Funding Carry Stress Map [AGPro Series]Funding Carry Stress Map
🧠 Core Idea
Is the market carrying a hidden derivatives premium or discount that is becoming crowded enough to matter?
📌 Overview / What it does
Funding Carry Stress Map is a crypto derivatives context tool designed to estimate when perpetual-style premium, carry pressure, basis drift, and volatility-adjusted crowding are becoming structurally relevant on the chart.
The script compares the active chart symbol against a user-selected spot reference, builds a smoothed carry baseline, measures premium/discount deviation, evaluates persistence, and converts the result into a visual carry stress framework. It produces a projected carry stress corridor, state labels, right-side tags, alerts, and a compact AG Pro dashboard.
It does not read official exchange funding payments, automate trades, predict future price direction, or promise that elevated carry stress must reverse. It is a structured analytical layer for reading derivatives pressure, premium imbalance, discount imbalance, carry squeeze risk, and cooling behavior.
🎯 Purpose & Design Philosophy
This script was built to fill a gap in the public AGProLabs lineup: most chart tools focus on trend, volume, support/resistance, momentum, or volatility. Crypto traders also need a clean way to think about derivatives-side pressure without turning the chart into a noisy data terminal.
The design goal is to make carry stress visible as a chart story. Instead of showing only a raw spread number, the script asks whether premium/discount is large, unusual, persistent, and supported by enough volatility context to deserve attention.
It is built for traders who want to monitor crowded long carry, crowded short carry, squeeze risk, and stress cooling while still making their own decisions from broader market context.
⚡ Why This Script Is Different
Most tools either show generic premium/basis values or treat funding-related pressure as a simple bullish/bearish signal.
This script does NOT claim to know the next candle, does NOT treat carry pressure as an automatic reversal signal, and does NOT depend on official funding-rate feeds that may not be available on every chart.
Instead, it converts spot-vs-active-symbol premium behavior into a structured carry stress map: premium size, normalized basis deviation, persistence, volatility rank, price reaction, and cooling behavior are combined into one visual decision-support framework.
⚙️ Methodology
1. Context Detection
The script reads the active chart price and a spot reference. By default, it automatically builds that reference from the chart base currency, selected exchange, and selected quote.
2. Reference Mapping
The premium series is smoothed into a carry baseline. The script then measures how far current premium/discount has moved away from that baseline.
3. Reaction Evaluation
The model evaluates basis z-score, absolute premium percentage, persistence across a recent window, volatility rank, and whether price is starting to reject the crowded side.
4. Visual Output
The result is displayed as a carry stress corridor, event labels, right-side tags, and a dashboard panel showing state, stress score, premium, basis z-score, persistence, volatility rank, and current interpretation.
🗺️ How to Read the Chart
The carry stress corridor represents the active price area where derivatives-side pressure is being monitored.
Labels mark important state transitions such as premium stress, discount stress, carry squeeze risk, and carry cooling.
Colors communicate state:
• Pink = positive carry / long-crowding stress
• Teal = negative carry / short-crowding stress
• Yellow = squeeze-risk reaction
• Indigo = cooling or neutralization
The panel summarizes the current condition so the user can quickly read whether carry pressure is low, watch-level, elevated, or extreme.
🚦 Signals & States
• Premium Stress → positive premium/carry pressure is active and persistent enough to monitor
• Discount Stress → negative premium/discount pressure is active and persistent enough to monitor
• Carry Squeeze Risk → elevated carry pressure is present while price begins reacting against the crowded side
• Carry Cooling → previously meaningful carry stress has faded below the model’s cooling zone
• Reset → no active carry imbalance is strong enough to dominate the current read
🔔 Alerts Logic
Alerts trigger when the internal state changes into one of the selected alert conditions.
Premium Stress alerts mark a transition into meaningful positive carry pressure.
Discount Stress alerts mark a transition into meaningful negative carry pressure.
Carry Squeeze Risk alerts mark a transition where crowded carry pressure and adverse price reaction align.
Carry Cooling alerts mark a transition where carry stress has materially faded.
Alerts are attention markers, not trade instructions.
🧩 Confluence Logic
The strongest context appears when multiple components align:
When premium size + basis z-score + persistence + volatility rank align, the carry stress score becomes more meaningful.
When that elevated score also appears with price rejection against the crowded side, the context shifts from simple premium/discount monitoring into potential squeeze-risk awareness.
📊 When to Use
• Crypto perpetual and futures markets where a spot reference can be selected
• Perpetual charts compared against their closest spot market
• High-interest crypto pairs where basis and carry pressure can influence behavior
• Volatile sessions where crowded positioning may matter more than usual
• Market regimes where traders want to monitor long-crowd or short-crowd pressure
⚠️ When NOT to Use
• Illiquid symbols with unreliable spot or futures pricing
• Charts where the selected spot reference is not comparable to the active symbol
• Markets with very noisy or fragmented data
• Extreme news events where spread behavior can become unstable
• Non-crypto symbols unless the user deliberately selects a meaningful reference
🎛️ Key Inputs
• Auto Spot Reference → automatically builds the spot reference from the chart base currency, selected exchange, and selected quote
• Carry Baseline Length → controls how quickly the premium baseline adapts
• Stress Normalization Lookback → controls how far back the script looks to judge unusual basis behavior
• Persistence Window → measures whether carry pressure persists across several bars
• Premium Stress Threshold % → defines the minimum premium/discount level required for active stress
• Reference Mismatch Guard % → prevents mismatched symbols from being interpreted as real carry stress
• Basis Z-Score Threshold → defines how unusual the spread must be before stress can activate
• Visual Settings → control corridor projection, labels, right-side tags, bar colors, and font sizes
🖥️ Interface & Visual Design
The interface is designed around a premium first-glance chart story.
The corridor gives the chart an active visual anchor. The centered label explains the current stress read without forcing the user to inspect every panel row. Right-side tags keep the current state visible near the active price area.
The panel uses the AG Pro layout standard with a blue merged header row, adjustable location, adjustable theme, and adjustable font size.
🧪 Practical Usage Workflow
1. Apply the script to a perpetual or futures chart.
2. Keep Auto Spot Reference enabled, or manually select the closest matching spot market.
3. Read the panel state and stress score.
4. Check whether the corridor is neutral, premium-stressed, discount-stressed, or showing squeeze risk.
5. Evaluate price reaction around the corridor together with broader market structure, volatility, and risk rules.
🔍 Interpretation Guidelines
Treat carry stress as a context layer.
Premium stress can mean long-side carry is becoming crowded, but it does not automatically mean price must fall.
Discount stress can mean short-side carry is becoming crowded, but it does not automatically mean price must rise.
Carry squeeze risk is stronger when elevated stress and adverse price reaction appear together, but it still requires confirmation from broader market context.
🚫 What This Script Is NOT
This script is not a prediction engine.
This script is not financial advice.
This script is not an auto trading system.
This script is not a guaranteed signal engine.
This script does not read official funding payment data directly.
This script does not claim that premium or discount must immediately mean-revert.
⚠️ Limitations & Transparency
The script estimates carry stress from active-symbol versus spot-reference behavior. It is a proxy framework, not an official exchange funding-rate feed.
Results can vary by exchange, symbol mapping, liquidity, timeframe, and data quality.
The selected reference must match the active market. Auto Spot Reference is enabled by default to help keep ETH charts on an ETH reference, BTC charts on a BTC reference, and similar mappings aligned.
Fast market moves, low liquidity, stale references, or mismatched symbol selections can affect the accuracy of the stress interpretation.
Market conditions change, and the same stress score may behave differently across different volatility regimes.
🧠 Market Context Notes
In crypto markets, derivatives pressure can matter because perpetual traders may become crowded on one side when premium, basis, and volatility remain elevated.
This does not create certainty. It creates context.
The value of the script is strongest when the user combines carry stress with structure, liquidity, trend quality, volatility, and disciplined risk management.
