Dual-Session ORB (NY + Asia)
• Dual session tracking — NY and Asia ranges build and trigger independently, so you can monitor both without switching charts
• Entry Mode: choose Immediate Breakout (enter as soon as price closes beyond the range) or Retest Entry (wait for a pullback and reclaim before entering, filtering out weak breaks)
• Minimum Breakout Distance filter — require a meaningful move past the level (in points or % of range) before a signal counts, reducing noise from marginal pokes
• Stop Loss Mode: Opposite Range Side, ATR-based (with a configurable minimum floor so stops don’t shrink below a usable size), or flat Fixed Points
• Take Profit Mode: Risk:Reward multiple (auto-scales with your stop) or flat Fixed Points
• Break-even + partial signal — automatically moves your stop to entry once price reaches your chosen R-multiple, with a visual marker
• Time-based exit — auto-closes a trade after a set number of bars if neither TP nor SL is hit
• Bar-close confirmation — signals only lock in once a candle fully closes, preventing repainting on live/forming candles
• Built-in alerts for entries and break-even triggers on both sessions
Notes on use:
This script is a trade-management and visualization tool, not a signal-generation guarantee. Opening range breakout strategies are sensitive to instrument volatility, session liquidity, and market conditions — always backtest across a meaningful sample size and forward-test (paper trading) before using with real capital. Stop/target sizing should be tuned to the specific instrument and timeframe you’re trading; defaults are a starting point, not a recommendation.
This is not financial advice. Past performance in backtesting or replay does not guarantee future results. Indicator
ShahFX Position SizerDescription:
A risk-management tool that calculates the exact lot size needed for a trade based on your account size, risk tolerance, and current market volatility (ATR).
How it works
The script measures Average True Range (ATR) on a timeframe you choose — independent of your chart's timeframe — using a selectable smoothing method (RMA, SMA, EMA, or WMA). ATR is then multiplied by your Stop Loss and Take Profit multipliers to define your trade's stop distance in pips. Combined with your account size and risk amount, the script solves for the lot size that keeps your dollar risk exactly where you want it.
Features
Market Type selector — auto-detects pip size for Forex (including JPY pairs), Metals, Indices, and Crypto, or set a custom pip size manually
Configurable ATR — length, smoothing type, and calculation timeframe are all adjustable
SL/TP multipliers — define stop and target distance as a multiple of ATR
Flexible risk input — risk a fixed dollar amount or a percentage of account size
Custom contract size — supports standard, mini, and micro lots, or any custom unit size
Clean output only — no lines or markers drawn on the chart; results appear in a single configurable table (position, color, and text size adjustable)
Output table shows
ATR (in pips)
Stop Loss distance (in pips)
Take Profit distance (in pips)
Risk amount ($)
Required lot size
Position size (units)
How to use
Open Settings → Inputs
Select your market type and set ATR parameters to match your strategy
Enter your account size and desired risk (fixed $ or %)
Set your contract size per lot
The table updates in real time with the lot size to enter
Disclaimer
This script assumes account currency matches the pair's quote currency. For cross-currency pairs (e.g., a USD account trading EUR/GBP), lot sizing will be approximate without a currency conversion adjustment. This tool is for informational and educational purposes only and does not constitute financial advice. Always verify calculations against your broker's actual pip value and margin requirements before trading. Indicator
KOSPI Last Close & Expectation on EWY### Overview
Since the KOSPI index does not provide overnight/after-hours charting, this tool is designed to help traders analyze overnight price movements by comparing KOSPI with global proxies (such as EWY, US equities, or futures) to estimate the upcoming KOSPI opening price.
### Key Features & How It Works
- **Market-Active Day Detection**: Instead of relying on simple calendar dates, the script determines official market close based on actual trading activity of KOSPI Futures. This ensures reliable performance without errors during weekends or market holidays.
- **Overnight Gap Estimation**: By locking in the chart asset's exact price level at the KOSPI close, traders can easily monitor relative market sentiment and gauge potential opening gaps for the next KOSPI session.
- **Recommended Timeframes**: Optimized for **5-minute (5m)** and **15-minute (15m)** intraday charts for maximum accuracy in capturing the 15:30 KST close.
