AG Pro Previous Day Sweep & Reclaim [AGPro Series]AG Pro Previous Day Sweep & Reclaim
Overview / What it does
AG Pro Previous Day Sweep & Reclaim is an overlay built to map one very specific price behavior around the previous day’s range: a sweep of the Previous Day High (PDH) or Previous Day Low (PDL), followed by a reclaim back inside the level.
The script is designed for traders who want a structured way to observe failed expansion attempts around prior-day liquidity. Instead of treating every break of PDH or PDL as continuation, this tool focuses on the opposite question: when price briefly trades beyond a prior-day extreme and then reclaims that level, is the move showing signs of rejection strong enough to deserve attention?
The core idea is intentionally narrow. This is not a broad market-structure engine, not a support/resistance dashboard, and not a general breakout system. Its purpose is to isolate a specific sequence: sweep -> reclaim -> quality assessment. That single workflow helps keep the script readable and functionally distinct.
Signals can be confirmed on the same bar or on the next bar, depending on user preference. Once a reclaim is confirmed, the script assigns a quality score, draws a directional arrow, prints a reclaim label, and keeps the visual structure compact enough for practical chart work across intraday and higher timeframes.
Unique Edge
The distinguishing feature of this script is that it does not simply plot PDH and PDL, and it does not label every break as meaningful. It attempts to separate ordinary range interaction from failed liquidity grabs by requiring reclaim confirmation and then grading the event.
Its logic is centered on reversal-quality mapping rather than static level display. That means the script does more than show where the previous day’s extremes are located. It evaluates whether the move through those extremes was shallow or excessive, whether the reclaim was weak or decisive, whether wick behavior supports rejection, whether volume was comparatively active, and whether the event occurred inside the selected session context.
Another practical edge is the confirmation flexibility. Some traders prefer immediate reclaim behavior on the same bar. Others want one additional bar for confirmation. This script supports both approaches, plus an Either mode for broader detection.
The visual side is also deliberately managed. Reclaim labels, arrows, guide lines, sweep boxes, label spacing controls, visible label limits, and HTF label filtering are included so the output remains usable instead of turning into uncontrolled chart clutter.
Methodology
The script retrieves the previous day’s high and low and tracks live interaction with those two reference levels.
Bullish reclaim logic begins with a downside sweep:
- price trades below the Previous Day Low
- price then closes back above the Previous Day Low
- confirmation can occur on the same bar, on the next bar, or by either method depending on settings
Bearish reclaim logic mirrors that process:
- price trades above the Previous Day High
- price then closes back below the Previous Day High
- confirmation follows the selected reclaim mode
After confirmation, the script computes a quality score from multiple components. These components are intended to give structure to the event rather than to claim certainty about future direction.
The quality model includes:
- sweep depth relative to ATR
- reclaim strength within the bar range
- rejection wick fraction
- relative volume versus a moving average baseline
- bar range relative to ATR
- urgency factor for same-bar versus next-bar confirmation
- candle body bias
- session participation
The final score is normalized to a 0-100 scale and translated into a simple tier:
- A
- B
- C
- D
This score is not meant to be a prediction engine. It is a ranking tool that helps organize reclaim events by relative quality under the script’s own rules.
Session filtering is available because many traders only want to evaluate sweep-and-reclaim behavior during specific active windows. London, New York, custom sessions, or unrestricted monitoring can be selected.
For chart usability, the script also includes:
- previous day range fill
- optional reclaim guide lines
- optional sweep boxes
- reversal arrows
- reclaim labels
- summary panel
- visible label limits
- HTF smart label filtering
- minimum bar spacing between same-side labels
Signals & Alerts
The script produces two primary confirmed event types:
1. Bullish Previous Day Sweep & Reclaim
A downside sweep through PDL followed by a reclaim back above that level.
2. Bearish Previous Day Sweep & Reclaim
An upside sweep through PDH followed by a reclaim back below that level.
When enabled, the chart can display:
- directional reclaim arrows
- reclaim labels with score, tier, and confirmation mode
- sweep zone boxes
- short reclaim guide lines
Built-in alerts are included for:
- Bullish Previous Day Sweep & Reclaim
- Bearish Previous Day Sweep & Reclaim
These alerts are tied to confirmed reclaim conditions defined by the selected confirmation mode and minimum quality threshold.
