Market Structure Shift [JOAT]═══ MARKET STRUCTURE SHIFT ═══
A complete Smart Money Concepts structure engine that reads the market the way institutional flow moves it — mapping every swing and internal shift, tagging each break as BOS (continuation) or CHoCH (reversal), then layering liquidity, premium/discount context, and a structure-anchored risk plan on top. It turns raw price action into a clean, labelled map of who is in control and where the shift happens.
▎ WHAT IT DOES
MSS tracks confirmed pivots and runs them through a two-layer structure state machine. When price closes (or wicks) beyond a protective swing, it draws the break line, labels it BOS or CHoCH, and updates the live trend state. Around that skeleton it adds equal-high/low liquidity marks, a premium/discount/equilibrium range map, an optional structure-anchored SL and Reward:Risk target zone, session VWAP with deviation bands, and a live dashboard summarising the whole picture.
▎ HOW IT WORKS
• Confirmed pivots — swing highs/lows are detected with a symmetric pivot length (bars each side), so a pivot only prints once fully confirmed. A separate, shorter internal pivot length tracks a faster inner structure layer.
• BOS vs CHoCH logic — each layer holds a trend state (bull / bear / range). A bullish break of the last swing high while the state is already bullish is a BOS (continuation); a bullish break while the state was bearish is a CHoCH (change of character / first reversal). The mirror logic applies to bearish breaks.
• Break confirmation — you choose whether a candle must close beyond the level (cleaner) or whether any wick penetration counts.
• Sequence read — every new pivot is classified HH / LH / HL / LL (or EQ) so you can see the higher-high / lower-low rhythm at a glance.
• Liquidity (EQH/EQL) — two consecutive pivots landing within an ATR-scaled tolerance are marked as Equal Highs or Equal Lows — resting liquidity pools where stops cluster.
• Premium / Discount — the active swing range is split into a Premium (upper) zone, a neutral Equilibrium band around the midpoint, and a Discount (lower) zone, so you always know which half of the range price is trading in.
• Structure-anchored risk — on a fresh signal the stop is placed just beyond the swing that would invalidate the shift (plus an ATR buffer), or by a fixed ATR distance. Risk is floored and capped by ATR, and the target is projected at your Reward:Risk multiple.
• VWAP magnet — session-anchored VWAP with inner and outer standard-deviation bands acts as the fair-value reference the structure tends to rotate around.
• ATR normalisation — label spacing, liquidity tolerance and stop distances all scale with ATR, so the tool behaves consistently across assets and timeframes.
▎ HOW TO USE IT
• Read the trend state first: a CHoCH warns the prevailing structure has broken; a following BOS confirms the new leg. Trade with the higher-conviction swing layer and use internal breaks for earlier, finer entries.
• BUY / SELL labels fire on the events you enable (CHoCH, BOS, or both) from your chosen layer — treat them as a structure trigger, not a blind entry.
• Favour longs from the Discount zone and shorts from the Premium zone; the Equilibrium band is neutral / no-man's-land.
• EQH/EQL marks show where liquidity rests — price often sweeps these before a genuine shift, so use them as targets and as traps to avoid.
• When a signal prints, the RISK ZONE (entry→stop, red) and TARGET ZONE (entry→TP, green) boxes project the plan; the SL and TP lines carry exact price and R labels. The zones extend live, then freeze once TP, SL, or the time-out is reached.
• Use VWAP and its bands as confluence — a shift back through VWAP into the opposite σ band is a common rotation target.
▎ KEY SETTINGS
• Structure Engine — swing pivot length, optional internal layer + its length, close/wick break confirmation, ATR length.
• Signals — signal source (Swing / Internal / both) and whether labels fire on CHoCH, BOS, or both.
• Liquidity & Zones — toggle EQH/EQL, equal-level tolerance, premium/discount zones, equilibrium band width, and the floating price-zone tag.
• Risk Model — stop basis (Structure+Buffer or ATR Multiple), buffer/ATR distance, Reward:Risk multiple, min/max risk floors and caps, projection length, max drawn setups.
• VWAP — show VWAP, inner/outer σ multiples, deviation lookback.
• Visuals — swing/internal break display, pivot markers, zone candle colouring, draw limits, and the blue/violet colour scheme.
▎ DASHBOARD
A compact blue/violet panel reports live: overall Trend , the Last Event (Bull/Bear BOS or CHoCH), the current Swing Sequence (e.g. HH · HL), the Internal structure state, the active Price Zone , running BOS and CHoCH counts, Liquidity (EQH/EQL) count, the current Signal , and the symbol/timeframe. Position and text size are adjustable.
▎ ALERTS
Six alertconditions are provided: Bullish BOS, Bearish BOS, Bullish CHoCH, Bearish CHoCH, BUY Signal, and SELL Signal — each with a ready message carrying ticker and interval.
▎ NOTES
• Works on all timeframes and all assets — everything scales with ATR.
• Pivots are confirmed (they need bars to close each side), so structure marks are non-repainting once printed; the price-zone label and dashboard update live on the last bar as expected.
• Every visual layer has a toggle — turn off what you don't need for a clean chart.
• Signals never fire both directions on the same bar; a conflicting wide-range bar is dropped.
For research and education only. This is not financial advice. No indicator can predict the future, and past behaviour does not guarantee future results. Any labels, zones, or counts describe historical price action only. Always do your own analysis and manage your own risk.
Made with passion by JackOfAllTrades ⚡ Indicator
Indicator
Sesh FlowSessionFlow (Sesh Flow)
Summary
Previous-session highs/lows, session boxes, and two kill zones per session (London, New York, Asian) in one shared, configurable timezone — the time-of-day context layer for ICT/SMC traders.
Description
SessionFlow draws the previous trading session's high, low, and bounding box on your chart for three sessions — London, New York, and Asian — plus two toggleable kill zones per session (open and close). Everything operates in a single user-configurable timezone so the session map matches your trading day, not the exchange's.
It is built for ICT / Smart Money Concepts traders who plan the day around where liquidity rested overnight and during the prior session — and who need the chart's session context unambiguous at a glance before evaluating any setup.
Features
Three sessions, one shared timezone. London (07:00-16:00), New York (12:00-21:00), Asian (00:00-09:00) by default at UTC-5. Switch the timezone dropdown (UTC+0 / UTC-5 / UTC-4 / UTC+1 / UTC+9) and every session and kill-zone window shifts together.
Previous-session highs & lows. Two horizontal lines per session (high and low) drawn from the just-finished session, each labeled "London High" / "London Low", color-coded per session (London blue, NY orange, Asian teal).
Session boxes. Optional shaded background box over the previous session's full start-to-end range at 92% transparent fill, so you can see the session's range at a glance without cluttering the live chart.
Two kill zones per session (open + close). Each session has two independent kill zones — K1 (session open) and K2 (session close) — each with its own enable toggle, its own hours, its own shaded box (85% fill), and its own H/L lines and labels. Defaults follow ICT kill-zone windows: London K1 07:00-09:00, London K2 14:00-16:00, NY K1 12:00-14:00, NY K2 19:00-21:00, Asian K1 00:00-02:00 (Asian K2 off by default; configurable to 07:00-09:00 for the London overlap).
Extend lines to current bar. When ON, the previous-session H/L lines extend to the live bar's right edge so you can see where price sits relative to the prior session's range. When OFF, the lines stop at the previous session's end and stay there.
Label forward offset. A configurable Label offset (bars) input (default 10) pushes the session H/L line and its label forward of the forming candle, so neither covers the live bar you're trying to read. Setting it to 0 restores the original "label on the live bar" behavior. Kill-zone labels are bounded to their kill zone's own end time and are never offset.
Per-session enable + per-kill-zone enable. Toggle any of the three sessions off to hide everything it owns — lines, box, and kill zones — instantly. Toggle any individual kill zone off to suppress just that kill zone in its session.
Drawing budget. Designed to live comfortably within PulseWire's 500 box / 500 line / 500 label per-indicator budget: 17 drawing objects per session × 3 sessions = 51 worst-case, leaving hundreds of slots of headroom.
No repaint. Session and kill-zone boundaries are time-anchored (xloc.bar_time) and computed from time(timeframe.period, sessionString, timezone) which is stable per bar; previous-session H/L values are final once the session archives.
How to use
Add SessionFlow to your chart from the community library.
The script detects the previous session's high/low on the second trading day after install. On the first day, no previous-session levels exist yet — they appear the next day.
Open Settings → General :
Set the Timezone to the one you trade from (default UTC-5 / New York EST).
Adjust Line width , toggle Show kill zones , Show session boxes , Extend lines to current bar , and Label offset (bars) .
Open Settings → London / New York / Asian to configure each session's:
Enable toggle, Session hours , both Kill zone toggles and their Hours , and the session's Color .
Indicator
ORB Opening Range I EonMetrics ORB - Opening Range
ORB marks the opening range — the high and low of the first minutes of a session — and tracks what price does with it for the rest of the day: breakouts by closing price, failed breakouts that snap back inside, and extension levels projected from the range height. The last few days stay on the chart so you can judge at a glance how your instrument actually behaves around its open.
🔶 HOW IT WORKS
From the session open (New York 09:30 by default) the script records the high and low of the first X minutes — 5 to 60, you choose. When the window closes, the range is frozen: a box marks the window, and the high/low lines extend forward until the next session begins. The first candle that CLOSES outside the range tags the breakout; a close back inside within your chosen number of bars tags it as FAILED and re-arms the day.
