Risk

Trade Location Quality [AGPro Series]Trade Location Quality 🧠 Core Idea Is price in a clean trade location, or is it too close to obstruction, invalidation, or noisy range edges? 📌 Overview / What it does Trade Location Quality is a chart-overlay risk-location planner designed to evaluate whether the current price area is practical for setup review. The script measures range position, nearby obstruction rails, ATR-normalized risk distance, target room, trend support, and volatility fit. These inputs are combined into a 0-100 Location Quality Score with a clear state such as Clean Location, Watch Location, Obstructed, Danger Close, Risk Wide, or Poor Location. It produces a forward location window, target/risk rails, compact event labels, alert conditions, and a premium AGPro panel. It does not predict price direction, automate execution, or print direct buy/sell commands. 🎯 Purpose & Design Philosophy This script was built to solve a common planning problem: a setup may look interesting, but the trade location may still be weak because price is too stretched, too close to the next obstacle, or too close to invalidation. The goal is to help traders think in terms of location quality before reacting to a setup. It supports a planning mindset: check context, evaluate room, review risk, then decide whether the area deserves attention. It is designed for traders who want a clean decision layer rather than another generic signal marker. ⚡ Why This Script Is Different Most tools focus on detecting a level, zone, breakout, or signal. This script does NOT build a premium/discount map, OTE model, generic support/resistance scanner, order-block map, or prediction engine. Instead, it asks a narrower planning question: is the current location clean enough to evaluate, or is the chart already blocked by risk, obstruction, or poor range position? ⚙️ Methodology 1. Context Detection The script identifies the active evaluation side using either Auto Context, Long Context, or Short Context. Auto Context follows the trend-support basis. 2. Reference Mapping It maps the recent range, nearest obstruction rails, opposite-side risk rail, estimated invalidation reference, and ATR-normalized room. 3. Reaction Evaluation It scores location quality using range position, target room, risk distance, trend support, and volatility fit. 4. Visual Output It displays a forward location window, target/risk rails, state labels, alerts, and a compact AGPro panel. 🗺️ How to Read the Chart Location Window = the current area where price location is being evaluated. Target Obstruction Rail = the nearest meaningful obstacle in the evaluation direction. Risk Rail = the opposite-side reference used to estimate invalidation distance. Labels = compact state markers showing the current planner condition and score. Colors = teal and indigo suggest stronger quality, amber suggests caution, and pink/red suggests weak or risky location. Panel = summarizes score, state, range position, obstruction distance, risk state, and next action. 🚦 Signals & States • Clean Location → location score is strong, room is sufficient, and risk distance is balanced. • Watch Location → context is acceptable but not strong enough for the clean-location state. • Obstructed → price is too close to the next target-side obstruction rail. • Danger Close → invalidation is too close for a balanced location read. • Risk Wide → invalidation is too far away, making the location less efficient. • Poor Location → score and context are not strong enough for planning attention. 🔔 Alerts Logic • Clean Location → triggers when the script enters the Clean Location state. • Obstructed Location → triggers when price becomes too close to the next obstruction rail. • Risk Location Warning → triggers when risk distance becomes too tight or too wide. • Watch Location → triggers when a watchable location context appears without reaching Clean Location. Alerts are attention markers. They are not trade instructions. 🧩 Confluence Logic Location quality improves when range position, target room, balanced risk distance, trend support, and stable volatility align. The strongest read appears when the score is high and the panel also shows enough obstruction distance with a balanced risk state. 📊 When to Use • During setup planning before reacting to a signal. • Around pullbacks where risk and target room matter. • During trend continuation review when price may be clean or already stretched. • Before breakout or reversal evaluation when nearby obstruction can change the quality of the idea. • On liquid markets where ATR and pivot references are meaningful. ⚠️ When NOT to Use • Extremely low-liquidity markets with unreliable candles. • Highly noisy periods where rails change too frequently. • Extreme volatility spikes where ATR-based distance can expand rapidly. • Charts where the user has no broader context for directional evaluation. • As a standalone reason to enter or exit a trade. 🎛️ Key Inputs • Evaluation Context → selects Auto, Long, or Short planning context. • Location Lookback → defines the recent structure window. • Obstruction Pivot Length → controls how strict obstruction rails are. • Minimum Clean Score → sets the quality threshold for Clean Location. • Minimum Target Room ATR → controls how much room must exist before the next obstruction. • Risk Buffer Inputs → define what counts as too close or too wide. • Visual Settings → control compact or detailed labels, rails, location window, panel visibility, theme, location, and font sizes. 🖥️ Interface & Visual Design The interface is intentionally chart-first. The location window shows the active evaluation area without filling the chart with many competing zones. The obstruction rails provide practical reference points. The default labels use compact state tags, while hover tooltips retain the deeper score, room, risk, and action context. Cooldown and maximum-visible settings keep the chart active but not crowded. The panel follows the AGPro publication layout with a single merged blue title row, adjustable location, adjustable theme, and adjustable font size. 🧪 Practical Usage Workflow 1. Read the panel score and state. 2. Check whether target-side room is open or obstructed. 3. Review whether risk distance is balanced, too close, or too wide. 4. Compare the location window with broader market context. 5. Treat alerts and labels as attention markers, not decisions. 🔍 Interpretation Guidelines A high score means the location is cleaner relative to the script's rule set. It does not mean price must move in the evaluated direction. An obstructed state means room is limited before the next nearby reference. It does not mean price cannot break through that area. A risk warning means the current location is less balanced for planning. It should be interpreted with timeframe, volatility, and broader structure. 🚫 What This Script Is NOT • Not a prediction engine. • Not financial advice. • Not auto trading. • Not guaranteed signals. • Not a buy/sell signal service. • Not a premium/discount or OTE zone engine. • Not a generic support/resistance zone scanner. ⚠️ Limitations & Transparency Location quality depends on the selected lookback, pivot length, volatility profile, and timeframe. Different markets can produce different rail behavior. High volatility may widen risk distance. Low volatility may compress target room. Small timeframes may produce more frequent state changes. The script is rule-based and should be read as a planning tool inside broader analysis. 🧠 Market Context Notes Trade location is not only about where price is. It is also about what sits nearby. A location can look attractive but still be weak if there is not enough clean room before the next obstruction. A location can also be risky if invalidation is too close or too far for the current volatility environment. This script organizes those conditions into a single readable decision layer. 🧾 Use Case Examples When price pulls back inside a trend and the score improves while risk remains balanced, the chart may deserve closer review. When price is near a target-side rail and the panel shows Obstructed, the user can recognize that nearby room is limited. When volatility expands and risk distance becomes too wide, the script can mark the location as less efficient for planning. 🧱 System Philosophy Trade Location Quality follows the AGPro decision-engine approach: the script should help the user evaluate context, quality, risk, room, and next action without promising an outcome. The goal is not to add another signal. The goal is to improve the quality of the planning process. 🔐 Non-Promise Statement No script can guarantee direction, continuation, reversal, or outcome. This tool provides structured chart context only. 📉 Risk Disclosure Trading involves risk. Users are responsible for their own analysis, risk controls, position sizing, and trading decisions. This script does not provide financial advice, investment advice, or guaranteed trading outcomes. 📚 Educational Note Use the script to study how trade location changes as price moves closer to risk, target, obstruction, and range edges. The most useful reading comes from comparing the panel state with the visible chart context.

Indicator

Risk Runway Planner [AGPro Series]Risk Runway Planner 🧠 Core Idea Is the current setup offering a clean risk runway, or is risk too wide, too blocked, or still too early? 📌 Overview / What it does Risk Runway Planner is a chart-first risk planning and execution readiness tool designed to evaluate whether a setup has enough structure to deserve active attention. Instead of printing generic buy or sell signals, the script studies stop-distance quality, invalidation clarity, expansion room, volatility state, trend support, and price location. It then converts those factors into a 0-100 quality score and a clear next-action state. The script produces an active risk runway box, invalidation and target-edge guides, compact chart labels, alerts, and a clean AGPro planning panel. It does not predict future price movement, automate decisions, or guarantee that a setup will follow through. 🎯 Purpose & Design Philosophy This script was built for traders who want to evaluate setup quality before execution, not after the chart has already moved. Many tools show signals, volatility compression, or target levels in isolation. Risk Runway Planner is designed to connect the practical planning questions: Where is invalidation? Is stop distance reasonable? Is there enough room before obstruction? Is volatility supportive or unstable? What should the trader pay attention to now? The design mindset is simple: a cleaner decision framework is more useful than another crowded signal layer. ⚡ Why This Script Is Different Most tools focus on entries, squeeze conditions, support/resistance zones, or target projections as separate ideas. This script does NOT try to become a generic compression map, a take-profit ladder, a position-sizing calculator, or a signal generator. Instead, it evaluates the quality of the risk runway between invalidation and the next target edge. The core output is not a trade command. It is a planning state that helps the user decide whether a setup is READY, still on WATCH, BLOCKED by poor room, or exposed to WIDE RISK. ⚙️ Methodology 1. Context Detection The script detects the active planning side using trend structure and price location, or allows the user to force long-context or short-context evaluation. 2. Reference Mapping It maps the current planning range, recent invalidation shelf, nearby obstacle, ATR-normalized stop distance, and projected expansion room. 3. Reaction Evaluation The model scores stop quality, expansion room, trend support, volatility state, and range location. These components are blended into a 0-100 quality score. 4. Visual Output The output is shown through a risk runway box, invalidation guide, target-edge guide, compact labels, deterministic alerts, and a premium planning panel. 🗺️ How to Read the Chart Zones = the active risk runway between invalidation and target edge. Labels = compact state markers showing READY, WATCH, DOWNGRADE, INVALIDATED, or TARGET EDGE context. Colors = bullish and bearish context use AGPro state colors, while neutral and warning conditions use controlled accent tones. Panel = the panel summarizes Risk Compression, Expansion Room, Volatility State, Quality Score, Risk Edge, and Action. 🚦 Signals & States • READY → the current risk runway has enough quality to justify active attention. • WATCH → the setup is improving but does not yet meet the stricter readiness threshold. • WIDE RISK → stop distance or invalidation quality is too weak for clean planning context. • BLOCKED → expansion room is limited or the nearest obstacle is too close. • WAIT → the planner does not detect a strong enough structure yet. • INVALIDATED → a prior active invalidation shelf has been crossed. • TARGET EDGE → a prior target edge has been reached. 🔔 Alerts Logic Alerts trigger when the planner enters READY state, enters WATCH state, downgrades from READY, crosses a prior invalidation shelf, or reaches a prior target edge. These alerts are attention markers. They are not trade instructions, entry signals, or automated strategy commands. 🧩 Confluence Logic The strongest planning state appears when multiple components align: Stop-distance quality + expansion room + trend support + controlled volatility + favorable price location. When these factors align, the script can move from WATCH to READY. If risk widens or room becomes blocked, the state can downgrade. 📊 When to Use • Before evaluating a discretionary setup • During trend pauses where invalidation is becoming clearer • Before breakout or continuation attempts when risk needs structure • Around pullbacks where stop distance and target room need review • When comparing whether one setup has cleaner risk than another ⚠️ When NOT to Use • Extremely low-liquidity symbols • Very noisy micro-timeframes with unstable wicks • News-driven volatility spikes • Markets where recent structure is too distorted to define a useful invalidation shelf • Situations where the user expects a signal-only entry tool 🎛️ Key Inputs • Planning Side → controls Auto, Long Context, or Short Context evaluation. • ATR Length → normalizes stop distance, room, labels, and volatility state. • Planning Range → defines the broader structure used for price location and range context. • Invalidation Lookback → controls how the invalidation shelf is mapped. • Obstacle Lookback → controls how nearby target-edge obstruction is estimated. • READY / WATCH Thresholds → adjust how selective the planner is. • Visual settings → control runway boxes, guide lines, memory boxes, labels, panel location, theme, and font sizes. 🖥️ Interface & Visual Design The interface is built around a clean planning panel and one primary chart object: the risk runway box. The panel uses a single merged AGPro header row and keeps the key planning information readable without turning the chart into a dashboard-heavy layout. Labels are intentionally compact, offset away from candles, and controlled with cooldown and maximum-visible settings. 🧪 Practical Usage Workflow 1. Read the panel action state. 2. Check whether the risk runway box has enough room between invalidation and target edge. 3. Review whether the Risk Edge is reasonable in ATR terms. 4. Confirm whether the chart context supports the selected planning side. 5. Treat alerts as attention markers and review the broader market context before making any decision. 🔍 Interpretation Guidelines A higher score means the planner sees better alignment between risk, room, volatility, trend support, and location. READY does not mean a trade must be taken. It means the setup has enough planning quality to deserve attention. WATCH means the structure may be developing, but at least one component still needs improvement. WIDE RISK and BLOCKED are caution states. They help identify when the chart may be less efficient for planning. 🚫 What This Script Is NOT This script is not a prediction engine. It is not financial advice. It is not an auto-trading system. It does not provide guaranteed signals. It does not replace user judgment, risk management, or broader market analysis. ⚠️ Limitations & Transparency Timeframe differences can change how invalidation shelves and obstacles are detected. Volatility changes can alter ATR-normalized risk and room conditions. Market structure can shift quickly after news, low-liquidity movement, or aggressive momentum expansion. The script is rule-based and should be interpreted as an analytical planning layer, not as certainty. 🧠 Market Context Notes Risk quality is not only about stop distance. It also depends on whether price has enough clean room to move, whether volatility is controlled, and whether structure supports the active side. The planner is most useful when it helps the user avoid low-quality setups before they become emotional decisions. 🧾 Use Case Examples When price is near a constructive invalidation shelf and still has clean room toward the next target edge, the planner may move toward WATCH or READY. When price is too close to the nearest obstacle, the planner may show BLOCKED even if trend direction looks attractive. When stop distance becomes too wide relative to ATR, the planner can show WIDE RISK even if the setup still looks visually interesting. 🧱 System Philosophy Risk Runway Planner follows the AGPro Series decision-engine approach: Context first. Risk before reward. Structure before signal. Attention markers instead of promises. 🔐 Non-Promise Statement No indicator can remove uncertainty. No state, score, label, alert, or visual box should be interpreted as guaranteed market direction. 📉 Risk Disclosure Trading involves risk. All decisions remain the responsibility of the user. This script is for educational and analytical chart review only and does not provide financial advice. 📚 Educational Note The script is designed to help users think more clearly about setup quality, invalidation, volatility, and available room before reacting to price movement.

Indicator

Entry Execution Readiness [AGPro Series]Entry Execution Readiness 🧠 Core Idea Is this setup ready for execution attention now, or should it remain on watch? 📌 Overview / What it does Entry Execution Readiness is a chart-first decision engine built to evaluate whether an active setup has enough structure, risk quality, and target room to deserve execution attention. The script produces a 0-100 Readiness Score, a clear entry state, an entry pocket, an invalidation rail, a target-room band, premium state labels, and a compact AGPro panel. It is designed to organize setup quality, not to predict price or automate execution. It does not publish buy or sell commands. It does not replace a trader's own execution model. Its purpose is to turn observable setup conditions into a cleaner readiness map. 🎯 Purpose & Design Philosophy This script was built for traders who already see a potential setup but need a disciplined way to decide whether the setup is clean enough to keep under execution review. The gap it fills is practical: many tools identify signals, levels, or zones, but they do not answer whether the setup has acceptable risk distance, enough target room, suitable volatility, and directional confirmation at the same time. The design philosophy is simple: execution should be reviewed through readiness, not excitement. ⚡ Why This Script Is Different Most tools focus on printing a signal or highlighting a level. This script does NOT act as a full Position Planner, position sizing model, signal service, or trade automation system. Instead, it evaluates execution readiness through a compact decision layer: trend alignment, candle efficiency, distance to invalidation, target-room quality, and volatility fit are compressed into one transparent score and one clear next-action state. ⚙️ Methodology 1. Context Detection The script detects the active setup side automatically, or lets the user force a long-bias or short-bias readiness view. 2. Reference Mapping It maps an entry pocket around the active trend reference, builds an invalidation rail from recent structure, and projects target room from nearby structure or ATR-adjusted continuation space. 3. Reaction Evaluation It scores trend alignment, candle efficiency, risk distance, reward room, and volatility fit from 0 to 100. 4. Visual Output The chart displays the readiness state through zones, labels, alerts, and a premium AGPro panel with the key decision fields. 🗺️ How to Read the Chart Zones = the active entry pocket and target-room band. Invalidation rail = the structural level that would weaken or reset the current setup context. Labels = the current readiness state, score tier, and risk context. Colors = teal for stronger long-readiness contexts, pink for bearish or invalidation contexts, amber for waiting states, and indigo for monitoring/transition states. Panel = the fastest summary of score, state, risk distance, target room, and next action. 🚦 Signals & States • READY → the setup meets the score threshold and confirmation filter. • MONITOR → the setup is improving but still needs cleaner confirmation or score strength. • WAIT → the setup exists, but risk, target room, or confirmation is not yet strong enough. • BLOCKED → the current context does not offer a clean execution-readiness profile. • INVALIDATED → price closed beyond the active invalidation rail. 🔔 Alerts Logic READY alerts trigger when the state upgrades into READY. Downgrade alerts trigger when the active setup weakens from a stronger state. Invalidation alerts trigger when price closes beyond the current invalidation rail. Confirmation alerts trigger when score and confirmation improve together near the READY threshold. Alerts are attention markers. They are not trade instructions. 🧩 Confluence Logic The setup becomes stronger when directional trend alignment, candle quality, controlled invalidation distance, acceptable volatility, and clean target room improve at the same time. The score is intentionally multi-factor so a single strong candle or a single clean level cannot dominate the full readiness view. 📊 When to Use • Trend continuation setups • Pullback-to-reference execution reviews • Breakout continuation contexts with enough target room • Active trade-planning workflows where the trader already has a directional thesis • Intraday or swing charts where risk and target room need to be evaluated quickly • 4-hour swing/execution review charts where the active pocket, invalidation rail, and target room can be read without excessive label compression ⚠️ When NOT to Use • Very low liquidity markets • Extremely noisy sideways conditions • News-driven volatility spikes • Charts where the user has no independent setup thesis • Markets with poor execution conditions, wide spreads, or unreliable fills 🎛️ Key Inputs • Setup Direction → Auto, Long Bias, or Short Bias readiness mode. • Sensitivity → controls how selective the model is. • Structure Lookback → affects structure, risk rail, target room, and volatility context. • Minimum READY Score → defines the threshold required for READY state. • Confirmation Mode → controls how much candle and trend confirmation is required. • Label Cooldown / Max Visible Labels → controls label density. • Panel Location / Panel Theme / Font Sizes → controls visual presentation. 🖥️ Interface & Visual Design The interface is built around a clean premium overlay. The panel uses the AGPro standard single merged blue header row and summarizes only the most decision-relevant fields. The chart visuals are deliberately limited to the current entry pocket, invalidation rail, target room, and moderate state labels so the script remains readable in publication screenshots. 🧪 Practical Usage Workflow 1. Read the panel state and Readiness Score. 2. Check whether price is interacting cleanly with the entry pocket. 3. Review the invalidation rail and risk distance. 4. Compare the target-room band against the current risk. 5. Treat READY as a review state, not as an automatic execution command. 🔍 Interpretation Guidelines Think of the output as a readiness filter. A high score means the modeled conditions are aligned more cleanly than usual. It does not mean the setup will work. A WAIT or MONITOR state can still be useful because it shows what part of the setup is not yet ready. An INVALIDATED state means the current setup context should be reset or reviewed again from a fresh structure. 🚫 What This Script Is NOT • Not a prediction engine • Not financial advice • Not auto trading • Not guaranteed signals • Not a full position-sizing planner • Not a buy/sell command system ⚠️ Limitations & Transparency Timeframe differences can change how structure, volatility, and target room appear. Volatility expansion or contraction can make the readiness state change quickly. Market conditions can shift faster than any rule-based chart tool can summarize. The model is transparent and deterministic, but it cannot know future price behavior. 🧠 Market Context Notes Entry readiness is most useful when it is read together with liquidity, structure, session context, and broader volatility conditions. The script is strongest when the trader already has a setup thesis and needs a cleaner way to review whether execution conditions are improving or weakening. 🧾 Use Case Examples When price pulls back toward the entry pocket, trend alignment remains intact, risk distance stays controlled, and target room remains clean, the setup may upgrade into MONITOR or READY. When price stretches too far from the pocket or target room becomes too thin relative to invalidation distance, the score can weaken even if direction still looks attractive. When price closes beyond the invalidation rail, the active setup context is marked as INVALIDATED. 🧱 System Philosophy AGPro tools are designed to support structured chart reading, decision clarity, and rule-based interpretation. This script follows that philosophy by focusing on execution readiness instead of generic signals. 🔐 Non-Promise Statement No script can provide certainty. No score can guarantee a future outcome. This tool organizes visible chart conditions so the user can make a more structured review. 📉 Risk Disclosure Trading involves risk. Market movement can be unpredictable, and any setup can fail. Users are responsible for their own analysis, execution, risk management, and decisions. This script does not provide financial advice, investment advice, or guaranteed trading outcomes. 📚 Educational Note Use the script as a structured decision-support layer. The strongest benefit comes from reviewing why the state is READY, WAIT, MONITOR, BLOCKED, or INVALIDATED rather than treating any single label as a standalone answer.