Key Inputs
Reclaim Confirmation
Choose whether confirmation must occur on the Same Bar, Next Bar, or Either.
One Signal Per Side / Day
Limits repeated signals of the same side within a single day.
Use Session Filter
Restricts detection to the selected session environment when desired.
Minimum Quality Score
Filters out lower-ranked reclaim events.
ATR Length / Volume SMA Length
Inputs used by the quality model.
Ideal Sweep Depth (ATR) / Maximum Sweep Depth (ATR)
Define how the script evaluates sweep depth quality.
Label and Visual Controls
Manage font size, offset, sweep boxes, guide lines, visible label count, and general chart cleanliness.
HTF Smart Label Filter
Helps reduce label overload on daily, weekly, and monthly charts.
Minimum Bars Between Same-Side Labels
Introduces spacing between repeated bullish or bearish reclaim labels to prevent visual stacking.
Limitations & Transparency
This script is an analytical overlay. It is not a strategy, not an execution model, and not a guarantee of reversal.
A reclaim of PDH or PDL can still fail. Markets can continue trending after a sweep, especially during strong directional conditions, news-driven volatility, or low-liquidity distortions. For that reason, the quality score should be interpreted as an internal event-ranking framework, not as proof of future performance.
Session settings matter. Timeframe context matters. Confirmation mode matters. Label filters also affect what is visible on the chart, especially on higher timeframes. Users should understand that changing these inputs changes the strictness and presentation of the output.
This tool does not use order book data, broker-specific execution data, or hidden liquidity metrics. It works entirely from chart-based price and volume inputs available in Pine.
It is also important to note what this script does not attempt to do:
- it does not classify overall market regime
- it does not replace broader structure analysis
- it does not define entries, stops, or exits for the user
- it does not evaluate multi-level confluence outside its own reclaim framework
In short, it is a focused map for previous-day sweep and reclaim behavior, nothing more and nothing less.
Risk Disclosure
This script is for chart analysis and educational use only. It does not provide financial, investment, legal, or tax advice.
All trading decisions involve risk. Past price behavior around previous-day levels does not guarantee future results. Users should apply their own confirmation process, risk management rules, and market context analysis before acting on any chart signal.
Always test settings carefully and use the tool as one component inside a broader decision-making process, not as a standalone basis for trading.
Indicator
Live HTF Volume POC - ChartDNAThis indicator displays a real-time volume profile with a dynamic Point of Control (PoC) line on any higher timeframe, from 15-minute sessions up to 3-month periods.
HOW IT WORKS
The script divides the selected timeframe's price range into configurable bins and accumulates normalized volume at each level. The bin with the highest volume is highlighted as the PoC. A stepping PoC line tracks how the highest-volume level shifts as the session develops in real time.
When a new HTF session begins, the previous session's profile is frozen on the chart, building a visual history of volume distribution across sessions.
FEATURES
- Flexible timeframe selector supporting intraday (15m, 30m, 1h, 2h, 4h, 8h, 12h) through higher timeframes (Daily, Weekly, Monthly)
- Dynamic PoC plotted as a stepline showing real-time PoC migration
- 8 profile color styles: Default, Monochrome, Blue, Cyan, Green, Red, Orange, Purple (all gradient-based)
- Adjustable bin count and PoC line width
- Clean overlay with minimal chart clutter
HOW TO USE
- Use on lower timeframes (e.g., 5m or 15m chart) with a higher session timeframe (e.g., 1D or 1W) to see where volume is concentrating
- The PoC level often acts as a magnet for price, useful for identifying support/resistance and mean-reversion zones
- Combine with your existing price action or order flow analysis
LIMITATIONS
- Volume data quality depends on your broker/exchange feed
- On very low-liquidity instruments, the profile may appear sparse
- The indicator uses request.security() with a offset and lookahead to detect HTF boundaries; this does not introduce future data
CREDITS
Based on "Real-Time HTF Volume Footprint" by BigBeluga (open-source, CC BY-NC-SA 4.0). Modified with added timeframe flexibility, multiple gradient color styles, PoC line customization, and UI cleanup.
Indicator
AG Pro Kill Zone Session Engine [AGPro Series]AG Pro Kill Zone Session Engine
Overview / What it does
AG Pro Kill Zone Session Engine is a session-based overlay designed to map the internal range behavior of selected intraday kill zones and preserve the most relevant reference levels after each zone has ended.