🔶 WHY THE OPENING RANGE MATTERS
The first minutes of a session concentrate the reactions to everything that accumulated while the market was closed or quiet: overnight news, opening auctions, the first institutional orders of the day. The range those minutes carve out is the day's first agreed-upon value area. That is the reasoning behind the concept, and it is why the tool also tags a move that closes back inside the range rather than only tagging the escape — the two outcomes describe different sessions.
Worth stating plainly: this is the rationale for the concept, not evidence that it works. Whether your instrument respects its opening range is an empirical question about that instrument, and the History setting exists so you can answer it with your own eyes before relying on anything here.
🔶 WHAT IT DOES
Opening range — box over the window (5/15/30/45/60 min), frozen high/low lines extended through the session. Session presets: New York 09:30, London 08:00, Tokyo 09:00, or a fully custom open time with its own timezone (DST handled by the timezone database, not by fixed offsets).
Extension levels — optional lines at ±0.5×, ±1×, ±1.5× and ±2× the range height, projected above the high and below the low. These are reference levels for reading how far a move has traveled relative to the range — the script does not call them targets, because they are not.
Breakout status — evaluated on closing prices only, never on wicks. First close above the high tags ORB ▲, first close below the low tags ORB ▼. A close back inside the range within K bars tags FAIL and re-arms the day, so a later genuine breakout can still be tagged.
History — the last D days of ranges stay on the chart (configurable). Scrolling back through a week of your own instrument is the fastest way to see whether its opening range is worth watching at all.
🔶 ALERTS
Four alert conditions: opening range set, breakout above, breakout below, failed breakout.
🔶 HOW TO USE
1. Pick the session that matches your market — NY 09:30 for US indices and metals, London 08:00 for European hours, or a custom time.
2. Pick the window length. 15 and 30 minutes are the classic choices; shorter = earlier levels, noisier range.
3. Watch the first close outside the range — and read a quick close back inside (the FAIL tag) as a description of that session, not as noise to ignore.
4. Set the four alerts and stop watching the open candle by candle.
🔶 SETTINGS
Session (preset / custom time + timezone, range length) · Levels & Breakout (extension multiples, failed-breakout window, days of history) · Style (colors, box fill).
🔶 HONEST LIMITATIONS
The opening-range concept assumes a session with a real open — indices, metals, forex sessions. On 24/7 crypto a "session open" is a convention: the tool works there mechanically, but the premise behind it is weaker, and you should know that before trading around it. The chart timeframe must be at or below the window length (a 30-minute range cannot be built from hourly bars — the indicator stays empty rather than guessing). This tool draws levels and states facts about closes; it does not generate signals or targets.
Part of the EonMetrics toolset.
Indicator
Indicator
GEX LevelsInput GEX levels in this format:
Call Resistance, 30000, Put Support, 28000, HVL, 29270, 1D Min, 28732.22, 1D Max, 29597.78, Call Resistance 0DTE, 28575, Put Support 0DTE, 28500, HVL 0DTE, 29100, Gamma Wall 0DTE, 28575, GEX 1, 28800, GEX 2, 28900, GEX 3, 29000, GEX 4, 29250, GEX 5, 29500, GEX 6, 28700, GEX 7, 28300, GEX 8, 28600, GEX 9, 28400, GEX 10, 29750 Indicator
Indicator
Previous Day Levels & Stats - High and Low, Wicks, Gaps👀OVERVIEW
Previous Day Levels & Stats (PDH/PDL) draws yesterday's open, high, low and close on today's chart and pairs them with a statistics table showing how this symbol has historically behaved at those levels and split both by whether yesterday closed red or green, and by where today opened.
Most previous-day indicators tell you where yesterday's high and low sit. This one also tells you what price has historically done at those levels including:
⚪ How often the previous day level broke
⚪ How often a break held
⚪ How often price traded into yesterday's wick zone and got rejected
⚪ How far a real break typically ran which is then calculated in today's dollars and added to the chart as an option.
Stats tables like this exist already, but this one splits every statistic two ways at once. First by whether yesterday closed red or green, and then by where today opened. A three-way open classification decides which numbers apply to today.
⚡ CONCEPT
Previous Day. The previous day is the most recently completed regular trading session. At the 4:00 pm close, the levels, candle, projection, and table all flip to the day that just finished and these new levels hold through post-market and the next morning's pre-market. This allows you to prepare for the next day ahead of time.
Conditioning on yesterday's color. The data for red days and green days are kept in two separate sets. The table header tells you which condition applies right now ("AFTER A RED DAY" / "AFTER A GREEN DAY"), and you only ever see the set that matters today.
Conditioning on today's open. Each day is classified three ways against yesterday's range: ⚪Opened inside the range
⚪Gapped above the previous day's high
⚪Gapped below the previous day's low
These are all different situations, a PDH break on an inside day and a gap that opened above PDH are not the same event, so they get separate data and are shown in separate rows.
When trading opens on each new day, the table reduces to only show the section that applies for today. The full table returns at the close so you can study both possibilities while preparing for the next day. If you prefer to always see both sections, a setting turns this off and the non-applicable section dims instead.
Inside-day rows. For days that opened inside yesterday's range.
🔴A: Wick rejected: The day opened inside yesterday's range and traded up into yesterday's upper wick, reaching at least the top of yesterday's body. It never touched yesterday's high, and it ultimately closed back below the top of the body (below the wick). If the day so much as touched yesterday's high, it counts in the break rows instead of in wick rejected row. The percentage is out of all days that opened inside yesterday's range after the same color day. This is showing when we open inside the previous day how often price traded both up into the wick and then got rejected. The PDL column is the mirror image using the lower wick and yesterday's low.
🔵B: Broke but failed: The day opened inside yesterday's range and traded up to or above yesterday's high then ultimately closed at or under yesterday's high. This includes closes just under the high, inside the wick, inside the body and through to the other side of the previous day. This is showing when we open inside the previous day how often price traded both up above the previous day and then got rejected. The PDL column is the mirror image using yesterday's low.
🟡C: Broke & held: The day opened inside yesterday's range and traded up to and above yesterday's high then ended up closing the day above it. This does not track anything that happens in between the break and the close, simply the final outcome. The PDL column is the mirror image using the low of yesterday.
🟢D: Typical run past level: On inside opening days where a break beyond PDH or PDL held, the indicator measures how far price historically ran beyond the level. A run measured in dollars from years ago is not comparable to one from last week. So each historical run is first measured against what a normal daily range was at that time, the median value of all those runs is taken, and that value is converted back to dollars using what a normal daily range is now. The result reads like this: when a break like this held, price typically ran about this far past the level. The median average is used instead of mean average so a single giant day cannot distort the number. In addition to the median distance of the run, a second, farther distance is also available: about 1 in 4 of those runs went beyond this level. This does not include days that closed back inside, these are all from days that broke and held. This also is the furthest distance of the day, not how far the final close of the day was.
Each row is a separate outcome from the same set of days. A day lands in at most one of the three rows per column. The rows do not add up to 100 because some inside days never reach some of the levels at all. The only row that is connected is the Typical run past level row which is based on days that broke and closed past the high or low.
Gap-day rows. For days that opened either above PDH or below PDL.
🔴A: Gap Fill: Opened beyond either PDH or PDL and price came back to at least touch the respective PDH or PDL during the day. This is specifically for the high or low of the previous day, not the previous days close. A day can fill the gap to the level and still close back beyond it, so this row overlaps the rows below it.
🔵B: Wick rejected: Opened beyond either PDH or PDL, traded back into only the wick of the previous day (did not trade back into the body of the candle) and then closed back beyond respective high or low. This is showing when we opened above or below previous day, how often we both traded into the respective high or low wick and back out beyond it. If price at any time during the day traded into the body of the previous candle, it no longer counts in this row.
🟡C: Body rejected: Opened beyond either PDH or PDL, traded back into the body of the previous day candle and then closed the day all the way back beyond respective high or low.
🟢D: Closed back inside: Opened beyond either PDH or PDL and by the end of the day closed back inside the previous day range (wick or body).
🟠E: Closed through: Opened beyond PDH or PDL and ultimately closed the day on the opposite side of the previous day candle than where it opened.
🟣F: Gap held: Opened above PDH and closed the day still above PDH, or opened below PDL and closed the day still below PDL, regardless of what happened in between. This row includes days that never pulled back and days that pulled back and recovered. So price could have never even touched the previous days candle, traded clear through to the other side and back again or anything in between, but closed the day on the same side as the open gap.
Wick rejected and Body rejected are subsets of Gap held. Gap held, Closed back inside, Closed through partition all gap days and sum to 100%.
⭐Doji days. If yesterday closed exactly where it opened, it has no color, so no condition applies. The indicator carries the most recent non-doji color forward for the table, and the header reads "AFTER A DOJI DAY*" on a neutral background so you know a substitution happened. Days that follow a doji are not counted into either condition's statistics, they're displayed under the carried color, never counted under it. So the previous day open, high, low and close are based on the actual previous day (the doji), but the stats are filtered through the most recent colored day before it. There are not enough doji days to have a realistic amount of data to work from. So the levels are used but the data is from the color of the bar before the doji day.