### Usage & Limitations
1. Apply this script to any target proxy chart (e.g., EWY, US stocks, or crypto).
2. The horizontal baseline marks the exact price level of the target asset when the KOSPI market last closed.
3. Use the current price divergence from this baseline to estimate the direction and magnitude of the next KOSPI open.
*Note: The estimated KOSPI value serves as an analytical reference. Slight discrepancies or tracking errors may occur depending on premium/discount variance, market momentum, and overnight volatility.* Indicator
Indicator
Indicator
Apex Edge - Wyckoff Exhaustion + Lag CorrelationApex Edge — Wyckoff Exhaustion + Lag Correlation
Two edges, one chart: internal exhaustion meets external confirmation.
Most indicators show you what price is doing. This one goes a layer deeper — it tells you when the move is running out of steam (Wyckoff effort-vs-result), and cross-checks that against what other markets are already telling you before that steam runs out (lag correlation). When both align, you're not just reading price — you're reading the market's exhaustion against a leading signal from a related asset.
The core idea
Wyckoff's Law of Effort vs. Result says: big volume should produce big price movement. When it doesn't — heavy effort, weak result — that's a sign smart money is absorbing supply or demand, and a reversal or pause is brewing. That's the internal signal.
Internal exhaustion alone can still give false signals, though. So this script adds an external check: does a correlated asset (the Dollar Index, VIX, 10-Year Yield, or whatever leads your instrument) show a lagged relationship that supports the same conclusion? When exhaustion and cross-asset correlation line up, the script flags it as genuine confluence.
What it detects
1. Exhaustion (Effort vs. Result)
Compares volume pressure to the price movement it produced:
Effort = current volume ÷ its moving average
Result = the bar's price range ÷ ATR
Exhaustion Ratio = effort ÷ result (boosted when result is near-zero, catching true "big volume, no movement" bars)
Ranked against its own history via percentile rank, so "exhausted" adapts to each instrument's own behaviour rather than a fixed number
2. Springs & Upthrusts
A Spring is a failed breakdown below the range low on a volume spike — often marking accumulation
An Upthrust is the mirror image at the top — often marking distribution
Both require volume to clear a multiple of its average, filtering out noise
3. Sign of Strength / Sign of Weakness (SOS/SOW)
Confirms a spring or upthrust is turning into an actual markup/markdown, not just a failed test that goes nowhere.
4. Accumulation/Distribution boxes
Visual range boxes drawn around the structure each signal is reacting to.
5. Cross-Asset Lag Correlation
For each candidate asset (auto-selected by asset class — DXY, VIX and the US 10Y yield for Forex; VIX, DXY and the 10Y/2Y for Indices; BTC dominance and total crypto cap for Crypto), the script tests your instrument's returns against the candidate's returns shifted back across a range of lags, and keeps whichever lag produced the strongest relationship. This is deliberately a leading-indicator search only — same-bar/concurrent correlation is intentionally excluded, so a candidate only earns a place in the table by predicting your instrument, not just moving alongside it.
Why the correlation dashboard
Correlations aren't static — DXY might lead EURUSD strongly one month and weakly the next. Rather than betting on one hardcoded relationship, the dashboard shows you live, per-candidate: symbol, lag (in bars), and correlation strength, color-coded so a genuinely strong lead stands out from noise.
How to trade it
Don't act on a Spring/Upthrust label alone. It marks a test, not a confirmed turn — treat it as "get interested," not "get in."
Wait for SOS/SOW. This is the market confirming the test held. A Spring followed by SOS is a materially stronger case than the Spring alone.
Use the Exhaustion tag as a warning, not a trigger. It flags disproportionate effort right now — good for tightening stops or hesitating before chasing a breakout, not for blind entries.
Treat the confluence triangle as the highest-conviction signal on the chart. It only fires when a Spring/Upthrust coincides with a genuinely leading cross-asset correlation above your threshold — internal structure and external confirmation agreeing at once.
Check the correlation table's Lag column before trusting a triangle. A low lag (1–3 bars) means a short reaction window. A higher lag gives more breathing room but is often a weaker, less reliable relationship.
No triangle doesn't mean no valid setup. A triangle only appears when the external confirmation clears your threshold — the underlying Wyckoff signal can still be valid without it.
