Indicator
TDVW Momentum Levels v2TDVW Momentum Levels v2 — Volume & Trend-Confirmed Trading Zones
A precision toolkit for momentum and scalping traders that filters out noise before it reaches your chart.
📊 WHAT IT SHOWS
✅ EMA Ribbon (9/21/50/100/200) — instant trend read at a glance
✅ VWAP — the institutional benchmark line
✅ Supply & Demand Zones — confirmed, not raw pivots
✅ Volatility-Adaptive Entry, Stop, Target 1 & Target 2
✅ Clean summary table — all key levels in one glance, top-right corner
🔍 ORIGINALITY — HOW THIS DIFFERS FROM A STANDARD PIVOT/ATR SCRIPT
Most zone-detection scripts plot every raw pivot high/low, producing dozens of levels most of which are noise. This script only confirms a zone when TWO independent conditions align: (1) the pivot bar's volume exceeds its rolling average by a configurable multiplier, and (2) the zone is not counter to the current EMA trend direction (e.g. a supply zone is discarded while the market is in a confirmed uptrend). This cross-filter removes low-conviction levels that a raw pivot detector would otherwise plot.
The Entry/Stop/Target system is volatility-adaptive rather than fixed: it compares the current ATR reading against its own historical average (50-bar baseline) and scales the stop/target multipliers up or down accordingly. In a high-volatility regime, target distances automatically widen; in a quiet market, they compress. The live "Volatility×" reading in the summary table shows this factor directly.
🎯 BUILT FOR MOMENTUM & SCALPING
Designed for traders working fast-moving, low-float stocks, where fixed-percentage or fixed-ATR tools often place targets too tight (choppy markets) or too far (quiet markets) because they don't adapt to changing volatility.
⚙️ HOW TO USE
1. Add to any chart, any timeframe
2. Watch for EMA alignment (9 > 21 > 50) confirming trend direction
3. Only confirmed Supply/Demand zones (labeled "Vol+Trend Confirmed") are plotted — raw unconfirmed pivots are filtered out
4. Use the Entry/Stop/Target table for a volatility-adjusted trade plan
5. Adjust Volume Multiplier, ATR Length, and Base ATR multipliers in settings to match your risk tolerance and the instrument's typical volatility
⚠️ Educational tool only. Not financial advice. Always manage your own risk. Indicator
MNQ MTF Dashboard [RSI/ADX/Stoch/ATR]A compact multi-timeframe table that reads four core indicators across five timeframes at once, so you can gauge trend, momentum, direction, and volatility without flipping charts.
For the chart's current symbol, it displays 5m, 15m, 1H, 4H, and 1D in a single color-coded panel:
ADX (14) — trend strength. Green above 25 (trending), orange 20–25 (borderline), gray below 20 (no trend/chop). ADX measures strength only, not direction.
RSI (14) — directional bias. Green above 50 (bullish lean), red below (bearish lean).
Stochastic (14,3,3) — momentum. Colored by %K vs %D and level; shows whether short-term momentum is rising or fading, and when it's stretched.
ATR (14) — volatility, in points. Read each timeframe relative to its own norm; useful for stop-sizing and spotting volatility expansion.
Bias — a quick synthesis cell combining RSI and Stochastic into Bull / Bear / Mixed. Indicator
Indicator
Equalhigh - Pettitt Structural Break DetectorEqualhigh — Pettitt Structural Break Detector
User Manual
Overview
The Equalhigh Pettitt Structural Break Detector is a statistical regime-change indicator for PulseWire. It is designed to identify a recent change in the distribution of price returns rather than a conventional overbought, oversold, or moving-average condition.
The indicator applies a rolling version of Pettitt's non-parametric change-point test to logarithmic price returns. It estimates the most likely break location inside the active window, evaluates its statistical significance, measures the direction and size of the median shift, and filters out changes that are too old or too small to be considered actionable.
This is a diagnostic indicator, not an automatic trading system. Its purpose is to answer:
Has the recent return regime changed materially, in which direction, and with what level of statistical evidence?
