Sentiment SquareThe Sentiment Square is a multi-timeframe (MTF) and multi-length volume analysis tool designed for PulseWire. It provides a top-down visualization of market conviction by calculating the ratio of bullish volume to total volume across 16 different data points simultaneously.
1.Core Logic: How it Works
The indicator calculates a Bullish Volume Ratio (BVR) for every square in the grid.
BVR = sum ( Volume of Up Candles)/ sum(Total Volume) X 100
Up Candle: Any candle where Close > Open .
Total Volume: The sum of all volume within the lookback window.
Each percentage represents the "Share of Power" held by buyers. For example, a value of 70% means bulls provided 70% of the volume, while bears provided the remaining 30%.
2. Visual Interface
The indicator uses a Transposed Matrix layout to match standard top-down trading analysis:
X-Axis: Timeframes : Moves from your lowest selected timeframe (Left) to your highest (Right).
Y-Axis: Lookback Windows: Moves from short-term momentum (Top) to long-term structure (Bottom).
Color Definitions
Green (Bullish): The percentage is above your Neutral Max (default 55%). Brighter green indicates extreme conviction (>70%).
Red (Bearish): The percentage is below your Neutral Min (default 45%). Brighter red indicates extreme selling (<30%).
Gray (Neutral): The percentage falls between 45% and 55%. This indicates a "tug-of-war" or sideways consolidation where neither side has a decisive majority.
Input Settings
Timeframes Window: Select four different intervals (e.g., 15m, 1h, 4h, 1D).
Speed Window: Set four different lookback lengths (e.g., 20, 50, 100, 200 bars).
Neutral Zone: Adjust the sensitivity of the Gray boxes. A wider range (e.g., 40%–60%) filter out more noise but responds slower to new trends.
How to Interpret the Data
Vertical Alignment (Columns): If a whole column is Green, that specific timeframe is bullish across all horizons (from fast momentum to slow structure).
Horizontal Alignment (Rows): If a whole row is Green, it means that specific "window length" is showing buying pressure across all timeframes.
The "Waiting Time" Signal: When a box is Gray, the volume is balanced. Traders typically wait for the percentage to move out of the 45%–55% range before confirming an entry.
Trend Resilience: If the 15M (tactical) squares turn Red while the 1D (structural) squares remain Green, the market is likely undergoing a healthy pullback rather than a total reversal.
Technical Limitations
Data Lag: Higher timeframe squares (like 1D or 4H) only update when their respective candles close.
Volume Requirement: This indicator requires volume data. It is most effective on Centralized Exchanges (Stocks, Crypto, Futures). On Forex, it uses "Tick Volume," which serves as a proxy for activity.
Common Trade Setup Examples
By observing the transition of colors and percentages across the matrix, you can identify high-probability market conditions.
1.The Trend Continuation (The "Dip-Buy")
Condition: The right-most columns (4H and 1D) and the bottom rows (100 and 200) are solid Green.
Setup: The top-left squares (15M / 20 Window) flip to Red or Gray.
Trigger: Wait for the 15M / 20 square to flip back to Green (above 55%).
Logic: The macro structure is bullish; the red squares indicate a temporary pullback that has now found buyers.
2. The Volatility Squeeze (The "Wait for Breakout")
Condition: A cluster of Gray squares (45%–55%) appears in the middle of the matrix.
Logic: Volume is perfectly balanced between buyers and sellers. This often precedes a massive "expansion" move.
Strategy: Avoid entering while the cluster is Gray. Wait for the majority of the cluster to flip to either solid Green or solid Red.
3. The Top/Bottom Exhaustion
Condition: All 16 squares are Vibrant Green (above 70%) or Vibrant Red (below 30%).
Logic: The market is "over-extended." While the trend is strong, the probability of a reversal increases because there are few buyers/sellers left to push the price further.
Strategy: Tighten stop-losses or look for "Divergence" where the price makes a new high but the percentages in the 20-window start dropping toward 60%.
Summary of the "Wait Time" Metric
The closer a number is to 50%, the more "waiting time" is required. As the numbers move toward 0% or 100%, the market conviction is increasing, and the "actionable" window is opening.
Additional Information:
1. Core Logic
The Sentiment Square calculates the Bullish Volume Ratio (BVR) across 16 data points. It measures "Share of Power" by dividing the volume of "Up Candles" (where Close > Open) by the total volume within a lookback window.
2. Visual Grid Layout
X-Axis (Timeframes): Displays user-selected intervals from lowest (Left) to highest (Right).
Y-Axis (Lookback Windows): Displays "Speeds" from short-term momentum (Top) to long-term structural sentiment (Bottom).
3. Color Definitions
Green (>55%): Bullish conviction. Bright green (>70%) signals extreme strength.
Red (<45%): Bearish conviction. Bright red (<30%) signals extreme selling.
Gray (45%–55%): Neutral "Waiting Time." Indicates volume balance or consolidation.
4. Common Trade Setups
The Dip-Buy: Occurs when macro columns (Right) are Green but tactical squares (Top-Left) temporarily turn Red/Gray. Entry is triggered when tactical squares flip back to Green.
Volatility Squeeze: Identified by a cluster of Gray squares. Traders wait for a majority of the cluster to flip to a solid color before entering.
Exhaustion: When all 16 squares reach extreme vibrant colors, the market is over-extended, increasing the probability of a reversal.
Indicator
Indicator
Outside Bar & 2-Bar Reversal Alerts + SystemOutside Bar & 2-Bar Reversal — Price Action Reversal Detection with Integrated Trade Management
Hello friends and traders!
🔹 Introduction
This indicator — Outside Bar & 2-Bar Reversal — automatically identifies two of the most structurally sound price action reversal patterns and overlays a complete trade management system directly on your chart.
The patterns this indicator detects are rooted in a simple but powerful idea: momentum exhaustion followed by full absorption. When price makes an aggressive directional push and is then completely engulfed by the opposing side, it often signals that the prevailing move has run out of willing participants.
