Auto ETF Breadth [SMH/SOXX/XSD/QQQ/SPY/IWM]Auto ETF Breadth is a market breadth indicator designed to measure the internal strength of major equity and semiconductor ETFs rather than relying on price action alone.
The script automatically detects the ETF on the chart and currently supports SMH, SOXX, XSD, QQQ, SPY, and IWM.
For semiconductor ETFs, breadth is calculated directly from the underlying constituents. For broader indices such as QQQ, SPY, and IWM, the indicator uses PulseWire’s native Nasdaq-100, S&P 500, and Russell 2000 breadth data.
The indicator tracks five breadth measures:
Above 20D MA – percentage of constituents trading above their 20-day moving average, showing short-term participation.
Above 50D MA – percentage above the 50-day moving average, reflecting intermediate-term breadth.
Above 200D MA – percentage above the 200-day moving average, showing long-term market health.
50D Rising – percentage of constituents whose 50-day moving average is rising.
200D Rising – percentage of constituents whose 200-day moving average is rising.
The display can be switched between individual breadth measures, the three core 20/50/200-day measures, all series together, or a custom combination.
A compact dashboard shows the latest breadth readings and coverage of the selected universe.
The indicator is particularly useful for identifying breadth divergences, where an ETF continues making new highs while fewer underlying stocks participate. It can also help identify washed-out conditions when short-term breadth falls toward extreme lows while longer-term breadth remains structurally healthy.
General interpretation: readings above roughly 80% indicate broad participation, around 50% indicate neutral breadth, and below roughly 20% indicate very weak or potentially oversold participation.
For XSD, users subject to PulseWire’s standard request limit will use a reduced constituent universe, while plans supporting additional unique requests can enable the full holdings option.
This indicator is intended as a market-internals and confirmation tool and should be used alongside price, trend, volatility, and other forms of analysis. Indicator
Indicator
IB 50 - Initial Balance Playbook Auto-Session, Bias, Flip, ExtThe opening hour tells you where price is done — this reads it for you.
Auto-detects the session on any market: ES, DAX, OMXS30, Nikkei, BTC, single stocks. No presets to configure, no timezone drift.
Maps IB high, low and the 25/50/75 levels. Calls the bias by rejection — whichever extreme prints first is the one price is finished with. Hands you the entry at IB50, the stop at the quarter behind you, and the target at the opposite extreme.
Stopped out? It plays the flip automatically. Extreme breaks? It projects the 20% continuation.
Plus: up to 30 faded historical sessions, no-trade and front-run windows, an optional SPY/QQQ divergence filter, nine alerts, and a live dashboard with every level.
Playbook credit: Mr Zinc (@MrZincx). Indicator only — no orders, no backtest, not financial advice.
Open source. Like and comment if it makes your chart better. Indicator
Larry Williams: Trading Day of the Week( TDW )Want to know which days of the week have historically been the best days to buy or trade a market? Are Mondays really bullish, are Fridays different, or are these just trading myths that disappear when tested against decades of data?
This indicator is based on Larry Williams’ Trading Day of the Week (TDW) concept described in Long-Term Secrets to Short-Term Trading . Williams observed that different weekdays can exhibit persistent statistical tendencies and argued that the day of the week can influence future price behavior. Rather than assuming that every trading day is statistically identical, he analyzed each weekday independently and looked for recurring bullish or bearish biases.
For his core TDW research, Williams specifically focused on the price movement from the Open of the trading day to the Close of the same day , rather than simply measuring Close-to-Close returns. He explained that, for a short-term or intraday trader, the trading day effectively begins at the Open and ends at the Close.
The basic test is therefore straightforward:
Monday: buy Monday Open → exit Monday Close
Tuesday: buy Tuesday Open → exit Tuesday Close
Wednesday: buy Wednesday Open → exit Wednesday Close
…and so on.
Williams used this type of analysis to identify the strongest and weakest weekdays and then incorporated those tendencies into more selective trading models. His key point was not that TDW should be traded blindly, but that it can provide a useful market bias or filter . In his words, different periods are better than others, and his preferred approach was to combine a TDW bias with another independent market condition in order to shift the probabilities further in his favor.