The dashboard is optional
Want pure Wyckoff with none of the extras? Flip off "Show Correlation Dashboard" in settings and the table disappears entirely, leaving a clean chart of springs, upthrusts, SOS/SOW, exhaustion tags, and phase boxes. The cross-asset engine still runs quietly underneath for confluence triangles, but the HUD itself won't take up chart space unless you want it. Indicator
Indicator
Indicator
Profitable Session Pulse - Compression Breakout by DarekSession Pulse – Compression Breakout
**Session Pulse – Compression Breakout** is an advanced intraday trading indicator designed to identify high-probability breakout opportunities during the world's three major trading sessions: **Tokyo, London, and New York**.
The indicator automatically detects active trading sessions, tracks each session's price range, and stores the previous session's high and low as key breakout levels. It then analyzes market structure by identifying periods of price compression before searching for confirmed breakout opportunities.
To improve signal quality, Session Pulse combines multiple technical filters, including **EMA trend direction**, **RSI momentum**, **candle strength**, and **optional volume confirmation**. This multi-layer confirmation process helps reduce false breakouts and highlights only the strongest trading setups.
The indicator provides two types of signals:
* **WATCH** – an early warning that market conditions are preparing for a potential breakout.
* **PULSE** – a fully confirmed breakout signal generated after price breaks the previous session's range while all confirmation filters remain valid.
## Key Features
* Automatic detection of Tokyo, London, and New York trading sessions
* Dynamic session range tracking
* Previous session High/Low breakout detection
* Compression pattern recognition
* EMA trend confirmation
* RSI momentum filtering
* Optional volume confirmation
* Early warning (WATCH) signals
* Confirmed breakout (PULSE) signals
* Built-in alert support
* Clean and lightweight chart visualization
## Best Used On
* Cryptocurrency
* Forex
* Indices
* Commodities
## Recommended Timeframes
* 5 Minutes
* 15 Minutes
* 30 Minutes
* 1 Hour
Session Pulse is designed for traders looking to identify high-quality intraday breakout opportunities while filtering out low-probability market noise. It works best when combined with proper risk management and sound trading discipline rather than being used as a standalone trading system.
Indicator
Indicator
Market Euphoria Index v2 - MEI - Predict Market Tops & BottomsThe Market Euphoria Index v2 (MEI) is a 0–100 macro composite designed for the MONTHLY chart of SPX or the Nasdaq Composite (weekly also supported). It measures the cumulative buildup of the conditions that have historically surrounded major cycle tops and bottoms — not price alone, but the collision of euphoria (extension, sustained complacency) with late-cycle stress (profit stagnation, claims turning, curve dynamics, tight policy).
HOW TO READ IT
Above 80 — Extreme euphoria: the historical top zone
Above 65 — Euphoria warning: late-cycle, tighten risk
35–65 — Neutral
Below 35 — Fear: opportunity zone
Below 20 — Extreme fear: the historical bottom zone
Confirmation markers add a timing layer on top of the regime reading: a red triangle prints when MEI is in the euphoria zone AND monthly RSI shows a bearish divergence (higher price, lower momentum). A green triangle prints when MEI is in the fear zone AND either monthly RSI is washed out or initial jobless claims roll over from cycle highs — historically one of the tightest bottom signals available (claims peaked within weeks of the March 2009 and March 2020 lows).
THE 8 COMPONENTS (weights adjustable)
Price extension vs 5-year MA (22%) — blended with a 15-year percentile rank so each era is judged against its own norms
Yield curve un-inversion clock (18%) — tops historically cluster 0–12 months after un-inversion; includes a resolve gate so the clock disarms once the cycle has clearly broken (heavy Fed cuts, price under its 5-year MA, or claims spiking)
Corporate profits, ECONOMICS:USCPR (15%) — profits stagnated or declined ahead of the recession-driven bears (1997→2000, 2006→2007); deep decline with an improving second derivative scores as bottom conditions
Jobless claims cycle, ECONOMICS:USIJC (15%) — trough-and-turn off cycle lows = pre-top; spike-and-rollover = bottom
VIX 12-month average (10%) — sustained complacency, not spot readings
Inflation re-acceleration (8%)
Real rate stress (6%) — deflation-guarded so 2009-style CPI collapses read as fear, not stress
Fed cycle position (6%)
All rolling windows are computed at native monthly/quarterly/weekly resolution, so the math is correct on any chart timeframe. Missing history (VIX pre-1990, claims pre-1967, curve pre-1976 falls back to 10Y minus Fed Funds) is handled by dynamic weight renormalization — the composite extends back decades using whatever components exist, and the table shows how much weight is live at any point.