Core calculation
The observation tested on each bar is the multi-bar logarithmic return:
100 × ln(Source / Source )
Inside the selected Pettitt window, the indicator:
Orders the observations chronologically.
Assigns non-parametric ranks, using average ranks for equal values.
Tests every admissible split while preserving the minimum segment size on both sides.
Selects the split with the largest absolute Pettitt statistic.
Calculates the approximate two-sided p-value:
p ≈ min(1, 2 × exp(-6K² / (n³ + n²)))
Compares the median return before and after the estimated break.
Standardizes the median shift by the rolling standard deviation.
Rejects breaks that are too old or have an insufficient effect size.
The test is non-parametric: it relies on ranks and does not require returns to follow a normal distribution.
Reading the indicator
The main line is a signed statistical-confidence display ranging from approximately -100 to +100.
Display
Meaning
Green
Recent, statistically confirmed upward shift in the return distribution
Red
Recent, statistically confirmed downward shift in the return distribution
Orange
Possible break; evidence is developing but does not yet meet the confirmed threshold
Gray
No currently actionable structural break
BULL label
A new confirmed upward structural-break event
BEAR label
A new confirmed downward structural-break event
Orange ?
A new possible upward or downward break
A positive reading means that the post-break median return is higher than the pre-break median. A negative reading means it is lower.
Important: a bullish break does not necessarily mean that returns are already positive. A change from strongly negative returns to mildly negative returns is an upward structural shift and can therefore be classified as bullish. Price structure should still be checked separately.
The displayed confidence is calculated as 100 × (1 − p-value). It is not the probability that a trade will be profitable, the probability that price will rise, or a forecast accuracy score.
Confirmation rules
A confirmed break requires all of the following:
The approximate p-value is less than or equal to the Confirmed p-value setting.
The estimated break age does not exceed the Maximum actionable break age.
The absolute median-shift effect reaches the Minimum median-shift effect.
The post-break median is different from the pre-break median.
A possible break requires:
A p-value above the confirmed threshold but no higher than the Possible-break p-value.
A recent estimated break.
At least half of the selected minimum effect size.
Dashboard
The statistical dashboard provides five fields:
Field
Interpretation
Pettitt State
Current classification: stable, possible break, confirmed break, or old break
P Value Approx
Approximate probability of observing a Pettitt statistic at least this extreme under the no-change hypothesis
Break Age
Estimated number of bars since the detected split
Median Shift
Post-break median return minus pre-break median return, in percentage points
Effect Size
Median shift divided by the rolling standard deviation of the tested returns
An OLD BREAK state means that statistically significant evidence remains inside the window, but the estimated change point is older than the selected actionable-age limit.
Inputs
1. Observations
Price sourceSelects the series used in the logarithmic-return calculation. Close is the standard choice.
Log-return horizonDefines the number of bars used for each return observation. A higher value focuses on slower moves but creates more overlap between consecutive observations.
Pettitt windowDefines the number of observations included in each rolling test. Short windows react faster but are noisier. Long windows are more stable but detect changes later.
Minimum segment sizePrevents the estimated split from being placed too close to either edge of the window. Larger values reduce unstable edge detections but also delay recognition of very recent changes.
2. Validation
Confirmed p-valueMaximum approximate p-value for a confirmed break. 0.05 is the default. Lower values are more selective.
Possible-break p-valueMaximum p-value for the orange early-warning state. 0.15 is the default.
Maximum actionable break ageMaximum number of bars allowed between the estimated break and the current bar. This prevents an old statistical event from being treated as a fresh signal.
Minimum median-shift effectMinimum absolute standardized median shift required for confirmation. 0.25 means that the shift must represent at least one quarter of the rolling return standard deviation.
Confirm signals at bar closeWhen enabled, new labels and alert events are confirmed only after the current bar closes. This is the recommended setting.
3. Display
These controls independently enable the regime background, confirmed labels, possible-break markers, and statistical dashboard.
