ABUKI BUY SELL Supertrend Filter ABUKI BUY/SELL — Supertrend Filter + 1% Risk
best option for day traders and swing traders , it reduce stress
Strategy
Indicators and strategies
Hyperliquid-Ready Webhook Strategy TemplateMost webhook templates get you 80% of the way there — then your bot double-fills an order at 3am and you learn about the missing 20%. This template IS the missing 20%.
What this is
An open-source strategy template whose real value is the alert payload: a production-grade JSON webhook message with the fields most templates skip. The included strategy (EMA 21/55 cross + RSI filter, ATR-based SL/TP) is a simple demo — swap in your own logic. It happens to test reasonably on BTC 4H, but the point of this script is the plumbing, not the entry logic. Bring your own edge.
The payload — and why each field exists
→ id — unique per event (ticker + timeframe + action + bar time). Your backend treats this as an idempotency key: PulseWire sometimes retries the same alert when your server responds slowly. Dedupe by id (one Redis SET NX) and you'll never double-fill. The action is part of the id so an entry and its exit on the same bar can never collide — a bug I caught in live testing of this exact script.
→ ts — fire-time timestamp via {{timenow}}. Reject alerts older than N seconds so a delayed or replayed webhook can't trade a stale price.
→ secret — replace with a long random token and verify it server-side (or better, HMAC the body). Anyone who finds your webhook URL can POST to it. This field is your lock.
→ reduce_only — true on exits, so a close can never accidentally flip you into a new position if state desyncs.
Also included: leverage and qty fields for your backend (cap leverage server-side too — never trust the client alone), and an on-chart payload preview table so you can eyeball your exact JSON before wiring real money.
Setup (2 minutes)
Add to chart (crypto perps: BTC/ETH/SOL, 15m–4H)
Create alert → condition: this strategy → "Order fills events" → message box: {{strategy.order.alert_message}}
Point the alert's webhook URL at your execution backend or bridge
Works with any PulseWire→exchange webhook bridge. Important: alerts snapshot the script when created — if you edit the code, delete and re-create your alerts.
Who I am
I build custom PulseWire→Hyperliquid execution pipelines (Pine Script v6, non-custodial agent wallets). If you want this wired to live execution or adapted to your strategy, links are in my signature.
Strategy
Buy Volume Momentum Alert v3buy and sell volume indicator. use this to see when the marketis buying or selling
Indicator
IZIZIZ/IS: GEX / Vanna LevelsGEX / Vanna Levels visualizes manually supplied Vanna and GEX levels directly on the price chart.
+van and -van are displayed as shaded zones, while positive and negative GEX minimum/maximum levels are shown as labeled horizontal lines. All values are entered through a single multiline input field:
+van: 7469,7542
-van: 7406,7334
+gex-min: 7450
+gex-max: 7506
-gex-min: 7394
-gex-max: 7283
The indicator includes individual visibility controls, customizable colors, line width, Vanna-zone transparency, label offset, and optional level values in labels.
This script does not calculate Vanna or GEX—it is intended only for plotting externally derived levels.
Indicator
Heikin Ashi RSI Oscillator with Opposing AlertsHeikin Ashi RSI Indicator
The Heikin Ashi RSI Indicator combines price action with a Heikin Ashi RSI oscillator to highlight potential fake pullbacks within an established trend.
The indicator compares the direction of the normal price candle with the direction of the Heikin Ashi candle inside the RSI oscillator.
When both candles move in the same direction, momentum is aligned. When they oppose one another, the signal is classed as an Imposter.
An diversion appears when:
The price candle closes bearish, but the HARSI candle closes bullish.
The price candle closes bullish, but the HARSI candle closes bearish.
This difference suggests that the visible price move may not reflect the underlying momentum. When it occurs during a clear trend, the opposing price candle can be considered a potential fake pullback, rather than an immediate trend reversal.
The indicator includes chart markers and alert conditions for both types of candles.
Trend rules
signals should only be considered in the direction of the established trend.
Bullish trend
The RSI line is above the Heikin Ashi RSI candles.
In a bullish trend, focus on bearish price candles that close against bullish HARSI candles. These may represent fake bearish pullbacks before the upward trend continues.
Bearish trend
The RSI line is below the Heikin Ashi RSI candles.
In a bearish trend, focus on bullish price candles that close against bearish HARSI candles. These may represent fake bullish pullbacks before the downward trend continues.
Suggested use
The indicator is best suited to the:
30-minute timeframe
1-hour timeframe
For cleaner signals, allow the candle to close before acting and set PulseWire alerts to Once Per Bar Close.
This indicator should be used as a confirmation tool rather than a standalone entry system. Always assess the wider market structure, trend direction, support and resistance, and your own risk-management rules before taking a trade.
Indicator
AdminsMoney10AMCAdminsMoney10AMC Model
The AdminsMoney10AMC is a discretionary intraday trading model built around the 10:00 AM New York 1-minute candle on MNQ. The model is not an entry strategy by itself. It identifies a Point of Interest (POI) where I begin looking for my execution model.
Market
* MNQ
* 1-Minute Chart
* 10:00 AM New York Time
Step 1
Wait for the 10:00–10:01 AM New York candle to close.
Do not anticipate the candle.
Step 2
Use the candle body only.
Ignore both wicks.
If the 10:00 candle closes bullish:
* Mark the OPEN of the candle (bottom of the body).
If the 10:00 candle closes bearish:
* Mark the OPEN of the candle (top of the body).
This price becomes the Point of Interest (POI).
Step 3
Allow price to move away from the POI.
There is no trade simply because the 10:00 candle has closed.
Step 4
Wait for price to return and manipulate the POI.
A valid manipulation includes:
* Wick touching the level
* Wick trading through the level
* Candle body touching the level
* Candle body trading through the level
* Candle closing through the level
Only the first manipulation is considered.
Step 5
The POI is not an entry.
Once price returns to the POI, I look for my execution model.
Examples include:
* Aggressive 1-minute iFVG
* Displacement
* MSS
* BOS
* Liquidity Sweep
* SMT
* Higher Timeframe Confluence
If no confirmation develops, there is no trade.
Risk Management
Trades should align with higher-timeframe bias.
For bullish setups:
* Enter after bullish confirmation from the POI.
* Stop goes below the previous 1-minute candle’s wick.
For bearish setups:
* Enter after bearish confirmation from the POI.
* Stop goes above the previous 1-minute candle’s wick.
The stop is determined by structure rather than a fixed number of points.
Indicator
Universal Opening Price Manual ATRA indicator helping you identify strike based on manually entering the dialy ATR
Indicator
G204ZeroWinMasterLibrary "G204ZeroWinMaster"
hit(s)
Returns true when the feature snapshot matches any packed zero-win rule.
Parameters:
s (Features)
Features
Packed pre-entry feature snapshot used by the strict zero-win matcher.
Fields:
sourceId (series int)
sessionCode (series string)
dow (series int)
istHour (series int)
istHalfHour (series int)
trend15 (series int)
trend60 (series int)
eventSequence (series float)
bodyPct (series float)
upperWickPct (series float)
lowerWickPct (series float)
rangeAtr (series float)
eventDistanceAtr (series float)
activeRangeAtr (series float)
emaGapAtr (series float)
slope20Atr (series float)
slope50Atr (series float)
adx (series float)
diGap (series float)
stopPips (series float)
compression6 (series float)
compression12 (series float)
expansion (series float)
efficiency6 (series float)
retestCount (series float)
barsSinceTouch (series float)
failedUp (series float)
failedDown (series float)
recrossCount (series float)
structureAge (series float)
distanceHigh (series float)
distanceLow (series float)
previousHigh (series float)
previousLow (series float)
previousClose (series float)
Library
GEEN Smart Signal What it does
GEEN Smart Signal is not a single-indicator tool. It combines several classic analysis engines into one weighted Decision Engine that scores every trade candidate from 0 to 100, then only prints signals that pass a minimum confidence threshold. Every signal comes with a full breakdown showing exactly why it was accepted.
How it works
A signal candidate is generated by an ATR trailing-stop flip (with optional Heikin Ashi smoothing of the calculation source). The candidate is then evaluated by 8 engines, each contributing a weighted score:
Market Structure (20 pts) — pivot-based HH/HL/LH/LL classification, BOS and CHoCH detection
Trend (20 pts) — EMA 50/100/200 stack, classified into 5 states from strong bullish to strong bearish
Momentum (15 pts) — RSI position + ADX strength, used as confirmation only
Volume (15 pts) — current volume vs. 20-bar average, rewarding volume spikes
Liquidity (10 pts) — liquidity sweeps of prior swings, price inside a Demand/Supply zone or FVG, and Premium/Discount location vs. equilibrium
Volatility (10 pts) — ATR vs. its average, filtering out dead markets
Multi-Timeframe (10 pts) — 1H/4H/D trend alignment (closed-bar data only)
Risk (10 pts) — estimated reward-to-risk toward the nearest opposing swing
The total is normalized to 100. Below the minimum threshold (default 60) the signal is rejected (WAIT). 60–75 prints as weak, 75–85 as good, above 85 as strong. Clicking any signal arrow shows the per-engine score breakdown, entry, ATR stop, and 1R/2R/3R targets.
Chart elements
Structure labels (HH/HL/LH/LL, BOS, CHoCH), auto Order Blocks with mitigation removal, Fair Value Gaps, Equal Highs/Lows (EQH/EQL), session Kill Zones (Asia/London/New York, with an optional session filter), a main panel (decision, confidence, trend, momentum, risk, entry/SL/TP, RR, 5-timeframe view, active session, SMT check vs. a correlated symbol), and a monthly statistics panel that tracks how many signals reached TP1/TP2/TP3 or hit the stop — so you can measure performance yourself on any symbol and timeframe.
Anti-repaint design
Signals are confirmed on bar close only, higher-timeframe data uses closed bars with lookahead off, and structure breaks are evaluated on confirmed closes.
How to use
Works on any symbol and timeframe. Start with defaults, or raise the minimum confidence and enable the London/New York session filter for intraday trading. Alerts are included for buy/sell and for strong (85+) signals. This tool is for educational purposes and is not financial advice; no indicator guarantees results — always use proper risk management.
Indicator
Entry Point X500Entry Point X500 is an overlay envelope built on Nadaraya–Watson kernel regression with a Gaussian kernel. It smooths price into a local estimate of the underlying trend, draws volatility bands around that estimate using mean absolute deviation (MAD), and marks mean-reversion events when price interacts with those bands.
What makes it useful
Standard moving averages weight bars with fixed linear or exponential schemes. This script estimates price with a Gaussian kernel: bars closer to the estimation point receive higher weight, which helps reduce noise while still reacting to genuine structure changes.
Two calculation modes are included:
Fixed mode (default, non-repainting) — endpoint-anchored regression using past bars only. Historical bands and signals stay fixed after a bar closes. Use this mode for chart review, backtesting logic, and alerts.
Live mode (repainting) — full-window Nadaraya–Watson smoothing recalculated on every update of the last bar. The envelope can use a symmetrical neighborhood of bars around each point inside the lookback window. This can look smoother and more “responsive” on the current chart, but historical lines and signals may appear, move, or disappear as new data arrives.
How it works
Smoothing — a Gaussian kernel weight is applied across the lookback window to produce a regression estimate of price.
Bands — an envelope is built around the estimate using the mean absolute deviation of price from that estimate, scaled by the Deviation Multiplier. MAD reacts less aggressively to extreme outliers than a standard-deviation band.
Signals
Fixed mode: ▲ when close crosses under the lower band; ▼ when close crosses over the upper band. These mark breakouts into potential oversold/overbought extremes for mean-reversion context.
Live mode: ▲ when price returns inside the envelope from below the lower band; ▼ when price returns inside from above the upper band. These mark the start of a local move back toward the regression estimate.
A status label shows whether Live or Fixed mode is active.
Inputs
Kernel bandwidth — controls smoothness. Lower values follow price more closely; higher values create a slower, smoother filter.
Deviation multiplier — controls envelope width.
Price source — series used for the regression (default: close).
Live mode (repaints) — switches between Live and Fixed calculation. Default is OFF.
Live alert: last N bars — in Live mode, alerts fire only for newly appeared signals within the last N bars, to reduce noise while history is recalculated.
How to use
Use the envelope as a contextual overbought/oversold framework for mean-reversion analysis:
Price outside the bands = stretched relative to the local kernel estimate.
Signals highlight interactions with the bands; they are not standalone trade instructions.
