Smart Money Sentiment Index [MarkitTick]💡A comprehensive analytical tool designed to bridge the gap between underlying market psychology and structural price action. By synthesizing a multi-dimensional sentiment oscillator with an advanced market structure mapping system, this indicator provides a holistic view of market dynamics. It is engineered to identify periods of psychological exhaustion—where market participants exhibit extreme fear or greed—and cross-reference these anomalies with significant shifts in supply and demand. This confluence allows for a highly disciplined approach to navigating volatile environments, ensuring that structural analysis is always contextualized by prevailing market sentiment.
✨ Originality and Utility
Traditional oscillators typically isolate a single variable, such as momentum or volume, which often leads to diverging signals during complex market phases. Furthermore, structural mapping tools operate strictly on price geometry without considering the behavioral state of the market. This tool is highly original because it resolves this disconnect. It operates as a strategic mashup, justifying the combination of sentiment analysis and structure mapping by positing that structural breaks are significantly more reliable when they align with behavioral extremes. By unifying these two previously disparate analytical frameworks, the indicator filters out structural noise that occurs in neutral psychological zones, delivering a refined perspective on market conditions.
🔬 Methodology and Concepts
The underlying methodology relies on a dual-engine architecture, carefully abstracted to maintain calculation integrity and protect core logic.
• The Sentiment Engine
The sentiment component processes multiple parallel vectors of market data. It continually assesses momentum differentials, volatility compression and expansion, volume participation intensity, and relative positioning. These vectors are mathematically normalized and aggregated into a singular composite score ranging from zero to one hundred. This raw composite is then passed through a dynamic smoothing algorithm to filter out erratic tick-level noise, resulting in a stable primary sentiment value. A secondary signal line is derived from this primary value to calculate momentum convergence and divergence, effectively anticipating shifts in behavioral trends before they fully materialize.
• The Structural Engine
Operating concurrently, the structural engine performs rigorous swing analysis. It continuously scans historical price action to identify confirmed pivot highs and pivot lows based on user-defined parameters. When price action eclipses these pivotal nodes, the engine mathematically categorizes the event as either a continuation of structure or a fundamental shift in character. Upon confirmation of these structural shifts, the engine projects dynamic support and resistance zones, tracking their mitigation status in real-time to visualize areas of untested liquidity.
🎨 Visual Guide
The visual presentation is meticulously designed to present complex data hierarchies without obscuring price action.
• The Oscillator Pane
The primary sentiment line oscillates between 0 and 100, plotted prominently to reflect current market psychology.
A secondary, semi-transparent signal line tracks the primary sentiment, providing a visual cue for momentum crossovers.
Horizontal reference levels establish the baseline neutral zone (50), as well as the thresholds for extreme greed and extreme fear.
The background of the oscillator pane dynamically illuminates with deeply saturated hues when the sentiment breaches the outermost extremes, providing immediate visual notification of exhaustion.
• Chart Elements and Overlays
Price candles feature dynamic color gradients that transition from deep red to vibrant green, providing a bar-by-bar heatmap of the underlying sentiment.
Dashed horizontal lines project across the chart to mark significant structural breaks, accompanied by precise text labels denoting the nature of the break.
Translucent rectangular zones are drawn at the origin points of structural breaks, visually representing active areas of interest.
The color coding of these zones shifts to a muted, darker shade once price successfully retests and mitigates the area, allowing the user to distinguish between fresh and exhausted liquidity.
• The Analytics Dashboard
A highly structured table anchors to the chart, displaying real-time metrics:
FGI Value : The exact numerical sentiment score paired with a visual magnitude bar.
Signal Value : The smoothed momentum score.
Momentum Gap : Calculates the absolute distance between the sentiment and signal lines, indicating whether the psychological momentum is expanding or narrowing.
Bias Regime : Classifies the broader environment as rising or extreme within the context of fear or greed.
Zone Status : Explicitly warns when the market enters extreme threshold boundaries.
Zero Cross Age : A bar-counting mechanism that tracks the duration since the sentiment last crossed the neutral baseline.
Market Structure : Displays the current prevailing structural trend confirmed by the SMC engine.
📖 How to Use
This tool is designed to foster a systematic approach to market analysis, utilizing confluence to filter high-probability environments.
Identify Behavioral Exhaustion : Monitor the sentiment oscillator and the analytics dashboard. When the market enters the extreme greed or extreme fear background zones, recognize that the prevailing trend is highly saturated and susceptible to mean reversion.
Wait for Structural Confirmation : Do not act solely on sentiment extremes. Wait for the structural engine to print a confirmed shift in character on the chart.
Assess the Momentum Gap : Consult the dashboard to ensure the momentum gap is expanding in the direction of the new structural shift, validating that market psychology supports the technical breakout.
