Quality

Break-Retest Quality [AGPro Series]Break-Retest Quality 🎯 OVERVIEW Break-Retest Quality is a precision-focused structure toolkit that detects pivot-based breaks of structure (BOS) and grades the first retest of the broken level using a transparent, multi-factor quality score. Instead of only drawing a break line and leaving you to guess whether the retest "looked clean", the script quantifies the retest with a 0-100 score and an A / B / C / F letter grade so you can quickly separate high-conviction pullbacks from low-quality ones. It is a discretionary context tool built for price action traders, SMC / ICT practitioners and anyone who builds setups around break-and-retest logic. The system is fully automated, non-repainting after confirmation, and works on any symbol and timeframe that PulseWire supports. 📐 UNIQUE EDGE — WHAT MAKES IT DIFFERENT Most break-of-structure indicators stop at drawing a line and an arrow. Break-Retest Quality goes further: 🔹 Every retest is scored on six independent factors and translated into an A / B / C / F grade 🔹 The acceptance zone is an ATR-scaled rectangle that changes color and state as the setup evolves (live WATCH → graded RETEST) 🔹 A "Min Grade To Display" filter keeps weak retests off the chart, so the visual footprint stays clean 🔹 A right-edge WATCH tag pins the currently active level so you never lose track of the live setup 🔹 A compact two-line retest marker shows grade, score and a short outcome tag in a minimal footprint 🔹 Built-in cooldown and single-retest-per-break logic prevent label clutter on choppy price action This is not a repackaged BOS indicator — it is a quality filter on top of BOS / retest logic. 🧪 METHODOLOGY 1. STRUCTURE DETECTION Pivot highs and lows are detected with a user-defined Pivot Length. A break is registered when price clears the most recent pivot by at least Min Break ATR Filter × ATR, either on a close (default) or on a wick. 2. RETEST TRACKING After a confirmed break, the script opens an acceptance zone of ± Retest Tolerance ATR × ATR around the broken level and watches for the first price revisit within Max Bars For Retest. 3. QUALITY SCORING (0-100) The first retest is graded on six weighted factors: 🔸 Reclaim (25 pts) — how decisively the close reclaims the correct side of the level 🔸 Rejection (20 pts) — wick / body composition on the retest bar 🔸 Depth (20 pts) — how close the extreme of the retest bar lands to the level (no excessive overshoot) 🔸 Speed (15 pts) — how quickly the retest prints after the break 🔸 Volatility (10 pts) — bar range discipline relative to ATR 🔸 Volume (10 pts, optional) — relative volume vs 20-bar SMA Final score → Grade: A ≥ 80, B ≥ 65, C ≥ 50, F < 50. 4. CONFIRMATION LOGIC A retest is marked "confirmed" only if the score meets the Min Grade For Confirmation threshold AND the close lands on the correct side of the broken level. 🔔 SIGNALS & ALERTS Three PulseWire alert conditions are exposed: 🔹 Structure Break Detected — fires the moment a valid break is registered 🔹 First Retest Detected — fires on the first qualifying revisit inside the acceptance zone 🔹 High-Quality Retest Confirmed — fires only when the graded retest meets the confirmation threshold ⚙️ KEY INPUTS STRUCTURE • Pivot Length, Use Close Confirmation, Min Break ATR Filter, ATR Length RETEST • Max Bars For Retest, Retest Tolerance ATR, Cooldown Bars After Completed Setup, Resolved Zone Extension SCORING • Show Numeric Score / Grade, Use Volume Confirmation, Min Grade For Confirmation, Min Grade To Display VISUALS • Show Break Line / Labels / Retest Marker / Retest Zone / Watch Zone Text / Resolved Zone Text / Active Level Glow / Right-Edge Watch Tag / Invalidation Line / Outcome Text, Use Grade Colors, Zone Forward Extension, Label Size PANEL • Show Panel, Panel Position, Panel Font Size, Show Last Result Row RUNTIME • Keep Last Setups (controls how many historical setups stay on the chart) 🧭 HOW TO USE 1. Add Break-Retest Quality to any chart and timeframe. Adjust Pivot Length to match the structure you care about (lower on intraday, higher on swing). 2. Wait for a BRK▲ or BRK▼ label to print — this confirms a structure break. 3. Observe the live acceptance zone and the right-edge WATCH tag. These mark the level and the remaining retest window. 4. When price returns to the zone, read the two-line retest marker: grade + score on the top line, short outcome tag (Strong / Valid / Weak / Failed) on the bottom line. 5. Use the panel to monitor live state, active level, remaining window and the last completed result with its full outcome description. 6. Combine with your own confluences — higher-timeframe bias, liquidity levels, session context, volume profile — before acting on any signal. ⚠️ LIMITATIONS & TRANSPARENCY 🔹 This is an analytical and educational tool, not a strategy. It does not generate buy / sell orders and does not measure historical performance. 🔹 Grades describe the geometric and relative-volume quality of the retest bar at the moment it prints. They are not predictions of future price movement. 🔹 Scores calculated at bar close are final; intra-bar readings can shift until the bar closes. 🔹 The volume factor depends on exchange-supplied volume data. Turn it off on instruments where volume is unreliable or missing. 🔹 Pivot-based structure is sensitive to the Pivot Length setting. Choose it deliberately for the timeframe and symbol you are analyzing. 📢 RISK DISCLOSURE Trading involves substantial risk and is not suitable for every investor. Past price behavior is not indicative of future results. This indicator is provided for educational and analytical purposes only and does not constitute financial advice, investment advice, or a solicitation to trade any instrument. Always perform your own research and risk management before acting on any signal.

Indicator

Trend Quality [AGPro Series]Trend Quality Trend Quality fuses three independent regime dimensions — ADX directional strength, Kaufman Efficiency Ratio, and ATR-normalized EMA slope — into a single 0–100 composite Trend Quality Score. A hysteresis + confirmation + cooldown gate turns that score into a stable TREND / CHOP regime, enhanced with HTF confirmation, lifecycle phases, score velocity, breakout grading, directional dominance, and a full adaptive on-chart quality window. The goal is simple: replace noisy "is this a trend?" guessing with a transparent, multi-dimensional, low-lag quality reading you can read in one glance. 🎯 OVERVIEW Most trend filters fail at the same thing — they tell you a trend exists, but not whether that trend is clean, accelerating, fading, or already exhausted. Trend Quality answers the harder question. Every bar is scored on three independent dimensions that each measure a different physical property of price movement: • ADX — directional strength (how strongly one side dominates) • Kaufman Efficiency Ratio (ER) — path efficiency (how little wasted motion) • ATR-normalized EMA slope — normalized trend velocity (how fast, relative to volatility) These three signals are combined into one 0–100 Trend Quality Score. A hysteresis band + confirmation bars + cooldown filter convert that score into a stable TREND / CHOP regime — no single-bar flipping, no false recovery wicks. On top of the core regime, the indicator layers Score Velocity, Lifecycle phases (Emerging → Confirmed → Exhausting), Breakout Quality grading (A / B / C), directional dominance, and a visual Quality Window that tracks the active trend zone and projects it forward. 💎 UNIQUE EDGE What separates Trend Quality from a standard ADX filter, an EMA slope indicator, or a generic regime meter: • Tri-factor fusion (not a single metric) — ADX alone misses path quality; ER alone misses direction; slope alone misses choppy-but-strong moves. Weighted fusion (45% ADX, 35% ER, 20% Slope) neutralizes each component's blind spot. • Stable regime, not a flickering line — the TREND / CHOP state passes through a 3-layer filter: hysteresis band around the threshold, N confirmation bars, and a cooldown window after every transition. The result is a regime reading that holds through pullbacks without flipping. • Score Velocity Engine — a second-derivative layer that watches how fast the score itself is changing. Surges flag momentum ignition; collapses flag quality breakdown before price confirms it. A bearish divergence detector fires when price makes new highs while quality is fading. • Lifecycle phases — inside every TREND regime, the script distinguishes Emerging (young, fresh, accelerating), Confirmed (mature, stable, above buffer), and Exhausting (score rolling over from a peak). This lets you see whether you are entering early, running mid-trend, or catching the end. • Breakout Quality Badge (A / B / C) — every CHOP → TREND transition receives a graded badge based on composite score plus velocity bonus. Grade A breakouts are rare and have an optional dedicated alert. • HTF confirmation with Auto-HTF mapping — the same engine runs on a higher timeframe. When LTF is trending but HTF is not, the regime is marked BLOCKED (not forced to CHOP) so you retain full transparency about why the regime is gated. • Adaptive Quality Window — a live rectangular zone that tracks the full trend's high/low from its start bar, projects forward, shows ceiling/floor projection labels, and preserves historical windows with directional color coding (green for up-trends, pink for down-trends, amber for HTF-blocked trends). 🧪 METHODOLOGY Core composite score (every bar, LTF): Score = 100 × (0.45 × ADX_norm + 0.35 × ER_norm + 0.20 × Slope_norm) • ADX_norm = min(ADX / 50, 1) • ER_norm = |close − close | / (SMA(|Δclose|, N) × N) • Slope_norm = min(|EMA − EMA | / ATR × 10, 1) Regime gating: • Hysteresis: +3 above threshold to enter TREND, −3 below to enter CHOP • Confirmation: N consecutive bars above/below the hysteresis band • Cooldown: N bars after every regime flip where no new flip is allowed MTF confirmation (optional, default ON): The same core function is called via request.security on the HTF (Auto: 30m→4H, 4H→Daily, Daily→Weekly, Weekly→Monthly in Strict mode). When LTF=TREND but HTF=CHOP, the regime is tagged BLOCKED — a transparent third state that is neither forced-CHOP nor accepted-TREND. Lifecycle logic: • Emerging: TREND is young (bars since start ≤ Emerging Bars) OR score slope ≥ 0 and score below buffer • Confirmed: score ≥ threshold + Confirmed Buffer AND HTF passes (optional) • Exhausting: score slope < 0 AND pullback from peak ≥ Exhaustion Pullback Score velocity: velocity = score − score (default 5-bar look-back) Breakout quality grading: bqScore = score + velocity_bonus (bonus: +15 if vel>15, +7 if vel>5, else 0) A ≥ 82, B ≥ 67, C < 67 🔔 SIGNALS & ALERTS The script exposes 12 alert conditions — all moderator-safe, educational, non-solicitating: • CHOP → TREND / TREND → CHOP regime flips with LTF+HTF context • Strong Trend composite conviction threshold • HTF Blocked / HTF Unblocked third-state transparency events • Emerging / Confirmed / Exhausting Trend lifecycle phase changes • Velocity Surge / Velocity Collapse second-derivative extremes • Grade-A Breakout rare high-conviction breakouts • Bearish Divergence price up, quality down warning On-chart visual events (also filterable via inputs): • Breakout Quality badge (A / B / C) at every CHOP → TREND • Bearish divergence ⚠ marker at trend peaks where quality fades • State tag near backbone: EMERGING / CONFIRMED / EXHAUSTING / HTF BLOCKED • Quality Window label: ACTIVE + phase • Projection labels on the right edge: QUALITY CEILING / TREND FLOOR All badge and warning labels are gated with an 8-bar cooldown so the chart stays clean even on repeated intra-swing triggers. ⚙️ KEY INPUTS Core engine: • ADX Length (14) — directional strength look-back • Efficiency Length (20) — ER path-efficiency window • Slope EMA Length (50) — trend backbone reference • ATR Length (14) — volatility normalization • TREND Threshold (55) — composite score level to enter TREND • Confirmation Bars (1) — bars of persistence before flipping • Strong Trend Offset (15) — extra score above threshold for STRONG tag MTF: • HTF Confirmation (ON) — enable/disable HTF gate • Auto HTF (ON, Strict) — smart HTF mapping per chart TF • Manual HTF (240) — override timeframe Stability: • Change Cooldown Bars (2) — lock-out window after any regime flip Lifecycle: • Emerging Phase Bars (4) — max trend age to stay Emerging • Confirmed Buffer (8.0) — score must clear threshold+buffer • Exhaustion Pullback (4.0) — peak-to-current drop to flag Exhausting Visual Overlay: • Backbone + Glow + Zone + State Candles + Quality Window + Historical Windows + Projection Box + Guides + Midline (all toggleable) Panel, Theme, Layout, Help rows, Alerts, Score Velocity Engine, Breakout Quality Badge, Divergence Detector — every layer has its own input group and can be shown/hidden independently. 📘 HOW TO USE Read-in-one-glance panel (standard AGPro format): • Blue header row: script title • Line 2: REGIME / LIFECYCLE · Score N/100 · Velocity state • Line 3: LTF regime · Direction · Directional Dominance • Line 4: HTF regime · MTF PASS/BLOCKED · Active Window state · Streak Quick playbook: 1. CHOP on LTF → wait. No setup, no commitment. 2. CHOP → TREND transition with Grade A badge + HTF PASS → highest-conviction regime start. 3. CONFIRMED phase with DOM HIGH and rising score → the middle of the trend, usually the cleanest section. 4. Velocity COLLAPSE or EXHAUSTING phase with bearish divergence ⚠ → quality is deteriorating; reduce exposure or tighten stops. 5. HTF BLOCKED amber window → LTF trend exists but higher timeframe disagrees; treat as lower-conviction and be aware of mean-reversion risk. The indicator does NOT issue buy/sell signals, does NOT define entry/exit prices, and is NOT a strategy. It is a regime-quality reading — a context layer you pair with your own trade management. ⚠️ LIMITATIONS & TRANSPARENCY • Trend-quality indicators are inherently trend-following. In low-volatility ranges the score can stay above threshold on minor moves; in very fast markets the score can lag by 1–3 bars while the filters stabilize. • HTF confirmation introduces a natural HTF delay. This is intentional (it removes noise) but means the HTF gate may lift several LTF bars after price has already moved. • All composite signals rely on look-backs (ADX 14, ER 20, Slope EMA 50, ATR 14). On very short intraday timeframes with low bar counts these need calibration. • Lifecycle phases are structural readings, not predictions. EXHAUSTING means the score is rolling over — not that price must reverse. • Past performance of any visual regime does not imply future performance. Charts showing clean historical windows are illustrative of the indicator's logic, not trading results. • No repainting on historical bars. The HTF call uses lookahead_off and barmerge.gaps_off. Score and regime values on closed bars are final. 🛡️ RISK DISCLOSURE This script is published as an educational and analytical tool. It does not provide financial advice, does not generate trade signals of any kind, and must not be used as a standalone decision system. Markets involve substantial risk of loss. Past behavior of any market regime, indicator output, or historical visual window is no guarantee of future results. Always combine any indicator with independent risk management, position sizing, a tested plan, and — where appropriate — the guidance of a licensed professional. You are solely responsible for any trading decisions you make.

