Adaptive MACD Regime, Volatility Bands & Conviction# Adaptive MACD — Regime, Volatility Bands & Conviction
## What this is
This is a single, self-contained momentum framework built around **one normalized MACD core**. Instead of plotting a raw MACD and leaving you to judge it, the script surrounds that core with the context a momentum reading needs to be usable: a market-regime filter, an adaptive length stage, a multi-timeframe agreement check, a volatility band, and a conviction score that combines them into one number. It runs on **any symbol and any timeframe** — the price source and every optional reference feed are selectable in Settings.
It is a study/indicator (not a strategy). It does not place orders and does not claim any performance.
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## Why these components are combined (mashup rationale)
A plain MACD only answers "is momentum up or down right now." On its own it has two well-known weaknesses: it whipsaws during sideways markets, and its fixed 12/26/9 lengths are arbitrary for any given symbol or timeframe. Each module below exists to fix a specific one of those weaknesses, and they are deliberately chained so the output of one informs the next:
1. **Normalized MACD core (L1)** — the MACD histogram is converted to a rolling **z-score**, so a reading of "+2" means the same thing on a low-priced FX pair, a high-priced index, or a 1-minute vs daily chart. Raw MACD values are not comparable across instruments; the z-score is. This is what makes the rest of the framework symbol-agnostic.
2. **Regime filter (L2)** — efficiency ratio + ADX + a volatility-clustering measure classify the market as **Trend / Range / Volatile**. This is used to decide whether a momentum signal should be trusted: MACD crosses are reliable in trends and noisy in ranges, so the regime gates and reweights the core signal rather than treating every cross equally.
3. **Adaptive length stage (L3)** — a dominant-cycle estimate (Ehlers homodyne) retunes the fast/slow/signal lengths toward the market's measured rhythm, instead of a static 12/26/9. You can switch this to a volatility-driven mode or fall back to fixed lengths. This directly addresses the "arbitrary lengths" weakness.
4. **Multi-timeframe confluence (MTF)** — the same MACD logic is evaluated on four higher timeframes, confirmed on bar close so it does not repaint. A single-timeframe cross is weak; agreement across timeframes is the filter.
5. **Volatility band + fade (L4)** — a volume-weighted standard-deviation band around price flags stretched conditions and band-rejection ("fade") setups, used as a mean-reversion counterweight to the trend logic.
6. **Conviction + vetoes (CON)** — all of the above are blended into a single **0–100 conviction score** with hard vetoes (e.g. counter-regime, timeframe disagreement, volatility spike). This is the part that turns several separate readings into one decision so you are not eyeballing five panels.
7. **Risk framework (RISK)** — once there is a signal, it derives an ATR stop, R-multiple targets, and a position-size suggestion from your account equity and risk %. This is shown as thin Entry / Stop / TP1 / TP2 lines on price.
In short: **L1 makes momentum comparable, L2 decides if it can be trusted, L3 tunes it, MTF confirms it, L4 adds a reversion check, CON scores it, and RISK frames it.** None of the layers is decorative — remove any one and the others lose context.
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## How to use it
1. Add it to any chart and timeframe. It plots in its own lower pane; the trade levels and dashboard overlay on price.
2. Read the **dashboard header**: it shows the current action (BUY / SELL / HOLD / WAIT / FLAT) and the entry/stop.
3. Check **VERDICT + conviction**: a higher score with no active vetoes is a stronger context. Vetoes are listed explicitly so you can see *why* something is blocked.
4. Use **REGIME** to set expectations — trend-following signals make more sense in a Trend regime; the Stretch/Fade rows matter more in Range.
5. The **Entry / Stop / TP1 / TP2 lines** on price show the framework's risk levels for the current signal only; previous trade lines are removed automatically.
6. Optional feeds (reference symbol, volatility index, open interest, cross-asset) are **blank by default** — add your own symbols if you want those confluence inputs, or leave them off. The script degrades gracefully and tells you in the FEEDS row which are live.
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## Settings worth knowing
- **Price source** — the series the whole engine runs on. Defaults to close; works on any market.
- **Optional reference feeds** — all blank by default and entirely optional, so the script is not tied to any one market or exchange. Enter symbols relevant to your instrument if you want them.
- **Adaptive length driver** — Homodyne (cycle-adaptive), Volatility, or Fixed.
- **Risk & sizing** — account equity, risk %, ATR stop multiple, and value-per-move; the size output is a suggestion only.
- **Dashboard theme** — Auto/Dark/Light; Auto flips colors to stay readable on white or black backgrounds.
- **Name / symbol / timeframe label** — kept on by default so the chart always identifies what is plotted.
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## What makes it original
It is not a wrapper around a built-in MACD. The core is rebuilt to accept a *series* length (so it can be retuned every bar), normalized to a cross-asset z-score, gated by an explicitly classified regime, and merged with multi-timeframe state into a single weighted conviction score with named vetoes. The volatility-band fade logic and the dominant-cycle length adaptation are integrated into that same score rather than shown as separate, disconnected studies.
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## Notes and limitations
- Confirm-on-close is on by default to avoid repainting; intrabar values can still update until the bar closes.
- The optional "Call/Put strike" row is a convenience hint derived from price and your strike interval only — **no options-chain data is read and no option P&L is implied.**
- Higher-timeframe and reference-feed requests depend on your data subscription; if a feed is unavailable the script disables the dependent input and continues.
---
## Disclaimer
This script is provided for educational and informational purposes only. It is a technical study, not investment, financial, or trading advice, and not a solicitation to buy or sell any instrument. It does not guarantee any result. Markets involve risk, including loss of capital. Indicator signals, levels, and the position-size suggestion are illustrative and must not be relied on as the basis for any trade. Always do your own research and consider consulting a licensed financial professional before trading. The author accepts no liability for any loss arising from use of this script. Past behavior of any indicator is not indicative of future results.
Indicator
Indicator
Market Cycle Wave [Gabremoku]Market Cycle Wave is a price-based cycle indicator built to map broad market phases into a readable oscillator and a price-anchored overlay.
Instead of relying on a single signal, the script combines trend, momentum, volatility, and range-position data into a composite cycle score. That score is normalized and smoothed to create an intermediate Cycle Wave, while a slower Secular line provides broader context.
The script has two main views:
- an oscillator pane with the score histogram, Cycle Wave, Secular baseline, and major Cycle Peak / Cycle Trough labels.
- a price overlay with a cycle line, gradient aura, and a thinner secular context line.
The regime model classifies market conditions into Debt Accumulation, Deleveraging, Reflation, and Transition. The goal is not to generate standalone buy/sell signals, but to help traders read where price may sit inside a broader market cycle structure.
How to use it
This indicator works best on broad indices and diversified equity ETFs, where cycle behavior is usually cleaner than on highly erratic single names.
Typical use:
- Daily chart: monitor intermediate cycle shifts
- Weekly chart: study broader regime transitions
Practical reading:
- A rising blue cycle wave can suggest constructive expansion conditions
- A yellow rollover after a mature advance can suggest a weakening cycle structure
- Deep negative readings followed by green recovery can suggest reflation or post-stress repair
- The secular line helps show whether the shorter cycle is moving with or against the broader backdrop
The dashboard summarizes the current regime, state, direction, score, risk posture, and color legend directly on the chart.
How it works
The cycle model uses eight price-based factors:
- Fast EMA vs slow EMA relationship
- Fast EMA slope
- RSI momentum regime
- RSI extremes
- Position inside the rolling yearly range
- Distance from yearly extremes
- ATR volatility regime
- Price position vs the slow EMA
Each factor contributes to a composite score. That score is then normalized, smoothed, and accumulated over a rolling memory window to build a bounded cycle wave around a midpoint.
A second and slower baseline is built through longer smoothing to represent secular context. This creates two distinct layers:
- Cycle Wave: the intermediate cycle, more reactive to market swings
- Secular Baseline: the broader context, slower and less sensitive
Recent Cycle Peak and Cycle Trough labels are pivot-based, so the latest labels need confirmation from future bars. Indicator
HMM Regime Filter | Market State
The HMM Regime Filter is a genuine Hidden Markov Model running live in Pine. Instead of trying to predict the next candle, it answers a more useful question: what state is the market in right now? It treats the market as always occupying one of three hidden regimes, Trend Up, Range, or Trend Down, and every bar it updates the probability of each one using Bayesian forward filtering. The result is a flowing probability ribbon that shows you, at a glance, not just which regime is most likely but how confident the model is about it.
This is built to be a context layer, not a trigger. Most tools tell you to buy or sell. This one tells you which kind of market you are in, so you know which of your other tools to trust. Trend-following logic tends to work when the model reads Trend Up or Trend Down. Mean-reversion and fade logic tend to work when it reads Range. Knowing the regime first is often the difference between a setup that works and the same setup in the wrong environment.
How it works under the hood. Each bar the filter combines two things: the probability of staying in or moving between regimes (the transition model), and how well current price behavior matches each regime (the evidence, modeled with Gaussian emissions that scale to the instrument automatically). The transition model is deliberately structured so that trends decay through Range rather than flipping directly from up to down, which matches how real markets usually turn.
Built for stability, not flicker. A raw regime model on a fast chart will strobe between states on every noisy bar. This one handles that three ways. Stickiness sets how strongly the model prefers to stay in its current regime, so it demands consistent evidence before switching. A confirmation rule means a new regime has to lead for several consecutive bars before it becomes official. And a dominance threshold means that when no regime is clearly ahead, the indicator reports uncertain rather than forcing a coin-flip winner. The dashboard shows how long the current regime has held, so the stability is visible at a glance.