🧾 Use Case Examples
When price trades above the spot reference with persistent premium and the panel shifts into Premium Stress, the user may monitor whether long-side carry is becoming crowded.
When price trades below the spot reference with persistent discount and the panel shifts into Discount Stress, the user may monitor whether short-side pressure is becoming crowded.
When elevated carry stress appears and price starts rejecting the crowded side, the Carry Squeeze Risk state can help highlight a context worth closer attention.
🧱 System Philosophy
Funding Carry Stress Map follows the AGProLabs principle of building decision-support maps rather than prediction tools.
The script is designed to make hidden context easier to see, not to replace judgment.
Its purpose is to organize information into a cleaner visual workflow: read the state, inspect the corridor, evaluate reaction, and confirm with broader context.
🔐 Non-Promise Statement
No script can guarantee market direction.
No carry stress model can remove uncertainty.
This tool helps organize context; it does not create certainty.
📉 Risk Disclosure
Trading involves risk.
Crypto derivatives can be highly volatile and may involve leverage, liquidation risk, exchange risk, funding-cost changes, and rapid market movement.
This script is for educational and analytical purposes only.
It does not provide financial advice or guaranteed trading outcomes.
Users remain responsible for their own decisions.
📚 Educational Note
Use the script as a learning layer for understanding how premium, discount, persistence, volatility, and price reaction can combine into a more complete derivatives-pressure read.
Indicator
Macro Risk Proxy Switchboard [AGPro Series]Macro Risk Proxy Switchboard
🧠 Core Idea
Are macro risk proxies supporting risk appetite, warning of defense, or sending a mixed signal?
📌 Overview / What it does
Macro Risk Proxy Switchboard is a macro context tool that compares multiple external risk proxies and converts them into a clean risk-on / risk-off switchboard.
The script uses configurable proxy symbols such as dollar pressure, yield pressure, volatility pressure, and credit appetite. It normalizes their recent movement, evaluates agreement, detects shock or divergence behavior, and displays the current macro regime directly on the chart.
It produces a macro risk rail, compact alignment labels, right-side regime tags, and a structured AG Pro panel. It does not predict price direction, automate decisions, or claim that macro proxies must control the chart.
🎯 Purpose & Design Philosophy
This script was built to solve a common context problem: traders often watch several macro proxies, but the information is scattered across different charts.
Macro Risk Proxy Switchboard compresses that context into one visual layer. It helps traders understand whether external risk conditions are supportive, defensive, mixed, or shocked.
The mindset is simple: price action matters first, but macro pressure can change the quality of breakouts, pullbacks, risk appetite, and continuation attempts.
⚡ Why This Script Is Different
Most tools focus only on the charted symbol.
This script does NOT treat macro data as a prediction engine.
Instead, it reads a configurable basket of risk proxies and asks whether those proxies agree, diverge, or create an external pressure warning.
The result is not a buy or sell signal. It is a compact macro context layer designed to improve situational awareness.
⚙️ Methodology
1. Proxy Selection
The script reads four configurable proxies: dollar pressure, yield pressure, volatility pressure, and credit appetite.
2. Proxy Normalization
Each proxy is measured by recent momentum and normalized against its own historical behavior so the readings can be compared.
3. Composite Evaluation
The script combines proxy pressure into a composite risk score and measures how many proxies agree with the current regime.
4. Visual Output
The output is displayed through a macro risk rail, event labels, right-side regime tags, and a clean AG Pro panel.
🗺️ How to Read the Chart
The macro rail represents the current external risk context.
Labels show important macro events such as risk-on alignment, risk-off alignment, proxy shock, or macro divergence.
Colors separate supportive, defensive, neutral, and shock-style behavior.
The panel shows macro regime, risk direction, composite pressure, agreement count, dominant proxy, individual proxy pressure, credit pressure, quality score, and next context.
🚦 Signals & States
• RISK-ON ALIGN → macro proxies are broadly supportive of risk appetite
• RISK-OFF ALIGN → macro proxies are broadly defensive or risk restrictive
• MIXED PROXIES → proxy agreement is weak or divided
• PROXY SHOCK → at least one proxy shows unusually strong pressure
• NEUTRAL BOARD → no clear macro tilt is active
🔔 Alerts Logic
Alerts trigger when the script detects risk-on alignment, risk-off alignment, proxy shock, or macro proxy divergence.
These alerts are attention markers only. They highlight a change in macro context, not a trading instruction.
🧩 Confluence Logic
The strongest macro context appears when multiple proxies point in the same direction and the composite score is strong.
When price structure, market trend, and macro proxy alignment agree, the context becomes more coherent.
When price action and macro pressure disagree, the chart should be interpreted with more caution.
📊 When to Use
• Crypto risk-on / risk-off evaluation
• Equity index context
• Breakout quality review
• Pullback environment analysis
• Volatility expansion periods
• Comparing price behavior against external macro pressure
⚠️ When NOT to Use
• When proxy symbols are unavailable on the selected PulseWire data plan
• During market holidays where proxy data may be stale
• On very low-liquidity symbols where local behavior dominates
• When using macro context as a standalone trade trigger
• When ignoring the chart’s own structure, liquidity, and volatility
🎛️ Key Inputs
• Dollar Pressure Proxy → default DXY-style risk pressure input
• Yield Pressure Proxy → default 10-year yield-style pressure input
• Volatility Proxy → default VIX-style defensive pressure input
• Credit Appetite Proxy → default HYG-style risk appetite input
• Proxy Momentum Length → controls how recent proxy movement is measured
• Proxy Rank Length → controls normalization stability
• Agreement Threshold → controls how strict risk-on/risk-off classification is
• Visual settings → control panel, rail, labels, and readability
🖥️ Interface & Visual Design
The interface is designed as a switchboard, not a traditional oscillator.
The panel carries the macro logic, while the chart displays only the most important regime rail and event labels.
This keeps the chart clean while still giving the viewer a premium first-glance macro context.
🧪 Practical Usage Workflow
1. Read the panel macro regime
2. Check risk direction and composite score
3. Review agreement count and dominant proxy
4. Compare macro rail with current price structure
5. Treat divergence or proxy shock as context requiring extra caution
🔍 Interpretation Guidelines
A risk-on reading does not guarantee upside.
A risk-off reading does not guarantee downside.
A proxy shock means external pressure is elevated and should be reviewed.
A mixed board means macro proxies are not giving a clean message.
The best use is to combine this switchboard with price action, structure, volatility, liquidity, and timeframe context.
🚫 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 buy or sell signals.
It does not claim that macro proxies always lead price.
⚠️ Limitations & Transparency
Proxy symbols may behave differently across asset classes.
Some symbols may have delayed or unavailable data depending on the user’s PulseWire access.
Macro relationships can change over time.
Short-term price action can diverge from macro context for long periods.
Users should always interpret the switchboard within broader market conditions.
🧠 Market Context Notes
Macro context is most useful when it helps explain the quality of risk appetite.
Dollar pressure, yield pressure, volatility pressure, and credit appetite can all influence how traders interpret continuation, rejection, and acceptance behavior.
The script is built to simplify that context, not to replace the chart.
🧾 Use Case Examples
When price attempts a breakout while the switchboard shows risk-on alignment, the trader can evaluate whether external conditions support the move.
When price is holding support but the switchboard prints proxy shock, the trader can watch for defensive pressure.
When price trends strongly while macro proxies remain mixed, the trader can treat the move as less confirmed by external context.
🧱 System Philosophy
Macro Risk Proxy Switchboard follows the AGPro Series philosophy: clean decision-support tools that turn complex market context into readable, premium visual structure.
The script focuses on interpretation quality, not prediction claims.
🔐 Non-Promise Statement
No proxy basket can know the future.
No macro signal guarantees price direction.
This tool provides structured context only.
📉 Risk Disclosure
Trading involves risk.
Market conditions can change quickly.
All decisions remain the responsibility of the user.
This script does not provide financial advice or guaranteed trading outcomes.
📚 Educational Note
Use this script as an educational and analytical companion for studying macro pressure, risk appetite, defensive conditions, and cross-market context.