Instead of treating London, New York, Asia, and London Close as simple background highlights, this script organizes each enabled zone as a structured session event. During an active zone, it tracks the developing high, low, and optional midpoint. After the zone closes, it can carry those levels forward as clean horizontal references so traders can study how price interacts with prior session liquidity.
The script is built for users who want more context than a basic session coloring tool. It helps visualize where a session range formed, how wide it was relative to recent history, whether the session expanded or stayed narrow, and whether later price action interacted with that session through sweep-style behavior.
This is not a prediction engine and it does not attempt to forecast the next directional move. Its purpose is to structure session information into a cleaner analytical framework so traders can evaluate intraday context with more consistency.
Unique Edge
What makes this script different from a standard session indicator is that it does not stop at showing when a session is active.
Its core focus is session range formation plus post-session interaction. Each enabled kill zone can build a live range while active, then leave behind reference levels that remain usable after the session ends. This allows the chart to show not only where a session occurred, but also how later price responded to that session.
The script also adds session-width context. A zone can be classified relative to recent comparable zones so traders can quickly see whether the session was narrow, balanced, or expanded. That extra layer helps separate passive session activity from zones that created a more meaningful range.
Another important distinction is the sweep engine. Rather than only drawing static levels, the script can evaluate whether later price action interacts with prior session highs or lows in a sweep-oriented manner. This makes the tool more useful for traders who study liquidity behavior around specific intraday windows.
In short, this script is intended to function as a session behavior map, not as a simple background painter.
Methodology
The script works in four main steps.
1) Session detection
The user can enable or disable the supported kill zones individually and define session windows using a UTC offset and custom time settings. This keeps the script flexible across instruments, broker feeds, and local chart preferences.
2) Range construction
While a kill zone is active, the script updates the developing session high and low. Optional midpoint logic can also be shown. These values form the core session range for that specific zone.
3) Post-session reference mapping
When the zone ends, the completed high and low can remain on the chart as forward reference levels. This allows later price interaction to be evaluated against a completed session range rather than only during the active zone itself.
4) Sweep and width analysis
The script can evaluate reference-level interactions using its sweep logic and can also classify the completed width of a zone relative to prior zones of the same type. This helps the user distinguish between narrow, balanced, and expanded sessions.
Signals & Alerts
This script is primarily an analytical overlay, but it also supports alertable events around session activity and sweep behavior.
Depending on the enabled options, the script can be used to monitor:
- when a new kill zone becomes active,
- when price interacts with a prior session high,
- when price interacts with a prior session low,
- when sweep-oriented behavior is detected relative to a carried-forward reference range.
These events are designed to describe chart conditions, not to deliver standalone trade calls.
The visual outputs can include:
- session background shading,
- current and completed session high/low levels,
- optional midpoint levels,
- compact session summary labels,
- sweep markers,
- an information panel showing active zone status, width context, reference zone, and sweep status.
Key Inputs
The script includes a focused but flexible input set so users can adapt it without overcomplicating the chart.
Core controls include:
- UTC offset and custom session timing,
- individual enable/disable controls for Asia, London, New York, and London Close,
- high/low visibility,
- midpoint visibility,
- projection length for completed session levels,
- label density and summary behavior,
- panel visibility, placement, and text sizing,
- sweep mode and alert controls,
- visible session memory so the chart can stay cleaner on higher timeframes.
These controls allow the tool to be used in a more detailed mode on lower intraday charts or in a more compressed mode on higher timeframes.
Limitations & Transparency
This script is designed as a context tool. It does not define trade entries, stop placement, or risk management for the user.
Session behavior can vary across instruments and feeds, so identical settings may not produce equally meaningful output on every market. Some assets respond more clearly to session-based reference levels than others.
Sweep logic is also a chart-interpretation aid, not a certainty model. A detected sweep does not imply immediate reversal, continuation, or trade validity on its own. It simply highlights a specific type of interaction with a prior session reference.
The script is best suited to intraday analysis. While it can still display useful information on higher timeframes, the underlying logic is rooted in session behavior, so lower intraday charts will usually provide more direct visual relevance.
As with any visual overlay, increasing history depth or label density may add chart clutter. For that reason, the script includes controls to compress memory and reduce label load when needed.
Risk Disclosure
This script is provided for educational and analytical use only.
It is not financial advice, not a signal service, and not a promise of outcome. It does not guarantee reversals, breakouts, continuations, or profitable execution. Any trading decision should be made within the user's own process, risk model, and market understanding.