The indicator also includes an optional suite of confluence filters — VWAP, swing sweeps, and time-of-day — so you can isolate the highest-quality setups rather than trading every signal blindly.
I'll cover the pattern logic, the trade management system, and all filters in detail throughout this description.
🔹 The Premise
🔸 Why Reversal Candles Work
Price moves because of imbalance. When more aggressive buyers than sellers are active, price rises. When more aggressive sellers than buyers are active, price falls.
Reversal candle patterns are useful because they attempt to identify the moment that imbalance flips — where one side that was previously dominant is fully overcome by the other.
The key word is fully. A simple bearish candle after a bullish candle tells you very little. What's meaningful is when the opposing candle completely engulfs the prior move — taking out its low, closing above its open, and reaching above its high. That's not just a pause. That's a statement.
This is the foundation of both patterns this indicator detects.
🔸 What Is an Outside Bar?
An outside bar is a candle that completely engulfs the prior candle — its range exceeds the prior candle's range on both sides.
But not all outside bars are created equal. A random outside bar on a quiet consolidation bar means very little. The patterns this indicator targets require context and directionality before the signal fires.
Bullish Outside Bar — Full Conditions:
Candle 1 must be bearish — it closes below its open
Candle 1 must close below the prior candle's close — a genuine continuation of selling
Candle 1's low must be below the prior candle's low — it must make a lower low, showing directional commitment
Candle 2 (signal candle) must have a lower low than Candle 1 — extending the flush
Candle 2 must close above Candle 1's open — full absorption of the bearish candle
Candle 2 must have a higher high than Candle 1 — completing the engulf
The result: a setup where price made a committed bearish push, and then a single candle came in, swept below it, and closed above the entire prior move. Buyers didn't just show up — they overwhelmed every seller from the prior candle.
Bearish Outside Bar — Full Conditions:
The exact mirror. A committed bullish candle that makes a higher high, followed by a signal candle that sweeps above it and closes below its entire range. Sellers overwhelmed every buyer.
🔸 What Is a 2-Bar Reversal?
The 2-Bar Reversal is a related but distinct pattern. Rather than requiring full range engulfment, it focuses on close-to-close extremity.
Bullish 2-Bar Reversal:
Candle 1 closes entirely below the low of the candle before it — an aggressive, committed flush
Candle 2 closes above the open of Candle 1 — a full reclaim of the prior candle's starting point
The logic: if price closes below a prior candle's entire range, sellers were aggressive. If the very next candle reclaims all of that, buyers responded even more aggressively. The speed of the reversal is what makes this significant.
Bearish 2-Bar Reversal:
Candle 1 closes above the prior candle's high. Candle 2 closes below Candle 1's open. Immediate and full rejection of the breakout.
🔹 Integrated Trade Management
Every signal automatically places three levels on your chart so you never have to manually calculate a trade again.
🔸 Entry
The open of the candle immediately following the signal candle. You're not chasing — you're entering at the next structured open after confirmation is complete.
🔸 Stop Loss
The open of the signal candle itself. The reasoning: if price returns to where the signal candle opened, the reversal thesis is structurally compromised.
🔸 Take Profit
Fully user-adjustable R multiple. Default is 2R — meaning for every dollar risked, you're targeting two dollars of reward. Adjustable from 0.1R to any value via the settings panel.
🔸 Line Behavior
All three lines extend to the right in real time and automatically terminate the moment price hits either the TP or SL level. No manual cleanup. No cluttered leftover lines. Every historical trade remains visible on the chart so you can review setups at a glance.
🔹 Live Performance Table
A built-in stats table tracks every closed trade automatically:
Total Trades — all resolved trades
Wins — trades that reached the TP level
Losses — trades that hit the SL level
Win Rate — displayed as a percentage, color coded green above 50% and red below
Load any chart, any timeframe, any market — the table populates in real time and gives you an instant read on how the patterns have performed under your current filter settings.
🔹 Confluence Filters
Each filter is independently toggleable. Use one, all, or none — the indicator works standalone without any filters active.
🔸 VWAP Filter
VWAP (Volume Weighted Average Price) is widely used by institutional participants as an intraday benchmark. Price trading above VWAP is generally considered a bullish market structure for the session; below VWAP is bearish.
When enabled, this filter requires:
Bullish signals: the signal candle must close above VWAP
Bearish signals: the signal candle must close below VWAP
This keeps you aligned with the intraday institutional bias rather than trading reversals against the dominant order flow of the session.
🔸 Swing Sweep Filter
One of the most reliable contexts for a reversal pattern is when it occurs after a liquidity sweep — price briefly trading through a prior swing point before reversing. This is often where stop orders from trapped traders trigger, adding fuel to the reversal.
When enabled:
Bullish signals only show if the signal candle's low swept below a recent pivot low
Bearish signals only show if the signal candle's high swept above a recent pivot high
Both the lookback window and the pivot strength (number of bars required on each side to qualify as a swing) are fully adjustable.
🔸 Time Window Filter
Not all hours of the trading day are equal. The highest-quality price action signals tend to occur during periods of genuine institutional participation — typically the first few hours of the New York session when volume, spread, and volatility are all at their daily peak.
When enabled, signals are restricted to a user-defined time window. Default is 8:00 AM – 11:00 AM EST, covering the New York open. The start and end times are individually adjustable by hour and minute. Uses the America/New_York timezone, so EST/EDT daylight saving transitions are handled automatically.
🔹 Settings Overview
SettingDescriptionShow Bullish / Bearish SignalsToggle each direction independentlyShow Outside BarsToggle OB pattern on/offShow 2-Bar ReversalsToggle 2BR pattern on/offTake Profit R MultipleAdjustable TP target (default 2R)Show Trade LinesToggle entry/SL/TP linesLine ColorsIndependently customizableTime Window FilterOn/off + start/end timeVWAP FilterOn/offSwing Sweep FilterOn/off + lookback + pivot strength
🔹 Works On Any Market & Timeframe
The patterns are purely price-action based — no volume dependency, no indicator inputs. They apply equally to equities, futures, forex, and crypto. Most effective on intraday timeframes (1m–15m) during high-liquidity sessions, but the logic holds on higher timeframes for swing traders as well.