Define Invalidation : Utilize the freshly generated, unmitigated order block zones as logical areas to define risk parameters and structural invalidation points.
⚙️ Inputs and Settings
The indicator provides extensive configurability to adapt to various market environments.
• Sentiment Parameters
FGI Period : Dictates the lookback window for the core sentiment vectors. Shorter lengths increase sensitivity, while longer lengths identify macro psychological shifts.
Signal Line Period : Adjusts the smoothing factor for the secondary momentum tracker.
Overbought/Oversold Levels : Allows the user to define the exact numerical thresholds that trigger the extreme background zones and alerts.
• Visual and Dashboard Configurations
Color Price Candles : Toggles the sentiment-based gradient coloring on the main chart candles.
Dashboard Settings : Provides options to customize the background and text colors of the analytics panel for optimal visibility.
• Structural Settings
Swing Length : Determines the number of bars required to confirm a valid structural pivot point.
Enable SMC Overlay : A master toggle for the structural lines and zone boxes.
Track/Hide Mitigation : Configures how the indicator handles zones once they have been retested by price, offering the option to either recolor them or remove them entirely to keep the chart clean.
• Alert Conditions
FGI crosses Zero : Generates a notification when sentiment flips across the neutral 50 baseline.
OB/OS Level Breach : Triggers a warning precisely when the market enters the predefined extreme psychological zones.
🔍 Deconstruction of the Underlying Scientific and Academic Framework
The theoretical foundation of this indicator is deeply rooted in the principles of behavioral finance and auction market theory. Traditional quantitative finance assumes rational actors operating in an efficient market; however, empirical evidence demonstrates that markets are frequently driven by cognitive biases, leading to periods of irrational exuberance (greed) and unwarranted panic (fear).
The sentiment engine models this behavioral distribution by capturing standard deviations in volatility and momentum, mapping the data onto a normalized sigmoid-like curve. This quantifies the exact degree of psychological saturation. When a market reaches the tail ends of this distribution, the probability of mean reversion increases exponentially due to the exhaustion of marginal buyers or sellers.
Simultaneously, the structural engine maps these psychological states onto the physical mechanics of order flow. Breakouts and structural shifts that occur during neutral sentiment phases are often the result of standard liquidity provision and algorithmic execution. However, structural breaks that trigger concurrently with extreme sentiment readings mathematically validate a macro shift in participant behavior. By tracking the origin points of these shifts (order blocks), the indicator highlights the exact price vectors where institutional and large-scale participants initiated the phase transition, offering a rigorous, data-driven framework for anticipating future supply and demand imbalances.
⚠️ Disclaimer
All provided scripts and indicators are strictly for educational exploration and must not be interpreted as financial advice or a recommendation to execute trades. I expressly disclaim all liability for any financial losses or damages that may result, directly or indirectly, from the reliance on or application of these tools. Market participation carries inherent risk where past performance never guarantees future returns, leaving all investment decisions and due diligence solely at your own discretion. Indicator
1% Gamma Indicator + VPGamma Indicator + VP
Automatically displays key Gamma Exposure (GEX) levels and Volume Profile data for 48 US equities and futures — no manual input required. The indicator switches levels automatically based on the chart symbol.
自動顯示 48 隻美股及期貨的關鍵 Gamma Exposure（GEX）水平與成交量分佈數據，無需手動輸入。指標根據當前圖表標的自動切換對應數據。
Supported symbols 支援標的：
QQQ, SPY, NVDA, AAPL, MSFT, AMZN, TSLA, META, GOOGL, GOOG, IWM, SMH, GLD, TLT, ARM, IBIT, NQ1!, GC1!, MRVL, INTC, COHR, LITE, POWL, CVS, KO, MU, ASTS, CRWV, RKLB, TSM, IREN, ONDS, APT, LAKE, AAOI, CRCL, SNDK, NOW, BRK.B, MUU, QUBT, NKE, VST, CEG, PLTR, BE, BTCUSDT, ETHUSDT
GEX Levels 關鍵水平
🟢 Call Wall（認購牆）
Strongest overhead resistance — dealers are long gamma above this level.
最強上方阻力，做市商在此以上持有正 Gamma。
🔴 Put Wall（認沽牆）
Strongest downside support — dealers are long gamma below this level.
最強下方支撐，做市商在此以下持有正 Gamma。
⚡ GEX Flip（零 Gamma 線）
Zero-gamma boundary. Above = pinned / range-bound. Below = trending / volatile.
臨界水平。價格在上方＝區間震盪；在下方＝趨勢波動。
⚪ HVL（高波動水平）
High Volatility Level — key pivot zone.
關鍵樞軸區域。
⚪ Max Pain（最大痛苦點）
Strike where option buyers lose the most at expiry. Watch on Opex week.