Indicator

Parabolic SAR Flip Quality [AGPro Series]Parabolic SAR Flip Quality 🧠 Core Idea Is this Parabolic SAR flip strong enough to plan around, or is it just another noisy stop-and-reverse signal? 📌 Overview / What it does Parabolic SAR Flip Quality is a planner-style Parabolic SAR overlay built to evaluate PSAR flip conditions as trade-decision context, not as simple directional signals. The script keeps the classic Parabolic SAR dot trail visible, then adds a professional quality model that measures flip strength, trend alignment, SAR distance, candle efficiency, volatility expansion, and prior-leg maturity. The result is a clear 0-100 readiness score that helps traders judge whether the current PSAR flip environment is valid, weak, developing, or blocked. It produces qualified flip labels, SAR dots, a SAR-native protection band, and a compact AGPro panel showing Flip Side, SAR Distance, Trend Filter, and Quality Score. It does not automate trades, predict future price, or tell users what to buy or sell. It organizes PSAR flip context into a cleaner decision framework. 🎯 Purpose & Design Philosophy Most Parabolic SAR tools show where the SAR dots are and where the stop-and-reverse event happened. That is useful, but it often leaves the trader with the harder question: is this flip actually good enough to act on, monitor, or ignore? This script was built to fill that gap. It turns a classic indicator into a structured decision engine by asking whether the flip has enough distance, trend support, expansion, and maturity behind it. The design supports traders who want cleaner execution readiness, not more noise. It is built for chart readers who want to evaluate setup quality, risk area, invalidation context, and next-action state before making their own decision. ⚡ Why This Script Is Different Most tools focus on printing every Parabolic SAR flip as if all flips have similar meaning. This script does NOT treat a dot-side change as a complete setup. It also does not turn PSAR into a generic signal board or a generic support/resistance zone map. Instead, it evaluates the flip as a planning event. The script scores the quality of the transition, checks whether trend conditions support the new side, measures how far price is from the SAR reference, and projects a SAR Protection Band that represents the stop-defense area created by the qualified flip. The difference is the decision layer: • Is the flip valid? • How strong is it? • Where is the SAR-based invalidation area? • Is the trend filter helping or blocking the setup? • What is the current read now? ⚙️ Methodology 1. Context Detection The script detects whether price is currently operating on the bullish or bearish side of the Parabolic SAR. It also tracks raw SAR flips and measures how mature the prior SAR leg was before the transition. 2. Reference Mapping The active SAR value becomes the primary reference point. Distance from SAR is normalized by ATR so the read adapts across symbols and timeframes. 3. Reaction Evaluation Each flip is evaluated through a multi-factor quality model: • SAR distance versus ATR • EMA trend alignment • EMA slope direction • DMI directional agreement • ADX trend strength • Candle body efficiency • Range expansion • Prior-leg maturity These conditions are combined into a 0-100 Quality Score. 4. Visual Output When a flip passes the quality threshold, trend filter, SAR distance requirement, confirmation setting, and cooldown control, the script promotes it into a qualified chart label. It can also draw a SAR Protection Band around the flip's SAR reference for forward context. 🗺️ How to Read the Chart SAR dots show the classic Parabolic SAR trail. Bullish dots appear below price, and bearish dots appear above price. Qualified flip labels mark PSAR flips that passed the quality and trend conditions. The label includes the flip side and the quality score, allowing quick comparison between stronger and weaker transitions. The SAR Protection Band represents the PSAR-based stop-defense area created after a qualified flip. It is not a generic support/resistance zone. It is a SAR-native invalidation and planning reference. Colors follow the AGPro visual language: • Teal = bullish side or bullish qualified flip • Pink = bearish side or bearish qualified flip • Gold = neutral, blocked, or caution state • Indigo = trend backbone reference The panel summarizes the active read: • Flip Side • SAR Distance • Trend Filter • Quality Score 🚦 Signals & States • Bullish Flip → A qualified PSAR transition to the bullish side. • Bearish Flip → A qualified PSAR transition to the bearish side. • Trend Filter PASS → The broader trend filter agrees with the current SAR side. • Trend Filter BLOCKED → The SAR side is active, but the broader trend filter does not fully support it. • High Quality Score → The flip has stronger alignment across distance, trend, expansion, efficiency, and maturity. • WAIT Grade → The current condition does not meet the preferred readiness profile. These are analytical states, not trade instructions. 🔔 Alerts Logic Alerts trigger only when a qualified bullish or bearish PSAR flip is confirmed by the script's quality rules. • Qualified Bullish PSAR Flip → A bullish SAR flip passed the trend filter, quality threshold, SAR distance threshold, cooldown rule, and confirmation setting. • Qualified Bearish PSAR Flip → A bearish SAR flip passed the trend filter, quality threshold, SAR distance threshold, cooldown rule, and confirmation setting. Alerts are attention markers. They are not automated trading instructions and do not guarantee future movement. 🧩 Confluence Logic The strongest context appears when several conditions align at the same time: • PSAR flips to a new side • Price has enough ATR-normalized distance from SAR • EMA trend direction supports the flip • DMI confirms directional pressure • ADX shows enough trend strength • Candle structure shows real expansion • The previous SAR leg was mature enough When these elements align, the flip becomes more useful as a planning reference. 📊 When to Use This script is best suited for: • Trending markets where SAR transitions can develop into continuation phases • Swing-trading review on higher timeframes • Crypto, forex, stocks, indices, and commodities with enough liquidity • PSAR users who want a readiness score instead of raw dot flips • Traders who want a cleaner invalidation reference around qualified SAR flips • Multi-timeframe analysis where the user wants to compare flip quality across chart periods ⚠️ When NOT to Use This script is less useful in: • Very low-liquidity markets • Extremely noisy sideways chop • News-driven spikes where ATR and structure can distort quickly • Ultra-low timeframes with unstable spread or poor execution quality • Markets where price repeatedly flips around the SAR without trend expansion In these conditions, raw PSAR flips and quality labels can become less reliable as planning references. 🎛️ Key Inputs • SAR Start → Controls the initial Parabolic SAR acceleration factor. • SAR Increment → Controls how quickly the SAR acceleration increases as the trend develops. • SAR Maximum → Controls the maximum SAR acceleration level. • Trend EMA Length → Defines the trend backbone used by the filter. • DMI Length and ADX Smoothing → Control directional pressure and trend-strength measurement. • Minimum ADX → Sets the required trend-strength floor. • Minimum Quality Score → Defines how selective qualified flip labels should be. • Minimum SAR Distance ATR → Blocks cramped flips that occur too close to the SAR reference. • Prior Leg Maturity Bars → Requires the prior SAR leg to have enough development before a flip receives full maturity credit. • Flip Cooldown Bars → Controls label density and keeps the chart readable. • SAR Protection Band settings → Control the width, forward projection, and maximum active bands. • Panel and Label Font Size → Adjust visual readability, with Normal as the default. • Panel Location and Theme → Control the AGPro panel placement and appearance. 🖥️ Interface & Visual Design The interface is designed to be premium, compact, and decision-focused. The chart keeps the classic PSAR dots as the main visual anchor. Qualified labels appear only when the flip passes the selected filters. The SAR Protection Band is transparent and restrained so it adds planning context without overwhelming candles. The AGPro panel uses a single merged blue header row with the script name, followed by a clean four-row readout. Its purpose is to summarize the current decision state without turning the chart into a dashboard-heavy layout. 🧪 Practical Usage Workflow 1. Read the panel. Check the active Flip Side, SAR Distance, Trend Filter, and Quality Score. 2. Check the latest qualified label. Compare the quality score with the minimum threshold and with prior labels on the chart. 3. Review the SAR Protection Band. Use the band as a SAR-native planning reference for where the qualified flip should remain structurally defended. 4. Confirm broader context. Compare the flip with trend direction, volatility, market structure, and timeframe behavior. 5. Decide independently. Use the output as structured context, not as an automatic trade command. 🔍 Interpretation Guidelines A strong read usually has a qualified flip label, a passing trend filter, enough SAR distance, and a higher quality grade. A weaker read may show an active SAR side but a blocked trend filter or a low score. This means the SAR state exists, but the planning context is not strong enough under the script's model. The SAR Protection Band should be interpreted as a stop-defense and invalidation reference. If price respects it, the flip context remains cleaner. If price violates it, the qualified flip has lost part of its structural value. The best use of the script is comparison: compare current flip quality against previous flips, across timeframes, and across market conditions. 🚫 What This Script Is NOT This script is not a prediction engine. It is not financial advice. It is not an auto-trading system. It does not guarantee profitable signals. It does not replace independent analysis, position sizing, risk management, or broader market context. ⚠️ Limitations & Transparency Parabolic SAR is a trend-following concept, so it can struggle in choppy or directionless markets. Quality scoring improves structure, but it cannot remove all false transitions. Timeframe selection, volatility regime, liquidity, and market session can affect how signals appear and how useful the SAR Protection Band becomes. The script is rule-based and transparent. It reads current and historical chart data according to the selected inputs. It does not know future price behavior. 🧠 Market Context Notes PSAR flips tend to become more meaningful when they occur with volatility expansion, directional pressure, and enough distance from the SAR reference. In compressed markets, the dots may switch sides more frequently and the score may change quickly. In stronger trends, the SAR dots often create cleaner trailing structure, and qualified flips can become more useful as planning events. The best interpretation comes from combining the panel state, SAR distance, label quality, protection band behavior, and the broader market environment. 🧾 Use Case Examples When price flips bullish, the trend filter passes, SAR distance expands above the minimum threshold, and the quality score is high, the user can treat that area as a cleaner bullish planning context. When price flips bearish but the trend filter is blocked, the script communicates caution. The SAR side changed, but the broader read is not aligned. When price returns to the SAR Protection Band after a qualified flip, the user can monitor whether the band is respected or violated as part of the invalidation read. 🧱 System Philosophy The purpose of this script is not to add another signal to the chart. The purpose is to turn a classic indicator into a decision-support framework: • Setup validity • Quality strength • Trend agreement • Risk reference • Invalidation context • Current action state This is the AGPro direction: tools that help traders make better decisions, not tools that simply decorate the chart with more signals. 🔐 Non-Promise Statement No indicator can provide certainty. This script does not promise future outcomes, guaranteed performance, or risk-free execution. Its role is to organize Parabolic SAR flip context into a clearer analytical structure. 📉 Risk Disclosure Trading involves risk, and market conditions can change quickly. This script is provided for educational and analytical purposes only. It does not provide financial advice, investment advice, or guaranteed trading outcomes. Users are responsible for their own analysis, decisions, risk management, and trading results. 📚 Educational Note Parabolic SAR is one of the most recognized stop-and-reverse indicators because it makes trend state visually simple. This script keeps that visual simplicity while adding a quality and planning layer so users can study which flips deserve more attention and which ones should remain secondary context.

Indicator

Choppiness Setup Planner [AGPro Series]Choppiness Setup Planner 🧠 Core Idea Is this choppy market still a no-trade environment, or has it matured into a valid setup with defined risk, invalidation, and targets? 📌 Overview / What it does Choppiness Setup Planner is a planner-style overlay built for one of the most common decision problems in technical analysis: what should a trader do when price is trapped inside a choppy range, but pressure starts building near the edge? The script detects no-trade chop conditions, builds a decision range around the active structure, scores setup quality from 0 to 100, and turns a mature range release into a clear planning map with invalidation and target levels. Instead of only saying "the market is choppy," it answers whether the setup is still avoidable, preparing, weak, valid, active, or invalidated. The cleanest visual use case is higher-timeframe planning. Weekly and daily charts allow the full range-to-plan lifecycle to breathe: no-trade structure, preparation, release, target, and invalidation can all be read without the chart feeling crowded. It does not automate execution, predict future price, or replace personal trade selection. It is an analytical planner designed to organize context, risk, and next-action state directly on the chart. 🎯 Purpose & Design Philosophy This script was built because many market-state tools show information without helping the user make a decision. A Choppiness Index value, ADX filter, or range box can be useful, but those outputs often stop before the practical question: what now? Choppiness Setup Planner fills that gap by connecting chop detection with a structured planning workflow. It is intended for discretionary traders, breakout traders, and range-to-expansion traders who want to avoid low-quality noise while preparing for stronger releases from mature ranges. The design philosophy is simple: first protect attention, then qualify the setup, then map risk only when the structure deserves it. ⚡ Why This Script Is Different Most tools focus on detecting chop, drawing a box, or marking a breakout. This script does NOT act like a generic signal indicator, generic support/resistance tool, or simple Choppiness Index panel. Instead, it turns a choppy market into a decision sequence: 1. Detect the no-trade environment. 2. Track range age and pressure. 3. Grade setup validity with a 0-100 score. 4. Define the next action state. 5. Map invalidation and targets only after a valid release. That makes the script closer to a decision engine than a visual marker. It is also intentionally separated from manual position planners: users do not enter their own position parameters. The script derives its planning levels from the detected chop range and the release quality model. ⚙️ Methodology 1. Context Detection The engine blends Choppiness Index, directional weakness, path efficiency, range tightness, wick noise, and volatility behavior to determine whether the market is inefficient enough to qualify as a no-trade chop environment. 2. Reference Mapping When chop persists long enough, the script builds a decision range around the active structure. This range is not a generic support/resistance zone; it is a planning container for the current no-trade condition. 3. Reaction Evaluation The script evaluates whether pressure is improving through range age, chop release, ADX lift, path-efficiency improvement, ATR lift, edge pressure, candle body quality, close quality, and optional volume participation. 4. Visual Output The chart displays the no-trade ribbon, decision range box, centered zone label, preparation markers, valid plan markers, weak-release markers, invalidation level, target levels, and a compact AGPro planner panel. 🗺️ How to Read the Chart Zones represent the active no-trade decision range. A centered label inside the box shows whether the structure is still a no-trade zone or has moved into preparation mode. Labels represent state changes. PREP marks a mature range with improving setup quality. PLAN UP and PLAN DN mark valid releases. SKIP marks a release that happened but failed the minimum plan-quality threshold. T1, T2, and INVALID track the active plan lifecycle. Colors follow the AGPro state palette. Teal is used for stronger upside planning states, pink for downside or invalidation states, amber for caution and no-trade states, and indigo for preparation/readiness. The panel shows Setup Quality, Next Action, Chop / Ready, Range Age, Invalidation, and Targets. 🚦 Signals & States • Avoid: Chop → the market is inefficient and still belongs in no-trade mode. • Prepare: Edge Watch → the range has matured and internal readiness is improving. • Skip: Low Quality → price released from the range, but the quality score was not strong enough. • Track Upside Plan → upside release met the minimum valid plan score. • Track Downside Plan → downside release met the minimum valid plan score. • Manage: T1 Reached → the active plan reached its first target level. • Review: T2 Reached → the active plan reached its second target level. • Reset: Invalidated → the active plan crossed its invalidation level. 🔔 Alerts Logic Alerts are available for preparation state, valid upside plan, valid downside plan, weak release, Target 1 reached, Target 2 reached, and invalidation. Each alert is an attention marker. Alerts are not trade instructions, not automation rules, and not execution commands. 🧩 Confluence Logic The setup becomes stronger when a mature chop range aligns with improving readiness, edge pressure, candle body participation, release distance, and optional volume participation. When these components align, the script can convert the release into a valid plan. When price releases without enough score, the script marks the event as SKIP instead of treating every breakout as useful. 📊 When to Use • Choppy markets where the user needs a no-trade filter. • Weekly, daily, and 4H planning where range structure matters more than micro-noise. • Mature ranges that may be preparing for expansion. • Breakout-preparation workflows. • Range-to-trend transition monitoring. • Symbols where invalidation and target structure should be visible before acting. ⚠️ When NOT to Use • Extremely illiquid markets with unreliable candles. • Symbols where volume data is misleading, unless volume participation is disabled. • News-driven spikes where a single candle can distort range logic. • Very low timeframes with excessive spread noise. • Scalping workflows that require rapid-fire signals instead of structural planning. • Markets where the user has no broader context for trend, liquidity, or session behavior. 🎛️ Key Inputs • Choppiness Length → controls the chop-detection backbone. • Decision Range Length → controls how the active no-trade range is framed. • Minimum Range Age → controls how long chop must persist before planning begins. • Preparation Threshold → controls when the range moves from avoid mode to preparation mode. • Minimum Valid Plan Score → controls how selective valid plan labels should be. • Release Buffer ATR → controls how far price must move beyond the range boundary. • Invalidation Buffer ATR → controls the distance behind the released boundary used for invalidation. • Target 1 / Target 2 R Multiples → control target projection from the plan risk. • Panel Location / Theme / Font Size → control the AGPro panel interface. • Label Font Size / Cooldown / Maximum Visible Labels → control chart readability. 🖥️ Interface & Visual Design The interface is designed around fast decision reading. The chart carries the range box, no-trade ribbon, centered zone label, event labels, and active risk/target levels. The panel summarizes the same workflow without becoming a large dashboard. The first panel row follows the AGPro standard: one merged blue header row containing only the script name. Visual density is intentionally moderate. The chart should not look empty, but it should also avoid crowded signal spam. 🧪 Practical Usage Workflow 1. Read the panel. Check Setup Quality and Next Action first. 2. Check the decision range. If the box says NO-TRADE, the structure is still inefficient. If it says PREP, the range is maturing. 3. Evaluate the release. A valid PLAN label means the release met the quality threshold. A SKIP label means the release was not strong enough. 4. Review invalidation and targets. When a plan is active, use the plotted levels to understand structure, not as automatic orders. 5. Confirm broader context. Combine the planner output with trend, liquidity, timeframe, session, and personal execution rules. For publication screenshots, higher-timeframe examples are usually the cleanest because they show the complete planning sequence without compressing labels and boxes into a noisy layout. 🔍 Interpretation Guidelines Think in states, not isolated signals. NO-TRADE protects attention. PREP means the market is becoming more interesting. PLAN means the release has enough structure to track. SKIP means the release happened but did not earn quality. INVALID means the plan lost its structural premise. 🚫 What This Script Is NOT This script is not a prediction engine. It is not financial advice. It is not auto trading. It is not guaranteed signals. It is not a strategy tester. It is not a replacement for independent analysis. ⚠️ Limitations & Transparency The script is rule-based and depends on selected inputs, timeframe, volatility, and available market data. Different symbols and sessions can produce different behavior. Low liquidity, sudden volatility shocks, and abnormal gaps can reduce the usefulness of range-based planning. Volume participation is optional because volume quality differs across markets and feeds. 🧠 Market Context Notes Chop is not always weakness. Sometimes it is absorption, sometimes indecision, and sometimes simple noise. The script does not claim to know the cause. It organizes the observable structure so the user can decide whether the environment is worth attention. 🧾 Use Case Examples When price spends several bars inside a tight inefficient range and the panel says Avoid: Chop, the script is acting as a no-trade filter. When the range matures and the centered label changes to PREP, the script is showing that pressure has improved enough to monitor the edge. When price releases and receives PLAN UP or PLAN DN, the script maps invalidation and targets from the structure. When price releases but receives SKIP, the script is saying the event did not meet the model's quality threshold. On weekly charts, a single valid plan can show the entire decision chain: range maturity, preparation, release, target reaction, and invalidation. This is the strongest showcase environment for the script. 🧱 System Philosophy AGPro tools are built around structured decision support: define the condition, score the quality, map the relevant structure, and keep the chart readable. Choppiness Setup Planner follows that philosophy by turning a noisy no-trade environment into a cleaner decision workflow. 🔐 Non-Promise Statement No script can provide certainty. No score guarantees follow-through. No label guarantees an outcome. 📉 Risk Disclosure Trading involves risk. Market conditions can change quickly, planned setups can fail, and losses can occur. This script is provided for educational and analytical use only. It does not provide financial advice or guaranteed trading outcomes. Users remain responsible for their own analysis, decisions, risk management, and execution. 📚 Educational Note Use this script to study how choppy markets mature, how range releases differ in quality, and how invalidation and target logic can be organized visually before a decision is made.