💥FEATURES
• The statistics table: conditioned as described above, with preset color themes (including one designed for light charts). Cell color intensity shows decisiveness, not direction. The further a percentage sits from a coin flip (50/50) in either direction, the stronger the cell glows. Sample sizes appear in hover tooltips on every row.
• Previous-day OHLC lines: with span, style, width, and label options.
• Previous-day candle: a large rendering of yesterday's candle beside today's action, with different placement options.
• Projection overlay: yesterday's candle projected across today's session, so you watch today on top of yesterday's shape.
• Typical-run levels: optional lines shown on the chart from inside days only.
❓HOW TO USE
1. Open an intraday chart of a stock before the market opens. The levels and/or projection already show the most recently completed day and the table shows the data based on what color the previous day was for both if today opens inside previous day and if today opens with a gap in either direction.
2. At 9:30 AM ET, the table will classify the day and the section matching today's open highlights. That shows context, what this symbol has historically done from this starting situation in the past.
3. Use the OHLC lines and wick zones as the map, and the table as the stats at each level. Hover any row for its exact definition and sample size.
4. On inside-open days, turn on the typical-run levels if you want the median-run distances drawn on the chart.
The table describes what this symbol has done, not what it will do. Treat every number as context, not a prediction.
❗ LIMITATIONS
• Session logic is built around US stocks (9:30–4:00 ET regular session). The indicator loads on other symbols, but the open classification, the flip at the close, and the projection presets assume US stock sessions; on 24-hour markets without distinct pre/post sessions the close-flip does not engage.
• Statistics are historical frequencies on your symbol's data. They are not predictions, carry no performance implication, and small samples (newer tickers, rare conditions) mean wider uncertainty so check the sample sizes in the tooltips.
• Days following a doji are excluded from both condition samples (see Concepts), so condition totals will be slightly smaller than the symbol's full day count.
• Absence of typical-run lines on a gap open is intentional, the typical run lines are based on a break out of the prior day. In an attempt to keep the indicator simple and user friendly, the lines are only applied for break outs of the range.
• During post-market, the projection covers the just-completed session behind price; the pre-market view is the designed preparation window.
• Different data feeds disagree by cents on some historical days, so counts can differ slightly between feeds.
• This indicator is for educational purposes and is not intended to be used alone for decision making. Make sure that you properly backtest with any data before using it.
📋NOTES
All statistics are computed from the symbol's complete daily history, so the numbers are the same on every chart timeframe and don't depend on how many bars your chart happens to have loaded. Everything is computed on confirmed bars only and states move forward-only so nothing is retroactively relabeled, and what you see live is what remains on the chart in history and in replay.
Indicator
TraderGus Key LevelsTraderGus Key Levels draws every level an intraday momentum trader marks each morning — automatically, on any chart, with zero manual work.
What it draws:
🔹 PDH / PDL — prior day's regular-session high and low
🔹 PMH / PML — today's premarket high and low
🔹 PWH / PWL — prior week's regular-session high and low
🔹 ORB — opening range high and low (5, 10, 15, or 30 minutes — your choice)
All levels appear as clean horizontal rays with price-scale tags, color-coded per set. Add the indicator once and the right levels are simply there every time you open the chart — no drawing, no recalculating, no morning prep routine.
Why traders love the details:
✅ Works with Extended Hours OFF. Premarket levels appear on your clean regular-session chart right at the open. No cluttering your day-trading layout with overnight candles.
✅ Anchored to the real candle. PDH/PDL and PWH/PWL start exactly at the candle that printed them — drop from the daily to the 5-minute and the ray re-anchors to the precise 5-minute candle that made the level.
✅ Always current. Levels persist through the evening and roll automatically at 2:00am CT (configurable). Whenever you sit down, the chart is already correct.
⚡ Backtest mode — the time-saver:
Type in any date. That's it. The indicator instantly redraws the complete picture a trader saw that morning: that day's opening range, its premarket high/low, the prior day's levels, the prior week's range. Reviewing a historical ORB setup used to mean scrolling back and hand-drawing every level — now it's one date entry and about ten seconds. Studying 20 sessions takes minutes, not an afternoon. Weekend dates snap forward to the next trading day automatically.
Settings: independent show/hide toggles for each level set, full color/width/style control, configurable session times and reset hour. Defaults are set for US stocks (8:30am–3:00pm CT regular session, 3:00–8:30am CT premarket).
Note: on charts with Extended Hours off, premarket levels appear from the opening bell onward. To watch them develop live before the open, use a chart with Extended Hours enabled.
Set it once. Never draw these levels by hand again. Indicator
Virgin RTH Levels with Alerts# Virgin RTH Levels with Alerts
If you're looking to trade breakouts or breakdowns and/or fake-outs without having to be glued to the screens, or manually drawing the levels every day, then this is the script for you!
## What it does
This indicator automatically marks the Regular Trading Hours (09:30–16:00 New York) High and Low of every prior day — plus the prior day's Halfback (50% of the RTH range), prior week's and prior month's RTH High/Low, and the year-to-date RTH High/Low — and keeps each level on the chart only while it remains **virgin**.
A level is *virgin* if price has never traded back to it during a subsequent RTH session. These untested levels often act as magnets and reaction zones: old session extremes that were never revisited during regular hours tend to get sought out later, and the first touch frequently produces a tradeable reaction.
## The core rule: RTH touches clear, ETH touches alert
The defining feature of this script is how it separates the two sessions:
- **Touch during RTH (09:30–16:00 NY):** the level is considered tested. An alert fires and the level is removed from the chart (or optionally kept as a dotted line).
- **Touch during ETH (overnight/extended hours):** an alert fires so you know price is interacting with the level, but **virgin status is preserved** — only regular-session trade can "spend" a level.
This lets you run alerts around the clock on futures and extended-hours equities while keeping the level logic strictly RTH-based.
## Levels drawn
- **PDH / PDL** — each prior day's RTH High and Low (all of them, as far back as your lookback setting)
- **PD50** — prior day's Halfback: the midpoint of the prior day's RTH range
- **PWH / PWL** — prior weeks' RTH High and Low (thicker line by default)
- **PMH / PML** — prior months' RTH High and Low (thicker still)
- **YTDH / YTDL** — the year's running RTH High and Low (thickest). These update in place as new yearly extremes are made and reset at the new year.
Every line begins at the 09:30 open of the session that created it and extends right until it is touched during RTH. Optional labels show the level name and price.
## Alerts
Create one alert on the indicator and choose either:
- **"Any alert() function call"** — one alert covers everything, with dynamic messages naming the symbol, the exact level (e.g. "virgin PWH 7,554.00"), the session it was touched in, and whether the level was cleared or preserved.
- **A specific condition** — twelve individual conditions are available: any level (any session / RTH only / ETH only), Prior-Day High, Prior-Day Low, Prior-Day Halfback, Prior-Week High/Low, Prior-Month High/Low, and YTD High/Low. Messages are fully editable and support PulseWire placeholders such as {{ticker}} and {{close}}.
Alerts fire in **all** sessions, so overnight tags of untested levels reach you even though they do not clear the level.
## Settings
- **Session** — RTH window and timezone are configurable (defaults 09:30–16:00 America/New_York), so the script works on any instrument and any regular session definition.
- **Lookback** — how far back to keep levels: trading days for daily levels (minimum 1 = prior session only), weeks for weekly, months for monthly.
- **Visuals** — independent color, line width (1–10), and line style (solid/dashed/dotted) for each of the nine level types; label on/off and label size; toggles for weekly, monthly, YTD, and Halfback levels; option to keep touched levels as dotted lines instead of deleting them.
- **Alerts** — RTH and ETH touch alerts can be enabled independently.
## How it works
The script accumulates the High/Low of each RTH session bar-by-bar using the configured session and timezone (it does not rely on higher-timeframe requests, so levels match exactly what printed during regular hours on your chart's symbol). When a session, week, or month completes, its extremes are stored as level objects and drawn from that period's 09:30 anchor. On every bar, each stored level is checked against the bar's range: an RTH touch clears it, an ETH touch only alerts. Weekly levels finalize at the first bar of the new week, so on futures they are already in place for the Sunday evening open.
## Usage notes
- Use an **intraday** chart. For ETH alerts, enable extended hours on the chart; on an RTH-only chart the script still works, but ETH touches obviously cannot fire.
- If long lookbacks distort your price scale, right-click the price scale and enable **"Scale price chart only"** — the chart will fit the candles and ignore the lines.
- Works on futures, stocks, and ETFs; set the session/timezone to match your instrument's regular hours. Indicator
Prior Day RTH OHLC + Current Session OpenPrior Day RTH OHLC + Current Session Open plots key reference levels from the most recent completed regular trading session, along with a user-defined Current Session Open level.
The indicator is designed for intraday charts where traders want clean regular-session reference levels while viewing extended-hours price action.
It tracks the current regular session during the day, then locks in the completed regular-session Open, High, Low, and Close once the post-market session begins.
It also includes a Current Session Open level, labeled CSO. By default, CSO is set to the 4:00 a.m. New York premarket open for U.S. equities, but users can adjust the session input for futures, ETFs, equities, or any other symbol with available intraday session data.