期權買家在到期日損失最大的行使價，到期週尤為重要。
🟢 VU Trigger（向上觸發）
Breakout / squeeze signal above the Call Wall.
突破 Call Wall 的擠倉訊號。
🔴 VD Trigger（向下觸發）
Breakdown signal below the Put Wall.
跌穿 Put Wall 的破位訊號。
GEX Heatmap 伽瑪熱力圖（right side of chart 圖表右側）
64-bar profile showing GEX intensity at each price strike.
64 格條形圖，顯示各行使價的 GEX 強度。
🟢 Teal = positive gamma (stabilising / mean-reverting force)
青色 = 正 Gamma（穩定 / 均值回歸力）
🔴 Red = negative gamma (trending / amplifying force)
紅色 = 負 Gamma（趨勢延伸 / 波動放大力）
Bright bars = real option strikes; faded bars = interpolated zones.
實色條 = 真實期權行使價；淡色條 = 插值過渡區間。
Volume Profile 成交量分佈
POC — Point of Control / 成交量控制點（成交量最高價格）
VAH — Value Area High / 價值區間上沿
VAL — Value Area Low / 價值區間下沿（70% 成交量所在區域）
Expected Move 預期波動範圍
Orange dashed lines showing VIX-derived expected move to the next monthly Opex (3rd Friday). Updates in real time as VIX changes.
橙色虛線顯示以 VIX 波幅推算的每月 Opex（第三個星期五）前預期波動幅度，隨 VIX 實時更新。
Regime Table 機制判斷（bottom-right 右下角）
Regime Meaning
POS PINNED 正 Gamma 鎖定 Price above GEX Flip — range day, mean-reversion 價格高於零 Gamma 線，預期區間震盪
NEG TRENDING 負 Gamma 趨勢 Price below GEX Flip — momentum, wider swings 價格低於零 Gamma 線，預期趨勢延伸
Day Bias signals 日內偏向訊號：
VU SQUEEZE（向上擠倉）、VD BREAK（向下破位）、ABOVE CALL（突破認購牆）、RANGE DAY（區間日）、PUT BREAK（跌穿認沽牆）、VOLATILE（高波動）
Settings 設定選項
Toggle GEX Flip line / 開關 GEX Flip 水平線
Toggle Pos / Neg gamma heatmap independently / 獨立開關正 / 負 Gamma 熱力圖
Toggle VAL / VAH / POC lines / 開關成交量分佈水平線
Toggle detailed GEX Report table / 開關詳細 GEX 報告表格
Data Source 數據來源
GEX levels are computed from options market data and updated periodically during US market hours. Volume Profile levels are computed from PulseWire intraday data.
GEX 水平由期權市場數據計算，於美股交易時段定期更新。成交量分佈數據來自 PulseWire 日內數據。
Note 注意： This indicator embeds GEX data as snapshots. The last update time is shown in the script header. Unsupported symbols display no levels — no errors, simply hidden.
本指標以數據快照方式嵌入 GEX 水平，數據更新時間顯示於腳本標題。不支援的標的不會顯示任何水平，不影響圖表使用。 Indicator
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US Treasury Auction ZonesUS Treasury Auction Zones
An ICT-style killzone indicator that highlights US Treasury auction days and marks the critical 1:00–2:00 PM ET volatility window when auction results are announced.
Why Treasury Auctions Matter
The US Treasury auctions hundreds of billions in debt each month. When results drop at 1 PM ET, the market learns two things simultaneously — the yield the Treasury had to pay and how much demand showed up. For futures traders, the reaction is immediate and sharp. Gold (MGC/GC), equity indices (ES, NQ), and crude oil (CL) all move on the yield signal. TIPS auctions are especially relevant to gold since they directly reveal real yields — the primary driver of gold's inverse rate relationship.
How It Works
Rather than hardcoding dates, the indicator uses the Treasury's consistent monthly scheduling pattern to compute auction days perpetually — forward and backward across any chart date without expiry or manual updates.
The nth-weekday rule: the Nth occurrence of a weekday in a month falls precisely when the day-of-week matches and the day-of-month is within the corresponding 7-day window. No external data required.
Scheduling rules used:
10Y Note — 2nd Wednesday of each month
30Y Bond — 2nd Thursday of each month
20Y Bond — 3rd Wednesday of each month
3Y Note — 2nd Tuesday of each month
2Y Note — 4th Tuesday of each month
5Y Note + 2Y FRN — 4th Wednesday of each month
7Y Note — 4th Thursday of each month
Bills — Monday through Thursday weekly (off by default)
Three Tiers
🔴 T1 — Major (10Y Note · 20Y Bond · 30Y Bond)
The most watched auctions. Largest impact on yields, gold, and risk assets. These determine where the Treasury must price long-duration debt and often set the directional tone for the session.