Suggested starting profiles
Use case
Return horizon
Window
Minimum segment
Maximum age
Minimum effect
General swing trading
5
60
10
10
0.25
Faster market monitoring
3
50
8
7
0.30
Slower regime analysis
10
90
15
15
0.35
These are starting points, not optimized trading parameters. Settings should be tested across different symbols and market regimes without selecting them solely from the best historical result.
Practical workflow
Use a liquid instrument and ordinary candlestick data.
Keep bar-close confirmation enabled.
Treat orange as an observation state, not an entry instruction.
When a confirmed label appears, check whether price structure, volume, volatility, and the higher-timeframe context support the same interpretation.
Use the p-value, effect size, and break age together. A small p-value alone does not guarantee a useful trade.
Define entry, invalidation, position size, and exit rules independently.
For example, a green event with p = 0.02, a break age of 6 bars, and an effect size of +0.60 sigma represents a recent and statistically meaningful upward shift. It becomes more useful if price has also reclaimed an important level or broken a declining structure.
Alerts
Four alert conditions are available:
Pettitt — Possible bullish break
Pettitt — Possible bearish break
Pettitt — Bullish structural break
Pettitt — Bearish structural break
Alerts fire when a qualifying state first appears or when the estimated break resets to a more recent point while the same directional condition remains active. With bar-close confirmation enabled, alerts should be configured Once Per Bar Close.
Repainting and timing
The script does not use future data, lookahead, or a negative plot offset. A signal is displayed on the bar where the break is detected; it is not placed retrospectively on the estimated historical change point.
However, this is a rolling estimator. As new bars enter the window, the most likely split, p-value, break age, and state can change. On a live unclosed bar, values can also move with price. Enabling Confirm signals at bar close prevents provisional intrabar labels from being treated as confirmed events.
Limitations
Pettitt's test identifies the dominant single change point inside the active window. Multiple rapid regime changes can interfere with one another.
The p-value is an approximation, not an exact posterior probability.
Consecutive multi-bar returns overlap and are therefore not independent. This makes the p-value best treated as comparative statistical evidence rather than a perfectly calibrated probability.
A statistically significant distribution shift does not guarantee trend continuation or trading profitability.
Outliers are less influential than in many mean-based tests, but they can still affect the detected split and the rolling volatility denominator.
Very short windows are noisy; very long windows can react too slowly.
Logarithmic returns require positive source values. The test remains unavailable when the selected source contains invalid or non-positive observations inside the active window.
Results on Heikin Ashi, Renko, Range, Kagi, or other synthetic chart types describe the transformed data rather than standard traded prices.
Always evaluate the indicator on unseen data and combine it with independent risk controls.
Data Window outputs
The script exposes the following values for inspection and alert integration:
State code: +2 confirmed bullish, +1 possible bullish, 0 stable, −1 possible bearish, −2 confirmed bearish.
Approximate p-value.
Estimated break age.
Median shift in percentage points.
Median-shift effect size.
Pettitt K statistic.
Reference
A. N. Pettitt, “A Non-Parametric Approach to the Change-Point Problem,” Journal of the Royal Statistical Society: Series C (Applied Statistics), Vol. 28, No. 2, 1979, pp. 126–135. DOI: 10.2307/2346729.
Disclaimer
This indicator is provided for research and educational purposes. It does not constitute investment advice, a recommendation, or a guarantee of future performance. Trading involves risk, including the possible loss of capital. Indicator
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Indicator
Equalhigh - GAPO Easy ModeEQUALHIGH - GAPO EASY MODE
OVERVIEW
GAPO Easy Mode is a volatility-regime indicator based on the Gopalakrishnan Range Index developed by Jayanthi Gopalakrishnan.
Its purpose is not to predict market direction. It identifies:
• Volatility compression
• Volatility expansion
• Possible bullish or bearish releases
• Donchian breakouts occurring shortly after compression
The original GAPO value is converted into a rolling percentile from 0 to 100. This makes the indicator easier to interpret across different market periods.