What you see on the chart:
A glowing probability ribbon where the three regime streams flow and trade dominance. Each stream brightens as its probability rises and dims when it falls, so a decisive trend floods the pane with one color while an uncertain market sits muted and even.
Price bars colored by the confirmed regime, so the state carries onto your main chart.
A state chip at the right edge showing the current regime, its probability, and how many bars it has held.
A dashboard with live probabilities for all three states, the held-for count, and the stickiness setting.
Settings worth knowing:
Stickiness is the main stability dial. Higher values produce calmer, more persistent regimes.
Confirmation bars sets how many bars a new regime must lead before it counts.
Dominance threshold sets how confident the model must be before it commits, versus showing uncertain.
Observation smoothing calms the input on noisy timeframes.
A note on timeframes. Regimes are a higher-timeframe idea. The filter is usable anywhere, but it often reads best when computed on or tuned for 15 minute or hourly structure and then used as background context while you execute on a faster chart.
Honest disclaimer. Regimes are descriptive, not predictive. This tells you the state you are most likely in, not what price will do next, and it is not a guarantee of any outcome. Calmer settings look more trustworthy but report changes a little later. That lag is the honest cost of stability, not a flaw to be tuned away. The model updates on confirmed bar closes and does not repaint. Use it as one input in your own process, alongside your own risk management.
User Guide
Getting started
Add the indicator to any chart and it opens in its own pane below price. Give it a moment, since the model uses a scaling window to calibrate to the instrument, so the first stretch of bars is warm-up and the regime reads uncertain until it has enough history. The tallest, brightest stream in the ribbon is the most likely regime, and the chip at the right edge names the confirmed regime, its probability, and how long it has held. Your price bars are colored by the confirmed regime by default, so the state shows on your main chart. Treat it as context: before taking a setup, glance at the regime to know what kind of market you are in.
What the pane shows
The probability ribbon is three stacked streams that always sum to the full height of the pane, teal for Trend Up at the bottom, the Range color in the middle, pink for Trend Down at the top, with each stream's thickness being that regime's probability. Brightness equals confidence: each stream lights up as its probability rises and fades as it falls, so a one-sided market produces one bright flooded color while a genuinely undecided market shows three muted, roughly equal streams. The seams between streams are lit, the dark background and faint 25/50/75 grid lines make the streams pop, and the floating state chip shows the current regime, its probability, and the number of bars it has held.
Reading the dashboard (top right of the pane)
Regime is the current confirmed state. Held for is how many bars it has been official, where a large number means a stable regime and a number that keeps resetting means choppy or transitional conditions. P(up), P(range), and P(down) are the live probabilities, and these are the true model numbers rather than the visually smoothed ribbon, so they are the ones to trust. Stickiness shows your main stability setting for reference.
Every setting explained
Model group. Observation smoothing is the smoothing applied to the normalized return before it reaches the model; higher calms noisy fast timeframes, lower feeds it faster information. Scaling window is the lookback that calibrates the model to the instrument, which is what makes the same settings behave consistently across symbols; longer is steadier and slower to adapt. Regime separation is how far apart the up and down state means sit, in standard deviations; larger makes it more demanding about what counts as a trend so it sits in Range more, smaller makes it call trends more readily.
Stability group. Stickiness is the probability of staying in the current regime each bar and the single most important dial; higher needs more consistent evidence to switch, which kills flicker. Confirmation bars is how many consecutive bars a new regime must lead before it becomes official; the ribbon probabilities still update live, this only governs when the official state, bar coloring, and chip change. Dominance threshold is how far ahead the leader must be before the model commits; if nothing clears it the state reads uncertain. Raise to be more conservative, lower to commit sooner.
Display group. Toggles for the ribbon, the dark background, the regime pane tint, price bar coloring, and the dashboard, plus the three regime colors. Ribbon smoothing is purely visual so the streams flow like liquid, and it does not change the regime logic or the dashboard numbers.
Tuning recipes
Calm context layer (recommended): stickiness 0.97 to 0.985, confirmation bars 3 to 5, dominance around 0.50. Stable regimes that change only when the market genuinely shifts. More responsive read: stickiness 0.92 to 0.95, confirmation bars 2 to 3, lower observation smoothing, which catches turns earlier at the cost of more false flips. If it still flickers, raise stickiness first, then confirmation bars, then observation smoothing, and consider that the timeframe itself may be too fast. If it spends too much time in Range or uncertain, lower regime separation and lower the dominance threshold.
Using it with other tools
The highest-value use is as a gate on your other signals. In Trend Up or Trend Down, favor trend-following logic like pullbacks, breakouts, and momentum continuation. In Range, favor mean-reversion logic like fading the edges, and be skeptical of breakouts. In uncertain, consider standing aside or sizing down, since the model is telling you it cannot read the market cleanly. If you run other engines, only trust a trend tool when the regime agrees, and lean on mean-reversion tools when it reads Range.
Alerts
Three alerts fire on confirmed regime changes (Trend Up, Trend Down, Range). Because they key off the confirmed regime rather than raw probabilities, they are far less noisy and inherit your stickiness and confirmation settings, so calmer settings produce fewer, more meaningful alerts.
How to evaluate it
Scroll back and check whether the colored regimes line up with what you would call trends and ranges by eye. Watch the Held for counter, since healthy regimes persist for a meaningful number of bars and constant resets mean your settings are too reactive for the timeframe. Best test: apply it as a filter to a strategy you already use. The question is not whether the regime predicts price, it is whether your existing setups perform better when you only take them in the matching regime.
Troubleshooting
Stuck on uncertain usually means warm-up or too high a dominance threshold. Flicker is fixed by raising stickiness, then confirmation bars, then observation smoothing, or moving up a timeframe. Feeling slow to call a turn is the stability tradeoff, and there is no setting that is both instant and stable. If the ribbon and dashboard differ slightly, the ribbon is visually smoothed and the dashboard shows the true probabilities, so trust the dashboard.
Honest notes
Regimes are descriptive, not predictive. The model updates on confirmed bar closes and does not repaint, which also means the live forming bar does not move the probabilities until it closes. It uses sensibly scaled fixed emission parameters rather than fully learning its transition matrix online, a deliberate choice for stability. No indicator guarantees an outcome; use it as one input alongside your own analysis and risk management. Indicator
[SIBA] LBR 3/10 Oscillator (Linda Raschke)# LBR 3/10 Oscillator — PulseWire Publish Description
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## 🇺🇸 ENGLISH
### LBR 3/10 Oscillator
This indicator is an implementation of the **3/10 Oscillator** publicly described by **Linda Bradford Raschke (LBR)** — a legendary floor trader, Market Wizard (Schwager, 1992), and one of the most respected systematic traders of our time.
The formula and construction logic are based on Raschke's own description published on her website and in interviews with Active Trader Magazine, as well as the methodology outlined in *Street Smarts* (Raschke & Connors, 1996).
---
### 📐 How It's Built
> *"It's the difference between a three-period simple moving average and a ten-period simple moving average. Plus, there's a second line which is a 16-period simple moving average of the 3/10 line."*
> — Linda Bradford Raschke, Active Trader Magazine
| Line | Formula |
|------|---------|
| **Fast Line** | SMA(3) − SMA(10) |
| **Slow Line (Signal)** | SMA(16) of Fast Line |
| **Histogram** | Fast Line − Slow Line |
---
### ⚡ How It Differs from Standard MACD
While the LBR 3/10 Oscillator is structurally similar to MACD, there are two critical differences:
| Feature | LBR 3/10 Oscillator | Standard MACD |
|---------|-------------------|---------------|
| **Moving Average Type** | Simple Moving Average (SMA) | Exponential Moving Average (EMA) |
| **Fast Period** | 3 | 12 |
| **Slow Period** | 10 | 26 |
| **Signal Period** | 16 | 9 |
| **Sensitivity** | Higher — reacts faster to price | Lower — smoother, more lag |
| **Best Use** | Intraday trend detection, first 30-min analysis | Swing / position trading |
**Why SMA instead of EMA?**
EMA assigns more weight to recent prices, which can create false signals during whipsaw conditions. Raschke's use of SMA gives equal weight to each bar in the lookback period, producing a cleaner, less noise-reactive oscillator — especially effective on intraday charts (5-min, 15-min) for detecting **Trend Day** conditions early.
---
### 🎯 Trading Setups (per Raschke's methodology)
**1. Trend Day Detection (Core Use Case)**
When the Slow Line shows strong directional momentum in the **first 30 minutes** of the session (deeply negative or positive), this is a classic early warning of a Trend Day. Raschke has publicly shared this concept multiple times.
**2. First Cross Setup**
After the Slow Line crosses the zero line (trend change), wait for the Fast Line to cross back against the Slow Line — this is the first pullback entry in the new trend direction.
**3. Pullback in Trend**
When the Fast Line crosses the Slow Line in the opposite direction of the prevailing trend (Slow Line side of zero), it signals a short-term pullback — an opportunity to add to the trend position.
**4. Divergence**
When price makes a new high/low but the Fast Line fails to confirm, a potential trend reversal is building.