Indicator
Session Sweep Reversal Predictor - PhenLabs🚀 #67 Session Sweep Reversal Predictor - PhenLabs
📌 Overview
Session Sweep Reversal Predictor helps traders evaluate whether a confirmed session liquidity sweep is more likely to reverse or continue. It tracks Asian, London, and New York session ranges, detects qualified sweeps of prior session highs or lows, then uses a rolling Bayesian model to estimate reversal and continuation probability from previous sweep outcomes.
Instead of showing every wick through a level, SSRP filters for displacement using candle size versus ATR and body-to-range quality. The goal is to highlight cleaner sweep events where price actually shows intent after taking session liquidity.
📊 Core Idea
Markets often build liquidity around session highs and lows. When a later session sweeps a prior session range, the key question is not just “was liquidity taken?” but “did this sweep behave like prior sweeps that reversed, or like prior sweeps that continued?”
SSRP answers that question with a rolling event model. Each qualified sweep is classified by candle structure, displacement, and close location, then compared against historical outcomes inside the selected lookback window.
🚀 Key Features
✅ Tracks Asian, London, and New York session ranges
✅ Detects wick sweeps with rejection closes
✅ Optional failed-close sweep detection
✅ Session-aware sweep logic: London can sweep Asian, New York can sweep London or Asian
✅ Displacement filters using ATR expansion and body/range quality
✅ Rolling Naive Bayes probability model
✅ Reversal and continuation probability labels
✅ Session range boxes, session background tint, swept-level lines, and dashboard table
✅ Alerts for high reversal-probability and high continuation-probability sweeps
🔧 Settings
Session Timezone
Default: America/New_York
Options: America/New_York, Europe/London, Asia/Tokyo, UTC, exchange
Description: Timezone used for hour-based session classification.
Asian / London / New York Session
Default: Asian 18:00–03:00, London 03:00–07:59, New York 08:00–16:00
Description: Reference session windows for the model’s intended session structure. The script evaluates sessions by hour in the selected timezone.
Detect Wick Sweeps
Default: On
Description: Detects sweeps where price straddles a locked session level and closes back through it.
Detect Failed-Close Sweeps
Default: Off
Description: Detects sweeps where one bar closes beyond the level and the next bar reclaims it.
London may sweep Asian range
Default: On
Description: Allows London-session sweeps of the completed Asian range.
New York may sweep Asian range
Default: On
Description: Allows New York-session sweeps of the completed Asian range.
New York may sweep London range
Default: On
Description: Allows New York-session sweeps of the completed London range. New York gives London levels priority before falling back to Asian levels.
ATR Length
Default: 14
Description: ATR period used for displacement qualification and outcome measurement.
Min Candle Size × ATR
Default: 1.5
Description: Minimum candle range relative to ATR required for a sweep to qualify.
Min Body/Range Ratio
Default: 0.5
Description: Minimum body quality required to reduce weak wick-only signals.
Rolling Lookback
Default: 100 sweep events
Description: Number of prior sweep events retained in the probability model.
Laplace Smoothing α
Default: 4.3
Description: Smoothing factor used by the Bayesian model so early samples do not become overconfident.
Outcome Forward Bars
Default: 10
Description: Number of bars after a sweep used to classify whether the event reversed or continued.
Reversal Threshold %
Default: 60
Description: Probability level required to trigger high-reversal visual emphasis and alerts.
Continuation Threshold %
Default: 60
Description: Probability level required to trigger high-continuation visual emphasis and alerts.
🔥 How It Works
1. Build session ranges
• Asian, London, and New York highs/lows are tracked independently.
• When a session ends, its range is locked for later sweep detection.
• New Asian session starts reset prior London and New York levels for the new day.
2. Detect qualified sweeps
• London can sweep the completed Asian range.
• New York can sweep the completed London range first, then Asian range.
• A high sweep requires price to trade above the level and close back below it.
• A low sweep requires price to trade below the level and close back above it.
3. Filter for displacement
• Candle range must be large enough versus ATR.
• Candle body must represent enough of the full candle range.
• This helps reduce weak, noisy liquidity taps.
4. Score the sweep
• The model bins body quality, candle size, and close location.
• It estimates reversal versus continuation odds using a rolling Naive Bayes model.
• Laplace smoothing keeps the model from becoming too extreme on small samples.
5. Label the outcome
• After the selected forward-bar window, the script checks whether price moved at least one event ATR back through the swept level.
• If it did, the event is labeled as a reversal.
• If it did not, the event is labeled as continuation.
🎨 Visual Guide
• Blue box: Asian session range
• Orange box: London session range
• Background tint: active session
• Yellow dashed line: swept level
• Green label: reversal probability above threshold
• Red label: continuation probability above threshold
• Gray label: no high-confidence edge
• Dashboard: most recent sweep events, session, source range, direction, probabilities, and outcome status
📖 How to Interpret Signals
High Sweep
A prior session high was taken. A high reversal probability suggests the model favors downside reaction from the sweep. A high continuation probability suggests the model favors upside continuation after the liquidity take.
Low Sweep
A prior session low was taken. A high reversal probability suggests the model favors upside reaction from the sweep. A high continuation probability suggests the model favors downside continuation after the liquidity take.
REV %
Estimated probability that the sweep reverses by at least one event ATR within the forward-bar window.
CONT %
Estimated probability that the sweep does not meet the reversal condition within the forward-bar window.
✅ Best Used For
SSRP is designed for intraday traders who watch session liquidity, especially London and New York open behavior. It is most useful on liquid markets with clean session structure, such as major FX pairs, index futures, crypto majors, and high-volume equities.
⚠️ Important Notes
This is a statistical context tool, not a guaranteed prediction engine. The Bayesian probabilities are based only on the script’s rolling sample of prior qualified sweep events. Early chart history, low-liquidity symbols, unusual sessions, and small lookback samples can make the probabilities less stable. Indicator
Mirrored Adaptive Trend Channel (MATC)Mirrored Adaptive Trend Channel (MATC)
Mirrored Adaptive Trend Channel (MATC) is a volatility-adjusted trend-following indicator designed to reduce false breakouts and improve directional clarity through a mirrored price channel structure and dual confirmation logic.
🔹 Core Logic
The indicator is based on a percentage deviation channel constructed around the median price:
Source price:
HL2 (High + Low) / 2
Upper Band:
Upper = HL2 × (1 + Percent / 100)
Lower Band:
Lower = HL2 × (1 - Percent / 100)
These bands define a symmetrical price channel around a dynamic mid-region.
🔹 Mirror Structure
MATC introduces a mirror-adjusted channel model, where:
The midline is calculated as the average of upper and lower bands
Distance from midline is symmetrically redistributed
A mirror strength coefficient is applied to adjust channel expansion and contraction dynamically
This mechanism improves structural stability during volatility expansion phases.
🔹 Trend Determination
Trend direction is defined using a dual confirmation breakout logic:
Bullish Trend:
Price closes above the upper mirror band for consecutive confirmations
Bearish Trend:
Price closes below the lower mirror band for consecutive confirmations
Trend state is maintained until an opposite breakout is confirmed.
🔹 Smoothing Mechanism
To reduce noise, both bands are smoothed using an EMA:
EMA(lower mirror band, length)
EMA(upper mirror band, length)
This ensures cleaner transitions and reduces market micro-fluctuation sensitivity.
🔹 Signal Generation
BUY signal: Transition from bearish to bullish trend state
SELL signal: Transition from bullish to bearish trend state
Signals are plotted only at confirmed trend reversals to avoid premature entries.
🔹 Key Features
Mirrored channel structure for improved symmetry
Percentage-based adaptive volatility scaling
EMA smoothing for noise reduction
Dual-bar confirmation logic for fake breakout filtering
Clean trend-state visualization
🇹🇷 TÜRKÇE AÇIKLAMA
Mirrored Adaptive Trend Channel (MATC)
Mirrored Adaptive Trend Channel (MATC), sahte kırılımları azaltmak ve trend yönünü daha net göstermek için geliştirilmiş, yüzde bazlı adaptif kanal yapısına ve mirror (yansıtma) mantığına sahip trend takip indikatörüdür.