CALCULATION
The original Gopalakrishnan Range Index is:
GAPO = ln(Highest High − Lowest Low) / ln(Period)
The highest high and lowest low are calculated over the selected GAPO period.
Because the original GAPO depends on the asset’s price scale, this script calculates its percentile rank over a user-defined historical window.
• A low percentile indicates an unusually narrow price range.
• A rising percentile indicates that the range is expanding.
• A high percentile indicates unusually elevated variability.
DEFAULT SETTINGS
• GAPO period: 14 bars
• Percentile lookback: 252 bars
• Compression threshold: 20
• High variability threshold: 80
• Expansion confirmation: 2 rising bars
• Donchian breakout period: 20 bars
• Activation window: 15 bars
• Direction filter: EMA 50
• Signal confirmation: Bar close
COLOR INTERPRETATION
BLUE — COMPRESSION
The GAPO percentile is at or below the compression threshold.
The market’s recent price range is unusually narrow compared with its own history. This does not provide a directional signal. It indicates that traders should prepare for a possible volatility release.
GRAY — NEUTRAL
No meaningful compression or confirmed expansion is currently detected.
GREEN — BULLISH RELEASE
The following conditions are present:
• A compression occurred recently
• The GAPO percentile is rising
• The percentile is above the compression threshold
• Price is above the direction-filter EMA
This indicates expanding volatility with a bullish directional bias. It is not necessarily a confirmed breakout.
RED — BEARISH RELEASE
The following conditions are present:
• A compression occurred recently
• The GAPO percentile is rising
• The percentile is above the compression threshold
• Price is below the direction-filter EMA
This indicates expanding volatility with a bearish directional bias.
ORANGE — HIGH VARIABILITY
The GAPO percentile is at or above the high-variability threshold.
The current range is unusually wide compared with the historical reference period. This can occur during a strong trend or an erratic market.
A high percentile is not automatically a reversal signal.
DASHBOARD
The dashboard displays three items.
GAPO STATE
Possible states include:
• COMPRESSION
• NEUTRAL
• BULLISH RELEASE
• BEARISH RELEASE
• BULL BREAKOUT
• BEAR BREAKOUT
• HIGH VARIABILITY
PERCENTILE
Shows the current GAPO percentile between 0 and 100.
BREAKOUT ARMED
• YES: A compression occurred within the activation window.
• NO: No sufficiently recent compression is available to validate a breakout signal.
BREAKOUT SIGNALS
BUY SIGNAL
A BUY label appears when:
1. A GAPO compression occurred within the activation window.
2. The GAPO percentile has moved above the compression threshold.
3. The percentile has risen for the required number of bars.
4. Price closes above the previous Donchian high.
The current bar is excluded from the Donchian boundary calculation. This ensures that the current close genuinely breaks the previous price range.
SELL SIGNAL
A SELL label appears when:
1. A recent GAPO compression is available.
2. The GAPO percentile is expanding.
3. Price closes below the previous Donchian low.
The EMA determines the directional color of a volatility release. It is not required for the BUY or SELL breakout calculation itself.
PRACTICAL WORKFLOW
1. WAIT FOR BLUE
A blue GAPO line identifies volatility compression. Do not assume the next move will be bullish.
2. CHECK “BREAKOUT ARMED”
The dashboard should display YES. This confirms that a qualifying compression occurred recently.
3. WATCH FOR VOLATILITY RELEASE
The GAPO percentile should leave the compression zone and begin rising.
• Green indicates bullish expansion.
• Red indicates bearish expansion.
4. REQUIRE PRICE CONFIRMATION
For stronger confirmation, wait for a BUY or SELL label generated by the Donchian breakout.
5. CONTROL RISK
Use price structure, ATR or another risk-management method to determine the stop.
The indicator does not calculate position size or guarantee that a breakout will continue.