The intended use of this script is to help organize session structure, liquidity references, and post-session interaction on the chart so that traders can make more informed observations with a clearer visual framework.
Indicator
Killzone Cartograph [JOAT]Killzone Cartograph
Introduction
Killzone Cartograph is an advanced open-source session structure mapper built around ICT (Inner Circle Trader) concepts. It automatically detects and renders the major institutional trading sessions — Asia, London, New York, and London Close — as color-coded boxes on the chart, calculates deviation projections from session ranges, tracks the New York Midnight Open as a key reference level, measures session dominance, detects session overlaps, and provides session bias signals. The indicator transforms raw time-of-day data into a structured visual map of when and where institutional activity concentrates.
The reason this indicator exists is that price does not move randomly throughout the day. Institutional order flow clusters around specific session windows — the "killzones" — where liquidity is deepest and the largest moves originate. Retail traders who ignore session structure often enter during low-liquidity periods (getting chopped) or miss the high-probability windows entirely. Killzone Cartograph makes session structure visible so traders can align their activity with institutional timing.
Core Concepts
1. Session Killzone Detection and Rendering
Each session is defined by a time window and timezone. The indicator detects when the current bar falls within each session and renders a box from the session's high to low, extending as the session progresses:
Asia Session: Typically 2000-0000 NY time. Often establishes the initial range that London and New York will sweep
London Session: Typically 0200-0500 NY time. The first major liquidity injection of the day, frequently setting the daily direction
New York Session: Typically 0700-1000 NY time. The highest-volume window where the London move is either confirmed or reversed
London Close: Typically 1000-1200 NY time. A secondary window where institutional position management creates distinct price patterns
Each session box is rendered with a distinct color from a muted institutional palette — tyrian violet for Asia, cardinal for London, cerulean for New York, and gunmetal for London Close. Box borders use the session color while fills use high transparency to avoid obscuring price action.
2. Deviation Projections
Once a session's range is established, the indicator projects deviation levels above and below the session high and low. These projections use configurable multipliers of the session range to identify where price might reach if it breaks out of the session box. This concept is rooted in the ICT framework where session ranges serve as measuring sticks for subsequent moves:
float sessionRange = sessionHigh - sessionLow
float devUp = sessionHigh + sessionRange * deviationMult
float devDn = sessionLow - sessionRange * deviationMult
Deviation levels are drawn as dashed lines extending from the session box, providing visual targets for breakout moves.
3. New York Midnight Open Reference
The NY Midnight Open (the opening price at 00:00 New York time) is a key ICT reference level. It serves as a daily bias marker — price above the midnight open suggests bullish daily bias, below suggests bearish. The indicator tracks this level and draws it as a horizontal reference line across the chart. Many institutional algorithms reference this level for daily positioning decisions.
4. Session Dominance and Overlap Detection
The indicator tracks which session produces the largest range each day and identifies it as the "dominant" session. It also detects when sessions overlap (London/New York overlap is particularly significant as it produces the highest liquidity of the day). Overlap periods are highlighted because they often generate the most significant price moves.
5. Session Bias Signals
At the close of each session, the indicator evaluates the session's price action to determine bias:
If the session closed in its upper third with expanding range, bullish bias is assigned
If the session closed in its lower third with expanding range, bearish bias is assigned
Otherwise, neutral bias is assigned
These bias arrows appear at session boundaries to provide quick directional context for the next session.
6. Killzone Strength Scoring
Each killzone receives a strength score based on the session's range relative to the daily ATR, volume during the session, and whether the session produced a directional move or just chopped. Higher scores indicate more significant sessions that are more likely to set the tone for subsequent price action.