Levels shown:
PDH: Prior regular-session high
PDL: Prior regular-session low
PDC: Prior regular-session close
PDO: Prior regular-session open
CSO: Current Session Open, based on the user-defined session input
Features:
Solid horizontal reference lines
Right-side labels that stay near the current bar
Lines stop at the labels instead of extending endlessly across the chart
Customizable regular session and post-market session inputs
Customizable Current Session Open input
Individual visibility toggles for PDH, PDL, PDC, PDO, and CSO
Customizable colors, label size, line width, and label offset
Default sessions:
Regular Session: 09:30 to 16:00
Post-Market Session: 16:00 to 20:00
Current Session: 04:00 to 20:00, New York time
Important notes:
This is not a trading strategy and does not generate buy or sell signals. It is a reference-level tool only.
For best results, use this indicator on intraday charts with extended-hours data enabled. The CSO level depends on the chart having bars available during the selected session window. For U.S. equities, the default CSO is intended to capture the 4:00 a.m. premarket open. For futures, users may want to change the Current Session input to match the relevant evening session. Indicator
Weis Wave Renko - Effort vs ResultABOUT THIS SCRIPT
Weis Wave Renko – Effort vs Result indicator combines Renko price structure with Weis Wave volume analysis to help assess the relationship between market effort and price result.
This script is a fork and substantial extension of the original “Weis Wave Volume” script published by modhelius . Full credit is given to modhelius for the original Weis Wave calculation, Renko assignment methodology and histogram on which this version is based.
PURPOSE
The script was developed to support the following workflow:
Use VSA/Wyckoff analysis to identify the market background and possible exhaustion, absorption or testing activity.
Use Weis Wave volume to compare the effort behind successive buying and selling waves.
Use Renko structure to confirm changes of direction, higher lows, lower highs and sustained reversals.
Use the developing relationship between effort and result to assess whether supply or demand is strengthening, weakening or being absorbed.
Where appropriate, use a confirmed Renko reversal as part of an entry, stop-placement or trade-management process.
The script is intended to support a discretionary Wyckoff/VSA-style analysis of Renko charts.
It does not treat every Renko colour change as a trading signal. Instead, it is designed to help answer questions such as:
Is demand expanding or contracting?
Is supply expanding or contracting?
Is price rising with less apparent selling resistance?
Is price falling because support beneath the market is weak?
Is increased volume producing less price progress?
Does a high-volume wave represent a possible buying or selling climax?
Has a later lower-volume test supported or rejected that interpretation?
The underlying concept is effort versus result:
Effort = cumulative wave volume.
Result = the price movement achieved by the Renko wave.
PIVOT STATISTICS
At each completed Renko peak or trough, the script displays:
Weis Wave volume.
Number of Renko boxes contained in the wave.
The statistics box refers to the completed wave that formed that peak or trough.
The current uncompleted wave can also display a live statistics box. Live statistics remain provisional until the wave is completed by a confirmed change of direction.
WAVE COMMENTS
Each completed wave can receive a separate comment box connected to the centre of the relevant Renko leg.
The comment box may contain three distinct sections:
Structural conclusion.
Primary wave classification from the Scenario Key.
Explanation based on later price and volume behaviour.
For example:
Buying climax confirmed
Demand expanding
Next up-wave retest failed below the climax high on lower volume
The primary wave classification describes the completed wave relative to the previous wave in the same direction.
The structural conclusion may update later as additional waves complete reflecting the dynamic nature of the indicator.
PRIMARY WAVE CLASSIFICATIONS
Up-waves are compared with the preceding completed up-wave:
Demand expanding - More volume accompanied by a longer rise.
Demand contracting - Less volume accompanied by a shorter rise.
Less effort needed to rise - Similar or lower volume produced the same or greater upward progress.
Buying effort absorbed - More volume produced a shorter rise, suggesting that buying effort encountered supply.
Down-waves are compared with the preceding completed down-wave:
Supply expanding - More volume accompanied by a longer decline.
Supply contracting - Less volume accompanied by a shorter decline.
Less support beneath price - Similar or lower volume produced the same or greater downward progress.
Selling effort absorbed - More volume produced a shorter decline, suggesting that selling effort encountered demand.
No material change - Neither volume nor price result changed sufficiently to exceed the selected Material Change Threshold.
CLIMAX ANALYSIS
A large wave is not classified as a confirmed climax merely because it has high volume. The script uses a staged process:
Possible buying climax:
An up-wave becomes a buying-climax candidate.
The next down-wave must produce the selected Renko reversal confirmation, which defaults to three boxes.
The immediately following up-wave is treated as the retest.
The buying climax is confirmed only when that next up-wave: has lower volume than the original climax up-wave; produces a shorter rise; and fails below the climax high. The comment can then state:
Buying climax confirmed -
Next up-wave retest failed below the climax high on lower volume - Possible selling climax
A down-wave becomes a selling-climax candidate. The next up-wave must produce the selected Renko reversal confirmation. The immediately following down-wave is treated as the test. The selling climax is confirmed only when that next down-wave: has lower volume than the original climax down-wave; produces a shorter decline; and holds above the climax low.
The comment can then state:
Selling climax confirmed -
Next down-wave test held above the climax low on lower volume
Only the immediate next corresponding up-wave or down-wave is used for the test. The script does not search through later waves to find a result that retrospectively fits the climax interpretation.
NO SUPPLY AND NO DEMAND
Possible no supply requires a down-wave that:
has lower volume than the previous down-wave;
produces a shorter decline; and
forms a higher low.
The following up-wave must then sustain the selected number of reversal boxes.
Possible no demand requires an up-wave that:
has lower volume than the previous up-wave;
produces a shorter rise; and
forms a lower high.
The following down-wave must then sustain the selected number of reversal boxes.
These are rule-based interpretations of wave behaviour. They are not substitutes for a full Wyckoff or VSA analysis of background, location and market structure.
DEVELOPING WAVES
The current wave comment can update dynamically as volume and Renko-box count accumulate.
Developing comments use provisional wording such as:
Demand currently expanding.
Supply currently contracting.
Buying effort currently absorbed.
Possible no supply.
Possible no demand.
A developing classification can change before the wave completes.
PROJECTION BOXES/BRICKS
PulseWire can display projection boxes/bricks while the source-timeframe bar remains open.
Projection does not mean that the script is forecasting future bricks. It means that current price before the time period close has already moved far enough to meet one or more Renko thresholds during the still-open source bar.
For example, on a Daily Renko chart:
intraday price movement can produce provisional Renko bricks;
those bricks can appear before the Daily bar closes;
they can change or disappear before the close;
they become part of the confirmed historical Renko structure only after the source bar is confirmed.
The same principle applies to Weekly and other source intervals.
Live statistics and developing comments should therefore be treated as provisional.
RENKO ASSIGNMENT METHODS
Traditional: Traditional uses a fixed price-unit assignment value.
If the PulseWire chart is set to: Traditional box size = 3, the indicator should normally also be set to the same Renko Assignment Method = Traditional Value = 3
The script cannot automatically read the Renko box-size setting from the PulseWire chart.
ATR: ATR derives the assignment value from Average True Range. The Value input represents the ATR lookback period rather than a fixed number of price points. ATR adapts to volatility, but changing box/brick size make historical box-count comparisons less directly uniform than Traditional sizing.
Part of Price: The inherited Part of Price method calculates close ÷ Value
For example: Value 20 = approximately 5% of price. This is not identical to PulseWire’s Percentage LTP Renko setting.
DISPLAY AND POSITIONING
The script includes adjustable controls for:
up-wave and down-wave histogram colours;
histogram transparency;
pivot statistics placement;
statistics font size;
statistics connector lines;
adjacent statistics-label stacking;
wave-comment font size and line wrapping;
wave-comment vertical and horizontal offsets;
adjacent wave-comment stacking;
comment connector lines;
Permanent Note position and dimensions;
Scenario Key position and dimensions.
Adjacent label and chart leg comment box stacking is optional. Because Pine cannot measure the rendered pixel width or height of labels, collision avoidance is based on bar distance and price-coordinate separation rather than exact screen-pixel boundaries. The user may need to adjust these settings in the user interface panel to avoid overlapping of labels and comment boxes.
SCENARIO KEY
The Scenario Key translates observable effort-and-result combinations into the primary wave comments used by the script.
The table also explains the structural sequences used for:
climax candidates;
confirmed buying and selling climaxes;
possible no supply;
possible no demand;
failed follow-through;
provisional current-wave conclusions.
TIMEFRAME CONSIDERATIONS
Changing the PulseWire chart timeframe changes the source data used to construct the Renko chart.
A Daily Renko structure and a Weekly Renko structure are therefore separate reconstructions, not merely different zoom levels of the same sequence.
Weekly charts may be useful for broad structural background.
Daily charts may provide more responsive directional changes.
Lower source intervals generally provide greater granularity but also produce more noise and more frequent projection box/brick changes.
LIMITATIONS
Renko charts use synthetic price construction.
The apparent Renko box/brick price is not always a directly tradable execution price.
Projection boxes/bricks can repaint while the source bar is open.
Historical calculations can change when:
the chart timeframe changes;
Renko settings change;
indicator assignment settings change;
additional lower-timeframe data becomes available;
PulseWire reconstructs the Renko history.
This indicator should not be used to assume fills at ideal Renko box/brick prices.
Any strategy testing should use confirmed signals and actual market OHLC prices, with appropriate allowance for spread, slippage and execution delay.