EXAMPLE OF A BULLISH SETUP
• GAPO percentile falls below 20
• Dashboard displays COMPRESSION
• Breakout Armed displays YES
• GAPO begins rising above 20
• Price remains above EMA 50
• The line becomes green
• Price closes above the previous 20-bar high
• A BUY label appears
EXAMPLE OF A BEARISH SETUP
• GAPO enters compression
• The percentile subsequently begins rising
• Price is below EMA 50
• The line becomes red
• Price closes below the previous 20-bar low
• A SELL label appears
ALERTS
Five PulseWire alert conditions are included:
• GAPO - New compression
• GAPO - Bullish release
• GAPO - Bearish release
• GAPO - Bullish breakout
• GAPO - Bearish breakout
For more stable signals, configure PulseWire alerts as “Once Per Bar Close.”
SETTINGS
GAPO PERIOD
Controls the number of bars used to calculate the highest high and lowest low.
A shorter period reacts faster but produces more noise. The default value is 14.
PERCENTILE LOOKBACK
Defines the historical window used to determine whether the current GAPO is relatively low or high.
The default value of 252 corresponds approximately to one trading year on a daily chart.
COMPRESSION THRESHOLD
Determines when the market is classified as compressed.
The default value is the 20th percentile.
HIGH VARIABILITY THRESHOLD
Determines when the market’s range is considered historically elevated.
The default value is the 80th percentile.
RISING BARS REQUIRED
Defines how many consecutive rising percentile readings are required to confirm volatility expansion.
A higher value reduces noise but delays detection.
DONCHIAN BREAKOUT PERIOD
Defines the price range that must be broken to generate a BUY or SELL signal.
The default setting is 20 bars.
MAXIMUM BARS AFTER COMPRESSION
Defines how long a compression can remain valid for a subsequent breakout.
After this window expires, Breakout Armed returns to NO.
DIRECTION FILTER EMA
Determines whether an expansion is classified as bullish or bearish.
• Price above the EMA: bullish bias
• Price below the EMA: bearish bias
CONFIRM SIGNALS AT BAR CLOSE
When enabled, signals are confirmed only after the current candle closes. This reduces temporary intrabar signals.
SUGGESTED TIMEFRAMES
For swing trading:
• Daily chart: use the default settings
• Four-hour chart: defaults can be used as a starting point
• Weekly chart: consider increasing the activation window
The periods always represent chart bars, not calendar days.
DATA REQUIREMENTS
The percentile requires sufficient historical data.
With a 14-bar GAPO and a 252-bar percentile lookback, approximately 265 chart bars may be required before the normalized indicator becomes available.
Newly listed securities may therefore show no value until enough history exists. Reducing the percentile lookback can produce earlier readings, but the statistical reference will be less robust.
NON-REPAINTING BEHAVIOR
The indicator uses only current and historical price data. It does not use future bars.
The GAPO line and dashboard can change while the current candle is forming. When bar-close confirmation is enabled, completed BUY and SELL signals remain fixed after the candle closes.
LIMITATIONS
GAPO measures range variability, not market direction.
It does not directly account for:
• Trading volume
• Fundamental information
• Earnings announcements
• Market liquidity
• Transaction costs
• Position sizing
• Broader market conditions
Corporate actions, large gaps and exceptional price events can temporarily distort the rolling range.
Compression does not guarantee a breakout, and a breakout can still fail. GAPO Easy Mode should be combined with price structure and disciplined risk management.
DISCLAIMER
This indicator is provided for educational and analytical purposes only. It does not constitute financial advice or a recommendation to buy or sell any financial instrument. Past performance does not guarantee future results.
Indicator
Kloom Turtle System - Donchian Breakout with Trend FilterClassic Turtle-style Donchian breakout system with an explicit, non-repainting state engine.
How it works
• Entry channel: highest high / lowest low of the last 20 bars (Donchian). A break of the previous bar's channel triggers a long/short state — signals only fire on confirmed breaks, so nothing repaints.
