Apex Edge - NQ Correlation HUDApex Edge — NQ Correlation HUD
Note: This script is the HUD only. Screenshots may also show separate Supply & Demand zone and key-level tools running alongside it for extra confluence — those are independent indicators, not part of this script, and aren't required for the HUD to function.
What it does
Apex Edge — NQ Correlation HUD is a compact on-chart dashboard built for trading Nasdaq-100 index products (NQ, MNQ, and similar). Rather than manually flicking between the VIX and individual Mega-Cap Tech charts to gauge whether the broader market agrees with a setup, this indicator brings that context onto your current chart in one glance.
It scores your current instrument's own momentum and structure, then does the same for the VIX and seven Magnificent-7 stocks — live, every bar — and tells you visually which of those names are actually confirming your bias right now versus which aren't.
The HUD: Ticker / Fuel / Confluence
The dashboard is a simple 3-column table:
Ticker — the symbol for that row. Row 1 always reflects whatever chart you're currently on (so it updates automatically if you switch between NQ and MNQ, or any other symbol). Below that: VIX, then the 7 Mag7 names.
Fuel — a 0–10 momentum score for that symbol (see scoring below), shown as a fraction against your configured minimum threshold, e.g. 6/6.
Confluence — a directional vote out of 5, shown as ▲x/▼y, indicating how many of 5 independent components currently lean bullish versus bearish for that symbol.
What it monitors, and why
VIX — the market's fear gauge. It typically moves inversely to equities, so a VIX reading that's rising while your chart is bearish (or falling while your chart is bullish) is a classic confirmation signal. The HUD surfaces VIX's own Fuel and Confluence so you don't have to switch charts to check it.
The 7 Mag7 stocks (defaults: AAPL, MSFT, GOOGL, AMZN, NVDA, META, TSLA — all fully customizable in settings) — these carry substantial weight in the Nasdaq-100 and tend to drive a large share of its movement. When several of them are genuinely moving with your NQ/MNQ chart, that's real confirmation your setup isn't just noise on one instrument; when they're diverging, it's a reason for caution even if your chart alone looks clean.
How each pair offers confluence
A single chart can give a false signal — a stop run, a low-liquidity spike, an isolated headline. Checking whether the broader Nasdaq complex agrees filters a lot of that out. If your NQ/MNQ setup is bearish and the majority of Mag7 names are also showing bearish confluence while correlating with your chart's actual price action, and VIX is leaning bullish (its typical inverse relationship holding up), that's three independent confirmations lining up rather than one chart in isolation.
How the columns are scored
Fuel Score (0–10) is a multi-factor momentum read, built from:
Volume Z-score relative to a rolling average
Candle body dominance within its own range
Where the close sits within the bar's high-low range
ATR expansion versus its own rolling average
Confluence Score (out of 5) is a 5-component directional vote:
LTF trend (Hull moving average)
HTF trend (Hull moving average on a higher timeframe)
LTF RSI position
HTF RSI position
Price structure vs. a rolling range midpoint
Each component casts one bullish or bearish vote; the tally is shown as ▲bullish/▼bearish.
The correlation layer
This is what separates the Mag7 rows from a static watchlist. Each Mag7 ticker's title is colour-coded in real time:
Green — that symbol is BOTH rolling-correlated to your current chart above a threshold you set, AND its own Confluence is currently agreeing with your chart's direction.
Red — either condition fails: it's not correlating closely enough right now, or it's correlating but currently pointing the other way.
This means the HUD isn't just showing you 7 static numbers — it's telling you, live, which of the 7 are actually confirming your bias in this moment versus which are just along for the ride historically. Correlation lookback, the green/red threshold, and the correlation-guide tooltip (with standard statistical strength bands) are all configurable.
Built-in alerts
Two included alert conditions ("HUD Setup: Long Bias" / "HUD Setup: Short Bias") fire when your chart's Confluence bias is shared by a configurable number of the 7 Mag7 symbols AND VIX Confluence is leaning the opposite way. These are deliberately price-agnostic — they tell you when the broader HUD context has aligned, not when to enter. Pair them with your own key-level or zone tools to time actual entries once the alert fires.
Settings
Fuel/Confluence Dashboard toggle, dashboard position, minimum Fuel threshold
Hull MA period and HTF resolution
Multi-Pair HUD toggle, monitor timeframe for the 7 Mag7 rows
VIX symbol, all 7 Mag7 symbols (freely swappable)
Correlation lookback length, correlation threshold, min Mag7 aligned count for alerts
Align it with other confluence indicators to time your entry. Below is an example of the HUD running alongside 2 indicators (Key levels & Supply & Demand zones).
A NOTE ON USE:
Market hours affect the correlation rows. NQ/MNQ trade nearly 24 hours; the Mag7 equities only trade actively during NASDAQ hours (with an extended pre/post-market window beyond that). Outside those hours, correlation can legitimately read n/a for some or all Mag7 rows — that's expected behaviour, not a fault, since a closed/flat equity price has no variance to correlate against. Correlation readings are most meaningful during and immediately around the NASDAQ session; Fuel and Confluence continue working normally at all hours since they don't depend on cross-symbol variance.
This tool is designed to support discretionary trading decisions around Nasdaq-100 index products — it doesn't generate entries or exits on its own, and none of its readings guarantee a particular outcome. Fuel, Confluence, and correlation are all descriptive of current and historical price behaviour, not predictions. As with any tool, backtest and forward-test on a demo account before relying on it in a live or funded environment. Nothing in this script or its description constitutes financial advice. Indicator
Zero Noise Opening RangePure structure. Zero noise.
The opening range, outlined. Nothing else.
What it does
Sessions: New York (09:30 ET), London (08:00 UK), Asia (09:00 Tokyo) — one, all three, or a custom open time and timezone. Each session is tracked independently.
Range length: the first 5m, 15m, 30m, or 1h of the open, or a custom length.
Extend Until: Break Confirmation (default) freezes the range when a candle of your confirmation timeframe (1m–30m) closes outside it. Closed candles only — wicks don't count, nothing repaints. Session End runs the range to the close regardless of breaks.
Every range ends at its market's close (NY 16:00 ET, London 16:30 UK, Tokyo 15:30 JST).
Broken ranges grey out (optional), so live levels stay obvious.
Works on any intraday chart up to 1h. Above the range length, the range is rebuilt from 1-minute data for exact alignment.
What it doesn't do
No signals, no alerts, no arrows. An opening range is context. The trade is yours.
Settings
Session: New York / London / Asia (Tokyo) / All 3 / Custom (default: All 3)
Opening range: 5m / 15m / 30m / 1h / custom minutes
Break confirmation candle: 1m to 30m (default 5m)
Midline, fill, grey-out, tags, days kept, watermark — all optional
Futures, stocks, and FX. A notice panel flags any invalid setting.
For informational and educational purposes only — not financial advice. Trading involves substantial risk of loss; past performance does not guarantee future results. Indicator
Indicator
Nwog - Ndog Tracker (M1D)NWOG - NDOG Tracker (M1D)
Maps the two electronic-session opening gaps on index futures and tracks how much of each one price has traded back through.
A New Day Opening Gap is the distance between the prior session's 17:00 close and the 18:00 Globex reopen — the CME maintenance halt. A New Week Opening Gap is the distance between Friday's 16:59 close and the Sunday 18:00 reopen. These are electronic-session boundaries and are deliberately not the 09:30 cash open or the 16:14 regular-hours close, which belong to a different gap entirely.
How It Is Built-
No bar prints inside either window, so the bar immediately preceding a reopen always carries the true prior close. Both gaps read their origin from that bar rather than from a bar found by its clock time, which is what keeps them correct through a holiday or an early close — on those days the scheduled closing bar never prints at all, and a tool that waits for it builds the gap off a stale price.
A gap is read from the side its reopen landed on. Opening above the prior close leaves the unfilled area below price, where it stands as support. Opening below leaves it overhead as resistance.
Every boundary is detected on the bar that contains its target time rather than by comparing bar-open times, so each one resolves correctly on any intraday timeframe. All detection runs on confirmed bars only.
What It Draws-
Each gap is a box spanning from its origin to its right edge, captioned with its direction, type and date. The caption sits level with the consequent encroachment just past the right edge, and holds the same visual distance from the box at any zoom.
Direction and type are carried separately so neither has to be inferred from the other. The box fill stays keyed to the type, daily and weekly each keeping their own wash, while the border and the caption arrow carry the polarity.