---
### 🛠 Features in This Implementation
- ✅ Fast Line with directional color (rising = orange / falling = red)
- ✅ Slow Line (Signal) plotted separately
- ✅ 4-shade histogram (strong/weak bull/bear)
- ✅ Background shading by trend direction
- ✅ First Cross signals (▲ / ▼)
- ✅ Zero-line cross signals (trend change markers ○)
- ✅ Optional Standard Deviation Bands (overbought/oversold)
- ✅ Real-time info table (Fast, Slow values + trend status)
- ✅ 4 alert conditions (trend change up/down, first cross buy/sell)
---
### ⚙️ Default Settings
| Parameter | Default | Notes |
|-----------|---------|-------|
| Fast SMA | 3 | Raschke original |
| Slow SMA | 10 | Raschke original |
| Signal SMA | 16 | Raschke original |
| Histogram | On | Toggle on/off |
| Std Dev Bands | Off | Toggle on/off |
---
### 📚 Credits & References
- Linda Bradford Raschke — (lindaraschke.net)
- *Street Smarts: High Probability Short-Term Trading Strategies* — Raschke & Connors (1996)
- Active Trader Magazine interview with Linda Raschke
- Shared by **로베리단 (LoBeriDan)** trading community
> This indicator is built strictly from publicly available information shared by Linda Raschke herself. No proprietary or private materials were used.
---
---
## 🇰🇷 한국어
### LBR 3/10 오실레이터
이 인디케이터는 **Linda Bradford Raschke(LBR)**가 공개적으로 발표한 **3/10 오실레이터**를 Pine Script v6로 구현한 것입니다.
Linda Raschke는 시카고 상품거래소(CME) 출신의 전설적인 플로어 트레이더이자, Jack Schwager의 『New Market Wizards』(1992)에 소개된 Market Wizard입니다. 이 인디케이터의 로직은 Raschke가 자신의 웹사이트, Active Trader Magazine 인터뷰, 그리고 *Street Smarts* (Raschke & Connors, 1996)를 통해 직접 공개한 공식을 기반으로 합니다.
---
### 📐 계산 방법
> *"3기간 단순이동평균에서 10기간 단순이동평균을 뺀 값이 Fast Line입니다. 여기에 그 Fast Line의 16기간 단순이동평균을 Slow Line으로 추가합니다."*
> — Linda Bradford Raschke, Active Trader Magazine
| 라인 | 계산 공식 |
|------|---------|
| **Fast Line (빠른 선)** | SMA(3) − SMA(10) |
| **Slow Line / Signal (느린 선)** | Fast Line의 SMA(16) |
| **히스토그램** | Fast Line − Slow Line |
---
### ⚡ 일반 MACD와의 차이점
LBR 3/10 오실레이터는 MACD와 구조적으로 유사하지만, 실전에서 중요한 두 가지 핵심 차이가 있습니다.
| 항목 | LBR 3/10 오실레이터 | 일반 MACD |
|------|-----------------|---------|
| **이동평균 종류** | 단순이동평균 (SMA) | 지수이동평균 (EMA) |
| **Fast 기간** | 3 | 12 |
| **Slow 기간** | 10 | 26 |
| **Signal 기간** | 16 | 9 |
| **민감도** | 높음 — 가격 변화에 빠르게 반응 | 낮음 — 부드럽지만 후행성 큼 |
| **주요 활용** | 장중 트렌드 감지, 오전 30분 분석 | 스윙/포지션 트레이딩 |
**왜 EMA가 아닌 SMA인가?**
EMA는 최근 가격에 더 많은 가중치를 부여하기 때문에, 변동성이 급격한 구간에서 노이즈에 취약합니다. Raschke가 SMA를 사용한 이유는 룩백 기간의 모든 봉에 동일한 가중치를 부여함으로써 **더 깨끗하고 신뢰도 높은 모멘텀 신호**를 얻기 위해서입니다. 특히 5분봉, 15분봉 단기 차트에서 **트렌드 데이(Trend Day) 조기 감지**에 탁월합니다.
---
### 🎯 매매 셋업 (Raschke 방법론 기준)
**1. 트렌드 데이 조기 감지 (핵심 활용법)**
장 시작 후 **첫 30분 안에** Slow Line이 강하게 한 방향(크게 음수 또는 양수)으로 기울어지면, 이는 트렌드 데이의 클래식 조기 신호입니다. Raschke는 이 개념을 수년에 걸쳐 여러 차례 공개적으로 공유해 왔습니다.
**2. First Cross 셋업**
Slow Line이 제로선을 돌파(트렌드 전환)한 이후, Fast Line이 Slow Line을 처음으로 역방향 크로스하는 시점이 첫 번째 풀백 진입 기회입니다.
**3. 트렌드 내 풀백 진입**
이미 형성된 추세 방향에서 Fast Line이 Slow Line을 일시적으로 역크로스하면, 이는 단기 조정(풀백)으로 추가 진입 기회를 의미합니다.
**4. 다이버전스**
가격이 신고점/신저점을 갱신하지만 Fast Line이 이를 확인하지 못할 때, 추세 전환 가능성을 시사합니다.
---
### 🛠 구현 기능 목록
- ✅ Fast Line — 방향에 따른 색상 변화 (상승: 주황 / 하락: 빨강)
- ✅ Slow Line (Signal) 별도 표시
- ✅ 4단계 히스토그램 (강/약 상승·하락 구분)
- ✅ 트렌드 방향 배경색 (상승: 초록 / 하락: 빨강)
- ✅ First Cross 신호 (▲ / ▼)
- ✅ 제로선 크로스 신호 (트렌드 전환 마커 ○)
- ✅ 표준편차 밴드 옵션 (과매수/과매도 감지)
- ✅ 우측 상단 실시간 정보 테이블 (Fast/Slow 값 + 트렌드 상태)
- ✅ 알림 4종 (트렌드 전환 상승/하락, First Cross 매수/매도)
---
### ⚙️ 기본 설정값
| 파라미터 | 기본값 | 비고 |
|---------|------|------|
| Fast SMA | 3 | Raschke 원본 |
| Slow SMA | 10 | Raschke 원본 |
| Signal SMA | 16 | Raschke 원본 |
| 히스토그램 | ON | 토글 가능 |
| 표준편차 밴드 | OFF | 토글 가능 |
---
### 📚 참고 자료 및 크레딧
- Linda Bradford Raschke — (lindaraschke.net)
- *Street Smarts: High Probability Short-Term Trading Strategies* — Raschke & Connors (1996)
- Active Trader Magazine — Linda Raschke 인터뷰
- **로베리단** 트레이딩 커뮤니티 공유
> 이 인디케이터는 Linda Raschke가 직접 공개한 자료만을 기반으로 제작되었습니다. Indicator
Session CVD DivergenceSession CVD Divergence splits Cumulative Volume Delta into three independent session streams (Asian, London, and New York) and automatically detects all four divergence types between price and order flow.
TWO-SCRIPT SETUP
This indicator comes as a pair:
Session CVD Divergence (this script) — add to a new pane. Shows the CVD lines for each session and draws divergence lines between the CVD pivots.
Session CVD — Chart Labels — add as an overlay. Draws the same divergence lines between the price pivots on the main chart, with labels at each signal.
Both scripts must be on the chart together for the full picture. Settings (session times, pivot length, colors) are identical between the two, keep them in sync.
Session CVD Chart Labels:
WHY SESSION-SCOPED CVD?
A standard CVD indicator runs continuously across the entire day. That means London's aggressive buying gets buried inside Asia's quiet accumulation, and by the time New York opens you're reading a blended signal with no session context.
This indicator resets CVD to zero at the open of each session. What you see is the net order flow within that session only, independent of what happened before.
THE FOUR DIVERGENCE TYPES
Regular divergences (reversal signals, solid lines)
BD — Bullish Divergence: price makes a lower low, CVD makes a higher low. Selling pressure is drying up.
BrD — Bearish Divergence: price makes a higher high, CVD makes a lower high. Buying pressure is fading.
Hidden divergences (continuation signals, dashed lines)
hBD — Hidden Bullish Divergence: price makes a higher low, CVD makes a lower low. Uptrend remains intact beneath the surface.
hBrD — Hidden Bearish Divergence: price makes a lower high, CVD makes a higher high. Downtrend continuation despite apparent strength.
Each signal draws a line directly between the two pivots that form the divergence: on the CVD pane between the CVD pivot values, and on the main chart between the price pivot values. Solid lines for reversals, dashed lines for continuations.
SAME-SESSION CONSTRAINT
Divergence is only detected between two pivots that belong to the same session. A CVD pivot from the Asian session and a pivot from the London session are never compared, as their CVD scales are incompatible since each resets independently. This eliminates a significant source of false signals present in most divergence tools.
DELTA APPROXIMATION
Each bar's volume delta is estimated using the close-position formula:
delta = V x ( 2 x (C - L) / (H - L) - 1 )
A bar closing at its high contributes its full volume as buying. A bar closing at its low contributes its full volume as selling. Everything between is proportional.
SETTINGS
Session Boundaries — all session open/close times are configurable in UTC hours. Defaults: Asian 00 to 08, London 08 to 16, NY 13 to 21.
Pivot Detection Bars — controls sensitivity. Lower = more signals. Higher = only major pivots confirmed by more bars on each side.
Regular / Hidden divergence — each type can be toggled independently.
Colors — all four divergence types and all three session lines are individually customizable.
Session background — subtle shading shows which session each bar belongs to.
RECOMMENDED TIMEFRAME
15m to 4H. A warning label appears if the indicator is applied to a daily or higher timeframe.