• Exit channel: 10-bar Donchian on the opposite side, the classic Turtle S1 exit.
• Optional 200 EMA trend filter: longs only above it, shorts only below it.
• A state table shows the current system state (LONG / SHORT / FLAT) at a glance, and exit levels are drawn continuously so you always know where the system would flip.
How to use it
Works on any symbol and timeframe. Behaves best on markets that actually trend (crypto majors, gold, indices) on 1h-4h. Entry/exit lengths, the trend filter and its length are all configurable.
Why another Donchian script
Most Donchian scripts plot the channel and stop there. Here the position state is tracked bar by bar, exits are always visible, and the breakout reference is the previous bar's channel — the detail that keeps historical signals honest. Indicator
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Sniper Open - Complete SignalSniper Open — NY Open FVG + Liquidity + Momentum
This indicator detects a specific 3-part confluence at the New York market open (9:30-9:45 ET):
Fair Value Gap (FVG) — a 3-candle imbalance in price
Liquidity Zone alignment — the gap must sit near a validated equal-high/equal-low level (2+ touches within 24 hours)
Momentum confirmation — the confirming candle must close in the signal's direction
Order block alignment — a recent order block in the same direction must exist
All four conditions must align, during the 9:30-9:45 ET window specifically, for a confirmed signal to fire.
Backtested results (3 years of NQ data, train/test validated):
~66-71% win rate on filled trades
~13-16 point average expectancy per filled trade
Signals fire roughly once every 2 trading days
How to use it:
The small faded circles are "watching" markers — an unconfirmed setup possibly forming. Informational only, not a trade signal.
The solid triangle is the confirmed signal. When it appears, place a limit order at the entry price shown (not a market order).
If your limit order isn't filled within 15 minutes, cancel it. This happens on roughly 44% of signals — it's expected, not a malfunction. The strategy's edge comes from letting price return to the level, not chasing it.
Stop and target levels are drawn automatically alongside each signal.
Important disclaimers:
This is backtested historical data, not a live trading track record. Past performance does not guarantee future results.
This is not financial advice. Trade at your own risk and do your own due diligence.
Built and tested specifically for NQ futures at the NY open — performance on other instruments or timeframes is not validated.
No mechanical filter can eliminate all uncertainty — momentum can reverse, targets aren't always reached, and drawdowns happen even in genuinely validated strategies. Indicator
Market Regime - Trend or RangeWHAT IT DOES
Market Regime — Trend or Range answers one question at a glance: is the current market TRENDING or RANGING? It combines three established, independent regime measures and requires a 2-of-3 majority vote before declaring a verdict, so a single noisy reading cannot flip the classification.
WHY THESE THREE COMPONENTS WORK TOGETHER
Each component measures a different aspect of market character, so their agreement is meaningful rather than redundant:
1) ADX (Wilder) measures directional strength. Vote: Trend above the ADX Trend Threshold (default 25), Range below the ADX Range Threshold (default 20), otherwise neutral.
2) Kaufman Efficiency Ratio measures how efficiently price travels: net change over the lookback divided by the sum of absolute bar-to-bar changes (default length 20). A high ratio means price moved directionally; a low ratio means it churned. Vote: Trend above 0.50, Range below 0.30.
3) Choppiness Index measures sideways versus directional behavior using the log ratio of summed true range to the total high-low range of the lookback (default length 14). Vote: Trend below 38.2, Range above 61.8.
The votes are summed into a score from -3 to +3. TREND requires +2 or more, RANGE requires -2 or less, anything else is MIXED. This 2-of-3 design is the purpose of the combination: ADX alone lags turns, the Efficiency Ratio alone is jumpy, and Choppiness alone ignores direction. Requiring agreement between at least two independent measures filters each one's weakness instead of merely displaying three indicators side by side. The script also derives a 0-100 strength meter by averaging normalized ADX, normalized Efficiency Ratio and inverted Choppiness.
WHAT APPEARS ON THE CHART
- Optional background tint: teal while TREND, orange while RANGE, none while MIXED.