His historical research also demonstrated that these effects were not necessarily extreme. For example, in his S&P 500 study, Mondays closed above their Open approximately 57% of the time . The value of TDW therefore comes from identifying a persistent statistical tendency rather than searching for unrealistic win rates.
How this indicator works
The indicator reproduces the basic TDW research process directly on a PulseWire Daily chart.
For every weekday, it independently calculates the hypothetical result of buying at that day's Open and exiting at the same day's Close. Each weekday is treated as its own historical test, allowing Monday, Tuesday, Wednesday, Thursday, Friday — and, where applicable, Saturday and Sunday — to be compared separately.
The statistics table provides:
Net Profit
Gross Profit
Gross Loss
Total Trades
Percentage Profitable
Winning Trades
Losing Trades
Maximum Winning Trade
Maximum Losing Trade
Profit and loss are converted using the instrument's point value and the selected number of contracts or units, making the results easier to interpret on futures and other supported markets.
Weekday Equity Curves
A final profit number alone can be misleading. A weekday may look profitable because of a short exceptional period while performing poorly during most of its history.
For this reason, the indicator also plots an independent cumulative equity curve for every weekday .
This allows you to see whether a weekday tendency:
has persisted for many years,
has recently strengthened or weakened,
has experienced long periods of deterioration,
or depends on only a few unusually large moves.
Each weekday curve can be enabled or disabled independently and has its own customizable color.
Settings
The indicator allows you to:
select the historical testing period,
choose the number of contracts or units,
analyze Monday–Friday markets or full 7-day markets,
independently show or hide each weekday equity curve,
customize weekday colors,
and show or hide the statistics table.
The script is designed specifically for the Daily timeframe , consistent with the TDW research methodology.
How to use it
TDW should not be interpreted as a prediction that a particular weekday must rise or fall. Williams himself treated weekday tendencies primarily as a way to establish a statistical bias and improve trade selection rather than as a reason to enter every possible trade. He repeatedly emphasized combining TDW with additional market information and being selective about when to trade.
Add the indicator to a Daily chart, test your market over a meaningful historical period, compare the weekday statistics and equity curves, and find out which days have actually provided an edge — and which ones only have a reputation.
Indicator
SMCNexusFactsCoreV2SMCNexusFactsCoreV2 is an open-source, non-visual Pine Script library that maintains confirmed and bounded Smart Money Concepts market facts for use by importing indicators.
The library provides a stateful market-facts engine for swing structure, BOS, CHoCH, MSS, Fair Value Gaps, Order Blocks, liquidity pools, liquidity sweeps, Premium/Discount context and EMA-based context.
It does not draw chart objects, create inputs, request other timeframes, generate alerts, transmit data, calculate trade recommendations or place orders. The importing indicator supplies all chart series and decides how the returned facts are displayed or used.
ORIGINAL CONCEPT AND PURPOSE
The library maintains one consistent, confirmed market-state model instead of calculating unrelated labels independently.
Confirmed swing points become the shared source for:
• HH, HL, LH and LL classification,
• market bias,
• Break of Structure,
• Change of Character,
• Market Structure Shift,
• buy-side and sell-side liquidity pools,
• Premium and Discount dealing ranges.
Fair Value Gaps and Order Blocks use bounded lifecycle records. The library retains only a limited number of objects for each type and direction, preventing unbounded array growth.
Visual settings are not part of this library. An importing indicator can hide or show its own presentation without changing the underlying facts maintained by Facts Core.
CONFIRMED-ONLY PROCESSING
The importing indicator explicitly tells the library whether the current bar is confirmed.
Canonical state changes occur only when confirmed data is supplied. This includes:
• new swing confirmation,
• BOS or CHoCH confirmation,
• MSS confirmation,
• creation of FVG and Order Block facts,
• zone tests and mitigation,
• liquidity-pool creation and collection,
• sweep confirmation.