The script provides analytical context. It does not provide financial advice or guarantee that any identified climax, test, no-supply condition, no-demand condition or Renko reversal will lead to a profitable trade.
CREDITS
Original Weis Wave Volume script and core calculation: modhelius
This version is an amended and extended fork incorporating:
Renko peak and trough statistics;
wave box counts;
dynamic wave comments;
effort-versus-result classifications;
climax and test sequencing;
no-supply and no-demand analysis;
projection-brick context;
configurable display, positioning and overlap-management controls.
DEVELOPMENT CONTEXT
The extended analytical concept implemented in this fork was developed following James Knox ’s presentation to the "To The Tick" trading group on 20/7/26 combining:
TradeGuider VSA observations;
Wyckoff concepts of effort versus result, climaxes, tests, springs, no supply and no demand;
Weis Wave volume;
Renko changes of direction and structural pivots.
The script’s classifications and dynamic comments were developed to make those relationships more easily visible directly on the Renko chart.
Indicator
Weis Wave Renko - Effort vs ResultABOUT THIS SCRIPT
Weis Wave Renko – Effort vs Result indicator combines Renko price structure with Weis Wave volume analysis to help assess the relationship between market effort and price result.
This script is a fork and substantial extension of the original “Weis Wave Volume” script published by modhelius . Full credit is given to modhelius for the original Weis Wave calculation, Renko assignment methodology and histogram on which this version is based.
PURPOSE
The script was developed to support the following workflow:
Use VSA/Wyckoff analysis to identify the market background and possible exhaustion, absorption or testing activity.
Use Weis Wave volume to compare the effort behind successive buying and selling waves.
Use Renko structure to confirm changes of direction, higher lows, lower highs and sustained reversals.
Use the developing relationship between effort and result to assess whether supply or demand is strengthening, weakening or being absorbed.
Where appropriate, use a confirmed Renko reversal as part of an entry, stop-placement or trade-management process.
The script is intended to support a discretionary Wyckoff/VSA-style analysis of Renko charts.
It does not treat every Renko colour change as a trading signal. Instead, it is designed to help answer questions such as:
Is demand expanding or contracting?
Is supply expanding or contracting?
Is price rising with less apparent selling resistance?
Is price falling because support beneath the market is weak?
Is increased volume producing less price progress?
Does a high-volume wave represent a possible buying or selling climax?
Has a later lower-volume test supported or rejected that interpretation?
The underlying concept is effort versus result:
Effort = cumulative wave volume.
Result = the price movement achieved by the Renko wave.
PIVOT STATISTICS
At each completed Renko peak or trough, the script displays:
Weis Wave volume.
Number of Renko boxes contained in the wave.
The statistics box refers to the completed wave that formed that peak or trough.
The current uncompleted wave can also display a live statistics box. Live statistics remain provisional until the wave is completed by a confirmed change of direction.
WAVE COMMENTS
Each completed wave can receive a separate comment box connected to the centre of the relevant Renko leg.
The comment box may contain three distinct sections:
Structural conclusion.
Primary wave classification from the Scenario Key.
Explanation based on later price and volume behaviour.
For example:
Buying climax confirmed
Demand expanding
Next up-wave retest failed below the climax high on lower volume
The primary wave classification describes the completed wave relative to the previous wave in the same direction.
The structural conclusion may update later as additional waves complete reflecting the dynamic nature of the indicator.
PRIMARY WAVE CLASSIFICATIONS
Up-waves are compared with the preceding completed up-wave:
Demand expanding - More volume accompanied by a longer rise.
Demand contracting - Less volume accompanied by a shorter rise.
Less effort needed to rise - Similar or lower volume produced the same or greater upward progress.
Buying effort absorbed - More volume produced a shorter rise, suggesting that buying effort encountered supply.
Down-waves are compared with the preceding completed down-wave:
Supply expanding - More volume accompanied by a longer decline.
Supply contracting - Less volume accompanied by a shorter decline.
Less support beneath price - Similar or lower volume produced the same or greater downward progress.
Selling effort absorbed - More volume produced a shorter decline, suggesting that selling effort encountered demand.
No material change - Neither volume nor price result changed sufficiently to exceed the selected Material Change Threshold.
CLIMAX ANALYSIS
A large wave is not classified as a confirmed climax merely because it has high volume. The script uses a staged process:
Possible buying climax:
An up-wave becomes a buying-climax candidate.
The next down-wave must produce the selected Renko reversal confirmation, which defaults to three boxes.
The immediately following up-wave is treated as the retest.
The buying climax is confirmed only when that next up-wave: has lower volume than the original climax up-wave; produces a shorter rise; and fails below the climax high. The comment can then state:
Buying climax confirmed -
Next up-wave retest failed below the climax high on lower volume - Possible selling climax
A down-wave becomes a selling-climax candidate. The next up-wave must produce the selected Renko reversal confirmation. The immediately following down-wave is treated as the test. The selling climax is confirmed only when that next down-wave: has lower volume than the original climax down-wave; produces a shorter decline; and holds above the climax low.
The comment can then state:
Selling climax confirmed -
Next down-wave test held above the climax low on lower volume
Only the immediate next corresponding up-wave or down-wave is used for the test. The script does not search through later waves to find a result that retrospectively fits the climax interpretation.
NO SUPPLY AND NO DEMAND
Possible no supply requires a down-wave that:
has lower volume than the previous down-wave;
produces a shorter decline; and
forms a higher low.
The following up-wave must then sustain the selected number of reversal boxes.
Possible no demand requires an up-wave that:
has lower volume than the previous up-wave;
produces a shorter rise; and
forms a lower high.
The following down-wave must then sustain the selected number of reversal boxes.
These are rule-based interpretations of wave behaviour. They are not substitutes for a full Wyckoff or VSA analysis of background, location and market structure.
DEVELOPING WAVES
The current wave comment can update dynamically as volume and Renko-box count accumulate.
Developing comments use provisional wording such as:
Demand currently expanding.
Supply currently contracting.
Buying effort currently absorbed.
Possible no supply.
Possible no demand.
A developing classification can change before the wave completes.
PROJECTION BOXES/BRICKS
PulseWire can display projection boxes/bricks while the source-timeframe bar remains open.
Projection does not mean that the script is forecasting future bricks. It means that current price before the time period close has already moved far enough to meet one or more Renko thresholds during the still-open source bar.
For example, on a Daily Renko chart:
intraday price movement can produce provisional Renko bricks;
those bricks can appear before the Daily bar closes;
they can change or disappear before the close;
they become part of the confirmed historical Renko structure only after the source bar is confirmed.
The same principle applies to Weekly and other source intervals.
Live statistics and developing comments should therefore be treated as provisional.
b]RENKO ASSIGNMENT METHODS
Traditional: Traditional uses a fixed price-unit assignment value.
If the PulseWire chart is set to: Traditional box size = 3, the indicator should normally also be set to the same Renko Assignment Method = Traditional Value = 3
The script cannot automatically read the Renko box-size setting from the PulseWire chart.
ATR: ATR derives the assignment value from Average True Range. The Value input represents the ATR lookback period rather than a fixed number of price points. ATR adapts to volatility, but changing box/brick size make historical box-count comparisons less directly uniform than Traditional sizing.
Part of Price: The inherited Part of Price method calculates close ÷ Value
For example: Value 20 = approximately 5% of price. This is not identical to PulseWire’s Percentage LTP Renko setting.
DISPLAY AND POSITIONING
The script includes adjustable controls for:
up-wave and down-wave histogram colours;
histogram transparency;
pivot statistics placement;
statistics font size;
statistics connector lines;
adjacent statistics-label stacking;
wave-comment font size and line wrapping;
wave-comment vertical and horizontal offsets;
adjacent wave-comment stacking;
comment connector lines;
Permanent Note position and dimensions;
Scenario Key position and dimensions.
Adjacent label and chart leg comment box stacking is optional. Because Pine cannot measure the rendered pixel width or height of labels, collision avoidance is based on bar distance and price-coordinate separation rather than exact screen-pixel boundaries. The user may need to adjust these settings in the user interface panel to avoid overlapping of labels and comment boxes.
SCENARIO KEY
The Scenario Key translates observable effort-and-result combinations into the primary wave comments used by the script.
The table also explains the structural sequences used for:
climax candidates;
confirmed buying and selling climaxes;
possible no supply;
possible no demand;
failed follow-through;
provisional current-wave conclusions.
TIMEFRAME CONSIDERATIONS
Changing the PulseWire chart timeframe changes the source data used to construct the Renko chart.
A Daily Renko structure and a Weekly Renko structure are therefore separate reconstructions, not merely different zoom levels of the same sequence.
Weekly charts may be useful for broad structural background.
Daily charts may provide more responsive directional changes.
Lower source intervals generally provide greater granularity but also produce more noise and more frequent projection box/brick changes.
LIMITATIONS
Renko charts use synthetic price construction.
The apparent Renko box/brick price is not always a directly tradable execution price.
Projection boxes/bricks can repaint while the source bar is open.
Historical calculations can change when:
the chart timeframe changes;
Renko settings change;
indicator assignment settings change;
additional lower-timeframe data becomes available;
PulseWire reconstructs the Renko history.
This indicator should not be used to assume fills at ideal Renko box/brick prices.
Any strategy testing should use confirmed signals and actual market OHLC prices, with appropriate allowance for spread, slippage and execution delay.
