が最も高い。エントリーをブロックします。
- **浅いゾーン（0.382以下）** — 押し目・戻しがまだ浅い段階。エントリーは許可しますが、TP1を通常のATRベースから日足フィボ0.382水準に調整します。自然な抵抗ゾーンの手前で部分利確します。
- **深いゾーン（0.618以上）** — 大きく押し込まれた位置。反転の可能性がある水準として通常通りエントリーします。
日足のスイング検出期間は現在足のフォーカスレベルとは独立して設定できます。
---
### エントリー条件
**ロング：** EMA上向き AND ダウ理論上昇 AND ADXしきい値以上 AND 日足フィボゾーン許可 AND フットプリントデルタ買い優勢（フィルター有効時）
**ショート：** EMA下向き AND ダウ理論下降 AND ADXしきい値以上 AND 日足フィボゾーン許可 AND フットプリントデルタ売り優勢（フィルター有効時）
---
### イグジット条件
- TP1 — ATR×倍率×1 → 30%決済（逆張り・浅いゾーン時はフィボ0.382水準）
- TP2 — ATR×倍率×2 → さらに30%決済
- TP3 — ATR×倍率×3 → さらに30%決済
- ストップロス — エントリーから設定%に達したら全決済
- ブレークイーブンストップ — 含み益がBE発動しきい値%に達したらストップが建値に移動。価格が戻ったら全決済
- トレンド反転 — ダウ理論スイングが逆転した時点で全決済
---
### フォーカスレベルとオートキャリブレーション
URUZから変更なし。フォーカスレベルが主軸ノブです。新しい銘柄・時間足に適用するときはここを最初に調整してください。
オートキャリブレーションをONにすると、ADXしきい値・ATR倍率・SLがチャートのボラティリティデータから自動算出されます。
---
### ブレークイーブンストップ
URUZから変更なし。設定項目は一つ——「何%動いたら発動するか」だけ。ストップ位置は常に建値です。
---
### フットプリント・デルタフィルター *（Premiumプラン以上が必要）*
URUZから変更なし。BTCまたはETHのフットプリントデルタを方向性確認フィルターとして使用します。
---
### パラメーター
- **フォーカスレベル**（デフォルト13）— 主軸ノブ。スイング検出・EMAスケールを制御。
- **EMAスケール倍率**（デフォルト5）— EMA期間 = フォーカスレベル × この値。
- **日足スイング検出期間**（デフォルト10）— 日足フィボ計算に使うスイング検出期間。フォーカスレベルとは独立。
- **日足フィボゾーン表示**（デフォルトON）— 0.382・0.618ラインをチャートに表示。
- **オートキャリブレーション**（デフォルトON）— ADXしきい値・ATR倍率・SLを自動算出。
- **BE発動しきい値%**（デフォルト5.5%）— エントリーからこの%動いたらBEストップが発動。
- **ATR倍率**（手動）— オートキャリブレーションOFF時に有効。デフォルト3.8。
- **損切り%**（手動）— オートキャリブレーションOFF時に有効。デフォルト-10.0%。
- **ADXしきい値**（手動）— オートキャリブレーションOFF時に有効。デフォルト20.5。
- **フットプリントSMA期間**（デフォルト21）— デルタシグナルの平滑化期間。
---
### 過剰最適化について
NORN WEAVE シリーズの設計方針の一つは、パラメーター数をできる限り減らすことでした。パラメーターが増えるほど過去データへの過剰適合が起きやすくなり、将来の結果を信頼する根拠が薄れるからです。
THURISAZで追加したパラメーターは「日足スイング検出期間」の一つだけです。
フィボナッチ水準（0.382・0.618）自体はパラメーターではありません——バックテストデータを最適化して選んだ値ではなく、多くのトレーダーが長年にわたって参照してきた普遍的な構造水準です。
日足フィボフィルターは6銘柄（SOL・DOGE・ETH・SUI・NEAR・PEPE）で検証しました。そのうち5銘柄でPFとDDが改善しました。唯一悪化したのはPEPEですが、これは想定内の結果です——PEPEの急騰急落型の値動きは日足スイング構造を参照するロジックとそもそも相性が悪い。すべての銘柄で一様に改善するフィルターの方が、むしろ過剰最適化を疑うべきです。
このフィルターが機能するのは、チューニングの結果ではなく、背後にある考え方が正しいからだと考えています。
---
### チャートの見方
- **EMAライン** — 3層グロー効果。上向きはティール、下向きはレッド。
- **ダウ理論ゾーン** — 現在のスイングレベルから現在価格へのグラデーション。
- **日足フィボライン** — 日足スイングの0.382・0.618をゴールドラインで表示。その間のシェードが「踊り場ゾーン（エントリーブロック）」。
- **TPライン** — 半透明。TP1が最も薄く、TP3が最も濃い。
- **BEストップライン** — ゴールド。発動中のみ表示。
- **グレー背景** — ADXがしきい値以下。エントリーなし。
- **オレンジ背景** — フットプリントデルタフィルターがブロック中、または日足フィボ踊り場ゾーンが有効。
- **ステータステーブル** — 全条件・パラメーター値をリアルタイム表示。日英切り替え対応。日足フィボの状態は「同方向 / 踊り場（ブロック）/ 浅い（TP調整）/ 深い（反転狙い）」で表示。 Strategy
Indicator