🔹 Closing Remarks
The Outside Bar and 2-Bar Reversal are not new concepts. Traders have been observing these patterns for decades. What this indicator adds is precision in definition — ensuring every signal meets a strict structural checklist rather than firing on any loosely engulfing candle — combined with a fully automated trade management overlay and a real-time performance table.
The filters exist because context matters. The same pattern in the middle of a choppy afternoon session, below VWAP, with no liquidity sweep, is a different proposition to the same pattern at the New York open, above VWAP, after a clean sweep of a prior swing low.
Use the filters to build a ruleset that matches your edge, and use the performance table to validate it.
Drop a comment below with the market and timeframe you're testing this on — always interested to see how different traders apply price action tools. Indicator
Trader ChecklistTrader Checklist — On-Chart Trade Validation Panel
A fully customizable on-chart checklist that helps traders enforce discipline by validating their conditions before entering a trade. Written in Pine Script v6, this indicator displays a compact panel directly on your chart.
WHAT IT DOES
This indicator renders a table-based checklist overlay with up to 4 tab groups, each containing up to 5 rules. You define your own trading rules (e.g., "HTF trend confirmed", "Liquidity swept", "Risk-reward above 2:1") and manually tick each checkbox in the settings panel. The indicator tracks your progress in real time and shows a clear READY or NOT READY status.
It does not generate signals, plot entries/exits, or automate trading decisions. It is a manual discipline tool — you define the rules, you check them off, and the panel tells you whether all conditions are met.
HOW IT WORKS
Each tab group has a "Rules (1-5)" slider that controls how many rules are visible. Rules beyond the slider value are hidden automatically.
Tick the checkbox for each rule you've confirmed. The panel updates immediately with a progress counter (e.g., "3/5") on each tab header.
The header row shows your strategy name alongside a global progress counter. When all visible rules across all active tabs are checked, the status changes to READY with a green highlight.
An alert fires once per bar close when all conditions transition from incomplete to fully met.
HOW TO USE
Add the indicator to your chart.
Open Settings > Inputs.
Under "1 - Display", set your strategy name and choose the panel position (any corner).
Under "2 - Style", pick a theme preset (Dark, Light, Midnight, Charcoal) or select "Custom" and use the color pickers to set your own background, accent, text, ready, and not-ready colors. Adjust panel size (Small/Medium/Large) and border width.
Under tabs 3-6, enable the tabs you need, name each tab group, set the rule count, and fill in rule names. Optionally add notes to each rule — these appear as tooltips on the panel.
As you analyze a chart, go back to Settings and tick the checkboxes for each confirmed condition.
Only enter when the panel reads READY.
FEATURES
4 tab groups with 5 rules each (up to 20 total conditions)
Rules slider per tab — show only the rules you need
Per-tab and global progress counters (e.g., "3/5", "12 of 15 conditions met")
5 built-in color themes + fully custom color picker mode
Adjustable panel size (Small / Medium / Large) and border width
Tooltips on each rule for additional notes
Alternating row colors for readability
Visual separators between tab groups
Alert on all-conditions-met transition (once per bar close)
No-flicker table rendering — panel only rebuilds when the row count changes
Optional credit row toggle
Works on any instrument and any timeframe
SETTINGS OVERVIEW
Display — Strategy name, panel visibility, status row toggle, credit row toggle, panel position.
Style — Theme preset, panel size, border width, and 5 individual color pickers (active when theme is set to "Custom").
Tab 1-4 — Show/hide toggle, group name, rules slider (1-5), checkboxes, rule names, and rule notes.
ORIGINALITY
This script is an original rewrite inspired by a checklist concept originally developed by Angelo. The codebase has been rebuilt from scratch in Pine Script v6 with a completely redesigned architecture including: a multi-tab settings structure, theme system with custom color pickers, per-tab and global progress tracking, alert integration, tooltip support, no-flicker rendering logic, and a compact input layout. None of the original code was reused — this shares only the conceptual premise of a manual trade checklist. Indicator
Volatility Regime Switch [Metrify]VRS is a regime classifier that tries to separate two things most indicators mix together: direction and tradability. It doesn’t just ask "is price above/below a line?". it estimates whether the market is currently behaving more like a trend regime or a noise/chop regime, then adapts its switching logic and trailing structure accordingly. The output is a state machine (bull/bear) with a volatility-normalized corridor, plus explicit markers for switch accepted vs switch rejected.
Core idea: switching should depend on regime
Most trend flip tools fail in choppy markets because they apply the same confirmation rules everywhere. VRS tries to avoid that by measuring a continuous regime score:
trreg ≈ how “trend-like” conditions are
nsreg ≈ how “noise-like” conditions are
That regime estimate is then used to:
shape the trailing band distance (wider in chop, tighter in trend),
change the required confirmation for a switch (more strict in noise), and
demand follow-through after a candidate switch (acceptance check).
Regime estimation: how it decides “trend-like” vs “noise-like”
The regime score is built from three normalized features, then blended using inverse-variance weighting again:
Efficiency ratio (ER): Measures directional efficiency: net displacement over a horizon vs total movement. Trends have higher efficiency; chop has lower.
ADX-like trend strength: A custom ADX calculation is normalized (adxn), giving a bounded “trend strength” component.
Volatility ratio (fast/slow): Compares fast ATR to slow ATR and normalizes it. This helps distinguish active expansion vs quieter conditions.
These three components are combined into trreg (0..1). Noise regime is nsreg = 1 - trreg.
The important part is it can behave differently when the market is structurally trending versus when it is structurally noisy.