Indicator

Failed Break Quality [AGPro Series]Failed Break Quality 🔹 OVERVIEW Failed Break Quality is a reversal-focused structure tool that detects failed breakouts (bull traps and bear traps) around confirmed horizontal support and resistance, then grades each reclaim with a transparent 0-100 quality score. Instead of signaling every price wick through a level, it waits for the full sequence — level confirmation, break below or above, decisive reclaim, rejection candle and follow-through — and only prints a label when the event passes a weighted score threshold. The goal is to give a single-pane view of where the market trapped participants, how clean the reversal was, and whether the reaction carried any real conviction. All components are plotted on the price chart in an event map style: reclaim pockets, focus bands, connector rails, structure tags and a compact summary panel. 🔷 UNIQUE EDGE What separates Failed Break Quality from generic support-resistance or bull-trap detectors: • Five-component weighted score (0-100) — each reclaim is rated on Level Integrity, Break Weakness, Reclaim Speed, Rejection Strength and Follow-Through, with user-adjustable weights. No black-box output. • Auto timeframe profiles — Intraday, H4 and Swing profiles adapt tolerance, break depth, reclaim window, adverse-move limits and family-reset band automatically so the same inputs behave sensibly across timeframes. • Reclaim Pockets — the actual zone between the break extreme and the reclaim level is drawn as a shaded rectangle, making it easy to see where the trap formed and where the invalidation sits. • Focus Bands + Event Rails — the latest bull and bear events are highlighted with a forward-extended focus band at the level and a dashed rail connecting break extreme to reclaim point. Older events fade, so the current structural map stays readable. • Family lock system — once a level produces a graded signal, it will not re-fire on the same level family until a new family forms beyond the configured reset band, preventing signal stacking on the same structure. • Auto-clean stale event visuals — focus bands, reclaim pockets and event rails are automatically removed when their anchor level drifts, disappears or ages out, so the chart stays clean across regime shifts. • This script differs from Break-Retest Quality (continuation after a confirmed breakout) by focusing on the opposite case: breakouts that fail and reverse back through the level. 🔸 METHODOLOGY 1. Level Building — Pivot highs and lows are clustered inside an ATR-scaled tolerance band. A level is confirmed only after reaching the required minimum touches and is retired when it exceeds the maximum age in bars. Each confirmed level carries a family ID so nearby re-confirmations do not create duplicate signals. 2. Failed Break Detection — A break is registered when price penetrates a confirmed level by at least the minimum break depth (ATR-based). The script then monitors the reclaim window (capped in bars) and records the break extreme and outside-closes count. 3. Reclaim Confirmation — A reclaim requires close back across the level plus a small ATR buffer. The bar that reclaims is graded for rejection strength using wick, body and close position. 4. Follow-Through Gate — After reclaim, price must extend at least the follow-through ATR in the favorable direction and must not exceed the maximum adverse ATR against the reclaim. Failing either gate cancels the signal. 5. Quality Score — Five sub-scores are combined with user weights to produce the final 0-100 score. Only reclaims at or above the minimum print threshold produce a labeled signal and a reclaim pocket. 🔶 SIGNALS AND ALERTS • Bullish Reclaim — printed below the reclaim bar with a teal label showing the quality score. Indicates a failed breakdown of support. • Bearish Reclaim — printed above the reclaim bar with a pink label showing the quality score. Indicates a failed breakout of resistance. • Panel States — Bull Trap Watch, Bull Reclaim Pending, Bear Trap Watch, Bear Reclaim Pending, Scanning Levels, Building Levels. • Alert Conditions — Bullish Reclaim and Bearish Reclaim, suitable for standard PulseWire alert creation. 🔹 KEY INPUTS • Levels — Pivot length, ATR length, level match tolerance (ATR), minimum touches, maximum level age. • Profiles — Toggle for automatic timeframe calibration. • Failed Break Logic — Minimum break depth, reclaim window, follow-through bars, reclaim buffer, minimum follow-through, maximum adverse move, re-arm distance, family reset band. • Score — Minimum score to print and individual weights for Level, Break, Speed, Reject and Follow components. • Visuals — Toggles for confirmed levels, level zones, inner core bands, structure tags, active-zone emphasis, tag connector rails, zone and core half-widths, signal offset, label and tag sizes. • Event Map — Reclaim pockets, focus bands, event rails, non-focus fade, auto-clean stale event visuals, stale event max bars, pad and extend settings. • Panel — Visibility, position (Top Right / Top Left / Bottom Right / Bottom Left) and font size. 🔷 HOW TO USE • Start on the timeframe where the levels look most respected (H1, H4 or Daily). Auto profiles will adjust internal thresholds automatically. • Treat every signal as contextual evidence, not as a standalone entry. Higher scores indicate cleaner events — a shallow break, a fast reclaim, a strong rejection bar and a clean follow-through all lift the score. • Use the reclaim pocket as the structural zone: the level marks the invalidation side, and the break extreme marks the maximum trap depth. Both are visible on the chart. • Combine with your own bias, trend filters, higher-timeframe levels, volume or session structure. The script is designed to sit on top of an existing framework, not replace it. 🔸 LIMITATIONS AND TRANSPARENCY • This is an indicator, not a strategy. It does not place orders, size positions or calculate profit and loss. • Signals are evaluated on bar close. Intrabar wicks can temporarily enter trap states without producing a graded event. • Score thresholds and weights are tunable. Different markets and timeframes benefit from different configurations — the default values are a reasonable starting point, not a universal setting. • All level, reclaim and pocket logic is purely structural and does not include volume, order flow or derivatives data. • Repainting note — level confirmation uses pivots with a fixed lookback. The last pivot is locked once the required forward bars have elapsed; earlier plotted structure does not repaint after that point. 🔶 RISK DISCLOSURE Trading involves substantial risk. This script is a technical analysis tool provided for educational and research purposes only and does not constitute financial advice, investment recommendations or a solicitation to trade. Past performance does not guarantee future results. Always do your own research and apply strict risk management. The author assumes no responsibility for trading decisions made using this script. Published under Mozilla Public License 2.0 — source is open and available for study, review and non-commercial derivative work under the terms of the license.

Indicator

Reaction Efficiency Meter [AGPro Series]Reaction Efficiency Meter A pure observation lens that scores every pivot-based support and resistance reaction from 0 to 100 and classifies it as WEAK, LIMITED, FAIR, STRONG or EFFICIENT. Designed to answer one specific question on any chart: how well did price actually react when it touched that level? Not a strategy, not a signal generator — a quality meter for S/R reactions. 🔹 Overview Reaction Efficiency Meter watches pivot-based support and resistance levels and, the moment price touches any of them, opens a fixed reaction window to observe what happens next. At the end of that window the reaction is scored from 0 to 100 using four weighted components — strength, speed, cleanliness, follow-through — and then classified into a five-tier hierarchy. The result is printed directly on the chart as a color-coded label (BULL or BEAR), while a side panel keeps a live summary of the last bullish reaction, last bearish reaction and the currently active event window. The indicator is built as a post-event quality lens for traders who already work with horizontal levels, pivot zones, or structural S/R and want an objective readout of reaction quality instead of a subjective eyeball assessment. 🔸 Unique Edge Most support and resistance indicators stop at drawing lines or zones. Reaction Efficiency Meter goes one step further and evaluates the reaction itself on a fixed, reproducible scale. Four distinct quality dimensions are blended into a single 0-100 score, and a separate adverse-excursion penalty reduces the score when price violated the level before reacting. The result is a transparent number tied to a five-tier verbal classification (WEAK / LIMITED / FAIR / STRONG / EFFICIENT), which makes reactions directly comparable across symbols and timeframes. There are no repainting signals, no lagging smoothers and no hidden strategy logic — the scoring is purely descriptive and fires only after the reaction window closes on a confirmed bar. 🔹 Methodology The engine has four clear stages: 1. Level detection. Classic pivot highs and lows are tracked as dynamic resistance and support. Only the most recent N levels per side stay active — older ones are retired, so the chart never clutters. 2. Touch detection. A touch is registered when the bar's range enters a tolerance band around any active level (expressed in ATR units so the logic auto-scales across volatility regimes). A cooldown of N bars between tests on the same level prevents noise from restarting an event too quickly. 3. Event tracking. Once a touch fires, a reaction window of N bars is opened. During that window the script tracks (a) the best favorable excursion in ATR units, (b) the worst adverse excursion in the wrong direction, (c) which bar produced the peak favorable move, (d) the net retained move at window close. 4. Scoring and classification. At window close the four components are combined with a penalty: • Strength (0-35): best favorable excursion relative to 1.5 ATR reference. • Speed (0-20): how early the peak favorable bar occurred inside the window. • Cleanliness (0-20): reduced linearly by adverse excursion. • Follow-through (0-15): how much of the peak move was retained at window close. • Adverse penalty (up to -15): applied when price broke through the level. Final score is clamped 0-100 and mapped to: WEAK (<25), LIMITED (25-44), FAIR (45-64), STRONG (65-79), EFFICIENT (80+). 🔸 Signals & Alerts The indicator does not emit buy or sell alerts. Its outputs are purely descriptive: • A color-coded reaction label (BULL or BEAR with score and tier) plotted after each completed window. • Active zone rectangle and reaction corridor drawn around the touched level while the window is open. • Touch markers on the bar where a new event begins. • Live status tag showing BULL WINDOW x/N or BEAR WINDOW x/N during an active event. • A stateful side panel with Status, Last Bull, Last Bear, Window progress and Mode rows. All visuals render on confirmed bars only, so the score and tier of a completed reaction do not change afterwards. 🔹 Key Inputs • Pivot Length — bar distance used to qualify pivot highs and lows. • Max Active Levels / Side — how many recent resistance and support levels stay active. • ATR Length — volatility reference for tolerance, corridor depth and scoring. • Touch Tolerance (ATR) — how close to the level a bar must come to count as a touch. • Reaction Window Bars — fixed observation length per event. • Minimum Bars Between Tests — cooldown on the same level. • Reaction Corridor Depth (ATR) — vertical span of the reaction corridor drawn during the window. • Display group — toggles for levels, tags, markers, labels, active zone, corridor, panel. • Theme & Layout — panel theme (Auto / Dark / Light), position, font size, line width and opacity controls. 🔸 How to Use The indicator is intended as a companion lens, not a standalone system. Typical workflows include: • Confluence study. Compare reaction scores at different levels on the same chart to see which zones historically produced stronger reactions. • Bias assessment. Watching whether BULL and BEAR labels on a given timeframe skew toward higher or lower tiers can inform directional bias for discretionary decisions made elsewhere. • Framework validation. Add it on top of an existing S/R, order block or pivot framework to quantify whether the levels those tools produce actually generate efficient reactions. • Multi-timeframe scanning. Running the indicator on multiple timeframes shows where strong reactions cluster — often useful for context, not entry timing. The tool is descriptive and retrospective. It is not designed to replace risk management, structural analysis or the user's own trading plan. 🔹 Limitations & Transparency • The reaction window is fixed per event. Very fast V-reversals may still register as WEAK if most of the favorable move happens after the window closes; conversely, slow grind reactions may score lower on the Speed component even when the net outcome is good. • Pivot-based levels are, by definition, confirmed with a lag equal to Pivot Length bars. • Scores are descriptive — a STRONG tag on a past reaction does not imply that the next test of the same level will also react strongly. • All scoring uses confirmed-bar logic, so the indicator is non-repainting by design. 🔸 Risk Disclosure This indicator is provided for educational and analytical purposes only. It is not financial advice, not a trade signal generator, and not a recommendation to buy or sell any instrument. Trading involves substantial risk of loss. Past reactions do not guarantee future reactions. Users are solely responsible for their own trading decisions and risk management.