Levels inside a gap are optional. Quadrants draw 0.25, the consequent encroachment and 0.75. Octants draw eighths. Each level's value is printed beside the right end of its own line, level with it at any zoom, and the consequent encroachment is named CE and carries its own colour. The gap high and low are the box itself and are not redrawn as levels.
A table lists the tracked gaps newest first, each with its direction and the percentage of it that price has covered, and a count of how many remain unfilled. The callout arrow in the example chart points from a gap to this table so the two can be matched up at a glance.
Settings-
Gap times, session close, and the reopen times are each adjustable and independent of one another.
Extend controls how far a box runs. Until next gap keeps only the newest box tracking price, clipping the previous one as a new gap forms. Extend to price runs every kept box to the current bar. End of day stops each at the session close. The weekly gap adds End of week, which stops it at Friday's close and keeps it visible for a set number of weeks afterwards.
Direction colouring can be switched off, in which case every border and caption falls back to the single border colour. The two direction colours themselves are adjustable.
Keep-last counts, fill and border colours, label size, and the table position and length are all adjustable.
Notes-
Fill percentage is the share of a gap's own range that price has covered, measured between the deepest and shallowest points reached inside it. It only increases, and reaches 100 percent once price has covered the gap end to end. It is deliberately direction-agnostic: it records how much of the gap has been consumed, not which side consumed it.
Being traded through does not remove a gap. A filled gap stays on the chart, and only the keep-last count clears it.
Disclaimer-
This script reports where these gaps sit and how much of each has been consumed. It does not generate signals and it is not financial advice. Indicator
Percentage Risk Position Sizer (Bull/Bear Switch)Perfect for Prop Traders
Percentage Risk Position Sizer (Bull/Bear Switch)
An advanced, highly practical position sizing tool built specifically for day traders and futures traders who manage risk dynamically based on percentage allocation.
Customizable Multipliers: Supports configurable contract/tick multipliers for instruments like MNQ, NQ, MES, and ES.
Key Features:
Percentage-Based Risk Allocation: Easily switch between risk levels (e.g., 0.5%, 1%, 2%) tailored to your exact account size.
Automatic Candle High/Low Stop Loss: Instantly calculates risk parameters using the current candle's bottom (for Longs) or top (for Shorts).
Bull/Bear Toggle Switch: Simple input setting to flip between Buy (Bullish) and Sell (Bearish) modes instantly.
On-Chart Visuals & Labeling: Plots an extended stop loss line with a clean position size label positioned cleanly to the right to avoid chart clutter.
Real-Time Data Table: Displays total risk amount, exact position size, current stop loss level, and point distance directly in a clean top-right display table.
Inputs:
Trade Direction: Choose between Bullish (Long) and Bearish (Short).
Risk Percentage (%): Select your targeted risk per trade.
Account Size ($): Input your total account equity.
Contract/Tick Multiplier: Set your dollar value per point or tick.
Label Bar Offset: Adjust horizontal shifting to keep your live price bars completely unblocked. Indicator
Strong COT Report Dashboard | ProjectSyndicateStrong COT Report Dashboard takes the CFTC Commitments of Traders Legacy report and turns it into a live, side-by-side positioning matrix for up to 12 futures markets at once. Every Tuesday's release refreshes the whole grid with Non‑Commercial (large speculator) and Commercial (hedger) positioning, three COT indices, flip%, weekly OI change, a derived bias state, a synthesized scenario/outlook narrative, and an N‑week Flip% heat strip — all rendered in a compact Bloomberg amber terminal. The whole tool runs on one idea: raw NC net contracts mean nothing on their own — but when you can see 26‑week, 52‑week and 156‑week COT indices next to each other, the direction of last week's change, where OI is going, and how flip% has moved across the last eight weeks, positioning tells you exactly which end of the curve every market is at.
This is a positioning matrix, not a signal generator. It tells you which markets are stretched, which are turning, which are building fresh trend, and which are stuck in the middle — for equities, metals, energies, crypto, the dollar, and optionally FX crosses, softs and VIX, all on one screen.
🟢🔴 Summary how to use this more details below, read entire guide. Two clean reads: fade the extreme, or ride the build. Prefer markets tagged TOP RISK / BOTTOM SETUP for the fade, and markets tagged Building Long / Building Short with an aligned 52w index and OI expansion for the trend. The Scenario / Outlook column and the Flip% heat strip tell you at a glance whether positioning is at an inflection point or grinding in a regime. Runs on Daily or Weekly chart only.
⚠️ CHART TIMEFRAME — Weekly COT data is only accumulated on Daily or Weekly charts. Load this on any intraday chart and it will halt with a runtime error. Use Daily as the default; Weekly compresses the same view and works too.
🧱 CFTC Legacy — the only source of truth — Every row is pulled from the official CFTC Commitments of Traders Legacy report via PulseWire's LibraryCOT, one release per week, Tuesday for the prior Tuesday's snapshot. You choose Futures Only or Futures and Options at the top of the settings. Nothing here is estimated, projected or derived from price — the whole grid is real reported contracts.
📐 24-Market Universe · 12 Active at a Time — Twelve markets ship enabled by default: ES · NQ · YM · RTY · NKD · GC · SI · HG · CL · NG · BTC · DX. Twelve more sit hidden and ready: 6E · 6J · 6B · 6A · 6C · 6S · ETH · PL · ZW · ZC · ZS · VX.
⚠️ HARD 12-MARKET CAP — PulseWire caps the number of external data requests a script can make, and this dashboard uses five requests per market (OI + NC longs + NC shorts + Com longs + Com shorts). Twelve markets is the ceiling — any market you toggle on beyond that limit is silently skipped in list order.
▪️ To swap in a hidden market: first DISABLE at least one of the 12 default markets (e.g. turn off NKD or DX), then ENABLE the hidden one you want (e.g. 6E Euro FX or ETH Ether).
▪️ If you toggle on a hidden symbol and it doesn't appear on the dashboard, you're over the 12-market cap — go back and switch off one of the defaults first.
▪️ The two groups in settings are just organizational — the cap applies across both groups combined.
BTC / NQ / GC snapshot
🏷️ The Column Set — Every market gets its own row. Left to right:
▪️ Market — ticker + full name.
▪️ NC Net — Non‑Commercial net position in contracts (longs − shorts). The core large-spec read.
▪️ ΔNet W — change in NC net vs the prior COT week. This is the momentum column.
▪️ L% / S% — NC longs and shorts as % of open interest. Concentration read.
▪️ Flip% — NC Long% − Short%. Positive = specs net long, negative = specs net short. The regime tag.
▪️ Ix26 / Ix52 / Ix3Y — COT stochastic indices of NC net over 26, 52 and 156 weeks. 0 = most short in the window, 100 = most long. Ix52 is the year-context read; Ix3Y is the cycle read.
▪️ Com Net / CIx52 (optional) — Commercial net and its 52-week index. Hedgers usually sit opposite the specs — when they don't, that's a signal.
▪️ ΔOI% — weekly open interest change. Rising OI + rising net = real build; falling OI + rising net = short-covering, not conviction.
▪️ Bias — one-word positioning state: TOP RISK, BOTTOM SETUP, Building Long, Building Short, or a neutral trend tag. Colored by conviction.
▪️ Scenario / Outlook — a synthesized read that fuses extremes, streaks, regime flips, OI mechanics and cycle divergence into one line. HOVER the cell for the full narrative.
◆ Flip% Heat Strip — the signature panel — Set the strip to N weeks (up to 12) and every row gains N extra cells — one per prior COT week — heat-mapped on an amber/red axis around zero. Positive flip% (specs net long) burns amber; negative (specs net short) burns red; intensity scales to the flip scale you set. Read left to right along a row and you see the last 2-3 months of positioning at a glance:
▪️ A row that goes red → red → red → dim → amber → amber has just flipped regime from net-short to net-long.
▪️ A row that stays deep amber for 8 weeks is a crowded long — the fade candidate.
▪️ A row of soft mixed colors is regime chop — leave it alone.
XAU / DX / SI snapshot
🔥 The Bias Engine — Every row is auto-graded into a positioning state:
▪️ TOP RISK — 52w NC index at an extreme high and specs crowded long. The fade candidate.
▪️ BOTTOM SETUP — 52w NC index at an extreme low and specs crowded short. The mean-reversion setup.
▪️ Building Long / Building Short — indices are trending in one direction with OI expansion. The ride-the-build read.
▪️ Neutral trend tags — for markets sitting mid-range without directional conviction.
TOP RISK burns red, BOTTOM SETUP burns amber-hot, builds burn steady amber, neutral goes dim. You are reading the state of every market with your peripheral vision before you read a single number.