The script provides analytical context. It does not provide financial advice or guarantee that any identified climax, test, no-supply condition, no-demand condition or Renko reversal will lead to a profitable trade.
CREDITS
Original Weis Wave Volume script and core calculation: modhelius
This version is an amended and extended fork incorporating:
Renko peak and trough statistics;
wave box counts;
dynamic wave comments;
effort-versus-result classifications;
climax and test sequencing;
no-supply and no-demand analysis;
projection-brick context;
configurable display, positioning and overlap-management controls.
DEVELOPMENT CONTEXT
The extended analytical concept implemented in this fork was developed following James Knox ’s presentation to the "To The Tick" trading group on 20/7/26 combining:
TradeGuider VSA observations;
Wyckoff concepts of effort versus result, climaxes, tests, springs, no supply and no demand;
Weis Wave volume;
Renko changes of direction and structural pivots.
The script’s classifications and dynamic comments were developed to make those relationships more easily visible directly on the Renko chart. Indicator
ATK/DEF Support Resistance S/R Channel Rating EngineATK/DEF Support Resistance S/R Channel Rating Engine is a mu-factor support and resistance evaluat framework designed to analyze historl pric behavior and structural market reactions.
Unlike traditional support and resistance tools that mainly focus on previous reaction leve, this indicator focuses on evaluating the quality, strength, and structural condition of pric-based support and resistance areas through multiple analytical factors.
The engine combines three independent evaluat components into a unified structural rating model:
1. Historical Power Analysis
The Historical Power module evalua the histor significance of swing-based pric areas by analyzing pric movement intensity, volatility conditions, volume relationship, and histor market activity.
This component measures how strongly the market previously interacted with a specific pric area and provides a calcula power measurement based on histor characteristics.
2. Attenuation Index
The Attenuation Index evalua the gradual reduction of historl influence over time.
Pric structures can change as market conditions develop. This module evalua the effect of time distance and price displacement from the original formation area to describe the evolving structural condition of historical support and resistance zones.
3. Swirl Index
The Swirl Index evaluates surrounding market activity and volatility characteristics.
By analyzing recent pric range behavior and volatility changes, this component provides additional context regarding market activity around identified structural areas.
The three components are combined into a comprehensive rating framework that evalua support and resistance quality from mult dimensions instead of relying on a single histo reaction point.
The indicator processes swing-based structural areas, stores historical pric information, evaluates repeated interactions, and displays channel structures based on calculated structural measurements.
Key features:
• Multi-factor support and resistance evalua
• Histori pric reaction analysis
• Swing structure based channel visualization
• Power measurement based on pric and volume characteristics
• Structural weaken evaluati through attenuation analysis
• Market activity measurement through volatility analysis
• Mult-leve rating classification system
• Support and resistance behavior analysis
• Channel condition monitoring
• Detailed analytical table displaying calcula metrics
This indicator is designed as a market structure analysis tool for stud the relationship between histori pric behavior, structural strength, and chang market conditions.
The calcula focus on quantitative evalua of pric areas and structural characteristics rather than simple horizontal leve detection.
All displayed values represent analytical measurements derived from histor market dat and are intended for resea and technical analysis purposes. Indicator
SD Zone Pro - Grouped Pivot Volume & Supply-Demand ZonesSD Zone Pro - Grouped Pivot Volume & Supply-Demand Zones
Overview
SD Zone Pro is an advanced Supply and Demand (SD) zone detection tool engineered to highlight key institutional interest areas on your charts.
Unlike traditional supply/demand indicators that rely solely on single-bar imbalances or simple market structure breaks, SD Zone Pro uses a smart pivot-clustering algorithm. It tracks consecutive swing highs and lows, aggregates their corresponding trading volumes, and dynamically groups closely-spaced pivots into high-conviction consolidated zones.
Whether you are a scalper looking for quick reaction levels or a swing trader identifying major macro support/resistance areas, SD Zone Pro provides a clear, clutter-free representation of order flow dynamics.
Key Features
Smart Pivot Clustering: Automatically groups a user-defined number of consecutive high or low pivots to form robust Supply/Demand zones.
Volume Aggregation & Formatting: Calculates the cumulative volume traded across all merged pivots within a zone (formatted cleanly as K, M, or B).
Dynamic Zone Merging (ATR-Based): Evaluates spatial proximity using ATR (Average True Range) to automatically merge overlapping or closely situated boxes, preventing chart clutter.
Proximity Detection: Continuously expands active zones if new pivots occur within a customizable bar distance threshold.
Multi-Timeframe / Multi-Horizon Flexibility: Adjustable inputs designed for short-term, medium-term, and long-term trading horizons.
Display Control: Fully customizable rendering modes (Demand Only, Supply Only, or Both) and max box retention controls to optimize pine script performance.
How It Works
Pivot Identification: The indicator continuously detects structural Highs and Lows based on Pivot High Length and Pivot Low Length settings.
Grouping & Volume Accumulation: Once High Pivots to Group or Low Pivots to Group count is reached, it identifies the key extreme price level (lowest low for demand, highest high for supply) and sums up the total volume generated during those pivot bars.
Zone Drawing: A visual box is drawn from the key extreme price level with a dynamic offset (ATR * 0.5) to mark the zone boundary.
Proximity & Overlap Merge:
Proximity Check: If a new cluster forms within Proximity Distance (Bars), it updates and merges into the active cluster.
Tolerance Merge: If a finalized zone overlaps or sits within Box Merge Tolerance (ATR Multiplier) distance of an existing closed zone, the two zones merge into a single consolidated box and sum their volume labels.
Inputs & Settings Guide
1. Pivot Detection
Pivot Low Length / Pivot High Length: Determines the number of left/right bars required to confirm a pivot.
Short Term: 1 - 3
Medium Term: 5 - 10
Long Term: 14 - 21
2. Clustering Parameters
Low Pivots to Group / High Pivots to Group: Sets how many consecutive pivots form a single cluster.
Short Term: 2 - 3
Medium Term: 5
Long Term: 8 - 10
Proximity Distance (Bars): Maximum bar distance to combine new incoming pivots into the current active cluster.
Short Term: 5 - 10 bars
Medium Term: 15 - 25 bars
Long Term: 30+ bars
3. Box & Merge Settings
Box Merge Tolerance (ATR Multiplier): ATR multiplier used to detect overlapping zones. Higher values merge wider zones together.
Short Term: 0.5 - 1.0 (Narrower, precise zones)
Medium Term: 1.5 - 2.0
Long Term: 2.5+ (Broad macro zones)
Maximum Box Count (0 = Unlimited): Limits the number of historical zones retained on the chart to maintain clean visual performance (Set to 0 for unlimited).
4. Display Controls
Display Mode: Choose between Demand Only, Supply Only, or Both.
Show Demand / Supply Labels & Draw Boxes: Toggle volume labels or visual boxes independently to suit your chart template.
Practical Trading Strategies
1. Demand & Supply Retests (Bounce Play)
Look for price returning to an active Demand Zone (Red Box) or Supply Zone (Green Box) with significant aggregated volume. High volume in a consolidated zone indicates strong institutional order absorption, offering high R:R (Risk-to-Reward) entry points.
2. High-Volume Zone Breakouts (Flip Zones)
When price aggressively closes through a high-volume Supply or Demand zone, that zone often flips role (e.g., broken Supply becomes future Demand).
3. Confluence with Market Structure
Use Pivot High Length and Pivot Low Length set to 5 or higher on 1H / 4H timeframes to mark macro liquidity pools, then align lower timeframe entries when price reaches these pre-marked SD zones.
Disclaimer: This indicator is designed for analytical and educational purposes only. It does not constitute financial advice or trade signals. Always use proper risk management and validate setups with additional market context Indicator
Indicator
Confluence Suite: Pivot Points SuperTrend Confluence Suite: PP SuperTrend + VWAP + MACD + RSI + ADX + Volume
A multi-factor confluence dashboard built around Pivot Point SuperTrend, designed for futures trading on any timeframe.
Overview
This indicator combines six widely-used tools into a single confluence system with a live on-chart dashboard:
Pivot Point SuperTrend — the core trend/entry engine, using pivot highs/lows instead of a simple moving midpoint to anchor its ATR bands
VWAP — session-anchored, used to gauge whether price is trading with or against the volume-weighted average
MACD — momentum confirmation and early continuation signals
RSI — momentum/overbought-oversold context
ADX / DMI — trend-strength filter, so signals can be weighted by whether the market is actually trending or chopping
Volume — flags above-average participation and volume spikes
Higher-timeframe (HTF) bias filter — checks trend direction on a higher timeframe (EMA-based or ATR SuperTrend-based) before treating a signal as confirmed
All of this feeds a compact on-chart dashboard table that shows the live bias of every component at a glance, plus a running bullish/bearish confluence score.
How signals work
Raw flip signals — small triangles mark every Pivot Point SuperTrend direction flip
Confirmed signals — larger LONG/SHORT labels fire when a flip is also aligned with the HTF bias filter (and optionally ADX strength), meant to filter out lower-quality flips
Continuation signals — smaller circular markers that fire while an existing trend is still active, triggered by a pullback-and-reclaim of a short EMA, an RSI reset through 50, or a MACD cross (configurable), so the tool isn't limited to a single signal per swing
Dashboard
A table (position and size configurable) shows the current bias of PP SuperTrend, VWAP, MACD, RSI, ADX, Volume, HTF Bias, and Continuation mode, along with an aggregate bull/bear confluence count — useful for judging signal quality at a glance rather than reading each indicator separately.