Indicator
Indicator
MACD Rewired [Probalist Essentials]MACD Rewired is the canonical Moving Average Convergence Divergence — fast EMA minus slow EMA, smoothed through a signal EMA — rebuilt with a 4-state histogram, regular and hidden divergence detection, and an empirical forward-return distribution on every signal cross.
It's aimed at momentum traders who already know MACD and want a version that earns its place: the histogram tells you not just where price is but whether momentum is building or fading, the divergence labels flag the structural shifts the raw histogram misses, and the probability panel shows what this chart's own history recorded after past crosses.
🟡 WHY THIS VERSION
The histogram alone doesn't tell you whether a reading above zero is growing or about to roll — this version colour-codes all four states so you can see momentum building vs. fading at a glance, in the right direction. The divergence labels (regular and hidden, both bull and bear) are drawn on confirmed pivots and stay put — no repainting. The probability read is the one I find myself actually using: it doesn't promise an edge, it just tells you what happened after past crosses on the specific chart you're looking at, with the sample size and spread shown honestly. Sane defaults, all alerts fire on bar close, and the heat palette makes the wave read intuitively hot or cold with the momentum.
🟡 HOW IT WORKS
MACD subtracts a slow EMA from a fast EMA to isolate the gap between short-term and medium-term momentum. A signal EMA smoothed over the MACD line then acts as a trigger — crossovers and crossunders are the classic entry cues. The histogram (MACD minus signal) turns that gap into a visual: rising bars show momentum building, falling bars show it fading, and the zero line separates bullish from bearish territory. Four colours cover the four states.
Divergence detection scans confirmed pivot lows/highs in the histogram (ta.pivotlow / ta.pivothigh) and compares them to the corresponding price pivot lows/highs. A regular bullish divergence is price making a lower low while the histogram makes a higher low — momentum not confirming the new price extreme. A hidden bullish divergence is the opposite structure: price makes a higher low while the histogram makes a lower low, suggesting the underlying trend is intact. Bear logic mirrors this on the highs side.
The probability read records the percentage return i_horizon bars after each confirmed signal cross and stores it in separate bull and bear arrays. Once the minimum sample threshold is met it reports win-rate, median return, and the 16th–84th percentile band — the spread, not just a headline number.
🟡 KEY FEATURES
4-state histogram colouring: rising/falling × above/below zero — shows whether momentum is building or fading, not just direction
Regular and hidden divergence on both bull and bear sides, drawn on confirmed pivots — non-repainting
Empirical forward-return distribution: records what happened after past signal crosses on this chart and displays a KDE bell curve
Probability projection cone on the most recent signal bar spanning the 16th–84th percentile band
Separate bull and bear outcome arrays — no dilution from pooling opposite-direction signals
Evidence-gated alerts that fire only when the chart's own history backed follow-through (win rate ≥ 55%, positive median)
Weighted signal dots with per-dot hover tooltips showing the read at fire time and the eventual outcome
Optional HTF MACD line as a faint display-only reference — does not gate signals
Probalist heat wave — the MACD line breathes hot/cold with histogram momentum strength
🟡 HOW TO USE
Use the histogram colour to gauge momentum quality — a bright gold bar above zero means momentum is building bullish; a dim gold bar means it's fading. Same logic in reverse below zero with blue.
Divergence labels (R Bull Div, H Bull Div, R Bear Div, H Bear Div) mark structural mismatches between price and momentum. Regular divergence hints at exhaustion; hidden divergence hints at continuation — neither is a standalone signal.
Signal crosses are the primary cue: crossover above signal line = bullish bias, crossunder = bearish. Use in the direction of higher-timeframe structure for better results.
Check the probability panel before acting on a cross: if the chart shows n < 20, the read is still gathering. Once populated, the 16th–84th band tells you how wide the distribution of past outcomes was — a narrow band with a high win-rate is a different situation from a wide band.
Enable evidence-gated alerts to be notified only when the chart's own history backed a cross at that win-rate threshold. Noisy charts will rarely fire these; trending charts will fire them more.
Set the HTF line to your bias timeframe (e.g. 4H or Daily when trading 1H). If the HTF MACD is below zero while you get a 1H bull cross, treat it as a countertrend setup — confluence or caution, your call.
🟡 PAIRS WELL WITH
MACD measures momentum but doesn't tell you where price is relative to structure. Pair it with a trend filter — a moving average or a Supertrend — so you can tell whether a bullish cross is with or against the prevailing direction. A volume indicator (relative volume or VWAP deviation) helps confirm whether the cross has conviction behind it; a low-volume cross in the middle of a range is a different read from a high-volume cross off a support level. On higher timeframes, a weekly or daily MACD posture gives context the 1H cross alone can't provide. MACD doesn't handle horizontal S/R — key levels from price action or pivot points help frame where the cross is happening in the market structure.
MACD Rewired gives you the classic momentum tool with the context it was always missing: a histogram that shows whether momentum is building or fading, divergence that flags the structural mismatches, and a probability read that keeps score of what this chart's own history said after past crosses. No predictions — just the evidence, shown honestly.
Open source under MPL-2.0. The probability layer describes past signals on your chart — it is a measurement, not a prediction, and nothing here is financial advice. Indicator
Indicator
Strategy
C-Delta Exhaustion DashboardHere is a professional, highly detailed, and compelling description you can copy and paste directly into PulseWire when you publish your script.
It explains the math, the strategy, and exactly how users should set it up.
Title: C-Delta Exhaustion Dashboard
Description:
Are you catching a falling knife, or are you entering at the exact moment of exhaustion?
Trading reversal signals on lower timeframes (like the 1-minute chart) requires immense precision. The most powerful tool for confirming a reversal is Cumulative Delta (C-Delta), but trying to manually "eyeball" the exact difference between the Open and Close of a tiny delta candlestick in real-time is nearly impossible.
The C-Delta Exhaustion Dashboard solves this problem. It is a sleek, non-intrusive, real-time tracking panel that calculates the exact mathematical body size of your Cumulative Delta, out to 6 decimal places.
Based on a quantitative analysis of over 600+ mechanical reversal signals, this dashboard doesn't just show you numbers—it actively warns you when the market is setting up for an explosive, 100+ pip reversal.
🌟 Core Features:
Real-Time Delta Body Calculation: Instantly calculates the exact volume shift (C-Delta Close minus C-Delta Open) of the live bar.
Historical Context (Last 4 Bars): Displays the previous 4 minutes of delta data so you can visually track the buildup or exhaustion of order flow leading up to your entry.
Smart Visual Alerts: The live cell will flash Solid Yellow the exact moment the Delta body size enters the mathematically proven "Explosive Win" threshold zones, signaling a highly probable reversal.
Color-Coded Momentum: Bright green text/background for positive (Bullish) delta shifts, and bright red for negative (Bearish) delta shifts.
Fully Customizable UI: Change the position (Top/Bottom/Left/Right), adjust the text size, or tweak the background opacity so it perfectly fits your chart without blocking price action.
🧠 The Strategy: How to Trade the Dashboard
This dashboard is designed to separate "Traps" from "Home Runs" when taking reversal signals.
1. Taking BUY Signals (Hunting Bearish Exhaustion)
When looking for a bottom reversal, you want to see the sellers running completely out of gas.
❌ The Trap: If a Buy signal fires but the Live Bar on the dashboard is printing a massive, heavy red number (e.g., -0.00040), stay out. The selling pressure is still too aggressive.
✅ The Explosive Setup: If a Buy signal fires and the Live Bar is printing a tiny, shrinking red number, or has just barely ticked green (e.g., -0.00010 to +0.00015), enter the trade. The sellers are completely exhausted, leaving a vacuum for the price to rip upwards. (The dashboard will flash yellow when this happens!)
2. Taking SELL Signals (Hunting Bullish Blow-Off Tops)
When looking for a top reversal, the math is actually the opposite. You want to see buyers throwing everything they have at a brick wall.
❌ The Trap: If a Sell signal fires but the Live Bar is printing a tiny red or flat number, stay out. The buyers are just resting; they haven't climaxed yet.
✅ The Explosive Setup: If a Sell signal fires and the Live Bar is printing a massive, thick green number (e.g., +0.00025 to +0.00039), enter the trade. This is a volume blow-off top. Buyers have exhausted their liquidity, and the price is about to collapse. (The dashboard will flash yellow when this happens!)
⚙️ Setup Instructions (IMPORTANT):
Because this is a secondary dashboard, it requires an active Cumulative Delta indicator to be on your chart.
Add this script to your chart.
Open the Settings (Gear Icon) for the Dashboard.
Under the "Data Sources" inputs, click the dropdowns and select the Open and Close outputs from your preferred Cumulative Delta indicator.
Adjust the Alert Thresholds to fit your specific asset and timeframe! (The default thresholds are mathematically optimized for XAUUSD on the 1-minute chart).
Trade smart, trust the data, and stop guessing at exhaustion. Indicator
Indicator
Normalized Candles RSI [Jamallo]🔹 Intro
The Normalized Candles RSI is a quantitative momentum and volatility indicator designed to transform raw, trending price action into a stationary 0-100 oscillator. By passing price data through a Fractional Differencing engine and a dynamic Z-Score normalization layer, it strips away market drift and presents pure, bounded candlestick momentum. This stationary price structure is then directly overlaid with a traditional RSI and Divergence engine for highly confluent signals.
🔹 Break down
Fractional Differencing (FFD): Transforms non-stationary price data into a stationary series while retaining deep historical memory (controlled by the "d" parameter). This prevents the data loss associated with standard period-to-period differencing.