🔹 Temel Mantık
İndikatör, fiyatın ortalaması olan HL2 üzerine kuruludur:
Kaynak fiyat:
HL2 (High + Low) / 2
Üst bant:
HL2 × (1 + Yüzde / 100)
Alt bant:
HL2 × (1 - Yüzde / 100)
Bu yapı fiyat etrafında simetrik bir kanal oluşturur.
🔹 Mirror Yapısı
MATC, klasik bant sistemlerinden farklı olarak mirror (yansıtma) mantığı kullanır:
Orta eksen üst ve alt bandın ortalaması olarak hesaplanır
Kanal simetrik şekilde yeniden dağıtılır
“Mirror strength” katsayısı ile kanal genişleme/daralma dinamik hale getirilir
Bu yapı volatilite dönemlerinde daha stabil kanal davranışı sağlar.
🔹 Trend Tespiti
Trend yönü çift onaylı kırılım sistemi ile belirlenir:
Boğa trendi:
Fiyat üst mirror bandın üzerinde ardışık kapanışlar yapar
Ayı trendi:
Fiyat alt mirror bandın altında ardışık kapanışlar yapar
Trend, karşı yönlü onay gelene kadar korunur.
🔹 Yumuşatma Mekanizması
Gürültüyü azaltmak için bantlar EMA ile yumuşatılır:
EMA(alt mirror bant, length)
EMA(üst mirror bant, length)
Bu sayede daha temiz ve stabil bir yapı elde edilir.
🔹 Sinyal Üretimi
BUY sinyali: Ayı trendden boğa trende geçiş
SELL sinyali: Boğa trendden ayı trende geçiş
Sinyaller sadece trend değişiminde üretilir.
🔹 Öne Çıkan Özellikler
Mirror tabanlı simetrik kanal yapısı
Yüzde bazlı adaptif volatilite sistemi
EMA ile gürültü filtreleme
Sahte kırılım azaltan çift onay mekanizması
Temiz trend görselleştirme Indicator
Indicator
Crypto Dominance Rotation Map [AGPro Series]Crypto Dominance Rotation Map
🧠 Core Idea
Is crypto capital rotating toward Bitcoin, Ethereum, altcoins, or defensive stablecoin exposure?
📌 Overview / What it does
Crypto Dominance Rotation Map is a crypto market regime tool built to read capital rotation through Bitcoin dominance, Ethereum dominance, broad altcoin participation, and stablecoin defensive pressure.
The script produces a four-lane rotation map, a 0-100 Risk Participation Score, curated regime labels, right-side lane tags, alert conditions, and an AG Pro panel that summarizes the active crypto capital-flow state.
It does not predict price direction, automate trades, or claim that dominance rotation will always lead to a specific outcome. It is designed as a structured market context and visualization tool.
🎯 Purpose & Design Philosophy
This script was built to fill the gap between single-symbol price indicators and broader crypto market context.
Many crypto traders watch BTC dominance, ETH dominance, altcoin market capitalization, and stablecoin dominance separately. This script brings those references into one readable rotation map so the trader can understand the current capital-flow environment faster.
The mindset is context-first: identify where attention and capital may be concentrating before interpreting individual chart setups.
⚡ Why This Script Is Different
Most tools focus on the active chart symbol or on a basket of crypto assets.
This script does NOT try to call buys or sells on one coin.
Instead, it maps dominance rotation across Bitcoin, Ethereum, altcoins, and stablecoin defense so the trader can read the broader crypto regime behind the chart.
⚙️ Methodology
1. Dominance Mapping
The script reads Bitcoin dominance, Ethereum dominance, altcoin market-cap participation, and stablecoin dominance.
2. Rotation Scoring
Each reference is converted into a normalized 0-100 lane score using configurable momentum and smoothing.
3. Regime Classification
The model classifies the active state as BTC Lead, ETH Lead, Alt Risk-On, Defensive, Rotation Watch, or Neutral.
4. Visual Output
The script plots four rotation lanes, a Risk Participation Score, event labels, right-side tags, and a compact panel.
🗺️ How to Read the Chart
BTC Lane shows whether Bitcoin dominance is gaining leadership.
ETH Lane shows whether Ethereum dominance is improving versus the broader crypto market.
Altcoin Lane shows whether broad non-Bitcoin participation is improving.
Stable Lane shows whether stablecoin dominance is rising, which may reflect defensive positioning.
The Risk Participation Score summarizes whether crypto rotation is constructive, defensive, or undecided.
🚦 Signals & States
• BTC LEAD → Bitcoin dominance is the active leadership lane.
• ETH LEAD → Ethereum dominance is leading rotation.
• ALT RISK-ON → altcoin participation is constructive and broad risk appetite is stronger.
• DEFENSIVE → stablecoin dominance pressure is elevated.
• ROTATION WATCH → no clean leader yet, but participation is improving.
• NEUTRAL → no strong capital-flow leader is confirmed.
🔔 Alerts Logic
Alerts trigger when the active rotation state changes into a major regime.
Available alert states:
• BTC Dominance Leadership
• ETH Dominance Leadership
• Altcoin Risk-On Rotation
• Defensive Stablecoin Rotation
Alerts are attention markers only. They are not trade instructions.
🧩 Confluence Logic
Context becomes stronger when the active rotation state aligns with the trader’s chart setup.
For example, an altcoin breakout may carry stronger context when the map shows Alt Risk-On. A defensive state may encourage more caution around aggressive long setups.
📊 When to Use
• Crypto market regime review
• Altcoin season / Bitcoin dominance monitoring
• Risk-on and risk-off context checks
• Higher-timeframe crypto market preparation
• Comparing individual setups with broader market rotation
⚠️ When NOT to Use
• Very low-liquidity crypto assets
• Symbols that do not respond to broader crypto conditions
• Extremely short-term scalping where dominance data is too slow
• Periods where dominance symbols are unavailable or delayed
🎛️ Key Inputs
• BTC Dominance Symbol → Bitcoin dominance reference.
• ETH Dominance Symbol → Ethereum dominance reference.
• Altcoin Market Cap Symbol → broad altcoin participation proxy.
• Stablecoin Dominance Symbol → defensive crypto positioning proxy.
• Rotation Momentum Length → how far back rotation pressure is measured.
• Rotation Smoothing → how smooth or reactive the lane map becomes.
• Risk-On / Defensive Thresholds → state classification sensitivity.
🖥️ Interface & Visual Design
The interface is designed around a four-lane map. Each lane has a clear role: BTC, ETH, ALT, and STABLE.
Event labels highlight regime changes without turning the chart into a signal board.
The panel summarizes state, risk score, lane values, dominance readings, next context, and timeframe.
🧪 Practical Usage Workflow
1. Read the panel state.
2. Check which lane is leading.
3. Compare the Risk Participation Score with the active chart idea.
4. Use labels and alerts as context markers.
5. Confirm with price structure, volume, and your own risk plan.
🔍 Interpretation Guidelines
The script should be interpreted as market context.
BTC leadership may indicate capital concentration in Bitcoin. Alt Risk-On may suggest broader participation. Defensive stablecoin rotation may indicate caution.
No state is automatically bullish or bearish for every asset.
🚫 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.
⚠️ Limitations & Transparency
Dominance symbols may update differently from exchange-traded instruments.
Timeframe selection can materially change the rotation read.
Crypto market conditions can shift quickly during volatility events.
The script depends on the availability and quality of the selected reference symbols.
🧠 Market Context Notes
Dominance rotation is often more useful as a background regime filter than as a direct entry signal.
The strongest use case is comparing an individual crypto setup against the broader flow of capital across Bitcoin, Ethereum, altcoins, and defensive stable exposure.
🧾 Use Case Examples
When an altcoin setup appears while the map shows Alt Risk-On, the broader participation context may be more supportive.