Indicator

Gap Fill Reaction Planner [AGPro Series]Gap Fill Reaction Planner 🧠 Core Idea Is this gap reaction actually ready for planning, or is it just another rectangle on the chart? 📌 Overview / What it does Gap Fill Reaction Planner is a planner-style price action tool built around gap fill behavior, reaction quality, and execution readiness. Instead of simply drawing gap zones, it evaluates whether the active gap reaction has enough structure to become a measurable plan. The script detects gap support and gap resistance zones, tracks fill progress, classifies reaction state, and converts the active setup into a 0-100 readiness score. It also maps a live entry reference, invalidation level, target projection, and estimated R multiple so the user can review the structure as a plan rather than as an isolated signal. It does not automate trades, predict future price, or replace independent analysis. Its purpose is to organize gap reaction context into a cleaner decision framework. 🎯 Purpose & Design Philosophy This script was built to move beyond passive gap marking. A normal gap indicator can show where a gap exists, but it does not answer the questions that matter before a trade idea is considered: Is the reaction valid? How strong is the setup? Where is the invalidation? Where is the target? What should the trader watch next? Gap Fill Reaction Planner was designed for traders who want a structured workflow around opening gaps, continuous-market reaction bands, partial fills, full fills, rejection behavior, and acceptance risk. The mindset is not "take every gap." The mindset is "measure the reaction first." ⚡ Why This Script Is Different Most gap tools focus on detection. They draw every gap, imbalance, or separation zone and leave the decision process to the user. This script does NOT act as a generic gap highlighter, generic support/resistance map, or broad imbalance catalog. Instead, it treats each gap as a planning object. Every active zone is evaluated through fill depth, reaction state, volatility context, participation, age, and structural validity. The panel then translates that context into readiness, next action, invalidation, target, and risk/reward information. That planner layer is the difference. The script helps the user decide whether a gap reaction deserves attention, not merely whether a gap exists. ⚙️ Methodology 1. Context Detection The script first searches for gap reaction zones. It prioritizes classic open-to-previous-close gaps, then supports adaptive reaction bands for continuous markets where clean opening gaps may be rare. 2. Reference Mapping Each detected zone receives a fixed-length rectangular band. The zone is not dragged forward forever; it remains anchored to its origin so old structures do not distort the current chart. Thin zones are displayed with a minimum visual height so the chart keeps a cleaner, more professional planning layer. 3. Reaction Evaluation The engine tracks fill percentage, partial fill, full fill, rejection, and acceptance. Rejection behavior is treated differently from simple fill behavior because a filled gap and a rejected gap communicate different planning context. 4. Planner Scoring The readiness score combines gap size, fill quality, reaction behavior, volatility participation, and recency. The score is normalized from 0 to 100. 5. Risk / Target Projection For the active planner zone, the script calculates an invalidation reference beyond the far side of the gap and projects a target using the selected R multiple. 6. Visual Output The chart shows gap zones, centered zone labels, optional fill progress, planner labels, and active plan levels. The panel summarizes the decision state. 🗺️ How to Read the Chart Zones Gap Support zones represent upward gap reactions that may act as support-style planning areas. Gap Resistance zones represent downward gap reactions that may act as resistance-style planning areas. Zone Labels Focused zones can display a centered label showing the zone role, state, and readiness score. This keeps the chart readable without turning every historical zone into a text cluster. Colors Bullish planner context uses the AGPro green state color. Bearish planner context uses the AGPro pink state color. Neutral or unfinished context uses restrained secondary colors. Panel The panel shows readiness, next action, plan side, gap size, fill/state, invalidation, target/R, and bias. Plan Levels When an active planner zone exists, the script can display entry reference, invalidation, and target lines. 🚦 Signals & States • Fresh → A new gap zone exists but has not reached meaningful fill depth. • Partial Fill → Price has returned into the gap enough to begin reaction monitoring. • Rejected → Price filled part of the gap and then closed back away from the zone. • Full Fill → The gap has reached the full-fill threshold and becomes more neutral. • Accepted → Price closed beyond the far boundary of the gap, meaning the zone has lost its original reaction role. • Planner Ready → A rejection setup reached the configured readiness threshold. 🔔 Alerts Logic New Gap Support Zone Triggers when a bullish gap support planning zone is created. New Gap Resistance Zone Triggers when a bearish gap resistance planning zone is created. Gap Partial Fill Triggers when a tracked zone reaches the partial-fill threshold. Gap Full Fill Triggers when a tracked zone reaches the full-fill threshold. Gap Planner Ready Triggers when a rejection setup reaches the readiness score threshold. Gap Acceptance Triggers when price accepts beyond the far side of the gap. Alerts are attention markers and workflow prompts. They are not trade instructions. 🧩 Confluence Logic The planner score becomes stronger when multiple conditions align: • The gap has enough ATR-normalized size • Fill depth is meaningful but not exhausted • Reaction behavior confirms away from the zone • Current volatility and participation support the reaction • The zone is recent enough to remain relevant When these pieces align, the gap becomes a stronger planning candidate. 📊 When to Use • After large opening gaps • During pullbacks into gap support or gap resistance • Around partial fill and rejection behavior • In trending markets where gaps create reaction shelves • In volatile markets where gap fill behavior matters • On crypto and FX charts where adaptive reaction bands may help continuous-market analysis ⚠️ When NOT to Use • Extremely low-liquidity symbols • Very noisy micro timeframes • Market conditions where spread, slippage, or data quality is poor • When the chart is moving too fast for structured planning • When a trader has not defined broader market context 🎛️ Key Inputs Detection Mode Controls whether the script uses only classic open gaps or adaptive reaction bands. Minimum Gap Size Filters out small gaps using ATR normalization. Readiness Threshold Defines the minimum score required for a planner-ready label. Target Multiple (R) Projects the target from the current reference price using the invalidation distance. Invalidation Buffer Adds ATR-based spacing beyond the far side of the gap zone. Zone Right Extension Controls how far each zone projects from its origin. Panel / Label Settings Control panel visibility, panel theme, panel location, and font sizes. 🖥️ Interface & Visual Design The interface is built for quick decision review. The panel provides the planner summary, while the chart emphasizes the most important structural elements: premium-height zones, focused centered labels, action labels, and active plan levels. The visual hierarchy is intentionally clean. Zones explain context, labels explain state, and the panel explains what to do next from an analytical standpoint. 🧪 Practical Usage Workflow 1. Read the panel readiness score. 2. Check whether the next action is monitor, wait, plan, or stand aside. 3. Review the active gap zone and its centered label. 4. Compare fill percentage with the reaction state. 5. Review invalidation and target levels. 6. Confirm the idea with broader market context before acting. 🔍 Interpretation Guidelines A high score does not mean certainty. It means the gap reaction has stronger planning structure. A partial fill means price has started interacting with the gap, but reaction quality still matters. A rejection state is more meaningful when it occurs with strong score, clean invalidation, and acceptable target distance. An accepted zone should usually be treated as a failed reaction context rather than an active planning area. 🚫 What This Script Is NOT This script is not a prediction engine. This script is not an automated trading system. This script is not a financial advice tool. This script does not provide guaranteed outcomes. This script does not replace risk management, trade review, or independent confirmation. ⚠️ Limitations & Transparency Gap behavior can change significantly across symbols and timeframes. Continuous markets may produce fewer classic opening gaps, which is why the script includes adaptive detection modes. Volatility expansion can make targets and invalidation levels wider. Low-liquidity environments may reduce the reliability of reaction labels and score readings. No rule-based tool can fully account for news events, sudden liquidity shifts, or execution quality. 🧠 Market Context Notes Gap reactions are often more useful when they are read together with trend structure, volatility, session behavior, and liquidity context. A gap zone is not automatically important because it exists. It becomes more useful when price returns to it, reacts clearly, and produces a measurable planning structure. 🧾 Use Case Examples When price returns into a Gap Support zone and rejects upward with a high readiness score, the panel can help review whether invalidation and target structure are measurable. When price fills a Gap Resistance zone and accepts above it, the script marks the context as acceptance rather than treating the zone as a still-valid resistance area. When the panel shows low readiness, the script is communicating that the structure may exist visually but is not yet a strong planner candidate. 🧱 System Philosophy AGProLabs tools are built around structured interpretation. The goal is not to add more noise to the chart. The goal is to convert raw market behavior into a cleaner decision framework that traders can review with discipline. 🔐 Non-Promise Statement No indicator can remove uncertainty. No score can guarantee a result. No planner can replace the trader's responsibility to manage risk. 📉 Risk Disclosure Trading involves risk. This script is provided for educational and analytical use only. It does not provide financial advice, investment advice, or guaranteed trading outcomes. Users remain responsible for their own research, risk management, position sizing, and execution decisions. 📚 Educational Note The best use of this script is not to chase every gap. The best use is to slow the decision process down, measure the reaction, and decide whether the setup is structured enough to deserve attention.

Indicator

Xer0's Dual Engine Ladder Allocator Overview This indicator is designed for long-term investors using a "Dual Engine" portfolio strategy on M1 Finance — mixing a broad-market index fund with a leveraged counterpart in the same Pie. Instead of guessing when to buy the dip, this script provides a systematic, step-by-step roadmap for increasing your leveraged allocation as the market falls, and resetting it as the market recovers. How It Works The strategy is built on "Sticky All-Time High" logic. It tracks the highest close price and calculates the current drawdown from that peak, then responds with one of three scenarios: Ladder Down (Risk On): For every defined drop step (e.g. every -5%), the indicator signals a RISK UP event — automatically calculating your new target allocation to the leveraged slice of your Pie. This forces systematic, disciplined buying at lower prices. Recovery Reset (Risk Off): Once the market recovers by a set percentage from the bottom, the script signals a RESET — returning your allocation to the base level and locking in the gains from the dip-buying phase. Bull Step: When the market pushes into new high territory, the script tracks each new leg up and keeps your reference point current. Key Features Sticky ATH Tracking: Automatically calculates true drawdown from the cycle peak Customizable Ladder Steps: Define your own drop trigger percentage and leverage increase per step Max Cap: Hard ceiling on leverage exposure to protect against catastrophic drawdowns Bar Confirmation: All signals fire on daily close to avoid intraday false triggers Visual Dashboard: Bottom-right table showing current mode, target leverage, drawdown, and recovery price target Alert Conditions: Built-in RISK UP and RESET alerts compatible with PulseWire's "Once Per Bar Close" setting Backtested Performance (Simulated — Read Carefully) The following results are from a Python backtest covering approximately 30 years (1996–2026), using $923/week in contributions every Friday. The strategy used two M1 Pies: Pie 1 (S&P 500 index fund / 3× S&P 500 ETF, base leverage 35%) and Pie 2 (Nasdaq-100 index fund / 3× Nasdaq-100 ETF, base leverage 25%). Tax assumptions reflect California state + federal rates for a $47K–$100K income bracket. Data prior to 2010 is synthetic, modeled from underlying index returns. Results are hypothetical and do not represent actual trading. Past performance does not guarantee future results. Ladder Strategy | VOO Benchmark Total Contributed $1,395,576 | $1,395,576 Final Value (after-tax) $25,286,879 | $9,025,443 Total Return 1,711.9% | 546.7% CAGR (on contributions) 10.1% | 6.4% Max Drawdown -91.8% | -50.5% Taxes Paid (CA) $5,358,907 | N/A (buy & hold) Cash After Full Liquidation $23,500,189 | $7,171,385 The ladder strategy produced approximately 227.7% more after-tax cash than buy-and-hold VOO after full liquidation. However, the strategy experienced a maximum drawdown of -91.8% — meaning at its worst point, the portfolio lost nearly all of its value on paper. This level of volatility is not suitable for most investors and requires strong conviction and a long time horizon to hold through. How to Use Add this indicator to a Daily (1D) chart of your chosen index. Configure the inputs to match your risk tolerance — Base Leverage %, Drop Step %, and Max Cap %. Enter your M1 Pie name in the input field so alerts reference it by name. Set alerts using "Once Per Bar Close" and adjust your Pie allocation whenever a signal fires. Disclaimer This script is for informational and educational purposes only. It does not constitute financial advice. Backtested results are simulated and hypothetical — they do not account for all real-world frictions and should not be interpreted as a guarantee of future performance. Trading leveraged instruments involves significant risk, including the potential loss of your entire investment, and is not suitable for all investors.

Indicator

ATR Stop Panel ATR based information of real time price data to calculate the stop loss of the underlying product to the nearest quarter of a point with and 1.5 times multiplier.

Indicator

Take Profit Planner [AGPro Series]Take Profit Planner 🎯 **Overview** **Take Profit Planner ** is a precision exit-planning tool that transforms trade management from guesswork into a structured process. It builds a disciplined profit ladder around any trade idea — whether you are a scalper managing rapid exits or a swing trader stepping out of positions over days — and keeps the entire plan on one chart with live progress tracking. Most traders agonize over entries and leave exits to improvisation. This tool flips that habit: define your anchor, choose your calculation style, and the script projects a complete multi-tier exit map with stop loss, position-sizing allocation, confluence scoring, and real-time hit tracking. 🪜 **What Makes It Different** Unlike conventional take-profit indicators that plot a single ATR-based target or fixed R:R pair, this tool offers a **multi-layer exit architecture**: ▫️ **Three Calculation Modes** — Fibonacci Extensions, R-Multiples, or Hybrid Confluence in a single tool ▫️ **Three Anchor Sources** — Manual price inputs, auto pivot detection, or recent S/R zone anchoring ▫️ **Confluence Scoring** — In Hybrid mode, every target receives a ★ / ★★ / ★★★ rating based on how many independent level types (Fib, round number, pivot S/R) cluster at that price ▫️ **Position-Sizing Layer** — Allocate a custom percentage of your position to close at each tier, with automatic weighted P&L calculation ▫️ **Live Progress Tracking** — Visual hit confirmation (✓), realized vs expected profit, and a six-state status ladder: ACTIVE → PROGRESSING → IN PROFIT → NEAR COMPLETE → ALL TPs HIT → STOPPED OUT 🧠 **Methodology** ▫️ **Anchor Detection** — The script identifies a trade's origin (Swing) and entry point using one of three methods. Auto Pivot uses a confirmable `pivothigh`/`pivotlow` with configurable length. Auto S/R uses the most recent swing extremes as structural anchor points. Manual lets you input exact prices. ▫️ **Direction Inference** — LONG or SHORT is determined automatically from the geometry: Entry above Swing → LONG, Entry below Swing → SHORT. No manual flag needed. ▫️ **Stop-Loss Logic** — Three modes: ATR Multiple (volatility-adaptive), Swing Point (structural), or Fixed Percent (disciplined). In Manual anchor mode, you set the stop directly. ▫️ **Target Projection** — Fibonacci mode projects targets from the Anchor→Swing leg using standard extensions (1.272, 1.414, 1.618, 2.000, 2.618). R-Multiple mode multiplies the stop distance by risk factors (1R, 2R, 3R, 5R, 8R). Hybrid uses Fibonacci as base and scores confluence. ▫️ **Confluence Algorithm** — For each Fibonacci target, the script checks proximity to: (1) the nearest psychological round number within 0.15 ATR, (2) the most recent pivot high within 0.2 ATR, (3) the most recent pivot low within 0.2 ATR. Each alignment adds one point to the base Fibonacci score. ▫️ **Hit Detection** — On every confirmed bar, the script checks whether price crossed each un-hit target. Hits are persistent until the anchor changes by more than 1 ATR, at which point the plan resets. 🔔 **Signals & Alerts** ▫️ **TP Hit** — Fires once per bar when price touches a specific target. Alert message includes tier number, price, and direction. ▫️ **SL Hit** — Fires once when stop-loss is breached. ▫️ **All TPs Reached** — Fires once when the full ladder is completed. All alerts are non-repainting and trigger only on confirmed bars. 🎛️ **Key Inputs** ▫️ **Calculation Mode** — Fibonacci Extensions, R-Multiples, or Hybrid Confluence ▫️ **Anchor Source** — Manual Price, Auto Pivot High/Low, or Auto Recent S/R ▫️ **Pivot Length** — Bars of confirmation for automatic pivot detection (default 10) ▫️ **Stop-Loss Mode** — ATR Multiple, Swing Point, or Fixed Percent ▫️ **Number of TP Tiers** — 2 to 7 (default 5) ▫️ **Fibonacci / R-Multiple Levels** — Fully customizable per tier ▫️ **Allocation %** — Position-sizing percentage per tier ▫️ **Zone Half-Width (ATR)** — Vertical thickness of target zones in ATR units ▫️ **Panel Location & Theme** — Six positions, Dark or Light theme ▫️ **Label & Panel Font Size** — Tiny, Small, Normal, Large 💡 **How to Use** ▫️ **Scalper Workflow (Fast Exits)** — Set Calculation Mode to R-Multiples, tier count to 3, allocations to 50 / 30 / 20. Use Auto Pivot with pivot length 5–8 on lower timeframes. Exit weighted-partials at each R-level. ▫️ **Swing Trader Workflow (Multi-Day Holds)** — Set Calculation Mode to Hybrid Confluence, tier count to 5, allocations to 20 / 20 / 25 / 20 / 15. Use Auto Pivot with length 10–15 on 4H or daily. Prioritize exits at ★★★ confluence targets. ▫️ **Discretionary Trader Workflow** — Set Anchor Source to Manual Price, enter your own Entry, Swing, and SL values. Choose Fibonacci mode for trend-based projections or Hybrid for confluence-weighted decisions. ▫️ **Position Management** — The Expected line in the panel shows total profit % if all active tiers are filled (weighted by allocation). The Realized line tracks booked profit as tiers fill. Use this to compare planned vs actual performance. ⚠️ **Limitations & Transparency** ▫️ This is a **planning and visualization tool**, not an entry signal generator. It assumes you already have a trade bias; it structures the exit. ▫️ **Auto-anchor modes** rely on confirmed pivots, which means the most recent plan updates a few bars after a fresh pivot forms. This is intentional to prevent repainting. ▫️ **Confluence scoring** is based on the current snapshot of pivot highs/lows and round numbers. As price moves and new pivots form, scores may change. ▫️ **Hit detection** uses bar highs/lows on confirmed candles only. ▫️ The tool does not know your actual fill prices, slippage, or spreads — expected and realized percentages assume exact execution at target prices. 🛡️ **Risk Disclosure** Trading involves substantial risk of loss and is not suitable for every investor. The information provided by this indicator is for educational and informational purposes only and does not constitute financial advice, a trading recommendation, or a solicitation to buy or sell any asset. Past performance does not guarantee future results. Always perform your own analysis, define risk before entering any trade, and use proper position sizing. The author and AGProLabs accept no liability for trading decisions made using this tool. 🔓 **Open Source** This script is published open-source under the Mozilla Public License 2.0. You are welcome to study the methodology, build on it, and contribute feedback.