Normalization Engine: Applies a rolling Z-Score to the differenced data, which is then passed through a Sigmoid compression function. This mathematically forces the resulting candlesticks into a strict 0-100 range without repainting.
RSI & Divergence Engine: Overlays a classic RSI with optional smoothing moving averages and Bollinger Bands. Built-in regular bullish and bearish divergence detection algorithms automatically scan for momentum exhaustion relative to the price.
🔹 Visual Guide: Indicator Anatomy
The true power of this indicator lies in its visual mapping. As shown in the snapshot, the indicator pane perfectly merges the structure of raw price action directly with a classic RSI oscillator.
1:1 Structural Mapping: Notice how the normalized candles in the middle pane mirror the raw price action in the main chart exactly (highlighted by the "1:1 with overlay candle sticks" annotation). You get the exact same highs, lows, and structural candlestick patterns, but stripped of drift and mathematically squashed into a stationary box.
Normalized Candles + Standard RSI: If you look at a standard RSI (bottom pane), you only see a floating line. By overlaying the normalized candles (middle pane), you can see exactly how the physical candlestick bodies and wicks behave relative to the RSI's 0-100 bounds and its smoothing moving average (the yellow line).
Actionable Context: When a localized top or bottom forms, you aren't just guessing based on a purple line peaking. You can see the actual candlestick structure exhausting itself, forming wicks and reversal patterns right against the upper (70+) or lower (30-) overextended boundaries.
🔹 Settings Parameters
- Diff Order (d) (0.01 - 0.99): The fractional differencing order. Higher values make the series more stationary but remove more historical memory.
- Z-Score Lookback: The rolling window used to calculate the mean and standard deviation for the 0-100 normalization engine.
- Sigmoid Compression Scale: Controls the elasticity of the 0-100 bounds. A higher value results in softer compression at the extremes, while a lower value makes it compress faster.
- RSI Settings & Smoothing: Standard parameters for the RSI length, smoothing moving averages (SMA, EMA, VWMA, etc.), Bollinger Bands, and the divergence lookback constraints.
🔹 Credits & Acknowledgements
The core RSI and Divergence engine utilized in this script is adapted from PulseWire's built-in Relative Strength Index indicator code. Indicator
RSI + SMA Crossover Gradient MTF TableA multi-timeframe RSI indicator with SMA smoothing, crossover gradient fill, and a live MTF table.
FEATURES:
- RSI with custom SMA smoothing line
- Crossover Gradient Fill — color darkens as RSI moves away from cross point (bullish/bearish)
- MTF Table showing 1m, 5m, 15m, 1H, 4H timeframes simultaneously
- Each row shows: RSI value, SMA value, Diff (RSI−SMA), Slope direction, and Market State
- Market States: H-Bull, Bull, Bear, H-Bear based on RSI/SMA position relative to 50
- Table size adjustable (tiny to huge) — mobile friendly
- Table position fully customizable
HOW TO USE:
- RSI above SMA = Bullish momentum (green gradient)
- RSI below SMA = Bearish momentum (red gradient)
- H-Bull = Strong bull (both RSI & SMA above 50)
- H-Bear = Strong bear (both RSI & SMA below 50)
- Use MTF table to confirm trend across timeframes before entering a trade Indicator
[3Commas] AMZN RSI Oversold Doubling DCA - Long IndicatorAMZN RSI Oversold Doubling DCA — Long Indicator
🔷 What it does:
This is a signal-only indicator that mirrors an AMZN dip-buying workflow with an aggressive doubling-martingale safety ladder. It tracks one virtual long position at a time, opened only when AMZN prints a deep oversold reading on 4-hour RSI. Five safety orders fire at fixed deviations from base entry (−2%, −5%, −9.5%, −16%, −25%) with sizes doubling on every rung. Exit is a fixed 3% Take Profit from average entry. The indicator computes running average entry, deployed capital, open PnL, and lifetime realized PnL — all derived from honest fill-by-fill bookkeeping. Every event emits a webhook-ready JSON alert payload for direct DCA Bot consumption.
- Selective oversold entry: 4h RSI < 28.
- Non-uniform fixed-deviation safety ladder: −2%, −5%, −9.5%, −16%, −25% from base entry.
- Doubling safety-order sizes: 1k / 2k / 4k / 8k / 16k USDT from a $500 base.
- Tight 3% Take Profit from the averaged-down entry — quick deal close once price stabilizes.
- Honest virtual bookkeeping: Open PnL and lifetime Total PnL displayed live on the chart.
🔷 Who is it for:
- Swing traders running a DCA Bot on AMZN who want to buy deep oversold dips.
- Bot operators who want a chart-driven signal source that emits per-event JSON ready for a DCA Bot.
- Traders who can absorb a doubling martingale up to ~31.5% of equity deployed per trade in exchange for a high deal-close rate.
- Operators tracking staged position management — entry, up to five staged safety fills, and a single exit — directly on the chart without the strategy-tester overhead.
🔷 How does it work:
Entry Filter: A 4-hour RSI(14) is sampled via request.security with lookahead disabled (no repaint). The entry gate fires when RSI is below 28 (deep oversold) at host-bar close, filtering out shallow dips.
Base Entry: When the gate is satisfied, the indicator marks a virtual long entry, captures the base entry price, and seeds the cost-basis ledger with the configured base order size (default 500 USDT).
Safety Order Ladder (Fixed Deviations, Doubling Sizes): After base fill, the indicator monitors price deviation against the position. Each safety order has its own fixed deviation from base entry — not a cumulative ladder. AO1 fills at close ≤ base × 0.98 (−2%); AO2 at −5%; AO3 at −9.5%; AO4 at −16%; AO5 at −25%. USDT sizes double from a 1,000 first AO: 1,000 / 2,000 / 4,000 / 8,000 / 16,000. Each fill updates the running cost-basis and dispatches its own webhook payload.
Honest Virtual Bookkeeping: Total cost and qty are updated incrementally on every event, so the avg entry, deployed capital, Open PnL, and Total PnL displayed in the status table reflect the actual broker-equivalent position state — no shortcut from base entry, no synthetic averaging.
Lifetime Total PnL: When the position closes for profit, the realized PnL from that cycle accumulates into a lifetime counter. The status table displays both Open PnL (current cycle, resets on exit) and Total PnL (lifetime, persists across the chart history) — giving traders a real-time read on cumulative performance without a backtest engine.
Exit: A fixed 3% Take Profit above the running average entry. When close hits the TP target, the close webhook fires, realized PnL accumulates, and the virtual position resets.
🔷 Why it's unique:
- Selective Oversold Entry: The deal opens only on a deep 4h RSI < 28 print, so capital is committed at genuinely stretched conditions rather than on every dip.
- Non-Uniform Fixed-Deviation Ladder: Most published DCA tools use formula-based ladders (step × multiplier). This one exposes each AO deviation as a direct input, allowing an asymmetric ladder (2% / 5% / 9.5% / 16% / 25%) where deeper safety orders trigger only on serious adverse moves and the lowest rung sits a full 25% below base.
- Doubling Martingale: 1 / 2 / 4 / 8 / 16 / 32 size progression scales position capital exponentially if the position runs adverse, but is hard-bounded by the 5-rung ladder.
- Lifetime PnL Tracking: Open PnL and Total PnL are displayed live on the chart — Open resets per cycle, Total persists across the entire chart history. The indicator gives strategy-tester-equivalent insight without running a backtest.
- Per-Event Webhook Ledger: Up to seven discrete events per cycle (entry + 5 AO fills + TP), each with its own JSON alert payload. One PulseWire alert with "Any alert() function call" drives a DCA Bot end-to-end.
🔷 Considerations Before Using the Indicator:
Sample Size: The companion strategy's backtest produced 22 closed trades — below the ≥100 floor typically used for statistical confidence. The 90.91% win rate and high profit factor reflect favorable conditions over the test window and the averaging mechanic, not a deterministic edge. Treat them as indicative of how the ladder behaves, not a forward-performance guarantee.
Aggressive Capital Deployment: If all five safety orders fill, total deployed capital reaches 31,500 USDT = ~31.5% of the default reference equity. The doubling martingale amplifies both upside on recovery and risk if the lower bound breaks. Match the indicator's per-AO allocation to your bot's configuration to keep the avg-entry display honest.
No Stop Loss: There is no exit signal on adverse moves below AO5 (−25% from base). If price keeps falling, the virtual position holds unhedged until either price recovers to the 3% TP target or the user intervenes. Risk is structurally capped on the bot side by the bounded position ladder; if a hard exchange-side stop is required, configure it on the bot directly.
Martingale Tail Risk: A doubling ladder that bottoms out at −25% is built for mean-reverting moves. A sustained directional collapse below −25% leaves the full virtual position open with no further averaging available — the single largest risk in any martingale DCA. Choose assets and regimes where deep-but-recoverable dips are the norm.
Cross Detection Granularity: Entries and AO fills are evaluated on bar close. A bar that spikes through a level and returns within the same bar may be missed by design — this matches realistic polling behavior and avoids over-signaling on intra-bar wicks.
Live vs Historical State: The virtual position state is rebuilt from chart history each time the indicator is recompiled. If the indicator is added mid-deployment or the live bot diverges from the signal stream (manual interventions, partial fills), the indicator state may not match the live bot. Toggle the indicator off and on to reset.