When Bitcoin dominance leads while altcoin participation weakens, altcoin setups may require more selectivity.
When stablecoin dominance becomes defensive, aggressive risk-on interpretations should be handled more carefully.
🔐 Non-Promise Statement
No script can provide certainty.
This tool provides structured context, not guaranteed outcomes.
📉 Risk Disclosure
Trading involves risk.
Users remain responsible for their own decisions.
This script does not provide financial advice.
📚 Educational Note
Use this script to study how crypto capital rotation changes across market regimes and how that context interacts with individual chart setups.
Indicator
Indicator
IBD Distribution TrackerIndicator Summary: IBD Distribution & Stalling Tracker
The Goal:
This custom PulseWire indicator is designed to automatically detect and track "Distribution Days"—a core concept from William O'Neil and Investor's Business Daily (IBD). A distribution day signals that large institutions (mutual funds, hedge funds, banks) are actively selling and locking in profits, which often precedes a market correction.
What Triggers a Warning Day?
The script monitors the daily price action and volume, flagging a day if it meets any of the following three conditions:
Standard Distribution: The price drops by 0.2% or more, and the trading volume is higher than the previous day.
Churning: Heavy volume pushes into the market, but the price stalls and closes in the lower 50% of its daily range (this catches hidden selling on days that might technically close "green").
Stalling: Trading volume surges above the 25-day moving average, but the price barely moves, gaining less than 0.2% (indicating heavy overhead supply capping the advance).
The "Smart" 25-Day Memory (The 5% Rule):
Instead of just counting every bad day forever, the script utilizes a dynamic 25-day rolling window with an intelligent invalidation rule.
It keeps a running tally of valid distribution days over the last 5 weeks.
Invalidation: If the market manages to rally and close 5% higher than the closing price of a previous distribution day, that specific day is considered "defeated" by the bulls. The script automatically wipes it from the running count, ensuring the data is never skewed by old, irrelevant sell-offs.
Visual Outputs:
Chart Markers: Any day that triggers one of the three conditions has its candle colored purple and is marked with a purple downward triangle for quick visual scanning.
Live Dashboard: A clean, on-screen table sits in the top right corner of the chart, displaying the current tally of valid distribution days. If the count hits 5 or more (the traditional IBD danger zone), the text flashes red to warn of elevated market risk. Indicator
Retail SentimentRetail Sentiment - Manual Dashboard
Overview
The Retail Sentiment - Manual dashboard is a visual analysis tool designed to help traders track the "Crowd Sentiment" directly on their charts. Inspired by data providers like MyFxBook, this tool allows you to visualize the Long vs. Short ratio of retail traders, providing a clear picture of market positioning.
The Contrarian Edge
In the world of Forex and Indices, the "retail crowd" is often caught on the wrong side of major moves. Market liquidity tends to flow toward where the majority of retail stop-losses are clustered. By monitoring retail sentiment, you can:
Identify Overcrowded Trades: Avoid buying when the crowd is already 80-90% Long.
Spot Liquidity Traps: Align yourself with "Smart Money" by looking for opportunities opposite to retail mass-positioning.
Enhance Confirmation: Use sentiment as a final filter for your existing technical strategy.
Why Manual Entry?
While automated sentiment feeds are convenient, they are often delayed or locked behind expensive subscriptions. This manual version gives you full control:
Aggregated Data: You can pull data from any source you trust (MyFxBook, IG Client Sentiment, Oanda, etc.).
Market Awareness: The act of manually updating the data forces you to stay "in tune" with the market environment before placing a trade.
Clean Visualization: No need for multiple browser tabs. View the sentiment ratio as a clean, professional graphic right next to your price action.
How to Use
Check: Look up the current sentiment percentage for your pair (e.g., EURUSD is 70% Short).
Input: Enter the value into the indicator's settings.
Analyze: The dashboard will display the ratio. If sentiment is heavily skewed one way, look for price action setups in the opposite direction.
A Gift to the Community
I am making this tool Public to help fellow traders develop a more sophisticated view of market mechanics. Trading isn't just about patterns; it's about understanding where the liquidity lies. Manual data entry is a proven way to build discipline and keep your "eyes on the ball."
Trade safe!
Pro-Tips for your Post:
Keywords: Use tags like #Sentiment, #Contrarian, #Psychology, and #Liquidity.
Visuals: Upload a screenshot showing the dashboard on a chart where the market moved against the retail crowd—this is the best "social proof" for your tool! Indicator
Indicator
Indicator
iFCPO MYR ContextiFCPO MYR Context — USDMYR strength gauge + 30-day FCPO↔USDMYR correlation flag for Bursa Crude Palm Oil Futures.
WHY IT MATTERS
The Malaysian ringgit drives FCPO export competitiveness. Soft MYR (USDMYR rising) makes Malaysian palm oil cheaper for foreign buyers — bullish FCPO. Strong MYR (USDMYR falling) hurts exporters — bearish FCPO. But the FCPO/MYR relationship isn't always live: when correlation is decoupled (|r| < 0.3), the MYR signal is noise. This indicator gauges both USDMYR strength AND tells you when to listen.
HOW TO USE
- USDMYR > 30-day MA by +0.5%: Soft MYR — FCPO tailwind (bullish bias)
- USDMYR < 30-day MA by −0.5%: Strong MYR — FCPO headwind (bearish bias)
- |corr| > 0.5: Relationship is live — apply MYR bias
- |corr| < 0.3: Decoupled — IGNORE the MYR signal entirely
This is a SIZE / SL MODIFIER — it adjusts conviction, not entries. Pair with iFCPO Wick Hunter (entries) + iFCPO Regime Meter (regime) + iFCPO Session Law (timing).
KPIs
- Lookback: 30 daily bars (configurable)
- Strong correlation threshold: |r| ≥ 0.5
- Default symbol: FX_IDC:USDMYR (free TV symbol)
OUTPUTS
USDMYR daily, % deviation vs 30-day MA, 30-day FCPO↔USDMYR correlation, color-graded line (green soft / red strong / grey neutral), full status table top-right (USDMYR, deviation %, correlation strength, bias, pair-with).
Open-source. Part of the iFCPO free hero stack. Indicator
iFCPO Soyoil SpreadiFCPO Soyoil Spread — z-score divergence between FCPO (Bursa Crude Palm Oil Futures) and CBOT soybean oil (ZL/BO).
WHY IT MATTERS
FCPO and soybean oil are 0.85+ correlated long-run (substitute oils in the global vegetable-oil complex). When the FCPO/BO ratio z-score blows out beyond ±2σ over a 50-day lookback, FCPO is statistically rich or cheap vs the global benchmark. Mean-reversion bias kicks in.
HOW TO USE
- z > +2: FCPO over-extended vs BO — bias short / fade longs
- z < −2: FCPO cheap vs BO — bias long / fade shorts
- |z| < 1: ignore — pairs are tracking normally
- 1 < |z| < 2: stretched, watch for reversal
This is a CONTEXT layer — it modifies conviction. NEVER trade z alone. Pair with iFCPO Wick Hunter (entries) + iFCPO Regime Meter (regime) + iFCPO Session Law (timing).
KPIs
- Lookback: 50 daily bars (configurable)
- Extreme threshold: ±2σ (configurable)
- Symbol: CBOT:ZL1! (PulseWire's continuous front-month soybean oil)
OUTPUTS
Dimensionless ratio z (FCPO close / BO close), mean / ±1σ / ±2σ hlines, color-graded line (red rich / green cheap / amber stretched), tinted background at extremes, full status table top-right (FCPO, BO, z, state, pair-with).
Open-source. Part of the iFCPO free hero stack. Indicator
PIGO TREND ATR EXT v2PIGO TREND ATR EXT — Multi-Timeframe Trend, Strength & Exhaustion Dashboard
A comprehensive multi-timeframe analysis tool that combines trend direction,
momentum strength (ADX), volatility (ATR), and statistical exhaustion (Z-score
multilayer) in a single configurable dashboard. Built for traders who need
clear, structured information to identify three distinct setup types: early
continuation, consolidated continuation, and fade at target zones.