The anchor + adaptive bands: how the corridor is built
VRS uses two EMAs:
a fast EMA (emaf)
a slower EMA (emas)
It then creates an anchor that interpolates between them based on regime:
when trend regime is strong (trreg high), the anchor leans toward the fast EMA (more responsive)
when noise regime is strong (nsreg high), it leans toward the slow EMA (more stable)
Band distance is bdist = volc * bmult, and bmult is also regime-dependent:
in noise, bmult becomes larger → bands widen → fewer false flips
in trend, bmult tightens → better trailing sensitivity
Finally, the trailing bands (fup, flo) use a classic "non-decreasing band" logic similar to trailing-stop structures: the band only moves in the favorable direction unless price invalidates it, preventing constant band oscillation.
Bias and conviction layer
A switch is not triggered merely by close above/below a band. VRS computes conviction, which mixes:
Intra-bar price action bias
Two normalized elements are used: CLV (close location value) inside the candle range and body direction/strength relative to candle range. Both are Z-scored and squashed (atan-based) to avoid extreme outliers dominating.
Trend bias
Difference between fast and slow EMA, normalized by volatility, then Z-scored and squashed.
Displacement breakout quality
If price breaks above fup or below flo, it computes a breakout 'distance' normalized by volatility, then converts it into a Z-score relative to recent breakout behavior (dbullz, dbearz)
These get blended into a conviction signal that is smoothed, and then compared against a dynamic trigger threshold built from the average + stdev of conviction magnitude. A flip should happen when price action + trend bias + breakout quality jointly exceed what is normal for this market recently.
Practical reading notes
VRS generally behaves best when read as "current regime context + boundary + switch events" rather than as a constant entry/exit engine. In trending conditions, the trail will tend to hug price more tightly and switches will be less frequent. In noisy conditions, the corridor widens and the script becomes more conservative, often producing rejected switch attempts rather than rapid flips.
The rejected-switch markers (yellow X) are explicit evidence that the script detected an attempted regime change but did not see enough acceptance. For discretionary use, those rejection points can be useful as information about failed break attempts or lack of follow-through.
This script is designed to be adaptive, but it still has structural constraints. It uses volatility normalization and regime weighting to reduce parameter brittleness, yet extreme regime changes (sudden volatility spikes, news-driven moves, illiquid gaps) can still cause behavior that looks late or 'overly strict', because acceptance and confirmation are intentionally conservative in high-noise conditions. Conversely, on very smooth trend legs, the trail can appear tight and switches may look clean, but that depends on how the chosen lengths match the instrument’s tempo.
Also, because this is a state machine with acceptance logic, you should expect situations where price briefly breaks a boundary and then returns—those are exactly the environments that produce rejected switches. The indicator surfaces that behavior explicitly instead of hiding it. Indicator
QS True Value Bands [QuantScript]نطاقات القيمة العادلة الكميّة | QS True Value Bands by QuantScript
الوصف (Description):
مرحباً بكم في أدوات QuantScript.
مؤشر "نطاقات القيمة العادلة" (QS True Value Bands) ليس مؤشراً تقليدياً يعتمد على المؤشرات المتأخرة، بل هو أداة تحليل كمّي (Quantitative Analysis) صُممت خصيصاً للمتداولين الذين يعتمدون على البيانات والإحصاء. يعتمد المؤشر على دمج سرعة ونعومة متوسط Arnaud Legoux (ALMA) مع الحسابات الدقيقة للانحراف المعياري (Standard Deviation) لتحديد القيمة العادلة للأصل المالي بدقة متناهية. هذا المؤشر مثالي جداً لمتداولي السوق الفوري (Spot) لاصطياد مناطق التجميع الاستراتيجية وتجنب الشراء في القمم المبالغ فيها.
طريقة العمل (How it Works):
يقوم المؤشر بحساب القيمة العادلة للسعر ويرسم نطاقين (علوي وسفلي) يمثلان الانحراف المعياري (غالباً +2 و -2). إحصائياً، يتحرك السعر داخل هذا النطاق بنسبة 95% من الوقت.
🟢 منطقة التجميع (اللون الأخضر): عندما يهبط السعر أسفل النطاق السفلي، يظلل المؤشر الشاشة باللون الأخضر الخفيف. هذا يعني رياضياً أن الأصل "مُقيّم بأقل من سعره العادل" (Undervalued) وهناك شذوذ إحصائي لأسفل. هذه هي المنطقة الذهبية للبحث عن نماذج الشراء وتمركز الأموال الذكية.
🔴 منطقة التصريف (اللون الأحمر): عندما يخترق السعر النطاق العلوي، تتظلل الشاشة باللون الأحمر. هذا يشير إلى أن الأصل "مُقيّم بأعلى من سعره العادل" (Overvalued) بسبب طمع القطيع (FOMO). هذه إشارة كميّة لجني الأرباح أو البحث عن فرص البيع.
⚪ القيمة العادلة (خط المنتصف): يمثل السعر العادل والآمن الذي تميل الخوارزميات وصناع السوق لإعادة السعر إليه.
إبراء الذمة (Disclaimer):
إخلاء مسؤولية: هذا المؤشر المقدم من QuantScript هو أداة تحليلية مساعدة مبنية على معادلات ونماذج إحصائية رياضية، ولا يشكل بأي حال من الأحوال توصية مالية، أو نصيحة استثمارية، أو دعوة صريحة للبيع أو الشراء. التداول في أسواق المال والعملات الرقمية ينطوي على مخاطر عالية جداً قد تؤدي إلى خسارة رأس المال كلياً أو جزئياً. الأداء السابق لا يضمن النتائج المستقبلية، ويجب على المتداول استخدام هذه الأداة كجزء من استراتيجية متكاملة وإدارة مخاطر صارمة وبناءً على قراره الشخصي فقط.
QS True Value Bands by QuantScript
Description:
Welcome to QuantScript tools.
The "QS True Value Bands" is not your traditional lagging indicator. It is a Quantitative Analysis tool designed specifically for data-driven traders. By combining the responsiveness and smoothness of the Arnaud Legoux Moving Average (ALMA) with precise Standard Deviation calculations, this tool identifies the true fair value of any asset. It is highly optimized for Spot traders looking to catch strategic accumulation bottoms and avoid buying at overextended peaks.