Backtesting Note: This is an indicator, not a strategy. There is no built-in P&L tester — but the live Total PnL counter in the status table gives a running approximation. For full metrics over a ~9.4-month sample (22 closed trades, 90.91% win rate, 0.20% max drawdown, profit factor 21.997, +0.81% net return), use the companion strategy version on identical parameters.
🔷 How to Use It:
🔸 Add the indicator to an AMZN / USDT chart on 4h.
🔸 Review the RSI entry level, the five AO deviations and sizes, and the Take Profit percentage. Defaults are calibrated for AMZN 4h — recalibrate when the asset's volatility regime shifts.
🔸 Set Base Order Size and AO sizes to match your bot's configuration (the indicator's avg-entry display becomes meaningful when virtual sizing matches real sizing).
🔸 In the DCA Bot Webhook group, paste the Bot ID, Email Token, and Pair (QUOTE_BASE format, e.g., USDT_AMZN).
🔸 Create an alert on the indicator with "Any alert() function call". Paste the DCA Bot's webhook URL into the alert's Webhook field. The indicator will emit JSON payloads for entry, each safety order, and TP exit — formatted for direct DCA Bot consumption.
🔷 INDICATOR SETTINGS
Base Order Size (USDT): Virtual order size for the avg-entry / open-PnL computation.
AO1–AO5 Deviation (%): Fixed distance from base entry where each safety order becomes eligible. Non-uniform by design, reaching −25% at AO5.
AO1–AO5 Size (USDT): Virtual USDT amount of each safety order. Doubles at each rung by default.
RSI Timeframe / Length / Less Than: 4h RSI filter for the base entry.
Take Profit (%): Fixed distance above the running average entry where the virtual long closes.
Active Window: Optional date filter — when ON, the indicator only fires signals between From and To dates.
DCA Bot Webhook: Bot ID, Email Token, and Pair fields injected into every alert payload.
Visualization: Toggle AO Ladder, Avg / TP plot lines, fill labels, signal triangles, status table.
Brand Watermark: Configurable text, position, size, and transparency.
👨🏻💻💭 We hope this tool helps enhance your trading. Your feedback is invaluable, so feel free to share any suggestions for improvements or new features you'd like to see implemented.
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The information and publications within the 3Commas PulseWire account are not meant to be and do not constitute financial, investment, trading, or other types of advice or recommendations supplied or endorsed by 3Commas and any of the parties acting on behalf of 3Commas, including its employees, contractors, ambassadors, etc. Indicator
[3Commas] AMZN RSI Oversold Doubling DCA - Long StrategyAMZN RSI Oversold Doubling DCA — Long Strategy
🔷 What it does:
This is a long-only DCA strategy with a selective oversold entry and an aggressive martingale safety-order ladder. A long entry opens only when the 4-hour RSI falls below 28 (deep oversold). Five safety orders then fire at fixed deviations from base entry (−2%, −5%, −9.5%, −16%, −25%) with sizes doubling on every rung ($1,000 → $2,000 → $4,000 → $8,000 → $16,000). Exit is a fixed 3% Take Profit from average entry. No trailing, no Stop Loss.
- Single base order with up to five safety orders on a non-uniform fixed-deviation ladder reaching −25% below base.
- Aggressive size doubling: 1 / 2 / 4 / 8 / 16 / 32 unit progression from a $500 base.
- Tight 3% Take Profit from average entry — the averaging ladder pulls the average down so a small recovery closes the deal in profit.
- Single entry filter: deeply oversold 4h RSI — a clean, selective trigger.
- Every entry, safety order, and exit emits a webhook-ready JSON alert payload for direct DCA Bot consumption.
🔷 Who is it for:
- Swing traders looking for long exposure on AMZN when it prints deep oversold readings on the 4h.
- DCA-style traders who want a disciplined averaging ladder that only deepens on serious adverse moves.
- Bot operators who want to drive a DCA Bot via webhook with per-event JSON payloads tagged for each base / safety order / exit action.
- Traders comfortable with a doubling martingale ladder deploying up to ~31.5% of equity per trade in exchange for a high deal-close rate.
🔷 How does it work:
Entry Filter: A 4-hour RSI(14) is sampled via request.security with lookahead disabled (no repaint). The entry gate fires when RSI is below 28 (deep oversold) at host-bar close, filtering out shallow dips.
Base Order: Sized at 500 USDT default (0.5% of 100k capital). Configurable as Market (default) or Limit at the bar's close.
Safety Order Ladder (Fixed Deviations, Doubling Sizes): After the base fill, the strategy monitors price deviation against the base entry. Each safety order has its own fixed deviation from base — not a cumulative ladder. AO1 fires when close ≤ base × 0.98 (−2%); AO2 at −5%; AO3 at −9.5%; AO4 at −16%; AO5 at −25%. Sizes double from a 1,000 USDT first AO: 1,000 / 2,000 / 4,000 / 8,000 / 16,000.
Exit: A fixed 3% Take Profit above the running average entry. When close hits the TP target, the position closes at market. No trailing, no Stop Loss.
Why the Ladder Works: Each doubling safety order weights the average entry heavily toward the lowest fills. After several rungs fill, the average sits well below base, so a modest 3% bounce off the lows is enough to close the whole deal in profit — the core mechanic of a doubling DCA bot.
🔷 Why it's unique:
- Selective Oversold Entry: The deal opens only on a deep 4h RSI < 28 print, so capital is committed at genuinely stretched conditions rather than on every dip.
- Non-Uniform Fixed-Deviation Ladder: Most published DCAs use formula-based ladders (step × multiplier). This one exposes each AO deviation as a direct input, allowing an asymmetric ladder (2% / 5% / 9.5% / 16% / 25%) where deeper safety orders trigger only on serious adverse moves and the lowest rung sits a full 25% below base.
- Doubling Martingale: 1 / 2 / 4 / 8 / 16 / 32 size progression is more aggressive than typical 1.05–1.5× compounding. Capital deployed scales exponentially if the position runs adverse, but is hard-bounded by the 5-rung ladder.
- Tight Recovery Target: The 3% Take Profit on the averaged-down entry closes deals quickly once price stabilizes, keeping the win rate high and holding times short relative to the depth of the ladder.
- DCA Bot Integration: Every event (base, AO 1–5, exit) emits a fully-formed JSON alert payload. Connect one alert to a DCA Bot's webhook URL and the strategy drives the bot end-to-end without any glue layer.
🔷 Considerations Before Using the Strategy:
Sample Size: The backtest produced 22 closed trades — below the ≥100 floor typically used for statistical confidence. The 90.91% win rate and high profit factor reflect favorable conditions over the test window and the averaging mechanic, not a deterministic edge. Treat these numbers as indicative of how the ladder behaves, not as a forward-performance guarantee. Extend the test window or run the strategy across multiple assets to build a larger sample before committing capital.
Aggressive Capital Deployment: If all five safety orders fill, total deployed capital reaches $31,500 = ~31.5% of default 100k equity — above PulseWire's typical 5–10% per-trade band. Size the base and AO inputs down to dial per-trade risk into a safer range. The doubling martingale amplifies both upside (when price recovers) and risk (if the lower bound breaks).
No Stop Loss: There is no exit on adverse moves below the −25% AO5. If price keeps falling below the lowest safety order, the position holds unhedged until either price recovers to the 3% TP target or the user intervenes. The structural risk cap is the bounded 5-rung position ladder; if a hard exchange-side stop is required, layer it on the bot directly.
Martingale Tail Risk: A doubling ladder that bottoms out at −25% is built for mean-reverting moves. A sustained directional collapse below −25% leaves the full position open with no further averaging available — the single largest risk in any martingale DCA. Choose assets and regimes where deep-but-recoverable dips are the norm.
Commission Calibration: The default 0.06% commission is calibrated for Bitget perpetual taker conditions. If running on a different venue, update the commission input accordingly.
🔷 STRATEGY PROPERTIES
Symbol: BITGET:AMZNUSDT.P (Perpetual) — portable to any AMZN / USDT pair.
Timeframe: 4H
Test Period: August 26, 2025 — June 5, 2026 (~9.4 months).
Initial Capital: 100,000 USDT.
Order Size per Trade: 0.5% of Capital base + 5 safety orders with size doubling.
Max Capital Deployed: $31,500 per trade (~31.5% of equity).
Commission: 0.06% per trade.
Slippage: 3 ticks.
Margin for Long Positions: 100%.
Indicator Settings: Default Configuration.
Base Order: 500 USDT, Market by default (Limit toggle available).
Take Profit: 3.0% above average entry (no trailing).
Stop Loss: None — bounded position size is the structural risk cap.
Entry Filter: 4h RSI(14) Less Than 28.
Safety Orders: 5 with fixed deviations −2% / −5% / −9.5% / −16% / −25% from base entry; sizes 1k / 2k / 4k / 8k / 16k USDT.
Strategy: Long Only.
🔷 STRATEGY RESULTS
⚠️ Remember, past results do not guarantee future performance.
Net Profit: +807.71 USDT (+0.81%)
Max Equity Drawdown: 199.15 USDT (0.20%)
Total Closed Trades: 22
Percent Profitable: 90.91% (20 / 22)
Profit Factor: 21.997
🔷 How to Use It:
🔸 Adjust Settings: Open the strategy inputs and review the Base Order Size, the five AO deviations and sizes, the RSI entry level, and the Take Profit percentage. Defaults are calibrated for AMZN 4h — recalibrate when the asset's volatility regime shifts.