🎯 PURPOSE
This indicator solves a fundamental problem in multi-timeframe analysis:
distinguishing healthy trend extension from genuine exhaustion. Traditional
distance-from-EMA metrics produce false exhaustion signals during sustained
trends. This indicator uses a multi-layer Z-score system that filters real
exhaustion from normal trend extension.
📊 HOW IT WORKS
For each configurable timeframe, the indicator displays four metrics:
1. TREND DIRECTION
- 🟢 Uptrend (EMA rising)
- 🔴 Downtrend (EMA falling)
- ⚫️ Neutral (no clear direction)
Two trend identification methods available: direction of single EMA, or
comparison between two EMAs.
2. STRENGTH (FORCE) — ADX-based
- 💪 Strong (ADX above strong threshold)
- 👊 Medium (ADX between thresholds)
- 🤏 Weak (ADX below weak threshold)
Customizable ADX length and threshold values.
3. EXHAUSTION (Z-SCORE MULTILAYER) — The key innovation
- ✅ Normal (no exhaustion detected)
- ⚠️ Warning (one layer triggered)
- 🔥 Extreme (multiple layers confirmed)
Calculated through three independent layers:
Layer 1 — Statistical extension:
Z-score of distance between price and EMA, normalized by historical
standard deviation. Detects positions that are statistically rare for
the instrument's recent behavior, NOT just absolute extension.
Layer 2 — Acceleration:
Compares recent price velocity to average velocity. Detects parabolic
acceleration that typically precedes reversals.
Layer 3 — RSI extreme:
Confirms statistical extreme through traditional RSI overbought/oversold
levels.
The 🔥 signal only triggers when at least 2 of 3 layers align (configurable).
This eliminates the false positives common in single-metric exhaustion
indicators during sustained trends.
4. ATR — Volatility reference
Standard ATR for the timeframe, useful for stop-loss sizing and
position management.
🔄 MULTI-TIMEFRAME ARCHITECTURE
Up to 19 timeframes can be displayed simultaneously, from 1m to Monthly.
Each timeframe is calculated independently using request.security() with
proper context handling. Values remain consistent regardless of which
chart the indicator is applied to.
📋 DASHBOARD
Real-time table displays:
- Timeframe label
- Trend direction (with background color)
- Strength indicator
- Exhaustion indicator with Z-score value (in σ)
- ATR value
- EMA value (optional)
Position and size are fully configurable.
🎯 THREE OPERATIONAL SETUPS IDENTIFIED
This indicator helps identify three distinct trading patterns through specific
combinations of trend, force, and exhaustion readings:
1. EARLY CONTINUATION
Pattern: Trend defined + Force 👊 + Z-score negative (~-1)
Interpretation: Pullback completed after impulse, retest opportunity
Best for: Entry after recent trend change at structural level
2. CONSOLIDATED CONTINUATION
Pattern: Trend defined + Force 💪 + Z-score warning (+1.5 to +2.5σ)
Interpretation: Mature trend with sustained momentum
Best for: Riding established trends with clear momentum
3. FADE AT TARGET ZONE
Pattern: Trend + Force 💪 + Z-score extreme (>+2.8σ) + 🔥
Interpretation: Climax reading at statistical extreme
Best for: Counter-trend entries at Fibonacci targets, prior highs/lows,
or liquidity sweep zones, when combined with technical confluence
⚙️ RECOMMENDED CONFIGURATION
For scalping (NQ, ES, futures):
- EMA Length: 21 (single EMA approach)
- ADX Length: 9, Weak: 18, Strong: 35
- Z-score Lookback: 80
- Z-score Warning: 1.8σ / Extreme: 2.8σ
- Acceleration Threshold: 1.4
- RSI Length: 14, Overbought: 78, Oversold: 22
- Layers Required for 🔥: 2
- Smoothed Close: ON
- Active TFs: 5m, 15m, 1h
For swing trading (4H+):
- EMA Length: 50/200 (two-EMA comparison)
- ADX Length: 14, Weak: 20, Strong: 40
- Z-score thresholds: same as scalping
- Active TFs: 1h, 4h, D, W
🎓 KEY ADVANTAGES OVER TRADITIONAL METHODS
Traditional "distance from EMA in ATRs" methods produce constant 🔥 signals
during strong trends because price naturally stays far from EMA in trending
markets. This creates false exhaustion alerts.
The Z-score multilayer system addresses this by:
1. Normalizing distance against the instrument's OWN recent history
(not absolute values)
2. Requiring acceleration as confirmation (real exhaustion typically
shows parabolic acceleration before reversal)
3. Adding RSI extreme as a third independent filter
4. Requiring multiple layers to align before triggering 🔥
This produces clean, reliable exhaustion signals that align with real
reversal points rather than firing constantly during healthy trends.
🔔 ALERTS
Multiple alert conditions available:
- Trend changes (overall, uptrend start, downtrend start, neutral)
- Multi-timeframe alignments (3D+D+4h, D+4h+1h, 4h+1h+15m, 1h+15m+5m,
15m+5m+3m, 5m+3m+1m)
Useful for setting notifications when specific timeframe combinations align
in the same direction, indicating high-probability continuation setups.
📊 DASHBOARD CUSTOMIZATION
All visual elements are configurable:
- Position (top right, bottom right, middle, etc.)
- Text size (tiny, small, normal, large)
- Background colors per trend state
- Indicator emojis (customizable for each state)
- Show/hide individual columns (Strength, ATR, Extension, EMA value)
- Header on/off
- Active timeframes (toggle each individually)
⚠️ LIMITATIONS
- Requires sufficient historical bars on each timeframe for accurate Z-score
calculation (lookback of 80 bars)
- In extremely illiquid markets, ADX values may be unreliable
- Daily/Weekly timeframe values may need adjustment for instruments with
significant gaps
- Best suited for liquid markets (futures, major forex pairs, large-cap
stocks, major crypto)
🎓 RECOMMENDED USE
This is a context indicator, not an automatic entry trigger. It provides
structured information to help traders identify high-quality setups. For
maximum effectiveness, combine with:
- Technical zone analysis (Fibonacci levels, support/resistance, prior
highs/lows)
- Structural confirmations (Break of Structure, Fair Value Gaps, liquidity
sweeps)
- Multi-timeframe momentum confirmation (e.g., RSI/KDE indicators for
precise timing)
The three-layer exhaustion system specifically helps avoid the most common
fade trading mistake: shorting strong uptrends just because price has moved
"a lot" in absolute terms. Real exhaustion requires statistical rarity,
acceleration, AND momentum extreme — not just distance.
Indicator
RSI Pigo FadeRSI Pigo Fade — Multi-Timeframe Extreme Detector
An indicator designed to detect extreme overbought and oversold conditions by
combining traditional RSI with a statistical percentile (KDE-style) across
two simultaneously configurable timeframes.
🎯 PURPOSE
Built specifically for traders looking to fade reversals at target zones
(Fibonacci levels, prior session highs/lows, liquidity sweeps). It filters
REAL RSI extremes from normal trending momentum by analyzing the statistical
position of the current RSI relative to its own recent history.
📊 HOW IT WORKS
The indicator simultaneously analyzes two timeframes (configurable, default
1m and 5m) and calculates two metrics for each:
1. Standard RSI (default 14 periods)
Measures relative price strength on the selected timeframe.
2. KDE Extremity (simplified Kernel Density Estimation)
Calculates how extreme the current RSI is compared to its last 100
historical values. Ranges from 0% (neutral) to 100% (absolute extreme).
- 0% = current RSI sits at the historical median
- 50% = current RSI is at the 25th or 75th percentile
- 100% = current RSI is at the absolute extreme of recent history
The metric uses ta.percentrank() to ensure consistency across different
timeframes. Values remain identical regardless of which chart you're
currently viewing.