The library does not use future chart data, negative visual offsets to rewrite history or hidden lookahead requests.
MARKET STRUCTURE
The stateful swing engine stores the latest and previous confirmed swing highs and lows.
It classifies confirmed swings as:
• HH — Higher High
• HL — Higher Low
• LH — Lower High
• LL — Lower Low
The structure model tracks:
• latest swing prices,
• origin bars,
• swing types,
• current market bias,
• consumed structure levels,
• latest break type and direction,
• latest MSS direction and bar.
BOS AND CHOCH
A confirmed break can require a candle close beyond the structure level, depending on the supplied configuration.
The current market bias and the direction of the broken swing determine whether the event represents continuation or a Change of Character.
The library preserves the confirmed event level, direction, origin and confirmation bar in the returned snapshot.
MARKET STRUCTURE SHIFT
MSS can require:
• a confirmed close through structure,
• a previous opposite bias,
• a displacement candle,
• a minimum ATR-based displacement.
These requirements are provided through FactsConfiguration. The library does not silently relax a missing requirement.
FAIR VALUE GAPS
The library detects bullish and bearish three-candle imbalances from caller-supplied OHLC data.
Optional ATR filtering can require a minimum imbalance size.
Each FVG fact can contain:
• direction,
• upper and lower boundaries,
• origin bar and time,
• confirmation bar,
• mitigation state,
• invalidation state,
• test count,
• fill percentage,
• latest test bar,
• origin volume,
• origin average volume,
• origin Premium/Discount location,
• bounded strength,
• displacement confirmation.
ORDER BLOCKS
Order Block facts are created from a bounded lookback and can require a confirmed BOS or MSS.
The configuration controls whether candle bodies or full candle ranges define the zone.
Each Order Block uses the same auditable lifecycle metadata as an FVG, including origin, tests, fill, mitigation, invalidation, volume, relative volume context, strength and displacement confirmation.
ZONE LIFECYCLE
A zone can be:
• available,
• tested,
• partially filled,
• mitigated,
• invalidated.
The test counter and fill percentage are updated from confirmed interaction with the stored zone boundaries.
The library does not invent missing origin metadata. If a fact cannot be associated with a valid source, the unavailable value remains unavailable.
LIQUIDITY
The library maintains bounded arrays of confirmed swing-high and swing-low liquidity references.
It derives:
• BSL — Buy-Side Liquidity,
• SSL — Sell-Side Liquidity,
• EQH — Equal Highs,
• EQL — Equal Lows.
Equal-level classification uses the supplied ATR-based tolerance rather than exact floating-point equality.
Liquidity metadata includes:
• side and type,
• level,
• origin bar,
• collection state,
• collection time,
• sweep type and level.
A pool origin is preserved only when its price is genuinely associated with the originating swing. The library does not transfer unrelated swing metadata to a new liquidity level.
LIQUIDITY SWEEPS
Depending on configuration, a sweep can require price to move beyond the stored pool and close back inside it.
The returned snapshot distinguishes BSL and SSL sweep facts. A sweep is a confirmed market fact, not a BUY or SELL recommendation.
PREMIUM AND DISCOUNT
The library can build a dealing range from confirmed swing extremes.
The returned context can contain:
• range high,
• range low,
• equilibrium,
• current Premium, Discount or Equilibrium classification.
An unavailable or invalid range remains unavailable rather than using a synthetic fallback.
EMA AND CONTEXT FACTS
The importing indicator supplies the configured fast, medium and slow EMA values together with available higher-timeframe context.
Facts Core returns bounded contextual facts such as:
• EMA trend state,
• price relation to EMA values,
• available higher-timeframe trend and bias context.
The library does not request higher-timeframe data itself. This keeps data ownership and confirmation timing inside the importing indicator.
BOUNDED STATE
The implementation uses explicit limits:
• maximum six zones for each kind and direction,
• maximum eight swing references for each side.
This prevents unlimited state growth and makes runtime behavior predictable.