Indicator

Stop Loss Optimizer Engine [AGPro Series]Stop Loss Optimizer Engine 🔹 OVERVIEW Stop Loss Optimizer Engine compares four independent stop-loss methodologies side by side on a single chart, so traders can see at a glance where each approach would place protection and which one has historically held up best on the current symbol and timeframe. Every method is calculated for both LONG and SHORT, giving eight reference levels plus a compact panel with distance-to-price and a historical hold-rate statistic per method. A Risk Zone highlights the area between current price and the method with the strongest historical hold-rate, providing a clean S/R-style visual anchor for position sizing and R-multiple planning. 🔹 UNIQUE EDGE Most stop-loss indicators on the platform commit to a single philosophy — pure ATR, pure Chandelier, or pure structure. Traders who want to compare approaches end up loading multiple scripts and eyeballing the differences. Stop Loss Optimizer Engine is built around a different premise: volatility, structure, trailing and recent-extreme stops each have environments in which they work well, and the trader should decide based on evidence rather than habit. The indicator renders all four on one chart, adds a per-method hold-rate measured on the active instrument, and flags the highest-hold-rate method with a star marker so the comparison is always a single glance away. The Risk Zone is drawn using the current-best method, which means the visual anchor adapts to whichever approach is statistically holding up best on that symbol and timeframe right now. 🔹 METHODOLOGY The four engines are independent and each produces a LONG and a SHORT level: ATR-SL — close minus or plus ATR × multiplier. Volatility-adaptive, widens in turbulent markets, tightens in calm ones. Pivot-SL — the most recent confirmed pivot low or pivot high. Respects market structure, places the stop beyond the last reversal point rather than at an arithmetic distance. Chandelier-SL — highest high minus ATR × multiplier for LONG, lowest low plus ATR × multiplier for SHORT. The classic Le Beau / Elder trailing stop, designed to follow strong trends without premature exits. Swing-SL — the lowest low or highest high over a short lookback. A simple, robust baseline that works well for shorter trades and scalping. Hold Rate — for every historical bar in the lookback window, the indicator records the SL level that each method would have produced at that bar, then checks whether price breached that level within a fixed forward window. Hold Rate is the percentage of evaluated bars in which the SL was not breached. This is a pure historical observation, not a forward performance projection. 🔹 SIGNALS & ALERTS Visual — dotted lines for LONG stops (plotted below price), dashed lines for SHORT stops (plotted above price). Each method uses a distinct color. Labels sit at the right edge of each line with the method name and exact price. A dedicated anti-overlap resolver repositions labels vertically whenever two or more methods produce near-identical levels, so the rightmost chart panel stays readable in tight clusters. Risk Zone — a shaded rectangle between current close and the highest-hold-rate SL on the trend-dominant side, extending forward from the current bar. Color matches the selected best method. Panel — four-column layout showing method, LONG price (and distance %), SHORT price (and distance %), and Hold Rate, with a star marker beside the method currently holding the highest rate. A trend footer reports Bullish or Bearish based on the EMA50 filter. Alerts — four pre-configured conditions for price breaching the ATR and Chandelier SL levels on either side. 🔹 KEY INPUTS Method toggles for each of the four engines. Length and multiplier inputs per method, with balanced defaults (ATR 1.5× / 14, Pivot length 5, Chandelier 2.5× / 22, Swing lookback 7). Hold-rate statistics lookback and forward window, defaulting to 1000 and 10 bars. Visual controls for long-side lines, short-side lines, labels, the Risk Zone and a trend-based dimming of the counter-trend side. Panel location (six positions), panel theme (Dark or Light), and adjustable font sizes for panel and labels, all defaulting to Normal. 🔹 HOW TO USE Open the indicator on any symbol and any timeframe. Read the panel first — the starred method is the one with the best historical hold-rate on the current chart. Pick a method that matches the trade plan: ATR for volatility-aware scalps, Pivot for structural setups, Chandelier for trend-following swings, Swing for simple quick trades. Use the Hold Rate column as secondary evidence, not as a standalone forecast. Read the SL price and the distance percentage next to it to size position accordingly — a 2% stop and a 6% stop are not the same trade, even on the same entry. The Risk Zone is a convenience visual for the trend-dominant side and should be interpreted together with the other levels, not in isolation. 🔹 LIMITATIONS & TRANSPARENCY Hold Rate is a backward-looking statistic computed on historical bars of the active chart. It describes what would have happened under a fixed forward-window assumption on past data and does not guarantee any future behavior. The forward-window length, lookback size and method parameters all influence the resulting numbers; changing inputs changes the statistic. The Pivot-SL method depends on the availability of confirmed pivots in the lookback window and will fall back to a conservative ATR-based placeholder when a pivot is not yet confirmed. Risk Zone selection is based on hold-rate ranking, which can switch between methods as markets evolve. This script is a decision-support tool for discretionary risk management, not a trade-entry signal generator. Always combine with independent analysis and sound position sizing. Past performance of any stop-loss method does not guarantee future results. 🔒 RISK DISCLOSURE This script is provided for educational and informational purposes only. It is not financial, investment or trading advice. Trading involves substantial risk of loss; use at your own discretion and risk.

Indicator

Risk Reward Visualizer [AGPro Series]Risk Reward Visualizer 🔹 Overview Risk Reward Visualizer is a professional trade-planning indicator that transforms every setup into a clean visual framework: entry, stop-loss, and up to three take-profit targets displayed as long rectangular R-multiple zones. Beyond basic visualization, it adds three features rarely found together in one tool — a breakeven probability calculator, live MFE/MAE excursion tracking, and an automatic trail-to-breakeven workflow. The indicator is built for traders who think in R-multiples: swing traders, prop-firm candidates, day traders, and anyone who wants to answer the question "does this setup actually make mathematical sense?" before committing capital. 🔹 What Makes It Different Most risk/reward scripts stop at drawing levels and a position-size table. This one goes further: • Breakeven Probability Math — For every R target, the panel displays the minimum win rate required to break even, adjusted for round-trip fees. A 3R target needs only 25% wins; a 1R target needs 50%. Seeing this side-by-side reframes how you evaluate setups. • Live MFE / MAE Tracking — Maximum Favorable Excursion and Maximum Adverse Excursion are tracked in real time from the moment the setup becomes valid. Labels mark the exact bar of each peak in R-multiples, with leader lines connecting the label to the wick, so you can grade trade quality after the fact. • Trail-to-Breakeven Visualization — When TP1 is hit, the original stop fades and a new breakeven line is drawn at entry, making the risk management discipline visible on the chart. • Hybrid Auto-Detect — Leave Entry and Stop at zero and the script fills them using the current close and the most recent swing pivot plus an ATR buffer. Provide one manually and the other auto-completes. Everything can be overridden. 🔹 Methodology Levels are calculated from the standard R-multiple framework: • Risk per unit = |Entry − Stop| • Take-profit N = Entry ± (N × Risk per unit), signed by trade direction • Breakeven win rate = (1 + fees_R) / (1 + R target) Direction is auto-inferred from the relationship between Entry and Stop (Long when Stop is below Entry, Short otherwise), and can be forced. Auto-detect uses a pivot lookback to locate the most recent swing high or low, then offsets the stop by a user-defined ATR multiple to reduce wick-out risk. MFE and MAE reset whenever Entry or Stop changes, so editing inputs restarts tracking cleanly. Hit detection uses bar high or low against each level and fires alerts only on the rising edge of each event. 🔹 Visuals & Signals • Risk zone rendered as a pink rectangle between Entry and Stop • TP1, TP2 and TP3 zones rendered as stacked teal rectangles with graded opacity • Entry line in indigo, stop in pink, take-profits in teal • Labels anchor to the right edge of the zone so they never hide candles • MFE label on the favorable excursion peak, MAE on the adverse peak, each offset 1.5 ATR with a dotted leader line • Alerts: TP1 hit, TP2 hit, TP3 hit, Stop Loss hit, Breakeven reached 🔹 Key Inputs • Setup Mode — Manual, Auto-Detect, or Hybrid • Trade Side — Auto, Long, or Short • Entry and Stop — leave at zero to auto-detect • Swing Lookback and ATR Buffer — for auto-detected stops • TP1, TP2, TP3 multipliers with individual show/hide toggles • Trail Stop to Breakeven After TP1 — toggle • Round-Trip Fees (%) — folded into breakeven math • Enable Position Size Calculator — optional; account size and risk percentage • Panel location, panel font size, label font size, zone length, zone transparency 🔹 How To Use Step 1 — Add the script to any symbol and timeframe. By default, Hybrid mode uses the current close as entry and the most recent swing plus an ATR buffer as stop. Step 2 — Override Entry or Stop with your planned levels if you have a specific setup in mind. Step 3 — Check the Breakeven Analysis section of the panel. Confirm the minimum win rate required for your chosen R target is realistic for your strategy. Step 4 — Set alerts for the targets you want to be notified on. If Trail-to-Breakeven is enabled, you will also receive a notification when TP1 hits so you can move your stop in your broker. Step 5 — After the trade, review MFE and MAE to grade execution. Did price reach favorable excursion that you missed? Did it dip deep into risk before resolving? 🔹 Limitations & Transparency • This is a planning and visualization tool. It does not place orders and does not produce buy or sell signals. • The breakeven calculation treats fees as a percentage of entry price converted into R-units. It is a useful approximation, not a tax or slippage model. • Auto-detected stops depend on recent swing structure. On very low-liquidity symbols or during strong trends without pullbacks, recent swings may be stale. Verify visually before using. • MFE and MAE tracking uses bar high or low and resets when inputs change. • Position sizing assumes a linear contract value and does not account for margin, leverage, or instrument-specific tick rules. Always cross-check with your broker. 🔹 Risk Disclosure Trading carries risk of loss. This indicator is provided for educational and analytical purposes only and is not financial advice. Past behavior of any tool does not guarantee future performance. Use proper position sizing and never risk more than you can afford to lose.

Indicator

Monte Carlo Risk Geometry Simulator [Aslan]Thanks to @KioseffTrading for the polyline retracing system and the plotting system as a whole🙏 ♦️ What This Script Does This is a Monte Carlo simulator for visualising and calculating the probability of a return based on risk geometry of the model (Risk %, RR, WR). It assesses the probability of returns by generating hundreds or thousands of possible outcomes using your win rate, risk-reward, and position sizing. Each line you see is a different plausible “future,” showing how your account could realistically evolve. 🔶 How To Use It Input your strategy stats, run a large number of simulations, and focus on three things: how wide the equity curves spread, how deep drawdowns get, and the percentage of profitable outcomes. Then adjust your model and repeat. 🔷 Application in Prop Firm evaluations Using the threshold system, you can see what risk geometry is most likely to pass a prop firm evaluation. Suprisingly, the most probable geometry for passing an eval can sometimes have a negative expected value! ♦️ Bottom Line This script helps you move from “how much can I make?” to “how likely am I to profit?” 🔎 Monte Carlo Simulations Explained Monte Carlo simulations are a method of modeling uncertainty by running many random versions of the same system to see all possible outcomes. In trading, instead of assuming one fixed result, it repeatedly simulates sequences of wins and losses based on your strategy’s statistics (like win rate and risk-reward). This creates a distribution of potential equity curves, showing not just what did happen, but could happen. It’s essentially a way to test probability and survival under randomness rather than relying on a single backtest. Monte Carlo simulations are widely used on quant trading desks around the world to model uncertainty, test strategy robustness, and estimate the probability distribution of trading outcomes under real-world randomness.

Indicator

Hash Dispersion Cone ## Overview The **Hash Dispersion Cone** is a forward-projecting statistical probability envelope built on realized volatility. Anchored to the current bar's close price, it projects where price is statistically expected to trade over the next N bars using log-normal volatility scaling — the same mathematical framework used by professional options desks and quantitative risk managers. This is not a buy/sell signal generator. It is a **probability map** — a live, continuously recalculating field that shows the market's statistical boundaries given current realized volatility. When volatility is low, the cone is tight. When volatility is expanding, the cone widens in real time. > *"Know your range before the market shows it to you."* > — Hash Capital Research --- ## How It Works ### The Mathematics The cone is constructed using the **square-root-of-time rule**, a foundational principle of financial mathematics. At each forward bar `t`, the projected price boundaries are calculated as: ``` Upper_k(t) = AnchorPrice × exp( +k × σ × √t ) Lower_k(t) = AnchorPrice × exp( −k × σ × √t ) ``` Where: - `k` = standard deviation multiplier (1 for 1σ, 2 for 2σ) - `σ` = realized volatility per bar (selected method) - `t` = number of bars forward Using the **log-normal form** is intentional and correct. It keeps the cone asymmetric in price space — the upside boundary is always further from anchor than the downside boundary by an equal percentage amount. This reflects how asset prices actually behave: they cannot go below zero, but can theoretically rise without limit. ### Why the Cone Moves With Price The cone repaints every bar because it is always anchored to the **current close**. This is by design. It answers the question: *"Given what volatility is right now, where could price go from here?"* — not where it could have gone from a past bar. --- ## Volatility Methods Three realized volatility estimators are available. Each has distinct statistical properties suited to different market conditions. ### Close-to-Close (Default) The standard log-return standard deviation: ``` σ = stdev( ln(Close / Close ), lookback ) ``` Most widely understood. Can underestimate volatility on assets that gap frequently or have large intrabar swings. Best for: **daily timeframes, equities, stable assets**. ### Parkinson (High-Low) Uses the high-low range instead of close-to-close returns: ``` σ² = mean / (4 × ln2) ``` Approximately **5x more statistically efficient** than Close-to-Close for the same lookback period. Captures intrabar volatility that close-to-close misses. Best for: **crypto, commodities, FX — any asset with large intrabar ranges**. ### Garman-Klass (OHLC) The most efficient of the three estimators, using all four price points: ``` σ² = mean ``` Most accurate for intraday analysis where the open-to-close gap carries information. Best for: **intraday timeframes (1H, 4H), equities with significant opening gaps**. --- ## Inputs Reference ### Volatility Calculation | Input | Default | Description | |---|---|---| | Lookback Period | 30 | Bars used to calculate σ. Lower = more reactive. Higher = smoother. | | Volatility Method | Close-to-Close | Estimator used. See Volatility Methods above. | | Vol Trend MA Length | 10 | SMA length applied to σ for regime classification. | **Lookback Tuning Guide:** - `10–20` bars → reactive, tracks recent volatility closely, cone resizes quickly - `30` bars → balanced default, smooths out single-spike distortions - `60–100` bars → slow-moving, regime-level volatility, stable cone width ### Projection | Input | Default | Description | |---|---|---| | Forward Bars | 15 | How many bars ahead the cone projects. | | Show 1σ Band | On | Displays ±1σ boundary (~68% probability zone). | | Show 2σ Band | On | Displays ±2σ boundary (~95% probability zone). | | Show Midline Anchor | On | Dotted horizontal line at anchor price. | **Forward Bars Tuning Guide:** - `5–10` bars → scalping and intraday setups - `10–20` bars → swing trading (recommended for 4H/Daily) - `20–50` bars → position trading and options expiry targeting **Important:** Doubling forward bars does NOT double the projected range. Due to the √t rule, doubling projection bars widens the cone by only ~41%. ## Visual Guide ### Band Colors and Meaning ``` +2σ ──────────────────────────── Crimson solid (outer extreme, ~95%) ░░░░ TEAL FILL (upside risk zone) ░░░░ +1σ - - - - - - - - - - - - - - Green dashed (primary upside boundary, ~68%) ▓▓▓▓ NAVY FILL (highest-probability core) ▓▓▓▓ MID ····························· Grey dotted (anchor / flat scenario) ▓▓▓▓ NAVY FILL (highest-probability core) ▓▓▓▓ −1σ - - - - - - - - - - - - - - White dashed (primary downside boundary, ~68%) ░░░░ MAGENTA FILL (downside risk zone) ░░░░ −2σ ──────────────────────────── Crimson solid (outer extreme, ~95%) ``` ### Three-Layer Fill System **Navy Core (±1σ interior):** The highest-probability zone. Statistically, ~68% of all future closes are expected to land here. This is where price "wants" to stay in a low-volatility regime. **Teal Upside Zone (+1σ to +2σ):** The upside risk corridor. Price entering this zone is statistically elevated — possible, but in the outer 14% of expected outcomes. **Magenta Downside Zone (−1σ to −2σ):** The downside risk corridor. Mirror of the teal zone. Price here signals a statistically significant down-move. --- ## Trading Applications ### 1. Cone Width as Regime Filter The most important signal is the **width of the cone itself**, not where price is within it. - **Tight cone** = low volatility, compressed range → range-bound playbook (fade edges, mean revert to midline) - **Wide cone** = high volatility, expanded range → momentum playbook (ride direction, wider stops) Never take a counter-trend trade in a wide, expanding cone. Never chase a breakout in a tight, contracting cone. ### 2. Price at 1σ Edge = Mean Reversion Setup When price reaches the projected +1σ or −1σ label price, it has statistically entered the outer 32% of expected outcomes. **Setup:** ``` Condition 1: Vol Regime is STABLE (─) Condition 2: Price has reached the ±1σ label level Condition 3: Rejection candle confirms (wick, doji, engulf) Entry: Fade the move back toward midline Target: Anchor price (midline) Stop: Just beyond the ±2σ label R:R: Typically 2:1 to 3:1 depending on cone width ``` ### 3. 2σ Touch = Extreme Signal A touch of the ±2σ boundary represents a 2-standard-deviation move. Statistically, only ~5% of future closes are expected to exceed this level. - In a **stable** or **contracting** regime: high-conviction mean reversion entry with defined risk to the 2σ line - In an **expanding** regime: possible breakout continuation — wait for candle confirmation before fading - Use the 2σ label price directly as a hard stop level for trades taken inside the cone ### 4. Vol Regime Arrow as Trade Filter The regime classification in the dashboard acts as a meta-filter over all other signals. - **▲ EXPANDING (red):** Do not counter-trend trade. Only take momentum entries in the direction of the move or stay flat. Cone edges are likely to be broken. - **▼ CONTRACTING (green):** Volatility is compressing. A breakout is loading. Watch for the first expansion candle and trade the direction of the break. This is often the highest R:R setup the cone generates. - **─ STABLE (white):** Range conditions active. Mean reversion setups at σ edges are highest probability in this state. ### 5. Stop Placement Reference The σ label prices at the cone's right edge provide statistically-grounded stop levels: - **Conservative stop:** Beyond ±2σ label (95% of moves contained) - **Standard stop:** Beyond ±1σ label (68% of moves contained) - **Tight stop:** A fixed percentage of the ±1σ distance This gives every trade a volatility-adjusted stop rather than an arbitrary fixed-pip or percentage stop. --- ## Timeframe Recommendations | Timeframe | Lookback | Forward Bars | Vol Method | Best Use | |---|---|---|---|---| | 5m / 15m | 20 | 10 | Garman-Klass | Scalping entries | | 1H | 30 | 15 | Parkinson or GK | Intraday swing | | 4H | 30 | 15 | Parkinson | Swing trading (default) | | Daily | 30–50 | 20 | Close-to-Close | Position trading | | Weekly | 20 | 10 | Close-to-Close | Macro range framing | --- ## Asset Class Notes **Crypto (BTC, ETH, SOL, etc.):** Parkinson is recommended over Close-to-Close due to large intrabar ranges common in 24/7 markets. Cone will be noticeably wider than equities at equivalent timeframes, reflecting structurally higher realized volatility. The 2σ touch setup is especially reliable on 4H BTC during STABLE regimes. **FX:** Parkinson works well. Forward Bars of 10–15 on 4H aligns well with typical intraweek swing durations. Cone width is generally tighter than crypto, making σ edge touches more frequent. **Equities / Indices:** Garman-Klass recommended for intraday. Close-to-Close is standard for daily and above. Be aware that equity close-to-close can underestimate true vol during earnings season — consider switching to Garman-Klass temporarily. **Commodities:** Parkinson preferred. Energy and agricultural commodities have gap and range behavior similar to crypto. --- ## Technical Notes - The cone redraws on every bar close. It is anchored to the current close and always projects forward from the most recent confirmed price. This is expected behavior — not a repaint flaw. - Fills are capped at 16 segments per zone to remain within Pine Script's linefill object limit (~50 total). At default 15 forward bars, all fills render completely. - The annualization factor is automatically adjusted for timeframe: Daily (√252), Weekly (√52), Monthly (√12), and intrabar (derived from `timeframe.in_seconds()`). - All price labels use comma-formatted output (e.g., `74,161.34`) for readability at large price scales. --- ## Disclaimer The Hash Dispersion Cone is an educational and analytical tool. Statistical probability does not guarantee any specific price outcome. All trading involves risk. Past statistical behavior does not guarantee future results. This indicator does not constitute financial advice. --- *Published on PulseWire by Hash Capital Research *