🔸 Results Review: The backtest produced 22 closed trades — a modest sample. Treat the metrics as indicative of the ladder's behavior, not a forward-performance guarantee. Confirm that the trade frequency and the doubling ladder's max deployment fit your risk tolerance before deploying capital.
🔸 Create alerts to trigger the DCA Bot: Add one alert on the strategy using "Any alert() function call". Paste the DCA Bot's webhook URL into the alert's Webhook field, and fill the Bot ID, Email Token, and Pair inputs on the script. The strategy will emit JSON payloads for entry, each safety order, and exit — formatted for direct DCA Bot consumption.
🔷 INDICATOR SETTINGS
Base Order Size (USDT): USDT amount opened on the long entry.
Use LIMIT for Base: Toggle between Market (default) and Limit at bar close.
AO1–AO5 Deviation (%): Fixed distance from base entry where each safety order becomes eligible. Non-uniform by design, reaching −25% at AO5.
AO1–AO5 Size (USDT): USDT amount of each safety order. Doubles at each rung by default.
RSI Timeframe / Length / Less Than: 4h RSI filter for the base entry.
Take Profit (%): Fixed distance above average entry where the long closes for profit.
DCA Bot Webhook: Bot ID, Email Token, and Pair fields injected into every alert payload.
Visualization: Toggle AO Ladder, Avg / TP plot lines, fill labels, status table.
Brand Watermark: Configurable text, position, size, and transparency.
👨🏻💻💭 We hope this tool helps enhance your trading. Your feedback is invaluable, so feel free to share any suggestions for improvements or new features you'd like to see implemented.
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The information and publications within the 3Commas PulseWire account are not meant to be and do not constitute financial, investment, trading, or other types of advice or recommendations supplied or endorsed by 3Commas and any of the parties acting on behalf of 3Commas, including its employees, contractors, ambassadors, etc. Strategy
Indicator
RSI Reforged [Probalist Essentials]RSI Reforged
RSI Reforged is the Relative Strength Index done properly for modern trading. It keeps the canonical Wilder formula intact and adds three things that actually change how you use it: adaptive OB/OS bands that move with market volatility instead of sitting at fixed 70/30, auto-labelled regular and hidden divergence on confirmed price pivots, and a forward-return distribution that shows what has historically followed each signal on your specific chart.
It is for momentum traders who want a clean, honest RSI — one that flags the readings that matter without clutter, fires alerts you can act on without worrying about repaint, and shows you the empirical track record of its own signals right on the chart.
🟡 WHY THIS VERSION
The fixed 70/30 bands lie. In a trending market RSI rarely touches 70 before the next leg; in a tight range it hits it constantly. The adaptive bands — mean ± stdev of RSI itself over a rolling window — sit where the actual extremes are for the current regime, so you get fewer false signals in trends and more useful ones in ranges. On top of that, every regular and hidden divergence is labelled automatically on confirmed pivots, no manual squinting. And the probability panel shows you, from this chart's own history, what the closing price looked like 10 bars after a band exit — the win rate, the median move, the spread. It is a description, not a promise, but it is honest in a way most RSI tools are not.
🟡 HOW IT WORKS
The RSI is canonical Wilder (RMA smoothing), optionally EMA-smoothed. The bands are the rolling mean of RSI plus/minus a stdev multiple over a configurable lookback, so overbought and oversold adapt to the regime instead of sitting at 70/30 forever. Divergence pairs confirmed price and RSI pivots within a lookback window. The probability read records, for every confirmed band exit, the percent move N bars later (sign-flipped for bearish signals so positive always means "in the signal's direction"), keeps the most recent outcomes per signal direction in separate rolling buffers (pooling both sides would dilute a one-sided edge toward 50/50), and reports the win rate, median and 16th–84th percentile range per side. The bell curve panel runs a Gaussian kernel over those same outcomes (Silverman bandwidth) and draws the smoothed density right of the last bar, with a normal distribution fitted to the sample mean and stdev overlaid in white — where the fill and the white line disagree, the outcomes are skewed or fat-tailed. All of it is descriptive statistics of this chart's own history, not a forecast.
🟡 KEY FEATURES
• Adaptive OB/OS bands: rolling mean ± stdev of RSI replaces the fixed 70/30 — bands sit where the extremes actually are for the current regime
• Regular + hidden divergence, auto-labelled on confirmed pivots (gold = bullish, blue = bearish, dimmed = hidden)
• Weighted signal dots: band exits render as gold/blue dots — a deeper stretch beyond the band draws a bigger dot, and the fill shows the evidence at fire time (● history backed it, ◐ mixed, ○ no edge measured); hover any dot for its read and outcome
• Probability read: every band exit's forward return (default 10 bars) is recorded separately per direction; the mini-readout shows win rate, median and the 16–84% range with n for bull and bear exits side by side
• The bell curve: a kernel-smoothed distribution of those outcomes for the side of the most recent signal, docked top-right of the last bar, running blue → gold through the Probalist heat ramp, with the fitted Gaussian as a white reference line
• Projection cone from the most recent signal spanning the historical 16–84% band
• Live marker: the still-open signal's running return shown inside the distribution, explicitly labelled live
• Heat gradient wave with a 3-layer glow (one toggle kills all of it for a minimal look)
• Optional display-only higher-timeframe RSI reference line
• Complete alert set, all fired on confirmed bars only — nothing repaints by default
• Read row: one plain-language line applying the stats to the current state — the signal, its age, and whether this chart's history backed it (backed / mixed / no edge)
• Evidence-gated alerts: besides the full alert set, history-backed variants that only fire when the chart's own record supported follow-through at that moment
🟡 HOW TO USE
• Watch the band exits: RSI leaving the oversold band upward (gold dot below) reads as bullish bias; leaving the overbought band downward (blue dot above) as bearish bias
• Bigger dots = deeper excursions before the exit — historically the heavier version of the signal
• Check the readout before acting on a signal: the win rate, median move and 16–84% range tell you what this signal actually did on THIS chart and timeframe — and n tells you how much that's worth
• The bell curve makes the same point visually: a wide, flat curve means noisy outcomes; a tight curve shifted past zero means the signal has had follow-through here
• Divergence labels are confluence, not standalone entries — strongest when they land at a band extreme
• Treat the whole probability layer as a description of history, not a prediction
• Optional: enable the HTF line for higher-timeframe context (display only — it gates nothing)
🟡 PAIRS WELL WITH
RSI Reforged is a momentum tool — it tells you where the oscillator stands and where divergences are forming, but it does not tell you whether the trend is with you or where support and resistance sit. Pair it with a trend-following tool (a moving average or Supertrend) to filter band exits in the direction of the dominant trend, since OS readings in a downtrend are often continuation setups, not reversals. A volume indicator helps confirm whether a divergence has conviction behind it — a divergence on light volume is weaker than one where the volume profile is also shifting. For higher-timeframe context the built-in HTF line is a start, but a dedicated HTF bias indicator can help avoid fading a strong higher-timeframe trend. Key price levels (support, resistance, prior highs/lows) are worth having on the chart too — a band exit into a clean level reads differently from one in open space.
RSI Reforged gives you the classic oscillator with the two upgrades that matter most in practice: bands that fit the current regime and divergence that labels itself on confirmed pivots. The probability panel adds a layer of honest self-assessment — you can see exactly how the signal has performed on your chart without relying on backtested promises. It is a momentum read, not a trading system, and it is built to be trusted.
Open source under MPL-2.0. The probability layer describes past signals on your chart — it is a measurement, not a prediction, and nothing here is financial advice.
Indicator
Indicator
Windoo TPO Profile v.6 - S.Grey# Windoo TPO Profile
To view only TPO, set the candle opacity to "0." Candles must be 30-minute. The indicator has a limited range due to Tradiview limitations. To increase the range, increase the number of ticks. To view historical TPO, use the Profile Date Range. If you don't set the Sessions Lookback, the indicator will show IB without a profile, which will cause mess on the chart.
Windoo TPO Profile is a professional Market Profile indicator designed to reveal how the auction process develops throughout each trading session. Instead of focusing exclusively on volume, the indicator measures how much time the market spends at each price level and transforms that information into a Time Price Opportunity (TPO) profile. This allows traders to identify areas of acceptance, rejection, balance, and price discovery with exceptional clarity.
Built around the principles of Auction Market Theory, Windoo TPO Profile helps traders understand where the market considers price to be fair and where imbalances begin to develop. By visualizing the distribution of TPOs across the session, the indicator exposes the underlying structure of the auction and highlights the levels that often become important support, resistance, and decision zones.
At the center of every profile is the Point of Control (POC), automatically calculated as the price level that attracted the highest concentration of TPOs during the session. The indicator also calculates Value Area High (VAH) and Value Area Low (VAL), providing a complete view of where the majority of market activity occurred. These levels can be extended into future sessions, allowing traders to monitor how price reacts to previous areas of value.
Windoo TPO Profile supports both standard exchange sessions and fully customized session definitions. Traders can calculate profiles using their preferred trading hours, apply custom time zones, and even restrict profile generation to specific date ranges. The new Date Range mode allows users to analyze only selected periods of market activity, making the indicator especially useful for backtesting, historical studies, and focused market structure analysis.
To keep charts clean and efficient, the indicator now includes a Sessions Lookback feature that automatically limits the number of historical profiles displayed. Instead of loading every profile available on the chart, traders can focus only on the most recent sessions that are relevant to current market conditions.