Features
Session Box Rendering: Automatically drawn boxes for each session with configurable colors, extending as the session progresses and finalizing at session close
Deviation Projection Lines: Dashed lines at configurable multiples of the session range, projecting potential breakout targets
NY Midnight Open Line: Persistent horizontal reference at the 00:00 NY open price, updated daily
Previous Day High/Low Levels: Horizontal lines marking the prior day's extremes as key support/resistance references
Session Overlap Highlighting: Background coloring during session overlap periods (particularly London/NY overlap)
Dominance Coloring: The dominant session's box receives enhanced visual treatment to stand out
Session Bias Arrows: Directional arrows at session boundaries indicating the session's concluded bias
Killzone Strength Score: Numerical score for each session displayed in the dashboard
Session Bar Coloring: Optional bar coloring that tints candles based on which session they belong to
16-Row Dashboard: Displays current session, session high/low/range, deviation levels, midnight open, daily bias, dominant session, overlap status, killzone scores, and previous day levels
Input Parameters
Session Windows:
Asia/London/New York/London Close session times: Configurable time windows in exchange timezone
Timezone: Timezone for session calculations (default: America/New_York)
Deviation:
Deviation Multiplier: Multiple of session range for projection lines (default: 1.0)
Show Deviations: Toggle deviation projection lines
Reference Levels:
Show Midnight Open: Toggle NY Midnight Open reference line
Show Previous Day H/L: Toggle prior day's high and low levels
Visuals:
Toggles for each session's box rendering, bias arrows, bar coloring, overlap background, and dashboard
Individual color inputs for each session
How to Use This Indicator
Step 1: Identify the Active Session
The colored box tells you which session is currently active. Focus your trading during the session windows where you have the most experience and where your strategy performs best.
Step 2: Use Session Ranges as Context
The Asia session range often serves as the "initial balance" for the day. Watch for London to sweep one side of the Asia range (a liquidity grab) before establishing the daily direction. The New York session then either confirms or reverses the London move.
Step 3: Trade Deviation Projections
When price breaks out of a session box, the deviation projection lines provide measured-move targets. These are not guaranteed levels but represent statistically common extension distances based on the session's own range.
Step 4: Reference the Midnight Open
Use the NY Midnight Open as a daily bias filter. If price is above the midnight open, favor long setups. If below, favor short setups. This simple filter aligns your trading with the daily institutional bias.
Step 5: Prioritize Overlap Windows
The London/New York overlap (typically 0700-1000 NY time) produces the highest liquidity and often the day's most significant move. This is the highest-probability window for directional trades.
Close-up of the London/New York overlap period showing session boxes overlapping, deviation projections extending from the London range, and the NY Midnight Open reference line with price reacting to it
Indicator Limitations
Session times are fixed inputs based on typical institutional schedules. During daylight saving time transitions, session windows may need manual adjustment depending on your broker's timezone handling
Session structure analysis is most relevant for forex, futures, and indices that have distinct session-based liquidity patterns. Crypto markets trade 24/7 with less distinct session boundaries
Deviation projections are statistical tendencies, not guaranteed levels. Price may fall short of or exceed projected deviations
The NY Midnight Open is a reference level, not a support/resistance level with inherent strength. Its significance comes from institutional algorithm behavior, which may vary
Session dominance and bias signals are determined after the session closes, making them useful for context but not for real-time entries within that session
On higher timeframes (4H, Daily), individual session boxes may not render meaningfully as multiple sessions fit within a single candle
Originality Statement
This indicator is original in its comprehensive integration of ICT session concepts into a unified mapping system. While session boxes and killzone detection exist in other scripts, this indicator is justified because:
The deviation projection system uses the session's own range as a measuring stick, providing context-specific targets rather than generic ATR-based projections
Killzone strength scoring quantifies session significance using range, volume, and directional metrics — providing an objective measure not available in simple session box indicators
Session overlap detection with visual highlighting identifies the highest-liquidity windows automatically
The integration of NY Midnight Open, previous day levels, session bias, and dominance tracking into a single tool eliminates the need for multiple separate session indicators
Session bias arrows provide actionable directional context at session boundaries based on multi-factor analysis of the concluded session
The muted institutional color palette and clean box rendering avoid the visual clutter common in session-based indicators
Disclaimer
This indicator is provided for educational and informational purposes only. It is not financial advice or a recommendation to buy or sell any financial instrument. Trading involves substantial risk of loss. Session structures, deviation projections, and bias signals are based on historical patterns of institutional activity and do not guarantee future price behavior. Market conditions change, and sessions that historically produced strong moves may not always do so. Always use proper risk management and conduct your own analysis. The author is not responsible for any losses incurred from using this indicator.
-Made with passion by officialjackofalltrades
Indicator
AG Pro ORB Quality [AGPro Series]AG Pro Opening Range Breakout Quality
OVERVIEW / WHAT IT DOES
AG Pro Opening Range Breakout Quality is a session-structure indicator built to evaluate how price behaves around the Opening Range rather than treating every early breakout as equally meaningful.