📋 Bloomberg Amber Terminal — Pure black background, amber-gradient text, alternating row shading, monospaced font, thin dark-amber frame, muted header row. Numeric coloring is gradient-driven — COT indices burn hotter at extremes, signed values shift from amber to red as they turn negative, flip% cells run their own heat map. Weekly release dates render in a compact format so the whole grid stays scannable.
🔔 Native Alerts — Alert on 52w COT Index Extremes fires once per new COT week when any market's NC 52w index crosses into the ≥80 zone (spec long extreme) or ≤20 zone (spec short extreme). One alert covers every enabled market — you get a message with the ticker, the direction and the index level. Enable it once and the dashboard tells you when a positioning inflection has actually printed, not before.
ES / CL / RTY snapshot
🔧 Fully Customizable — 12+12 market toggles, Futures Only vs Futures and Options source, max weekly history stored, dashboard position/size, text size, top offset padding, Commercial columns on/off, Flip% heat strip length 0-12 and its scale, alert toggle, and the entire Bloomberg amber palette flows automatically from the theme — nothing to fight with.
🎯 Why this is different — Most COT tools give you one market on a subchart with a couple of moving averages, or a wall of numbers with no visual weighting. This one pulls 12 markets into a single grid, indexes each of them across three timescales, tags the state, writes an outlook line, and heat-strips the last 8-12 weeks of flip% into a row you can read horizontally. The chart itself does the filtering — you see instantly which two or three markets deserve deeper work this week.
🚀 Apply on a Daily or Weekly chart of any symbol — the dashboard is independent of the chart symbol, so load it on your favorite index or continuous futures contract and it will fill regardless.
🎯 How To Trade It — Two Approaches
Everything hinges on the bias state and the index columns. Raw NC Net alone is noise; a market tagged TOP RISK with Ix52 ≥ 80 and 6 straight amber weeks in the heat strip is where the real information sits.
◾ 1 FADE THE EXTREME — trade the reversion
This is the classic COT read. Specs are crowded to one side, indices are pinned near an extreme, and the Bias column has flagged it.
▪️ Setup: a market tagged TOP RISK or BOTTOM SETUP, with Ix52 ≥ 80 or ≤ 20, and the Flip% heat strip showing several consecutive weeks in the same regime (crowd conviction). CIx52 pointing opposite (commercials leaning the other way) strengthens the read.
▪️ Trigger: this dashboard is not the trigger. Go to the chart of that market and wait for your own reversal confirmation — price rejection, structure break, momentum divergence.
▪️ Stop: beyond the most recent swing that made the extreme.
▪️ Targets: mean-reversion targets — the 52w index moving back through 50, or price returning to a mid-range value area.
⚖️ The cleanest version: NC Ix52 ≥ 85, Com Ix52 ≤ 15 (they disagree hard), Flip% has been extreme for 6+ weeks in the heat strip, and ΔNet W just printed its first meaningful flip against the trend. That's a positioning exhaustion signal.
◾ 2 RIDE THE BUILD — trade with the trend
The mirror case, and the one that matters when nothing is extreme yet.
▪️ Setup: a market tagged Building Long or Building Short. NC net is trending, ΔNet W has been consistently positive (or negative), ΔOI% is expanding (real money coming in, not short-covering), and the Flip% heat strip shows a clean color gradient in one direction.
▪️ Trigger: enter on your chart in the direction of the build on any of your own continuation setups.
▪️ Stop: on a decisive break of the ongoing structure.
▪️ Targets: run it until the Bias column flips to TOP RISK / BOTTOM SETUP — that is your exit warning. Positioning has become the trade instead of driving it.
⚖️ Watch ΔOI%. A build with rising OI is a real institutional position; a build with falling OI is specs chasing an old move — those don't last.
Rule of thumb: ⭐ Market tagged TOP RISK / BOTTOM SETUP with an extreme Ix52 → prepare to fade on price confirmation. ⭐ Market tagged Building X with expanding OI and a clean heat strip → trade continuation with the build. ⭐ Anything mid-range, no color in the heat strip, neutral bias → no trade, look elsewhere.
⚠️ IMPORTANT NOTICE: Strong COT Report Dashboard renders CFTC Legacy COT data and derives descriptive positioning states from it. The Bias column, the Scenario / Outlook narrative and the 0-100 COT indices are descriptive conviction readouts built from reported positioning — they are not backtested win-rates, and this indicator tracks no trade outcomes and reports no performance statistics. COT data is released weekly with a Tuesday-for-Tuesday delay, so the dashboard is a structural read, not a real-time signal. This is decision support, not a standalone trade trigger. Always combine it with your own strategy, price-action confirmation and risk management. Past positioning does not guarantee future results. Indicator
Strong NQ ORB Breakouts | ProjectSyndicateSTRONG NQ ORB Breakouts catches the moment the Nasdaq session resolves its opening range — and instead of treating every push past a line as a trade, it waits for a genuine close beyond the range, tags the direction, and ranks the breakout 0–10 with a star score. The first block of the session builds a range; price then has to actually close outside it, in agreement with momentum and — if you want it — the higher-timeframe trend, before a signal arms. Every setup gets a structural stop, fixed R-based targets with a ⅓/⅓/⅓ scale-out and break-even after the first bank, and is tracked live on a full statistics dashboard — including end-of-session time-stops — so you can see exactly how the logic behaves on the instrument and timeframe you trade.
🧠 Opening-Range Core — the core idea. At the start of the session the engine records the high and low of a configurable opening window, 60 minutes by default. That band is the opening range: the session's first agreed value area. A signal fires on the release — the bar that closes beyond the range high for a long or the range low for a short inside the trade window — and the direction is set by that break. In Auto mode the range anchors to the instrument's own daily session open (the first bar of the day), so it locks to the real NAS100 / NQ open regardless of your feed's server clock; a Custom session-plus-timezone mode is there if you'd rather define the window by hand. Signals are evaluated on the bar's close and are fixed once that bar closes — the range and the break do not repaint.
📈 Range Mapping & ADR Context — while the opening window is live, the engine continuously tracks the developing high, low, and width of the range, then freezes it the moment the window ends. The finished range is measured in points and expressed as a percentage of the instrument's Average Daily Range, a non-repainting daily read, so you instantly see whether the session is coiling tightly or has already burned its move. A clean, proportionate range is a loaded session; an over-wide one is a day that has already spent itself.
🎯 Structural Stop + R-Based Scale-Out — risk (R) is measured from an ATR distance by default — the strongest basis on NAS100 M5 — or against the opposite range edge or the range midline if you prefer, then floored and capped by ATR so it can never collapse into a meaningless stop or balloon into a wide one. TP1, TP2, and TP3 are set at clean R multiples and default to a balanced 1R / 2R / 3R, fully adjustable. The trade model is an honest ⅓ scale-out: one third banks at each target, and after TP1 the remaining two thirds ride with the stop moved to break-even. Every signal plots its complete Entry / SL / TP1 / TP2 / TP3 line set, labeled levels, and filled TP / SL zone boxes, with an R-tagged result label on exit.
🎚️ Conviction Controls — a small set of dials sets how serious a breakout must be before it counts: the 0–10 Minimum Strength gate, an optional Range-vs-ADR window that skips days whose range is too tight or too wide, a Close-vs-Wick breakout trigger, and Max One Trade Per Day. By design the day-skipping filters are off by default — no days are hidden — so you first see the raw, unfiltered behavior. Tighten them for fewer, higher-quality fires; loosen them for more activity. This is your main dial for conviction versus frequency.
🧭 HTF Trend Alignment + Session Gating — an optional higher-timeframe EMA filter blocks counter-trend fires, keeping you on the dominant side: longs only above it, shorts only below. The higher-timeframe value is read without lookahead. Entries are confined to the trade window after the range forms, and the per-day cap spaces out tickets so one volatile session can't stack trades. Anything still open at the session close is flattened by an end-of-session time-stop — and that exit is booked and counted honestly, never quietly dropped.
🧲 Liquidity Magnet — the engine maps resting liquidity by tracking confirmed swing pivots above and below price and marking each as swept or unswept as price trades through it. When a breakout fires, it projects the nearest opposing unswept pool as a dotted magnet line — the pocket of liquidity the move is naturally drawn toward — and the dashboard reports the distance to the nearest pools up and down in ATR terms. It's context for where the breakout wants to go.