Prefer Fixed mode when validating behavior historically or attaching alerts.
Treat Live mode as a real-time visual aid only, and always assume past signals can change.
Confirm with market structure, levels, volume, or other independent context. Do not trade the triangles alone.
Limitations (important)
Live mode repaints. Historical envelopes and triangles are redrawn on each last-bar update and must not be judged as stable historical signals.
Fixed and Live modes use different estimation methods and different signal rules; results will not match 1:1.
Like any smoothing tool, the script can lag or produce frequent signals in choppy markets, and fewer/later signals when bandwidth or deviation is high.
Non-standard chart types (Heikin Ashi, Renko, etc.) can distort signal interpretation; use standard candlesticks/bars for signal analysis.
Disclaimer
This script is for educational and analytical purposes only and does not constitute financial advice. Past visual behavior does not guarantee future results. Test settings carefully on historical data in Fixed mode before considering any real-money use.
Indicator
Multi Pattern Candle Reversal RR System [ChartTechnicalx]A multi-pattern reversal/breakout scanner with automatic risk:reward boxes, forward trade tracking, and a live win-rate table.
This tool scans price action for four distinct setups — small-candle rejections, engulfing reversals, compression breakouts, and pole-and-flag structures — and, when one fires, plots the entry, stop-loss, and take-profit as boxes projected forward on the chart. Every signal is tracked bar-by-bar against its SL/TP so you get an honest, non-repainting record of how each pattern actually performed, summarized in an on-chart results table (win / loss / close-to-cost / win rate).
No repainting: every signal and every trade outcome is calculated only on confirmed (closed) bars.
How it works
The indicator looks for four independent pattern types. Any of them can trigger a long or short signal; you can enable/disable each one separately.
1. Small Candle Pattern
A small-bodied rejection candle at a fresh swing low/high, followed by a small-bodied confirmation candle in the same direction.
Small Body Max (x ATR) – caps how big candle 1 and candle 2's bodies can be, relative to ATR, to still count as "small."
Min Wick / Body Ratio (Candle 1) – how long candle 1's rejection wick must be relative to its own body.
Both candles must occur at a fresh low (longs) or high (shorts) versus the Pivot Lookback Bars.
2. Engulfing Pattern
A classic bullish/bearish engulfing candle occurring at a fresh swing low/high, with three optional confirmation filters:
Require Engulf Size Ratio – candle 2's body must be at least N× candle 1's body.
Require Volume Spike – candle 2's volume must exceed its average by a set multiple.
Require Strong Close – candle 2 must close within the top/bottom X% of its own high-low range (rules out engulfing candles with long opposing wicks/indecisive closes).
3. Compression Breakout Pattern
Catches violent expansion candles breaking out of a tight multi-bar base — the move the other two patterns miss because there's no small candle or engulfing shape involved, just a coil followed by a release.
Base Lookback (bars) – how many bars immediately before the signal candle are checked for a tight base.
Max Base Range (x ATR) – how tight that base's high-low range must be.
Min Breakout Candle Body (x ATR) – how large the signal candle's body must be to count as a genuine expansion rather than noise.
4. Flag Pattern
Pole + flag structures: a sharp impulse candle, a tight consolidation right after it, then a decisive breakout of that consolidation.
Min Pole Candle Body (x ATR) – how large the impulse candle must be.
Pole Search Window (bars before flag) – instead of requiring the pole to sit on one exact bar, the indicator scans this many bars before the flag and uses whichever one has the biggest body. This makes detection far more reliable on real charts, where the impulse candle rarely lands on a perfectly fixed offset.
Flag Consolidation Bars – how many tight bars make up the flag.
Max Flag Range (x ATR) – how tight the consolidation must be.
Min Breakout Candle Body (x ATR) – how decisive the breakout candle must be.
Only Signal Reversal vs Pole – when ON, only fires when the breakout direction is opposite the pole (spike up → tight pullback → breaks down, or vice versa — an exhaustion/blow-off structure). When OFF (default), it also catches same-direction continuation flags.
Show Flag Consolidation Zones (debug) – draws every detected pole+flag setup on the chart, even ones that never break out, so you can visually see why a flag you spotted by eye didn't fire (range too wide, breakout candle too small, etc).
Chop / Range Filter
Reversal and breakout patterns are far less reliable inside dead, sideways chop. This section filters signals by market condition:
Require Trending Market (ADX) – blocks signals unless ADX is above your threshold.
Min ADX to Allow Signal – the ADX floor (20–25 is the common baseline for "trending").
Override: Allow if ADX Rising – ADX is a lagging indicator, so a brand-new trend's first few bars often still show low ADX. If ADX has been climbing over the lookback window, the signal is allowed through anyway.
Override: Allow on Volatility Breakout – if the signal candle's own range is a large expansion versus ATR, that's independent evidence of a trend starting, so the signal is allowed even if the ADX checks fail.
Enable Signal Cooldown – enforces a minimum number of bars between signals, preventing clustered, overlapping signals during choppy stretches.
Require Range Expansion (ATR vs ATR-MA) – optional extra filter that blocks signals when current volatility (ATR) is below its own moving average, i.e., the market is quiet/contracting.
Trade Settings
Reward : Risk Ratio – sets the take-profit distance as a multiple of the stop-loss distance for every signal.
Box Forward Extension (bars) – how far forward the entry/SL/TP boxes are drawn.
Enable CTC (Close-To-Cost) Outcome – if price runs in your favor far enough (see below) before hitting stop-loss, the trade is logged as CTC instead of a full loss, reflecting a realistic breakeven-plus stop management approach rather than assuming you'd sit through a full round-trip back to your original stop.
CTC Threshold (min R reached before SL) – the minimum favorable excursion, in R multiples, required before a stop-out counts as CTC instead of a loss.
Table Settings
Show Trade Results Table – toggles the on-chart performance table.
Max Trades Shown – how many recent trades are listed.
Table Position – corner placement.
The table logs every signal with its pattern type, direction, entry/SL/TP, result (WIN/LOSS/CTC), and the maximum R multiple reached — plus running totals and a win rate that excludes CTC trades from both the win and loss counts (since they're neither).
Suggested starting settings
These are reasonable defaults to start from — always forward-test and adjust for your instrument, timeframe, and volatility profile before trading live:
Setting Suggested value Why
ATR Length 14 Standard volatility baseline
Pivot Lookback Bars 5–8 Confirms a genuine fresh swing point without being too strict
Small Body Max (x ATR) 0.4–0.6 Keep tight so "small" candles stay meaningfully small
Engulf Size Ratio 1.3–1.5x Filters out marginal engulfing candles
Require Volume Spike On, 1.2x+ Volume confirmation reduces false engulfs significantly
Compression Base Range 1.0–1.5x ATR Tighter = higher quality but fewer signals
Flag Pole Body 1.3–1.8x ATR Should clearly stand out from surrounding candles
Flag Range 1.0–1.3x ATR A true flag should be visibly tight vs. the pole
ADX Threshold 20–25 20 is looser/more signals, 25 is stricter/higher quality
Reward:Risk 2:1 to 3:1 Balances win rate against payout; lower R:R needs a higher win rate to be profitable
Signal Cooldown 8–15 bars Prevents signal clustering in choppy conditions
On lower timeframes (1m–5m) and noisy instruments (gold, indices), lean toward tighter compression/flag ranges and a higher ADX floor to cut down on false breakouts. On higher timeframes (1H+), the default settings tend to hold up well as-is.
Notes
This indicator does not repaint: signals and their outcomes are only finalized on confirmed, closed bars.
The trade results table reflects this indicator's rule-based SL/TP simulation, not a full backtest with fees, slippage, or position sizing — treat it as a pattern-quality gauge, not a P&L guarantee.
This is a tool for identifying and evaluating patterns, not financial advice. Always manage your own risk.
Indicator
MSnR QM LevelMSnR QM Level
This script detects Quasimodo (QM) levels from the close prices of consecutive candles and draws
them as horizontal support and resistance lines.
A QM Level forms when price creates a turning point, breaks it, builds a second turning point on
the other side, and then breaks that too. What is left behind is the price of the original turning
point, which is where liquidity was trapped and where the market often reacts again.
The result is a structural map of QM levels across the scan window, drawn as horizontal lines that
extend to the right from the candle that set the price.
WHAT MAKES THIS DIFFERENT
1. Strict four step detection.
Most QM tools look for swing highs and swing lows relative to some lookback period. This script
uses a precise four step sequence built entirely from consecutive candle pairs. Every step must
complete before a QM Level is confirmed, which eliminates the vague heuristics that plague swing
based detection.
2. The level price is the CLOSE, not the wick.
Every level sits at the close of the candle that set it. Closes are where the market actually
agreed on a price, which is why a close through a level counts as a break here while a wick through
it does not.
3. Every level is checked for uniqueness.
Duplicate prices within a small tolerance are not drawn twice. If two QM Levels land on the same
price, only one line appears. This keeps the chart clean without losing any information.
4. Detection reads confirmed candles only.
The running candle is never used. Every detection step requires a fully closed candle, and the scan
starts one bar behind the latest bar. Nothing on the chart changes while a candle is still open.
THE TWO QM TYPES
A candle is Green when close is greater than open and Red when close is less than open. A Doji,
where close equals open, is neither and forms no level. Only fully closed candles are read.
Buy QM (support)
Step 1. Find a V Level: a Red candle followed by a Green candle. The V Level price is the close of
the Red candle.
Step 2. Find the earliest Red candle after the V Level that closes below the V Level price. This is
the V Breakdown.
Step 3. Between the V Level and the V Breakdown, find an A Level: a Green candle followed by a Red
candle. Use the one nearest the V Breakdown if several exist. The A Level price is the close of the
Green candle.
Step 4. After the V Breakdown, find any Green candle that closes above the A Level price. The A
Level is now broken upward.
If all four steps confirm, the V Level price becomes the Buy QM Level. The line is drawn at that
price and extends to the right.
Sell QM (resistance)
Step 1. Find an A Level: a Green candle followed by a Red candle. The A Level price is the close of
the Green candle.
Step 2. Find the earliest Green candle after the A Level that closes above the A Level price. This
is the A Breakout.
Step 3. Between the A Level and the A Breakout, find a V Level: a Red candle followed by a Green
candle. Use the one nearest the A Breakout if several exist. The V Level price is the close of the
Red candle.
Step 4. After the A Breakout, find any Red candle that closes below the V Level price. The V Level
is now broken downward.
If all four steps confirm, the A Level price becomes the Sell QM Level. The line is drawn at that
price and extends to the right.
In both cases the QM Level marks the price of the ORIGINAL turning point: the one that was broken,
rebuilt from the other side, and then had its counterpart broken as well. That is the price where
liquidity was trapped, and it is the price the script watches.
READING THE CHART
Color tells you the side:
- Green line and green label: Buy QM. This level sits below price as support.
- Red line and red label: Sell QM. This level sits above price as resistance.
Each line starts at the candle that set its price and extends to the right, so you can see how
price has behaved around it since. The label sits at that same candle, below the line for a Buy QM
and above it for a Sell QM, so it never covers the line itself.
A summary table in the corner counts how many Buy QM and Sell QM levels were found in the current
scan window, including those that are hidden by a toggle. The table always reflects what the market
actually printed rather than what is currently switched on.
SETTINGS
Scan
- Scan Length: how many closed candles are scanned backwards from the latest bar. Every QM Level
inside that window is drawn. The running candle is always excluded.
Level Types
- An individual switch for Buy QM and Sell QM. Hiding one side is useful when you only want to
see levels in one direction.
Style
- Sell QM Color and Buy QM Color.
Labels
- Show Labels, Label Offset in ticks, and Label Size. The offset is measured in ticks, so a value
that looks right on one symbol may need adjusting on another.
Summary Table
- Show, position and size of the corner table.
ALERTS
Two alert conditions are available: Buy QM and Sell QM.
Each message carries the level type, the symbol, the timeframe and the closing price. The same
messages are also sent through the alert function, so the "Any alert() function call" alert type
can deliver both through a single alert.
All alerts are evaluated only after a candle has fully closed.
An alert fires when the four step QM sequence completes on the latest closed candle. Because
completion requires a breakout of the inner level, these alerts do not fire on every bar; they fire
only when price actually confirms a new QM structure.
REPAINTING
This script does not repaint.
- Detection reads confirmed candles only. The scan starts one bar behind the latest bar, so the
candle that is still forming is never part of any calculation.