Indicator

by Hash_Capital

Smart Candle Structures [TechnicalZen]No lines. No noise. Just candles that already know. That said, four configurable themes let us get more details. That's what this does. Nine independent analytical systems — volume flow, momentum, Wyckoff structure, wave dynamics, adaptive trend quality, machine learning, multi-factor confluence — all running simultaneously, all measuring different properties of the same price action. Their combined verdict doesn't appear as a label you have to find, or a line you have to interpret, or a panel you have to read. It appears as the color of the candle itself . Cyan — everything agrees. Go. Maroon — everything agrees the other way. Go. Yellow — nothing agrees. Wait. Green and red — the shades between conviction and indecision, the gradients of "almost" and "not yet." One glance. No scanning. No mental math. No overlapping spaghetti lines fighting for your attention. The gradient is continuous — colors flow from one candle to the next because conviction doesn't snap between states. When you see candles drifting from cyan through green toward yellow, you're watching three independent systems lose agreement in real time. When they shift from red through yellow and lock into green, something just aligned. You didn't need an alert. You saw it happen. Add it to your chart. Hide the default candles. That's it. The candles are the indicator. ——— Builds on Price Action Scan: Pulse, Rhythm & Drift — the full TrueMove Council engine, all nine schools, the dual VWAP structure, the MFE accuracy tracker, the dashboard — everything unchanged and fully intact. What's new is the presentation : the three directional systems that already existed are now synthesized into a continuous color gradient painted directly onto the candle. Same engine. Zero clutter. ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ The Three Layers Each candle's color is determined by the combined state of three directional systems. Each system contributes a continuous score — not a binary vote, but a float between -1.0 and +1.0 — that reflects both direction and conviction strength. Impulse — The fast heartbeat. Eight analytical schools (OBV Flow, RSI Zones, Wyckoff, Amplitude, VWMA Delta, Kalman Filter, Naive Bayes, Confluence) vote on direction. When two or more agree, a signal fires. The impulse layer starts strong and fades over time — its contribution to candle color decays smoothly across the cooldown window, reflecting the natural erosion of a signal's relevance as bars pass. Regime — The structural tide. An adaptive trend engine (Adaptive Pivots) tracks regime shifts independently. Its contribution to color is weighted by Trend Quality — a composite of directional efficiency, volume regime, structural position, and momentum persistence. A high-quality trend paints with full conviction. A degraded trend barely registers. The color reflects what matters: not just the direction, but how trustworthy that direction is. Trend — The deep current. An exponentially weighted VWAP (EVWAP) marks the slow structural direction. Its color contribution scales with how far price has drifted from EVWAP — close to the line means weak conviction, far away means the trend has legs. Direction without separation is noise. This layer only colors strongly when price and trend genuinely agree. These three scores are summed and normalized to produce a single continuous value. That value maps smoothly across a five-stop color gradient — from deep maroon through red, yellow, and green to bright cyan — using smooth interpolation, not discrete steps. Adjacent candles will always be close in hue because the underlying scores change gradually. The result is a visual rhythm you can read at a glance. ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ Reading the Candles Each candle communicates three things simultaneously through a single visual: 1. Hue — the alignment gradient Cyan — Full Align ↑ — all three layers agree bullish with conviction Green — Bull Bias — most layers lean bullish, minor disagreement Yellow — Indecisive — layers are fighting, or conviction is low across the board Red — Bear Bias — most layers lean bearish, minor disagreement Maroon — Full Align ↓ — all three layers agree bearish with conviction 2. Shade — bar direction Bright shade — the bar closed above its open (bullish bar) Dark shade — the bar closed below its open (bearish bar) This creates visual texture within the same color zone. In a green region, the bright bars pop and the dark bars recede — you can see the intra-trend pullbacks without losing the dominant directional context. 3. Fill — hollow candle logic Hollow (transparent body, colored border) — close ≥ open. Standard PulseWire hollow candle behavior. Filled (solid colored body) — close < open. Three layers of information in a single candle. No overlays needed. ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ Why Continuous, Not Discrete The gradient is continuous because markets don't snap between states — they transition. A fading impulse signal doesn't suddenly become irrelevant after N bars. Trend quality doesn't instantly collapse. Price doesn't teleport from one side of EVWAP to the other. Each layer's score reflects this reality: Impulse decays — starts at full strength on the signal bar and fades linearly toward zero over the cooldown period. Yesterday's signal doesn't color today's candle the same way. Regime scales with quality — a high-TQI trend contributes a strong score; a deteriorating trend contributes a muted one. The direction might be the same, but the color tells you the conviction has changed. Trend scales with distance — price sitting on top of EVWAP means low confidence in trend direction. Price a full ATR away means the trend is expressing itself. The further the separation, the stronger the color contribution, saturating at 1.5 ATR. The result is that color transitions happen gradually and meaningfully. When you see candles shifting from green toward yellow, something is actually changing in the underlying systems — you're not watching a threshold artifact. ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ Display Themes — One Indicator, Four Workflows Most indicators give you one look. Take it or leave it. If you want less clutter, you untick boxes until things disappear and hope you didn't break a dependency. If you want more detail, you stack another indicator on top. Smart Candle Structures doesn't work that way. Four curated theme presets give you fundamentally different chart experiences — each designed as a complete visual workflow, not a random subset of features: Smart Candles — Gradient candles only. Nothing else on the chart. No lines, no boxes, no labels, no markers. Just color flowing through price. This is the purest read — for traders who've internalized the system and only need the candle to tell them where they stand. Minimalists and tape readers will live here. Smart Candles + RR Boxes — Adds risk/reward zones on council signals and regime flips. Blue SL boxes, white TP boxes with dotted outlines on council signals. Adaptive Pivots draws its own TP/SL in distinctive light-yellow dotted outlines — you'll never confuse which system generated a box. Signal labels show vote counts so you know how many schools agreed. This is the default — the sweet spot between information density and visual clarity. Smart Candles + Lines — Adds the structural framework: POC (anchored VWAP with upper/lower deviation bands), EVWAP line with direction-change triangles, Adaptive Pivots trend line, and volume climax circles. No RR boxes. This is the analytical mode — for understanding why the candles are the color they are. Smart Candles + RR Boxes + Lines — Everything visible. The full picture: gradient candles, risk zones, structural lines, volume markers, regime labels. For deep analysis sessions, replay, or when you're actively developing your read on a new instrument. Switch themes with a single dropdown. No need to re-configure nine different toggles when you want a different view — just pick the workflow and go. And then fine-tune within each theme. Nine individual toggles give you granular control within whatever theme you've selected: signal labels, council SL box, council TP box, S9 SL box, S9 TP boxes, S9 regime labels, POC lines, EVWAP line, and volume extreme markers. The theme sets the broad strokes; the toggles handle the details. Want RR boxes but no signal labels? Done. Want lines but no climax circles? Done. Every combination works. Nothing breaks. Ten configurable gradient colors — bright and dark shades for each of the five color stops — let you match the candles to any chart theme. Dark background, light background, custom palette — dial in the exact hues that make the gradient legible on your screen. The defaults are tuned for dark-themed charts (cyan through maroon), but every stop is an input you can change. ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ The Engine Underneath The candle coloring runs on top of the full TrueMove Council architecture — unchanged and fully intact from Price Action Scan: Pulse, Rhythm & Drift . Everything that made the original work is still here: Eight Council Schools OBV Flow — volume flow divergence and acceleration RSI Zones — smoothed RSI oversold reclaim / overbought reject with signal-line confirmation Wyckoff — effort vs result on pullback, spring/upthrust trap events Amplitude Strength — seven-factor wave dynamics scoring (speed, time, volume, structure) VWMA Delta — volume-weighted momentum zero-cross Kalman Filter (LQE) — dual adaptive Kalman crossover Naive Bayes (Adaptive) — six-feature machine learning classifier that learns from your instrument Confluence — ten-factor weighted alignment with HTF bias and EMA cross trigger School 9: Adaptive Pivots An adaptive SuperTrend with TQI-modulated bands, character-flip detection, local pivot SL placement, and its own independent MFE accuracy tracker. Operates outside the council — its own signals, its own boxes, its own hit rate. Dual VWAP Structure POC (anchored VWAP) — re-anchors on volume climax events. Three dashed lines: center, upper band, lower band. Closest-to-price line highlighted. Signal failure detection (invalidation after 3 bars on wrong side). EVWAP — re-anchors on swing direction changes. Exponentially weighted, volume-capped. Direction triangles at segment starts. MFE Accuracy Tracking Every signal is evaluated using Maximum Favorable Excursion over a 12-bar window. If price reaches 0.5 ATR in the signal direction at any point during those 12 bars, it counts as a hit. Per-school and council-level hit rates are displayed in the dashboard. School 9 has its own independent tracker. ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ The Dashboard The SCS Report panel displays: Signal status — current council state: Active (↑/↓), Diverged (schools voting opposite directions), or Invalidated (signal failed POC test) Candle alignment — current layer readings (I↑ R↑ T↑), composite score, alignment label (Full Align ↑, Bull Bias, Indecisive, Bear Bias, Full Align ↓), bar direction (▲/▼), and hollow/filled state (○/●) School votes — all eight schools sorted by recency, showing vote direction and running hit rate. Active voters are highlighted in bull/bear color. Adaptive Pivots — independent yellow-highlighted row with its own vote and hit rate Council result — overall accuracy, signal counts (evaluated vs fired), Naive Bayes learning status, and current volume z-score Theme — current display preset ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ How to Use It Step 1: Hide default candles. Go to Chart Settings → Symbol and set body, border, and wick colors to transparent. The smart candles will paint on their own. This is not optional for a clean read — if both candle sets render, you'll see doubled outlines. Step 2: Switch to Volume Candles. In Chart Settings → Symbol → Chart style, select Volume Candles. This varies bar width by volume — high-participation bars are wider, low-participation bars are thinner. Combined with the alignment gradient, you get two layers of information per bar: color tells you structural alignment, width tells you participation. A wide cyan candle is a crowd moving in full agreement. A thin yellow candle is nobody caring during indecision. This pairing gives the richest read of any candle configuration. Step 3: Start with the default theme (Smart Candles + RR Boxes). Watch the color flow for a while. You'll start seeing patterns: how candles shift from cyan through green as impulse decays, how they snap to red when regime flips, how yellow chop zones precede breakouts. Step 4: Read the transitions, not the individual candles. A single cyan candle in a sea of yellow means nothing. A gradual shift from yellow through green to cyan over ten bars means three systems are lining up. That's the edge — not any single bar, but the directional consensus building or collapsing across time. Step 5: Check the dashboard. The alignment row tells you exactly what's contributing. If you see I↑ R↓ T↑, you know impulse and trend agree but regime is fighting them. The score tells you how close to consensus you actually are. Step 6: Switch to + Lines when you need context. The POC and EVWAP lines show you the structural framework the candle colors are derived from. Sometimes you need to see why trend flipped — the EVWAP direction change marker will show you exactly where. ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ Key Settings Display Theme — Smart Candles / + RR Boxes / + Lines / + RR Boxes + Lines Dashboard Position — configurable or hidden Visual Toggles — individual on/off for signal labels, council SL/TP, S9 SL/TP, S9 labels, POC, EVWAP, climax markers Smart Candle Colors Ten configurable colors: bright and dark shade for each of the five gradient stops (Cyan, Green, Yellow, Red, Maroon). Customize to match your chart theme. Council Council Behavior — "2+ Agree" (consensus) or "All Signals" (any school) Signal Cooldown — minimum bars between same-direction signals (default 30) Schools All nine schools can be toggled individually NB Min Samples — minimum resolved outcomes before Naive Bayes votes Confluence Min Score — weighted threshold for the confluence school Confluence HTF Bias — higher timeframe for trend alignment (non-repainting) Adaptive Pivots (S9) ATR Length, Base Width, Efficiency Window, Quality Influence, Quality Curve Power Character Flip toggle and minimum age SL Buffer and Pivot Length for stop placement VWAP Display POC and EVWAP smoothing (Raw or Hull), Hull length, POC band width ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ What's Different from Price Action Scan Price Action Scan shows you the three layers as separate visual elements — labels, lines, boxes — and lets you interpret their alignment yourself. Smart Candle Structures does the synthesis for you. It reads the alignment state of all three layers and paints it directly onto the candle. The analytical engine is identical. The presentation is fundamentally different. Price Action Scan is for traders who want to see every component. Smart Candle Structures is for traders who want to see the answer. They share the same codebase. Use whichever presentation matches how your eyes work. ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ Disclaimer This indicator is provided for educational and informational purposes only. It is not financial advice, and it does not constitute a recommendation to buy, sell, or hold any financial instrument. All trading involves risk. Past performance of any signal, voting system, or analytical method does not guarantee future results. The council votes, hit rates, accuracy statistics, and candle gradient colors displayed represent computational assessments based on the indicator's rules applied to historical data loaded in PulseWire. They are not predictions and should not be treated as certainties. The Naive Bayes School learns from the chart data currently loaded. Its learned patterns may not generalize to future market conditions, different instruments, or different timeframes. The hit rates displayed in the dashboard reflect performance on the loaded chart history only and are subject to survivorship bias, lookback bias, and data limitations inherent to backtesting on historical bars. Candle colors represent a real-time composite of three directional systems. A "Full Align" candle does not guarantee the move will continue. An "Indecisive" candle does not guarantee a reversal. The gradient is a lens for reading structure, not a prediction of outcome. Traders should always use independent risk management, position sizing, and their own judgment before entering any trade. By using this indicator, you acknowledge that you are solely responsible for your own trading decisions and that the authors accept no liability for any losses incurred.

Indicator

by TechnicalZen

TrueMove: Council of 7 Schools [TechnicalZen]A Decision Support System for Risk Management. Imagine seven analysts — each a specialist in a different discipline — studying the same price chart simultaneously. One reads volume flow. Another scores multi-factor confluence. A third measures Wyckoff effort dynamics. A fourth compares wave speed and amplitude. A fifth tracks volume-weighted momentum. A sixth applies adaptive Kalman filtering. A seventh learns patterns from the instrument's own history using machine learning. Each arrives at their own independent conclusion. Then they vote. This is what this indicator does. Seven academically grounded analytical Schools, each examining price action through a fundamentally different lens, casting independent votes on market direction. The result is not a prediction — it is a decision support system designed to help traders manage risk with confidence. The core question it answers: "Is this move real, or is it a trap?" When the council reaches consensus, you trade with conviction. When it doesn't, you wait. The strength of this system is not in any single School — it is in the convergence of independent perspectives. A move confirmed by volume flow, momentum, wave dynamics, and machine learning simultaneously carries fundamentally different weight than a move flagged by one method alone. This is risk management through structured consensus. Not a black box. Not a single signal line. A council of seven independent minds, each with a transparent methodology, each with a tracked hit rate, each accountable for its calls. ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ The System The indicator operates on three layers: Signal Layer — Seven independent Schools analyze price action using different methodologies. Each votes Bull or Bear when its conditions are met. Council Layer — Votes are aggregated. In "2+ Agree" mode, a signal fires only when two or more Schools vote in the same direction within a 3-bar window. In "All Signals" mode, any School's vote fires a signal. Visual Layer — POC lines (anchored VWAP), EVWAP (exponentially weighted VWAP), risk/reward boxes, and direction labels present the council's verdict on the price chart. ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ The Council The council aggregates school votes using a configurable consensus mechanism: "2+ Agree" Mode — Requires two or more enabled Schools to vote in the same direction within a 3-bar window. This is the conservative mode. Fewer signals, higher conviction. If only one School is enabled, it automatically drops to requiring just that one vote. "All Signals" Mode — Any enabled School's vote fires a signal. This is the aggressive mode. More signals, lower filtering. Useful for seeing what each School detects independently. Conflict Resolution — If bull and bear votes arrive on the same bar, the direction with more votes wins. If tied, bull wins (consistent tie-breaking). Cooldown — Separate bull and bear cooldowns prevent signal spam in the same direction while allowing quick reversals when the market genuinely flips. ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ The 7 Schools Each School uses a fundamentally different analytical approach. They are designed to be independent — a signal from one School does not depend on or duplicate another. School 1: OBV Flow What it sees: Volume flow divergence and acceleration Detects when On-Balance Volume diverges from price (hidden buying or selling pressure) and when volume flow is accelerating in a direction supported by market structure. School 2: Confluence What it sees: Multi-factor agreement across independent indicators Triggers when RSI exits oversold (bull) or crosses below the momentum midline (bear) in a trending market. Scores seven independent factors and requires four or more to agree. School 3: Wyckoff What it sees: Effort vs Result on pullbacks, plus trap events Measures whether pullback volume is declining relative to pre-pullback volume (Wyckoff effort), whether the bounce bar shows commitment (result), and detects Spring and Upthrust events — false breakdowns and breakouts that trap weak hands. School 4: Amplitude Strength What it sees: Wave dynamics — speed, time, and volume at swing points Compares consecutive swing waves: is the trend wave faster than the pullback? Is the pullback shorter in time? Is volume declining at successive swing lows (or highs)? Is momentum oversold (or overbought) at the swing point? Scores seven wave-quality factors. School 5: VWMA Delta What it sees: Volume-weighted momentum crossing fair value Computes the difference between short-term and long-term Volume Weighted Moving Averages, smooths it with RMA, and fires when this delta crosses zero. Volume is built into the measurement itself — not added as a secondary filter. School 6: Kalman Filter (LQE) What it sees: Adaptive filtered trend crossover Applies two Kalman filters (Linear Quadratic Estimator) to price at different speeds. The short filter crossing above or below the long filter signals a trend shift. The Kalman filter adapts its responsiveness automatically based on estimation uncertainty. School 7: Naive Bayes (Adaptive) What it sees: Learned patterns in raw price action DNA A machine learning classifier that observes six raw features no other School uses: body trend, wick dominance, price percentile, volatility regime, momentum acceleration, and gap behavior. It builds Gaussian probability profiles from resolved outcomes and votes when its confidence exceeds 65% in either direction. This School learns and adapts to the specific instrument and timeframe over time. ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ School Rules — Complete Reference School 1: OBV Flow (5 rules) Price at/near 20-bar low (within 5% of range) — bull trigger OBV well above its 20-bar low (>15% of OBV range) — divergence detection OBV above its SMA(20) — volume flow trend confirmation OBV slope accelerating (current 5-bar slope > previous) — momentum Bull structure (higher lows) confirmed — structural context Bear: symmetric mirror of all conditions School 2: Confluence (9 rules — 2 trigger + 7 scored, need 4/7) Trigger: RSI crosses above 30 (bull) or below 50 (bear) Trigger gate: ADX ≥ 20 + price on correct side of EMA Score: ADX ≥ 25 (strong trend) Score: Bull/bear structure confirmed Score: Price above/below SMA(50) (longer-term trend alignment) Score: MACD line vs signal agreement Score: Price touched EMA in last 2 bars (level test) Score: Volume above average Score: Candle body ratio > 50% School 3: Wyckoff (9 rules — 7 standard + 2 trap events) EMA cross initiates pullback tracking Pullback duration ≥ 3 bars Average pullback volume < pre-pullback average volume (declining effort) OR average body ratio < 0.45 during pullback (narrow bars) Bounce bar body ratio > 50% (strong commitment) Bounce bar volume > pullback average volume (expanding effort) EMA cross back confirms resolution Spring: price breaks below previous swing low, closes back above with volume Upthrust: price breaks above previous swing high, closes back below with volume School 4: Amplitude Strength (7 scored, need 4/7) Bull/bear structure confirmed Trend wave amplitude > 0.8 ATR (bull: up-wave, bear: down-wave separately) Trend wave speed > pullback speed (impulsive move, not grinding) Pullback duration < trend wave duration (quick correction) Current pullback shallower than previous (< 1.2x) Current swing volume < previous swing volume (swing-to-swing comparison) RSI < 40 at swing low (bull) / RSI > 60 at swing high (bear) School 5: VWMA Delta (1 rule) RMA(30) of VWMA(5) minus VWMA(30) crosses zero School 6: Kalman Filter LQE (1 rule) Kalman filter (length 50, R=0.01, Q=0.10) crosses above/below Kalman filter (length 100) School 7: Naive Bayes Adaptive (6 features + confidence threshold) Feature: 3-bar body trend (growing or shrinking candle bodies) Feature: Wick dominance (upper vs lower wick ratio — rejection direction) Feature: Price percentile in 20-bar range (position within recent range) Feature: Volatility regime (ATR vs its SMA — expanding or contracting) Feature: Momentum acceleration (bar-to-bar price change speeding up or slowing) Feature: Gap behavior (open vs previous close, ATR-normalized) Threshold: P(bull) ≥ 65% to vote bull, P(bull) ≤ 35% to vote bear Requires minimum 15 resolved samples before voting ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ How the Schools Differ Schools 1 & 5 are volume-driven — they measure where money is flowing, not where price is moving. Schools 2 & 4 are multi-factor scoring systems — they require multiple conditions to align before voting, reducing false positives. School 3 is event-driven — it detects specific Wyckoff structural events (springs, upthrusts, effort exhaustion) rather than continuous measurements. School 6 is filter-driven — it uses an adaptive mathematical estimator that adjusts its own responsiveness based on estimation uncertainty. School 7 is the only School that learns — it builds its model from the instrument's own history and adapts over time. Every other School uses fixed rules. ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ The Voting System Each School votes independently. Votes are collected within a 3-bar window — Schools do not need to fire on the exact same bar to count as agreeing. This accommodates the fact that different analytical methods detect events at slightly different times. The dashboard shows each School's most recent vote using directional emojis and colors the School name green (bull vote) or red (bear vote) when it participated in the last signal. Schools are sorted by recency — the most recently active School appears at the top of the list. The Hit Rate column shows each School's accuracy when it participated in council signals — how often signals were correct when that School voted. This is not standalone accuracy; it measures performance within the council context. ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ POC Lines (Anchored VWAP) Three dashed lines that represent volume-weighted fair value since the last extreme volume event: Center — the anchored VWAP: where volume-weighted price has centered since the last climax event Upper and Lower — standard deviation bands that start at the same point as the center (origin) and branch outward as price disperses The POC re-anchors when a volume extreme is detected (volume z-score exceeds the threshold with a directional candle). All three lines converge to a single origin point at the climax bar, then branch as the new VWAP accumulates data. The line closest to price is highlighted with increased width and brightness. When the council signals a direction and price subsequently moves against it (crossing the POC center in the wrong direction for 3+ bars), the highlighted line changes color — red for a failed bull signal, green for a failed bear signal. This failure detection provides immediate visual feedback that the anticipated move did not materialize. Hull smoothing can be applied to the POC lines for cleaner visual tracking. ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ EVWAP (Exponentially Weighted VWAP) A solid line that tracks volume-weighted fair value with exponential decay, re-anchoring at swing direction changes: Uses the same Exponentially Weighted Moving Average formula as the DS-VWAP methodology Re-seeds at swing pivot points detected by the swing period setting Volume spikes are capped at 3x the 20-bar average to prevent single bars from hijacking the calculation Changes color based on swing direction — bull color when the most recent swing high is more recent, bear color when the most recent swing low is more recent Direction change triangles mark where each new segment begins Hull smoothing can be applied for a cleaner line. ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ The Cyclic Structure: POC within EVWAP The POC and EVWAP operate on different cycles and anchor to different events: EVWAP re-anchors on swing direction changes (structural pivots in price). It represents the macro fair value — where the broader trend says price should be. POC re-anchors on volume extreme events (climax bars). It represents the micro fair value — where volume clustered after the last burst of aggressive participation. These cycles are not synchronized. A volume climax can happen mid-swing. A swing pivot can happen without a volume extreme. When both re-anchor near the same bar, that is a structurally significant event — both macro and micro fair value are resetting simultaneously. The POC lines oscillate within the EVWAP framework. When the POC center is above the EVWAP line, volume-weighted activity is biased above the structural trend — bullish pressure. When below, bearish pressure. This relationship provides a dynamic reading of whether short-term volume activity agrees with the broader trend direction. ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ Risk/Reward Boxes When a signal fires, two boxes are drawn: Green box (above entry for bull, below for bear) — the take-profit zone at 2:1 risk-reward ratio Red box (below entry for bull, above for bear) — the stop-loss zone at 0.5 ATR from the signal bar's extreme Boxes extend 15 bars forward Higher vote counts produce slightly more opaque boxes (stronger conviction = more visible) ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ Hit Rate and Accuracy Tracking The indicator tracks signal accuracy using Maximum Favorable Excursion (MFE): After each signal, the tracker monitors the next 12 bars If price reaches 0.5 ATR in the signal direction at any point during those 12 bars (using the bar's high for bull signals, low for bear signals), the signal is marked correct This is not a close-at-bar-12 check — it measures whether the move occurred , not whether it held The dashboard displays: Per-School Hit Rate — accuracy when that School participated in the council signal Council Accuracy — overall accuracy across all evaluated signals Signals — evaluated count vs total fired (signals during an active evaluation window are not double-counted) Naive Bayes Learning — current status and class distribution of the adaptive learner ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ Visual Aesthetics The indicator is designed for visual clarity on dark-themed charts: POC lines — dashed, in a distinct blue tone, with the tracked line highlighted at double width EVWAP line — solid, colored by swing direction (bull/bear), with direction triangles at segment starts Climax circles — small colored dots marking extreme volume events, no glow clutter Signal labels — directional arrows with vote counts (e.g., "↑ Up (3/7)") Dashboard — Schools sorted by recency of last vote, with bull/bear emojis and color-coded names. Schools that voted in the most recent signal appear at the top and light up in the direction color. ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ Key Settings Council Behavior — "2+ Agree" (consensus) or "All Signals" (any School) Signal Cooldown — Minimum bars between same-direction signals (default 30). Opposite-direction signals are not blocked. School Toggles — Enable or disable each of the 7 Schools independently. POC/EVWAP Smoothing — Raw or Hull smoothed. Hull length configurable. Swing Period — Controls EVWAP re-anchoring sensitivity (default 55). Volume Lookback — Bars analyzed for climax detection and volume statistics. NB Min Samples — Minimum resolved outcomes before the Naive Bayes School starts voting. ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ Disclaimer This indicator is provided for educational and informational purposes only. It is not financial advice, and it does not constitute a recommendation to buy, sell, or hold any financial instrument. All trading involves risk. Past performance of any signal, voting system, or analytical method does not guarantee future results. The council votes, hit rates, and accuracy statistics displayed represent computational assessments based on the indicator's rules applied to historical data loaded in PulseWire. They are not predictions and should not be treated as certainties. The Naive Bayes School learns from the chart data currently loaded. Its learned patterns may not generalize to future market conditions, different instruments, or different timeframes. The hit rates displayed in the dashboard reflect performance on the loaded chart history only and are subject to survivorship bias, lookback bias, and data limitations inherent to backtesting on historical bars. No indicator, algorithm, or model — regardless of how many independent methods it combines — can account for all market variables including liquidity events, news-driven gaps, exchange outages, dark pool activity, or sudden regime changes. Traders should always use independent risk management, position sizing, and their own judgment before entering any trade. By using this indicator, you acknowledge that you are solely responsible for your own trading decisions and that the authors accept no liability for any losses incurred.