Indicator

Trend Stability Ribbon [AGPro Series]Trend Stability Ribbon 🔹 OVERVIEW Most trend tools tell you WHICH WAY price is going. Trend Stability Ribbon tells you HOW WELL it is getting there. By pairing an ATR-normalized slope engine with a Kaufman path-efficiency score, it projects every bar into one of four rules-based states — Stable Up, Noisy Up, Stable Down, Noisy Down — and paints them onto a clean, adaptive ribbon that stays out of the candles' way. The result is a context layer that separates decisive trending from directional-but-choppy travel, without adding a second indicator pane. 🧭 UNIQUE EDGE — WHY THIS IS NOT "JUST ANOTHER TREND INDICATOR" Direction alone is cheap. Every moving-average cross, every supertrend, every slope color tells you "up" or "down" — and then leaves you holding the bag when the trend is technically up but structurally a mess. Trend Stability Ribbon adds the missing second dimension: path quality. The same 34-bar window that defines direction also feeds a Kaufman efficiency calculation (net travel divided by total path travel). An ER near 1.00 means price walked a near-straight line; an ER near 0.00 means it zig-zagged its way to the same point. Mapping that score against a calibrated threshold band produces the four composite states — and a visual language that finally distinguishes "trend worth trusting" from "trend worth fading". Additional design choices that set it apart: • Dual-layer event engine — direction flips, stability upgrades, and stability downgrades are tracked as independent transitions, each with its own alert. • Badge/alert separation — on-chart badges are throttled by a cooldown for visual hygiene, but alerts are always raw so automation pipelines never miss an event. • Reset state — when the slope-confirmation filter rejects a direction, the ribbon goes neutral instead of flipping false. Chop gets ignored, not misreported. 🧪 METHODOLOGY 1. TREND DIRECTION ENGINE • A slow EMA (default length 34) anchors the trend path and serves as the ribbon centerline. • Slope is measured over a 3-bar lookback and normalized by a 14-period ATR, making it instrument-agnostic across crypto, FX, equities, and futures. • With Slope Confirmation enabled (default), direction is only accepted when price position AND slope agree. Disagreement returns a Reset state. 2. PATH EFFICIENCY (STABILITY) ENGINE • ER = |close − close | ÷ Σ|close − close | over the same trend window. • Three classes: Stable (ER ≥ 0.45), Noisy (ER ≤ 0.25), Mixed (between). Thresholds scale with the Stability Sensitivity input. • The Mixed zone is a deliberate dead-band — during uncertain phases the previous state persists rather than flickering. 3. COMPOSITE STATE MACHINE • Direction × Stability yields five possible states: Stable Up, Noisy Up, Stable Down, Noisy Down, Reset. • Bars-in-state is tracked live, giving a simple persistence read on each state. 4. RIBBON RENDERING • Ribbon is anchored to the EMA centerline with height driven by ATR × a user-selected multiplier (Thin / ATR-Adaptive / Thick). • Fill opacity and border weight shift by state — Stable states are saturated, Noisy states are faded, Reset is a soft amber. 🔔 SIGNALS & ALERTS Three transition events are detected and exposed as separate, user-toggled alerts: • Trend State Flipped — direction changed (Up ↔ Down). Raw, never throttled. • Stability Improved — path upgraded from Noisy to Stable while direction held. Raw — delivered regardless of badge cooldown. • Stability Degraded — path downgraded from Stable to Noisy while direction held. Raw — delivered regardless of badge cooldown. Matching on-chart badges appear at the same moments, subject to the Stability Badge Cooldown for visual cleanliness. Direction-flip badges are never throttled. ⚙️ KEY INPUTS Engine • Trend Length (default 34) — lookback for both direction and path-efficiency windows. • Stability Sensitivity (default 1.0) — scales the Stable / Noisy thresholds. • Require Slope Confirmation (default on) — enforces price-and-slope agreement; rejects chop. Ribbon & Badge • Ribbon Height — Thin / ATR-Adaptive / Thick. • Show State Badge — toggle on-chart transition labels. • Label Font Size — tiny / small / normal / large (default normal). • Minimal Mode — hides panel and badges for pairing with other overlays. • Stability Badge Cooldown (default 5 bars) — visual throttle for stability transitions. Info Panel • Panel Position, Panel Font Size, Efficiency Ratio display, Active Thresholds display. Alerts • Independent toggles for each of the three transition events. 🧠 HOW TO USE • CONTEXT FILTER — use Stable states as a "green light" for continuation setups on your primary system; treat Noisy states as a headwind. • REGIME BREAKS — a Stability Degraded event mid-trend is often an early warning that the move is maturing, even before price has flipped. • CLEAN ENTRIES — pair a direction flip (Trend Up / Trend Down) with an immediate Stable classification to filter out whipsaw-prone breakouts. • CHOP AVOIDANCE — when the ribbon sits in a Reset or Mixed state, the script is telling you the underlying path is not tradeable as a trend. Stand aside or switch to range tactics. • PAIRING — with Minimal Mode on, the ribbon layers cleanly under structure tools, VWAPs, or S/R zones without visual conflict. ⚠️ LIMITATIONS & TRANSPARENCY • This is an indicator, NOT a strategy. It does not generate buy or sell orders, has no backtest, and makes no claim of performance. • Efficiency Ratio is a lagging measure — it describes the path already travelled. The ribbon should be read as context, not as a leading signal. • The Mixed zone is intentional persistence; expect the composite state to hold through brief chop rather than flipping on every bar. • Lower timeframes (<5m on thin-liquidity markets) can push ER values into erratic ranges. Start with the defaults on 15m–4h and tune from there. • All calculations are closed-bar. Intra-bar values may shift until the bar confirms. 🛡️ RISK DISCLOSURE This script is published for educational and analytical purposes only. It is not financial advice, not a signal service, and not a solicitation to buy or sell any instrument. Past behavior of markets does not predict future results. Always do your own research, apply proper risk management, and consult a licensed professional before making trading decisions. The author assumes no responsibility for losses incurred through use of this indicator.

Indicator

Setup Quality Scorecard [AGPro Series]Setup Quality Scorecard Setup Quality Scorecard grades every bar on a transparent 0-100 scale across ten independent confluence dimensions. Instead of another signal generator, it is a quality filter: it tells you how strong the current setup is, which factors are firing, and how often similar past setups have followed through. Works on any symbol, any timeframe. 🔹 OVERVIEW Every trader has the same question before pulling the trigger: "Is this setup actually good, or am I forcing it?" Setup Quality Scorecard answers that question with a single auditable number. The composite score blends ten orthogonal factors — trend, momentum, volume, volatility, structure, S/R proximity, divergence, candle quality, session context, and higher-timeframe alignment — into a weighted 0-100 quality rating. Bars scoring above the A-Tier threshold are marked with support/resistance-style zones on the chart, so high-quality setup regions stay visible even as the market moves on. 🔹 UNIQUE EDGE Most quality indicators hide their internals behind a black-box algorithm. This one is fully transparent. Every factor exposes its own 0-10 score in the panel, every factor weight is user-adjustable, and every historical signal is evaluated against a forward-looking hit-rate test. There are no secret filters, no proprietary confidence bands, and no cherry-picked backtest. If a setup scores 87, you can see exactly which factors contributed and which did not. 🔹 METHODOLOGY Each of the ten factors is computed independently on the current bar and normalized to a 0-10 scale: 1. Trend Alignment — EMA 20/50/200 stack plus slope confirmation 2. Momentum — RSI zone position combined with 3-bar RSI delta 3. Volume Context — relative volume versus 20-period SMA, calibrated for real-world distribution 4. Volatility Regime — ATR percentile over the last 100 bars, favoring mid-range regimes 5. Structure — HH/HL or LH/LL confirmation via recent pivots 6. S/R Proximity — ATR-normalized distance to the nearest pivot level 7. Divergence — price-versus-RSI regular divergence captured at pivot time 8. Candle Quality — body-to-range ratio and wick balance 9. Session Context — active trading session weighting (London/NY overlap prioritized) 10. HTF Agreement — graduated higher-timeframe alignment scoring (full stack, partial stack, opposed regimes) The ten factor scores are weighted by user-adjustable coefficients, summed, and normalized to produce the final 0-100 composite. Tier labels (S / A / B / C / D) are assigned against user-configurable thresholds. 🔹 SIGNALS AND ALERTS When a bar crosses into A-Tier or higher, a zone is drawn using support/resistance-style geometry (body plus a small ATR cushion). Zones merge automatically when adjacent qualifying setups share the same directional bias, preventing chart clutter. Each zone is labeled with its tier and score in compact A·83 format, with a dotted leader line connecting the label to the zone edge. Four built-in alert conditions are exposed: - S-Tier Setup Detected (score crosses the S-Tier threshold) - A-Tier Setup Detected (score crosses the A-Tier threshold) - New Bullish Quality Setup (first A-tier bullish bar in a run) - New Bearish Quality Setup (first A-tier bearish bar in a run) 🔹 KEY INPUTS - General: Higher timeframe reference, rolling history window, forward evaluation bars - Thresholds: S / A / B / C tier cutoffs, fully adjustable - Factor Weights: ten independent sliders, 0.0 to 2.0, tune the scorer to your style - Zones: adaptive extend (auto or manual), merge window, max height cap in ATR units, maximum age - Labels: on-chart label mode (A-Tier only, S-Tier only, off), size presets - Panel: position, size, factor breakdown toggle 🔹 HOW TO USE Start with defaults and observe for a full session on your chart. Trend traders should raise the Trend and HTF Align weights. Reversal traders should raise Divergence, Structure, and S/R Proximity. Use the Active count in the panel as a quick filter: fewer than three factors above seven generally means a weak setup regardless of composite score. Use the hit-rate number to sanity-check whether your current configuration is performing on this asset and timeframe — if it is below 50 percent on a large sample, revisit your weight assignments. 🔹 LIMITATIONS AND TRANSPARENCY The hit-rate metric is backward-looking. It measures how often past A-tier signals produced a one-ATR directional move within the next N bars. It is not a forecast of future performance. A hit rate with fewer than twenty signals is flagged with an info marker because the sample size is not yet statistically meaningful. Factor definitions are static — they do not adapt to regime changes automatically. Session weighting assumes standard crypto and equity session times in UTC; adjust if you are trading exotic hours. The script uses pivot-based structure, which lags by the pivot length on the right edge of the chart (a standard trade-off for noise suppression). 🔹 RISK DISCLOSURE This indicator is an analytical tool, not financial advice. It does not predict future price movements. A high quality score does not guarantee a winning trade. Past performance of any displayed signal does not indicate future results. Always use proper risk management and position sizing. Never trade with capital you cannot afford to lose.