Inputs
Every component is independently configurable: Pivot Point period, ATR factor/period, VWAP source, MACD lengths, RSI length/levels, ADX/DMI length and strength threshold, volume MA length and spike multiplier, HTF timeframe and bias method, continuation trigger type and cooldown, and dashboard placement/size. Built-in alert conditions are included for raw flips, confirmed signals, and continuation signals.
How to use it
This is a discretionary confluence tool, not a standalone automated strategy. It's best used to:
Gauge whether a Pivot Point SuperTrend flip has broader support from momentum, volume, and higher-timeframe trend before acting on it
Track ongoing trend health via the continuation signals and dashboard, rather than only reacting at the initial flip
Filter out lower-quality setups using the ADX and HTF alignment options
As with any indicator, backtest and forward-test on your specific instrument and timeframe before trading it live, since default settings won't be optimal for every market or volatility regime.
Credits and originality
The core trend engine is an original implementation of the Pivot Point SuperTrend technique, a widely used community approach that anchors SuperTrend-style ATR bands to pivot highs/lows rather than a simple moving midpoint — a method popularized on PulseWire by LonesomeTheBlue. This script's contribution is combining that engine with VWAP, MACD, RSI, ADX, volume, an HTF bias filter, a continuation-signal engine, and a unified live dashboard into one integrated confluence tool, rather than requiring multiple separate indicators on the chart.
Disclaimer
This script is provided for educational and informational purposes only and does not constitute financial advice. Trading futures involves substantial risk of loss and is not suitable for all investors. Past performance of any strategy or setup does not guarantee future results. Always do your own research and risk management before trading. Indicator
Key Levels + Native Order Flow## Key Levels + Native Order Flow
**Key Levels + Native Order Flow** combines important market reference levels with PulseWire’s native footprint data. The indicator can display daily, weekly, monthly, quarterly, yearly, previous 4-hour, Monday, Asia, London, and New York levels.
When price approaches an enabled key level, the order-flow engine analyzes volume delta, stacked imbalances, and the candle’s Point of Control to identify:
* **BUY ABS / SELL ABS:** Potential rejection or absorption
* **BUY ACCEPT / SELL ACCEPT:** Price acceptance and possible continuation through a level
* **BULL DIV / BEAR DIV:** Delta divergence at a key level
The live dashboard shows the nearest active level, distance from the level, delta, imbalance stacks, bar POC, and the current order-flow condition. Confirmed chart markers only print after the candle closes.
### Premium Membership Required
This indicator is for **PulseWire Premium or Ultimate members only** because it uses PulseWire’s native footprint data through `request.footprint()`.
## Simple Settings Guide
### 1. Key Levels
Enable only the levels you actively use to keep the chart clean.
Recommended starting levels for NQ/MNQ:
* Daily Open and Previous Day High/Low
* Previous Week High/Low
* Previous Month High/Low
* Previous 4H High/Low
* The Asia, London, or New York range you are trading
Set the **Session Time Zone** to your local trading timezone. The default is America/Chicago.
### 2. Display
* **Display Style:** Standard
* **Merge Levels:** On
* **Text Size:** Medium
* **Line Width:** Small
* **Line Style:** Solid
Use Right Anchored mode when you want the levels displayed more cleanly near the current price.
### 3. Native Order Flow
Recommended NQ/MNQ starting settings:
* **Enable Order Flow:** On
* **Levels Evaluated:** Liquidity H/L Only
* **Activation Distance:** 5 points
* **Acceptance Close Buffer:** 1 point
* **Ticks Per Footprint Row:** 4
* **Value Area:** 70%
* **Imbalance:** 300%
* **Minimum Stacked Imbalances:** 2
* **Delta Threshold:** 12%
* **Signal Cooldown:** 5 bars
Keep the dashboard, active-bar POC, and confirmed markers enabled. Dynamic alerts can remain off unless you plan to create order-flow alerts.
### Important
The live dashboard may change while the candle is forming. Confirmed BUY or SELL markers are printed only after the candle closes. Signals should be used as confirmation at an important level—not as automatic trade entries.
This indicator is intended for educational and analytical purposes only. It does not guarantee profitable results and should always be combined with proper risk management, protective stops, and independent judgment.
Indicator
Indicator
Indicator
ICT Kill Zone Sniper [JOAT]═══ ICT KILL ZONE SNIPER ⚡ ═══
A session-aware sniper tool that paints every candle by its active kill zone, tracks the liquidity pool each session leaves behind, and fires a single clean BUY or SELL only after price sweeps the prior pool and reverses back inside the current kill zone. Built for traders who wait for the liquidity grab, not the breakout.
▎ WHAT IT DOES
It splits the trading day into four classic kill zones — Asia , London , NY-AM and NY-PM — colors the candles inside each one, and records the high and low that every finished session builds. Those prior highs/lows become the liquidity pools hunted in the next window. When the current kill zone reaches into one of those pools and then closes back through it, the tool marks the sweep and projects a full trade: entry, ATR stop, and an R-based target zone.
▎ HOW IT WORKS
• Kill-zone clock — each session window is evaluated in a chosen wall-clock timezone (New York by default). Membership is na-guarded, so it behaves correctly on any intraday timeframe and simply idles on higher timeframes.
• Session state machine — while a kill zone is live, the tool expands that session's running high and low. When the session ends, that high/low is frozen as the prior liquidity pool and drawn as dashed projection lines carried into the next window.
• Sweep + reversal detection — a high sweep needs price to trade above the prior pool high yet close back below it; a low sweep needs a dip below the prior pool low with a close back above. A Min Sweep Depth (× ATR) filter rejects micro-penetrations caused by spread and tick noise.
• Confirmation — sweeps can be evaluated on confirmed bar close only, so signals do not repaint intrabar. At most one long and one short can print per kill-zone occurrence when the one-per-side lock is on.
• Optional HTF bias — a higher-timeframe EMA (requested with lookahead off) can gate direction: longs only above it, shorts only below it.
• Trade projection — on a valid signal the stop is placed beyond the swept extreme plus an ATR buffer, risk is measured from entry to stop, and the target is set at your chosen R multiple. Reward and risk are drawn as tinted zone boxes with entry/SL/TP lines and level labels.
• Optional VWAP — a session-anchored VWAP with a ±σ band is available as extra context.
▎ HOW TO USE IT
• Wait for a BUY or SELL pill to print inside a colored kill zone — it means the prior pool was swept and price reversed back through it.
• The green zone box is the reward leg toward the R-target; the red zone box is the risk leg to the stop. The label pill shows the session and the R multiple.
• Use the dashed prior high/low lines as the liquidity being hunted this session — signals cluster around them.
• Treat the HTF bias as a directional filter and the sweep tags as confirmation that liquidity was actually taken before you commit.
• Combine with your own structure read; the tool marks the setup, you manage the trade.
▎ KEY SETTINGS
• Kill Zones — timezone plus editable session windows for Asia, London, NY-AM and NY-PM.
• Signal Engine — ATR length, confirm-on-close, one-signal-per-side lock, and minimum sweep depth.
• HTF Bias — toggle, higher timeframe, and EMA length.
• Trade Model — stop buffer beyond the sweep, risk/reward target in R, projection length, and how many past signals to keep.
• Visuals — candle tinting and transparency, session boxes, pools, sweep tags, signal labels, SL/TP lines and zone boxes, VWAP bands, and label size.
• Dashboard — show/hide, position, and text size.
▎ DASHBOARD
A cyberpunk chrome-gradient panel reporting the active session , current session high/low , a countdown to the next kill zone , the HTF bias state, the last liquidity grab side, the active signal with bars-since, the last entry , its stop / target , the current ATR , and a running long / short signal tally .
▎ ALERTS
• KZ Sniper Long — prior-pool low sweep plus bullish reversal inside a kill zone.
• KZ Sniper Short — prior-pool high sweep plus bearish reversal inside a kill zone.
▎ NOTES
• Works across assets; the session logic is intended for intraday timeframes and idles on higher ones.
• Confirm-on-close keeps signals non-repainting; the HTF EMA is requested with lookahead off.
• Nearly every visual has a toggle, so you can strip it down to just the candles and signals for a clean chart.
• Any on-chart tallies reflect historical signals only.
For research and education only. This is not financial advice. No indicator can predict the future, and past behavior does not guarantee future results. Always manage your own risk.
Made with passion by JackOfAllTrades ⚡ Indicator
BK AK-Iron RainBK AK-Iron Rain
Map the structure. Measure the auction. Track the sweep and response.
The “AK” in BK AK-Iron Rain is not branding—it is honor. It stands for my mentor, A.K.—the man whose guidance shaped my discipline, patience, market judgment, and respect for clean execution. I dedicate every indicator I build to his honor.
Above all, full credit and gratitude to G-d—the source of wisdom, timing, strength, and survival in this game.
BK AK-Iron Rain is a footprint-enhanced liquidity, auction, sweep, reversal, displacement, and execution-context framework.
It is designed to answer:
Where are the principal structural levels?
Which unswept levels carry the strongest current score?
Has price swept and reclaimed one of those levels?