PUBLIC API
Exported records:
• FactsConfiguration
• ZoneFact
• FactsState
• StructureFacts
• ZoneFacts
• LiquidityFacts
• ContextFacts
• FactsSnapshot
Exported functions:
• contractVersion()
• defaultConfiguration()
• newState()
• advance(...)
• snapshotValid(...)
TYPICAL USAGE
An importing indicator should:
1. Create one persistent FactsState.
2. Create or resolve a FactsConfiguration.
3. Supply confirmed OHLCV, ATR, EMA and available context values to advance().
4. Store the returned state.
5. Read the returned FactsSnapshot.
6. Validate the snapshot with snapshotValid().
7. Present or transport only facts that are actually available.
Conceptual example:
```pine
import AreXoN_/SMCNexusFactsCoreV2/1 as facts
var facts.FactsState state = facts.newState()
facts.FactsConfiguration configuration =
facts.defaultConfiguration()
= facts.advance(
state,
configuration,
barstate.isconfirmed,
bar_index,
time,
open,
high,
low,
close,
volume,
atr14,
emaFast,
emaMedium,
emaSlow,
higherTimeframeTrend,
higherTimeframeBias,
localContext)
state := stateNext
bool validSnapshot = facts.snapshotValid(snapshot)
```
The example is conceptual. The exact function signature in the published source is authoritative. Replace the example import with the exact path assigned by PulseWire.
WHY THE CHART IS CLEAN
This is a non-visual market-facts library. It intentionally creates no plots, labels, boxes, lines, tables or chart drawings.
The publication chart is therefore intentionally clean and contains no other indicators or unexplained visual elements. An importing indicator is responsible for visual presentation.
LIMITATIONS
• Facts are based on the chart OHLCV series supplied by the importer.
• Swing confirmation necessarily occurs after the configured right-side bars.
• The library does not provide native bid/ask data, footprint or real order flow.
• Chart volume may be broker tick volume rather than centralized exchange volume.
• It does not verify spread, slippage or broker execution.
• It does not request macroeconomic information.
• It does not produce trading signals or recommendations.
• It does not place, modify or close orders.
• It produces no visual chart output by itself.
Contract version: 1.0.0.
This library is an analytical and software-development component. It is not investment advice, a trading recommendation or an automated trading system. Library
SMCNexusTradePlanCoreV2SMCNexusTradePlanCoreV2 is an open-source, non-visual Pine Script library for deterministic candidate-plan geometry.
The library receives already-detected market facts from an importing indicator and resolves candidate Entry, protective Stop Loss, real target clusters, risk-to-reward values, confluence and fail-closed plan validity.
It does not scan the chart independently, predict future prices, generate guaranteed signals, place orders or fabricate missing levels. The importing indicator remains responsible for detecting and confirming market structure, zones, liquidity, pivots and other market facts.
ORIGINAL CONCEPT AND PURPOSE
The library converts confirmed analytical facts into auditable candidate-plan geometry using fixed source priorities and strict validation rules.
Every Entry, Stop Loss and target must originate from a real level supplied by the importing indicator. Missing or contradictory information remains unavailable instead of being replaced with a synthetic price.
ENTRY RESOLUTION
The candidate direction is derived from the primary bias supplied by the importing indicator.
For a BUY candidate, the Entry zone is selected from the first available source in this fixed order:
1. Bullish Order Block
2. Bullish Fair Value Gap
3. Discount half of the current dealing range
4. S1 pivot
For a SELL candidate, the fixed order is:
1. Bearish Order Block
2. Bearish Fair Value Gap
3. Premium half of the current dealing range
4. R1 pivot
The candidate Entry is the midpoint of the selected zone. A single-price pivot remains a single-price zone.
The library does not search for the best historical result and does not reorder sources according to later price movement.
STOP LOSS RESOLUTION
Stop Loss candidates are checked using a fixed protective hierarchy.
For BUY candidates, a valid Stop Loss must be below Entry. For SELL candidates, it must be above Entry.