🟠 T2 — Coupons (2Y · 3Y · 5Y · 7Y Notes · TIPS · FRN)
Significant auctions. TIPS results are uniquely relevant to gold traders — they directly reveal real yields at the moment of issuance, without the continuous noise of secondary market repricing.
🟡 T3 — Bills (4W · 6W · 8W · 13W · 17W · 26W · 52W)
High frequency, lower impact. Off by default to avoid coloring nearly every weekday. Enable when monitoring short-end rate dynamics or bill market stress.
Visual Elements
Day background — full session colored by tier (T1 red · T2 amber · T3 yellow) so auction days are immediately visible as you scan the chart
1–2 PM ET overlay — vivid white overlay fires on top of the tier color during the killzone window, matching the ICT killzone visual language
Session open label — ● T1 10Y Note appears at the first bar of each auction day so you know what's coming before 1 PM
1 PM label — UST T1 10Y Note · 1:00 PM ET marks the exact bar when the killzone opens
Both labels are independently toggleable. All colors are fully customizable.
Alerts Included
T1 auction 1 PM killzone open
T2 auction 1 PM killzone open
Any auction 1 PM killzone open
T1 auction day open (pre-session warning)
Notes
The nth-weekday scheduling rules match the Treasury's published pattern for the vast majority of auctions. Holiday shifts (which move auction dates by one day) are not applied — these are rare and the indicator remains accurate within one trading day for affected months. TIPS auction weeks follow the same weekday anchor as other T2 auctions and are included in the T2 tier accordingly.
Holiday shifts aside, this indicator requires no updates and works on any timeframe, any instrument, any date range.
Indicator
NAJI EL HAJJ HASSAN ntraday Regime Index (NIRI) The Naji INaji Intraday Regime Index (NIRI)
The Naji Intraday Regime Index (NIRI) is an adaptive market activity and volatility regime indicator designed to identify whether the current trading session is behaving in compression, balance, expansion, or momentum conditions relative to its historical intraday behavior.
Unlike traditional volatility indicators such as ATR, NIRI compares the current session’s cumulative intraday movement against the average movement of the same exact time window across a user-defined historical sample.
The indicator measures the market’s real intraday activity using cumulative absolute price movement:
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∑∣close−close ∣
This approach captures actual market participation and directional activity more effectively than simple net price change, allowing traders to detect:
ranging environments,
volatility compression,
session expansion,
abnormal momentum conditions,
and statistically quiet or active trading periods.
NIRI dynamically compares:
the current day’s movement from a selected starting time (market open or custom time),
to a selected ending time (current time or custom time),
against the same intraday window over a configurable number of previous trading sessions.
The output is expressed as a relative activity percentage:
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100
Historical Average
Current Movement
×100
Interpretation example:
Below 70% → Compression / low activity / ranging conditions
70%–100% → Normal session behavior
Above 100% → Expansion relative to historical norms
Above 130% → Strong momentum or abnormal volatility
The indicator is designed as a market regime filter rather than a directional signal generator. It helps traders adapt strategy selection based on current session conditions:
trend-following during expansion,
mean reversion during compression,
and risk reduction during abnormal volatility.
Key Features:
Adaptive intraday volatility comparison
Same-time historical session analysis
Automatic or manual session timing
User-defined lookback period
Relative movement normalization
Ranging and expansion regime detection
Instrument-independent behavior modeling
NIRI is especially effective for:
index futures,
forex,
crypto,
commodities,
and highly session-dependent markets where volatility behavior changes significantly throughout the trading day.
Created by Naji. Indicator
OMEGA ORGAN SYNC FORCE🧠 OMEGA ORGAN SYNC FORCE
OMEGA ORGAN SYNC FORCE is a multi-layer market synchronization engine designed to visualize market pressure, momentum flow, volatility behavior, and multi-timeframe directional propagation through a living “organ system” structure.
Instead of relying on a single indicator such as RSI, MACD, or moving averages alone, the engine combines several internal market components into one synchronized flow system.
The goal of the system is not only to detect direction, but to measure:
• how strongly the market is moving
• whether the movement is aligned across timeframes
• whether the market is in chaos or synchronization
• whether pressure is expanding or contracting
• whether momentum is propagating through higher timeframes
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🧬 ORGAN ENGINE
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The core structure is built around four primary “market organs”:
• Trend Organ
• Momentum Organ
• Volume Organ
• Volatility Organ
Each organ is normalized through Z-Score logic and synchronized into a unified market pressure stream called:
ORGAN FLOW
The system behaves like a living structure.
When all organs align in the same direction, synchronization increases.
When organs conflict with each other, chaos increases.