Profiles can be displayed using traditional Market Profile letters or converted into histogram-style bars. Single Prints are automatically detected and highlighted, helping traders identify areas where price moved aggressively through the auction. These zones often become important references for future support, resistance, and price attraction.
One of the most powerful features of Windoo TPO Profile is its advanced profile projection system. Completed profiles can be extended into future chart space, allowing traders to compare current price action with previous auction structures. The indicator can also track and mark developing Point of Control changes during profile formation, providing valuable insight into shifts in market acceptance and sentiment.
The indicator includes Initial Balance analysis, session highs and lows, opening and closing references, Value Area shading, extended Single Prints, and fully customizable visualization settings. A Smart Visibility Filter can automatically hide profile-related levels until a minimum amount of session data has formed, preventing incomplete or misleading profile information during the earliest stages of a session.
Whether you trade futures, equities, forex, indices, or cryptocurrencies, Windoo TPO Profile provides a complete Auction Market Theory framework for identifying value, imbalance, market acceptance, and key structural levels. By combining traditional Market Profile concepts with modern customization and advanced filtering tools, the indicator delivers a professional-grade environment for understanding how markets establish and distribute value throughout the trading session.
## Main Features & Settings
### Session Configuration
• **Use Session Time** – Build profiles using custom session hours instead of calendar days.
• **Session Calculation** – Define the exact session start and end times.
• **Show Current Session Profile** – Display the developing profile of the active session in real time.
• **Use Profile Date Range** – Restrict profile generation to a specific historical period.
• **Profile Date From / To** – Select the exact dates for profile analysis.
• **Date Range Includes Full Day** – Automatically includes the complete final day of the selected range.
• **Use Sessions Lookback** – Limit the number of historical profiles displayed on the chart.
• **Sessions Lookback** – Define how many previous sessions remain visible.
• **Use Custom Time Zone** – Calculate profiles using a selected market timezone.
• **Calculation Time Zone** – Choose from major global trading centers including New York, Chicago, London, Berlin, Warsaw, Tokyo, Hong Kong, Sydney, and UTC.
---
### Profile Construction
• **Ticks Number Per TPO** – Controls profile resolution and price row size.
• **Round TPO Levels On Tick Number** – Align profile rows with valid market tick increments.
• **TPO Letters Size** – Choose between Tiny, Small, or Normal TPO letters.
• **Display TPO As Bars** – Convert traditional TPO letters into histogram-style profile bars.
• **Main Profile Letter Spacing** – Adjust spacing between TPO letters for improved readability.
• **Custom TPO Character Set** – Define the characters used to build TPO periods.
---
### Profile Layout & Visibility
• **Extend Yesterday's Levels** – Extend important profile levels into future sessions.
• **Profile Layout Mode** – Choose between Session Width and Fixed Width display modes.
• **Fixed Profile Width** – Define a custom width for all profiles.
• **Show TPO's** – Show or hide profile structures.
• **Don't Show Main Profile** – Hide selected profile structures while preserving important references.
• **Hide Main Profiles From / To** – Define which historical profiles are hidden.
• **Hide Profile Data In Hidden Range** – Hide associated profile levels, labels, and markers.
• **Don't Show Current Session Main Profile** – Hide the developing profile while keeping historical profiles visible.
---
### Smart Visibility Filters
• **Hide Profile Data Until Minimum Bars** – Prevent profile-related levels from appearing until sufficient session data has formed.
• **Minimum Bars Before IB/Open/Close/VA** – Define the minimum number of bars required before displaying Initial Balance, POC, VAH, VAL, Open, Close, and other profile data.
This feature helps eliminate incomplete profile calculations during the earliest stage of a session and keeps charts cleaner during profile development.
---
### Point of Control (POC)
• **Show POC As Line** – Display the Point of Control as a horizontal reference line.
• **POC Color** – Customize POC appearance.
• **POC Line Style** – Choose between Solid, Dashed, or Dotted styles.
---
### Value Area (VAH / VAL)
• **Show Value Areas As Lines** – Display Value Area High and Value Area Low.
• **Value Area Lines Color** – Customize VAH and VAL colors.
• **Show Current VAH/VAL After Hours** – Continue displaying developing Value Area levels beyond session completion.
• **Value Area Line Style** – Select Solid, Dashed, or Dotted lines.
• **Value Area Line Extension** – Extend Value Area levels Left, Right, Both, or disable extensions.
• **Value Area Percent** – Define the percentage of TPO activity used for Value Area calculations.
• **Show Market Profile Calculation Area Background** – Shade the Value Area region.
• **Value Area Background Color** – Customize background appearance.
---
### Initial Balance (IB)
• **Show Initial Balance** – Display the opening balance range of the session.
• **IB Color** – Customize Initial Balance color.
---
### Highs & Lows
• **Show High/Low Levels** – Plot session high and low levels.
• **High and Low Colors** – Customize session extreme colors.
---
### Single Prints
• **Highlight Single Prints** – Automatically identify Single Print zones.
• **Single Prints Color** – Customize Single Print appearance.
• **Extend Single Prints** – Project Single Prints into future price action.
• **Extended Single Prints Transparency** – Adjust transparency of projected Single Print zones.
---
### Extended Profile Letters
• **Extend Profile Letters** – Project completed profiles into future chart space.
• **Extend Current Session Letters** – Project the developing profile in real time.
• **Profiles Back To Extend** – Define how many historical profiles remain extended.
• **Extended Profile Right Offset** – Move projected profiles further right.
• **Extended Column Spacing** – Control spacing between projected profile columns.
• **Extended Profile Background Transparency** – Adjust profile visibility.
• **Show POC Color In Extended Profile** – Highlight the POC row inside projected profiles.
---
### Developing POC Analysis
• **Mark Developing POC Changes** – Highlight changes in the developing Point of Control throughout the session.
• **Start POC Change Markers After TPO Periods** – Define after how many TPO periods POC shift analysis begins.
• **POC Change Marker Letter Color** – Customize marker appearance.
This feature allows traders to monitor how market acceptance evolves throughout the auction and identify important shifts in value development.
---
### Open & Close References
• **Opening Price Color** – Customize opening reference markers.
• **Closing Price Color** – Customize closing reference markers.
---
### Additional Statistics
• **Show Total TPO Label** – Display the total number of TPOs generated within the session.
• **TPO Color (Inside Value Area)** – Color used for TPOs inside the Value Area.
• **TPO Color (Outside Value Area)** – Color used for TPOs outside the Value Area.
---
## Windoo TPO Profile Highlights
✔ Real-Time Developing Market Profile
✔ Historical Session Profiles
✔ Point of Control (POC)
✔ Value Area High (VAH)
✔ Value Area Low (VAL)
✔ Initial Balance (IB)
✔ Session High & Low Levels
✔ Open & Close References
✔ Single Print Detection
✔ Extended Single Print Zones
✔ Extended TPO Profiles
✔ Developing POC Migration Analysis
✔ Value Area Background Shading
✔ Multi-Timezone Support
✔ Custom Session Definitions
✔ Date Range Profile Analysis
✔ Sessions Lookback Filtering
✔ Smart Minimum-Bar Visibility System
✔ Histogram and Traditional TPO Modes
✔ Fully Customizable Colors and Layouts
✔ Auction Market Theory Framework
Indicator
Indicator
ADX Directional Index DI FREE , Trend Strength MTF //BPSTrend-strength indicator with classic ADX, Directional Index (DI+ /
DI-), color-coded strength zones, crossover signals and a
10-timeframe dashboard.
📊 WHAT IT SHOWS
• ADX line (0–100) — measures trend strength regardless of direction
• DI+ and DI- lines — show directional pressure (bull vs bear)
• Bullish / bearish crossover signals when DI lines cross
• Multi-timeframe dashboard: D, 4H, 2H, 1H, 30m, 15m, 10m, 5m, 3m, 1m
• Color-coded background highlighting strong trends
🎯 HOW TO USE
• ADX > 20 = trending market → use trend-following strategies
• ADX < 20 = ranging market → mean-reversion / range setups
• DI+ crosses above DI- = bullish bias · DI- above DI+ = bearish
• Use the 10-TF dashboard for instant multi-timeframe context
• Pair with Smart Money for order-block + trend confluence
🔑 KEYWORDS
ADX, Directional Index, DI+, DI-, Trend Strength, Multi-Timeframe,
MTF Dashboard, Wilder, Average Directional Index, Trend Following,
Crossover Signals Indicator
Relative Strength Index RSI FREE , Multi-Timeframe MTF //BPSMulti-timeframe RSI with up to three timeframes plotted
simultaneously plus a 10-timeframe trend-confluence dashboard.
📊 WHAT IT SHOWS
• Up to 3 RSI lines on chart from independent timeframes
• 10-timeframe dashboard (D → 1m) with RSI values + direction arrows
• Configurable overbought / oversold / middle levels
• Confluence signals when 2 or 3 TFs agree (BULL ▲ / BEAR ▼)
• Optional background highlight on trend confluence
🎯 HOW TO USE
• Trade in direction of higher TF — only long when 4h+ RSI > 50
• Wait for confluence — all 3 TFs agreeing = high-probability setup
• Look for RSI divergence on HTF combined with oversold on LTF for entries
• Use as a filter, not a trigger — pair with structure breaks
🔑 KEYWORDS
RSI, Relative Strength Index, Multi-Timeframe RSI, MTF RSI, RSI
Divergence, Overbought, Oversold, Confluence, RSI Dashboard,
Wilder, Momentum Oscillator Indicator