How it Works:
The indicator calculates the statistical fair value of the price and plots upper and lower bands representing standard deviations (typically +/- 2 SD). Statistically, price remains within these bands 95% of the time.
🟢 Accumulation Zone (Green Highlight): When the price drops below the lower band, the chart highlights in green. Mathematically, this means the asset is statistically "Undervalued" (a statistical anomaly to the downside). This is the golden zone to look for buy setups and smart money accumulation.
🔴 Distribution Zone (Red Highlight): When the price breaks above the upper band, the chart highlights in red. This indicates the asset is "Overvalued" due to retail FOMO. It is a quantitative signal to take profits or look for short opportunities.
⚪ Fair Value (Midline): Represents the equilibrium price that algorithms and market makers constantly seek to revert to.
Disclaimer:
Disclaimer: This indicator provided by QuantScript is an analytical tool based on statistical mathematical formulas and models. It does not, under any circumstances, constitute financial advice, investment advice, or a direct solicitation to buy or sell. Trading in financial markets and cryptocurrencies involves significant risk and may result in the total or partial loss of your capital. Past performance is not indicative of future results. Traders must use this tool as part of a comprehensive strategy with strict risk management, acting solely on their own independent judgment. Indicator
DDCA Composite Risk Metric v2A single 0–1 risk oscillator for Dynamic Dollar-Cost Averaging into Bitcoin. Combines 19 cross-domain indicators into one actionable signal — low readings mean opportunity, high readings mean risk.
What It Does
Instead of watching dozens of charts and trying to "feel" the market, this indicator distills macro conditions, on-chain data, technical structure, and sentiment into a single number between 0 and 1. That number maps directly to how aggressively you should be buying or selling.
0.0 = maximum opportunity → 1.0 = maximum risk
The indicator plots as a color-gradient line with 7 labeled action bands, a real-time score table, and an optional execution multiplier for position sizing.
The 19 Indicators
Organized into 4 weighted tiers:
TIER 1 — MACRO & LIQUIDITY (25%)
Answers: Is the environment cheap?
① FED Rate Direction — monetary policy stance
② Global M2 YoY — liquidity expansion/contraction
③ FED Balance Sheet — net liquidity proxy
④ US Real Yields — opportunity cost of risk assets
⑤ Unemployment Trend — economic stress signal
⑥ DXY Dollar Index — USD strength headwind/tailwind
TIER 2 — ON-CHAIN (35%)
Answers: Is there capitulation NOW?
⑦ MVRV Z-Score — market value vs realized value
⑧ NUPL — net unrealized profit/loss
⑨ Puell Multiple — miner revenue stress
⑩ LTH Behavior Proxy — price vs 365 SMA
⑪ Hash Ribbons — miner capitulation signal
TIER 3 — TECHNICAL (30%)
Answers: Is price at a structural bottom/top?
⑫ 200-Week MA Ratio — long-term mean reversion
⑬ Bull Market Support Band — trend health
⑭ Pi Cycle Top — cycle peak detection
⑮ BTC Dominance — capital rotation signal
⑯ Log Regression Band — position within long-term channel
⑰ Stablecoin Supply Ratio (SSR) — dry powder on sidelines
TIER 4 — SENTIMENT (10%)
Answers: Is the crowd panicking or euphoric?
⑱ Fear & Greed Proxy — volatility + momentum composite
⑲ Altcoin Breadth — speculative froth measurement
Each indicator uses adaptive normalization (percentile rank + rate-of-change blending) to stay calibrated across market regimes. A sigmoid rescale compresses extremes while keeping the middle responsive.
Action Bands
The composite maps to 7 symmetric zones centered on 0.50:
🟢 < 0.25 — ALL-IN → Maximum deployment, historically rare
🟢 0.25–0.35 — STRONG BUY → Aggressive accumulation
🟢 0.35–0.45 — BUY → Favorable conditions, steady buying
🟡 0.45–0.55 — HOLD → Neutral, do nothing
🔴 0.55–0.65 — SELL → Begin distribution
🔴 0.65–0.75 — STRONG SELL → Accelerated profit-taking
🔴 > 0.75 — ALL-OUT → Maximum risk, aggressive selling
Execution Layer (Optional)
Toggle "Show Execution Multiplier" in settings to overlay a position-sizing curve. The multiplier tells you how much to scale your base weekly allocation:
Buy side: Continuous curve from the HOLD boundary (0.45) down to the clamp point (0.15), where multiplier = 5×. At the buy pivot (0.35), multiplier = exactly 1.0×.
Sell side: Mirror curve from the HOLD boundary (0.55) up to the clamp point (0.85), where multiplier = 5×. At the sell pivot (0.60), multiplier = exactly 1.0×.
HOLD zone (0.45–0.55): Multiplier = 0. No action.
All parameters (ceiling, pivot, power, clamp) are fully configurable. The curve shape uses derived power exponents so that the maximum multiplier (5×) lands precisely at the clamp boundaries without any artificial cap.
How To Use
Weekly workflow:
Check the composite reading every Monday (buy day) and Wednesday (sell day)
Read the band label — it tells you what to do
If using the execution layer, multiply your base allocation by the multiplier
Enter your position
Customization:
Toggle individual tiers ON/OFF to see the composite with or without macro - Adjust individual indicator weights (must sum to 100) - Enable sub-score plots for debugging tier-level behavior - All execution layer parameters are editable in the settings panel
Design Philosophy
This indicator is built for portfolio management, not trading. It pushes you toward action rather than inaction — the narrow HOLD zone (only 10% of the range) means you're almost always either accumulating or distributing. The 7-band system is symmetric by design, and the continuous multiplier curve eliminates artificial cliff edges between zones.
The macro tier compresses the composite's range (typical operating band: 0.15–0.85 with macro enabled vs 0.05–0.95 without). This is intentional — macro conditions act as a stabilizer that prevents overreaction to short-term on-chain or technical signals.