The available candidates are checked in this order:
1. Opposite-side liquidity level
2. Direction-matching Order Block edge
3. Dealing-range edge
4. Directional pivot
A candidate located on the wrong side of Entry is skipped without changing the priority of the remaining sources.
If no supplied level is directionally valid, Stop Loss remains unavailable. The library never creates a Stop Loss from a fixed percentage or an arbitrary distance.
REAL TARGET SELECTION
Targets must be genuine levels supplied by the importing indicator.
Possible sources may include:
• liquidity pools,
• opposing Order Blocks,
• opposing Fair Value Gaps,
• confirmed swing levels,
• pivots,
• Premium, Discount or Equilibrium levels.
The importing indicator owns one bounded TargetCandidate array and decides which confirmed levels are eligible.
Each candidate contains:
• real price,
• source identifier,
• origin type,
• stable origin key,
• confirmation bar,
• direction,
• active state.
Candidates located on the wrong side of Entry are rejected. The origin used for Entry or Stop Loss can also be excluded from the target collection.
TARGET CLUSTERING
Several analytical sources may describe practically the same price area. The library groups nearby candidates into separate clusters using a caller-provided distance.
The distance can be calculated from ATR using clusterDistance(). ATR controls cluster separation only. It never creates, moves or estimates a target price.
The nearest real representative from the first separate cluster becomes TP1. The nearest representative outside the TP1 cluster becomes TP2. The nearest representative outside the first two clusters becomes TP3.
Every selected target is therefore an actual price supplied by the importing indicator.
STABLE ORIGIN KEYS
The library provides helpers for creating auditable source identities:
• zoneKey(...)
• liquidityKey(...)
• swingKey(...)
• pdKey(...)
• pivotKey(...)
These keys help the importing indicator identify duplicate sources and prevent the same analytical object from being reused incorrectly.
FINAL VALIDATION
The final resolver calculates:
• risk distance,
• reward to TP1, TP2 and TP3,
• RR1, RR2 and RR3,
• candidate order type,
• latest structural confirmation,
• directional confluence,
• final sanity status.
The geometry must satisfy all required conditions:
• Entry and Stop Loss are available,
• Stop Loss is on the protective side of Entry,
• targets are on the correct side of Entry,
• targets are ordered nearest-to-farthest,
• required target data is complete.
Invalid geometry returns a specific fail-closed status instead of displaying an apparently valid plan.
PUBLIC API
Typed records:
• EntryResult
• TargetCandidate
• TargetSelection
• FinalResult
Exported functions:
• resolveEntry(...)
• sameLevel(...)
• zoneKey(...)
• liquidityKey(...)
• swingKey(...)
• pdKey(...)
• pivotKey(...)
• addCandidate(...)
• selectTargets(...)
• clusterDistance(...)
• riskDistance(...)
• resolveFinal(...)
INTENDED USE
The importing indicator should:
1. Detect and confirm its own structure, zones, liquidity and pivots.
2. Pass the current facts to resolveEntry().
3. Add only genuine eligible levels to one bounded candidate array.
4. Call selectTargets() using an explicit cluster distance.
5. Pass Entry, Stop Loss, targets and contextual facts to resolveFinal().
6. Display a candidate only when the returned validity state permits it.
Conceptual example:
```pine
import AreXoN_/SMCNexusTradePlanCoreV2/1 as plan
plan.EntryResult entry = plan.resolveEntry(
primaryBias,
bullishObActive, bullishObHigh, bullishObLow,
bearishObActive, bearishObHigh, bearishObLow,
bullishFvgActive, bullishFvgHigh, bullishFvgLow,
bearishFvgActive, bearishFvgHigh, bearishFvgLow,
dealingRangeValid, dealingRangeHigh, dealingRangeLow,
equilibrium,
pivotS1Available, pivotS1,
pivotR1Available, pivotR1,
lastSsl, lastBsl)
array candidates =
array.new()
// Add only confirmed real levels detected by the importing indicator.
float distance = plan.clusterDistance(atrValue, 0.55)
plan.TargetSelection targets =
plan.selectTargets(
candidates,
entry.isBuy ? 1 : -1,
distance)
```
The example import path should be replaced with the exact path assigned by PulseWire after publication.