Indicator

by TechnicalZen

AG Pro Relative Volume Pressure Map [AGPro Series]AG Pro Relative Volume Pressure Map Overview / What it does AG Pro Relative Volume Pressure Map is designed to evaluate whether relative volume is translating into efficient bullish pressure, efficient bearish pressure, inefficient two-way absorption, or possible climax behavior. Instead of treating relative volume as a standalone “high volume” condition, this script maps how that volume is interacting with candle structure, close location, wick behavior, and short-term pressure efficiency. The result is a rules-based pressure framework built to help organize active price-volume interaction directly on the chart. This script is not built as a basic RVOL meter, a generic volume spike detector, or a standalone entry engine. Its purpose is to classify whether elevated relative volume is being accepted as directional pressure, being absorbed into unstable churn, or appearing late enough to justify caution. The visual design is intentionally chart-facing. Pressure events, backdrop zones, memory trails, and the summary panel are meant to help traders read whether volume is supporting directional intent or fading into friction. It is a decision-support map, not a prediction model. Unique Edge The main difference of this script is simple: It does not ask only whether volume is above average. It asks whether above-average volume is producing usable directional pressure. That distinction matters. Many relative volume tools stop at “volume is elevated.” This script goes further and evaluates whether that elevated participation is accompanied by efficient body structure, strong close positioning, limited opposing wick pressure, and acceptable short-horizon follow-through context. In other words, it attempts to separate meaningful pressure from noisy activity. This also makes the script materially different from several other AG Pro tools: - It is not a Volume Profile framework. It does not map acceptance, rejection, POC interaction, or value-area structure. - It is not a VWMA extension tool. It does not measure dislocation from a volume-weighted moving anchor. - It is not a money-flow proxy. It does not attempt to infer broader accumulation or distribution from flow-style formulas. - It is not a breakout-quality map. It does not judge level breaks, retests, or structural invalidation around support/resistance rails. - It is not a trend regime meter. It focuses on active pressure quality around current bars rather than broad market-state classification. Its niche inside the AG Pro lineup is more specific: AG Pro Relative Volume Pressure Map focuses on whether current relative volume is being converted into directional pressure efficiently, inefficiently, or excessively. Methodology The script starts with relative volume. Current volume is compared against its recent average so the tool can determine whether participation is dry, normal, elevated, or extreme. From there, the script evaluates how price is behaving inside the same bar: - Body efficiency: how much of the total range is being expressed through the real body. - Close location: whether the bar is closing with directional conviction or fading into the middle of its range. - Opposing wick pressure: whether the active side is being challenged by rejection. - Stretch versus ATR: whether the move is becoming extended relative to recent volatility. - Optional one-bar follow-through filter: whether short-horizon continuation is present when pressure is classified. These components are combined into a pressure logic model that classifies price-volume behavior into five chart states: 1. Bull Pressure Elevated relative volume is aligned with an efficient bullish body, strong close placement, limited upper-wick resistance, and acceptable follow-through context. 2. Bear Pressure Elevated relative volume is aligned with an efficient bearish body, strong close placement, limited lower-wick resistance, and acceptable follow-through context. 3. Absorption Relative volume is elevated, but directional efficiency is weak, conflicted, or unstable. This often reflects churn, friction, or two-way participation where raw activity does not cleanly convert into directional pressure. 4. Climax Risk Relative volume is extreme and the bar is stretched enough to justify caution. The script uses this state to identify situations where pressure may be arriving in a late or inefficient form rather than in a fresh, clean expansion phase. 5. Passive No major pressure condition is active. Participation is comparatively dry, mixed, or below the threshold required for the more expressive states above. States / Alerts This script is organized around states rather than trade commands. Available state logic includes: - Bull Pressure - Bear Pressure - Absorption - Climax Risk - Pressure State Change These alerts are intended to reflect changes in price-volume character, not guaranteed opportunity. They can be used as workflow events, review prompts, or contextual filters inside a broader chart process. The panel summarizes the active environment through fields such as: - RVOL state - Current pressure state - Pressure side - Quality - Strength - Efficiency - Absorption risk and short-horizon bias The chart layer complements this with event labels, backdrop zones, and pressure memory trails so the user can see not only what state is active now, but how recent pressure has evolved across the visible structure. Why this is different from the other AG Pro scripts AG Pro Relative Volume Pressure Map was intentionally designed to avoid overlap with the existing AG Pro publication line. Where some AG Pro tools are built around breakout structure, moving-average displacement, equilibrium logic, profile interaction, or directional survival around a specific technical framework, this script stays centered on one narrower question: Is current relative volume producing efficient pressure, inefficient absorption, or late-stage risk? That makes it different in both concept and use case. For example: - A breakout-quality tool is asking whether a level event is structurally convincing. - A profile-based tool is asking whether price is accepting or rejecting volume-defined areas. - A reclaim/dislocation tool is asking whether price is stretching away from or reclaiming a known reference. - This script is asking whether participation itself is translating into directional pressure cleanly enough to matter. So even when the chart user applies multiple AG Pro tools together, this one is not meant to duplicate them. It fills a different layer of analysis: active pressure efficiency around relative volume. Key Inputs Relative Volume Length Controls the lookback used to normalize current volume versus its recent baseline. ATR Length Used for stretch evaluation and several visual placement rules. Pressure Smoothing Smooths the relative volume component to reduce one-bar noise. Use 1-Bar Follow-Through Filter Adds a simple continuation requirement so pressure states can be made more selective. Elevated RVOL Threshold Defines the point at which participation becomes meaningfully above normal. Extreme RVOL Threshold Defines the threshold used for more exceptional activity and climax-style conditions. Minimum Body Efficiency Controls how much real-body participation is required before a pressure bar is considered efficient. Strong Close Location Controls how strongly price must close toward the active side of the range. Opposing Wick Ceiling Limits how much opposing rejection can be present before directional pressure quality degrades. Climax Stretch vs ATR Controls how extended a bar must be, relative to ATR, before the script considers late-stage risk more seriously. Visual controls are also included for panel visibility, panel theme, panel font size, label density, candle coloring, backdrop display, and pressure-trail presentation. Limitations & Transparency This script does not predict future direction. It does not identify hidden order flow. It does not classify fundamental volume intent. It does not replace execution rules, risk management, or higher-timeframe context. Relative volume can expand for many reasons, and elevated participation does not guarantee continuation. In the same way, absorption or climax-style behavior can persist longer than expected before price resolves clearly. All state classifications in this tool are rules-based interpretations of chart behavior. They are useful as structured context, but they are still abstractions built from price and volume features. Users should expect false positives, missed events, and market-specific variation depending on volatility regime, instrument behavior, and timeframe selection. This script should be treated as an analytical overlay. It is designed to improve chart organization and pressure reading, not to promise outcomes. Risk Disclosure This script is provided for educational and informational purposes only. It is not financial advice, not investment advice, and not a solicitation to buy or sell any instrument. Trading and investing involve risk. Losses can exceed expectations, especially in volatile markets. Any decision made using this script should be confirmed with independent analysis, sound risk controls, and a workflow appropriate to the user’s own objectives and experience. This tool is best used as one layer inside a broader decision process, not as a standalone reason to enter, exit, or size a position.

Indicator

AG Pro Correlation Stress Meter [AGPro Series]AG Pro Correlation Stress Meter Overview / What it does AG Pro Correlation Stress Meter is an overlay indicator designed to estimate when an instrument is becoming increasingly synchronized with a selected benchmark and whether that relationship is developing into a higher-stress market condition. Instead of treating correlation as a standalone number, this script converts multiple correlation-related components into a structured stress framework. The goal is not to predict direction. The goal is to help the user judge whether market behavior is becoming more tightly linked, more fragile, and potentially less independent than usual. The script combines smoothed rolling correlation, short-term correlation acceleration, persistence of elevated correlation, and a simple fragility layer based on price behavior versus an internal backbone EMA. The result is a normalized stress score and a state model that classifies conditions as Stable, Building, Pressured, Stressed, or Critical. Because the script is plotted directly on price, it is intended to function as a context layer. It can be used to evaluate whether a chart is trading in a relatively independent manner or whether it is increasingly behaving like a benchmark-driven instrument. Unique Edge The main difference in this script is that it does not treat correlation as a single readout. It treats correlation as a pressure structure. Many correlation tools stop at the raw coefficient. This script goes further by asking four separate questions: 1. How strong is the current relationship? 2. Is that relationship tightening or loosening? 3. Has elevated correlation persisted for long enough to matter? 4. Is price behavior becoming fragile at the same time? That combination is what makes this script different from many standard overlays, matrix-style correlation displays, or simple coefficient dashboards. It is also different from several other AG Pro scripts in the catalog. Some AG Pro tools focus on trend quality, pullback quality, squeeze behavior, reclaim structure, momentum pressure, or reaction mapping around known reference levels. This script does not focus on any of those themes. Its job is narrower and more diagnostic: it measures how much benchmark-linked stress is building inside the chart. In other words, it is less about trend or structure classification, and more about whether the instrument is becoming increasingly dependent on external benchmark behavior. Methodology The script starts with log returns for both the chart symbol and the selected benchmark symbol. A rolling correlation is then calculated over the chosen correlation window and smoothed to reduce noise. From there, the model evaluates four components: 1. Correlation strength This is the normalized level of the smoothed rolling correlation. Higher positive correlation generally contributes more to the final stress score. 2. Correlation velocity This measures how much the smoothed correlation has changed over a short lookback. A rising relationship can matter even when the absolute coefficient is not yet extreme. 3. Correlation persistence This evaluates how consistently correlation has remained above a user-defined threshold over a recent window. Short spikes and sustained linkage should not be treated as the same condition, so persistence is included as a separate layer. 4. Fragility layer This component looks at whether price is trading below the internal backbone EMA, whether short-term rate of change is weak, how stretched price is relative to the EMA, and whether ATR percentage is elevated. The purpose of this layer is not to predict reversals. Its purpose is to distinguish a calm, orderly correlation regime from a more fragile one. These components are weighted into a composite stress score, then mapped into five states: - Stable - Building - Pressured - Stressed - Critical The script also provides a backdrop layer, optional event labels, a backbone EMA for context, and a compact information panel. Signals & Alerts This script is primarily a state-classification and context tool. It is not a direct entry system and should not be interpreted as a standalone buy or sell engine. Available alert logic includes: - Stress Building - Stress Pressured - Stress Stressed - Stress Critical - Stress Cooling These alerts are designed to notify the user when the internal state model changes. They can be used to monitor regime transitions, benchmark sensitivity changes, or shifts in how tightly a symbol is tracking the selected benchmark. Practical interpretation examples: - Building may suggest that correlation-linked influence is starting to develop. - Pressured may suggest that the relationship is no longer background noise and is becoming relevant to decision-making. - Stressed may suggest that the symbol is trading with notable benchmark dependency. - Critical may suggest that benchmark-linked pressure is unusually elevated relative to the script’s internal framework. - Cooling may suggest that the prior stress state is easing. These are contextual interpretations, not trade instructions. Key Inputs Benchmark Symbol Selects the reference instrument used for the correlation calculation. Benchmark Timeframe Allows the benchmark series to follow the chart timeframe or use a different one. Correlation Length Defines the rolling window used for correlation. Correlation Smoothing Smooths the raw correlation series. Velocity Lookback Controls how quickly changes in correlation are measured. Persistence Window Defines how far back the script checks for sustained elevated correlation. Persistence Threshold Defines what the script considers “elevated” for persistence purposes. Fragility EMA Length Controls the internal backbone EMA used in the fragility layer and optional overlay line. Fragility ROC Length Defines the short-term price change measurement inside the fragility model. ATR Length Controls the volatility input used in the fragility model. Label Trigger State Sets the minimum state required before labels can appear. Minimum Bars Between Labels Reduces label clustering. Background From State Sets the minimum state required before the stress backdrop is shown. Label ATR Offset Controls how far event labels are plotted from price. Panel / Visual Inputs Allow control over panel visibility, panel position, panel theme, panel font size, label size, backdrop visibility, backbone visibility, and backbone label visibility. Limitations & Transparency This script is a contextual model, not a statement of causality. A high reading does not prove that the benchmark is causing the move. It only indicates that the symbol is trading in a way that is more tightly aligned with the selected benchmark according to the model inputs. Correlation is also regime-dependent. A symbol may appear highly linked during one period and much less linked during another. Different benchmarks, timeframes, and windows can produce different readings. The fragility layer is intentionally simple. It is included to refine the stress framework, not to replace full market structure analysis. Users who rely on this script should still examine trend structure, volatility context, liquidity conditions, and the behavior of the benchmark itself. This script also does not claim to identify tops, bottoms, crashes, breakouts, or future returns. It measures an internal definition of correlation-linked stress and presents that information visually. Risk Disclosure This indicator is for analytical and educational use. It does not provide financial advice, investment advice, or guaranteed outcomes. No indicator can remove market risk. Correlation regimes can change quickly, benchmark relationships can decouple without warning, and any model based on historical data can fail in live conditions. This tool should be used as one part of a broader chart review process, not as a substitute for independent judgment, risk management, or position sizing discipline.