🔔 SIGNALS
The indicator triggers alerts when both conditions are met simultaneously:
🔴 BOTH OVERBOUGHT
- RSI ≥ upper threshold in both TFs
- KDE Extremity ≥ defined threshold in both TFs
- Suggests potential ceiling / SHORT candidate at target zones
🟢 BOTH OVERSOLD
- RSI ≤ lower threshold in both TFs
- KDE Extremity ≥ defined threshold in both TFs
- Suggests potential floor / LONG candidate at target zones
Individual TF alerts are also available for early detection.
⚙️ RECOMMENDED CONFIGURATION
For assets with persistent trends (NQ, ES, S&P futures):
- RSI High: 75 / RSI Low: 25
- KDE TF1: 75% / KDE TF2: 65%
For assets with more predictable reversals (Gold, EUR/USD, swing trading):
- RSI High: 70 / RSI Low: 30
- KDE TF1: 70% / KDE TF2: 60%
Asymmetric thresholds (TF2 lower than TF1) reflect the fact that fast TFs
reach extremes before slow ones. TF2 acts as confirmation — it doesn't need
to reach the same absolute extreme as TF1.
📋 DASHBOARD
Real-time display:
- TF (configured timeframe)
- RSI value
- KDE % (statistical extremity)
- Aggregated status: BOTH OVERBOUGHT / BOTH OVERSOLD / Partial / Neutral
Values are color-coded based on conditions: coral red for overbought,
turquoise green for oversold.
🎓 RECOMMENDED USE
This indicator is NOT an automatic entry trigger. It's a quality filter that
confirms statistical extremes. For maximum effectiveness, combine with:
- Technical zone analysis (Fibonacci, prior support/resistance)
- Structural confirmation (BOS, FVGs, session manipulation)
- Multi-timeframe trend and extension indicators
BOTH signals are rare by design. Their scarcity is what makes them valuable.
⚠️ LIMITATIONS
- Requires ~30 seconds at load to build statistical history
- In markets breaking out from prolonged lateral ranges, may give premature
signals (KDE marks extreme but structurally it's nascent momentum).
Combine with trend analysis to avoid this trap.
- Does not work well in illiquid markets or those with large gaps
🔧 CUSTOMIZATION
All parameters are configurable: RSI length, KDE lookback, kernel type
(Gaussian/Uniform/Sigmoid), bandwidth, dashboard position, colors. Adaptable
to any instrument and operational timeframe.
═══════════════════════════════════════════════════════════════
Version: 1.0
Compatibility: Pine Script v6
Type: Overlay with dashboard
═══════════════════════════════════════════════════════════════ Indicator
BTC Systemic Sell Pressure Engine multi-factor BTC Systemic Sell Pressure Engine V5.5 Final
BTC Systemic Sell Pressure Engine is a synthetic Bitcoin risk-monitoring indicator designed to detect when sell pressure may be building across price action, volume, structure, flow proxies, macro proxies, and market-stress conditions.
This script does not read private wallets, private exchange books, official ETF flow data, or private on-chain databases. Instead, it builds a multi-factor risk model from data available on PulseWire and optional external sources connected by the user.
The goal is not to predict every top or bottom. The goal is to help traders recognize when Bitcoin is moving from normal conditions into possible distribution, warning, critical risk, or cascade-risk environments.
WHAT THE INDICATOR ANALYZES
1. Volume and Dollar Volume
The engine checks whether chart volume and estimated dollar volume are unusually high compared with recent history. Abnormal participation can reveal aggressive activity.
2. Synthetic Delta and CVD
The script builds a synthetic delta model using candle position and volume. It also builds a synthetic CVD to detect when buying or selling pressure is not confirming price movement.
3. Distribution and Absorption
The indicator searches for hidden selling behavior, including:
- high effort with weak price progress
- upper-wick rejection
- failed breakouts
- liquidity sweeps above recent highs
- absorption near local highs
4. Structure and Liquidity Vacuum
The engine checks for important structural damage, including:
- support breaks
- bearish EMA conditions
- failed retests
- large bearish candles
- ATR expansion
- compression breakdowns
5. VWAP and OBV Pressure
The script monitors session VWAP loss and OBV divergence. If price holds high while OBV or synthetic CVD weakens, the dashboard can show early hidden weakness.
6. Higher-Timeframe Stress
The indicator checks multiple higher timeframes using non-repainting request.security() calls with lookahead_off. This helps separate small intraday noise from larger structural risk.
7. ETF Basket Proxy
The script uses a Bitcoin ETF proxy basket:
- IBIT
- FBTC
- GBTC
- BITB
- ARKB
This is not official ETF flow data. It is a price/volume proxy designed to detect weakness or divergence in institutional Bitcoin-related markets.
8. Macro Stress Proxy
The macro module uses:
- VIX
- DXY
- NDX
This helps identify risk-off environments where Bitcoin may become more vulnerable to sell pressure.
9. Stablecoin and Miner Stress
The script can monitor stablecoin dominance and Bitcoin-sensitive equities/miners such as MARA, RIOT, CLSK, and MSTR.
10. Market Stress
The market-stress module checks:
- BTC multi-exchange price spread
- BTC dominance weakness
- total crypto market-cap pressure
11. Optional External Data
Users can connect external exchange netflow or open-interest sources through PulseWire source inputs. These are optional and disabled by default.
12. Panic / Kill-Switch Mode
Manual risk amplifier for confirmed off-chart events such as exchange failure, custody risk, ETF stress, macro panic, banking stress, or other serious market events.
DASHBOARD STATES
NORMAL
No major sell-pressure event is currently detected.
WATCH
Early warning only. This should not be used alone as a trade signal.
WARNING
Sell-pressure conditions are elevated. The trader should watch structure, VWAP, CVD, OBV, and higher-timeframe confirmation.
CRITICAL
High-risk environment. This means pressure is serious, but the strongest signal still requires cascade confirmation.
CASCADE
Strongest risk state. This appears only when the engine detects extreme sell-pressure conditions with structure and volatility confirmation.
PHASE SYSTEM
NO PHASE
No major sell-pressure structure detected.
PHASE 1 DISTRIBUTION
Possible hidden selling, absorption, ETF weakness, or sweep-trap behavior.
PHASE 2 BREAKDOWN
Support failure or compression breakdown.
PHASE 3 LIQUIDATION
Cascade-style sell-pressure environment with structural failure and volatility expansion.
PHASE 4 RESET WATCH
Previous risk was high, but price has started recovering above important references.
BEST CONFIRMATION
The strongest warning condition is:
CASCADE + Grade A/A+ + Phase 3 Liquidation
Do not use WATCH alone as a trading signal. WATCH is only an early warning.
TIMEFRAME GUIDE
3m / 15m
Useful for short-term pressure warning and intraday monitoring.
4H
Useful for early serious warning.
1D
Useful for stronger confirmation.
1W
Useful for macro confirmation.
HOW TO USE
1. Watch the dashboard first.
The dashboard tells you whether the current state is NORMAL, WATCH, WARNING, CRITICAL, or CASCADE.
2. Confirm with structure.
The most important confirmation is not only score. Watch:
- Structure score
- Support / Vacuum
- HTF Bears
- OBV Div / CVD Bear
- VWAP Pressure
- Distribution Zones
3. Use Distribution Zones carefully.
A Distribution Zone marks an area where the engine detected possible hidden selling, absorption, failed breakout, or liquidity sweep. It is not automatically a short signal. It becomes more important if price rejects from it and the dashboard risk increases.
4. Use Cascade Targets only after cascade confirmation.
Cascade targets are ATR-based downside risk projections. They are not guaranteed predictions. They are volatility-based risk levels that appear only after cascade pressure is detected.
5. Use the HELP label.
The chart includes a HELP label. Hover over it to read what the indicator does, how to read the score, and how to interpret current conditions.
ALERTS
The script includes alert conditions for:
- Watch
- Warning
- Critical
- Cascade
- Institutional Trap
- Liquidity Sweep Distribution
- Compression Breakdown
- Exchange Dislocation Critical
- Risk Invalidated
The script also includes dynamic JSON alerts for automation and webhook use.