LIMITATIONS — READ BEFORE USING
Economic data publishes with a lag and gets revised, so real-time signals arrive later than a historical replay suggests. This framework targets recession-driven cycles: it structurally cannot anticipate exogenous shocks (2020) and only partially captures rate-shock bears (2022). The 2022–24 curve inversion that resolved without a recession is a live example of a component false positive — which is why no single component, including the curve, should be read in isolation. This is a regime gauge, not a precision timer, and nothing here is financial advice. Always combine with your own risk management.
Alerts are included for all threshold crossings and both confirmation signals. Feedback welcome — especially observations from earlier cycles. Indicator
STRX - AutoBar Index NavigatorSTRX - Bar Index Navigator is a lightweight overlay indicator designed to display the numerical position of each candle on PulseWire. It helps users quickly identify the exact index of historical candles through the Data Window, Status Line, live label, and optional milestone markers at regular intervals. The script is intended as a chart navigation and orientation tool for manual analysis, replay, and visual chart review.
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In addition to its direct charting use, this indicator was also created to support other indicators, scripts, or studies that require the correct identification of a candle’s bar_index. In that role, it can serve as an auxiliary tool for locating the exact bar to use as a reference in custom analysis or scripted logic.
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Features
Displays the current candle index in real time.
Shows bar_index values in the Data Window and Status Line.
Adds an optional live label on the last bar.
Includes optional historical milestone markers at configurable intervals.
Fully customizable colors and marker spacing.
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Intended Use
This indicator is designed as a visual aid for traders and script developers who need to reference candle positions quickly and precisely. It does not generate trade signals, forecasts, or automated orders.
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Notes
Intended for educational, analytical, and development-support use.
Can be useful as a reference tool for other scripts that rely on bar_index-based coordinates. Indicator
Chart Date Range Stamp A screenshot that cannot be dated afterwards.
PulseWire's time axis spells out the YEAR only where a year boundary happens to fall inside
the current view, and there is no setting that changes that -- the axis label density is chosen
automatically from the zoom level. (Chart settings -> Scales -> Date format governs the CROSSHAIR
label, not the axis.) So the full date exists only on hover, and hover is exactly what a
screenshot does not capture.
This puts the date INTO the chart image: a one-cell table carrying the date of the leftmost and
the rightmost visible bar. Whatever the axis decided to print, the screenshot now states its own
range.
IT FOLLOWS SCROLL AND ZOOM, because it reads `chart.left_visible_bar_time` /
`chart.right_visible_bar_time` rather than the data. THAT IS ALSO ITS ONE COST: those two
builtins make the WHOLE script recalculate on every visible-range change, not just on a new bar.
Here that is one table cell and the cost is nothing -- but it is the reason this stays a
standalone file and is never folded into an indicator that computes anything. Adding these
builtins to a real detector would re-run its state machine on every scroll.
TIMEZONE: dates are formatted in the SYMBOL'S EXCHANGE timezone, which is what the axis labels
use. If the chart is set to display a different timezone the two can disagree by one day right at
a boundary bar; `tzOverride` exists for that case.
The range is BAR times, not wall-clock: on a daily chart the right value is the date of the last
visible bar, so a chart scrolled into the future whitespace still reports the last real bar.
IT STARTS BLANK, for a moment, and that is deliberate. Those builtins are na until the chart has
told the script what is on screen, which has not happened on the first calculation. There is no
honest fallback available: the obvious one, the current bar's own `time`, would print the same
date on BOTH sides -- and "2026-07-27 -> 2026-07-27" is not a partial answer, it is a confident
wrong one, on the single file whose whole job is to state a range correctly. So the write is
gated rather than faked. Blank for one calculation, never wrong. Indicator
Indicator
MAEM - Macro Barometer
A compact macro dashboard for traders who can't watch four charts at once. MAEM - Macro Barometer places a single table on your active chart showing the live bias (Bullish / Bearish / Flat) and an RSI extreme flag (OB/OS) for four classic macro references: DXY, VIX, US10Y and WTI Crude Oil — the barometers most traders check before pulling the trigger on Gold, indices, or FX, regardless of what you're actually trading.