⭐ 0–10 Setup-Quality Score — every release is scored and labeled with 1–5 stars and a tier FORMING → WEAK → MODERATE → STRONG → VERY STRONG → ELITE across breakout-native factors: expansion-candle body strength, candle range vs ATR, momentum alignment over short and medium lookbacks, volume confirmation, clean penetration beyond the range edge, RSI agreement, higher-timeframe EMA alignment, and intraday bias of close versus the session open. A companion direction-probability read blends penetration, momentum, RSI, session bias, and HTF position into an up/down percentage. Treat the score as a confluence / cleanliness read for ranking setups — it describes how textbook a breakout is, not a guaranteed outcome. Note: on the test data, filtering to "strong only" actually *reduced* win rate, so the stars default to a context tool rather than a hard gate.
📊 Live Statistics Dashboard — a non-intrusive panel tracks, in real time on your chart: the current session state of waiting / forming OR / range set / armed / trade active, the live opening-range size and its ADR percentage, the magnet distance up and down, the active bias and trade, the live strength and direction-probability meters, total win rate and closed-trade count, profit factor, average R per trade, total R, best-performing direction, long vs short win rate, current and max win/loss streaks, and a TP1 / TP2 / TP3 / SL / EOD outcome breakdown. Every filled trade that reaches an outcome is counted — winners, stop-outs, break-even runners, and time-stops alike — so the numbers are computed live from the real signals on your current symbol and timeframe rather than a figure printed in a description.
🎨 Clean Themed Visuals — a Midnight institutional palette, with Emerald, Ice Blue, Gold Black, and Aqua Violet alternates, shades the opening-range box, the ORH / ORL / midline levels, the per-trade SL / TP ladder, the liquidity pools and magnet, and the dashboard to one coherent look, so quality and direction read at a glance. The range box is drawn over the window where it formed and projected forward with point-labeled edges; long and short trades are color-keyed; a faint tint marks the active opening window. A shelf-length and max-drawn-trades control keep the chart clean — the right-edge zones never stretch into oversized towers, tickets snap back to the exit bar on close so labels never float away, and only the most recent N tickets stay drawn while the statistics remain cumulative over the whole history.
🔔 Detailed Alerts — fires on long / short opening-range breakouts, plus TP3, protected partial-TP, and stop-loss events, formatted for manual or automated use.
🔧 Fully Customizable — every component is exposed: the range anchor (Auto session-open or Custom), the opening-range minutes, timezone, and trade window; the ATR length, stop basis of ATR / opposite edge / midline with risk cap and floor; the three R targets, break-even-after-TP1 toggle, Close-vs-Wick trigger, and one-trade-per-day cap; the ADR gate with min/max band, minimum strength, and HTF alignment filter and timeframe; the liquidity pivot length, pool display, and magnet toggle; the point definition for the dashboard; all five themes; and every label, dashboard, zone, and projection toggle.
🎯 Why this is different — most ORB tools just draw two lines at a fixed clock time and leave everything after that to you. This one anchors the range to the real Nasdaq open, sizes the break against the instrument's own ADR so a tight coil and a blown-out day aren't treated alike, can demand momentum, volume, penetration, and trend confirmation before it fires, anchors risk sensibly, then layers a genuine ⅓/⅓/⅓ scale-out with break-even, a liquidity magnet, an objective 0–10 ranking, and a live, honest statistics panel — one that counts stop-outs and end-of-session exits in full — so you are tuning and judging the system on real, current data instead of a marketing figure.
🚀 Where to use it — built and validated for NAS100 / NQ on the M5 timeframe, where the default OR 60m · ATR×1.0 stop · 1R/2R/3R model was developed. The ATR-based stop and ADR sizing adapt to volatility automatically, and the session windows can be re-pointed to a different open if you want to run the same engine elsewhere. It works on other index CFDs and futures, but the defaults are tuned for the Nasdaq open.
🎯 How to trade it
- Apply it to NAS100 / NQ on M5 and let the dashboard populate. Read the live win rate, profit factor, and average R for your symbol and timeframe before committing — if the logic doesn't suit your feed, you'll see it.
- Start with the day-skipping filters off to see raw behavior; add the HTF Trend Alignment and Range-vs-ADR gates when you want to trade only with the larger trend and skip dead or already-spent sessions.
- Wait for a NQ ORB LONG / NQ ORB SHORT label — it marks a confirmed close beyond the opening range, with the star score, direction probability, and Entry, SL, and TP1/2/3 already plotted.
- Manage the trade with the plotted levels: the structural SL defines your risk, one third banks at each R target with the stop moving to break-even after TP1, and any position still open at the trade-window close is flattened by the time-stop.
- Use Minimum Strength and Max One Trade Per Day to set your tempo, and read the liquidity magnet for a sense of where the move is being drawn.
⚠️ Important — this is a decision-support tool, not a standalone buy/sell system, and it makes no performance guarantees. Default settings were chosen on historical data and behavior will vary by instrument, timeframe, session, and configuration; the dashboard's statistics are historical and descriptive, not a forecast. The trade model includes a ⅓ scale-out, break-even after TP1, and an end-of-session time-stop, so some trades close at a fraction of a target rather than a full win or loss — these are counted in full, which is honest but means win rate alone is misleading; always weigh it together with average R and profit factor, and resize the R targets to your own risk profile. Signals confirm on the closed bar, so always wait for the labeled release on a closed candle. Always combine it with your own analysis and risk management, and test it on your market before trading it live. Indicator
Strong Biotech Screener | ProjectSyndicateStrong Biotech Screener turns dozens of charts into a single institutional-style dashboard, ranking a curated universe of 40 leading biotech names by performance across six timeframes and scoring each one on professional-grade risk metrics — Beta, Sharpe, Sortino, Omega, Z-Score, and Kelly — so you can find the year's biotech leaders and weigh their risk-adjusted quality at a glance, all on one clean, sortable panel. Every figure is computed live on the daily timeframe from real price history, not hard-coded, so the board reflects the market as it actually is right now.
🧬 Curated 40-Name Biotech Universe — the screener watches a hand-picked list of 40 high-momentum biotech, pharma, and life-sciences stocks in one place. Instead of flipping through forty charts, you see every name's performance and risk profile side by side and immediately spot who is leading and who is rolling over.
🗓️ Six-Timeframe Performance — each stock is tracked across Week, Month, Quarter, 6-Month, 12-Month, and Year-to-Date returns, so you can separate a one-week catalyst pop from a genuine long-run trend and see momentum building or fading across horizons in a single row.
🧮 Institutional Risk Metrics, Done Properly — beyond raw returns, every name is scored on Sharpe (excess return per unit of total volatility), Sortino (return per unit of downside risk only), Omega (probability-weighted gains versus losses above the risk-free threshold), Z-Score (how stretched the recent move is in standard deviations), and the Kelly fraction (a theoretical optimal-sizing read from return and variance). The stats are annualized from daily returns over a rolling window with a configurable risk-free rate, so the risk picture is consistent and comparable across the whole list — which matters especially in biotech, where single-name volatility is extreme.
🎯 Basket-Relative Beta — Beta is measured against an equal-weight basket of the 40 names in the screener, so it tells you how a stock moves relative to this specific biotech cohort rather than a broad index. Beta above 1 swings harder than the group; below 1 is steadier. You control the lookback length used for the beta and correlation calculation.
🌡️ Annualized Weekly Volatility — a dedicated Wk Vol column annualizes the standard deviation of recent weekly returns, giving you a fast read on how violent each name's price action is before you size into it — essential in a sector where binary trial and FDA events can move a stock 50% in a session.
🔀 Dynamic Sorting — sort the entire board by any of the six performance columns with a single setting. Rank by YTD to find the year's biotech leaders, by Week to catch what is moving on fresh catalysts, or by any horizon in between — the table re-ranks instantly.
🎨 Bloomberg-Amber Theme with Color-Coded Strength — a clean amber-on-black dashboard with a multi-level gradient that runs from bright amber on the strongest gains through to deep red on the steepest losses, so strength and weakness jump out the moment you look at the panel.
🧩 Fully Customizable Dashboard — place the table anywhere on the chart (Top / Middle / Bottom paired with Left / Center / Right), choose your text size (Tiny / Small / Normal / Large), set the sort column, the beta length, and the risk-free rate and periods — all from the settings menu, no code editing required.
🔒 Daily-Timeframe Lock — the screener is built for daily data and will prompt you to switch if you load it on a lower timeframe, so the returns, volatility, and ratios are always calculated on the basis they are designed for.
⚡ Lightweight and Efficient — the whole 40-name board is built from a tight, well-organized script that runs smoothly on PulseWire, with a clean merged title heading and an alternating-row layout for easy reading. Delisted or halted tickers degrade gracefully to blank rows rather than breaking the panel.