Indicator

Kaufman Efficiency Ratio Gate [NovaLens]Kaufman Efficiency Ratio Gate is a regime classifier that separates trending markets from choppy ones. Instead of plotting a raw ratio and leaving you to interpret thresholds, it ranks the current Kaufman Efficiency Ratio within its own recent history and outputs a binary gate: trend-favorable or chop-dominant. Five timeframe-specific presets ship ready to use - pick the one matching your chart. ◉ HOW IT WORKS The Efficiency Ratio measures how much of price's total movement was directional over N bars: ER = |Close - Close(N)| / Σ|Close(i) - Close(i-1)| A value near 1.0 means price moved in a straight line - maximum efficiency. A value near 0 means price covered distance but went nowhere net - noise. Perry Kaufman introduced this in "Trading Systems and Methods" (1995) as the foundation for his Adaptive Moving Average. Raw ER values are hard to threshold because what counts as "efficient" varies by asset and timeframe. This gate solves that with a three-stage pipeline: • Light EMA smoothing - removes single-bar noise from the raw ER without adding meaningful lag (Smoothing = 2 for most presets). • Percentile rank - ranks the smoothed ER within its own rolling window. A reading at the 70th percentile means the current efficiency is higher than 70% of recent history. This is what makes the gate self-normalizing. A "trending" efficiency ratio for Gold might sit at 0.45, while for a volatile altcoin it might be 0.25 - the gate adjusts automatically to each asset's own baseline, so you never need to guess at fixed thresholds. • Symmetric hysteresis - the gate opens when rank crosses above the median + Stability/2, and closes when rank drops below the median - Stability/2. This prevents flicker at the boundary. A small buffer (Stability = 2) is enough because KER is already a clean ratio. Other regime tools approach this differently. ADX measures trend strength through smoothed directional movement - it tells you how strong a trend is, but its fixed scale means a reading of 25 carries different weight on different instruments. The Choppiness Index compresses ATR relative to the window's price range into a 0-100 scale - useful, but sensitive to window length and not inherently normalized. The Efficiency Ratio takes a more direct route: what fraction of total movement was net directional? And the percentile-rank layer on top makes that reading self-normalizing across any asset or timeframe - no manual threshold tuning required. The result is a binary state: trend-favorable (gate open) or chop-dominant (gate closed). ◈ HOW TO READ IT • Teal background / teal hero line - Gate open. The market's directional efficiency is above its recent median. Trend-following setups tend to perform better in this environment. • Amber background / amber hero line - Gate closed. Efficiency is below the median - price is moving but not going anywhere. Trend-following setups historically tend to underperform in this environment. • Bright teal (strong trend) - Smoothed KER is in the top 25% of its recent rank window. The trend is unusually clean - continuation setups tend to be cleaner in this state. • Bright amber (strong chop) - Smoothed KER is in the bottom 25%. Noise is dominant - even range-bound strategies may find fewer clean entries. Generally a low-opportunity environment. The info panel (top-right) shows the current gate state, smoothed KER value, percentile rank, and a momentum readout (strengthening / weakening / stable) based on how the rank has moved over the last few bars. ✦ HOW WE USE IT - REGIME FILTER In systematic trading, the Efficiency Ratio often serves as one of the regime filters applied before a trend-following signal gets capital allocation. The idea is to confirm that the market is actually trending efficiently, not just moving. When the gate is open (teal), directional efficiency is elevated. Pullback entries, breakout continuations, trend-following MA crosses - these setups tend to perform better because price is converting movement into net progress. When the gate closes (amber), the same setups historically tend to underperform. Price is volatile but going nowhere. In choppy regimes, trend-following systems generally struggle, and while mean reversion may be more favorable, it remains a harder environment to trade overall. Many systematic traders use this kind of regime awareness to reduce exposure or adjust position sizing rather than forcing directional bets. The gate works well as a context overlay alongside other entry signals. It doesn't indicate which direction to trade, but it helps characterize whether the current environment is rewarding directional movement at all. What the gate is NOT: a forward predictor. It classifies the recent past. A gate-open reading means efficiency has been high - it doesn't guarantee the next bar will trend. It's a filter, not a crystal ball. ◆ OTHER APPLICATIONS • Entry filter - pair with any trend-following signal (MA cross, breakout, RSI) and add a gate-open condition. Filtering out chop regimes can help reduce whipsaw entries. • Multi-timeframe confirmation - checking the gate on a higher timeframe before entering on a lower one can add confidence. For example, a Daily gate-open reading alongside a 4H trend entry. • Regime-aware sizing - some traders scale position size with regime state, increasing exposure during gate-open periods and reducing it when the gate closes. • Alert-driven workflow - set alerts on gate open/close transitions and check your trend setups only when the gate fires. ⚙ SETTINGS Preset (default: Daily) - Timeframe-specific parameter bundles. Select the one matching your chart resolution: • Weekly - KER 10, Smoothing 2, Rank Window 100, Stability 2. Long context window for position traders. • Daily - KER 8, Smoothing 2, Rank Window 50, Stability 2. The default. Works well on most daily charts. • 8H - KER 8, Smoothing 2, Rank Window 50, Stability 2. Starting point same as Daily - validate on your own 8H charts. • 4H - KER 14, Smoothing 2, Rank Window 30, Stability 2. Wider KER period compensates for noisier intraday data. • 30m - KER 5, Smoothing 5, Rank Window 30, Stability 2. Short KER period with heavier smoothing for fast charts. • Custom - Drive the gate from the four inputs below. KER Period - Lookback for the raw Efficiency Ratio. Shorter (5-8) reacts faster to regime changes. Longer (14-20) gives more stable readings but lags transitions. Smoothing - EMA applied to the raw KER. Set to 1 for no smoothing. KER is self-normalizing by construction, so low values (1-5) are usually enough. Rank Window - Rolling window for the percentile rank. Controls how much recent history defines "typical." Shorter windows adapt faster; longer windows give more stable context. Stability - Hysteresis half-width around the 50th percentile. At 0, the gate flips the instant rank crosses the median. At higher values, the gate requires a stronger signal to switch state. Low values (2-5) work well since KER is already a clean signal. Display toggles: • Show Raw KER - thin white line showing the unsmoothed ratio • Show Median - 50th-percentile reference line on the smoothed KER • Show Background - teal/amber background wash (turn off if your workspace already signals the regime elsewhere) • Show Info Panel - gate state, KER, rank, and momentum readout • Light Theme - flips panel colours for light chart backgrounds △ LIMITATIONS • Backward-looking - the gate classifies recent efficiency, not future direction. Regimes can shift faster than the rank window catches, especially around news events. • Directionless - both strong uptrends and strong downtrends produce gate-open readings. A separate directional indicator is needed to determine which side to trade. • Noise on thin instruments - short KER periods on low-volume assets can produce noisy readings even with smoothing. • History requirement - percentile rank needs sufficient data to be meaningful. The first ~50-100 bars on any chart (depending on preset) will have unstable rankings. ⌁ NOTES • Based on Perry Kaufman's Efficiency Ratio from "Trading Systems and Methods" (1995) • Cross-validated against our PyneCore Python reference implementation. • Parameters were tuned on gold (XAUUSD) via the NovaLens research pipeline. The same presets generalize reasonably to other assets - though testing on your own instruments is always recommended. • Regime palette: teal = trend-favorable, amber = chop-dominant. Not green/red - this is a state classifier, not a directional signal. If you find a Custom parameter set that works well on a different instrument, the comments are a good place to share it.

Indicator

AG Pro ATR Envelope Breakout Quality [AGPro Series]AG Pro ATR Envelope Breakout Quality Overview / What it does AG Pro ATR Envelope Breakout Quality is a volatility-aware breakout framework built around a dynamic ATR envelope rather than a static horizontal level, fixed box, or session-defined range. The script tracks when price closes outside an ATR-based outer band, then evaluates whether that move shows enough quality to be treated as a meaningful breakout instead of a weak expansion, short-lived overshoot, or low-conviction push. The core logic is centered on three linked questions. First, did price achieve a valid close outside the active envelope? Second, was that move supported by enough momentum and relative participation to deserve attention? Third, what happened when price came back toward the broken area? This progression allows the script to move beyond a simple breakout marker and present a more structured breakout-quality workflow. Because the reference structure is dynamic, the script adapts to changing market conditions instead of forcing all setups into a fixed box logic. In periods of contraction, the envelope tightens and makes outside acceptance more meaningful. In periods of expansion, the envelope widens and helps separate true continuation pressure from ordinary volatility noise. This makes the tool especially useful for traders who want to judge whether an expansion is merely visible or genuinely tradable. The visual design is intentionally clean and overlay-first. The envelope defines the active volatility shell, breakout markers show where price escapes that shell, the throwback zone highlights the key acceptance pocket after the move, and the optional target line provides a simple expansion objective. A compact panel then summarizes the current state without taking over the chart. The result is a script that aims to look premium while still keeping the main story readable in a publish screenshot. Unique Edge The main distinction of this script is that it does not evaluate breakout quality from a static support/resistance line, a consolidation rectangle, a Donchian extreme, or an opening range boundary. It evaluates breakout quality from a moving ATR envelope. That difference is not cosmetic. It changes the entire logic of what counts as a breakout, how follow-through is judged, and how retests are interpreted. In several classic breakout tools, the market is asked to escape a fixed historical structure. Here, the market is asked to achieve acceptance outside a live volatility shell. This creates a different analytical lens. A move that looks impressive relative to a flat level may not be meaningful relative to a volatility-adjusted envelope. On the other hand, a clean close outside an adaptive outer band can reveal expansion quality that a simple line break would miss. This also separates the script from our other AG Pro tools. It is not a consolidation breakout evaluator, because its reference structure is not a box. It is not a Donchian breakout tool, because it is not based on period highs and lows. It is not an opening-range breakout model, because it is not session-box dependent. It is not a standard break-retest script, because the retest here happens around a dynamic envelope acceptance area rather than around a static horizontal level. That distinction matters both analytically and visually. Analytically, the script focuses on volatility-adjusted breakout acceptance. Visually, it produces a different type of chart story: an active envelope, a breakout event, a throwback pocket, and a projected path. This gives the script its own place inside the AG Pro catalog rather than making it feel like a variation of an existing breakout family member. Methodology The script begins with an ATR-based envelope built around a moving basis. This creates an adaptive upper and lower band that expand or contract with market volatility. A bullish breakout candidate appears when price closes outside the upper band. A bearish breakout candidate appears when price closes outside the lower band. Wick-only excursions are not enough. The script is designed to care about acceptance, not mere contact. Once an outside close is detected, the script evaluates breakout quality through a compact scoring framework. Momentum contribution helps measure whether the breakout candle shows real displacement or just a hesitant push. Volume contribution helps detect whether the breakout is supported by stronger-than-usual participation or whether it lacks confirmation. The combined result becomes the displayed breakout-quality score. After the initial breakout, the script monitors the first return toward the broken band area. This is where the throwback logic becomes important. Instead of treating every pullback the same way, the script classifies what happens around the envelope area and updates the state accordingly. A successful hold suggests that the market accepted the breakout. A failure suggests that the move lost structural quality after the initial expansion. An optional target line can be used to project a simple post-breakout objective. This is not presented as a promise of outcome. It is a visual planning reference intended to show a possible expansion path if the breakout continues to behave constructively. Together, the envelope, the breakout signal, the throwback state, and the target framework create a full breakout-quality sequence rather than a single event label. Signals & Alerts The script is designed to organize the breakout workflow into visible states rather than flooding the chart with constant commentary. The main states include bullish breakout, bearish breakout, throwback monitoring, throwback hold, breakout failure, and target hit. This makes the chart easier to read and helps the user understand where the setup currently stands. Bullish and bearish breakout markers appear when price achieves a confirmed outside close beyond the relevant envelope band. These are the initial expansion events. They are then followed by a monitoring phase in which the script watches how price behaves around the broken band area. If the return is constructive, the script can label that behavior as a successful hold. If the move loses quality and breaks down, the script can classify it as a failure. The target marker is optional and functions as a planning aid, not as a certainty engine. It simply shows that the projected expansion objective has been reached based on the chosen configuration. In practical use, this can help traders separate the breakout event itself from the later progression of the move. The alert set is intended to remain deterministic and chart-state aware. It focuses on confirmed breakout events, throwback behavior, breakout failure, and target completion. This keeps the script aligned with workflow clarity instead of turning it into a noisy alert generator. Key Inputs The envelope settings control the moving basis, ATR length, and multiplier that define the adaptive breakout shell. These settings determine how sensitive the script is to changing volatility and how demanding the outside-close condition becomes. The breakout filter settings allow the user to regulate confirmation quality. Depending on the selected configuration, the script can require stronger momentum, clearer outside distance, and optional volume confirmation. This helps users decide whether they want a more selective or more responsive model. The throwback analysis settings define how the script interprets the first return toward the broken envelope area. These settings influence how deeply price can revisit the area before the move is treated as weak, failed, or still acceptable. The target settings control whether the projected objective is shown and how far it is placed from the breakout area. The visual settings then manage panel visibility, panel placement, font sizing, historical object behavior, and label density so the script can remain clean in live use and in publish screenshots. Limitations & Transparency This script is a breakout-quality framework, not a prediction engine. It does not know in advance whether a breakout will continue. It evaluates the quality of a breakout after a valid outside-close event occurs and then tracks how price behaves afterward. That distinction is important. The ATR envelope is an adaptive reference, which means the same market move may be classified differently under different volatility regimes. That is intentional. The script is designed to respond to changing market structure, but any adaptive model will also reflect the sensitivity of its settings. Users should therefore expect the behavior of the tool to vary across symbols, timeframes, and volatility environments. Volume inputs may also behave differently across markets and data feeds. On some instruments, volume can add useful confirmation. On others, it may be less informative. For that reason, volume should be treated as a supporting factor rather than as an absolute truth layer. The target projection is a chart-planning feature, not a guaranteed outcome. Likewise, a breakout failure label does not mean the market cannot later recover, and a target hit does not mean the move was universally optimal. The script is meant to help structure chart reading, not replace trade management, context analysis, or personal decision-making. How this script differs from our other AG Pro tools Within the AG Pro lineup, this script is intentionally positioned as a volatility-envelope breakout tool. It does not compete with our box-based breakout logic, our period-high/low breakout logic, or our static break-retest logic. Its role is to answer a different question: did price achieve meaningful acceptance outside an adaptive ATR shell, and did that acceptance survive the first return test? That makes it especially useful when traders want a volatility-adjusted view of expansion quality. In markets where static levels are repeatedly pierced, an adaptive envelope framework can provide a cleaner read on whether the move is truly escaping current volatility conditions or simply stretching within ordinary noise. In that sense, the script is not a replacement for our other breakout-oriented tools. It is a separate layer with a different reference model, different retest logic, and a different chart story. That separation is deliberate and is one of the reasons the script belongs in its own category inside the broader AG Pro collection. Risk Disclosure This script is an analytical chart tool designed to visualize volatility-adjusted breakout conditions, breakout quality, and post-breakout behavior. It is not financial advice, not a signal service, and not a guarantee of future price direction. All breakout conditions can fail. Momentum can fade, volume can be inconsistent, and throwback behavior can change quickly. Markets remain uncertain, and no indicator can eliminate risk. Users should always apply their own market judgment, risk controls, and execution rules. Use the script as a structured decision-support layer, not as a stand-alone trading instruction. Confirmation from broader context, trend conditions, liquidity structure, and personal risk management remains essential.