This creates a dynamic environment where the market can be interpreted not only through direction, but through internal behavioral quality.
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🌊 ORGAN FLOW
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The Organ Flow line represents the combined pressure of all internal organs.
This flow is additionally smoothed using EMA-based signal layering to create a more fluid and living visual movement instead of sharp mechanical reactions.
The result is a smoother “energy river” feeling rather than a standard oscillator appearance.
The visual philosophy is inspired by:
• wave propagation
• biological synchronization
• energy expansion
• market breathing behavior
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🚀 TIMEFRAME FORCE ENGINE
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One of the most important layers of the system is the Timeframe Force Engine.
The engine measures whether lower timeframe pressure is successfully propagating into higher timeframe structures.
This is not a traditional multi-timeframe filter.
Most systems only ask:
“Is the higher timeframe bullish?”
OMEGA ORGAN instead asks:
“Is momentum successfully carrying itself through time?”
The engine analyzes multiple timeframe layers simultaneously and measures:
• bullish propagation
• bearish propagation
• cascade alignment
• synchronization strength
When all selected timeframes align together, the system enters a:
BULL CASCADE
or
BEAR CASCADE
state.
This means directional energy is flowing through multiple market layers simultaneously.
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⚡ CHAOS ENGINE
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The Chaos Engine measures disagreement between internal organs.
High chaos means:
• unstable market structure
• conflicting pressure
• unpredictable behavior
• noisy conditions
Low chaos means:
• synchronization
• cleaner structure
• aligned momentum
• directional clarity
Chaos collapse zones are especially important because they often appear before major directional expansion.
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🫀 MARKET STATES
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Instead of displaying traditional numerical conditions only, the engine uses market states such as:
• TREND UP
• TREND DOWN
• RANGE
• CHAOS
• EXPANSION
• CONTRACTION
The goal is to transform raw calculations into readable market behavior.
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🎨 VISUAL PHILOSOPHY
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OMEGA ORGAN SYNC FORCE was designed not only as a calculation engine, but also as a visual market experience.
The indicator uses:
• glow layers
• aura effects
• soft transparency
• synchronized color logic
• premium panel design
• energy-flow visualization
to create a cinematic market interface.
The purpose is to make the market feel alive instead of static.
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🌐 MULTI LANGUAGE SUPPORT
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The indicator includes built-in language support.
Currently supported:
• English
• Turkish
The language system allows the panel and market states to adapt dynamically for international usage and future expansion.
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📊 PANEL SYSTEM
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The premium panel displays:
• Organ Flow Strength
• Timeframe Force
• Cascade State
• Chaos Level
• Market Direction
• Expansion / Contraction State
• Multi-Timeframe Alignment
• Organ Synchronization Quality
The panel is designed to function as a live market cockpit.
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🧠 CORE PHILOSOPHY
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Traditional indicators usually measure:
• one condition
• one formula
• one dimension
OMEGA ORGAN SYNC FORCE instead focuses on:
market synchronization.
The engine attempts to understand whether:
• pressure
• momentum
• volatility
• volume
• timeframe propagation
are behaving as one connected organism.
The system is not designed to predict the future.
It is designed to measure the quality, alignment, and behavioral structure of market movement.
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🇹🇷 TÜRKÇE AÇIKLAMA
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OMEGA ORGAN SYNC FORCE, piyasa baskısını, momentum akışını, volatilite davranışını ve zaman dilimleri arasındaki yön taşınmasını canlı bir “organ sistemi” mantığıyla analiz etmek için tasarlanmış çok katmanlı bir piyasa senkronizasyon motorudur.
Sistem:
• RSI
• MACD
• EMA
gibi tek boyutlu klasik indikatör mantığından farklı çalışır.
Amaç sadece yön bulmak değildir.
Amaç:
• hareketin gücünü
• zaman içinde taşınıp taşınmadığını
• organların uyumlu çalışıp çalışmadığını
• piyasanın kaos mu senkron mu olduğunu
• momentumun timeframe’ler arasında yayılıp yayılmadığını
ölçmektir.
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🧬 ORGAN SİSTEMİ
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Sistem dört temel market organından oluşur:
• Trend Organı
• Momentum Organı
• Hacim Organı
• Volatilite Organı
Bu organlar Z-Score normalizasyonuyla aynı ölçeğe getirilir ve birleşerek:
ORGAN FLOW
isimli ana akış motorunu oluşturur.
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🚀 TF İTKİ GÜCÜ
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Sistemin en önemli taraflarından biri:
Timeframe Force Engine
katmanıdır.
Bu yapı:
• alt timeframe baskısının
• üst timeframe’e taşınıp taşınmadığını
ölçer.
Yani sistem sadece:
“üst timeframe bullish mi?”
sorusunu sormaz.