Data Sources
Uses 22 request.security() calls pulling from FRED (macro), QUANDL/BLOCKCHAIN (on-chain), and standard BTC price data (technical + sentiment). All on-chain proxies are constructed from publicly available PulseWire data — no external API required.
Not financial advice. This is a systematic framework for informed decision-making, not a guarantee of returns. Always do your own research. Indicator
COT Institutional Flow LAB [Open]Description
The COT Institutional Flow LAB is a specialized Fundamental Analysis suite designed to decode the "Smart Money" positioning using official legacy data from the CFTC's Commitment of Traders report.
By releasing this script as an Open-Source tool, traders and developers can study how to integrate complex external fundamental data (LibraryCOT) into Pine Script, build dynamic grid systems, and create adaptive visual scaling engines.
Underlying Concepts & Methodology
The script processes raw contract data, focusing on the interplay between three key market participants:
Commercials (Hedgers): The "Smart Money" producers/users. They often act as a mean-reverting force against extremes.
Large Speculators (Funds): Trend-following managed money.
Small Speculators (Retail): Non-reportable traders, often used as a contrarian indicator at extremes.
Key Features
Auto-Zoom Engine: A proprietary algorithm that dynamically scales Retail (Small Speculators) data. Since retail volume is often negligible compared to institutions, this feature amplifies their visual footprint to make their sentiment readable without distorting the main institutional data.
Translator Dashboard: A built-in HUD that interprets raw data into actionable signals (Micro Flow, Macro Trend, and Net Positioning).
Dynamic Grid System: Unlike static levels, the background grid adapts to historical volatility, highlighting extreme statistical overbought/oversold conditions (Index Mode 0-100).
How to Use
Trend Confirmation: Look for alignment between Price Trend and Large Speculators.
Reversal Setup: Watch for extreme divergence where Price makes a new High but Commercials aggressively sell.
To comply with House Rules regarding non-English UI, here is the translation of the script's settings menu:
1. Modo de Exibição (Display Mode)
Contratos Brutos / Índice = Raw Contracts / Index (0-100)
Estilo da Grade = Grid Style (Dynamic/Static)
2. Visual e Filtros (Visuals & Filters)
Auto-Zoom no Varejo? = Auto-Zoom Retail?
Força do Zoom = Zoom Strength
Mostrar Comerciais/Espec. = Show Commercials/Specs
Ocultar Semana Atual = Hide Current Week (Anti-Repaint)
Destacar Extremos = Highlight Extremes (Background)
Mostrar Data de Referência = Show Reference Date
3. Referência de Tempo (Time Reference)
Ativar Linhas (13/26/52/156) = Enable Vertical Lines (Quarterly/Yearly/3-Year)
Cor/Espessura/Estilo = Color/Width/Style
4. Painel Tradutor (Translator Panel)
Ativar Painel = Enable Dashboard
Tamanho/Posição = Size/Position
Usar Tema Claro = Use Light Theme
5. Parâmetros & Limiares (Params & Thresholds)
Período (Semanas) = Lookback Period (Weeks)
Limiar Superior/Inferior = Upper/Lower Threshold (%)
6. Guia Educativo (Educational Guide)
(Tooltips Only) = Contextual learning tooltips.
Descrição
O causador de discórdia agora é Open-Source! O COT Institutional Flow LAB é uma ferramenta de análise de fluxo institucional que traduz os dados brutos do relatório COT (CFTC) em sinais visuais. Ele permite identificar quando os "Donos do Mercado" (Comerciais) estão se posicionando contra ou a favor da tendência.
Funcionalidades
Auto-Zoom Inteligente: Amplia automaticamente a linha do varejo para que ela seja legível frente ao volume massivo dos bancos.
Painel Tático: Resume a leitura de Micro e Macro tendência em tempo real.
Código Aberto: Estude a integração de dados fundamentalistas do CFTC direto no seu gráfico. Indicator
Indicator
VWAP StrategyThis strategy is designed for intraday futures trading around the NYSE open VWAP. It identifies long and short opportunities when price reclaims the New York VWAP, pulls back to hold it, and aligns with 5/8/13 EMA trend confirmation. The script also includes an 18:00–16:00 anchored VWAP for added context, VWAP cross tracking to help filter out choppy conditions, and configurable hold markers, cross markers, stop limits, and profit targets.
In addition, the strategy includes a compact market-status panel that lets the trader monitor whether NQ and YM are trading above or below their own NY VWAP, 18:00 VWAP, and previous day VWAP in real time. This can help provide intermarket context while trading ES and improve confidence in directional bias and market participation. Strategy
Strategy
10-Factor Super Indicator Strategy (Fixed)10-Factor Super Indicator Strategy (Fixed) is a multi-signal confluence strategy that combines trend, momentum, volatility, volume, and market regime analysis into one weighted composite score.
Instead of relying on a single indicator, this script evaluates 10 different factors:
EMA trend, Supertrend, MACD, RSI, ADX/DI, VWAP, Bollinger Bands, Stochastic RSI, OBV, and ATR regime activity.
Each factor contributes a bullish or bearish vote based on current market conditions. These votes are weighted and merged into a normalized composite score from -100 to +100, helping identify when market conditions are strongly aligned in one direction.
The strategy uses this score together with key trend filters to generate long and short entries:
Long trades require bullish confluence, trend confirmation, ADX strength, and active ATR regime
Short trades require bearish confluence, trend confirmation, ADX strength, and active ATR regime
Built-in ATR-based stop-loss and take-profit levels are included for risk management, while score-based exit logic helps close trades when overall confluence weakens.
Core features:
10-indicator confluence model
Weighted bullish/bearish scoring system
Composite market conviction score
Long and short trade signals
ATR-based stop loss and take profit
Score-based early exit logic
On-chart signal markers
Informational table showing live factor states
This script is designed for traders who want a broader market view rather than depending on one lagging signal. It works best as a structured confluence framework that can be optimized for different assets, timeframes, and trading styles.