Indicator

AG Pro Previous Day Sweep & Reclaim [AGPro Series]AG Pro Previous Day Sweep & Reclaim Overview / What it does AG Pro Previous Day Sweep & Reclaim is an overlay built to map one very specific price behavior around the previous day’s range: a sweep of the Previous Day High (PDH) or Previous Day Low (PDL), followed by a reclaim back inside the level. The script is designed for traders who want a structured way to observe failed expansion attempts around prior-day liquidity. Instead of treating every break of PDH or PDL as continuation, this tool focuses on the opposite question: when price briefly trades beyond a prior-day extreme and then reclaims that level, is the move showing signs of rejection strong enough to deserve attention? The core idea is intentionally narrow. This is not a broad market-structure engine, not a support/resistance dashboard, and not a general breakout system. Its purpose is to isolate a specific sequence: sweep -> reclaim -> quality assessment. That single workflow helps keep the script readable and functionally distinct. Signals can be confirmed on the same bar or on the next bar, depending on user preference. Once a reclaim is confirmed, the script assigns a quality score, draws a directional arrow, prints a reclaim label, and keeps the visual structure compact enough for practical chart work across intraday and higher timeframes. Unique Edge The distinguishing feature of this script is that it does not simply plot PDH and PDL, and it does not label every break as meaningful. It attempts to separate ordinary range interaction from failed liquidity grabs by requiring reclaim confirmation and then grading the event. Its logic is centered on reversal-quality mapping rather than static level display. That means the script does more than show where the previous day’s extremes are located. It evaluates whether the move through those extremes was shallow or excessive, whether the reclaim was weak or decisive, whether wick behavior supports rejection, whether volume was comparatively active, and whether the event occurred inside the selected session context. Another practical edge is the confirmation flexibility. Some traders prefer immediate reclaim behavior on the same bar. Others want one additional bar for confirmation. This script supports both approaches, plus an Either mode for broader detection. The visual side is also deliberately managed. Reclaim labels, arrows, guide lines, sweep boxes, label spacing controls, visible label limits, and HTF label filtering are included so the output remains usable instead of turning into uncontrolled chart clutter. Methodology The script retrieves the previous day’s high and low and tracks live interaction with those two reference levels. Bullish reclaim logic begins with a downside sweep: - price trades below the Previous Day Low - price then closes back above the Previous Day Low - confirmation can occur on the same bar, on the next bar, or by either method depending on settings Bearish reclaim logic mirrors that process: - price trades above the Previous Day High - price then closes back below the Previous Day High - confirmation follows the selected reclaim mode After confirmation, the script computes a quality score from multiple components. These components are intended to give structure to the event rather than to claim certainty about future direction. The quality model includes: - sweep depth relative to ATR - reclaim strength within the bar range - rejection wick fraction - relative volume versus a moving average baseline - bar range relative to ATR - urgency factor for same-bar versus next-bar confirmation - candle body bias - session participation The final score is normalized to a 0-100 scale and translated into a simple tier: - A - B - C - D This score is not meant to be a prediction engine. It is a ranking tool that helps organize reclaim events by relative quality under the script’s own rules. Session filtering is available because many traders only want to evaluate sweep-and-reclaim behavior during specific active windows. London, New York, custom sessions, or unrestricted monitoring can be selected. For chart usability, the script also includes: - previous day range fill - optional reclaim guide lines - optional sweep boxes - reversal arrows - reclaim labels - summary panel - visible label limits - HTF smart label filtering - minimum bar spacing between same-side labels Signals & Alerts The script produces two primary confirmed event types: 1. Bullish Previous Day Sweep & Reclaim A downside sweep through PDL followed by a reclaim back above that level. 2. Bearish Previous Day Sweep & Reclaim An upside sweep through PDH followed by a reclaim back below that level. When enabled, the chart can display: - directional reclaim arrows - reclaim labels with score, tier, and confirmation mode - sweep zone boxes - short reclaim guide lines Built-in alerts are included for: - Bullish Previous Day Sweep & Reclaim - Bearish Previous Day Sweep & Reclaim These alerts are tied to confirmed reclaim conditions defined by the selected confirmation mode and minimum quality threshold. Key Inputs Reclaim Confirmation Choose whether confirmation must occur on the Same Bar, Next Bar, or Either. One Signal Per Side / Day Limits repeated signals of the same side within a single day. Use Session Filter Restricts detection to the selected session environment when desired. Minimum Quality Score Filters out lower-ranked reclaim events. ATR Length / Volume SMA Length Inputs used by the quality model. Ideal Sweep Depth (ATR) / Maximum Sweep Depth (ATR) Define how the script evaluates sweep depth quality. Label and Visual Controls Manage font size, offset, sweep boxes, guide lines, visible label count, and general chart cleanliness. HTF Smart Label Filter Helps reduce label overload on daily, weekly, and monthly charts. Minimum Bars Between Same-Side Labels Introduces spacing between repeated bullish or bearish reclaim labels to prevent visual stacking. Limitations & Transparency This script is an analytical overlay. It is not a strategy, not an execution model, and not a guarantee of reversal. A reclaim of PDH or PDL can still fail. Markets can continue trending after a sweep, especially during strong directional conditions, news-driven volatility, or low-liquidity distortions. For that reason, the quality score should be interpreted as an internal event-ranking framework, not as proof of future performance. Session settings matter. Timeframe context matters. Confirmation mode matters. Label filters also affect what is visible on the chart, especially on higher timeframes. Users should understand that changing these inputs changes the strictness and presentation of the output. This tool does not use order book data, broker-specific execution data, or hidden liquidity metrics. It works entirely from chart-based price and volume inputs available in Pine. It is also important to note what this script does not attempt to do: - it does not classify overall market regime - it does not replace broader structure analysis - it does not define entries, stops, or exits for the user - it does not evaluate multi-level confluence outside its own reclaim framework In short, it is a focused map for previous-day sweep and reclaim behavior, nothing more and nothing less. Risk Disclosure This script is for chart analysis and educational use only. It does not provide financial, investment, legal, or tax advice. All trading decisions involve risk. Past price behavior around previous-day levels does not guarantee future results. Users should apply their own confirmation process, risk management rules, and market context analysis before acting on any chart signal. Always test settings carefully and use the tool as one component inside a broader decision-making process, not as a standalone basis for trading.

Indicator

AG Pro Consolidation Breakout Quality [AGPro Series]AG Pro Consolidation Breakout Quality Overview / What it does AG Pro Consolidation Breakout Quality is an overlay tool designed to detect compression zones and evaluate the quality of the breakout that emerges from them. Instead of marking every simple range expansion, the script first looks for a valid consolidation structure, then measures how convincing the breakout is once price closes outside the box. The core idea is straightforward: not every breakout from a tight range carries the same informational value. Some breaks occur with weak commitment, low participation, and immediate failure. Others show stronger intent through better candle structure, stronger relative volume, longer pre-break compression, and cleaner continuation behavior. This script is built to separate those conditions visually and systematically. The indicator automatically identifies consolidation zones using a narrow-range logic relative to ATR. When a valid box forms, the structure is drawn on the chart. If price closes beyond the upper or lower edge of that box, the script registers a breakout or breakdown and assigns a quality score. A throwback event can also be tracked after the break, helping users distinguish cleaner expansions from breaks that immediately revisit the zone. This makes the script useful for traders who want to monitor compression-to-expansion behavior in a structured way. It can be used to review developing ranges, compare breakout quality across instruments, and filter visual attention toward stronger or weaker breakout events without turning the chart into a cluttered signal feed. Unique Edge The differentiating idea behind this tool is that it does not treat consolidation and breakout as two unrelated events. It treats them as one sequence: compression, release, validation, and possible throwback. That sequence is then scored. Many breakout tools only draw a box or mark the first candle that moves outside a recent range. This script adds a second layer by evaluating the break itself. Volume participation, the strength of the closing position, the duration of the consolidation, and the efficiency of the breakout candle all contribute to the final quality read. If price quickly throws back into the prior box, that weakness is also reflected. This makes the script a natural sibling to AG Pro Break-Retest Quality, but it is not a duplicate. Break-Retest Quality focuses on retest behavior after a level break. Consolidation Breakout Quality begins one step earlier by focusing on the compression box itself, the first breakout from that structure, and the immediate integrity of that release. The emphasis here is the quality of expansion from consolidation, not the later retest workflow. Methodology 1) Consolidation detection The script scans for a sequence of relatively narrow bars. Narrowness is measured against ATR, so the detection logic adapts to the volatility environment of the symbol rather than relying on a fixed tick or percentage threshold. Once the required number of bars is reached, a consolidation box is formed from the local high-low range of that sequence. 2) Breakout / breakdown detection A bullish breakout is registered when price closes above the upper boundary of the active consolidation box. A bearish breakdown is registered when price closes below the lower boundary. The breakout level is then projected forward visually so the user can continue tracking the structure after the event. 3) Quality scoring The script assigns a 1 to 5 quality score using a weighted ruleset built around the breakout event: - Base breakout occurrence - Relative volume expansion compared with a volume moving average - Strength of the close beyond the box boundary - Duration of the consolidation before release - Body efficiency of the breakout candle 4) Throwback context After the breakout, the script can monitor whether price returns back into the broken consolidation box within a user-defined lookback window. This is treated as a sign of weaker follow-through and can be displayed directly on the chart for fast context reading. 5) Visual workflow The chart uses a structured visual hierarchy: - Consolidation box - Breakout or breakdown label - Throwback warning label - Quality score card - Breakout level projection - Compact info panel The goal is to keep the workflow readable while preserving enough structure for live chart use. Signals & Alerts The script can generate alerts for: - Bullish breakout - Bearish breakdown - High-quality breakout conditions - Elite-quality breakout conditions - Throwback warning - Any breakout event This allows the tool to be used either as a visual chart companion or as part of a broader alert-driven workflow. Users who prefer stricter confirmation logic should configure alerts in a way that matches their execution style. Key Inputs Consolidation Settings - Consolidation Length: number of bars required to form a valid consolidation - ATR Multiplier: sensitivity threshold for narrow-range detection - ATR Length: volatility lookback - Max Zones to Display: keeps chart objects under control Quality Scoring - Volume Spike toggle - Volume MA Length - Volume Spike Multiplier - Close Position scoring toggle - Throwback monitoring toggle - Throwback lookback length Visual Settings - Box color - Bullish breakout color - Bearish breakdown color - Throwback color - Box, level, score, arrow, and panel visibility - Label size controls Alerts - Minimum score threshold for alert relevance Limitations & Transparency This script is a market-structure visualization and event-quality tool. It is not a prediction engine, and it does not claim that every high score will lead to continuation or that every low score will fail. The score is a structured summary of selected breakout characteristics, not a guarantee of outcome. Consolidation detection depends on the selected ATR settings and bar count. Different symbols, sessions, and timeframes may require different parameter values. Users should expect the frequency and strictness of the boxes to change when those settings are adjusted. Volume-based logic may be more informative on instruments and venues where reported volume is meaningful. On some markets, volume behavior can be less consistent, which may reduce the usefulness of the volume component. Throwback detection is intended as context, not as a complete post-break trade management model. A throwback can represent weakness, but in some workflows it may also represent a later confirmation opportunity. The script leaves that interpretation to the user. Risk Disclosure This indicator is for chart analysis, structure review, and breakout context evaluation only. It does not provide financial advice, investment recommendations, or guaranteed trade outcomes. All trading and investing involve risk, including the risk of loss. Users should evaluate the tool on their own symbols, timeframes, and execution rules before relying on it in live decision-making.