Şunu sorar:
“momentum zaman boyunca taşınabiliyor mu?”
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⚡ CHAOS MOTORU
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Chaos Engine, organlar arasındaki uyumsuzluğu ölçer.
Yüksek kaos:
• kararsız yapı
• çelişkili baskı
• fake hareketler
• gürültülü piyasa
demektir.
Düşük kaos:
• uyum
• senkronizasyon
• temiz yön
• güçlü momentum
anlamına gelir.
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🎨 GÖRSEL FELSEFE
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Sistem sadece matematiksel değil, aynı zamanda görsel bir deneyim olarak tasarlanmıştır.
Bu yüzden:
• glow efektleri
• aura katmanları
• premium panel
• yumuşak geçişli renkler
• enerji akışı hissi
kullanılmıştır.
Amaç:
grafiği yaşayan bir organizma gibi hissettirmektir.
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Indicator
Adaptive Tail Risk MonitorAdaptive Tail Risk Monitor (ATRM)
What It Is
The Adaptive Tail Risk Monitor (ATRM) is a real-time statistical framework designed to map the changing architecture of asset return distributions. Most traditional indicators measure momentum, trend, or simple volatility. ATRM measures something deeper: the structural asymmetry and tail behavior of recent returns.
By calculating the 3rd moment (Skewness) and 4th moment (Kurtosis) of the return distribution and processing them through a rolling percentile framework, ATRM normalizes this advanced data against an asset’s own historical footprint. The result is a dynamic, self-calibrating view of market risk that automatically adapts to any financial instrument or timeframe.
Why It Was Built
Standard technical tools are largely blind to distributional shifts. A market can trend calmly while quietly accumulating statistical instability long before price confirmation becomes visually obvious. Hidden anomalies—such as fat tails, negative skew, and rising kurtosis—frequently precede major market regime transitions.
ATRM was built to surface these hidden conditions. By combining rolling central moment (skewness and kurtosis) estimation with adaptive percentile ranking, it converts abstract mathematical concepts into a highly interpretable visual dashboard. It tells you not just what the market is doing, but what kind of statistical regime you are operating in.
Core Concepts
🧠 Adaptive Percentile Framework
ATRM operates without static thresholds.
Instead, Skewness and Kurtosis are continuously evaluated relative to their own historical distributions using rolling percentile ranking.
This adaptive approach allows the framework to:
• Normalize behavior across asset classes
• Adapt across timeframes
• Remain responsive to structural market shifts
• Improve regime consistency
Key Takeaway:
Percentile levels represent relative statistical positioning unique to that specific asset’s history, rather than arbitrary fixed values.
1. Skewness — Asymmetric Return Conditions
Skewness is directional, measuring whether the return distribution is becoming positively or negatively imbalanced. It defines which side of the distribution carries the greater tail concentration.
Positive Skewness:
• Upside returns dominate
• Positive outliers become more frequent
• Bullish expansion conditions may be developing
Negative Skewness:
• Downside returns dominate
• Negative outliers increase
• Bearish asymmetry may be emerging
🟩 Skewness Color Mapping
The skewness line dynamically changes color according to its historical percentile state:
🟩 Extreme Positive Asymmetry: ≥ 90th percentile
🍏 Positive Asymmetry: 65th–90th percentile
⬜ Neutral Symmetry: 35th–65th percentile
🍎 Negative Asymmetry: 10th–35th percentile
🟥 Extreme Negative Asymmetry: < 10th percentile
2. Kurtosis — Extreme Return Conditions (Tail Risk)
Kurtosis measures the concentration and extremity of outliers (the thickness of the tails). Excess kurtosis is non-directional; it flags the probability of extreme price shocks regardless of sign. Elevated kurtosis tells you that the tails are getting fat, extreme returns are becoming more frequent, while Skewness provides the directional context.
High Kurtosis typically flags:
• Volatility expansion
• Large price movements
• Panic or euphoric phases
• Unstable regime transitions
Low Kurtosis reflects:
• Stable, balanced conditions
• Mean-reverting environments
• Limited tail expansion
🔵 Kurtosis Color Mapping
The kurtosis plot dynamically shifts color to indicate tail expansion intensity:
🔵 Extreme Expansion: ≥ 90th percentile
🔹 Elevated Expansion: 75th–90th percentile
⚪ Baseline Conditions: < 75th percentile
🖥️ Market Condition Framework
The indicator synthesizes both Skewness and Kurtosis states into a unified classification system, painting the chart background when critical structural transitions occur.