HOW IT WORKS
- Bias per barometer = price vs EMA + EMA slope (filters out single-tick whipsaws): Bullish only when price is above a rising EMA, Bearish only when price is below a falling EMA, otherwise Flat.
- The RSI column flags OB (overbought) / OS (oversold) on each barometer, so you catch when a macro driver may be running out of steam before it reverses against your position.
- All four barometers are read on your chart's own timeframe via request.security(), non-repainting (lookahead_off).
CUSTOMIZATION
- Toggle each barometer on/off individually.
- Override any of the four symbols if your broker/feed doesn't carry TVC: data.
- Adjust EMA length, RSI length/thresholds, panel position and text size.
Built for traders who want the macro backdrop at a glance without tab-hopping between separate charts — part of the MAEM suite alongside Structure Suite and Volume Suite. Indicator
Indicator
Indicator
Recursive Kernel Trend [QuantAlgo]🟢 Overview
The Recursive Kernel Trend is a trend-following indicator built on a recursive residual estimator with adaptive rate scheduling. It applies one of six selectable filter structures to a residual-corrected recursion, modulates the update rate according to efficiency and volatility conditions, and confirms directional state through slope persistence. The result is a responsive yet controlled trend line that adapts its tracking behavior to market regime while filtering noise-driven fluctuations across every timeframe and instrument.
🟢 How It Works
The calculation begins with a residual between the selected price source and the current estimate. This residual drives a base recursive update whose rate is not fixed but scheduled on every bar:
resid = src - estimate
base = estimate + kern_rate * resid
The scheduled rate is produced by combining two adaptive weights. Efficiency weighting measures the ratio of net directional progress to total price path over a lookback window, raising the rate when movement is clean and lowering it during chop. Volatility weighting compares current ATR against a longer baseline and reduces the rate when volatility expands. The combined rate is then bounded by floor and ceiling limits and further scaled by an optional directional bias that applies different multipliers depending on whether price sits above or below the estimate:
eff_weight = eff_floor + (1.0 - eff_floor) * eff_ratio
vol_weight = math.min(math.max(1.0 / vol_ratio, 0.50), 1.75)
rate_sched = math.min(math.max(base_rate * eff_weight * vol_weight, rate_floor), rate_ceil)
kern_rate = rate_sched * bias
Six filter structures can be applied to the base update. Standard uses a single pass. Wilder halves the rate for smoother behavior. Double and Triple apply successive lag-compensated stages. Gaussian cascades four poles without compensation. Hull combines fast and slow passes then re-smooths the result. All structures receive the live scheduled rate so the adaptive weighting remains active.
A residual accumulator runs in parallel with the recursion. It retains a decaying memory of past residuals and applies a correction term that closes persistent offset during sustained trends. An optional ATR-based limiter can bound the accumulator to prevent overshoot after gaps or parabolic moves:
corr_acc := corr_acc * corr_decay + resid
estimate := kern_out + corr_weight * corr_acc
Directional state is derived from the slope of the finished estimate after a short smoothing window. A consecutive run of bars in the same slope direction must reach a confirmation threshold before the state is allowed to flip. This step prevents single-bar noise from reversing the trend color or firing alerts.
🟢 Signal Interpretation
▶ Bullish Trend (Long/Buy): When the smoothed slope of the estimate remains positive for the required number of confirmation bars, the indicator enters bullish state. The trend line and gradient layers switch to the bullish color. This condition identifies potential long or buy opportunities and remains active until an equal run of negative slope bars confirms a reversal.
▶ Bearish Trend (Short/Sell): When the smoothed slope remains negative for the required confirmation bars, the indicator enters bearish state. The visual elements switch to the bearish color. This condition identifies potential short or sell opportunities and holds until a confirmed positive run occurs.