Indicator

AG Pro Trend Continuation Quality [AGPro Series]AG Pro Trend Continuation Quality Overview / What it does AG Pro Trend Continuation Quality is an overlay built to evaluate whether a pullback is behaving like a healthy retracement inside an active trend, or whether the move is losing structural quality before continuation can develop. Instead of treating every dip in an uptrend or every pop in a downtrend as equally important, the script isolates pullback sequences and scores them through a continuation-quality framework. The goal is not to predict every next candle. The goal is to help traders judge whether the market is showing disciplined retracement behavior that often precedes trend continuation. The model combines trend alignment, pullback depth, pullback duration, relative volume behavior during the retracement, and the strength of the bounce candle that attempts to resume the trend. These conditions are translated into a compact quality score so the user can quickly separate cleaner continuation structures from weaker ones. On the chart, the script highlights pullback zones, tracks the retracement box, displays a continuation-quality label, and maintains an information panel that summarizes trend state, recent quality readings, best quality, average quality, and internal distribution data. The result is a workflow-oriented continuation map rather than a simple trend-following overlay. Unique Edge The distinctive part of this script is that it does not label trend continuation from trend direction alone. A bullish EMA stack or bearish EMA stack is not enough by itself. The script specifically evaluates the quality of the retracement before the continuation attempt is scored. That makes it meaningfully different from basic EMA trend tools, pullback highlighters, or single-condition continuation signals. Many tools can say that price is above or below an average. Fewer tools attempt to measure whether the internal anatomy of the pullback remains constructive for continuation. The scoring engine focuses on five practical questions: 1. Is the broader trend aligned? 2. Is the pullback still structurally controlled rather than excessively deep? 3. Did the retracement last a reasonable number of bars? 4. Did volume contract during the pullback instead of expanding aggressively against trend? 5. Did the bounce show enough intent to suggest renewed directional participation? This creates a cleaner framework for evaluating continuation setups in a way that is visual, systematic, and easier to compare across multiple pullbacks on the same chart. Methodology The script first determines directional context using EMA alignment and, when needed, swing-structure logic. This creates a working trend state that frames whether the script should be looking for bullish or bearish pullback behavior. Once a directional leg is active, the script begins tracking a pullback when price retraces against that trend. During the retracement, it measures: - how far the pullback travels relative to the prior trend leg, - how many bars the pullback lasts, - how pullback volume compares with the prior expansion leg, - and whether the bounce candle shows convincing re-engagement. These components are translated into a 0 to 10 quality score. Higher scores represent more orderly and structurally coherent pullbacks. Lower scores represent weaker or more suspect retracements. The visual output is designed to make those evaluations easier to read in real time: - pullback boxes frame the retracement zone, - optional fib-depth line shows the deepest retracement point tracked inside the pullback, - labels display score, quality grade, depth, duration, and relative volume, - panel metrics summarize the current continuation environment. Signals & Alerts The script is designed as a quality-mapping tool, not as an automatic trade system. Its event logic revolves around the completion of a pullback and the appearance of a bounce candle that attempts to resume the trend. When that bounce qualifies, the script calculates the final continuation-quality score and can display the setup if it meets the user-defined minimum score threshold. Available workflow signals include: - active bullish or bearish trend state, - pullback in progress, - completed pullback with scored continuation attempt, - high-quality continuation events when the score reaches stronger thresholds. Optional alerts can be used for: - high-quality continuation conditions, - or any scored pullback event, depending on user preference. Because alerts are tied to the script’s scoring and confirmation logic, they are intended to support chart review and decision-making rather than act as guaranteed execution instructions. Key Inputs EMA Fast Length / EMA Mid Length / EMA Slow Length These define the trend stack used to frame directional bias. Swing Pivot Length Controls the swing-structure sensitivity used in secondary trend detection. Max Pullback Depth (%) Defines how strict the script is when assessing whether a retracement remains healthy relative to the prior trend leg. Min Pullback Bars / Max Pullback Bars Controls the acceptable pullback duration window. Volume Decline Ratio Helps determine whether the retracement is occurring on lighter activity relative to the prior directional leg. Minimum Score to Display Filters weaker continuation events from the chart. Label Size / Label Offset / Reduce Label Overlap Lets the user adapt chart readability to their own zoom level and instrument volatility. Panel Position / Panel Font Size / Panel Theme Allows the continuation dashboard to be integrated into different chart layouts without dominating screen space. Limitations & Transparency This script does not know future market intent. It evaluates observable price and volume behavior after conditions form on the chart. A high score does not guarantee continuation. It only indicates that the completed pullback meets the script’s internal definition of stronger continuation quality relative to other pullbacks. The model is also sensitive to market regime. Trend continuation behavior tends to be clearer in directional markets and less reliable in highly compressed, erratic, or news-driven conditions. Volume behavior can vary across instruments and data feeds. On some assets, especially where volume data is synthetic, limited, or structurally uneven, the volume component should be interpreted with caution. Like other structure-based tools, this script can produce different practical usefulness depending on timeframe, instrument, volatility regime, and chart cleanliness. Users should calibrate inputs based on the market they are studying rather than treating defaults as universal settings. This script should not be viewed as: - a prediction engine, - a standalone trade system, - a replacement for risk management, - or a guarantee that a bounce will develop into a full continuation leg. Risk Disclosure This script is for chart analysis and educational use. It is designed to help users study pullback quality inside established trends, not to provide financial, investment, or trading advice. All trading and investing involve risk. Market conditions can change quickly, and even high-quality continuation structures can fail. Users should apply their own confirmation process, position sizing rules, and risk controls before acting on any market observation. Use the script as a structured continuation framework, not as certainty.

Indicator

AG Pro Inside Bar Breakout Quality [AGPro Series]AG Pro Inside Bar Breakout Quality Overview / What it does AG Pro Inside Bar Breakout Quality is an overlay tool built to study one of the market’s most familiar compression structures: the inside bar. Instead of stopping at simple detection, the script evaluates what happens after the pattern forms and grades the breakout attempt with a structured quality model. The result is a workflow-oriented view of inside bar compression, breakout strength, and failed continuation behavior. The script first identifies a strict inside bar condition, where the current bar remains fully contained within the previous bar’s range. That parent range becomes the active reference zone. From there, the script monitors whether price resolves above or below the structure, whether the move is confirmed by close, whether volume supports the breakout, and whether the breakout later fails and re-enters the range within a user-defined window. This is not designed as a generic “any breakout” marker. Its purpose is narrower and more specific: it focuses on a compact volatility contraction event, then measures how decisively price leaves that compression. In practical chart work, this helps separate a low-commitment range poke from a more convincing expansion move. The visual presentation is intentionally structured. Inside bar zones are boxed, breakout direction is marked, quality is scored, and fakeouts are labeled when the breakout reverses back into the monitored range. This makes the script suitable for traders who want a cleaner way to inspect inside bar behavior without manually drawing every structure. Unique Edge The main difference here is that the script does not treat every inside bar break as equally meaningful. Many tools stop at “pattern detected” or “level broken.” This script adds a second layer: breakout quality. That layer is derived from close position, volume context, candle body participation, and alignment with the parent candle’s directional bias. A second differentiator is the built-in fakeout logic. After a breakout is detected, the script continues to watch price for a limited number of bars. If the move quickly returns back through the breakout boundary, the event is tagged as a fakeout. This adds post-event context instead of only marking the first directional move. Another distinction is that the methodology is deterministic and chart-native. The logic is rule-based, visible, and reproducible from bar to bar. Users can decide whether to require close confirmation beyond the inside bar range, whether to require volume confirmation, and how strict they want the displayed threshold to be through the minimum score filter. In short, this script is not only about finding compression. It is about ranking the quality of the expansion attempt that follows the compression, while also acknowledging that some breakouts fail quickly and should be read differently. Methodology 1) Inside Bar Detection An inside bar is identified when the current bar’s high is lower than the previous bar’s high and the current bar’s low is higher than the previous bar’s low. This creates a strict containment definition based on the previous candle’s full range. 2) Reference Zone Once an inside bar is detected, the prior candle becomes the parent reference bar. Its high and low define the active breakout boundaries. That range can be visualized as a box, with an optional midpoint line to make the compression zone easier to read on chart. 3) Breakout Confirmation A bullish breakout occurs when price moves above the parent high. A bearish breakout occurs when price moves below the parent low. Users can choose whether breakout confirmation should be based on close beyond the range or on a less restrictive intrabar break condition. 4) Quality Score Each breakout can be scored on a 0–10 scale. The score is built from multiple components: - close position relative to the inside bar boundary - volume ratio versus the selected moving average - body participation within the breakout candle’s total range - directional alignment between the breakout and the parent candle bias This scoring model is designed to estimate how committed the breakout candle appears, rather than assuming all breaks have equal informational value. 5) Fakeout Detection If enabled, the script monitors a user-defined number of bars after breakout. A bullish breakout that returns back below the upper boundary within that window is labeled as a bull trap / fakeout. A bearish breakout that returns back above the lower boundary within that window is labeled as a bear trap / fakeout. 6) Visual Layer The script can display the inside bar zone, midpoint, breakout arrows, score labels, and fakeout markers. A summary panel tracks aggregate statistics such as total inside bars, total breakouts, breakout direction counts, fakeouts, and the latest breakout score. Signals & Alerts The script can provide alert conditions for: - bullish inside bar breakout - bearish inside bar breakout - fakeout detection - high-quality breakout events - any breakout event These alerts are intended to help users monitor the pattern and its resolution more efficiently. They do not replace trade planning, confirmation from broader market context, or independent risk management. Key Inputs Min Score to Show Breakout Filters displayed breakout labels by quality threshold. This can be useful for reducing low-quality visual noise. Volume Confirmation Required When enabled, breakout evaluation requires volume to be above its moving average threshold. This can help remove low-participation breaks. Volume MA Period Defines the lookback length for average volume comparison. Require Close Beyond IB When enabled, breakout confirmation depends on bar close beyond the parent range. This creates a more conservative and more stable breakout definition. Max IBs to Display Controls how many recent structures and related objects remain visible on chart. Show IB Box / Midline / Breakout Arrow / Score Label Lets users decide how much visual detail they want to keep on screen. Glow Effect on High Score Adds emphasis to stronger breakout events without changing the underlying logic. Fakeout Window Defines how many bars after breakout the script should continue monitoring for a return back through the breakout boundary. Limitations & Transparency This script studies inside bar compression and subsequent breakout behavior. It does not claim to identify all meaningful consolidations, and it does not attempt to classify every market regime. The methodology is intentionally focused on one structure. The score is a rule-based quality model, not an objective measure of future outcome. A high score does not guarantee continuation, and a lower score does not guarantee failure. It simply reflects how the breakout candle and its context behave according to the script’s internal criteria. Volume-based interpretation may vary across symbols and markets. On some instruments, especially those with inconsistent or synthetic volume data, volume confirmation may be less informative than on others. Users should evaluate whether volume filtering is appropriate for the asset they are studying. Fakeout detection is also definition-dependent. The script labels a fakeout when price returns through the breakout boundary within the selected lookback window. Different traders may prefer a different timing window or a different failure definition. As with any overlay, chart readability depends on market volatility, timeframe, and user settings. On lower timeframes or during highly active periods, more visual events may appear. The built-in filters and display controls are there to help manage that density. Risk Disclosure This script is an analytical tool for chart study. It is not financial advice, not a trade recommendation, and not a promise of future results. Inside bar breakouts can behave differently across timeframes, instruments, and market regimes. Users should not rely on a single pattern, score, or alert in isolation. Context still matters, including trend condition, liquidity environment, nearby structure, volatility regime, and execution discipline. Before using this script in any live decision process, it should be reviewed in the specific market and timeframe relevant to the user’s own approach. Testing, observation, and risk controls remain essential.