🟩 Bright Green — Positive Returns Dominant
Skewness ≥ 90th percentile & Kurtosis ≥ 90th percentile
🍏 Light Green — Positive Returns More Frequent
Skewness 65th–90th percentile & Kurtosis ≥ 75th percentile
🟦 Blue — Neutral Expansion
Skewness 35th–65th percentile & Kurtosis ≥ 75th percentile
🍎 Light Red — Negative Returns More Frequent
Skewness 10th–35th percentile & Kurtosis ≥ 75th percentile
🟥 Bright Red — Negative Returns Dominant
Skewness < 10th percentile & Kurtosis ≥ 90th percentile
⬛ Baseline Conditions
Kurtosis < 75th percentile
(Stable, low-dispersion environment)
This framework allows traders to quickly assess whether market conditions are becoming increasingly directional, increasingly unstable, or returning toward equilibrium.
🛠️ User Settings & Customization
Rolling Window
Controls the initial Skewness and Kurtosis estimation lookback.
• Shorter windows increase responsiveness
• Longer windows increase statistical stability
Minimum recommended: Intraday/Daily 63+, Weekly 52+, Monthly 36+.
Percentile Window
Sets the lookback for historical percentile ranking. For statistical integrity, this window must exceed the Rolling Window length for Skewness and Kurtosis.
Minimum recommended: Intraday/Daily 126+, Weekly 52+, Monthly 36+. Longer windows produce more stable percentile ranks
EMA Smoothing
Applies exponential smoothing to reduce noise on raw statistical estimates.
• 3–5 = higher responsiveness
• 8–13 = greater stability
Higher values improve stability but increase lag during regime transitions.
Display Style Flexibility
Users can independently switch display formats (Line, Columns, Histogram, or Area) for both Kurtosis and Skewness via the native PulseWire Style menu.
Visibility Controls & Legends
Fully customize or toggle:
• Percentile bands
• Background colors
• Legend tables
⚙️ Multi-Panel Configuration Note
For maximum clarity, consider loading ATRM twice as separate indicator panes:
• One configured to display only Skewness
• One configured to display only Kurtosis
⚠️ CRITICAL REQUIREMENT: When stacking multiple ATRM instances across separate panes, maintain identical Rolling Window lengths to keep percentile states synchronized.
Different lookback windows create independent historical distributions, which may lead to desynchronized percentile states and inconsistent regime classification between panels.
📈 Application Examples & Strategy Filters
1. ATRM + RSI — Filtering False Reversals
RSI is designed to identify overbought and oversold conditions but cannot evaluate whether the surrounding market environment supports stable mean reversion or continued directional expansion. ATRM fills that gap by providing distributional context around the signal.
The Oversold Trap — Avoiding False Reversals
The Setup
RSI overbought/oversold signals perform best during mean-reverting environments but often struggle during sustained trends or market dislocation phases. A common trap is buying a deeply oversold RSI reading during an aggressive market decline. The RSI signal looks like a reversal opportunity but the market continues lower.
The Filter
If RSI flashes an oversold signal while ATRM Skewness is firmly in its lower percentiles (< 35th percentile) and Kurtosis is elevated (> 75th percentile), the return distribution remains heavily negatively skewed with elevated tail expansion. Avoid mean-reversion longs in this environment. Wait for Skewness to recover toward the neutral zone before attempting reversal entries.
The Confirmed Reversal — High-Confidence Mean Reversion
The Setup
Following a period of market stress, RSI moves into oversold territory while distributional conditions begin to stabilize. The question is whether the signal reflects genuine mean-reversion potential or another false recovery.
The Filter
When Kurtosis is below the 75th percentile and Skewness is neutral, the market is operating in a more stable, symmetric environment where RSI reversal signals carry higher confidence.
2. ATRM + MACD — Confirming Breakouts & Avoiding Whipsaws
Standard indicators like RSI, MACD, or Moving Averages track trend and momentum but cannot detect the underlying shape of the return distribution. ATRM acts as a distributional condition filter—helping determine whether a strategy's signals are operating in a favorable or unstable statistical environment.
The Breakout Confirmation — Filtering False Crossovers
The Setup
MACD crossovers frequently generate false signals during choppy, low-conviction markets. Look for periods where Kurtosis is compressed near the bottom of its historical range, indicating a low-dispersion environment where crossover signals should be treated with skepticism.
The Filter
When a fresh MACD crossover occurs simultaneously with Kurtosis breaking upward through the 75th percentile, it confirms the return distribution is expanding to support a genuine directional move. The MACD provides the directional entry; ATRM confirms the structural conditions support it.
The Exhaustion Warning — Avoiding Late-Stage Exposure
The Setup
A bullish MACD crossover occurs after a prolonged advance, potentially pulling in late buyers near the late-stage extension point of a structural move.
The Filter
If the crossover occurs while Kurtosis is already above the 90th percentile and Skewness remains highly positive, the distribution is statistically stretched. Reduce position sizing or trail stops aggressively rather than initiating fresh exposure at that stage.