- Alert signals can only become true once a candle has finished. Price moving inside an open candle
cannot make a signal appear and then disappear.
- Levels are rebuilt on the last bar from confirmed history. A level's price never moves. Once
drawn, nothing shifts backwards.
When you create an alert, PulseWire may show a caution banner saying the indicator can repaint.
That banner appears automatically for any script that uses the built in bar state variables, no
matter how they are used, because the platform cannot check the intent behind them. This script
uses them for the opposite purpose: one of them is what restricts every signal to bar close, and
the other is what redraws the levels efficiently on the final bar. Choosing "Once Per Bar Close"
when creating the alert is still recommended.
NOTES AND LIMITATIONS
- A QM Level requires a specific four step sequence to complete. That makes them less common than
plain A and V Levels, so stretches with few or no QM Levels are normal and expected.
- PulseWire caps drawings at 500 lines and 500 labels. A very long Scan Length will hit that
ceiling and the oldest drawings will be dropped. The default is chosen to stay well inside it.
- The label offset is measured in ticks, and a tick is worth a very different amount on a crypto
pair than on a forex pair. Expect to adjust it when you move between symbols.
- Level prices come from closes, so a level can sit in the middle of a long wick. That is
deliberate, not a bug.
- Duplicate prices within a tolerance of two ticks are drawn only once. If two QM Levels land on
nearly the same price, you see one line instead of two stacked on top of each other.
- Detection is purely structural. It reports where QM Levels are and which side they sit on. It
does not rank them by strength, measure what happened afterwards, or produce entries, targets or
stops.
HOW TO USE IT
A QM Level marks a price where price created a turning point, broke it, built the opposite turning
point, and then broke that too. The original turning point is where one side was trapped, and price
returning to that price often produces a reaction.
Buy QM Levels below price act as support. Sell QM Levels above price act as resistance. When
several levels cluster near the same price, the area is often more significant than any single
level, since separate structures agreeing on one price is what a real zone looks like.
These are reference levels, not entry signals. Use them alongside higher timeframe structure, and
apply your own confirmation and risk management.
DISCLAIMER
This indicator is a level detection tool. It is not financial advice and it makes no claim about
profitability. Trading involves risk. Always apply your own analysis and risk management.
Indicator
Prop Key Levels & Order Blocks - Buy Sell Signals with TP/SLA complete intraday trading suite built around one idea: the decision candle.
Instead of guessing where price might turn, the script marks the exact candles
where the market already made a decision, and then tells you what happened when
price came back to them.
Everything is evaluated on closed bars. Printed signals never move.
━━ WHAT IT DRAWS ━━
MAJOR KEY DETECTION
The origin candle of an impulsive displacement leg. Its body becomes a level
that extends to the right. Green for bullish decisions, red for bearish ones.
When price closes clean through a key, the level is greyed out — it failed, and
you can see that it failed. The detection level (1–100) sets how far price must
travel out of a candidate before it is accepted, so you can go from "every small
turn" to "only the moves that really expanded".
MAJOR ORDER BLOCKS
The last opposing candle before a structural break. Drawn as a box that survives
until price closes through it.
TREND DETECTION
A volatility-scaled trailing line under price, green while bullish and red while
bearish. It is the filter one of the two entry engines uses, and a weighted
component of the other.
ORDER POOL
Price levels that were rejected repeatedly and still hold unfilled resting
orders. Each pool is parked as an arrow at the right edge of the chart. You
decide what happens once price trades through one: remove it (the orders are
spent) or keep it dimmed, so you can still trade the reaction after the sweep.
SMART FVGS
Three-candle imbalances, filtered by a minimum size so the chart is not buried
under meaningless micro-gaps.
━━ THE ENTRY ENGINE ━━
Two independent algorithms, selectable in the settings.
PROP MODE — conservative. A signal needs the trend filter, a key level or order
block, and a confirmation candle to agree, and price must not already be
extended. Fewer trades, built for accounts where a handful of clean entries
beats constant activity.
AI-MODE — adaptive. Trend, momentum, key level, order block, pool sweep, fair
value gap and candle quality each contribute a weighted score. The engine fires
when the combined score clears a threshold you control, so it also takes the
reversals the conservative mode filters away.
Every entry comes with three take profits (Minor, Major, Highest) and a stop.
All four are expressed in volatility units — one unit is the ATR at the signal
bar — so the distances breathe with the market instead of being a fixed point
value that is wrong on half the days.
The reward box, the risk box and the projection line are drawn forward from the
entry, so one glance tells you whether the trade is worth taking. Hover any
signal badge to read why it fired and every price it produced.
━━ COOLDOWN ━━
After a signal, the engine mutes itself for a configurable number of bars. This
is what stops it from firing ten entries into the same move — the single
fastest way to run into a daily loss limit.
━━ DASHBOARDS ━━
A trade metrics table in the corner lists the live entry, all three targets, the
stop, the reward-to-risk and the cooldown state — the numbers you copy into your
order ticket.
A cockpit panel shows the live checklist (trend, key level, order block, pool
sweep, candle, cooldown), the running position, and a hit count across the whole
loaded history: how often each target was reached and how often the stop came
first.
━━ ALERTS ━━
Entry, take-profit hit and stop hit, as readable text or as a JSON object
carrying side, entry, all three targets, the stop and the reward-to-risk — the
format execution bridges expect.
━━ SETTINGS ━━
① Engine Control — strategy type, score threshold, cooldown, metrics table
② Trade Config — Minor / Major / Highest TP, SL, volatility unit
③ Insight Matrix — key detection and its level, order blocks, trend
④ Orderflow & Smart FVGs — order pool, touch count, tolerance, fill handling
⑤ Visuals — theme, candle colouring, boxes, price lines, panel, drawing budget
⑥ Alerts — what to fire and in which format
Every input carries a tooltip explaining what it does and what changes when you
move it.
━━ NOTES ━━
Designed for intraday work on index CFDs, gold and FX. The defaults were set up
on 1- to 15-minute charts; on higher timeframes raise the cooldown and the key
detection level.
This is an analysis tool, not financial advice. Past behaviour of any level or
signal says nothing about future results. Test any configuration on your own
instrument and timeframe before trading it.
Indicator
15-Min ORB + Market Structure SuiteWhat Has Been Included
Moving Averages: 7 SMA plotted in solid white and 20 SMA plotted in solid yellow.
VWAP: Session VWAP displayed as a dotted white line.
Pivot Points: Auto-calculated Daily Pivot Points (Main Pivot in orange, R1 in red, S1 in green).
Smoothed Heikin-Ashi: Smoothed HA calculated in the background to color your standard chart candle bodies (Emerald for bullish trends, Maroon for bearish trends) so you keep clean price action while receiving smoothed trend context.
BOS & Reversal Signals: Triangles appear under/above candles when a Break of Structure (BOS) occurs or when the 7/20 SMA crosses alongside Smoothed HA agreement.
Stop Loss & Take Profit Projection: Short dashed visual projection lines drawn dynamically at recent structural highs/lows (Green for Take Profit target, Red for Stop Loss level).
Alerts Configured: Pre-built alertcondition() triggers ready to connect to popup notifications or webhooks.
Indicator
UPDATED: COMBO - EMA/LRI/SuperTrend/HMA StrategyOverview
The EMA / LRI / SuperTrend / HMA Execution Suite is a streamlined overlay designed for intraday momentum traders, scalpers, and trend followers. It combines dynamic trend baselines, statistical breakout evaluation, and multi-tier moving average filters into a single, highly performant script.
By focusing purely on high-probability trend structure and dynamic fair value, this indicator keeps your chart visually clean and clutter-free for quick execution.
Key Features & Components:
Core Purpose: An advanced multi-indicator technical suite specifically designed for futures and stock trading.
Moving Averages & Momentum: Integrates a customizable Exponential Moving Average (EMA), a versatile Hull Moving Average (HMA) with both single and 3-HMA crossover modes, and a directionally-colored Linear Regression Index (LRI) for momentum tracking.
Breakout Probability Engine: Features a SuperTrend overlay enhanced with a relative volume Gaussian Kernel Density Estimation (KDE) model to calculate breakout strength and display confidence percentage labels.
Visual Adjustments: Includes fully customizable vertical offsets and connecting lines for the probability bubbles to maintain clear chart readability.
Comprehensive Alerts: Built-in alert conditions for trend flips, high-confidence breakouts, and moving average or price crossovers against the LRI.
Indicator
MACD Trend Phase MTF by [Itto Ryu]# MACD Trend Phase MTF by — User Manual (Publication Version)
---
## 1 · Purpose
This indicator answers one question: **"Where are we in the trend lifecycle?"** — not merely "has MACD crossed yet?"
A single MACD can only describe momentum state; it cannot describe trend *phase*, because phase emerges from the relationship between multiple timeframes. This script reads a PPO-normalized MACD across three time layers — a slow timeframe sets the regime, a mid timeframe defines the phase, and the chart timeframe tracks entry timing — then outputs an instantly readable phase name, a multi-timeframe dashboard, and a weighted consensus verdict (MAJOR).
Because everything is normalized to percentages, it works on any market and any symbol: index futures, stocks, crypto, or forex.
## 2 · Methodology
**Engine — PPO (Percentage Price Oscillator):**
```
PPO = (EMA(close,12) − EMA(close,26)) / EMA(close,26) × 100
Signal = EMA(PPO, 9)
Hist = PPO − Signal
```
PPO is used instead of raw MACD so thresholds stay constant across markets and across years (raw MACD is denominated in price units and cannot be compared across symbols).
**Phase state machine (computed on the Phase TF, default 4H):** each timeframe uses only three features:
1. **Regime** — PPO above/below zero
2. **Impulse** — PPO above/below its signal line
3. **Leg-peak memory** — is the latest impulse leg's PPO peak lower than the previous leg's peak? (structural momentum divergence)
Combined with the slow-TF regime, this yields 9 phases:
| Phase | Condition | Meaning |
|---|---|---|
| ESTABLISHED BULL | Slow bull + mid bull + impulse up | Fully aligned uptrend |
| BULL PULLBACK | Mid bull + impulse down + peaks not declining | Correction inside an uptrend — a classic continuation setup |
| WEAKENING BULL | Mid bull + impulse down + lower peaks | Late-stage uptrend — momentum thinning |
| EMERGING BULL | Mid bull but slow TF not yet bull | New trend, not yet confirmed |
| TRANSITION / CHOP | \|PPO\| < chop threshold | No phase — directionless market |
| (4 BEAR phases = mirror) | | BEAR RALLY = the mirror continuation setup |
**Anti-flicker:** the committed phase changes only after the new raw phase persists for N chart bars (default 2) — hysteresis prevents flickering.
**Timing signal:** when the phase is a pullback phase and the chart-TF histogram inflects back in the trend direction (`hist > hist ` after falling, or the mirror), a ▲/▼ triangle prints on the price chart. The idea: the higher timeframe defines *where* momentum entries make conceptual sense; the chart timeframe shows *when* the counter-move is fading.
**MAJOR consensus:** each grid TF scores its phase (Established ±1.0, Pullback ±0.75, Emerging ±0.5, Weakening ±0.25, Chop 0), weighted by timeframe (default 30m×1, 1H×1.5, 4H×2, D×3) → summed into a net % → |net| ≥ 20% = LONG/SHORT lean, ≥ 50% = strong. This is a structured way of reading multi-timeframe agreement at a glance — higher timeframes get louder votes.
## 3 · Defaults (Inputs)
| Input | Default | Rationale |
|---|---|---|
| Regime TF | D | Slowest layer; only its zero-line side is used |
| Phase TF | 240 (4H) | Phase-defining layer — roughly 4–6× the chart TF works well |
| Fast / Slow / Signal | 12 / 26 / 9 | Standard values, identical on every TF — deliberately untuned |
| Chop threshold | 0.10% | \|PPO\| below this = directionless market |
| Phase confirm bars | 2 | Hysteresis against phase flicker |
| Grid TFs | 30m / 1H / 4H / D | Dashboard rows |
| Weights | 1 / 1.5 / 2 / 3 | Higher timeframes get louder votes |
| Major bias / Strong | 20% / 50% | Verdict thresholds |
| Dashboard size | Middle | Tiny / Middle / Large |
All defaults are starting points, not optimized values — adjust them to your market and timeframe structure.