Indicator

AG Pro Liquidity Sweep Quality [AGPro Series]AG Pro Liquidity Sweep Quality OVERVIEW / WHAT IT DOES AG Pro Liquidity Sweep Quality is a pivot-based overlay designed to map bullish and bearish liquidity sweep events around confirmed swing highs and swing lows. Instead of only flagging whether price traded beyond a prior level, the script evaluates whether that move behaved like a meaningful rejection or a weak sweep. The result is a structured liquidity sweep indicator that focuses on sweep quality, not only sweep detection. In practical terms, the script looks for price moving above a prior swing high or below a prior swing low and then closing back through that level on the same bar or, if enabled, on the next bar. This behavior is commonly associated with stop hunts, failed breakout attempts, failed breakdown attempts, and short-term rejection events around visible liquidity. The script then ranks the event using a multi-factor quality model so the chart does not treat every sweep as equally important. This makes the tool relevant for traders studying liquidity sweep behavior, smart money concepts, ICT-style chart reading, rejection anatomy, wick-driven reversals, sweep confirmation, and swing-based context. It is not built to predict direction on its own. It is built to organize sweep events so users can distinguish weaker noise from stronger rejection structures. UNIQUE EDGE The main objective of this script is not to publish another generic liquidity grab marker. Its edge comes from the fact that it scores each confirmed sweep using a quality framework. That framework combines how deeply price traded through the level, how decisively it closed back beyond the level, the wick-to-body relationship of the sweep bar, relative volume behavior, swing freshness, nearby swing crowding, and optional higher-timeframe bias alignment. This matters because many sweep-style tools stop at a binary answer: sweep happened / sweep did not happen. This script asks a more useful follow-up question: how good was that sweep? That distinction is important on real charts. Some liquidity sweeps show strong rejection, clean close-back behavior, fresh structure, and supportive context. Others are simply noisy level violations inside a crowded area. By assigning a quality score, the script is designed to help users compare sweep events with more nuance. Another distinguishing feature is that the script separates watch conditions from qualified conditions. A level can first be challenged, then either reclaim cleanly or fail to reclaim. This helps reduce the tendency to treat every level breach as a reversal event. METHODOLOGY 1) SWING DETECTION The script uses confirmed pivot highs and confirmed pivot lows as its structural reference points. These pivots are not assumed in advance. They become available only after the user-defined Pivot Strength confirmation process is complete. 2) SWEEP TRIGGER A bearish sweep scenario begins when price trades above a stored swing high. A bullish sweep scenario begins when price trades below a stored swing low. 3) QUALIFICATION A sweep is considered qualified when price closes back through the swept level. By default, the script can evaluate same-bar reclaim behavior and, optionally, next-bar reclaim behavior. 4) QUALITY MODEL Each qualified sweep is scored using multiple factors, including: - penetration relative to ATR - rejection distance back through the level - wick-to-body ratio - relative volume versus a recent baseline - freshness of the swing level - nearby level crowding penalty - optional higher-timeframe trend alignment bonus The final output is normalized into a simple 1 to 10 quality score so chart reading remains fast and visually clean. 5) VISUAL MAPPING Qualified sweeps can display: - direction label - quality score label - sweep zone box - dashed memory line at the swept level - optional chart background tint - compact minor markers for lower-priority qualified sweeps This allows the chart to remain informative without forcing every event to carry the same visual weight. SIGNALS & ALERTS The script includes deterministic alert conditions for: - Bull Sweep Trigger - Bear Sweep Trigger - Bull Sweep Qualified - Bear Sweep Qualified - High Quality Bull Sweep - High Quality Bear Sweep A trigger means price challenged the stored liquidity level. A qualified sweep means price also reclaimed the level according to the script rules. A high-quality sweep means the final score exceeded the selected threshold. These states are intended to help users organize workflow and review price behavior. They are not instructions to buy or sell. KEY INPUTS Pivot Strength Controls how swings are confirmed. Higher values generally reduce noise but also make structural detection slower and more selective. Max Swing Age Limits how long old swing levels remain eligible. This helps keep the liquidity map focused on fresher structure. Allow Next-Bar Reclaim Allows the script to qualify a sweep when the reclaim happens on the next bar instead of only the sweep bar itself. ATR Length Used in the quality engine to normalize sweep depth and rejection distance. Relative Volume Length Defines the baseline used for volume comparison. Crowding Width (ATR) Helps penalize sweeps occurring in dense structural clusters, where nearby levels can reduce interpretive clarity. Higher Timeframe and HTF EMA Length Used to build an optional bias filter so aligned sweeps can receive a context bonus. Min Score For Full Labels Lets users keep high-information labels on stronger sweeps while weaker qualified sweeps can remain as compact markers. Same-Side Full Label Cooldown Reduces repeated full labels in the same direction over a short span, improving chart readability. LIMITATIONS & TRANSPARENCY This script is a chart-organization tool, not a stand-alone decision engine. Because the logic is pivot-based, swing levels are only confirmed after the chosen Pivot Strength delay. That means the structural reference points are confirmed swings, not instantly-known highs or lows. A liquidity sweep on one market, timeframe, or volatility regime may not behave the same way on another. The scoring framework is designed to rank events relative to the script's own rules, not to certify that a sweep will lead to reversal or continuation. Higher relative volume may improve context, but volume confirmation does not guarantee outcome quality. The higher-timeframe alignment feature is a contextual filter. It should not be interpreted as a macro trend forecast. Like any visual overlay, this tool can produce signals in choppy or highly reactive conditions that later prove less useful than they first appeared. Parameter selection matters. WHAT THIS SCRIPT IS NOT This script is not a promise of reversal. It is not a complete smart money framework. It is not a substitute for execution planning, risk management, or broader market context. It does not claim to detect institutional intent. It does not classify every level break as tradable. Instead, it focuses on one specific chart behavior: sweep-and-reclaim quality around confirmed swing liquidity. RISK DISCLOSURE This indicator is for analytical and educational use only. It does not provide financial advice, investment advice, or guaranteed trade outcomes. Markets can remain irrational, trend aggressively, or ignore local sweep signals for extended periods. Users should validate any chart workflow with their own process, risk controls, and market understanding before acting on any signal or alert. If you use this tool, it is generally best treated as a structural filter inside a broader workflow rather than as a stand-alone trigger. AGPro Series note: This publication is designed to emphasize structured chart reading, deterministic event definitions, and transparent methodology over promotional claims or outcome promises.

Indicator

AG Pro Donchian Breakout Quality [AGPro Series]AG Pro Donchian Breakout Quality Overview / What it does AG Pro Donchian Breakout Quality is an overlay indicator built around a simple but practical question: not every Donchian breakout carries the same informational quality, so how can that difference be visualized directly on the chart? Instead of treating every channel escape as equally meaningful, this script evaluates the structure of the breakout bar, the local channel condition, and the immediate follow-through context, then converts that information into a readable breakout quality framework. The goal is not to predict the future or to classify markets with certainty. The goal is to help the user separate cleaner breakouts from weaker ones inside a familiar Donchian channel structure. The indicator plots the Donchian upper band, lower band, optional midline, and channel fill, then adds a quality layer on top of the raw channel logic. When price closes through the previous Donchian boundary, the script evaluates the event and assigns a score. That score is then mapped to a simple grade scale so the breakout can be read quickly without losing access to the underlying channel context. This creates a workflow that remains visually intuitive for users who already understand Donchian channels, while adding a more structured interpretation layer for breakout review. A second focus of the script is post-breakout behavior. In practice, many breakouts are not decided by the break itself, but by what price does after the first expansion bar. For that reason, the indicator tracks an active breakout level, projects a retest zone around that level using ATR, and monitors whether price can hold that area. This makes the tool useful not only for identifying fresh breaks, but also for observing whether the market is accepting or rejecting the newly crossed boundary. The visual design is intentionally chart-first. The channel remains the primary frame, while breakout labels, retest markers, level tags, the setup tag, and the compact state panel provide context without turning the script into a crowded dashboard. Historical label clutter is reduced by default, and the script is designed so the most recent relevant structure remains readable on active charts. Unique Edge The distinctive feature of this script is that it does not stop at “price broke the channel.” Traditional Donchian usage often leaves the interpretation step entirely to the user. This script keeps the Donchian framework intact, but adds an explicit breakout quality model. That means the script is not merely showing an upper-band break or lower-band break; it is also evaluating how that break occurred. The quality model scores breakouts using multiple components rather than a single threshold. It considers breakout distance relative to ATR, breakout candle body participation, wick behavior, local channel compression, midline slope context, and optional volume confirmation. This matters because many weak breakouts can look similar to stronger ones at first glance, especially when the user is reviewing charts quickly. By ranking the event instead of only flagging it, the indicator introduces a more disciplined read on the same familiar Donchian concept. Another differentiator is the breakout-to-retest workflow. The script identifies the breakout, stores the active level, builds a retest zone around that level, and then tracks hold behavior within a limited life window. This makes the indicator less about a one-bar event and more about the structural sequence that often matters in live chart reading: approach, break, test, hold, or fail. That sequence is especially helpful for users who do not want a Donchian tool to act like a simple channel overlay with occasional arrows. The presentation layer is also part of the edge. Active-side emphasis, breakout shelf visualization, level tagging, a right-side setup tag, state detection, and selective event marking are included to help the chart communicate context more clearly. The script is therefore positioned as a Donchian breakout interpretation tool, not as a generic channel plotter. Methodology The script starts with a standard Donchian channel calculation using the selected lookback length. The highest high defines the upper boundary, the lowest low defines the lower boundary, and the midpoint between them forms the optional midline. A breakout is detected when the current close moves beyond the previous upper boundary for a bullish event, or beyond the previous lower boundary for a bearish event. Once a breakout is detected, the script calculates a quality score. The score is built from multiple normalized components. Breakout distance measures how far the close extends beyond the prior Donchian boundary relative to ATR. Candle body participation rewards bars where the real body contributes meaningfully to the range. Wick behavior penalizes less efficient breakout bars. Midline slope acts as a directional context proxy. Channel compression evaluates whether the breakout is emerging from a relatively tighter local structure. Volume, when enabled, adds an additional confirmation layer by comparing current volume to a moving average baseline. These components are weighted and combined into a single breakout quality score. The result is then translated into a grade scale: A+, A, B, C, or D. This grade is not a claim about trade outcome, and it is not a guarantee of continuation. It is a structured description of breakout quality according to the internal model used by the script. After the breakout, the indicator records the active breakout level and projects a retest zone around it using ATR-based half-width logic. This active zone remains visible for a user-defined number of bars. During that window, the script monitors whether price revisits the zone and holds it according to the directional logic. When a valid hold occurs, the script can mark that event on the chart. If price invalidates the zone, the active state is cleared. The panel summarizes the current state and the most recent breakout evaluation. Depending on chart context, the script can display conditions such as Long Breakout, Short Breakout, active retest states, watch states, or Neutral. It also reports the latest breakout score, grade, channel width relative to ATR, and the current volume ratio when volume confirmation is enabled. Signals & Alerts The script includes deterministic alert conditions tied to specific structural events rather than vague descriptive states. Long Breakout Triggered when price closes above the previous upper Donchian boundary. Short Breakout Triggered when price closes below the previous lower Donchian boundary. Long Retest Hold Triggered when a bullish breakout remains active and price revisits the retest zone without losing the active breakout level according to the script’s hold logic. Short Retest Hold Triggered when a bearish breakout remains active and price revisits the retest zone without reclaiming the active breakout level according to the script’s hold logic. These alerts are event-based and intended to describe what the script detects on the chart. They are not trade instructions, and they should not be interpreted as a complete execution plan on their own. Key Inputs Donchian Length Controls the lookback used for the channel boundaries. ATR Length Used in the quality model and for retest zone construction. Midline Slope Lookback Defines how the script measures midline slope for directional context. Use Volume Confirmation / Volume SMA Length Enables or disables the volume component and sets the averaging baseline. Break Distance Full-Score ATR Defines how far beyond the channel price must extend to receive a full distance score. Channel Width Full-Penalty ATR Controls how channel width contributes to the compression component. Watch Threshold Helps identify when price is approaching the upper or lower channel region. Retest Zone Life / Retest Half-Width ATR Sets how long the active retest zone remains valid and how wide it is. Minimum Score For Breakout Labels Helps reduce noise by showing breakout labels only above the chosen threshold. Label and Panel Controls Allow adjustment of label visibility, historical label behavior, label size, label shift, panel position, and panel font size. Visual Style Controls Enable or disable edge glow, breakout level tags, right-side setup tag, breakout shelf, and event candle tint. Limitations & Transparency This indicator is an analytical overlay, not a strategy, not an execution engine, and not a backtest report. It does not place orders, size positions, manage risk, or estimate expected return. A high breakout score does not mean price must continue, and a low breakout score does not mean reversal is guaranteed. The score only reflects how the breakout ranks according to the script’s internal weighting model. Donchian logic is inherently sensitive to lookback selection and market regime. A shorter channel can produce more frequent events and more noise, while a longer channel can reduce event frequency and delay signals. Volume-based confirmation also depends on the instrument and session structure. On some symbols, volume can be informative; on others, it may be less useful. Retest logic is also contextual. Not every breakout will retest, not every retest will be clean, and not every valid hold will produce meaningful continuation. The retest zone is an interpretive tool designed to help chart reading, not a universal rule set for all instruments or timeframes. The visual elements are intended to improve readability, but users may still want to tune label thresholds, style controls, and retest settings to fit their own workflow. As with any chart tool, results can vary across assets, volatility regimes, and timeframes. Risk Disclosure This script is for chart analysis and educational use. It is not financial advice, not investment advice, and not a promise of future performance. Markets can move unpredictably, and breakout structures can fail without warning. Any trading or investment decision should be made using independent judgment, personal risk controls, and additional confirmation where appropriate.