3. ATRM + Moving Average Crossovers — Filtering Trend Whipsaws
Moving average crossovers are designed to capture shifting trends but have no built-in mechanism to evaluate whether the market environment actually supports a sustained directional move. ATRM fills that gap by providing the distributional context the crossover itself cannot see.
The Squeeze and Launch — High-Probability Breakouts
The Setup
During sideways, range-bound markets, moving averages flatten and cross repeatedly in both directions, generating false signals. Look for periods where the averages are tangled while ATRM Kurtosis is flat near the bottom of its historical range — this is a compressed, low-dispersion environment where breakout signals should be treated with skepticism.
The Filter
Do not trade minor crossovers while Kurtosis remains compressed. Wait for the bar where a fresh MA crossover coincides with Kurtosis breaking upward through the 75th percentile. This indicates the return distribution is beginning to expand, which is consistent with a genuine directional move emerging from the consolidation. The crossover gives direction; ATRM confirms the distributional conditions have shifted to support it.
The Climax Trap — Avoiding Late-Stage Entries
The Setup
An asset enters a strong, sustained advance. A lagging moving average crossover finally triggers a bullish signal after price has already moved significantly, pulling in late trend-followers near the exhaustion point.
The Filter
If the crossover occurs while Kurtosis is already above the 90th percentile and Skewness is in the upper percentiles, the distribution is statistically extended. This does not guarantee reversal, but it indicates the market is in a high-dispersion, asymmetric state that is less favorable for new long entries. Use this condition to trail existing stops aggressively rather than initiating fresh positions.
The Dead Cat Bounce — Identifying False Recoveries
The Setup
Following a sharp decline, price bounces and shorter-term moving averages cross back to the upside, creating the appearance of a trend reversal. This pattern frequently traps traders who interpret the crossover as confirmation that the worst is over.
The Filter
If the bullish crossover occurs while ATRM Skewness remains below the 10th percentile, the return distribution is still heavily negatively skewed. The underlying conditions that drove the decline have not resolved. Treat the crossover as a potential continuation pattern rather than a confirmed reversal, and approach any long signal with significantly reduced conviction until skewness recovers toward the neutral zone.
📌Important note: ATRM is not a standalone entry/exit signal. Use it as a market condition filter layered over your existing strategy — tighten risk or reduce exposure when tail risk is accumulating, increase exposure when distributional conditions are favorable.
Disclaimer
ATRM is an analytical framework developed for educational and research purposes. It does not constitute financial or investment advice.
All trading involves substantial financial risk. Indicator
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% From Open Watermark% From Open Watermark displays the current percentage change from the session open as a large, semi-transparent watermark overlaid on your chart. It calculates the move from the daily, weekly, or monthly open (your choice) to the current close and updates in real time as price moves. The text color shifts automatically, turning green when you're up on the session, red when you're down, and gray when flat. This gives you an at-a-glance read on session performance without having to do mental math or glance at a separate panel.
The watermark is fully customizable. Place it in any of nine positions on the chart (top, middle, or bottom paired with left, center, or right), choose from six text sizes including an auto-scaling option, and adjust the transparency and colors to match your chart theme. You can toggle the leading "+" sign on positive moves and set decimal precision from 0 to 4 places. Because it renders as a positioned table rather than a price-anchored label, it stays put as you scroll and zoom, just like a real watermark. Indicator
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BNC Market Bias DashboardA multi-timeframe sentiment gauge built on the BullNaked Crypto strategy framework. No signals, no entries — just a clear read of where the market stands right now across 7 timeframes simultaneously.
Scores each timeframe (3min, 9min, 27min, 81min, 3H, Daily, Weekly) across 5 indicators — EMA stack, Naked RSI zones, Stochastic RSI, Ichimoku Cloud, and Keltner Channel — and combines them into a weighted overall bias rating. Higher timeframes carry more weight because the higher the timeframe, the stronger the signal.
Rating scale: Strong Bull → Bull → Lean Bull → Neutral → Lean Bear → Bear → Strong Bear
What each column shows:
EMA stack alignment (9/30/50/100/200)
Naked RSI health zone (36 / 46 / 56 / 65 system)
Stochastic RSI position
Ichimoku Cloud position
Keltner Channel position
Per-timeframe signal suggestion
The overall score is weighted so Daily and Weekly carry 3× the influence of the 3-minute, reflecting the core principle that trend is truth on the higher timeframe. Use this to build your story before placing any trade — if the higher timeframes disagree with your entry timeframe, the story isn't complete yet.
Overlays directly on your chart. Table anchors to the bottom-left corner. All timeframes and indicator settings are fully adjustable in the settings panel.
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