## 4 · Visual Elements
| Element | Meaning |
|---|---|
| Histogram columns (pane) | Chart-TF PPO − Signal; solid color = accelerating, faded = fading |
| Blue / orange lines (pane) | Chart-TF PPO / Signal |
| Pane background color | Current phase (green = bull family, red = bear family, orange = weakening, gray = chop) |
| ▲ / ▼ on the price chart | Timing markers — phase-gated momentum inflections |
| TF grid table | Phase per timeframe + ● dot in the L / S / H column |
| MAJOR row | Weighted consensus verdict + net % |
| Timing row | Timing status ("wait" / "TIMING NOW") |
| ⚠ row | Warns when chart TF ≥ Phase TF (view a lower TF, e.g. 1H) |
## 5 · Who This Is For / NOT For
**For:** traders studying trend-pullback structure who execute manually and use indicators as context filters; anyone who wants a one-glance answer to "is this market trending, correcting, weakening, or going nowhere?"
**NOT for:** scalpers far below the phase TF (higher-TF data updates too slowly to matter); anyone expecting a fully automatic buy/sell system (this is decision support, not a bot); extended sideways markets (it will mostly show CHOP — which is the correct reading: no trend phase exists).
## 6 · How to Use (Study Playbook)
1. Open the chart one or more steps **below the Phase TF** (e.g. 1H chart with a 4H phase TF).
2. Use the background color and phase label as context: trend-following ideas align with ESTABLISHED phases, continuation setups form during PULLBACK / RALLY phases, and WEAKENING or CHOP suggest standing aside.
3. Check the **MAJOR** row — study how often lower and higher timeframes agree before strong moves, and how disagreement resolves.
4. The ▲/▼ triangles mark where a counter-trend swing's momentum fades *while the higher timeframe still points with the trend* — the classic pullback-entry concept. Observe how these behave on your market before acting on any of them.
5. Momentum-inflection signals are, by nature, short-horizon events — they describe the next swing, not the next month. Re-evaluate whenever the phase changes.
6. Alerts: alert dialog → Condition = "MACD Phase" → choose "Phase changed", "Major bias changed", "Long timing" or "Short timing" → recommended trigger **Once per bar close**.
7. WEAKENING is best studied as a position-management state (momentum thinning), not a reversal signal.
## 7 · Common Mistakes
- ❌ Treating ESTABLISHED phases as entry signals — by the time everything is aligned, much of the move has often happened; the pullback phases are where continuation logic actually applies.
- ❌ Taking every triangle in both directions on every market — different markets have different structural drifts; study each side's behavior on your instrument first.
- ❌ Expecting momentum-inflection signals to define long swings — their information decays quickly.
- ❌ Viewing on a chart TF larger than the Phase TF (the ⚠ row will warn you).
- ❌ Reading MAJOR % as a probability — it is a weighted vote score (a structured prior), not a measured probability.
- ❌ Changing several inputs at once — you lose track of what actually changed the behavior.
## 8 · For Educational Purposes Only
This indicator is published **for educational purposes only**. It is a tool for studying how momentum, trend phase, and multi-timeframe structure interact — it is **not** a trading system, does not generate financial advice, and makes **no claim of profitability**. No performance figures are stated or implied; past behavior of any signal, on any market, does not guarantee future results. Before risking real capital on any concept illustrated here, do your own testing on your own market, timeframe, and cost structure, and consult a licensed financial professional where appropriate. You alone are responsible for your trading decisions.
## 9 · Disclosure Block
- **Pine version:** v6
- **Repaint:** NO on closed bars — every HTF value uses only fully closed bars (`security(expr , lookahead_on)` idiom); historical bars are never redrawn. Note: current-bar table values and signals update until the bar closes — use alerts set to "Once per bar close".
- **Chart type:** standard candles only (no Heikin Ashi / Renko / Range — synthetic prices distort PPO).
- **Originality:** fully original code — the phase state machine, leg-peak memory, and weighted MTF consensus were written from scratch, not adapted from any open-source script.
- **This indicator is create for educational purposes only — not investment advice or recommendation or professional advice, you are on your own risk **
---
Indicator
Supertrend Twincore [MachineSuiteAI]Supertrend Twincore
🟦 OVERVIEW
A fast Supertrend flips too often; a slow one flips too late. This script runs both at once and only signals when they agree — and then shows you, with win rates and sample sizes, how that agreement has actually performed on the chart you have loaded.
A signal only appears where the fast core (timing) and the slow core (structure) first align, and only if it passes a gate: clustered whipsaw flips always suppress, and every other filter blocks signals only where measurement shows it helps on this chart. Passed signals are graded A/B/C and draw an Entry / SL / TP1-3 ladder whose outcomes are tracked per grade. Suppressed candidates stay as grey ghost chips with the reason, and a five-row multi-timeframe strip shows the consensus state across timeframes from completed bars.
The idea throughout: the chart never claims more than the data supports, and anything the script believes is checkable in the panel.
🟦 WHAT IS A SUPERTREND?
Supertrend is a public-domain trailing-stop indicator: it offsets price by a multiple of the Average True Range and trails that stop behind the trend. Price above the stop means uptrend, below means downtrend; a close across it flips the state. This script computes its cores with the built-in ta.supertrend() — fast 2.0 × ATR(10) and slow 4.0 × ATR(20) by default.
Its known weakness is structural: in ranging markets the stop is repeatedly crossed and the indicator whipsaws. Filters are the usual answer; this script measures whether each one actually helps on the loaded symbol and timeframe, and the marks and the gate act only on that evidence.
🟦 WHY THIS SCRIPT IS ORIGINAL
The base calculation is a built-in, and the ingredients — win-rate panels, ADX gates, higher-timeframe confirmation, multi-timeframe dashboards, take-profit ladders, signal grades — are established ideas. What's different is the standard everything must meet: beyond one fixed whipsaw rule, nothing gets drawn, nothing blocks a signal, and nothing drives the engine unless the measurements on the loaded chart back it up.
- Graded ladder odds with the cost attached. Grades are fixed and published — A means structural confirmation plus volume, B one of the two, C neither; no opaque score. Every passed signal's ladder is tracked to resolution; the panel shows per grade: TP1-before-SL and SL-first rates, the median furthest level, the median heat (largest adverse move, in ATR units) and the median bars to TP1, each with its own sample size.
- An adaptive engine that has to beat the fixed one first. Both fast cores — fixed and adaptive — are measured as separate signal streams on the loaded chart, and the adaptive core only drives signals while it beats the fixed core by a set margin with enough samples. The A/B row shows the running comparison; on defaults it reports the adaptive layer as inert.
- Gates held to the same standard. The ✓ volume mark and ⚠ counter-trend warning only print where their split beats the base win rate by a configurable margin here. The ADX gate only blocks candidates where high-ADX candidates have beaten low-ADX candidates by that margin on this chart.
- Per-condition win-rate splits. The base candidate win rate, then the same measurement split by signal class, higher-timeframe agreement, volume confirmation, multi-timeframe alignment and volatility regime — six statistics, each with its own sample size, greyed below a minimum sample.
- Two kinds of signals, measured separately. A candidate exists only on the first bar the cores align and is classified as a structural confirmation (the slow core just flipped in) or a pullback rejoin (the fast core returned to a standing slow trend); a double flip on one bar is labeled same-bar. They are different trades, measured separately.
- Suppression you can audit. A gated-out candidate still prints — a hollow grey ghost chip with the specific reason — and still counts in every statistic, so the base rate is never inflated by counting only the survivors.
- Visual discipline. The band claims a direction only while both cores agree; its saturation drains as price nears the structural stop, so the exit warning arrives before the flip; NEUTRAL keeps a directional tint, so the last trend stays readable while standing aside. The price scale is held to the same rule — it carries the structural stop and the ladder's Entry, SL and TP1-3, each in its own colour, and nothing else; the band and the fast core draw on the chart but claim no axis label. Every visual property maps to something measured.
🟦 HOW IT WORKS
- Cores: two standard Supertrends — the fast core times entries, the slow core defines structure and is the ladder's trailing stop. Presets: Scalp 1.5×ATR(7)/3.0×ATR(14), Intraday 2.0×ATR(10)/4.0×ATR(20), Swing 3.0×ATR(14)/5.0×ATR(28), or Custom.
- Gate and state model: flip-cluster suppression (2+ fast flips in 10 bars, on by default), the measured ADX gate (default "Where it helps (measured)"), and an optional strict higher-timeframe gate (off by default). The band turns grey NEUTRAL on low ADX (default ADX(14) < 20) or flip clustering.
- Higher-timeframe filter: a third Supertrend one regime up (auto-mapped ≤15m→4H, ≤1H→1D, ≤4H→3D, ≤1D→1W, else 1M; or manual), read from the last completed HTF bar.
- Statistics: on confirmed bars, every candidate — passed and suppressed — resolves N bars later (default 10); a win means the close moved in its direction. Splits grey below the minimum sample (default 20). Chip marks need their split to beat the base rate by ≥3 points (configurable); the ADX gate needs the high-ADX split to beat the low-ADX split by the same margin; volume confirmation is volume above 1.5× its 20-bar average.
- Ladder: at a passed signal's close, Entry is the close, SL is the slow-core stop (or the fast core, or a fixed k×ATR cap), TP1/2/3 default to 1/2/3 × ATR. It trails, marks TP touches ✓, freezes ✕ on an SL break, dims when resolved or consensus is lost, and feeds the per-grade LADDER ODDS rows. A live ladder tracks the right edge of the chart; once its stop is hit it stops there, so it stays a bounded record of that trade — targets it never reached are not credited later just because price eventually passed them, and the frozen right edge makes clear the trade was already over. The stop's ray spans only the stretch where that level was actually in force, because a trailing stop is a staircase rather than one line: on a long it starts below the entry and can ratchet above it, locking in profit, and the amber slow core shows the whole path. Each level prints its exact price on the price scale, so the figure for an order ticket reads straight off the axis while the chart labels stay short. The colours carry the geometry: entry green, the targets in the trade's own direction and the stop in the opposite hue, so the level that ends a trade never reads like the levels that pay it — and the slow core keeps its amber, so the stop stays distinguishable from the line it trails.
- Adaptive engine: a per-volatility-regime fast core A/B-measured against the fixed one, as described above; default factors are inert.
- MTF strip: five rows of full consensus state (UP / DOWN / SPLIT / NEUTRAL, with bars-in-state), each read from that timeframe's last completed bar. Auto mode starts at the chart's own timeframe and climbs — 4H gives 4H/D/W/M/3M. Lower timeframes are omitted by default: their consensus flips many times during a single trade taken here, so it says little about an outcome measured over days. Manual mode accepts any five, defaulting to the classic 15m/1H/4H/D/W.
🟦 HOW TO USE IT
- Read the panel first: consensus state, cores, regime, HTF agreement, then the measured rows. An ↑ means that condition has earned its margin on this chart; its absence means it hasn't.
- Chips carry their evidence: grade letter, live per-grade TP1 odds at sufficient sample, ✓ where volume has helped, ⚠ where fighting the higher timeframe has hurt. Ghost chips mean the script stood aside — the reason is on the chip.
- NEUTRAL and SPLIT mean stand aside. The coach line says this in plain language, and notes that a retouch of the entry after TP1 does not invalidate a live ladder — only the SL does.
- Reversal-only signal mode reserves the headline presentation for slow-core reversals; Discipline display mode strips the chart to the band alone (note: TP/SL alerts only fire while the ladder is drawn).
- Defaults are tuned on liquid crypto from 15-minute to weekly charts; the multipliers and ADX threshold are worth reviewing on other asset classes.
🟦 SETTINGS
Grouped as in the inputs dialog: consensus core (presets or custom multipliers) · higher-timeframe filter · state model & signal gate (ADX, flip-cluster, optional HTF gate, ghost chips) · trade ladder (SL geometry, TP multiples) · grade engine (certified or dynamic wiring) · adaptive engine · MTF strip · visuals and display modes · volume multiple (default 1.5×) · signal stats engine (horizon, minimum sample, gating margin) · JSON webhook alerts.
🟦 ALERTS
Consensus long / short · confirmed reversal long / short · Grade A long / short · TP1 / TP2 / TP3 touched · SL break · NEUTRAL started / ended · volatility regime changed · adaptive engagement changed. Create the classic alert conditions with "Once Per Bar Close" — they evaluate on live bars, and an intrabar state can revert before it counts. Optional JSON alert() events via a single "Any alert() function call" alert: signal events carry grade, entry and levels; TP/SL events identify the touched level; all carry symbol, timeframe, regime and state. The JSON events are close-gated and fire for every passed candidate, including rejoins the Reversal-only display mode demotes.