🟢 Features
▶ Preconfigured Presets: Three parameter sets cover different trading approaches. Default targets swing trading on 1H to daily charts with balanced rate and confirmation. Fast Response raises the recursion rate and shortens confirmation for intraday charts where the indicator needs to adapt to shorter-duration moves. Smooth Trend lowers the rate and lengthens confirmation for position trading on daily and weekly timeframes, where the cost of a false flip is higher than the cost of a delayed one. Selecting a preset overrides the individual rate, efficiency, and state detection inputs.
▶ Built-in Alerts: Three alert conditions are provided. Bullish State Signal fires when the trend state flips from bearish to bullish. Bearish State Signal fires on the opposite transition. Any State Change combines both into a single notification.
▶ Visual Customization: Six color presets (Classic, Aqua, Cosmic, Cyber, Neon, Custom) coordinate the trend line and gradient layers. Optional bar coloring tints candles with the active state color at a configurable transparency.
*Tips: Layer the Recursive Kernel Trend with complementary analysis rather than treating it as a standalone trading tool. State flips hold most reliably when backed by participation, so combine each change with volume context, since a flip on expanding volume is far more likely to sustain than one on thin flow, and read the move against market structure, as a reversal that aligns with a clear swing high or low carries more significance than one in open space. Pairing this script with volume, open interest, CVD, market structure, and mean reversion indicators from our QuantAlgo toolkit can further validate a directional shift before entry. Indicator
Indicator
ORB Confluence ProORB Confluence Pro — Opening Range Breakout with VWAP + Volume Grading
Overview
ORB Confluence Pro is a complete intraday Opening Range Breakout toolkit. It draws the day's opening range (5, 15, or 30 min), flags confirmed breakouts with an A/B/C quality grade, and detects ORB rejection reversals at the range edges — all restricted to the current session only so your chart stays clean.
What it does
Opening Range — Builds the OR from the first 5/15/30 minutes of the regular session, then locks and plots the high/low lines and range box.
2-Candle Breakout Confirmation — A breakout is only signalled when price crosses the OR edge and a following candle pushes further in the same direction (beyond the crossing candle). This reduces false pokes and wick fakeouts.
A/B/C Grading with Confluence — Every breakout is graded on VWAP alignment and a volume surge vs. its moving average:
A = breakout + full confluence
B = breakout + partial confluence
C = breakout only
Hover the label for a plain-language explanation of why it earned that grade.
ORB Rejection Reversals — Uses a 10% inner band at each edge. A same-colour trigger candle that tests the edge, followed by a confirming candle closing beyond its wick, prints a Rev ↑ / Rev ↓. Limited to one per swing to avoid noise.
Pullback Re-Entry — Re-arms breakout signals when price pulls back to the range and pushes out again.
Today-Only Drawings — All lines, boxes, and markers reset each new session and auto-carry the last valid session across weekends/holidays.
Status Dashboard — Live table showing OR High/Low, directional bias, VWAP position, and volume state.
Key Settings
OR duration (5/15/30), session, and timezone
OR line colour, width, and style (solid/dashed/dotted)
Toggle VWAP and Volume confluence; volume MA length and surge multiplier
Optional "require full confluence to fire"
Dashboard position and reversal visibility
Built-in Alerts
ORB Breakout Up / Down (confirmed)
ORB Reversal Up / Down
How to use
Apply on a 1–5 min chart so the opening range has enough bars. Use grade A/B setups in the direction of VWAP for the strongest breakouts, and watch Rev signals for failed-breakout fades back into the range.
Notes
This script is for education and analysis only. It is not financial advice — always confirm signals with your own risk management. Signals confirm on bar close and do not repaint. Indicator
Indicator
SVKO CFD Symbol MapperSVKO CFD Symbol Mapper resolves broker CFD tickers to their native PulseWire symbols and performs reverse lookups for compatible indicators. It provides one shared mapping source instead of duplicating mappings across companion scripts.
█ OVERVIEW
This is a visually silent helper indicator. It does not draw signals, levels, tables, or volume. It resolves the counterpart of the current chart symbol and transports that symbol to a receiving indicator.
█ HOW IT WORKS
The Mapper checks user supplied Symbol Mappings before its built in mappings. Each pair uses a complete PulseWire ticker ID on both sides in this form:
TRADENATION:NVDA.EX = NASDAQ:NVDA
On a supported broker chart, the Mapper returns the native PulseWire symbol. On a native PulseWire chart, it performs the inverse lookup and returns the first matching CFD symbol.