WHY THE CHART IS CLEAN
This is a non-visual calculation library. It intentionally creates no plots, labels, tables, lines or boxes.
The publication chart is therefore intentionally clean and contains no additional indicators, drawings or unexplained visual elements. Visual presentation is the responsibility of an importing indicator.
LIMITATIONS
• The result depends entirely on the confirmed facts supplied by the importing indicator.
• It is a mechanical analytical candidate, not a recommendation.
• It cannot verify live spread, slippage, broker StopLevel or execution rules.
• It does not provide native bid/ask order flow.
• It does not place, modify or close orders.
• Missing real levels produce an incomplete result by design.
• Risk-to-reward values describe supplied geometry and do not predict outcome.
• It produces no chart output by itself.
This library is an analytical and software-development component. It is not investment advice, a trading recommendation or an automated trading system. Library
SMCNexusConfigurationCoreV2SMCNexusConfigurationCoreV2 is an open-source, non-visual Pine Script library for resolving deterministic indicator configuration profiles and bounded visibility settings.
The library separates pure configuration decisions from market detection, chart state and presentation code. It does not generate signals, place orders or draw objects.
The importing indicator supplies its saved manual settings, chart timeframe and supported-symbol state. The library returns typed effective configuration records without calling input functions, requesting external timeframes or changing the importing script's saved settings.
ORIGINAL CONCEPT AND PURPOSE
The library implements three explicit configuration modes:
• MANUAL — preserves every value supplied by the importing indicator.
• AUTO — applies an exact predefined profile only when the supplied symbol and timeframe combination is explicitly supported.
• HYBRID — applies automatic values only to individually selected categories while preserving manual values for all other categories.
The implementation does not use nearest-timeframe guessing. An unsupported symbol or timeframe falls back to the supplied manual settings.
Detection parameters and visual settings are resolved separately. This prevents a visibility option from unintentionally disabling the underlying analytical calculation. For example, hiding a market-structure label does not remove the structure state used elsewhere by the importing indicator.
SUPPORTED PROFILE CONTEXT
The profile resolver distinguishes exact chart timeframes:
• M1
• M5
• M15
• M30
• H1
• H4
• D1
• W1
The importing indicator decides whether the current symbol is supported. If the symbol or timeframe is unsupported, the automatic profile is not applied.
CONFIGURATION CATEGORIES
The resolved configuration includes separate categories for:
• swing structure,
• Market Structure Shift requirements,
• Fair Value Gap parameters,
• Order Block parameters,
• liquidity and sweep parameters,
• volume-profile range settings,
• structure visibility,
• zone visibility,
• liquidity and Premium/Discount visibility,
• EMA, pivot and volume-marker visibility,
• panel and Trade Plan visibility,
• trendline and volume-profile visibility.
ADAPTIVE GRID RESOLUTION
The library also contains a bounded adaptive-grid resolver for importing scripts that build a volume-profile approximation.
The resolver receives:
• the manual tick floor,
• the instrument minimum tick,
• the current range low and high,
• the requested target number of bins.
It calculates:
• whether the result is valid,
• effective ticks per bin,
• effective bin size,
• maximum permitted span,
• actual span in ticks,
• applied scale.
The effective tick step is never lower than the supplied manual floor. The resolver increases the step using a power-of-two scale when the requested price span would exceed the bounded target. Invalid or incomplete inputs return an unavailable result instead of an invented value.
PUBLIC API
Typed result records:
• ProfileContext
• CoreConfiguration
• StructureVisibility
• ZoneVisibility
• ContextVisibility
• OverlayVisibility
• PanelVisibility
• AuxiliaryVisibility
• AdaptiveGridResolution
Exported resolvers:
• resolveAdaptiveGrid(...)
• resolveProfileContext(...)
• resolveCoreConfiguration(...)
• resolveStructureVisibility(...)