🎯 Why this is different — most watchlists show you price and maybe a percentage move. This screener puts performance and a full institutional risk stack — Sharpe, Sortino, Omega, Z-Score, Kelly, Beta, and annualized volatility — for forty leading biotech names on one sortable, color-coded panel, so you are ranking opportunities by risk-adjusted quality, not just chasing the biggest green number.
🚀 Where to use it — apply it to any daily chart to monitor the biotech leadership group as a whole. Use it for top-down scanning, rotation ideas, and risk screening before you drill into an individual name's chart for entry timing.
⚠️ Important — this is a research and decision-support dashboard, not a buy/sell system, and it makes no performance guarantees. The 40-name universe is a snapshot of the year's momentum leaders and will drift over time; the board re-ranks live, but membership is fixed until updated. All figures are historical and descriptive, computed from past price data, and say nothing certain about the future. Risk metrics like Sharpe, Sortino, Omega, Z-Score, and Kelly are simplified, assumption-based estimates and should inform your judgment, not replace it. Biotech is an especially high-risk sector driven by binary clinical and regulatory events — always pair the screener with your own analysis and risk management. Indicator
Buy Sell Momentum Entries v2Momentum Entries v2 is a simple buy/sell confirmation indicator built to find strong continuation candles after momentum begins.
It is not meant to predict every move or catch every reversal. The goal is to filter for cleaner entries where price is already showing displacement, direction, and follow-through.
I personally like these settings on the 1-minute chart:
Confirmation Push Ticks: 40
Min Body %: 60
Cooldown Bars After Signal: 0
Block Same-Side Repeats: On
Fast EMA: 9
Slow EMA: 21
Use Fast EMA Filter: On
Use Slow EMA Filter: On
Require Fast EMA Above/Below Slow EMA: On
You can adjust the settings however you like depending on your market, timeframe, and trading style.
Important settings:
Confirmation Push Ticks:
How far price must push in the signal direction before a buy or sell can appear. Higher = fewer signals, stronger momentum required.
Min Body %:
Requires the candle body to be a certain percentage of the full candle range. Higher = stronger candles only.
Cooldown Bars After Signal:
Stops the indicator from giving another signal for a set number of bars after a signal. Higher = fewer signals.
Block Same-Side Repeats:
Prevents repeated buy-after-buy or sell-after-sell signals. This helps keep the chart cleaner.
Fast EMA Length:
The shorter EMA used for direction and trend confirmation.
Slow EMA Length:
The longer EMA used to confirm broader direction.
Use Fast / Slow EMA Filter:
Requires price to be on the correct side of the selected EMA before a signal appears.
Require Fast EMA Above/Below Slow EMA:
For buys, the fast EMA must be above the slow EMA.
For sells, the fast EMA must be below the slow EMA.
This helps avoid taking signals against the short-term trend.
Best use:
Use this as an entry confirmation tool, not a full trading system by itself. It works best when combined with your own levels, market structure, sweep areas, support/resistance, or higher-timeframe bias. Indicator
NQ Chop FilterNQ Chop Filter is a volatility and trade-confidence meter built for short-term NQ trading, especially on the 30-second chart.
This indicator is not a buy/sell signal and it is not meant to replace a trading strategy. It is designed to help judge whether current market conditions are strong, normal, cautious, or dangerous before managing risk.
The meter studies recent candle range, fast range expansion/compression, net price movement, directional efficiency, and wider trend/grind movement.
The dashboard gives a simple reading:
HIGH
Strong volatility and movement. Full confidence conditions. Larger targets are more reasonable.
NORMAL
Conditions are acceptable. Trading is still okay, but avoid sizing up blindly.
CAUTION
Market is less clean. Trade smaller, be more selective, and manage risk tighter.
DANGER
Weak movement or poor follow-through. Reduce size or wait.
How to use:
1. Add the indicator to an NQ chart.
2. Best used on the 15-second to 2-minute timeframe. Best on 30s.
3. Watch the dashboard before taking a trade.
4. Use HIGH and NORMAL as cleaner environments.
5. Use CAUTION and DANGER as risk warnings, not automatic signals.
6. Do not use this indicator by itself for entries.
7. Combine it with your own entry model, stop loss, take profit, and daily risk rules.
The main purpose is to avoid blindly trading the same size in all market conditions. It helps identify when the market is moving cleanly versus when price is slow, compressed, or choppy.
This script is for educational and informational purposes only. It is not financial advice. Indicator
Nasdaq XXX20 / XXX50 / XXX80 Horizontal LevelsThis indicator automatically plots Nasdaq horizontal levels at XXX20, XXX50, and XXX80. Ideal for intraday trading on NQ, MNQ, NDQ, and NDX, with timeframes less than or equal to 5min.
This script highlights powerful reaction levels for entries, exits, stops, and targets.
Key Features
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- Draws XXX20 (teal), XXX50 (light gray/ivory), and XXX80 (orange) levels extending across the chart.
- Dynamically anchors around the current price, showing ±25 blocks by default (50+ levels total, adjustable).
- Optional price range filter to declutter charts by limiting levels to a specific zone.
Inputs
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- Toggle individual level types (XXX20 / XXX50 / XXX80).
- Line colors and width.
- Block size (default 100).
- Price range filter (show only levels between Min and Max price). Indicator
Strong Breakout Signals | ProjectSyndicateStrong Breakout Signals catches high-probability trend breakouts the moment a genuinely tested level gives way — and instead of treating every poke past a line as a breakout, it confirms each one with two independent engines and ranks it 0–10 with a star score. A clustered support/resistance wall that price has touched several times, or a clean break of market structure BOS / CHoCH, has to break with real momentum before a signal arms. Every setup gets a structural stop beyond the broken zone and fixed R-based targets, and is tracked live on a full statistics dashboard so you can see how the logic behaves on the exact symbol and timeframe you trade.
🧠 Dual-Engine Hybrid Breakout Core — the core idea. Two confirmation engines run in parallel. Engine A Clustered-Zone Break only fires when price breaks through a real support/resistance wall built from several pivots stacked at the same level — a level the market has actually respected, not an arbitrary line. Engine B Market-Structure Break tracks the most recent swing high/low and tags the break as BOS break of structure — a continuation or CHoCH change of character — where the break flips the prior direction. When both engines agree on the same bar, the setup earns a confluence bonus. Signals are evaluated on the bar's close and are fixed once that bar closes — historical signals do not repaint the tested-zone pivots confirm after the pivot lookback, an inherent property of pivot detection.
📈 Tested-Zone & Structure Mapping — a pivot engine continuously maps recent swing highs and lows, then groups nearby pivots into banded zones. The more times a level has been tested, and the older the wall, the more significant its break — both feed directly into the strength score. You choose how many touches a level needs to qualify and whether breaks confirm on the candle close stricter or the wick earlier.
🎯 Structural Stop + R-Based Targets — the stop is placed just beyond the broken zone with an ATR buffer the resistance that just broke becomes the new support, or vice-versa, then capped and floored so it can never balloon into a wide stop or collapse into a meaningless one. TP1, TP2, and TP3 are set at clean R multiples TP1 defaults to a full 1R — a real first target, not a clipped one. Every signal plots its complete Entry / SL / TP1 / TP2 / TP3 line set, labeled price levels, and filled green TP / red SL zone boxes, with a result label on exit.
🎚️ Zone-Conviction Controls — two inputs set how established a level must be before its break counts: Minimum Pivot Tests how many touches build the wall and Minimum Strength the 0–10 gate. Tighten them for fewer, higher-quality breakouts; loosen them for more frequent signals. This is your main dial for conviction versus frequency.
🧭 HTF Trend Alignment Filter — an optional higher-timeframe EMA filter blocks counter-trend breakouts, keeping you on the dominant side of the market longs only above it, shorts only below. The higher-timeframe value is read without lookahead. A signal cooldown spaces out entries so a single impulsive move doesn't stack multiple tickets.
⭐ 0–10 Setup-Quality Score — every breakout is scored and labeled with 1–5 stars and a tier FORMING → WEAK → MODERATE → STRONG → VERY STRONG → ELITE across zone quality number of tests, zone age, breakout-candle body, range expansion ATR, volume confirmation, momentum alignment, clean-break distance, RSI agreement, two-engine confluence, and HTF alignment. Treat the score as a confluence / cleanliness read for ranking and thinning setups — it describes how textbook a breakout is, not a guaranteed outcome. A Minimum Strength / Only Strong gate lets you display and alert on stronger setups only, while the dashboard keeps tracking every tier in the background.