🟦 REPAINT & DATA NOTES
- All bookkeeping runs on confirmed bars; chips, ladders and statistics commit at bar close. Inside a forming bar the panel's consensus, cores, agreement, volume and coach line update live and are therefore PROVISIONAL — they can revert before the bar shuts. Price can also sit beyond a ladder's stop for the rest of a bar without resolving it: in the core SL modes the stop breaks when that core flips, which needs a confirmed close. The coach line says so when it happens.
- Higher-timeframe and strip values come from each timeframe's last completed bar — no repaint; intrabar changes up there show after that bar closes. The design assumes the HTF sits above the chart's timeframe — with Manual selection, keep it there.
- Ladder TP touches — and the Fixed mode's hard-stop touches — are detected from confirmed bars' highs/lows, starting the bar after entry; a bar touching several levels credits TPs before the stop. In the core SL modes the stop is not touch-based: it resolves only when its core flips, which needs a confirmed close — so a wick through the stop does not end a ladder, and the touch-credited TP rates are structurally friendlier than a hard-stop backtest of the same levels. The Fixed k×ATR mode is the geometry closest to a real hard stop.
- Statistics cover the loaded history and reset when the chart reloads with different history; lower timeframes load fewer bars. Greyed rows just mean the sample is too small to trust.
- Only the most recent 250 chips and ghost chips stay on the chart, so a live ladder's own labels can never be pushed off by PulseWire's drawing limit; deep history keeps its band and cores but not its markers. Ladder odds count each ladder when it resolves, and in the rare case that more than 30 are open at once the oldest is counted at its current state rather than discarded — the sample is never silently trimmed.
- On a live bar the volume ratio is partial; judge it near the close. Volume features require a feed that supplies volume.
🟦 CREDITS
The Supertrend concept is public domain (popularized by Olivier Seban); ATR, ADX and the DMI are J. Welles Wilder's. The fixed cores use PulseWire's built-in ta.supertrend(); the adaptive core re-implements the same algorithm to accept a per-bar factor. The consensus model, candidate classes, statistics engine, gates, grades, measured ladder, ghost chips, strip and band rendering were written from scratch for this script.
🟦 LIMITATIONS
- Supertrend lags by construction, and requiring two cores to agree makes entries later still — fewer, later, more heavily filtered signals is the intended trade-off.
- The NEUTRAL state derives from lagging measures (ADX, flip counts), so the first signals of a new trend can still arrive grey or be suppressed.
- All statistics are direction-only measurements over a fixed horizon; ladder odds are level measurements (TPs credit on a wick touch, core-mode stops resolve only on a confirmed core flip) — no fees, slippage, sizing or equity math. They are not a strategy backtest, they differ per symbol and timeframe, and they do not predict future outcomes.
- Without volume data the volume filter and its split stay inactive, and certified Grade A (confirmation + volume) is out of reach — signals cap at Grade B on volume-less feeds. Sample sizes on higher timeframes are structurally small; expect greyed rows there.
- The same asset on two different venues can show opposite states. A Supertrend flip is a threshold event: when price sits within a fraction of a percent of the band, a normal inter-exchange spread of a few basis points decides whether it crosses, and once one venue flips its stop jumps to the other side of price, so two nearly identical charts diverge sharply. This is inherent to the calculation, not a data error — treat a signal as belonging to the feed it was measured on, and check the panel's sample sizes on the venue you actually trade.
🟦 DISCLAIMER
This is an educational analysis tool, not investment advice. Historical measurements, however carefully computed, do not predict future results. Trading involves substantial risk.
Indicator
Liquidity Stress Exhaustion [MarkitTick]💡 A market-microstructure stress detector that flags moments of seller or buyer exhaustion by combining an Amihud-style illiquidity z-score with trend regime, a regression-based fair-value channel, and automated ATR trade levels. Rather than reacting to price alone, this script measures how much price is moving relative to the volume behind it, then cross-references that stress reading against trend direction and candle behavior to identify points where aggressive selling or buying is likely running out of steam.
✨ Originality and Utility
Most exhaustion-based tools on PulseWire rely on oscillator extremes (RSI, Stochastic) or candlestick pattern recognition in isolation. This script takes a different route: it borrows a concept from academic market-microstructure literature — price impact per unit of volume, i.e., illiquidity — and turns it into a real-time, standardized stress signal. Instead of asking "is price overextended?", it asks "is price moving too much for the volume that's actually trading?" A large true-range on abnormally low volume is treated as a sign of thin, stressed liquidity, and it is this stress, combined with a counter-trend candle, that defines exhaustion here — not price level alone.
This is not a simple mashup of unrelated indicators bolted together for the sake of a new publication. The illiquidity stress engine, the trend filter, the regression channel, and the correlation/ADX filters are all working toward a single, coherent question: is the current directional move statistically and structurally likely to reverse or stall? The z-scored stress reading identifies unusual conditions, the EMA trend filter and candle-close direction confirm which side is under pressure, and the optional Pearson-R and ADX filters exist specifically to suppress signals when the broader price action lacks the statistical structure (trending correlation, directional strength) needed to make the exhaustion reading meaningful. Each component narrows the false-positive rate of the others; removing any one of them would meaningfully change what the tool measures.
The script goes further than a plain signal generator by translating each exhaustion event into a fully computed trade plan — an ATR-derived stop, a dynamically computed R (risk unit), and three R-multiple take-profit targets — visualized directly on the chart and exposed through a structured alert payload designed for automation.
🔬 Methodology and Concepts
• Illiquidity Stress Engine
The core of the script computes a proxy for market illiquidity on every bar: true range divided by volume (with a safe fallback when volume is zero or unavailable), then compressed with a natural-log transform to tame outliers. This raw illiquidity series is then standardized into a z-score using a rolling mean and standard deviation over the "Stats Lookback" period. A z-score above your chosen "Stress Threshold (σ)" marks the bar as being in a state of high stress — meaning price moved an unusually large amount for the volume that supported it, a hallmark of thin liquidity and potential exhaustion of the prevailing move.
• Trend Regime Filter
Direction is established by comparing price (optionally pre-smoothed by an adaptive filter, see below) against an EMA of configurable length. Price below the EMA defines a downtrend; price above defines an uptrend. Exhaustion signals are only valid when they occur against the backdrop of an established trend in the opposite direction — a seller exhaustion signal requires the prior bar to have closed in a downtrend on a red candle, while buyer exhaustion requires an uptrend and a green candle.
• Adaptive Price Filters (Optional)
Two optional smoothing methods can replace raw closing price throughout the trend calculation:
Kalman Filter: a lightweight recursive estimator that continuously balances trust between the incoming price and its own prior estimate, adapting its responsiveness based on a fixed process/measurement noise ratio derived from your chosen length.
LLAMA (Linear-Lag Adjusted Moving Average): a hybrid that takes a simple moving average and adjusts it by half the recent linear slope, aiming to reduce the lag inherent in plain moving averages.
These exist to give the trend filter a smoother, less noise-reactive input than raw closing price when desired.
• Regression Fair-Value Channel
On the most recent bar, the script performs a least-squares linear regression over a lookback window (either a fixed length, or a dynamic length measured from the most recent qualifying pivot, capped by "Max Lookback Cap") using hlc3 as the source. From this it derives the regression line itself, its standard deviation, and the Pearson correlation coefficient (R), which measures how well price actually fits a straight line over that window. Inner and outer channel bands are plotted at user-defined standard-deviation multiples above and below the regression line, giving a visual statistical envelope for the recent price trend.
• Correlation and ADX Filters
Two independent filters can suppress exhaustion signals when the broader trend lacks structural conviction:
Pearson R Filter: when the absolute value of the regression's correlation coefficient falls below your threshold, the trend is considered statistically weak/directionless, and the channel is recolored neutral to flag this — though note this filter affects only the visual channel coloring, not signal firing.
ADX Filter: when enabled, exhaustion signals are only permitted when ADX is at or above your threshold, filtering out exhaustion calls during periods of weak directional movement.
• Pivot Detection
Standard confirmed pivot highs and lows (requiring the specified number of bars on each side) are tracked internally to support the optional Dynamic Pivot Mode, which — when enabled — sizes the regression lookback to the distance since the most recent confirmed pivot rather than using a fixed length.
• ATR Trade Level Construction
When a qualifying exhaustion signal fires and is confirmed, the script computes a full trade plan: the entry is the closing price of the confirmed exhaustion bar, the stop-loss is placed one ATR-multiple away (your "ATR SL Multiplier" times ATR over "ATR Length"), and the resulting stop distance defines one Risk unit ("R"). Three take-profit levels are then placed at your chosen R-multiples (default 1R, 2R, 3R) from entry. This entire trade plan updates and redraws only when a new, unlocked exhaustion signal fires.
• Lock Signal
Enabling "Lock Signal" freezes the currently displayed trade plan on the chart, preventing new exhaustion events from overwriting the active levels — useful for manually tracking a single trade through to its conclusion without the visual being replaced mid-trade.
🎨 Visual Guide
● Exhaustion Labels
"SE" label below a bar (bullish color by default) marks a confirmed Seller Exhaustion event — sellers pushed price down under stress conditions, and the setup favors a potential upside reaction.
"BE" label above a bar (bearish color by default) marks a confirmed Buyer Exhaustion event — buyers pushed price up under stress conditions, and the setup favors a potential downside reaction.
● Regression Channel
The dashed center line is the linear regression fair-value line over the active lookback window.
The two dotted inner lines mark the "Inner Deviation" band (default 1.0σ).
The two solid outer lines mark the "Outer Deviation" band (default 2.0σ).
The shaded fill between the inner bands is colored by trend direction — bullish or bearish color when the trend is statistically valid, neutral gray when the Pearson R Filter flags the trend as too weak/uncorrelated to trust.
An optional floating "STATS" label above the current bar displays the regression length, Pearson R value, and current stress z-score (σ) numerically, when "Show Metrics Label" is enabled.
● Trade Level Lines
Plotted only after a qualifying exhaustion event, extending toward the current bar:
Red solid line and "✕ SL" label: the calculated stop-loss.
Blue dashed line and "▶ Entry" label: the entry price (signal bar's close).
Three teal dashed lines of increasing opacity/solidity, with "◆ TP1", "✦ TP2", "◆ TP3" labels: the three R-multiple take-profit targets.
A red-tinted fill between the stop and entry lines visualizes the risk zone.
A teal-tinted fill between the entry and TP3 lines visualizes the reward zone.
● Dashboard (Table)
A compact panel, positioned per your "Dashboard Position" setting, reporting in real time: Lock status, current Trend Regime (Bullish/Bearish), Seller Status and Buyer Status (Exhausted/Normal), a visual Channel Width bar-meter (color-graded green/amber/red by relative width), a visual Pearson R bar-meter (same color grading by correlation strength), and — when an exhaustion signal is currently active — the live Entry, Stop Loss, and TP1 price levels. ADX value and Adaptive Filter type are appended as additional rows only when those features are enabled in the inputs.
📖 How to Use
Watch for an "SE" (Seller Exhaustion) label — this suggests a downtrend that produced an unusually large price move for its volume, on a down candle, potentially signaling sellers are running out of conviction and a bounce could follow.
Watch for a "BE" (Buyer Exhaustion) label — the mirror case in an uptrend, potentially signaling an approaching pullback or reversal.
Use the dashboard's Pearson R and Channel Width meters as a quick sanity check on trend quality before acting on a signal — a low R reading (channel shown in neutral gray) suggests the recent price action lacks a clean directional structure.
If ADX filtering is enabled, only signals occurring during sufficiently strong directional movement (per your threshold) will fire, which can help avoid exhaustion calls inside choppy, low-ADX conditions.
Once a signal fires, the plotted SL/Entry/TP1-3 lines and the dashboard's live level readout offer a pre-built framework for position sizing and target-setting — always cross-check these levels against your own risk tolerance before acting on them.
Enable "Lock Signal" if you want to study a single active trade plan without it being replaced by a new signal appearing on a later bar.
All signals, dashboard values, and trade levels are calculated strictly on confirmed, closed bar data — nothing on this chart is repainted or recalculated retroactively into the past.
⚙️ Inputs and Settings
● Core Settings
Trend Length: EMA period used for the directional trend filter. Longer values smooth out the trend classification; shorter values make it more reactive.
Stats Lookback: rolling window for the illiquidity mean/standard deviation used to compute the stress z-score.