LIMITATIONS
This indicator does not have direct access to:
- private wallet labels
- private exchange order books
- official ETF creation/redemption files
- private institutional flow
- private Chainalysis data
- real exchange netflow unless connected by the user through an external source
All calculations are based on PulseWire-available data, proxy markets, and optional user-connected sources.
IMPORTANT
This is a risk-monitoring and confirmation tool. It is not financial advice. It should be used with price structure, risk management, position sizing, and independent analysis.
Open-source script Indicator
Indicator
Indicator
Indicator
Whale Volume Absorption & Aggression @MaxMaserati 3.0Whale Volume Absorption & Aggression @MaxMaserati 3.0
The Whale Volume Absorption & Aggression engine is a high-fidelity order flow diagnostic tool designed to decode the mechanical interaction between aggressive market participants and passive institutional liquidity. It identifies the presence of significant capital ("Whales") and determines whether that capital is driving price or being trapped by institutional walls.
Core Functionality & Logic
1. Institutional Volume Tiering
The indicator algorithmically categorizes every bar’s volume based on its deviation from the 20-period moving average. This creates a hierarchy of market participation:
Whale (Institutional): High-conviction entry or exit points where institutional money is clearly active.
Ultra (Climax): Anomalous, extreme volume prints that typically signify either trend exhaustion or major institutional ignition.
Mid-Tier & Retail: Standard daily business and low-impact passive liquidity.
2. Aggression Detection (The Hammer)
Aggression is identified when a Whale or Ultra volume tier is accompanied by a dominant Delta percentage. Mechanically, this confirms a "Sovereign" move where aggressive market orders have successfully cleared the opposing side of the order book, indicating high probability for price expansion.
3. Absorption Identification (The Wall)
Absorption occurs when Whale or Ultra volume enters the market, but the resulting Delta is neutral or low. This signals a high-intensity battle where an institutional "Wall" (Limit Orders) is absorbing the "Hammer" (Market Orders). The indicator labels these events and identifies which side is being absorbed (e.g., Buy Absorbed or Sell Absorbed).
4. Post-Absorption Verdict Tracking
The engine includes a specialized tracking module that monitors price action in a defined window following an absorption event. It issues a final verdict:
CONFIRMED: The passive Wall won the battle, and price reversed away from the absorption zone.
FAILED: The aggressive Hammer successfully chewed through the Wall, and price continued in the original direction.
Advanced Analytics Suite
Dual-Data Engine: The tool utilizes a high-resolution footprint request to extract 1:1 exchange-level Delta and Point of Control (POC). In environments where footprint data is unavailable, it switches to a Price Efficiency Proxy, modeling the relationship between candle displacement and range to maintain systematic consistency.
Normalized CVD (Cumulative Volume Delta): A rolling normalization of net aggression that tracks the broader trajectory of institutional money flow.
Delta % Line: A visual representation of net aggressive intensity, filtered through the volume tiering logic.
Delta Divergence: Visual markers that highlight instances of hidden demand or supply—where price direction moves opposite to the dominant aggressive volume.
How to Interpret the MMM Framework
Filter Noise: Focus exclusively on the Whale (Deep Green/Red) and Ultra (Cyan/Purple) histogram bars. These represent the only participants capable of shifting market structure.
Verify Execution: Use Strong Aggressive signals to confirm the health of a trend expansion. This proves the "Hammer" is in full control.
Anticipate Reversals: Monitor Absorption labels. These identify the exact price levels where institutional Walls are positioned. Use the Post-Absorption Verdict to confirm if the Wall has held before considering a counter-trend entry.
Disclaimer: This indicator is designed for professional structural analysis. It provides mechanical insights into institutional activity and should be used as part of a comprehensive trading plan. Indicator
COT IndexCOT Index — Managed Money / Large Spec / Commercials
Short tagline:
Three-line COT Index (0–100) for futures: Large Spec, Managed Money, Commercials. Min-max normalized over a configurable rolling weekly window.
---
Description:
The COT Index plots three trader-group positioning gauges on a single 0–100 scale, derived directly from the CFTC's weekly Commitments of Traders reports. Useful for spotting positioning extremes, divergences between speculator and
commercial flow, and contrarian setups.
# What it shows
Three colored lines:
- 🔵 **Large Speculator** — Managed Money + Other Reportable (combined non-commercial positioning)
- 🟣 **Managed Money** — Managed Money only (Disaggregated) or Leveraged Funds (Financial / TFF)
- 🟠 **Commercials** — Producer/Merchant (Disaggregated) or Dealer/Intermediary (Financial)
Plus reference levels:
- Dashed red at **90** — extreme long
- Dashed green at **10** — extreme short
- Dotted gray at **50** — mid
# Formula
For each group, the indicator computes net positioning (Long − Short), then min-max normalizes over a rolling N-week window:
COT Index = (currentNet − min(net, N)) / (max(net, N) − min(net, N)) × 100
Default N = 156 weeks (3 years). Other common values: 13 (3M), 26 (6M), 52 (1Y).
# Auto contract resolution
Apply to any of the supported futures contracts and the indicator auto-resolves the CFTC code from the chart symbol. No manual configuration needed.
| Asset | Symbol | Report |
|---|---|---|
| Gold | COMEX:GC1! | Disaggregated |
| Silver | COMEX:SI1! | Disaggregated |
| Copper | COMEX:HG1! | Disaggregated |
| Platinum | NYMEX:PL1! | Disaggregated |
| Palladium | NYMEX:PA1! | Disaggregated |
| WTI Crude Oil | NYMEX:CL1! | Disaggregated |
| Brent Crude Oil | NYMEX:BZ1! / ICEEUR:BRN1! | Disaggregated |
| Natural Gas | NYMEX:NG1! | Disaggregated |
| RBOB Gasoline | NYMEX:RB1! | Disaggregated |
| Heating Oil | NYMEX:HO1! | Disaggregated |
| Euro FX | CME:6E1! | Financial (TFF) |
| British Pound | CME:6B1! | Financial (TFF) |
| Swiss Franc | CME:6S1! | Financial (TFF) |
| Canadian Dollar | CME:6C1! | Financial (TFF) |
| Japanese Yen | CME:6J1! | Financial (TFF) |
| Australian Dollar | CME:6A1! | Financial (TFF) |
| New Zealand Dollar | CME:6N1! | Financial (TFF) |
| Mexican Peso | CME:6M1! | Financial (TFF) |
Apply to a non-mapped symbol (e.g. a stock) and the indicator returns a clear runtime error.
# Inputs
- **Lookback (weeks)** — rolling window (4–520, default 156)
- **Show Large Speculator / Managed Money / Commercials** — toggle each line independently
- **Extreme long / short thresholds** — adjust the dashed reference lines
# How to read it
- **Large Spec / Managed Money near 90+** → speculators are very long, often a contrarian sell signal
- **Large Spec / Managed Money near 10−** → speculators are very short, often a contrarian buy signal
- **Commercials are the inverse** of speculators by definition (they take the other side of the trade) — Commercials at 1 typically pairs with Specs near 100
- **Watch divergences** between price and the indicator — speculative positioning peaking while price still rises is a classic distribution warning
# Notes
- Uses PulseWire's official `LibraryCOT` (by PulseWire) for ticker construction.
- Forces weekly resolution regardless of chart timeframe — values only update on Tuesday COT release days.
- `lookahead = barmerge.lookahead_off` — no future data leak; backtesting is honest.
- Auto-detect requires applying to the **futures** symbol (e.g. `6E1!`), not the spot pair (`EURUSD`). Spot FX charts are not supported.
- Data comes from the Disaggregated report for metals/energy and the Traders in Financial Futures (TFF) report for FX. Both are futures-only (`includeOptions=false`).
# Credits
Data fetching: ().
Open-source — feel free to fork and adapt.
--- Indicator
Indicator
Indicator