📊 Live Statistics Dashboard — a non-intrusive panel tracks, in real time on your chart: current status and the active trade, the last signal with its BOS / CHoCH tag and score, total signals, win rate, closed trades, profit factor, average R per trade, best-performing direction, long vs short win rate, current and max win/loss streaks, and a TP1 / TP2 / TP3 / SL hit breakdown. These are computed live from the signals on your current symbol and timeframe — so you can judge the settings yourself rather than trusting a number printed in a description.
🎨 Clean Themed Visuals — four color themes, a breakout zone whose shading grows more opaque the stronger the score so quality reads at a glance, opaque labels anchored clear of price for unobstructed reading, and a compact level ticket that stays attached to each trade and snaps to the exit bar when it closes. A Max Zone Width control caps how far the SL / TP / Entry zones extend to the right, so long trades never stretch into oversized towers across the chart.
🔔 Detailed Alerts — fires on strong long / short breakouts, plus partial-TP, TP3, and SL events, including direction and score, formatted for manual or automated use. The minimum-strength setting can restrict alerts to higher-conviction setups.
🔧 Fully Customizable — every component is exposed: pivot period and zone-history depth, minimum pivot tests, close-vs-wick break confirmation, the two breakout engines toggle each independently, zone band width, the 0–10 strength gate and Only-Strong filter, ATR length, the structural-stop buffer with risk cap/floor, the three R targets, level-shelf length and Max Zone Width, the HTF alignment filter, the signal cooldown, plus all dashboard, label, theme, and zone-shading options.
🎯 Why this is different — most breakout tools fire the instant price pokes past a line and treat every signal the same, which is exactly how they get chewed up by fakeouts. This one requires a level the market has genuinely tested, or a real break of market structure, classifies it as BOS or CHoCH, demands momentum / range / volume confirmation, anchors the stop to the structure that actually broke, then layers an objective 0–10 ranking and a live, on-chart statistics panel on top — so you are tuning and judging the system on real, current data instead of a marketing figure.
🚀 Where to use it — momentum and trend-developing markets across Forex, Gold XAUUSD, indices, and crypto, on intraday and swing timeframes M10/M15/M30/H1 and up. The ATR-based stop and R targets adapt to each asset's volatility automatically.
🎯 How to trade it
Apply it to a market that produces real breakouts and let the dashboard populate. Read the live win rate, profit factor, and average R for your symbol and timeframe before committing — if the logic doesn't suit that market, you'll see it.
Keep the HTF Trend Alignment filter on so you only take breakouts in the direction of the larger trend.
Wait for a STRONG LONG / STRONG SHORT BREAKOUT label — it marks a confirmed break of a tested zone or structure, with the BOS / CHoCH tag, star score, and Entry, SL, and TP1/2/3 already plotted.
Manage the trade with the plotted levels: a common approach is to take partial profit at TP1 1R, move the stop toward breakeven, and let the rest run to TP2/TP3. The structural SL defines your risk on the trade.
Use Minimum Pivot Tests and Minimum Strength to set your style — stricter for fewer, cleaner breakouts; looser for more activity — and use the star score and Only-Strong gate to focus on the cleanest setups.
⚠️ Important — this is a decision-support tool, not a standalone buy/sell system, and it makes no performance guarantees. Default settings were chosen on historical data and behavior will vary by symbol, timeframe, and configuration; the dashboard's statistics are historical and descriptive, not a forecast. The first target is a genuine 1R and the stop is structural by design no inflated win-rate geometry, which means reward-to-risk and position sizing matter as much as hit rate. Pivot-based zones confirm after the pivot lookback inherent pivot lag, so always wait for the labeled signal on a closed bar. Always combine it with your own analysis and risk management, and test it on your market before trading it live. Indicator
Lucky Risk CalculatorLucky Risk Calculator
Know your risk before you pull the trigger — every single time.
Lucky Risk Calculator is a clean, no-nonsense risk management tool built for futures traders. Whether you're trading MNQ, NQ, MES, ES, or any other futures contract, it automatically detects the point value of your instrument and gives you instant dollar risk and profit targets right on your chart — no spreadsheets, no mental math mid-trade.
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What It Does
Enter your stop distance and number of contracts, and the table instantly shows you:
- **Dollar risk** per contract and for your full position
- **Profit target distance** based on your R:R ratio
- **Dollar profit** at target per contract and full position
- **Auto point value detection** — works on any futures symbol without manual setup
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How To Use
1. Set your **Stop Distance** (in points) based on where your stop loss is placed
2. Set your **Contracts** — risk and profit scale automatically
3. Set your **R:R Target** — the calculator shows exactly what hitting that target is worth in dollars
4. Move the table to wherever it fits best on your chart
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Works With
MNQ · NQ · MES · ES · MYM · YM · M2K · RTY — and any other futures contract on PulseWire. Point values are pulled automatically from the symbol, so you never have to touch a setting when switching instruments.
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Why I Built This
As a futures scalper, I needed to know my exact dollar risk the moment I defined my stop — not after the trade. This tool keeps risk front and center so you trade with discipline, not guesses.
*Trade smart. Manage risk. Stay lucky.*
— LuckyJo Indicator
Index Futures Position Size Calculator V2A simple, free position size calculator for CME index futures traders.
Click Entry, click Stop Loss, pick your asset, get your contract size instantly. Built for fast NY session execution — no spreadsheets, no manual maths, no noise.
This is the updated version. The first release was a bare-bones calculator showing contract size only with a fixed SL buffer. This version is a full rebuild — every feature below came from real trading feedback, not theory.
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✦ SUPPORTED INSTRUMENTS
MNQ · MES · NQ · ES — all CME tick values hardcoded. No manual lookup, no mistakes.
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✦ WHAT IS NEW IN THIS VERSION
→ SL buffer is now a toggle — switch the auto ±1 handle offset on or off anytime from settings. When on, the SL label shows +1H so you always know what was calculated
→ Panel now shows four live values — asset, contract size, real USD risk after rounding, and full stop distance in points
→ Direction arrow — ▲ Buy or ▼ Sell auto-detected from your Entry and SL position
→ Panel size control — choose Small, Medium, Large or XL to fit any screen or preference
→ Lines now start exactly at your click point and extend right — no more lines appearing from far left
→ Price labels on both lines — see your exact Entry and adjusted SL price at a glance
→ Ghost line bug fixed — no more phantom line appearing at the bottom when switching timeframes
→ Dark PulseWire-native panel design — colour-coded values, clean two-column layout, easy to read at a glance during live sessions
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✦ FEATURES
→ One-click Entry and Stop Loss directly on the chart
→ Optional auto ±1 handle SL buffer — structural protection against wick hunts built in
→ Asset dropdown — MNQ, MES, NQ, ES with correct tick value loading automatically
→ Smart rounding — fractional contracts of 0.75 or higher round up, otherwise round down
→ Green Entry line and Red SL line from your exact click, both extending right
→ Live panel updates instantly when you move Entry or SL
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✦ HOW TO USE
Add to chart → click Entry → click Stop Loss → pick asset → set Account Size and Risk %. Read your size from the top-right panel. Three clicks and you are sized.
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✦ PROP FIRM CHALLENGE SIZING
Two clean methods to work within your max drawdown limit.
Method 1 — Loss budget split Divide your max loss by how many consecutive losses you can afford. Enter the result as Account Size with Risk at 100%. Example: $2,000 max loss ÷ 5 losses → Account Size $400 · Risk 100%
Method 2 — Direct percentage Enter your full max loss as Account Size and set your per-trade percentage. Example: $2,000 max loss, 20% per trade → Account Size $2,000 · Risk 20%
Both give the same result — use whichever feels natural.
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✦ A NOTE FROM THE AUTHOR
Built together with Claude AI through real iterative development — every single feature in this indicator exists because a real trade needed it.
This is 100% free and open source. No Discord, no course, no affiliate links, nothing to buy — ever.
You are completely free to copy this, modify it, rename it, improve it and republish it as your own. Seriously — go ahead. If you build something better on top of this, that is exactly the point. Clean tools should be free and open to everyone.
If it helps even one trader size their positions properly and protect their capital, it was worth sharing.
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✦ DISCLAIMER
Educational tool only. I do not take any responsibility when you use this indicator in your trading — always check the calculations before use. Futures trading carries substantial risk of loss. Not financial advice.
Built with ❤️ by REDz and Claude Indicator
Index Futures Position Size Calculator with valuesA simple, free position size calculator for CME index futures traders.