Stress Threshold (σ): the z-score level that must be exceeded for a bar to be classified as "high stress." Raising this makes exhaustion signals rarer but more extreme.
Dynamic Pivot Mode: when enabled, the regression channel's lookback length is derived from the distance to the most recent confirmed pivot instead of a fixed value.
Fixed Length: the regression lookback used when Dynamic Pivot Mode is off.
Pivot Left / Pivot Right: bars required on each side to confirm a swing high/low for Dynamic Pivot Mode.
Max Lookback Cap: hard ceiling on the regression window length, regardless of pivot distance, to control computation and keep the channel visually relevant.
Inner/Outer Deviation: standard-deviation multiples defining the two channel bands around the regression line.
● Filters
Filter Weak Correlations / Pearson R Threshold: controls the channel's neutral-color flagging when regression fit quality is below this threshold.
Use ADX Filter / ADX Threshold / ADX Length: optional directional-strength gate that must be satisfied for exhaustion signals to fire.
Adaptive Filter (None / Kalman Filter / LLAMA) and its Length: optional pre-smoothing applied to price before the trend/EMA calculation.
● Trade Tools
Lock Signal: freezes the current trade plan against being overwritten by new signals.
ATR SL Multiplier / ATR Length: controls stop-loss distance as a multiple of ATR.
TP1/TP2/TP3 (R Multiple): sets each take-profit target as a multiple of the initial risk (R).
● Visuals
Show Metrics Label: toggles the floating STATS label showing regression length, R, and z-score.
High/Low Volatility Width %: reference thresholds used to color-grade the dashboard's Channel Width meter.
Line Extension: controls whether regression channel lines extend left, right, both, or not at all.
● Dashboard
Dashboard Position: places the summary table in any of the four chart corners.
● Alerts
Six customizable action-tag fields (Seller/Buyer Exhaustion, TP1/TP2/TP3 Hit, SL Hit) let you rename the "action" field inside each alert's JSON payload to match your own automation or webhook naming scheme.
● Colors
Full palette control over bullish/bearish/neutral coloring, text and background colors, dashboard styling, and all trade-level line/fill colors.
🔍 Deconstruction of the Underlying Scientific and Academic Framework
● Illiquidity as a Price-Impact Proxy
The stress engine's core calculation — true range divided by volume — is a simplified, bar-by-bar adaptation of the price-impact style illiquidity measures used in market microstructure research, most notably the Amihud illiquidity ratio, which relates absolute returns to trading volume as a proxy for how much a given amount of volume "costs" in terms of price movement. The underlying academic intuition is that in illiquid or stressed conditions, smaller volumes produce disproportionately larger price swings; the log transform compresses the resulting distribution to reduce the influence of extreme outlier bars before standardization.
● Z-Score Standardization and Statistical Anomaly Detection
Converting the raw illiquidity reading into a z-score against its own rolling mean and standard deviation is a direct application of statistical process control / anomaly-detection theory: rather than using a fixed, market-agnostic threshold, the script defines "abnormal" relative to each instrument's and timeframe's own recent behavior. This adaptive standardization is a common approach in quantitative finance for regime and outlier detection, since raw price-impact values are not comparable across instruments, timeframes, or volatility regimes without normalization.
● Ordinary Least Squares Regression and Goodness-of-Fit
The fair-value channel is constructed using closed-form ordinary least-squares (OLS) regression formulas computed directly from the summary statistics of the price series (sums of x, y, x², xy, y²) rather than an iterative solver — a standard, numerically efficient approach for simple linear regression. The accompanying Pearson correlation coefficient is the classical goodness-of-fit statistic for this regression: it quantifies how well a straight line explains the price action over the lookback window, providing a principled, quantitative basis (rather than visual judgment) for deciding whether "trend" is a statistically meaningful description of recent price behavior.
● Recursive State Estimation (Kalman Filtering)
The optional Kalman Filter smoothing option is a simplified, single-dimension implementation of the classical Kalman filter from control theory and signal processing — a recursive Bayesian estimator that maintains a running estimate of a system's true state (here, price) and continuously updates it by weighting new observations against the model's own uncertainty. This provides a theoretically grounded alternative to fixed-window moving averages for noise reduction.
● Trend-Following Directional Strength (ADX/DMI)
The optional ADX filter draws on Welles Wilder's Directional Movement System, a long-established technical framework for separating trend strength from trend direction. Using it as a gate rather than a signal generator reflects its intended academic role: ADX does not indicate direction, only the strength of whatever directional move is present, making it a natural confluence filter for suppressing signals during structurally weak, low-conviction price action.
⚠️ Disclaimer
All provided scripts and indicators are strictly for educational exploration and must not be interpreted as financial advice or a recommendation to execute trades. We expressly disclaim all liability for any financial losses or damages that may result, directly or indirectly, from the reliance on or application of these tools. Market participation carries inherent risk where past performance never guarantees future returns, leaving all investment decisions and due diligence solely at your own discretion.
Indicator
EMA 25/68 BIST30 Futures# EMA 25/68 BIST30 Futures
I developed this strategy to test a straightforward and easy-to-understand moving average system on the 15-minute chart of the BIST30 futures contract.
The system monitors crossovers between EMA 25 and EMA 68. A crossover alone is not sufficient to open a position. For a long setup, the highest price of the crossover candle is recorded. For a short setup, the lowest price of the crossover candle is recorded. The signal is confirmed only if price breaks this level within the following four bars. If confirmation does not occur within four bars, the setup is cancelled.
EMA 160 is used solely as a directional filter. Long positions are opened above EMA 160, while short positions are opened below EMA 160. The purpose of this filter is to avoid taking short- and medium-term moving average crossovers against the broader market trend.
If a position has not been stopped out before the end of the session, it is closed at the close of the 17:45 bar, which corresponds to the 18:00 session price. A new position, including one in the opposite direction, cannot be opened on the same bar in which an existing position is closed.
The strategy has been designed so that different parameter settings can be tested for educational and research purposes. Users can change the EMA lengths, the number of confirmation bars, the directional filter and the trailing stop percentage to examine how these variables affect the number of trades, win rate, profit factor and maximum drawdown.
When evaluating parameter changes, users should not focus solely on the highest net profit. It is also important to examine whether neighbouring parameter values produce similar results and whether performance remains consistent across different market periods.
The code avoids calculation methods that could introduce look-ahead bias. The entire entry bar is not treated as price movement that occurred after the position was opened. The trailing stop is calculated using data from a completed bar and becomes active no earlier than the following bar.
Commission and tax on commission are displayed as separate settings. By default, the strategy assumes a commission rate of 0.020% per order leg and a 5% tax applied to the commission. Together, these produce an effective cost of 0.021% per order leg.
If the commission or tax settings are changed, the effective cost per order leg displayed in the table at the top-right corner of the chart must also be entered under Strategy Settings → Properties → Commission.
The strategy was developed for the XU030D1! symbol on a 15-minute chart. Similar results should not be expected on different markets or timeframes. The data source, continuous contract settings, commission, slippage and Bar Magnifier preferences may all affect backtest results.
This strategy is shared for educational and research purposes only. Past performance does not guarantee similar results in the future and should not be used as the sole basis for making investment decisions.
EMA 25/68 BİST30 VADELİ
Bu stratejiyi BIST30 vadeli kontratın 15 dakikalık grafiğinde, mümkün olduğunca sade ve anlaşılır bir hareketli ortalama sistemi denemek için hazırladım.
Sistem EMA 25 ile EMA 68’in kesişmesini takip ediyor. Kesişim tek başına işlem açmak için yeterli değil. Long tarafta cross mumunun en yüksek, short tarafta ise en düşük fiyatı kaydediliyor. Fiyatın bu seviyeyi sonraki dört bar içinde geçmesi halinde sinyal teyit edilmiş sayılıyor. Dört bar içinde teyit gelmezse aday iptal ediliyor.
EMA 160 yalnızca yön filtresi olarak kullanılıyor. Long işlemler EMA 160’ın üzerinde, short işlemler EMA 160’ın altında açılıyor. Amaç, kısa ve orta vadeli ortalama kesişimlerini daha geniş trendin tersine kullanmamak.
Pozisyon seans sonuna kadar stop olmadıysa 17:45 barının kapanışında, yani 18:00 seans fiyatında kapatılır. Pozisyonun kapandığı bar içinde ters yönde yeni pozisyon açılmaz.
Strateji, eğitim ve araştırma amacıyla farklı parametrelerin sonuçlar üzerindeki etkisini incelemeye uygun olacak şekilde ayarlanabilir hazırlanmıştır. EMA uzunlukları, teyit barı sayısı, yön filtresi ve trailing stop oranı değiştirilerek işlem sayısı, kazanma oranı, kâr faktörü ve maksimum düşüş gibi ölçümlerin nasıl değiştiği karşılaştırılabilir. Parametreler değerlendirilirken yalnızca en yüksek net kâra odaklanmak yerine, komşu değerlerde de benzer sonuçların oluşup oluşmadığı ve farklı dönemlerde performansın korunup korunmadığı ayrıca incelenmelidir.
Kodda geleceği görmeye yol açabilecek hesaplama seçenekleri kullanılmadı. Giriş barının tamamı, pozisyon açıldıktan sonra oluşmuş bir fiyat hareketi gibi kabul edilmez. Trail seviyesi tamamlanan barın verileriyle hesaplanır ve en erken sonraki barda çalışır.
Komisyon ve komisyon vergisi ayarlarda ayrı ayrı gösterilir. Varsayılan olarak bacak başına yüzde 0,020 komisyon ve komisyon üzerinden yüzde 5 vergi kabul edilmiştir. Bu ikisinin efektif bacak maliyeti yüzde 0,021’dir. PulseWire’in yerleşik komisyon alanı Pine kodunda dinamik bir inputa bağlanamadığı için bu değer değiştirildiğinde, Strateji Ayarları > Özellikler bölümündeki komisyon oranının da tabloda gösterilen efektif oranla aynı yapılması gerekir.
Strateji XU030D1! üzerinde 15 dakikalık grafik için hazırlanmıştır. Farklı piyasalarda veya zaman aralıklarında aynı sonucu vermesi beklenmemelidir. Bar Magnifier kullanımı, veri kaynağı, sürekli vade ayarları, komisyon ve kayma tercihleri backtest sonuçlarını değiştirebilir.
Bu çalışma eğitim ve araştırma amacıyla paylaşılmıştır. Geçmiş performans gelecekte aynı sonucun alınacağını göstermez ve tek başına yatırım kararı için kullanılmamalıdır.
Strategy
Volume Regression Channel [BOSWaves]Volume Regression Channel - Regression-Anchored Volume Flow Visualization with Inward Pressure Bars, Edge Flares, and Cumulative End Profile
Overview
Volume Regression Channel is a regression-anchored volume flow analysis system that fits a polynomial or linear curve to recent price history and maps buy and sell volume pressure inward from the channel boundaries toward the centerline on every bar, where bar height, coloring, edge flare intensity, and end profile distribution are all driven by actual volume participation and close-position-derived directional weighting rather than fixed histogram positions or arbitrary price levels.
Instead of displaying volume as a separate panel histogram detached from price context, this system integrates volume directly into the regression channel structure. Each bar's volume is split into buy and sell components based on where close sat within the bar's range, and those components are rendered as inward-pointing bars anchored to the upper and lower channel edges, with bar height proportional to normalized volume and coloring distinguishing above-average from below-average participation. The result is a channel where the volume activity on every bar is visible in spatial relationship to the channel boundaries that define the structural context.
This creates a complete price and volume framework within a single overlay. The regression curve defines the trend's expected path. The gradient channel fills communicate the statistical distance from the centerline. The inward volume bars reveal participation intensity and directional split at each bar. The flow-colored centerline segments expose directional pressure evolution across the window. Edge flares highlight exceptional volume events occurring near the channel boundaries. Bound diamond markers identify the first bar of each new boundary touch. And the cumulative end profile extending from the current bar provides a full buy-sell volume distribution summary across the channel's price range for the entire regression window.
Price is therefore evaluated not just for its position within the regression channel but for the volume participation and directional flow composition supporting its location at every bar across the full lookback window.
Conceptual Framework
Volume Regression Channel is founded on the principle that a regression channel becomes significantly more analytically powerful when volume participation is integrated directly into its structure rather than displayed separately, allowing the trader to simultaneously assess where price sits relative to the statistical trend expectation and how much and what type of volume supported each bar's position within that channel.