- A dashboard table (corner selectable) showing the verdict, each component's current value with its own vote mark (up arrow = trend vote, down arrow = range vote, dot = neutral), the strength meter, the raw vote score, and a Playbook line that reads Trend tools, Fade tools, or Stand aside.
INPUTS AND DEFAULTS
ADX Length (14), ADX Trend Threshold (25), ADX Range Threshold (20), Efficiency Ratio Length (20), ER Trend Threshold (0.50), ER Range Threshold (0.30), Choppiness Length (14), plus visual toggles for the background tint and the dashboard position. Defaults are the classic reference values for each measure, not optimized settings.
HOW TO USE IT
Read it on your trading timeframe for the live regime, and optionally on a higher timeframe for the session's broader character. On TREND verdicts, continuation methods are generally more appropriate; on RANGE verdicts, mean-reversion and fade methods; on MIXED, caution or smaller size. It works on any symbol and timeframe and makes no claim of special performance on any market.
ALERTS
Two alert conditions are included and fire when the composite verdict changes: "Switched to TREND" and "Switched to RANGE".
BEHAVIOR AND LIMITATIONS
- All calculations run on the chart timeframe with no higher-timeframe requests, so nothing repaints from other timeframes. Values on the live bar update until that bar closes, then are fixed.
- A regime classifier describes current conditions. It does not predict future price and it is not a signal generator.
- Thresholds are configurable; changing them changes how strict each vote is.
This is an informational analysis tool for chart study, not financial advice. Past market behavior does not guarantee future results. Always apply your own risk management. Indicator
SMA 10/20 Cross & TrailTwo SMAs with crossover and trail-break signals, plus ATR context that tells you whether a signal is a real trend turn or just two lines grinding together.
Most 10/20 moving-average tools give you a cross and nothing else. The
problem is that a cross tells you a regime already changed — by then price
has been below the fast MA for a while — and it gives you no way to tell a
decisive turn apart from two lines chopping around each other in a range.
This script addresses both.
WHAT IT PLOTS
- Two configurable MAs (default SMA 10 and SMA 20; SMA/EMA/WMA/RMA available)
- Shaded fill between them, tinted by which side the fast MA is on, so
regime state is readable at a glance without hunting for the last marker
- Cross markers when the fast MA crosses the slow MA
- Trail-break markers when PRICE closes through either MA — the earlier
warning, and the signal that actually matches how a moving average gets
used as a trailing stop. X = fast MA, circle = slow MA.
- A corner table showing current MA separation in ATR, the regime state
(ENTANGLED / SEPARATING / TRENDING), the strength of the last completed
leg, and where price sits relative to each MA in ATR terms
THE ATR LAYER
Every cross is labelled with how far apart the MAs got during the leg that
just ended, measured in ATR. A cross printing 1.20x means the averages
genuinely separated and have now reversed. A cross printing 0.15x means they
never separated at all and you are looking at noise. Same marker either way —
the number is what tells them apart. Thresholds are user-configurable.
NO REPAINTING
"Confirm on bar close" is on by default: a signal must survive to the bar's
close before it counts, so live and historical markers agree. Turn it off
only if you want intrabar triggers and accept that a signal can disappear.
ALERTS
Seven named conditions — bullish cross, bearish cross, either cross, and
close above/below each MA. Optional rich alert() mode embeds the live ATR
numbers in the message text.
USAGE NOTES
The right setting depends on hold length and volatility, not asset class.
For low-beta instruments and longer holds, use the slow-MA trail and treat
the crosses as primary. For high-beta names and short holds, use the fast-MA
trail and expect the crosses to arrive late. Save each as an indicator
template rather than maintaining two copies of the script.
No external symbols or request.security() calls — it reads the chart symbol
only. Indicator
Indicator
Kyokutan-Ashi◈ Description
The Kyokutan-Ashi is a unique indicator designed to visualize the exact price deviation (noise) that standard Heikin-Ashi (HA) calculations normally smooth out and hide. By completely stripping away the trend component, it isolates pure market volatility and overextension.