• resolveZoneVisibility(...)
• resolveContextVisibility(...)
• resolveOverlayVisibility(...)
• resolvePanelVisibility(...)
• resolveAuxiliaryVisibility(...)
INTENDED USE
An importing indicator first creates a ProfileContext. It then passes that context together with its saved manual settings to the required resolver.
Conceptual example:
```pine
import AreXoN_/SMCNexusConfigurationCoreV2/1 as config
config.ProfileContext profile = config.resolveProfileContext(
configurationMode,
supportedSymbol,
timeframe.period,
autoStructure,
autoMss,
autoFvg,
autoOb,
autoLiquidity,
autoVolumeProfile,
autoVisibility)
config.CoreConfiguration effective = config.resolveCoreConfiguration(
profile,
manualSwingLeft,
manualSwingRight,
manualRequireCloseBreak,
manualRequireOppositeBias,
manualRequireDisplacement,
manualDisplacementAtr,
manualFvgCount,
manualFvgAtrFilter,
manualFvgAtrSize,
manualObCount,
manualObLookback,
manualObStructureRequirement,
manualObBodyMode,
manualLiquidityLookback,
manualEqualLevelTolerance,
manualSweepCloseBack,
manualProfileMode,
manualProfileBars)
```
The example import path should be replaced with the exact path assigned by PulseWire after publication.
WHY THE CHART IS CLEAN
This is a non-visual configuration library. It intentionally creates no plots, labels, tables, lines or boxes.
The publication chart is therefore intentionally clean and contains no additional indicators, drawings or unexplained visual elements. An importing indicator is responsible for presenting the resolved settings.
LIMITATIONS
• Automatic profiles are applied only to exact supported combinations.
• The library does not optimize settings or claim that a profile is profitable.
• It does not independently inspect a symbol or identify a broker feed.
• It does not read live market data.
• It does not preserve state between executions.
• It does not place, modify or close orders.
• It produces no chart output by itself.
This library is a reusable software-development component. It is not investment advice, a trading signal or an automated trading system. Library
SMCNexusScoringCoreV2SMCNexusScoringCoreV2 is an open-source, non-visual Pine Script library that calculates a deterministic Smart Money Concepts evidence score from market facts supplied by an importing indicator.
The library does not independently read chart state, request other timeframes, generate trading signals, place orders or draw chart objects. Its purpose is to separate the scoring calculation from detection and presentation code, making every component reusable and independently auditable.
ORIGINAL CONCEPT AND PURPOSE
The library combines twelve bounded Smart Money Concepts evidence components into one normalized 0–100 result while retaining each individual component in the returned ScoreResult record.
It also provides optional event-age decay for selected structural evidence. This prevents an old BOS, CHoCH, MSS or liquidity sweep from retaining the same influence indefinitely.
The importing indicator is responsible for detecting and confirming market events. This library receives those facts through typed parameters and performs deterministic calculations only. It does not infer missing events or substitute unknown data.
CALCULATION METHOD
The twelve components are:
1. Market Structure Shift
2. Break of Structure
3. Change of Character
4. Fair Value Gap
5. Order Block
6. Liquidity context
7. Liquidity sweep
8. Premium or Discount location
9. Volume state
10. Momentum state
11. Local Smart Money context
12. Primary trend
Each component contributes a bounded value based on the supplied state. The component total is divided by twelve and normalized to a value from 0 to 100.
The resulting descriptive classes are:
• VERY WEAK
• WEAK
• NEUTRAL
• STRONG
• ELITE
These classes describe the supplied analytical evidence. They are not trading recommendations and do not predict future performance.
AGE DECAY
When age decay is enabled, the selected structural and sweep components use a linear age factor.
The factor:
• remains at 1.0 until the configured full-strength age,
• decreases linearly between the full-strength and zero-strength ages,
• reaches 0.0 at or beyond the configured zero-strength age.
If the supplied age window is invalid, the calculation fails safely to full strength instead of producing a negative or undefined weight.