Standard regression channel tools provide structural price context through the curve and its standard deviation bounds but offer no volume intelligence, leaving traders to consult a separate panel to understand participation dynamics. This framework eliminates that separation by embedding volume directly into the channel geometry, with inward bars, edge flares, centerline flow coloring, and the end profile all deriving from the same volume and price data that defines the channel itself.
Three core principles guide the design:
Volume should be displayed in direct spatial relationship to the channel structure it relates to, with inward bars anchored to the boundaries and sized proportionally to participation intensity so that high-volume bars are immediately identifiable within their structural context.
Buy and sell volume should be separated using close position within the bar range, rendering the directional split of each bar's participation as distinct inward segments that reveal whether volume at each price location was predominantly absorbed by buyers or sellers.
A cumulative end profile should summarize the full window's volume distribution at the current channel position, providing a reference for where participation has been most concentrated across the regression window without requiring a separate profile indicator.
This shifts regression channel analysis from structural price context alone into an integrated price-volume framework where participation intensity, directional flow composition, and cumulative distribution are all visible within the channel geometry itself.
Theoretical Foundation
The indicator combines matrix ordinary least squares regression fitting to HL2 price data, standard deviation channel construction, close-position buy-sell volume splitting, volume SMA normalization for significance classification, three-layer gradient polyline fill construction, inward volume bar rendering with dynamic width scaling, flow-weighted centerline segment coloring, edge flare detection combining volume and boundary proximity conditions, and an overlap-weighted cumulative buy-sell profile with smoothing applied across the channel rows.
The regression is computed using the same OLS matrix approach as conventional polynomial regression, producing a prediction array covering all bars in the lookback window for both linear and quadratic modes. The channel width is scaled by the rolling standard deviation of HL2, ensuring channel boundaries adapt to the instrument's actual price variability. Volume splitting uses close position within the high-low range as the proxy for directional commitment, with bars closing near the high allocating more volume to buying and bars closing near the low allocating more to selling. The end profile smooths each row's accumulated buy and sell volume with a three-point weighted average before normalizing and rendering.
Four internal systems operate in tandem:
Regression Channel Engine : Computes OLS curve fitting in linear or polynomial mode, derives the standard deviation channel width, and constructs all polyline geometry for the gradient fills, glow boundary lines, and centerline using chart.point arrays that follow the regression curve.
Inward Volume Bar System : For each bar in the recent display window, normalizes volume against the window maximum, splits the normalized height into buy and sell components by close position, and renders inward lines from the channel edges with dynamic width scaling and above-average volume coloring.
Edge Flare and Bound Marker System : Monitors each recent bar for the combination of above-threshold volume and boundary zone proximity, rendering bright glowing line segments on the channel edge when qualifying conditions are met, and places diamond markers at the first bar of each new boundary touch.
Centerline Flow and End Profile Engine : Divides the centerline into sixty flow segments and computes volume-weighted directional bias for each, coloring segments by flow direction and strength. Simultaneously accumulates overlap-weighted buy and sell volume into channel rows across the full window, smooths the distribution, and renders horizontal profile bars extending from the current bar edge.
This design ensures volume participation is embedded into every layer of the channel visualization while the end profile provides a complete cumulative distribution summary that updates with each new bar.
How It Works
Volume Regression Channel evaluates price through a sequence of regression-aware and volume-integrated processes:
Regression Curve Fitting : On the last bar, the OLS matrix computation produces a prediction array covering all bars in the configured lookback window using either a linear or polynomial fit to HL2, providing the baseline curve that all channel geometry and volume positioning follows.
Channel Width Calculation : The standard deviation of HL2 over the regression window multiplied by the SD multiplier defines the channel half-width, establishing the upper and lower boundary distances from the curve at each bar position.
Gradient Fill Construction : Three polyline polygon regions are constructed for each of the upper and lower channel halves at proportional fractions of the standard deviation width, filled with progressively increasing opacity from inner to outer to produce a smooth visual gradient across the channel depth.
Boundary Glow Rendering : Triple polylines at the upper and lower channel boundaries create a glow effect using wide low-opacity outer lines and a narrow full-opacity core line, providing visually prominent boundary markers that follow the regression curve.
Volume Normalization and Splitting : For each bar in the volume display window, raw volume is normalized against the window maximum to produce a proportional height score. Close position within the high-low range splits this height into buy and sell components, with the buy portion anchored to the lower boundary and the sell portion anchored to the upper boundary pointing inward.
Inward Bar Rendering : Buy and sell component heights are rendered as inward-pointing lines from the respective channel edges with dynamic width scaling based on relative volume and opacity intensifying for above-average participation bars.
Edge Flare Detection : Each recent bar is tested for the combination of volume exceeding the flare multiplier threshold and price high or low reaching within the configured edge zone percentage of the channel boundary. Qualifying bars receive bright dual-layer line segments on the boundary edge with width scaling by relative volume strength.
Bound Diamond Placement : Each bar is tested for initial channel boundary contact, with a diamond marker placed at the first bar of each new upper or lower boundary touch to mark where price newly reached the statistical extremes.
Centerline Flow Coloring : The centerline is divided into sixty equal segments and each segment's volume-weighted close position bias is computed across its constituent bars. Segments are colored green, red, or neutral based on the directional flow value and intensity with line width scaling to strength.
End Profile Construction : All bars in the regression window contribute their volume to the profile rows based on price overlap between the bar range and each row boundary, with the contribution split into buy and sell portions by close position. The accumulated distribution is smoothed and normalized before rendering as horizontal buy and sell bars extending from the current bar.
Together, these elements form a continuously updating integrated price-volume framework where the regression structure, volume participation, flow direction, and cumulative distribution are all rendered within the same channel geometry on each bar update.
Interpretation
Volume Regression Channel should be interpreted as a regression-anchored structural framework with embedded volume participation intelligence at every level:
Regression Curve : The fitted centerline represents the trend's statistical best-fit path through the lookback window, with the flow-colored segments revealing whether volume-weighted directional bias above or below the curve was predominantly bullish or bearish across each portion of the window.
Channel Boundaries : The upper boundary with its red glow represents the upper standard deviation limit where price is statistically extended above the regression expectation. The lower boundary with its green glow represents the lower limit where price is statistically extended below.
Gradient Fill Depth : The three-layer gradient within each channel half provides visual depth cues, with the innermost near-transparent fill representing mild deviation and the outermost fully opaque fill representing maximum channel boundary proximity.
Inward Buy Bars (Green) : Lines extending upward from the lower channel boundary reflect the buy-attributed volume portion of each bar. Taller bars indicate greater buying participation. Brighter coloring indicates above-average total volume on that bar.
Inward Sell Bars (Red) : Lines extending downward from the upper channel boundary reflect the sell-attributed volume portion of each bar. Taller bars indicate greater selling participation. Brighter coloring indicates above-average total volume.
Neutral Volume Bars (Gray) : Below-average volume bars render in neutral gray regardless of direction, identifying periods of low participation where the directional split carries reduced analytical significance.
Edge Flares : Bright glowing line segments on the channel boundary mark bars where significant volume occurred close to the boundary edge, identifying high-participation boundary interaction events that frequently precede reversals or continuations from the statistical extremes.
Bound Diamonds : Small colored diamonds at boundary touch initiation bars mark where price first reached the channel edge after a period of interior activity, identifying the onset of boundary interaction sequences.
End Profile : The horizontal bar chart extending from the right edge shows the cumulative volume distribution across the channel's price range for the full regression window, with green segments showing buy-attributed volume and red segments showing sell-attributed volume at each price row. The longest bars identify the price levels with the greatest total participation concentration.
Colored Candles : Optional candle coloring reflects whether price is above or below the regression centerline, providing a continuous directional bias reference directly on the price chart.
Boundary proximity, inward bar height and direction, edge flare frequency, centerline flow coloring, and end profile distribution collectively provide more analytical depth than any element in isolation.
Signal Logic & Visual Cues
Volume Regression Channel does not generate discrete buy or sell signals but provides continuous structural and volume participation reference through several interaction cues:
Edge Flare Events : High-volume boundary proximity bars highlighted by bright edge flares identify exceptional participation at the statistical extremes, marking the bars most likely to precede structural reactions from channel boundaries.
Bound Diamond Initiation : Diamond markers at the first bar of new boundary touches identify where price has newly entered channel extreme territory, providing early warning of boundary interaction sequences before their outcome is determined.
Centerline flow segment coloring provides ongoing directional pressure context across the full window, with color and width encoding whether the volume-weighted bias at each point in the regression history was bullish, bearish, or neutral.
Strategy Integration
Volume Regression Channel fits within regression-informed structural and volume-participation-based analytical approaches:
Boundary Interaction Trading : Use channel boundary touches combined with edge flare presence as elevated-significance interaction events. High-volume flares at the boundary suggest meaningful participation at the statistical extreme that frequently precedes a reaction back toward the centerline or a volume-supported continuation beyond it.
End Profile Acceptance Reading : Use the end profile distribution to identify the price rows with the greatest cumulative participation concentration. Price returning to high-volume profile rows encounters levels where the greatest historical participation occurred within the regression window, making them structurally significant references for support, resistance, or reversion.
Inward Bar Volume Divergence : Monitor situations where price is approaching a boundary but inward bar height from the opposing direction is increasing, indicating growing participation against the directional move and potentially signaling that the boundary interaction will result in rejection rather than continuation.
Centerline Flow Direction : Use centerline flow coloring as a mid-channel directional bias indicator. Sustained green flow segments suggest dominant buying pressure within the regression window. Sustained red segments suggest dominant selling. Neutral gray segments indicate a contested equilibrium without clear directional participation weight.
Regression Mode Selection : Use Polynomial mode for markets with visible curvature in their trend structure where the quadratic bend produces a more accurate fit. Use Linear mode for markets trending in a straight consistent direction where the polynomial's additional degree of freedom would overfit noise.
Profile Distribution Skew Analysis : Compare the buy and sell distribution balance in the end profile to assess whether the window's participation was predominantly concentrated above or below the centerline, providing a volume-based directional bias reading that complements the price-based trend assessment.
Technical Implementation Details
Regression Engine : Matrix OLS with design matrix construction, normal equation formation, matrix inversion, and prediction array application for linear or polynomial curve fitting to HL2
Channel Construction : Standard deviation-scaled channel width with three-layer gradient polyline fills and triple-line glow boundaries following the regression curve
Inward Volume System : Window-maximum normalization with close-position buy-sell splitting, dynamic width scaling by relative volume, and above-average volume color intensification
Edge Flare System : Volume multiplier threshold combined with boundary zone percentage proximity testing with dual-layer glow line rendering and width scaling by relative volume
Centerline Flow : Sixty-segment volume-weighted close-position bias computation with directional color and width encoding
End Profile : Overlap-weighted row accumulation across the full regression window with three-point smoothing, normalization, and horizontal buy-sell bar rendering with curved outline polyline
Performance Profile : All rendering triggered on last bar with full object cleanup and rebuild each cycle, configurable regression length capped at 490 bars for object management
Optimal Application Parameters
Timeframe Guidance:
1 - 5 min : Intraday regression flow tracking with shorter length and tighter SD multiplier for fast-adapting channel that captures intraday trend structure with responsive volume distribution
15 - 60 min : Session-level structural volume analysis with balanced regression length and moderate SD multiplier for meaningful channel geometry across typical session directional moves
4H - Daily : Swing-level regression channel profiling with longer lookback and polynomial mode for a curve-following channel spanning multi-session trend structures
Suggested Baseline Configuration:
Regression Length : 236
SD Multiplier : 1.75
Mode : Polynomial
Volume SMA : 15
Bar Height (ATR×) : 2.1
Show Edge Flares : Enabled
Show Bound Diamonds : Enabled
Show Centerline : Enabled
Show End Profile : Enabled
Color Candles : Enabled (requires disabling original chart candles in chart settings)
These suggested parameters should be used as a baseline; their effectiveness depends on the instrument's volatility characteristics, volume behavior, and preferred channel sensitivity, so fine-tuning is expected for optimal performance.
Parameter Calibration Notes
Use the following adjustments to refine behavior without altering the core logic:
Channel too wide or narrow : Adjust SD Multiplier to expand or contract the channel width relative to the instrument's typical deviation from the regression curve, calibrating boundary distance to realistic price excursion ranges.
Curve fits too loosely to recent price : Decrease Regression Length to shorten the lookback window, producing a tighter curve that adapts more quickly to recent structural changes. Switch to Polynomial mode if visible trend curvature is present.