◈ The Math Behind It (Why this calculation & Expected Output)
The core logic subtracts the Heikin-Ashi values from standard Japanese candlestick values. The purpose of this calculation is to extract the pure "difference" (noise) between the actual price and the smoothed trend, and then reconstruct it based on a chosen anchor point.
【 Calculation Example 】
Current actual candle: open = 100, high = 105, low = 95, close = 102
Previous HA candle: haOpen = 98, haClose = 100
Settings: Anchor Point = "Open", Multiplier = 1.0
haClose = (100 + 105 + 95 + 102) / 4.0 = 100.5
haOpen = (98 + 100) / 2.0 = 99
Subtract HA from standard values to isolate the noise.
rawOpen = 100 - 99 = 1
rawClose = 102 - 100.5 = 1.5
Add the isolated noise to the baseline (Anchor = Open: 100).
antiOpen = 100 + 1 = 101
antiClose = 100 + 1.5 = 101.5
【 Actual Output 】
A small bullish candle from 101 to 101.5 is plotted on the chart. Although the actual price moved from 100 to 102, removing the trend component reveals that the "pure overextension" (deviation) is only 0.5.
◈ Key Features
Pure Deviation Visualization: Shows only how far the actual price is stretching away from the Heikin-Ashi smoothed price.
Anchor & Base Settings: Choose where to project the deviation (Open, Close, or HL2).
Deviation Multiplier: Scale the noise up or down to easily spot extreme market extensions.
Chart-Type Independent: Built with robust data handling. Even if you change your main chart view to Heikin-Ashi, Renko, or Kagi, Kyokutan-Ashi always forcefully retrieves standard raw price data in the background to guarantee accurate deviation calculations.
◈ Why Use It
Use it in combination with other charts or indicators to extract your own unique noise and trading edges. When Kyokutan-Ashi prints unusually large candles, it signals that the actual price is violently snapping away from the smoothed trend — often indicating exhaustion, potential mean-reversion, or hidden volatility.
◈ Author's Note
While Kyokutan-Ashi was developed independently to address the loss of actual price data in Heikin-Ashi, I later discovered "BERLIN Candles" by lejmer. He had already recognized this critical issue and beautifully engineered a hybrid solution long before I did. I want to express my deepest respect for his foresight and pioneering work in tackling this specific problem.
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MACD/RSI/VWAP/MA/S&R BulkThis all-in-one script packs five of the market's most essential technical analysis tools into a single indicator slot. By combining momentum, trend, volume, and structural levels, you get a complete institutional-grade workspace without hitting upgrade walls or paying monthly subscription fees.
☕ If this indicator helps you optimize your charts and save on subscription costs, consider supporting my work! Buy me a coffee here: ko-fi.com
(Need a custom indicator built specifically for your trading strategy? Reach out for custom Pine Script development!)
🛠️ What's Included in the Bulk Suite?
Dual Moving Averages (MA): Fully customizable fast and slow moving averages. Choose your preferred calculation type (SMA, EMA, WMA, HMA, VWMA, RMA), set your exact lengths, and track trend direction directly on your chart.
VWAP (Volume Weighted Average Price): The gold standard for tracking intraday institutional fair value and average price execution.
Support & Resistance (S/R): Automatically plots historical swing points with clean vertical breaks (linebr), giving you clear structural boundaries for breakout and pullback planning.
MACD (Moving Average Convergence Divergence): Standard momentum and trend-following oscillator to capture shifts in market velocity.
RSI (Relative Strength Index): Essential momentum oscillator with customizable overbought and oversold levels to spot exhaustion and reversals.
⚙️ Full Customization & Control
Every single tool inside this suite comes with independent settings. You can completely toggle individual indicators on or off, adjust their lookback lengths, and fine-tune colors to keep your workspace clean, organized, and tailored precisely to your personal trading plan. Indicator
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