A 10-factor confluence trading strategy that combines EMA, Supertrend, MACD, RSI, ADX, VWAP, Bollinger Bands, Stochastic RSI, OBV, and ATR into a single weighted score. The strategy uses this composite score to identify high-conviction long and short setups, with built-in ATR-based risk management and score-driven exits.
This strategy combines ten widely used technical indicators into a single weighted confluence model to help identify high-probability market setups. By blending trend, momentum, volatility, volume, and regime filters into one normalized score, it aims to reduce noise and avoid over-reliance on any single indicator. Entries are triggered only when multiple conditions align, while ATR-based stops, take-profit levels, and score deterioration exits help manage risk. Ideal for traders looking for a more systematic, multi-factor approach to chart analysis. Strategy
Indicator
Indicator
Indicator
Indicator
VIX Curve Pro - Real-Time Term Structure with StatisticsThis indicator displays the VIX term structure as a spatial curve directly on the chart, allowing you to instantly identify whether the volatility market is in contango or backwardation.
It shows the relationship between different VIX maturities (9D, 30D, 3M, 6M, 1Y) as a single curve.
It also shows some statistics and helps with market detection:
Historical percentile rankings for key VIX ratios
Real-time min/max/average/median values over lookback period
Current VIX term values with regime indicators
Understand where current conditions sit relative to historical context
Automatic identification of contango vs backwardation states
Visual indicators showing which part of the curve is inverted
Optional information guide explaining market states and trading implications
How to Use:
The curve shows the "shape" of volatility expectations across time. An upward-sloping curve (contango) means calm markets where longer-term volatility is priced higher than near-term. A downward-sloping curve (backwardation) shows market stress, where near-term volatility spikes above longer-term expectations.
Use the statistical tables to understand whether current ratios are at historical extremes (high percentile rank) or lows (low percentile rank), helping you gauge whether volatility structures are stretched or compressed.
Perfect for:
Volatility traders and options strategists
VIX futures and options traders
Understanding market fear and complacency levels
Timing volatility trades based on term structure
In the example above, I've added a chart with TVC:VIX , CBOE:VIX9D , CBOE:VIX3M and $CBOE:VIX6M. It is possible to see that although they are still in backwardation (short term vix is lower than long term), it might be close to flip. This kind of situation deserve extra attention. You can set alerts to when it flips.
This is a simple but useful indicator. Let me know if you have any questions! Indicator
Indicator
Indicator
Indicator
Crypto Derivatives Dashboard v1█ OVERVIEW
Crypto Derivatives Dashboard is a non-overlay indicator that analyzes futures market positioning data (Open Interest and Premium Index) to classify the current market regime and detect structural divergences between price action and derivatives flow.
It does NOT generate entry/exit signals. Instead, it provides a contextual layer to help you understand WHAT the derivatives market is doing — so you can decide whether to act on your primary strategy signals or wait.
█ WHAT IT MEASURES
1. OPEN INTEREST (OI)
• Daily OI change (%) — bars show inflow/outflow of contracts
• OI Z-Score — normalized deviation from its moving average (SMA 20)
• OI Rate of Change — momentum of OI over a configurable lookback
2. PREMIUM INDEX (Funding Proxy)
• Fetched from Binance PREMIUM tickers (hourly resolution)
• Converted to Z-Score to identify extremes:
→ Z > +2.0 = "Funding Hot" — overcrowded longs, correction risk
→ Z < -2.0 = "Funding Cold" — potential short squeeze setup
3. OI-PRICE DIVERGENCE
• Compares normalized ROC of OI vs Price
• Bearish divergence: price rises but OI doesn't follow (exhaustion)
• Bullish divergence: OI rises faster than price (accumulation)
4. REGIME CLASSIFICATION
Based on OI trend vs Price trend:
🟢 OI↑ + Price↑ = Healthy Trend (genuine demand)
🟡 OI↓ + Price↑ = Short Covering / Exhaustion (caution)
🔴 OI↑ + Price↓ = Shorts Building (avoid longs)
🟠 OI↓ + Price↓ = Long Liquidations (wait)
⚪ Neutral
5. COMPOSITE SCORE
Combines OI momentum, funding extremes, and divergence into a single number:
→ Positive = favorable environment for longs
→ Negative = unfavorable, consider waiting
6. LONG SIGNAL CHECK
A simple GO/WAIT flag: ✅ GO only when regime is healthy (🟢), funding is NOT extreme, AND no bearish divergence is active.
█ SUPPORTED ASSETS
BTC, ETH, SOL, BNB, XRP, PEPE — all via Binance Perpetuals.
Select the asset from the dropdown input. Tickers are constructed dynamically (handles PEPE → 1000PEPEUSDT automatically).
█ VISUAL COMPONENTS
• Column chart: Daily OI change % (teal = inflow, red = outflow)
• Blue line: OI Z-Score with ±2.0 reference levels
• Orange line: Premium Z-Score with configurable extreme thresholds
• Purple stepline: Divergence Score
• Background color: Regime classification (green/yellow/red/orange)
• Shape markers: Bearish/Bullish divergence triangles + Funding extreme icons
• Info Table (top-right): Real-time dashboard showing all metrics at a glance
█ ALERTS (6 CONDITIONS)
1. Regime Bearish — regime shifts to shorts building or liquidations
2. Bearish OI Divergence — price rises but OI doesn't confirm
3. Bullish OI Divergence — OI rises faster than price (accumulation)
4. Funding Hot — overcrowded longs, correction risk
5. Funding Cold — potential short squeeze
6. Derivatives GO — all conditions favorable for longs
█ INPUTS
Asset Selection: BTC / ETH / SOL / BNB / XRP / PEPE
OI Change Lookback: 14 (default)
OI SMA Length: 20 (default)
Divergence Z-Score Threshold: 1.5 (default)
Premium Z-Score Lookback: 50 (default)
Premium Extreme Thresholds: +2.0 / -2.0 (default)
Display toggles: Table, Background, Divergence markers
█ HOW TO USE IT
This indicator is designed as a VETO FILTER, not a signal generator.