Pine Script cannot pass a ticker string between indicators through `input.source()`. The Mapper therefore encodes the resolved ticker into two hidden numeric plots named 1st code and 2nd code . A compatible receiving indicator reads both plots and reconstructs the symbol.
█ HOW TO USE
1 — Add SVKO CFD Symbol Mapper to the chart.
2 — Add any required custom pairs to Symbol Mappings .
3 — Add a compatible receiving indicator.
4 — In that indicator, select Map: 1st code for its 1st code input and Map: 2nd code for its 2nd code input. Both selections must come from the same Mapper instance.
The Mapper remains visually silent after connection.
█ MAPPING BEHAVIOUR
Custom mappings take priority in both directions. If several CFD symbols point to the same native symbol, inverse lookup returns the first pair in mapping order.
Delayed native exchange suffixes _DL and _DLY are normalised before lookup. If no mapping exists, both code plots return zero.
The Mapper transports symbol identity only. It does not request price, volume, fundamentals, or other data from the resolved symbol.
█ LIMITATIONS
The transported ticker can contain at most 18 encoded characters. Supported characters are uppercase letters, digits, dash, colon, dot, and underscore. Unsupported characters produce a runtime error.
The receiving indicator is responsible for requesting and interpreting data from the transported symbol.
█ CREDITS AND LICENCE
Original work by SVKO. Published open source under the Mozilla Public License 2.0. Indicator
Multi-Timeframe ATR Stop & Contract Risk TableSummary
The Multi-Timeframe ATR Stop & Contract Risk Table is an educational risk-management tool that displays Average True Range (ATR) values from multiple lower timeframes in a single table. It converts ATR into points, ticks, and estimated dollar values to help traders compare current market volatility across intraday timeframes.
The indicator is intended to assist with trade planning and position sizing. It does not generate trade signals or recommend entries or exits.
Description
Average True Range (ATR) is a widely used volatility measurement that estimates the average movement of price over a specified lookback period.
This script displays ATR values from the following timeframes:
1 Minute
2 Minute
3 Minute
5 Minute
For each timeframe the table displays:
ATR in Points
ATR converted to Ticks
Estimated Full-Size Contract Dollar Value
Estimated Micro Contract Dollar Value
The calculations can use the chart symbol's point value automatically or a manually specified value when desired.
The indicator is designed to reduce mental calculations when comparing potential stop distances across multiple intraday timeframes.
Features
Multi-timeframe ATR calculations
Independent ATR length
Multiple ATR smoothing methods
RMA
SMA
EMA
WMA
Automatic symbol point-value detection
Optional manual point-value override
Estimated dollar risk for full-size contracts
Estimated dollar risk for micro contracts
Adjustable ATR multiplier
Adjustable contract quantities
Compact table positioned on the chart
Tooltips throughout the settings and table
How to Use
Select an ATR length appropriate for your market.
Choose the desired ATR smoothing method.
Confirm or manually enter the contract point value if necessary.
Adjust the ATR multiplier if your trading plan uses stops based on a fraction or multiple of ATR.
Use the table to compare recent volatility between the 1-, 2-, 3-, and 5-minute timeframes.
The displayed values may be useful when estimating stop distances and approximate monetary exposure before entering a trade.
Educational Notes
Average True Range measures recent volatility.
ATR does not indicate:
market direction
trend strength
probability of success
optimal entry locations
ATR should be interpreted together with the user's own market analysis and risk-management methodology.
Intended Use
This script is intended for educational and informational purposes.
It assists traders by presenting volatility information in a compact format that may reduce manual calculations during trade planning.
Limitations
Dollar values are estimates based on the selected point value and contract quantity.
Actual fills, slippage, commissions, and execution costs are not included.
Different markets may use different contract specifications.
ATR is a lagging volatility measure and should not be interpreted as a predictive indicator.
Originality Statement
This indicator was developed as an original implementation using Pine Script® v6.
The calculations use publicly documented ATR methodology available within PulseWire's Pine Script® environment. The implementation, table layout, user interface, conversion logic, and visualization were written specifically for this script and are not copied from another published PulseWire indicator. Indicator