Click Entry, click Stop Loss, pick your asset, get your contract size instantly. Built for fast NY session execution — no spreadsheets, no manual maths, no noise.
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✦ SUPPORTED INSTRUMENTS
MNQ · MES · NQ · ES — all CME tick values hardcoded. No manual lookup, no mistakes.
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✦ FEATURES
→ One-click Entry and Stop Loss directly on the chart
→ Auto 1-handle SL buffer — stop shifts 1 full point beyond your click, protecting against wick hunts
→ Asset dropdown — correct tick value loads automatically, zero manual entry
→ Smart rounding — fractional contracts of 0.75 or higher round up, otherwise round down
→ Green Entry line and Red SL line — both start at your exact click and extend right
→ Price labels on both lines — confirm your exact adjusted levels instantly
→ Direction arrow — ▲ Buy or ▼ Sell auto-detected from your Entry and SL position
→ Live dark panel — asset name, contract size, real USD risk and stop distance, all updating in real time
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✦ HOW TO USE
Add to chart → click Entry → click Stop Loss → pick asset → set Account Size and Risk %. Read your size from the top-right panel. Three clicks and you are sized.
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✦ PROP FIRM CHALLENGE SIZING
Two clean methods to work within your max drawdown limit.
Method 1 — Loss budget split
Divide your max loss by how many consecutive losses you can afford. Enter that result as Account Size with Risk at 100%.
Example: $2,000 max loss ÷ 5 losses → Account Size $400, Risk 100%
Method 2 — Direct percentage
Enter your full max loss as Account Size and set your per-trade risk percentage directly.
Example: $2,000 max loss, 20% per trade → Account Size $2,000, Risk 20%
Both give the same result — use whichever feels natural.
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✦ HOW THIS WAS BUILT
Developed step by step through real trading feedback, not theory.
Started as a basic calculator with manual tick inputs. Then came the asset dropdown with hardcoded CME values, smart rounding, exact click-point line rendering, the auto 1-handle SL buffer with price labels, real-time USD risk display, stop distance row, and finally a full dark panel redesign with colour-coded values and direction detection.
Every feature exists because a real trade needed it.
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✦ A NOTE FROM THE AUTHOR
Built together with Claude AI through real iterative development. Sharing it free because clean tools should not be locked behind paywalls. No Discord, no course, no affiliate links, nothing to buy. Copy it, modify it, build something better — it is yours.
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✦ DISCLAIMER
Educational tool only. I do not take any responsibility when you use this indicator in your trading — always check the calculations before use. Futures trading carries substantial risk of loss. Not financial advice.
Built with ❤️ by REDz and Claude Indicator
Smart Money Liquidity Detector [PickMyTrade]Smart Money Liquidity Detector
This indicator measures market microstructure — the structural signals that institutional activity leaves behind in price and volume data. It combines four academically grounded models into a single Microstructure Stress Score (MSS) ranging from 0 to 100.
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MODELS USED
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► Roll (1984)
Synthetic bid-ask spread estimated from the serial covariance of price changes. High Roll spread indicates wider market-maker quotes — historically associated with periods of elevated volatility.
► Corwin-Schultz (2012)
High-low range spread estimator. Uses the relationship between single-period and two-period high-low ranges to back out the effective spread without requiring tick data.
► Amihud (2002)
Illiquidity ratio measuring price move per unit of volume. High Amihud values mean large price impact per dollar traded — a sign of thin order books.
► Kyle Lambda (1985)
Price impact of signed order flow. Derived from the regression of price changes on volume direction. Estimates how aggressively informed participants are moving the market.
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MICROSTRUCTURE STRESS SCORE (MSS)
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Each model is z-scored over a rolling window, normalised to , then averaged and scaled to 0–100.
MSS = (Roll + Corwin-Schultz + Amihud + Kyle Lambda) / 4 × 100
- MSS > 70 → High stress. Spreads wide, illiquidity elevated, price impact high. Consistent with institutional order flow.
- MSS 30–70 → Normal range. No structural signal.
- MSS < 30 → Low stress. Tight spreads, liquid conditions, quiet tape.
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ANOMALY DETECTION
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Any individual model z-score crossing ±2σ triggers an anomaly flag. Anomaly bars are highlighted in orange on the chart. Roll and Corwin-Schultz anomalies are marked with coloured circles directly on the MSS line.
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INPUTS
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- Spread window (default 20) — lookback for Roll and Corwin-Schultz estimation
- Z-score window (default 60) — rolling window for z-scoring all models
- Impact window (default 20) — lookback for Amihud and Kyle Lambda
- MSS normalise window (default 100) — window for normalisation before scoring
- Toggle each model's z-score plot individually
- Highlight anomaly bars on/off
- Info table on/off
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INFO TABLE
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Top-right table displays live values and z-scores for all four models, the current MSS reading, and anomaly status on the last closed bar.
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NOTES
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- Works on any liquid instrument and any timeframe. Most effective on futures, forex, and equity indices where volume data is reliable.
- This indicator does not generate buy or sell signals. It is a market structure diagnostic tool.
- Powered by PickMyTradeLib — PickMyTrade's open quantitative library.
This script is published for educational and informational purposes only. It does not constitute financial advice. Use at your own risk. Past microstructure behaviour does not guarantee future price outcomes.
Indicator
Initial Balance Breaks [NQ stats x CantoLab]An open source indicator built around the Initial Balance break statistics from NQ Stats (nqstats.com). Credit to NQ Stats for the original research — published here with permission.
⚠️ Important
This is a statistical study indicator. It does not guarantee that the IB high or low will be hit. Over a large sample, this is the expected behaviour based on 10 years of NQ data. It is best combined with other confluences to confirm direction — this indicator alone is not a strategy.
What is the Initial Balance?
The Initial Balance (IB) is the price range established during the first hour of the New York equity session — 09:30 to 10:30 ET. The high and low set within this window become key levels for the rest of the trading day.
Based on 10 years of NQ data, IB breaks 83% of the time before noon and 96% of the time before 4:00 PM. The stat alone doesn't give you direction — but combined with where the IB closes relative to its own midpoint, you get a directional edge:
IB closes in the upper half → high breaks 82% of the time
IB closes in the lower half → low breaks 76% of the time
What it does
Once the IB window closes at 10:30, the indicator plots the IB High, Low and Mid as levels on the chart and automatically determines the directional bias based on where price closed within the IB range.
The expected break side is labelled with its probability and a tracking line extends forward tracking whether that level gets hit. When the level is breached the label updates to show Success or Failed in real time.
IB High — upper boundary of the initial balance range
IB Low — lower boundary of the initial balance range
IB Mid — equilibrium of the range, plotted in orange.
When price closes above mid, high break is expected.
When price close below mid, low break is expected.
Probability line — extends from IB close forward on the expected side, updates to Success or Failed when hit
Settings
IB Time — configurable session window, default 09:30–10:30 NY time
Label Size — Tiny / Small / Normal / Large / Huge
Per-level line style and width — IB High, Low, Mid and vertical markers
Auto color — IB High and Low auto-adapt to chart theme, or set manually
Notes
Built for NQ Futures. Behaviour on other instruments is untested
All times are New York time
Current version tracks directional bias from IB close relative to midpoint. The 83% before noon and 96% before 4PM time-based breach tracking and IB formation order confluence are not yet implemented
Probability data derived from 10 years of NQ historical data by NQ Stats.
This indicator does not provide financial advice or a complete strategy. You are responsible for how you build around and execute on this data
Indicator
Indicator
Indicator
Index Futures Position Size CalculatorA simple, free position size calculator for CME index futures.
Click Entry, click Stop Loss, pick your asset, get your contract size. That's it.
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✦ SUPPORTED INSTRUMENTS
MNQ • MES • NQ • ES — all CME tick values hardcoded.
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✦ FEATURES
→ One-click Entry & Stop Loss directly on chart
→ Auto 1-handle SL buffer (protects against wick hunts)
→ Asset dropdown — no manual tick value entry
→ Custom rounding (≥0.75 rounds up, else down)
→ Green Entry / Red SL lines with price labels
→ Clean black-on-white size panel, top right
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✦ HOW TO USE
Add to chart → click Entry → click Stop Loss
Settings → pick asset, enter Account Size & Risk %
Read your size from the top-right panel
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✦ TIP
If you're trading a funded challenge, here are two clean ways to use this tool with your max loss limit:
Method 1 — Loss budget split
Decide how many consecutive losses you can take before you're out. Divide your max loss by that number, and use the result as your "Account Size" with Risk % at 100.