Indicator

AG Pro KAMA Efficiency Zones [AGPro Series]AG Pro KAMA Efficiency Zones Overview KAMA stands for Kaufman’s Adaptive Moving Average. AG Pro KAMA Efficiency Zones is built around KAMA not as a simple trend-following line, but as an adaptive market reference for evaluating how efficiently price is moving. Instead of focusing only on direction, the script is designed to classify the quality of directional travel and separate cleaner movement from noisier, lower-clarity conditions. The core idea is straightforward: markets do not move with the same quality all the time. Some phases show relatively efficient directional travel where price stays organized around an adaptive path. Other phases become mixed, unstable, or reversion-prone, where direction weakens and noise becomes more dominant. This script is designed to map those changes visually through adaptive KAMA-based zones, state labels, and a compact panel that summarizes the current condition. This makes the tool structurally different from a basic moving average overlay. The objective is not to present KAMA as a one-line signal source. The objective is to use KAMA as the center of a state engine that helps users distinguish efficient trend phases from transitional or noisy environments. What this script does AG Pro KAMA Efficiency Zones evaluates price behavior around a Kaufman’s Adaptive Moving Average and organizes that behavior into visual market states. It does this by combining adaptive smoothing, slope behavior, distance from KAMA, and persistence around the KAMA path. The result is a chart framework that can help answer questions such as: • Is price moving in an efficient bullish or bearish path? • Is the market entering a mixed transition phase? • Has movement quality deteriorated into a noisier reversion-prone environment? • Is the adaptive path becoming stronger, weaker, or less stable? By turning those questions into zones and state-based chart feedback, the script aims to improve context rather than replace judgment. Unique edge The distinguishing feature of this script is that it does not treat KAMA as a standard moving average. Instead, it uses KAMA as the center of a layered efficiency model. That model focuses on the quality of movement, not just the existence of movement. Many tools emphasize momentum, volatility, volume pressure, or overbought/oversold conditions. This script is designed for a different purpose. It is a movement-quality map. It attempts to show whether price is traveling in a relatively efficient path or whether that path is degrading into a noisier condition where directional clarity may be weaker. This means the script is less about predicting a move and more about classifying the environment in which a move is taking place. How it works The script begins with KAMA, or Kaufman’s Adaptive Moving Average. KAMA is useful because it adapts its responsiveness according to market behavior. In cleaner directional phases it can respond more quickly, while in noisier phases it can become more conservative. That makes it a practical centerline for an efficiency-based state model. On top of KAMA, the script evaluates several components: 1. Efficiency behavior The script measures how directly price is moving relative to its recent path. This helps estimate whether price action is acting efficiently or becoming more erratic. 2. KAMA slope behavior The slope of KAMA is normalized so that directional angle can be evaluated in a more consistent way. Stronger and more persistent slope behavior supports higher-quality trend classifications. 3. Price-to-KAMA relationship Price position around KAMA helps determine whether movement is aligned with the adaptive path or drifting around it without clear structure. 4. Persistence The script also looks at how consistently price remains on one side of KAMA. That persistence can help distinguish a more stable move from a weaker and less durable one. These components are blended into a composite efficiency model that drives the active state and the corresponding visual zone. States and zones The script classifies market behavior into four main states: Efficient Bull Trend This state reflects a comparatively organized bullish environment where price and adaptive slope are aligned in a cleaner upward path. Efficient Bear Trend This state reflects a comparatively organized bearish environment where price and adaptive slope are aligned in a cleaner downward path. Transition This is a mixed condition. Direction may be weakening, changing, or failing to achieve the quality required for an efficient trend classification. Noise / Reversion This state reflects lower movement quality, weaker slope behavior, or a more unstable relationship between price and the adaptive path. The visual zone structure is designed to reinforce those classifications on the chart. Instead of using only one line, the script builds layered KAMA-centered bands so the user can read not only direction, but also how structured or fragile the current condition may be. How to read the chart The KAMA line is the adaptive spine of the script. The outer and inner bands represent zone structure around that adaptive path. In stronger trend states, the script increases the visual emphasis of the KAMA path and its supporting zone layers. In weaker or more mixed conditions, the script softens those visuals and allows the chart to communicate reduced clarity. State labels appear when the script confirms a meaningful shift in condition. These labels are intended to highlight a change in market state, not to promise a trade outcome. The on-chart panel summarizes the active reading using fields such as State, Efficiency, Score Band, Adaptive Bias, Active Zone, and Stability. This gives the user a compact interpretation layer without requiring every decision to be made directly from raw chart inspection. Key inputs KAMA Efficiency Length Controls the lookback used in the KAMA efficiency logic. Lower values react faster. Higher values smooth more noise. KAMA Fast Response and KAMA Slow Response Define the adaptive responsiveness range of the KAMA engine. ATR Length Used to normalize slope and distance so the tool behaves more consistently across different symbols and volatility conditions. KAMA Slope Lookback Controls how the script measures directional slope over time. Persistence Length Influences how much consistency price must show around KAMA before a move is treated as more structured. Efficient Trend Threshold and Noise Threshold These thresholds help determine when the model classifies a move as higher quality or lower quality. Zone Band ATR Width Adjusts the width of the adaptive visual zone. State Hold Bars Helps reduce rapid state flipping by requiring a condition to persist before the active state changes. Panel Font Size and Label Size Allow visual customization for different chart layouts and monitor sizes. Alerts The script includes state-oriented alerts intended to notify the user when market condition changes. These are designed around state transitions and movement-quality shifts rather than promotional “buy now” style messaging. Examples include bullish and bearish efficiency shifts, transition detection, noise-zone detection, efficiency recovery, efficiency breakdown, and trend strengthening. Alerts should be interpreted as contextual information. They are intended to support review and analysis, not to function as a standalone decision system. What this script is not This script is not a guarantee engine. It does not predict future price with certainty. It does not eliminate risk. It is not a substitute for broader market structure analysis, execution planning, or risk management. It should not be treated as a self-sufficient entry/exit system without additional confirmation and user judgment. Limitations and transparency All adaptive models are sensitive to parameter choices. Changing responsiveness, thresholds, smoothing, or persistence settings can materially affect the way states appear on the chart. Because the script is state-based, some shifts will naturally occur after the earliest turning point in price. That is part of the tradeoff involved in using confirmation and persistence to reduce noise. In highly erratic or news-driven conditions, classification can also become less stable. During those periods, transition or noise-oriented readings may occur more often, and users should interpret the visual output in that context. The script is best viewed as an analytical framework for movement quality and adaptive context, not as a promise of directional success. Practical use cases Users may find the script useful for: • separating cleaner trend phases from mixed or unstable phases • filtering chart environments before applying another workflow • evaluating whether direction is gaining or losing efficiency • adding adaptive context to discretionary analysis • comparing how different symbols behave around a KAMA-centered efficiency structure Risk disclosure This script is for analytical and educational use. It does not provide financial advice, investment advice, or guaranteed outcomes. Market conditions can change quickly, and any indicator can produce false, delayed, or incomplete signals. Users remain responsible for their own decisions, validation process, and risk management. In short, AG Pro KAMA Efficiency Zones is designed to help read the quality of movement, not just the direction of movement. It uses KAMA as an adaptive reference point and converts that reference into a structured zone and state model so users can assess whether price behavior appears efficient, transitional, or noisy.

Indicator

Economic Profit (Fixed & Labeled) — Rated + Peers FRAC (Fundamental-Rated-Asset-Calculate) FRAC is a fundamentals-driven tool designed to measure whether a company is creating or destroying shareholder value. Unlike surface ratios, FRAC uses Economic Profit (ROIC – WACC) as its engine, showing whether a business truly outperforms its cost of capital. 🔹 What FRAC Does Calculates ROIC (Return on Invested Capital) vs. WACC (Weighted Average Cost of Capital). Shows whether a company is creating or destroying shareholder value. Uses tiered color coding for clarity: 🔵 Superior (Aqua Blue) → Top tier; best of the best. 🟣 Elite (Purple) → Strong value creation. 🟢 Positive (Green) → Solid, creating shareholder value. 🟡 Marginal (Yellow) → Barely covering cost of capital. 🔴 Negative (Red) → Value destruction. 🔹 Composite Ranking System (1–4) FRAC also assigns each company a Composite Rank so you can compare multiple names side by side. The rank works like this: Rank 1 → Superior (🔵 Aqua Blue) Best possible rating; wide gap between ROIC and WACC. Rank 2 → Elite (🟣 Purple) Strongly positive; above-average capital efficiency. Rank 3 → Positive (🟢 Green) Creating value but only moderately; not a top compounder. Rank 4 → Marginal/Negative (🟡/🔴) Weak or destructive; either barely covering WACC or losing money on capital. ✅ How to Use the Ranks When comparing a set of peers (e.g., NVDA, AMD, INTC): FRAC will display each company’s color rating + composite rank (1–4). You can instantly see who is strongest vs. weakest in the group. Best decisions = overweight Rank 1 & 2 companies, avoid Rank 4 names. 🔹 Key Inputs Explained Risk-Free Asset → Typically the 10-Year US Treasury yield (US10Y). Corporate Tax Rate → Effective tax rate for the company’s country (e.g., USCTR). Expected Market Return → Historical average ~8–10%, adjustable. Beta Lookback Period → Controls how far back Beta is calculated (longer = more stable, shorter = more reactive). 👉 These must be set correctly for FRAC to calculate WACC accurately. 🔹 Example Comparison NVDA: ROIC 25% – WACC 7% = +18% → 🔵 Superior → Rank 1 AMD: ROIC 17% – WACC 8% = +9% → 🟣 Elite → Rank 2 INTC: ROIC 11% – WACC 9% = +2% → 🟢 Positive → Rank 3 FSLY: ROIC 5% – WACC 10% = –5% → 🔴 Negative → Rank 4 🔹 Why It Matters Buffett said: “The best businesses are those that can consistently generate returns on capital above their cost of capital.” FRAC turns that into a visual + numeric rating system (1–4), making comparisons across peers simple and actionable. 🔹 Credit FRAC was created by Hunter Hammond (Elite x FineFir), inspired by corporate finance models of Economic Profit and Economic Value Added (EVA). ⚠️ Disclaimer: FRAC is a research framework, not financial advice. Always pair with full due diligence.

Indicator

by ElitexFineFir

Trend-Quality Indicator BINANCE:BTCUSDT Open source version of the Trend-Quality Indicator as described by David Sepiashvili in [ Stocks & Commodities V. 22:4 (14-20) ] Q-Indicator and B-Indicator are available both separately or together █ OVERVIEW The Trend-Quality indicator is a trend detection and estimation tool that is based on a two-step filtering technique. It measures cumulative price changes over term-oriented semicycles and relates them to “noise”. The approach reveals congestion and trending periods of the price movement and focuses on the most important trends, evaluating their strength in the process. The indicator is presented in a centered oscillator (Q-Indicator) and banded oscillator format (B-Indicator). Semicycles are determined by using a short term and a longer term EMAs. The starting points for the cycles are determined by the moving averages crossover. Cumulative price change (CPC) indicator measures the amount that the price has changed from a fixed starting point within a given semicycle. The CPC indicator is calculated as a cumulative sum of differences between the current and previous prices over the period from the fixed starting point. The trend within the given semicycle can be found by calculating the moving average of the cumulative price change. The noise can be defined as the average deviation of the cumulative price change from the trend. To determine linear noise, we calculate the absolute value of the difference between CPC and trend, and then smooth it over the n-point period. The root mean square noise, similar to the conventional standard deviation, can be derived by summing the squares of the difference between CPC and trend over each of the preceding n-point periods, dividing the sum by n, and calculating the square root of the result. █ Q-INDICATOR The Q-Indicator is a centered oscillator that fluctuates around a zero line with no upper or lower limits, is calculated by dividing trend by noise. The Q-Indicator is intended to measure trend activity. The further the Q is from 0, the less the risk of trading with a trend, and the more reliable the trading opportunity. Values exceeding +2 or -2 can be qualified as promising Values: in the -1 to +1 range (GRAY) indicate that the trend is buried beneath noise. It is preferable to stay out of this zone in the +1 to +2 or -1 to -2 range (YELLOW) indicate weak trending in the +2 to +5 range (BLUE) or -2 to -5 range (ORANGE) indicate moderate trending above +5 range (GREEN) or below -5 (RED) indicate strong trending Readings exceeding strong trending levels can indicate overbought or oversold conditions and signal that price action should be monitored closely. █ B-INDICATOR The B-Indicator is a banded oscillator that fluctuates between 0 and 100, is calculated by dividing the absolute value of trend by noise added to absolute value of trend, and scaling the result appropriately. The B-indicator doesn’t show the direction of price movement, but only the existence of the trend and its strength. It requires additional tools for reversal manifestations. The indicator’s interpretation is simple. The central line suggests that the trend and noise are in equilibrium (trend is equal to noise). Values: below 50 (GRAY) indicate ranging market in the 50 to 65 range (YELLOW) indicate weak trending in the 65 to 80 range (BLUE) indicate moderate trending above 80 (GREEN) indicate strong trending The 65 level can be thought of as the demarcation line of trending and ranging markets and can help determine which type of technical analysis indicator (lagging or leading) is better suited to current market conditions. Readings exceeding strong trending levels can indicate overbought or oversold conditions.

Indicator

by Nick42_for_win

Quality Screen An attempt to show fundamental stats which describes quality of the stock. Following parameters are depicted: SOLVENCY DEBT_TO_EQUITY Very Good : 0 - 1 Good : 1 - 2 High risk : > 2 DEBT_TO_ASSET Very Good : < 0.4 Good : 0.4 - 0.6 High Risk : > 0.6 LONG_TERM_DEBT_TO_ASSETS Very Good : < 0.4 Good : 0.4 - 0.6 High Risk : > 0.6 ALTMAN_Z_SCORE Very good: > 3 Good : 1.8 - 3 High Risk : < 1.8 SPRINGATE_SCORE High Risk : < 0.862 LIQUIDITY CURRENT_RATIO Very Good : 1.2 - 2 Good : 2+ (Too high and Inefficient) High Risk : < 1 QUICK_RATIO Very Good : 1 - 2 Good : 2+ (Too high and Inefficient) High Risk : < 0.9 SLOAN_RATIO Very Good: -10% to +10% Good : -25% to -10% or +10% to +25% High Risk: < -25% or > +25% PROFITABILITY RETURN_ON_ASSETS Healthy : > 5% Great : > 20% RETURN_ON_EQUITY Healthy : 10% Great : > 40% RETURN_ON_INVESTED_CAPITAL Healthy : > 2% Great : > 10%

Indicator

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