Use it alongside your primary strategy:
1. Check the regime background before entering a trade
2. If 🟢 and no warnings → your strategy signals are confirmed
3. If 🔴🟠🟡 or bearish divergence → consider skipping the signal
4. Monitor funding extremes for contrarian context
5. Set alerts on regime changes to stay informed without watching the chart
█ TIMEFRAME
Optimized for Daily (D1). Works on any timeframe, but regime classification and z-scores are most meaningful on higher timeframes.
█ DATA SOURCES
• Open Interest: BINANCE:{ASSET}USDT.P_OI
• Premium Index: BINANCE:{ASSET}USDT_PREMIUM (1H resolution)
• Price: BINANCE:{ASSET}USDT.P (perpetual close)
█ LIMITATIONS
• Only Binance Perpetuals data (not aggregated across exchanges)
• Premium Index is a proxy for funding rate (not exact funding)
• Funding Rate, Long/Short Ratio, Liquidations, and Taker Buy/Sell Volume are NOT available as native PulseWire tickers
• Regime classification uses smoothed trends — may lag at turning points
Indicator
VIX-VIXEQ Regime DetectorThe VIX-VIXEQ Regime Detector is an market structure indicator that compares the CBOE Volatility Index (VIX) with the CBOE S&P 500 Equal Weight Volatility Index (VIXEQ) to identify distinct market volatility regimes.
It analyses the relationship between index-level and constituent-level volatility, and helps investors to detect regime changes that often precede major market moves.
Credits: Idea suggested by @m_chromatic Thanks a lot!
What It Measures
VIX measures implied volatility of S&P 500 index options (cap-weighted, dominated by mega-cap stocks)
VIXEQ measures implied volatility of equal-weighted S&P 500 constituents (reflects broader market volatility)
The ratio between these two metrics reveals whether volatility is concentrated in mega-caps or dispersed across the broader market.
When VIXEQ rises faster than VIX (ratio > 1.0), it indicates that constituent stocks are experiencing higher volatility than the index itself. This divergence often signals:
Increased market stress
Breakdown in correlation
Potential regime transitions
Mean reversion opportunities
Five Market Regimes in the Indicator
The indicator uses adaptive thresholds based on rolling statistics to classify markets into five distinct regimes:
🔵 CONCENTRATION (Ratio < threshold): Mega-cap dominance, Low dispersion, Healthy market structure
🟢 NORMAL (Ratio near mean): Balanced volatility, Healthy market conditions, Standard risk environment
🟡 ELEVATED (Ratio moderately above mean), Early warning signal, Rising constituent stress, Watch for deterioration
🟠 DISPERSION (Ratio significantly above mean), Broad market stress, Elevated constituent volatility, Defensive positioning warranted
🔴 SYSTEMIC (Ratio > 1.5σ above mean), Crisis conditions, Extreme constituent stress, High mean reversion potential
The indicator includes z-score calculations to measure how extreme the current spread is relative to historical norms.
Recommended Timeframe
Daily (1D): Optimal for most use cases - balances signal quality with responsiveness
Weekly (1W): For macro positioning and long-term regime context
4-Hour: Not recommended - too noisy for structural regime analysis
Technical Notes
Uses request.security() to fetch VIX and VIXEQ data
Ratio is scaled by (ratio - 1) × 10 for chart visibility alongside spread
Actual ratio values are displayed in the table and labels
Adaptive thresholds recalculate on every bar based on rolling statistics
All regime classifications update in real-time
Indicator
Contrarian Extremes: VIX + Put/Call (CPC, PCC)What this indicator does (in one line :) ):
It highlights sentiment extremes using only CPC, PCC , and VIX , so you can spot the moments when the market is most likely overreacting.
Most indicators try to “predict” price. This one is simpler, it tracks Fear vs Euphoria and marks the zones where emotions are stretched.
The 3 inputs behind it
INDEX:CPC (TotalPut/Call) --> broad options sentiment
USI:PCC --> equity/retail-style fear proxy
CBOE:VIX --> volatility stress / hedging pressure
What you’ll see on the chart
The script paints the background based on 3 regimes:
🫨 Panic --> extreme stress (capitulation-type conditions) --> 🎶 The background music is (Melancholy Man by The Moody Blues) 😨
😰 Fear / Risk-Off --> elevated fear --> defensive positioning
😌 Complacency / Calm --> low fear --> “everything is fine” mode --> 🎶 The background music is (What a Wonderful World by Louis Armstrong) 😁
All thresholds and colors are fully customizable in the Inputs, so you can also change the criteria to get higher or lower frequency signals on the chart.
How I personally interpret it (as a long-term investor)
In my backtests, this indicator behaves like a contrarian compass:
Fear / Panic zones often show up close to better long-term buy areas (not perfect timing, but good asymmetric entries).
Complacency zones often show up near better long-term reduce / take-profit areas (or at least be careful with fresh risk here).
This is not magic and it’s not a buy/sell button. Markets can stay fearful or complacent longer than you expect. But as a long-term investor , this helps you stop chasing hype and start scaling decisions around emotion extremes.
A simple long-term workflow:
Use Daily or Weekly timeframe.
When Fear/Panic appears: consider scaling in (DCA entries, add on confirmation, respect your risk limits).
When Complacency appears: consider scaling out, tightening risk, or being picky with new buys.
Always combine with basics: trend, levels, market structure, and risk management.
Where it tends to work best
Interestingly, this doesn’t only fit S&P/Nasdaq. It also behaves well on:
OANDA:XAUUSD & OANDA:XAGUSD
Large-cap stocks ( NASDAQ:AAPL NASDAQ:NVDA NASDAQ:MSFT NASDAQ:GOOG NASDAQ:AMZN NASDAQ:TSLA NASDAQ:META )
BINANCE:BTCUSD & BINANCE:ETHUSD
In general, it tends to work better (i.e. helps you more) in markets that move more on fear and greed and less on deep fundamental re-pricing.
⚠️ Disclaimer: educational tool only. No indicator is a guarantee. Use proper position sizing and understand the product you trade. Indicator