Example: $2,000 max loss ÷ 5 losses = $400 per trade
→ Account Size: $400 | Risk %: 100
Method 2 — Direct percentage
Enter your full max loss as Account Size and set Risk % to your per-trade percentage.
Example: $2,000 max loss, risking 20% per trade
→ Account Size: $2,000 | Risk %: 20
Both give the same result — pick whichever feels more natural.
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✦ A NOTE FROM THE AUTHOR
Built with Claude AI for my own daily trading. Sharing it free because clean tools shouldn't be locked behind paywalls.
100% free. 100% open source. No Discord, no course, no affiliate links, nothing to buy. Copy it, modify it, republish your own version — it's yours.
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✦ DISCLAIMER
Educational tool only. Not financial advice. Futures trading carries substantial risk of loss. Always verify calculations against your broker's parameters before trading.
Built with ❤️ by REDz & Claude Indicator
NBSG_DayTradingSuiteAn all-in-one day trading overlay designed by a futures trader for futures traders. It consolidates the key levels, anchored VWAPs, session volume profiles, and structural references that intraday traders typically spread across 3-5 separate indicators into a single, configurable script.
Built and defaulted for CME futures (ES, MES, NQ, MNQ, and similar instruments), but the session times are fully adjustable in settings. Traders on equities, crypto, or forex can adapt the indicator to their instrument by configuring the session windows to match their market's electronic trading hours.
The default session times are set for a trader operating in US Central Time (Chicago time). If you trade in a different timezone, adjust the session inputs accordingly.
This indicator is not a signal generator. It plots structure so you can make your own decisions.
FEATURES
Multiple Anchored VWAPs
The indicator plots two independent session-anchored VWAPs, each with optional standard deviation bands:
Overnight VWAP (VWAP 1) anchors at 17:00 CT (CME session open) and accumulates across the entire futures trading day through 16:00 CT. It resets cleanly each session. Optional 1SD and 2SD bands with fill show the statistical envelope around the developing VWAP.
NY Session VWAP (VWAP 2) anchors at 08:30 CT (Regular Trading Hours open) and accumulates through 16:00 CT. It includes a leapfrog mechanic: when the new RTH session begins, the prior session's VWAP is preserved and continues to plot as "Prev NY VWAP," giving you a reference for how price relates to yesterday's value during overnight trading.
Prev NY VWAP: This is the previous day's NY Session VWAP, which continues accumulating through the overnight session after the NY VWAP resets at 08:30. It provides a critical structural reference, particularly during the premarket and early RTH, showing where the prior session's volume-weighted equilibrium sits relative to current price. Many traders use the relationship between current price, the active NY VWAP, and the Prev NY VWAP to gauge directional bias.
All VWAPs use separate source, color, and line size settings.
Higher Timeframe VWAPs
Optional Weekly and Monthly VWAP overlays provide broader context without cluttering the chart. Disabled by default.
Session Volume Profiles (SVP)
Volume is distributed across the bar's high-low range using a configurable tick-based bin size (default: 2 ticks). The script calculates and plots:
Current Session SVP: POC and Value Area (VAH/VAL) for the active session, updating in real time.
Prior Day SVP: POC and Value Area from the previous completed session. These levels carry forward as horizontal references.
Last Week SVP: POC and Value Area from the prior completed week.
Each profile can be displayed as POC Only or POC + VA. The Value Area percentage is configurable (default: 70%).
Static Reference Levels
Prior Day High/Low (PDH/PDL): Previous day's range boundaries.
Last Week High/Low (LWH/LWL): Previous week's range boundaries.
Previous Session Close (PSC): The prior day's closing price.
Premarket High/Low (PMH/PML): Dynamically tracked during the 18:00-08:30 premarket session.
Opening Range (ORH/ORL): The first 15 minutes of RTH (08:30-08:45), with optional fill.
All static levels are individually togglable with independent color and size controls.
Deadzone
A configurable time window (default: 11:00-13:00 CT) highlighted with a background fill and border lines. This marks the midday period where volume and follow-through typically thin out on equity index futures. The time window is adjustable in settings.
Bar Coloring
Optional bar coloring based on the close's relationship to the three primary VWAPs (Overnight, NY, Prev NY). Bars are colored bullish when above 2 of 3, bearish when below 2 of 3, and neutral otherwise. Disabled by default.
Display Modes
A master display mode toggle lets you switch between:
Advanced All-Level: Shows everything you have enabled, the full suite.
Simplified VWAP: Strips the chart down to just the Overnight VWAP, NY VWAP, Prev NY VWAP, and Opening Range. All volume profiles, static levels, and the deadzone are automatically hidden. Useful for cleaner charts or when you want to focus purely on VWAP structure.
Labels
Every plotted level gets a text label with optional price display, offset to the right of the current bar for readability. Labels can be globally toggled on/off.
HOW TO USE
1. Add the indicator to your chart on an intraday timeframe (1m-30m recommended). It is defaulted for CME futures but can be adapted to any instrument by adjusting the session time inputs.
2. The default session times are built for US Central Time (Chicago). If your chart uses a different timezone, adjust the session inputs in the settings to match your market's session boundaries.
3. The default configuration shows most levels. Start by reviewing what each level represents, then toggle off anything that creates noise for your specific approach.
4. For cleaner charts, switch to "Simplified VWAP" mode, which isolates the core VWAP structure and Opening Range only.
CONFIGURATION
All session times, colors, line sizes, and visibility toggles are individually configurable. The settings are organized into numbered groups for clarity:
1. Master Display Mode
2. Session Times
3. NY VWAP Settings
4. Overnight VWAP Settings
5. Opening Range
6. Volume Profiles (SVP)
7. Static Levels
8. Higher Timeframe VWAPs
9. Deadzone
10. Bar Coloring
11. Labels
LIMITATIONS
The default session times are configured for CME futures with the standard 17:00-16:00 CT (close enough) session structure. If you are using this on equities, crypto, forex, or other instruments, you will need to adjust the session time inputs to match your market's electronic trading hours. The indicator will work on any instrument, but the session boundaries must be set correctly for accurate VWAP anchoring and level calculation.
This is a feature-rich script with multiple VWAPs, volume profiles, and level calculations running simultaneously. Tradingview handles it well the vast majority of the time, but on occasion the script may load slowly or display incompletely. If levels appear missing or the indicator looks off, a simple page refresh will typically resolve it.
The session volume profile uses a simplified volume distribution method (volume is evenly distributed across the bar's high-low range in tick-based bins). This is an approximation, not a tick-level volume profile. Accuracy improves on lower timeframes where bars have smaller ranges.
The Overnight VWAP session detection uses an hour-based reset (detecting when the bar's hour enters 17:00 in exchange time) rather than PineScript's built-in session boundary detection. This is intentional: on CME futures, the VWAP session (1700-1600) matches the instrument's native session, which prevents the standard session boundary method from firing correctly.
The deadzone time window relies on your chart's timezone setting. The default of 1100-1300 assumes US Central. Adjust if your chart uses a different timezone.
NOTES
This script is original work, but it stands on the shoulders of giants. The concepts and ideas behind it draw from numerous traders, educators, and open-source contributors who have freely shared their knowledge with the trading community. VWAP, volume profile, session levels, and opening range are not new ideas. What this script attempts to do is bring them together in a thoughtful, configurable way that reflects how an active futures day trader actually uses these tools in practice.
I built this for my own trading first. I am sharing it as open source because the open-source community on Tradingview gave me the foundation to learn, and this is my way of giving back what I have been given.
This is a structural tool, not a trading system. It does not generate buy/sell signals, alerts, or backtest results. Use it as a framework for building your own context around price action.
It's all risky, so you may as well make the bet.
Indicator
Indicator
NQ Swing Command Intraday NQ Swing Command – Intraday (15m/30m/1h)
A structured intraday trading system built for the Nasdaq-100 Index (NQ), designed to capture clean swing moves using multi-timeframe confluence. This script aligns 15m execution with 30m confirmation and 1H directional bias, giving traders a clear framework for timing entries within the broader market structure.
The strategy focuses on identifying trend continuation and reversal zones, combining price action, momentum, and key levels to deliver high-probability setups. Whether you're trading pullbacks, breakouts, or intraday swings, this system helps filter noise and keep you trading in sync with market flow.
Built for consistency and discipline, NQ Swing Command is ideal for traders looking to:
*Follow structured, rule-based setups
*Improve entry timing across multiple timeframes
*Capture intraday swings with confidence
*Stay aligned with overall market direction
A clean, no-fluff approach to mastering intraday movement on NQ. Indicator