Does footprint delta support or oppose the price response?
Is the market balanced, sweeping, or expanding directionally?
Has displacement created an active Fair Value Gap?
Do the available conditions support a directional setup?
The modules operate through one connected sequence:
Structural pivots → liquidity clustering → level scoring → sweep detection → footprint response → trap or reversal analysis → displacement → FVG tracking → execution context.
Footprint Core
Iron Rain uses PulseWire footprint data to retrieve:
Buy volume
Sell volume
Volume delta
Total analyzed volume
Point of Control
Value Area High
Value Area Low
The Ticks Per Row input controls footprint-row aggregation. Smaller values provide finer segmentation, while larger values create broader rows.
The Value Area % input determines the percentage of footprint volume included within the calculated value area.
Footprint data is used to enhance level scoring, sweep analysis, reversal factors, displacement quality, POC context, and dashboard interpretation.
The footprint calculations do not display the full order book, resting liquidity, or the identity of individual market participants.
Liquidity Pool Mapper
The Liquidity Pool Mapper begins with confirmed chart and optional higher-timeframe pivots.
Nearby pivots are clustered into common price levels using an ATR-based distance threshold. Each tracked level records:
Price
Number of touches
First and most recent detection
Age
Higher-timeframe status
Proximity to prior daily or weekly levels
Proximity to round-number references
Footprint disagreement observed during tests
Swept or unswept status
Each level receives a relative score based on:
Touch count
Recency
Key-level confluence
Higher-timeframe origin
Footprint response
Time decay
The score ranks the script’s tracked levels against one another. It is not a probability that price will reach or reverse from the level.
Magnet Lines
The highest-ranked unswept levels can be displayed as Magnet Lines.
The script identifies directional reference levels above and below current price and uses them as potential structural objectives within the dashboard and execution panel.
A Magnet Line means the level ranks highly under the configured scoring model. It does not mean price is guaranteed to trade there.
Swept levels can be hidden or retained in a dimmed state.
Sweeps and Failed Breaks
A sweep is recorded when price moves through a tracked level and closes back across it according to the script’s reclaim conditions.
Iron Rain stores:
Swept price
Sweep direction
Footprint delta on the sweep
Age of the sweep
Associated level quality
A sweep does not independently establish reversal. It becomes more meaningful when followed by counter-delta, price reclamation, rejection, displacement, or additional structural confluence.
Auction Cycle Model
The cycle engine classifies the current condition into four model states:
Balanced Activity
Sweep Phase
Bullish Expansion
Bearish Expansion
Balanced Activity requires relatively low absolute delta compared with total volume while overall footprint volume remains active.
The Sweep Phase begins when a tracked structural level is swept after a qualifying balanced period.
Bullish or bearish expansion requires directional footprint delta and a candle body exceeding the configured ATR threshold.
These are rule-based auction classifications. They do not prove accumulation, manipulation, distribution, or market-maker activity.
Trap Analysis
The trap module evaluates a swept level during the configured reclaim window.
Its score can include:
Change between sweep delta and reclaim delta
Magnitude of reclaim delta
Speed of reclamation
Quality of the swept level
Session context
Higher-timeframe status
Key-level confluence
Value Area location
Prior footprint disagreement at the level
Optional filters can restrict visible trap markers to recent-range extremes with a minimum number of supporting factors.
A high trap score means more of the enabled conditions agree. It is not a success probability.
Reversal Signals
The reversal engine separately evaluates current-bar conditions near the upper or lower portion of the recent range.
Its four factors are:
Delta pressure weakening relative to the prior bar
Price testing a tracked structural level
POC forming near one side of the candle while price closes away from it
Total footprint volume substantially exceeding its average
A reversal arrow appears when the required number of factors align at a qualifying range extreme.
The arrow identifies a possible reversal condition. It does not guarantee that the current candle is the final high or low.
Displacement Scanner
A displacement condition requires:
Footprint delta materially above its smoothed average
A candle body exceeding the configured ATR multiple
Directional agreement between delta and the candle
The marker tooltip displays:
Direction
Delta
Body size in ATR units
Current POC
Displacement describes unusually strong directional participation and price movement. It does not guarantee continuation.
Fair Value Gaps
Iron Rain identifies three-candle bullish and bearish price gaps.
Each active FVG stores:
Upper boundary
Lower boundary
Midpoint
Direction
Age
Fill percentage
Footprint-based quality score
Delta strength
The visual treatment can distinguish stronger and weaker FVG scores.
An FVG is removed when it becomes fully filled or exceeds its configured maximum age.
The FVG quality score combines candle geometry, delta dominance, delta magnitude, POC location, and session weighting. It is a relative model score—not a probability that the gap will hold.
Value Area and POC
Iron Rain can display:
Bar-level POC markers
VAH
VAL
Shaded Value Area
Price above VAH is treated as trading above the current calculated value region.
Price below VAL is treated as trading below it.
Price inside the Value Area indicates trade within the footprint’s calculated high-volume region.
These relationships provide auction location, not automatic reversal or continuation instructions.
Sessions
The script supports configurable:
Asia session
London analysis window
New York analysis window
New York lunch period
Session context can contribute to setup and quality scores.
The London and New York windows receive configurable weighting, while lunch can receive reduced weighting.
This weighting reflects the model’s settings and does not guarantee that one session will outperform another.
Narrative Dashboard
The dashboard summarizes:
Footprint buy and sell volume
Delta and delta regime
POC, VAH, and VAL
Current auction-cycle state
Session
Most recent sweep
Recent trap score
Highest-ranked Magnet Line
Current displacement
Active bullish and bearish FVGs
Number of tracked liquidity levels
Its final row provides a compact interpretation of the current model state.
The dashboard is a summary surface. The underlying conditions should be reviewed before using its narrative.
Execution Panel
The Execution Panel combines eight checkpoints:
Auction-cycle state
Number of active liquidity levels
Freshness of the most recent sweep
Price location relative to Value Area
Recent trap score
Current or recent displacement
Distance to the nearest active FVG
Current session window
The resulting setup score ranges from 0 to 100.
The panel can display:
Scanning
Stalking
Triggered
Ready Long
Ready Short
Conflict
Managing
Directional bias is calculated from a weighted vote using sweep direction, trap direction, displacement, smoothed delta, and Value Area location.
The displayed confidence is the normalized strength of that internal vote. It is not a statistical win probability.
Targets reference the nearest qualifying Magnet Line in the direction of the bias.
Stop references use a recent sweep level or Value Area boundary when available.
Those levels are analytical references and not personalized trade instructions.
How to Use BK AK-Iron Rain
Use a standard OHLC chart on a market with footprint data available.
Set Ticks Per Row according to the instrument and timeframe. Smaller settings provide finer detail but can create noisier readings.
Review the liquidity map first. Identify active levels, Magnet Lines, higher-timeframe levels, and prior daily or weekly confluence.
Wait for interaction with a level. A tracked line alone is not a setup. Watch for a sweep, rejection, repeated test, or displacement.
Check the footprint response. Compare price movement with delta, POC location, total volume, and the Value Area.
Read the cycle state as context. Balanced activity represents compression, the Sweep Phase represents a level event, and Expansion represents directional movement after the model’s conditions align.
Evaluate trap and reversal evidence separately. Trap logic requires a prior sweep and reclaim. Reversal arrows evaluate current-bar exhaustion, rejection, POC, and volume factors.
Use FVGs as structural entry or reaction zones. Review direction, distance, fill percentage, and quality rather than treating every gap equally.
Read the execution panel last. The setup score summarizes the modules; it should not replace inspection of the underlying conditions.
Treat READY as qualified context—not an order. Confirm the directional bias with current price behavior and define risk independently.
Realtime Behavior and Limitations
Footprint values can change while the active candle forms.
PulseWire footprint data can differ between real-time and later historical recalculation because the available intrabar source may change.
Chart pivots require right-side confirmation bars.
Higher-timeframe pivots can update while their source structure develops.
Liquidity labels represent modeled pivot clusters, not visible resting orders.
Sweep, trap, reversal, displacement, and cycle classifications can fail.
POC and Value Area depend on the selected footprint aggregation.
FVGs are price gaps and may fill immediately or provide no reaction.
The execution panel does not submit orders, model slippage, or manage positions.
Original Framework
Pivots, footprint delta, POC, Value Area, liquidity sweeps, AMD terminology, FVGs, ATR, and session analysis are established concepts.
The distinctive BK architecture is the dependency connecting:
ATR-clustered chart and higher-timeframe pivots
Time-decayed liquidity scoring
Footprint-response scoring at structural levels
Ranked directional Magnet Lines
Persistent sweep memory
Auction-cycle classification
Reclaim-based trap scoring
Current-bar reversal-factor analysis
Footprint-qualified displacement
Quality-ranked FVG tracking
A narrative dashboard
An eight-checkpoint execution panel
Structure identifies the level. Footprint measures participation. The sweep creates the event. Reclamation or displacement reveals the response. The execution panel summarizes the evidence.
Risk Disclosure
BK AK-Iron Rain is provided for analytical and educational purposes.
It does not provide investment advice, guarantee performance, identify institutional intent with certainty, or eliminate trading risk.
Users remain responsible for their own analysis, entries, exits, position sizing, stops, execution, and account risk.
Map the level. Measure the response. Respect the invalidation. Indicator
Indicator