Inward bars too tall or short : Adjust Bar Height (ATR×) to scale the maximum inward bar height, making volume bars more prominent during high-participation sessions or more subtle on instruments with lower volume variance.
Too many or too few edge flares : Increase Flare Volume Multiplier to restrict flares to only exceptional volume events, or adjust Flare Edge Zone % to control how close to the boundary price must be before a flare qualifies.
End profile too wide or compact : Adjust Profile Width to control the maximum horizontal extent of the end profile bars, calibrating the profile size to the available chart space at the current zoom level.
Profile rows too coarse or granular : Adjust Profile Rows to increase or decrease vertical resolution, with higher values providing finer detail across the channel's price range and lower values producing broader, more readable rows.
Too many bound diamonds cluttering the chart : The diamond system marks only first-bar boundary touches. On instruments with frequent boundary contact the marker density may be high. Disable Show Bound Diamonds and rely on edge flares alone for boundary interaction identification.
Adjustments should be incremental and evaluated across multiple session types rather than isolated market conditions.
Performance Characteristics
High Effectiveness:
Trending markets where the regression curve provides an accurate fit to the directional price path and the channel boundaries represent meaningful statistical extremes with genuine participation significance
Liquid instruments with consistent volume where the buy-sell splitting produces reliable directional participation readings and the end profile accumulates a statistically meaningful distribution across the regression window
Boundary interaction strategies where edge flares and bound diamond markers identify high-participation channel extreme events that frequently precede structural reactions
Distribution analysis workflows where the end profile provides a regression-relative volume profile summary that replaces or complements standalone volume profile indicators
Reduced Effectiveness:
Choppy, directionless markets where the regression curve has no clear shape and channel boundaries are penetrated frequently without the sustained trend structure required for meaningful boundary interaction analysis
Low-liquidity instruments where thin volume produces unreliable buy-sell splits and end profile distributions that reflect random participation patterns rather than genuine directional flow
Markets with frequent gaps where the HL2 series used for regression produces curves distorted by discontinuous price events that shift the channel relative to actual price structure
Very short regression windows where insufficient bars per channel row produce end profiles dominated by noise rather than statistically meaningful participation concentration
Consolidation environments where price oscillates near the regression centerline without reaching channel boundaries, reducing the analytical value of edge flares and bound diamonds while producing uniformly short inward bars
Integration Guidelines
Confluence : Combine with BOSWaves momentum tools, order block analysis, or structural indicators to validate channel boundary interactions and edge flare events with broader analytical context
End Profile Reference : Use the end profile distribution as a volume-based reference layer for price levels visited by price within the regression window. High-volume rows in the profile identify price levels with the greatest historical participation concentration, making them structurally significant references for future interaction.
Inward Bar Divergence Monitoring : Monitor inward bar height on opposing sides as price approaches boundaries. Growing opposing-side bars during boundary approach suggest increasing counter-directional participation that may oppose the boundary continuation.
Regression Mode Consistency : Maintain a consistent regression mode when using the channel as an ongoing structural reference. Switching between Linear and Polynomial shifts the curve and redistributes the channel geometry, making successive comparisons of profile distribution and boundary levels unreliable.
Centerline Cross Awareness : Treat price crossing the regression centerline as a potential flow transition event. Combined with a centerline flow segment color change from one direction to the other, centerline crossings with above-average volume suggest genuine directional repositioning within the channel structure.
Disclaimer
Volume Regression Channel is a professional-grade regression-anchored volume flow analysis tool. It uses OLS curve fitting with close-position volume splitting and cumulative profile construction but does not predict future price movements. Results depend on market conditions, instrument volume characteristics, parameter selection, and disciplined execution. BOSWaves recommends deploying this indicator within a broader analytical framework that incorporates momentum context, order flow analysis, and comprehensive risk management.
Indicator
Market Internals Status: TICK / ADD / VOLDThis indicator displays a real-time status table for three classic NYSE/Nasdaq
market-breadth internals: USI:TICK , USI:ADD (advance/decline issues, Nasdaq variant
by default) and USI:VOLD (up/down volume difference). It is designed for index
futures and index CFD traders (ES, MES, SPX, NQ, etc.) who use market
internals to confirm directional bias before entering a trade.
METHODOLOGY
Each internal is classified using a fixed absolute-level threshold you control
from the settings: a reading above the "bullish" threshold is tagged BULLISH,
below the "bearish" threshold is tagged BEARISH, and anything in between is
NEUTRAL. This is a simple level-based read, not a moving average, oscillator,
or percentile rank — the goal is to mirror how discretionary traders read raw
internals on a dedicated internals chart, but with an objective, repeatable
rule instead of a visual guess.
A CONSENSUS row aggregates the three readings: it shows "aligned bullish" or
"aligned bearish" only when at least two of the three internals agree in the
same direction past their threshold; otherwise it shows "mixed/flat",
flagging a session where internals do not confirm a clean directional bias.
DATA VALIDATION
Market-internal data feeds occasionally emit corrupted or placeholder values
when the underlying index has no valid tick (e.g., outside NYSE/Nasdaq
cash-session hours). The script validates every reading against a
configurable sanity ceiling per internal. A reading outside that realistic
range is treated as invalid and shown as N/A instead of being misclassified
as bullish or bearish, and it is excluded from the consensus calculation.
SESSION AWARENESS
USI:TICK , USI:ADD and USI:VOLD are breadth measures of the NYSE/Nasdaq cash equity
market and therefore only update during the 09:30–16:00 America/New_York
session. A SESSION row tells you at a glance whether the reading is live or
frozen from the prior session close — important context if you trade an
instrument (like index futures) that keeps trading outside cash-market hours.
HOW TO USE IT
Add the indicator to any chart — it does not need to be an internals chart
itself, it fetches its own data via request.security(). Open the settings to:
(1) pick the exact ticker for each internal your data plan provides, since
exchange-composite symbol naming can vary; (2) set your own bullish/bearish
thresholds; (3) adjust the sanity ceilings if you trade an internal with an
unusually wide typical range. Use the resulting table as a breadth
confirmation filter alongside your own price/volume-based setup — it is not
a standalone entry signal.
Indicator
Forex Liquidity Map [invincible3]b]Forex Liquidity Glow Map
The Forex Liquidity Glow Map is a visual currency-rotation dashboard designed to estimate where relative strength and trading activity are moving across the major Forex market.
The indicator analyzes all 28 unique currency pairs formed from:
USD, EUR, GBP, JPY, CHF, CAD, AUD, and NZD
Instead of evaluating one pair in isolation, it combines information from every relationship connected to each currency. This produces an aggregated flow score for all eight currencies and helps identify the strongest and weakest areas of the Forex market.
Calculation Model
Each Forex pair is evaluated using:
• ATR-normalized price momentum
• Relative tick-volume activity
• Fast-versus-slow trend structure
• Volatility expansion
• Directional breadth
• Score smoothing
• Flow acceleration
A positive pair score strengthens the base currency and weakens the quote currency. A negative pair score strengthens the quote currency and weakens the base currency.
Each currency’s final score is calculated from its seven connected pair relationships.
Because spot Forex is decentralized, the indicator uses PulseWire broker-feed tick volume as an activity proxy. It does not represent centralized institutional order flow.
Forex Liquidity Map
The circular map displays the eight major currencies as nodes.
• Node value: Aggregated currency-flow score
• Node size: Average relative activity across connected pairs
• River direction: Weaker currency toward stronger currency
• River width: Estimated strength of liquidity rotation
• River color: Leading currency in that relationship
• Arrow: Direction of relative capital rotation
A positive score indicates relative strength or estimated inflow. A negative score indicates relative weakness or estimated outflow.
Water Flow Matrix
The scatter matrix shows each currency according to:
• Horizontal position: Current flow score
• Vertical position: Flow acceleration
• Bubble size: Relative pair activity
• Bubble color: Currency identity
The four matrix conditions are:
• Accelerating inflow: Positive flow with positive acceleration
• Weakening inflow: Positive flow with negative acceleration
• Accelerating outflow: Negative flow with negative acceleration
• Weakening outflow: Negative flow with positive acceleration
This helps distinguish a currency that is merely strong from one whose strength is actively increasing.
Dashboard and Pair Ranking
The dashboard includes:
• Currency strength ranking
• Current flow score
• Relative tick activity
• Momentum condition
• Inflow, outflow, or balanced status
• Ranked breakdown of all 28 Forex pairs
• Strongest and weakest currencies
• Best relative-strength pair
• Market confirmation percentage
• Current Forex-rotation regime
For example, when GBP is the strongest currency and AUD is the weakest, the dashboard may identify GBPAUD as the primary relative-strength opportunity.
Update Modes
Confirmed bars only uses completed calculation-timeframe candles. The rivers, matrix, rankings, and signals remain fixed while the current candle is forming.
Live uses the active candle and updates as price and tick volume change. This provides faster information but may change before candle close.
Confirmed mode is recommended for stable analysis and alerts. Live mode is intended for intrabar monitoring.
Display Features
• Responsive bar-index geometry
• Stable layout across intraday and higher timeframes
• Dark and Bright theme presets
• Fully opaque dashboard cells
• High-contrast currency colors
• Adjustable map and matrix dimensions
• Adjustable river threshold
• Optional arrows, glow, tooltips, tables, and signals
• Configurable PulseWire Forex-feed prefix
Interpretation
The indicator is most useful for:
• Finding strongest-versus-weakest currency combinations
• Confirming directional pair setups
• Monitoring broad Forex rotation
• Detecting strengthening or weakening flows
• Avoiding pairs where both currencies have similar strength
• Comparing pair-level movement with broader currency-level confirmation
The output should be used as a market-structure and relative-strength tool , not as a standalone entry system.
Execution decisions should also consider price structure, volatility, liquidity conditions, risk management, and scheduled economic events.
Indicator
Compression Breakout & Follow-Through Scoring [SlatinaTrades]🌀 Compression Breakout & Follow-Through Scoring — grades the coil, then checks its own homework.
Most squeeze/compression tools flag a tight range and stop there. This one also tracks what happens after the break — and separates completed setups by quartile to show whether the coil's tightness or the breakout candle's quality actually predicted the outcome, instead of assuming either one does.
THE MECHANICS
🧊 Compression detection — three conditions have to hold together: box range ≤ a multiple of base-ATR (C1), Bollinger Band width inside a squeeze percentile (C2), and a minimum dwell in confirmed bars (C3). All three gate the coil; none of them alone is enough.
🔒 State machine — COILING → PRIMED → BREAKOUT (up/down) → HELD or FAILED, with EXPIRED for coils that age out unbroken. The box freezes on arm (tighten-only re-lock while PRIMED — it can tighten further, never widen), so what you see is a committed level, not a moving target.
📊 Tightness score (0–100) — weighted blend of C1 margin, C2 depth, and dwell length. Grades how genuine the compression is, not just whether it cleared a threshold.
🎯 Break-quality score (0–100) — weighted blend of close location, body ratio, range expansion vs ATR14, and where volatility sits inside a regime band (mid-band scores highest; dead or chaotic extremes score low).
📈 Follow-through score (0–100) — tracks maximum favorable excursion beyond the broken edge over a fixed window, capped at a set ATR multiple. A break that reclaims the level before the window closes is scored FAILED instead.
SEPARATION HARNESS — the honesty check
A stats table bins every completed setup (HELD or FAILED) into quartiles two ways: by tightness score and by break-quality score. Each quartile reports mean follow-through in ATR units and reclaim rate. If a score's Q4 looks like its Q1, that score isn't doing the work it claims to — the table shows you that plainly instead of asking you to trust a single headline number.
NON-REPAINT
Every state transition and every follow-through update runs on barstate.isconfirmed. The box freezes the moment a coil arms. The optional HTF alignment read uses a closed-bar offset (lookahead_on + gaps_off on ) and is a flag only — it never gates the state machine.
WHAT IT IS NOT
Not a strategy. No entries, no stops, no targets, no risk sizing anywhere in this script. Bidirectional context only — it tells you a coil compressed and how the break resolved, not what to do about it. Settings are starting points, not recommendations; tune box length, dwell, and weights to what you're trading and validate before risking anything on it.
ALERTS
New Coil Primed · Bull Breakout · Bear Breakout · Follow-Through Confirmed · Reclaim. All gated to confirmed bars, all carry numeric state/score payloads for automation.
Still useful after it's been on your chart a while — every read maps to a concrete decision about whether this coil is worth watching.
Indicator