PUBLIC API
ScoreResult
The returned record contains:
• all twelve effective components,
• effective MSS age factor,
• effective BOS/CHoCH age factor,
• effective sweep age factor,
• component total,
• normalized score,
• descriptive class,
• compact text representation.
calculate(...)
This function accepts typed, confirmed market facts and returns one ScoreResult record.
INTENDED USE
An importing indicator should:
1. Detect and confirm its own market-structure events.
2. Determine its current FVG, Order Block, liquidity, volume, momentum and trend states.
3. Pass those facts to calculate().
4. Read the normalized result or inspect the individual returned components for a complete breakdown.
Conceptual example:
```pine
import AreXoN_/SMCNexusScoringCoreV2/1 as scoring
scoring.ScoreResult result = scoring.calculate(
scoringEnabled,
ageDecayEnabled,
bar_index,
lastMssBar,
lastBreakBar,
lastSweepBar,
structureFullStrengthBars,
structureZeroStrengthBars,
sweepFullStrengthBars,
sweepZeroStrengthBars,
mssDirection,
breakType,
breakDirection,
fvgType,
fvgMitigated,
obType,
obMitigated,
liquidityContext,
sweepType,
premiumDiscountZone,
volumeState,
momentumState,
smartMoneyState,
primaryTrendState)
```
The example import path should be replaced with the exact path assigned by PulseWire after publication.
WHY THE CHART IS CLEAN
This is a non-visual calculation library. It intentionally creates no plots, labels, tables, lines or boxes. Visual output is the responsibility of an importing indicator.
The publication chart is therefore intentionally clean and contains no additional indicators or unexplained drawings.
LIMITATIONS
• Output quality depends on the facts supplied by the importing indicator.
• The library does not independently verify market events.
• It does not provide native bid/ask order flow or broker execution data.
• It does not account for spread, slippage or broker restrictions.
• It does not place, modify or close orders.
• It produces no chart output by itself.
• A score or class is not a guarantee of future market behavior.
This library is an analytical and software-development component. It is not investment advice or an automated trading system. Library
Indicator
BABEL PRECISION BOTBABEL PRECISION BOT v2 — A+ EDITION is an advanced PulseWire market-analysis indicator designed to identify high-confluence BUY and SELL opportunities rather than generating excessive signals.
It combines 50/200 EMA trend direction, higher-timeframe confirmation, RSI, ADX/DMI, volume expansion, market structure, BOS, CHOCH, liquidity sweeps, support and resistance, supply/demand zones, and automatic trend lines.
The indicator assigns an A+ setup score and only produces a BUY or SELL signal when enough conditions align. It also provides entry, Stop Loss, TP1, TP2 and TP3 levels using ATR-based risk management.
Indicator
PDH / PDL / ONH / ONL (CST)PDH / PDL / ONH / ONL — Chicago Session Levels
Marks the four key reference levels traders watch each session, calculated in Chicago (CST/CDT) time:
PDH / PDL — the high and low of the previous Regular Trading Hours session (default 08:30–16:00 CT)
ONH / ONL — the high and low of the overnight range, from the prior RTH close to the pre-market cutoff (default 16:00–08:25 CT)
Each level is finalized when its session closes and extends to the right until the next session produces a new one.
Features
Fully customizable session windows and time zone — set it to any market you trade
Independent color, line style (solid/dashed/dotted), and width for each of the four levels
Optional lines anchored at the wick that created the extreme, so you can see exactly which candle produced the level
Vertical session dividers at day start and day end, with their own colors, styles, and history limit
Price labels that follow the right edge of the chart
Option to keep prior days' levels on screen as fixed segments
Built-in alerts for crosses above PDH/ONH and below PDL/ONL
How to use
Apply on an intraday timeframe — 5-minute or lower gives the most accurate overnight extremes. Enable "Extended Trading Hours" in your chart settings so overnight data is available. These levels commonly act as support/resistance, liquidity targets, and breakout reference points at the open.
This indicator is a visualization tool, not a trading signal. Test on your own instruments and timeframes before relying on it. Indicator
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