Indicator

Trade Strategy Calculator [WillyAlgoTrader]📊 Trade Strategy Calculator is the first comprehensive mathematical strategy calculator built entirely inside PulseWire — a 4-panel dashboard that computes position sizing, risk analysis, deposit growth projection, and Kelly Criterion optimization in real time, directly on your chart. No spreadsheets, no external tools, no switching tabs. Every number you need before entering a trade — position size, stop loss level, take-profit targets, commission impact, expected value, probability of ruin, compound growth forecast, and optimal bet sizing — calculated from your strategy parameters and displayed in a single organized view. This tool is useful for every trader regardless of market, instrument, or timeframe — stocks, forex, crypto, futures, indices, commodities. Whether you trade scalping on 1-minute charts or swing on daily, whether you use 1x spot or 125x futures leverage — the mathematics of position sizing, risk management, and bankroll growth are universal. This calculator puts those mathematics at your fingertips. 🧩 WHY ALL FOUR PANELS WORK TOGETHER Most traders calculate position size in isolation — they know how much to risk but don't connect it to their long-term growth trajectory. They know their win rate but don't know if it's mathematically profitable after commissions. They have a "feel" for their risk level but haven't computed what happens after 7 consecutive losses. This calculator connects four mathematical dimensions into one coherent picture: 🎯 TRADE panel answers: "How large should this specific trade be, and what are the exact entry/SL/TP prices?" ⚠️ RISK panel answers: "What happens when things go wrong — how many losses until I hit my daily limit, my max drawdown, and what's my expected value per trade?" 📈 GROWTH panel answers: "If I trade consistently with these parameters, where will my deposit be in 30/90/365 days — and how long to reach my target?" 📐 KELLY panel answers: "Am I betting the mathematically optimal amount — or am I over-betting (risking ruin) or under-betting (leaving growth on the table)?" A trader who only uses the TRADE panel knows their position size but not whether their strategy has positive expected value. A trader who only uses KELLY knows the optimal bet size but not the specific position for their current trade. A trader who only uses GROWTH knows the projection but not whether the underlying math is sound. All four together give you the complete picture: "Is my strategy profitable? Am I sizing correctly? What's the worst case? And where does this lead?" 🔍 WHAT MAKES IT ORIGINAL There is no other indicator on PulseWire that combines all four of these mathematical models — position sizing, risk stress testing, compound growth simulation, and Kelly Criterion — into a single, real-time, interactive dashboard. Each panel alone would be a useful tool. Together, they create something that doesn't exist elsewhere on the platform. 🎯 PANEL 1 — TRADE (Position Sizing + Targets) This panel calculates the exact position size for your trade based on your deposit, risk percentage, stop loss distance, leverage, and commissions. Core formula: positionSize = riskAmount / (slDistance% + commissionBothSides) Where: — riskAmount = deposit × riskPerTrade% — slDistance% = slPercent × (1 + slippage%) — slippage is added to the stop distance for realistic sizing — commissionBothSides = commission% × 2 (open + close) This formula ensures that if your stop loss is hit, you lose exactly riskAmount — not more, not less — after accounting for both slippage and round-trip commission. What you see: — Direction (Long / Short) — Entry Price (manual or auto from chart) — Stop Loss price (calculated from entry ± SL%) — 💰 Position Size in USD — the headline number — Margin Required (if leverage > 1) — Quantity (units/coins/shares) — 🔴 Risk (loss) in USD and % of deposit — 🟢 Profit at TP — in USD, % of deposit, and net R:R after commission — TP Price level — Commission cost in USD — Liquidation price (for leveraged positions) — ⚠️ Insufficient margin warning (if position exceeds deposit) Multi Take-Profit mode: When enabled, the position is split across 2 or 3 TP levels with configurable volume allocation: — TP1 at R:R 1.0 with 50% of position → locks partial profit early — TP2 at R:R 2.0 with 30% → captures the main move — TP3 at R:R 3.0 with 20% (if 3 TPs) → runner for extended moves Each TP shows: profit in USD, target price. The panel also computes: — Total blended profit across all TPs — Net R:R (blended, after commissions) — Breakeven price after TP1 — the price where your remaining position becomes zero-loss after banking TP1 profit. This is critical: after TP1, you move your stop to this price — the trade can no longer lose money. Example: Deposit: $10,000. Risk: 1% ($100). SL: 2%. Commission: 0.04%. Position = $100 / (0.02 + 0.0008) = $4,808. If BTC at $100,000 → SL at $98,000, TP1 at $102,000. If stopped out → you lose exactly $100 (1% of deposit). If TP1 hit → you gain ~$96 (after commission). ⚠️ PANEL 2 — RISK (Stress Testing + Expected Value) This panel answers: "What happens when I have a losing streak, and is my strategy mathematically profitable?" Daily risk limit: maxLosingDaily = floor(dailyRiskLimit% / riskPerTrade%) Example: 3% daily limit, 1% per trade → you stop after 3 losses in a day. Max drawdown limit: maxLosingTotal = floor(maxDrawdown% / riskPerTrade%) Example: 20% max DD, 1% per trade → 20 consecutive losses to hit max DD. Stress test — losing streaks: The panel computes what happens after 5, 7, and 10 consecutive losses: — depositAfterN = deposit × (1 − riskPerTrade%)^N — drawdownAfterN = (1 − (1 − riskPerTrade%)^N) × 100% — probabilityOfN = (1 − winrate%)^N × 100% Example: $10,000 deposit, 1% risk, 55% winrate: — 5 losses: −4.9% DD ($9,510), probability 1.85% — 7 losses: −6.8% DD ($9,321), probability 0.37% — 10 losses: −9.6% DD ($9,044), probability 0.03% This tells you: a 5-loss streak WILL happen (1.85% probability over hundreds of trades). A 10-loss streak is extremely rare (0.03%). Your risk% must be sized so that even the realistic worst case doesn't blow your account. Expected Value (EV): EV per trade = winrate × riskAmount × avgR:R − (1 − winrate) × riskAmount − commission This is the single most important number in trading. If EV > 0, your strategy makes money over time. If EV < 0, no amount of position sizing saves you. The panel shows: — 📈 EV per trade in USD (highlighted — this is the headline metric) — EV per 100 trades — Break-even winrate WITH commission — the minimum winrate needed to be profitable at your R:R, accounting for commission drag — Your actual WR and R:R for comparison Break-even winrate formula (with commission): beWinrate = (1 + commissionCost / riskAmount) / (avgR:R + 1) This is more accurate than the standard 1/(R:R+1) because it accounts for commission reducing your net edge. 📈 PANEL 3 — GROWTH (Deposit Projection + Scenarios) This is the unique deposit growth simulator — it projects where your deposit will be after N days of consistent trading, using either compound (reinvest profits) or simple (fixed risk from initial deposit) growth. Compound growth formula: EV per trade as % = winrate × (risk% × R:R) − (1 − winrate) × risk% totalTrades = tradesPerDay × projectionDays finalDeposit = deposit × (1 + evPerTrade%)^totalTrades Simple growth formula: finalDeposit = deposit + deposit × evPerTrade% × totalTrades The difference is massive. Compound growth reinvests profits — each winning trade increases the base for the next trade. Simple growth always risks a fixed amount from the initial deposit. Example — compound vs simple: $1,000 deposit, 55% WR, 1:2 R:R, 1% risk, 3 trades/day, 30 days: — Simple: $1,000 + $1,000 × 0.65% × 90 = $1,585 — Compound: $1,000 × (1.0065)^90 = $1,795 Over 90 days: $1,585 vs $1,795. Over 365 days the gap becomes enormous. This is why compound growth (reinvesting profits) is the key to deposit acceleration. Three scenarios: — 🟢 Optimistic: your winrate + 10% (what happens if you're having a great month) — 🟡 Realistic: your actual parameters — 🔴 Pessimistic: your winrate − 10% (what happens during a drawdown period) This gives you a range, not a single number. If even the pessimistic scenario is positive, your strategy is robust. Goal milestones: — Days to 2× deposit (double your money) — Days to 3× deposit — Days to custom target ($5,000, $10,000, etc.) Formula: daysToTarget = log(target / deposit) / (log(1 + evPerTrade%) × tradesPerDay) Risk metrics: — Max estimated drawdown: based on expected worst losing streak × risk% — Ruin probability: the probability of losing your entire bankroll at your current risk level Ruin probability formula: edge = winrate × R:R − (1 − winrate) bankrollUnits = floor(100 / risk%) ruinProb = ((1 − winrate) / (winrate × R:R))^bankrollUnits If edge ≤ 0, ruin probability is effectively 100%. If edge > 0, ruin probability decreases exponentially with more bankroll units (lower risk%). Presets for quick scenarios: — Beginner: 45% WR, 1:2 R:R, 1% risk — conservative starting point — Moderate: 55% WR, 1:2 R:R, 2% risk — typical intermediate trader — Aggressive: 50% WR, 1:3 R:R, 3% risk — higher risk, needs discipline — Custom: uses your exact My Strategy values 📐 PANEL 4 — KELLY CRITERION (Optimal Bet Sizing) The Kelly Criterion is the mathematically optimal percentage of your bankroll to risk on each bet, given your edge. It maximizes the long-term growth rate of your account. Kelly formula: edge = winrate × avgR:R − (1 − winrate) kellyPercent = edge / avgR:R If edge ≤ 0 → Kelly = 0% (no edge, don't trade). If edge > 0 → Kelly tells you the maximum you should risk. What the panel shows: — Your winrate and avg R:R — Break-even winrate (with commission) — 📐 Edge per $1 risked — your mathematical advantage. If +$0.15, every $1 risked returns $1.15 on average. — Full Kelly % — the theoretical maximum. Most traders should NOT use this — it's too aggressive. — Half Kelly ✦ — the recommended practical value. Reduces variance by ~75% while giving up only ~25% of growth. — Quarter Kelly — ultra-conservative, minimal variance. — Your current risk % — so you can compare — Status: 🟢 Optimal (between half and full Kelly), 🟡 Conservative (below half), 🔴 Over-bet (above full Kelly), 🚨 >2× Kelly (danger zone) Growth rate comparison: — Growth rate at Kelly %: the compound growth rate per trade at the optimal bet size — Growth rate at your %: your actual compound growth rate per trade Formula: growthRate = winrate × log(1 + risk% × R:R) + (1 − winrate) × log(1 − risk%) If your rate is close to the Kelly rate, you're near-optimal. If it's much lower, you're leaving growth on the table. If it's negative (possible when over-betting!), you're actually losing money despite having a positive edge — the over-betting destroys the compounding. Why this matters: A trader with a 55% WR and 1:2 R:R has an edge. Kelly says risk ~4.6%. But if that trader risks 10% per trade (2× Kelly), their actual growth rate can become negative — they go broke despite having a winning strategy. This is the most counterintuitive result in trading mathematics: over-betting a winning system turns it into a losing system . The Kelly panel prevents this. 📖 HOW TO USE — STEP BY STEP Step 1 — Enter your strategy parameters (My Strategy section): — Deposit: your actual account balance in USD — Risk per Trade: how much you risk per trade (start with 1% if unsure) — Winrate: your historical win rate (be honest — check your journal) — Average R:R: your average reward-to-risk on winning trades — Trades per Day: how many trades you typically take — Leverage: 1 for spot, or your futures leverage — Commission: your exchange fee per side (Binance Futures taker: 0.04%) Step 2 — Set up your current trade (Trade Setup section): — Direction: Long or Short — Stop Loss %: how far your SL is from entry — Risk:Reward: your target R:R for this trade — Entry Price: manual or auto from chart Step 3 — Read the TRADE panel: — The 💰 Position Size number is your order size in USD — If using leverage, check Margin Required doesn't exceed your deposit — Note the SL and TP prices — set these in your exchange Step 4 — Check the RISK panel: — Is your EV per trade positive? If not, your strategy loses money long-term — Is your winrate above the break-even? If not, improve your R:R — Check the stress test: can your deposit survive 7 losses in a row? — If the risk badge shows 🚨 DANGER, reduce your risk% or leverage Step 5 — Review the GROWTH panel: — The projected deposit shows where you'll be in 30 days — Check the pessimistic scenario — is it still above your starting deposit? — Note the days to 2× — this is your compound growth timeline — If ruin probability > 5%, your risk is too high Step 6 — Optimize with KELLY panel: — Compare your risk% to Half Kelly — this is the recommended level — If Status shows 🔴 Over-bet, reduce your risk% — If Status shows 🟡 Conservative, you could increase (but don't have to) — Check Growth Rate at Your % — is it positive? Is it close to Kelly's rate? 🎯 PRACTICAL EXAMPLES Example 1 — Conservative Spot Trader: Deposit $5,000, Risk 1%, WR 55%, R:R 1:2, 2 trades/day, No leverage, Commission 0.1% — Position: ~$2,500 per trade. Risk: $50. — EV: +$5.60 per trade. Positive — strategy is profitable. — 30-day projection (compound): $5,000 → $5,705 (+14.1%) — Days to double: ~98 days — Kelly: 4.6%. Your 1% = conservative. Status: 🟡 Example 2 — Crypto Futures Scalper: Deposit $1,000, Risk 2%, WR 50%, R:R 1:3, 5 trades/day, Leverage 10x, Commission 0.04% — Position: ~$10,000 per trade. Margin: $1,000. Risk: $20. — EV: +$10.40 per trade. Strong positive edge. — 30-day projection (compound): $1,000 → $4,680 (+368%) — Days to double: ~14 days — Kelly: 8.3%. Your 2% = well below Kelly. Room to grow. — ⚠️ But 7-loss streak probability: 0.78%. DD: −13.2%. Manageable. Example 3 — Why Over-Betting Kills: Same as Example 2, but Risk 15% (almost 2× Kelly): — EV per trade still positive (+$78) — BUT growth rate per trade: NEGATIVE (−0.3%) — 30-day projection: $1,000 → $620 (−38%) — Kelly Status: 🚨 >2× Kelly — Despite winning 50% with 1:3 R:R, you LOSE money because over-betting destroys compounding. ⚙️ KEY SETTINGS REFERENCE ⚙️ My Strategy: — Deposit : account balance in USD — Risk per Trade (default 1%): % of deposit risked per trade — Winrate (default 55%): historical win rate — Average R:R (default 2.0): average reward-to-risk on wins — Trades per Day (default 3): daily trade count — Leverage (default 1): 1 = spot, >1 = futures — Commission (default 0.04%): exchange fee per side 🎯 Trade Setup: — Direction : Long / Short — Stop Loss % (default 1%): SL distance from entry — Risk:Reward (default 2.0): target R:R — Slippage (default 0.05%): expected execution slippage — Entry Price : Manual or Auto (chart price) 🎯 Multi Take-Profit: — Enable Multi TP (default Off): split into 2–3 targets — R:R for TP1/TP2/TP3 (default 1.0/2.0/3.0) — Volume allocation (default 50%/30%/20%) 📈 Growth Projection: — Preset : Beginner / Moderate / Aggressive / Custom — Projection Period (default 30 days) — Compound (default On): reinvest profits — Target Deposit (default 0 = off): goal amount — Max Daily Risk (default 3%): daily loss limit — Max Drawdown (default 20%): total DD limit 🎨 Visual: — Font Size: Tiny / Small / Normal / Large — Auto / Dark / Light theme ⚠️ IMPORTANT NOTES — 📊 This is a calculator, not a signal generator. It does not produce buy/sell signals. It computes the mathematical framework for your trading decisions — position sizing, risk limits, growth projections, and optimal bet sizing. The math is universal and applies to any strategy. — 📐 All calculations are deterministic — they depend only on your input parameters, not on price data. The dashboard updates in real-time when you change any input. — ⚖️ The growth projection assumes consistent strategy parameters over the projection period. Real trading involves varying win rates, R:R ratios, and market conditions. The three scenarios (optimistic/realistic/pessimistic) partially address this by showing a range. — 📏 The Kelly Criterion assumes known, fixed probabilities . In practice, your winrate and R:R fluctuate. This is why Half Kelly (not Full Kelly) is recommended — it accounts for parameter uncertainty. — 💰 Commission is calculated as round-trip (both sides) and deducted from both profit calculations and expected value. This provides realistic net returns. — 📊 The break-even winrate calculation includes commission drag — it's higher than the simplified 1/(R:R+1) formula because commission erodes your edge. — 🔄 The compound growth formula uses logarithmic overflow protection — if the projected growth exceeds exp(23) ≈ 10 billion ×, it displays "∞" instead of crashing. — 🛠️ Works on any chart, any instrument, any timeframe . The calculator is price-independent — it uses your manual inputs. "Auto" entry price mode uses the current chart close for convenience. — 🌐 Useful for all markets : stocks (set leverage = 1, commission = 0.1%), forex (adjust for pip-based SL), crypto spot (leverage = 1), crypto futures (set your leverage), indices, commodities.

Indicator

by WillyAlgoTrader

3D Opportunity Cone [LuxAlgo]The 3D Opportunity Cone indicator is a multi-dimensional visualization tool that maps market conditions into a 3D geometric space to identify high-value, low-risk entry points. By synthesizing price action, volatility, and volume into a single spatial model, it allows traders to visualize the "distance" between current market states and optimal buying conditions. 🔶 USAGE The indicator projects a 3D cone onto the right side of the chart, representing a theoretical "Opportunity Space." A historical trail of dots moves through this space, showing how the market's internal mechanics have evolved over time. 🔹 The 3D Coordinate System The position of the market "point" within the cone is determined by three distinct factors: Height (Value Factor): Derived from the Stochastic oscillator. Higher positions in the cone represent oversold (value) conditions, while lower positions represent overbought states. Radius (Risk Factor): Derived from the Average True Range (ATR). Points closer to the center of the cone represent lower volatility risk, while points pushed toward the outer edges indicate high-volatility environments. Angle (Conviction Factor): Derived from Normalized Volume. The rotation around the central axis indicates the level of market participation and conviction behind the current price movement. 🔹 Interpreting the Zones The "Buy Zone" is located at the apex (top) of the cone. An ideal opportunity occurs when the market point is high (Value), centered (Low Risk), and supported by conviction. Conversely, the "Risk Zone" at the base of the cone represents overbought or high-volatility conditions where caution is required. 🔶 DETAILS The script uses a custom projection engine to convert 3D coordinates (X, Y, Z) into 2D chart space. The "Opportunity Space" is anchored to a Simple Moving Average (SMA) to provide a localized context for the visualization. The historical trail provides a temporal dimension, allowing users to see if the market is spiraling toward a value zone or drifting away into a high-risk state. The trail colors fade from red (High Risk/Overbought) to green (High Value/Oversold) to provide an immediate visual cue of market health. 🔶 SETTINGS 🔹 Cone Settings Evaluation Lookback: The period used for calculating the Stochastic, ATR, and Volume normalization. Cone Scale: Adjusts the visual size of the 3D cone on the chart. X Offset (Bars): Determines how many bars to the right of the current price the cone is rendered. 3D Tilt: Adjusts the perspective/inclination of the 3D projection. 🔹 Trail & Colors Highlight Color: The color of the current market point and its projection lines. Cone Fill Color: The background color of the cone's surface. Trail Length: The number of historical periods to display within the 3D space.

Indicator

ATR Trailing Stops for Hyperliquid Spot + Perps [HYPR-run]DESCRIPTION: A drop-in ATR trailing exits module. Four architectures that maximize profit on winning trades using volume weighted volatility instead of fixed levels or plain ATR. Built modular; the trailing logic is self-contained so you can drop it into any existing indicator or strategy as a plug-and-play exits block. Two independent stops (long/short), spot and perps. DISCOVERING EDGE ATR trailing exits are popular, everyone uses them, but this indicator doesn't just trail on volatility, it trails on meaningful volatility that very few people measure. In order to gain a persistent, mechanical edge in how winners run and protect capital on the trades that don't work, we explored a more meaningful expression of ATR trailing exits. VOLUME-WEIGHTED ATR vs PLAIN ATR Plain ATR treats every candle equally. Volume-weighted ATR will only expand stops when volume validates the volatility, preventing premature exits on noise and letting winners run further on real moves. Over hundreds of trades this single difference can compound in the spirit of letting winners run further, losers stay controlled versus fixed levels or vanilla ATR. - Four modes (A3.1, A4.0, A4.1, A4.2) cover different trailing behaviors: ratcheting, chandelier anchor, free-floating, and raw baseline. All size stop distance from volatility, not fixed levels. - Modular engine. The trailing logic is self-contained; drop it into any existing indicator or strategy as a plug-and-play exits block. - Alerts fire built-in JSON webhook payloads. Paste your webhook URL, create the alert, execute on the exchange of your choice. ATR MODES A3.1: LinReg + plain ATR, no ratchet. The baseline. Linear regression projects where price is heading, plain ATR sets the distance. Stop moves freely in both directions. Use as a reference or when you want a raw trailing stop. A4.0: LinReg + VWATR + Efficiency Ratio + ratchet (default). The all-rounder. Volume-weighted ATR discounts low-liquidity candles. The Efficiency Ratio (Kaufman) measures trend quality: in a clean trend it widens the stop to let price run; in chop it tightens. Ratchet floor means the stop only moves in your favor. A4.1: Chandelier + VWATR + ratchet + first-bar multiplier. Anchored to the highest high (longs) or lowest low (shorts). First-bar multiplier sets a tighter initial stop, then the standard multiplier takes over as the ratchet locks in gains. Use when entering off key levels. A4.2: LinReg + VWATR, no ratchet. Same as A4.0 but without ratchet floor or Efficiency Ratio. Stop moves freely with the projection, giving the trade room through consolidation at the cost of less locked profit. FEATURES - Four ATR architectures selectable via dropdown - Volume-weighted ATR: low-liquidity candles contribute less - Efficiency Ratio: tightens in chop, widens in trend (A4.0) - Ratchet floor: stop only moves in your favor (A4.0, A4.1) - First-bar multiplier for tighter initial protection (A4.1) - Separate ATR lookbacks for longs and shorts - Separate multipliers for longs and shorts - Two-bar confirmation prevents single-wick fakeouts - Gradient fill between price and stop (intensifies near danger) - Stop line color shifts with ATR regime (green stable, amber expanding) - Ratchet circles mark each new locked-in level on the stop line - Dashboard: mode, stop price, gap %, ER, VWATR %, regime state - Dark/light theme toggle for any chart background - Independent long/short alert toggles - No JSON snippet needed; close payload is built into the script HOW IT WORKS Volume-weighted ATR scales each bar's true range by its volume relative to the lookback average. High-volume bars contribute more; thin candles contribute less. This prevents low-liquidity spikes from inflating stop distance. Separate lookbacks for longs (default 14) and shorts (default 26) reflect that crypto drops faster than it climbs. The Efficiency Ratio measures directional movement versus noise on a 0-1 scale. It scales the ATR multiplier between 0.8x (choppy) and 1.2x (trending), adapting stop width to market regime. Only active in A4.0. Two-bar confirmation requires a confirmed close beyond the stop level. A single wick does not trigger the exit. The cross must hold for at least one additional bar close. ALERTS Close Long fires as SPOT (sell spot position). Close Short fires as PERPS (close short; spot is long-only). Toggle each independently. Alert payload is built into the script as JSON; works with any webhook receiver that accepts market/ticker/position fields. CREDITS ATR: J. Welles Wilder (1978) Efficiency Ratio: Perry Kaufman

Indicator

Position Size Calculator Plus Position Size Calculator Plus A visual trade planning tool designed to help traders calculate precise position sizing directly on the chart using risk-based logic. This indicator plots your entry, stop loss, and target, while automatically calculating: Position size based on risk % Risk-to-reward ratio (R:R) Stop and target distance (price + %) Required margin based on leverage Cash risk at stop loss Projected profit at target Estimated lot size ⚙️ Features Account presets: 25K / 50K / 100K / Custom Adjustable risk percentage Leverage-based margin calculation (ideal for prop firm trading) Real-time R:R visualization Clean on-chart labels for: Entry Stop Loss Target Tooltip summary for quick trade evaluation 🎯 How to Use Enter your entry, stop loss, and target price Select your account size (or custom balance) Set your risk % and leverage Instantly view position size, margin, and R:R directly on the chart 🧠 Credits Original script by zzzcrypto123 Modified and enhanced by Luckyjimbob111 Licensed under the Mozilla Public License 2.0 ⚠️ Disclaimer This tool is for educational purposes only and does not constitute financial advice. Always manage your own risk.

Indicator

by Luckyjimbob111

NORN WEAVE | FEHU Overview NORN WEAVE ᚠ FEHU is a trend-following strategy built around one philosophy: survival first, profit second. The core logic is three filters in sequence — EMA slope, Dow Theory swing structure, and ADX trend confirmation. All three must align before an entry is taken. If the market is ranging, the strategy stands aside. What defines NORN WEAVE is how it protects what it earns. The Break Even Stop automatically moves the stop to entry price once floating profit reaches a threshold. The Footprint Delta Filter adds a second layer, blocking entries when BTC or ETH order flow contradicts the trade direction. Fewer trades. Fewer unnecessary losses. A drawdown profile that stays flat even across five years of volatile crypto markets. This is not a strategy designed to make you rich overnight. It is designed to keep you in the game. Performance Highlights (DOGE / 2H / 2021–2026) Backtested on DOGE 2H from January 2021 to March 2026, with 0.055% commission included. Net profit +25.4%, max drawdown 1.71%, win rate 70.7%, profit factor 1.80, total trades 557. Always backtest on your target asset before live trading. Entry Conditions Long: EMA rising AND Dow Theory trend up AND ADX above threshold. Short: EMA falling AND Dow Theory trend down AND ADX above threshold. Exit Conditions TP1 triggers at ATR × Factor × 1, closing 30% of the position. TP2 at × 2, closing another 30%. TP3 at × 3, closing a further 30%. The Stop Loss closes the full position at a fixed percentage from entry. The Break Even Stop automatically triggers once floating profit reaches the BE threshold, closing the full position at entry price. A Trend Reversal — when Dow Theory swing flips — also closes the full position. Footprint Delta Filter (Premium plan required) Uses BTC or ETH footprint delta (buy volume − sell volume) as a directional confirmation filter. Blocks entries when order flow contradicts the trade direction. Meaningful reduction in false signals during ranging markets. Parameters EMA Period defaults to 58, recommended range 30–100. Use shorter values for high-volatility assets, longer for stable ones. ATR Factor defaults to 3.8, recommended range 2.5–6.0. Controls TP distance — higher means wider targets. Stop Loss defaults to -5.0%, recommended range -4 to -10%. Wider for volatile assets, tighter for BTC/ETH. ADX Threshold defaults to 20.5, recommended range 15–28. Higher values produce fewer but cleaner trades. Swing Length defaults to 13, recommended range 2–20. Larger values reduce sensitivity to minor swings. BE Trigger defaults to 9.0%, recommended range 3–15%. Set below TP1 distance to protect profits before TP1 is reached. Footprint Delta SMA defaults to 21, recommended range 1–50. Controls smoothing of the delta signal. Recommended Settings For meme coins such as DOGE and SHIB: EMA 44–58, ATR 3.5–5.0, stop loss -5 to -8%, ADX 18–22, BE trigger 7–10%. For major assets such as BTC and ETH: EMA 55–80, ATR 2.5–4.0, stop loss -4 to -6%, ADX 20–25, BE trigger 5–8%. For mid-cap alts such as SOL and SUI: EMA 35–55, ATR 4.0–5.5, stop loss -5 to -7%, ADX 18–23, BE trigger 6–10%. For timeframe selection, an ADX threshold of 15–20 suits 1–5 minute charts. 18–23 suits 15 minutes to 1 hour. 20–25 suits 2–4 hour charts. Default settings are optimized for the 2H timeframe. Visual Guide The EMA line uses a 3-layer glow effect — teal when rising, red when falling. Dow Theory zones show a gradient from the current swing level to the current price. TP lines are semi-transparent, with TP1 the faintest and TP3 the most visible. The BE Stop line appears in gold only when the break even stop is active. A gray background indicates ADX is below the threshold — the strategy does not enter trades in this zone. An orange background means the Footprint Delta Filter is blocking entry. The status table shows all entry conditions and current state in real time, with a Japanese/English toggle. 概要 NORN WEAVE ᚠ FEHU は、「まず生き残る、利益はその次」という一つの哲学から作られたトレンドフォロー型ストラテジーです。エントリー条件はシンプルな3つのフィルターで構成されています——EMAの傾き、ダウ理論のスイング構造、ADXトレンドフィルター。この3つが同時に揃ったときだけエントリーします。レンジ相場と判断されたときは、何もせずに待ちます。 NORN WEAVEを特徴づけているのは、稼いだ利益をどう守るかという設計です。ブレークイーブンストップは、含み益が一定の閾値に達した瞬間に損切りラインをエントリー価格へ自動移動します。フットプリント・デルタフィルターはBTCまたはETHのオーダーフローを確認し、トレードの方向と逆行している場合はエントリーをブロックします。結果としてトレード数は絞られ、不要な損失が減り、ドローダウンが5年間の荒れた暗号資産市場でも極めて小さく抑えられています。一夜にして資産を増やすストラテジーではありません。長くゲームに居続けるためのストラテジーです。バックテスト結果 DOGEの2時間足、2021年1月から2026年3月まで、手数料0.055%を含む条件でバックテストを実施しています。総損益は+25.4%、最大ドローダウンは1.71%、勝率は70.7%、プロフィットファクターは1.80、トレード総数は557件です。実運用の前に必ずご自身の対象銘柄でバックテストを行ってください。エントリー条件ロングエントリーはEMAが上向き、ダウ理論トレンドが上昇、ADXがしきい値以上の3条件が揃ったときに発動します。ショートエントリーはEMAが下向き、ダウ理論トレンドが下降、ADXがしきい値以上の3条件が揃ったときに発動します。イグジット条件 TP1はエントリーからATR×倍率×1の地点でポジションの30%を決済します。TP2は×2の地点でさらに30%、TP3は×3の地点でさらに30%を決済します。損切りは設定した%を超えた時点でポジションを全決済します。ブレークイーブンストップは含み益がしきい値%に達した瞬間に自動発動し、エントリー価格でポジションを全決済します。ダウ理論のスイングが逆転したトレンド反転時も、ポジションを全決済します。フットプリント・デルタフィルター（Premiumプラン以上が必要） BTCまたはETHのフットプリント・デルタ（買い出来高から売り出来高を引いた値）を方向性確認フィルターとして使用します。オーダーフローがトレードの方向と逆行しているときはエントリーをブロックします。横ばい相場でのだましシグナルを大幅に削減します。パラメーター EMA期間のデフォルトは58で、推奨範囲は30〜100です。ボラティリティが高い銘柄は短め、安定した銘柄は長めに設定します。 ATR倍率のデフォルトは3.8で、推奨範囲は2.5〜6.0です。TP距離の基準となる値で、大きいほど利確ラインが遠くなります。損切りのデフォルトは-5.0%で、推奨範囲は-4〜-10%です。ボラティリティが高い銘柄は広め、BTC・ETHなどはタイトに設定します。 ADXしきい値のデフォルトは20.5で、推奨範囲は15〜28です。高いほどトレード数が減り、精度が上がります。スイング検出期間のデフォルトは13で、推奨範囲は2〜20です。大きいほど小さなスイングに反応しにくくなります。 BE発動しきい値のデフォルトは9.0%で、推奨範囲は3〜15%です。TP1到達距離より低めに設定することで、TP1到達前に元本を保護できます。フットプリントSMA期間のデフォルトは21で、推奨範囲は1〜50です。デルタシグナルの平滑化期間です。銘柄タイプ別おすすめ設定ミーム系銘柄（DOGE・SHIBなど）ではEMAを44〜58、ATR倍率を3.5〜5.0、損切りを-5〜-8%、ADXしきい値を18〜22、BEトリガーを7〜10%に設定することを推奨します。主要銘柄（BTC・ETH）ではEMAを55〜80、ATR倍率を2.5〜4.0、損切りを-4〜-6%、ADXしきい値を20〜25、BEトリガーを5〜8%に設定することを推奨します。中堅アルト（SOL・SUIなど）ではEMAを35〜55、ATR倍率を4.0〜5.5、損切りを-5〜-7%、ADXしきい値を18〜23、BEトリガーを6〜10%に設定することを推奨します。時間足については、1〜5分足ではADXしきい値を15〜20、15分〜1時間足では18〜23、2〜4時間足では20〜25に設定することを推奨します。デフォルト設定はDOGEの2時間足向けに最適化されています。チャートの見方 EMAラインは3層のグロー効果で描画されます。上向きのときはティール、下向きのときはレッドで表示されます。ダウ理論ゾーンは現在のスイングレベルから現在価格へ向かうグラデーションで表示されます。TPラインは半透明で、TP1が最も薄く、TP3が最も濃く表示されます。BEストップラインはブレークイーブンストップが発動している間のみゴールドのラインで表示されます。グレーの背景はADXがしきい値以下の横ばいゾーンを示しており、このゾーンではエントリーは発生しません。オレンジの背景はフットプリント・デルタフィルターがエントリーをブロックしていることを示します。ステータステーブルは全エントリー条件と現在の状態をリアルタイムで表示し、日本語・英語の切り替えに対応しています。デフォルト設定はDOGEの2時間足向けに最適化されています。実運用の前に必ずご自身の対象銘柄・時間足でバックテストを行ってください。過去の結果は将来の利益を保証するものではありません。 NORN WEAVEは今後も継続的にアップデートされます。ただし、コアコンセプト——生き残ること——は変わりません。

Strategy

AG Pro Position Planner [AGPro Series]AG Pro Position Planner OVERVIEW AG Pro Position Planner is a structured trade-planning and risk-organization tool designed for traders who want to map a position before execution. It focuses on four core elements of trade preparation: entry location, stop placement, target mapping, and position sizing. Instead of trying to predict direction or generate automated entries, the script helps organize a plan around levels that the user defines manually. The purpose of this tool is not to tell the user what to buy or sell. Its purpose is to turn a discretionary plan into a visible, measurable framework on the chart. By combining entry, stop, risk budget, capital usage, and target structure in one view, the script helps reduce planning ambiguity and makes the trade idea easier to review before any order is placed. The script supports both long and short planning. It can also operate in two different target modes. In R-Based mode, targets are derived from the distance between entry and stop. In Manual mode, the user can input exact target prices directly and the script will convert those targets into their implied R-multiples. This allows the same tool to support both systematic planning and discretionary scenario mapping without changing the underlying workflow. The visual design is intentionally restrained. The chart shows entry, stop, and target levels, along with optional reward and risk zones. A compact panel summarizes the key planning information, including direction, mode, risk per unit, risk budget, sizing, exposure, and target statistics. The result is a planning layout that remains readable on both light and dark themes while keeping the focus on structure rather than decoration. WHAT THIS SCRIPT DOES This script helps the user: • define a planned entry price • define a planned stop price • convert account risk into a position size estimate • map one to three targets on the chart • compare manual targets to the initial risk distance • review exposure before execution • validate whether a manual target structure is logically ordered • visualize the reward zone above entry and the risk zone below entry for long scenarios, or the inverse logic for short scenarios The script is designed as a planning layer. It does not attempt to replace the user’s analysis process. It assumes the user already has a trade idea and needs a cleaner way to structure and review that idea. UNIQUE EDGE The distinguishing feature of this script is not signal generation. Its edge is organizational clarity. Many tools focus on entries, signals, or directional interpretation. This one focuses on plan construction. The user chooses the key prices, and the script translates them into a coherent risk model. That distinction matters. The script does not present itself as a forecasting engine, a market-timing system, or an automated decision model. It is a position-planning framework. A second differentiator is the dual target workflow. Some users think in fixed R-multiples. Others think in exact price objectives. AG Pro Position Planner supports both approaches in the same interface. In Manual mode, the script still reports the effective R-value of each target, which helps the user compare discretionary targets against the initial stop distance without losing consistency. A third differentiator is the built-in validation behavior. The script checks whether the trade structure is logically valid for the chosen direction. In Manual mode, it also checks whether the targets are placed in the correct direction and in the correct order. This helps the user detect plan errors before execution rather than after the fact. METHODOLOGY The planning model is straightforward by design. 1) Entry and stop define the base risk distance. The script measures the absolute distance between entry and stop. That distance becomes the reference risk per unit. 2) Account risk defines the risk budget. The user enters an account size and a percentage risk per trade. The script converts this into a monetary risk budget. 3) Position size is estimated from the risk budget. The script divides the risk budget by effective risk per unit and rounds the resulting quantity down to the selected quantity step. 4) Optional fee adjustment can be included. An estimated fee percentage can be added to the per-unit risk as a conservative sizing buffer. 5) Targets are then mapped in one of two ways. In R-Based mode, each target is calculated from the entry-to-stop distance using the selected R-multipliers. In Manual mode, the user provides exact target prices and the script calculates the implied R-value of each target relative to the original stop distance. 6) Exposure statistics are summarized in the panel. The panel shows stop distance, capital usage, risk budget, and sizing information so the trade can be evaluated as a complete plan rather than as isolated levels. This methodology is intentionally transparent. The script is not using hidden directional filters, prediction logic, or undisclosed entry models. The calculations are derived from the user’s own inputs. TARGET MODES R-Based Mode R-Based mode is intended for users who want a consistent structure around initial risk. The user defines entry and stop, then sets target multipliers such as 1R, 2R, or 3R. The script projects those levels automatically from the base risk distance. This is useful when the user wants standardized scenario planning and fast comparison between multiple setups. Manual Mode Manual mode is intended for users who work with exact price objectives. In this mode, the user enters target prices directly. The script then converts those levels into implied R-values. This allows discretionary targets to be measured against the same initial risk model. To reduce planning mistakes, the script validates whether manual targets are placed in the correct direction and in the correct order for the chosen trade direction. Invalid target structures are flagged in the panel instead of being silently accepted. PANEL AND VISUAL STRUCTURE The chart can display: • entry line • stop line • target lines • reward zone • risk zone • right-side labels for entry, stop, and targets • a compact summary panel The panel is designed to keep the most useful information visible without taking over the chart. Its goal is to support review, not to dominate the screen. The compact panel includes: • plan summary • validation badge • entry and stop • risk per unit • risk budget • sizing • exposure • target statistics This structure is meant to help the user answer practical questions quickly: How much is being risked? How large is the position? How much capital is being used? How far is the stop? What does each target represent in both price and R terms? KEY INPUTS Trade Setup • Trade Direction • Target Mode • Entry Price • Stop Price • R-based targets • Manual targets Risk Model • Account Size • Risk Per Trade (%) • Estimated Fees (%) • Quantity Step Visual Settings • Panel visibility • Panel position • Panel theme • Panel text size • Level label size • Label offset • Risk/reward zone visibility • Zone transparency • Individual target visibility These inputs are separated by function so the planning workflow stays readable and predictable. VALIDATION AND SAFETY LOGIC The script validates several conditions before presenting a plan as valid. For direction: • Long plans require stop below entry • Short plans require stop above entry For base structure: • Entry must be positive • Stop must be positive • Account size must be positive • Risk percentage must be positive • Quantity step must be positive • Entry and stop must not be identical For manual targets: • Targets must be in the correct direction relative to entry • Targets must be logically ordered for the selected direction If the structure is invalid, the panel reflects that status instead of presenting the setup as a clean plan. This behavior is intentional. The script is designed to help organize decisions, but also to prevent simple construction errors from being overlooked. WHO THIS SCRIPT IS FOR This script is intended for users who already make their own directional decisions and want a cleaner way to structure position plans on the chart. It may be useful for: • discretionary traders • swing traders • intraday traders • users who plan entries and stops manually • users who prefer fixed-R target mapping • users who want manual targets translated into risk terms • users who want better visual discipline before execution It is less relevant for users who are looking for: • automated entries • hidden directional logic • predictive signals • scanner behavior • portfolio automation • strategy backtests SIGNALS AND ALERTS This script does not generate buy signals or sell signals. This script does not publish automated trade calls. This script does not attempt to identify market direction. This script does not include alert logic for execution decisions. Its purpose is planning, visualization, and risk organization. LIMITATIONS AND TRANSPARENCY This script is a planning tool, not an execution engine. It does not know whether the selected entry will be filled. It does not know whether slippage will occur. It does not know whether the market will reach the defined targets. It does not account for instrument-specific margin rules, liquidation mechanics, funding costs, or exchange-specific order behavior unless the user adjusts inputs manually. The sizing output is an estimate based on the values entered into the script. Real-world execution may differ due to slippage, fees, order type, spread, partial fills, and instrument-specific trading conditions. In Manual mode, the script evaluates the price structure entered by the user, but it does not claim that those targets are likely to be reached. It only expresses them relative to the initial risk distance. The chart zones are visual planning aids. They are not probability forecasts and should not be interpreted as predictive boundaries. WHAT THIS SCRIPT IS NOT This script is not: • a strategy tester • a signal service • an automated trade system • a forecasting model • a promise of profitability • a replacement for independent analysis • a substitute for execution judgment • a guarantee of risk control in live market conditions It is a structured chart tool for planning and reviewing position scenarios. RISK DISCLOSURE Trading and investing involve risk. Any planned setup can fail, and losses can exceed expectations due to slippage, volatility, or execution conditions. This script is provided as an organizational and visualization tool only. Users remain fully responsible for their own analysis, trade selection, order placement, and risk management decisions. No indicator can remove market risk. A visually clean plan is still only a plan. Position sizing, stop placement, and target mapping should always be reviewed in the context of the instrument, timeframe, liquidity conditions, and the user’s own trading process. FINAL NOTE AG Pro Position Planner is built around a simple idea: a trade plan should be measurable before it is actionable. By turning entry, stop, risk budget, sizing, and targets into a single visible structure, the script aims to make discretionary planning more disciplined, more transparent, and easier to review. The script does not attempt to decide for the user. It helps the user define the plan clearly enough to evaluate it.

Indicator

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