The script defines an Opening Range from a user-selected session window, locks that range when the session window ends, and then tracks whether price breaks above or below that range with constructive follow-through, delayed expansion, weak continuation, retest acceptance, or failure back into the range.
Instead of acting like a simple breakout marker, this tool is designed to help organize the sequence that often matters most after the range is formed:
range construction, first directional break, follow-through quality, retest behavior, acceptance, and failed continuation.
This makes it more useful for traders who want a structured way to study whether the market is truly accepting price outside the Opening Range, or only probing beyond it temporarily.
UNIQUE EDGE
Most Opening Range tools focus mainly on drawing the range and marking the first break.
This script is designed to go one step further by grading the quality of that break and the quality of post-break behavior.
Its main edge is not the box itself. Its edge is the attempt to classify whether the move is:
clean,
good but delayed,
weak,
accepted after retest,
or rejected back into the range.
That makes the script conceptually different from a generic breakout overlay and also different from a broad market-structure or break-retest map. This indicator is specifically anchored to the Opening Range and to the behavior that follows that range.
METHODOLOGY
1) Opening Range Construction
The script builds an Opening Range from the chosen session window and stores:
- range high
- range low
- optional midpoint
2) Break Detection
After the range is locked, the script scans for the first qualified directional break within a defined search window.
3) Quality Engine
Once a break appears, the script evaluates it using a rules-based scoring framework. The score can incorporate factors such as:
- displacement beyond the range
- body efficiency versus wick behavior
- timing of the break relative to the range lock
- optional relative volume context
- directional alignment versus a moving average reference
- post-break extension quality
- retest depth and retest acceptance
4) State Transition Logic
The script then maps price behavior into structured states such as:
- Building Range
- Watching Break
- Bull Break Detected
- Bear Break Detected
- Bull Acceptance
- Bear Acceptance
- Failed Back In
- Range Expired
5) Visual Organization
The chart can display the Opening Range, the active acceptance zone, and projected target levels so that the user can visually compare the range location, the active accepted area, and nearby expansion references.
SIGNALS & ALERTS
The script can generate alerts for:
- break events
- acceptance events
- failure events
These alerts are intended to notify the user when a defined state transition occurs under the script's internal rules.
They should be treated as workflow events, not as standalone trading instructions.
KEY INPUTS
Opening Range
- Session Label
- Opening Range Session
- Timezone
- Engine Timeframe
- Range Extension Bars
- Show Midline
Quality Engine
- Late Break Threshold
- Acceptance Confirmation Bars
- Break Search Window
- Failure Tolerance
- Relative Volume Length
- Use Volume in Score
Projected Targets
- Show Targets
- T1 / T2 / T3
- Target Multipliers
- Target Ray Width
- Target Label Style
Style
- Theme
- State Labels
- Background Tint
- Label Size
- Label Mode
- Hero OR display
- Acceptance Ribbon
- Minimal OR Tag
- Right-side layout controls
Panel
- Panel Position
- Panel Font Size
- Score Meter
HOW THIS SCRIPT IS DIFFERENT
This script is not meant to be a general-purpose support/resistance map, and it is not meant to be a broad break-retest engine applied to every chart structure.
Its scope is narrower by design.
The entire logic is centered on the Opening Range and what happens immediately after that range is established. Because of that, the script is more session-specific and more sequence-specific than many broader structure tools.
It is also not a plain "Opening Range breakout = signal" overlay. A break can still be weak, late, accepted after retest, or rejected back into the range. That distinction is the core of the script.
LIMITATIONS & TRANSPARENCY
This is a rules-based interpretation tool, not a predictive model.
The score is an internal quality estimate derived from the script's selected factors and thresholds. It should not be treated as an objective market truth.
Opening Range behavior can vary significantly by instrument, volatility regime, session participation, and timeframe. A configuration that is useful on one symbol may not behave the same way on another.
Projected targets are reference expansions based on the script's range logic. They are not guarantees, forecasts, or required destinations.
Retest and acceptance behavior are also dependent on the selected engine timeframe. Lower engine timeframes may capture more detail, while higher ones may smooth some intrabar behavior.
Users should review settings carefully and test the script on the instruments and sessions they actually follow.
WHAT IT IS NOT
This script is not:
- a guarantee of breakout continuation
- a promise that every accepted break will trend
- a substitute for independent risk management
- a standalone reason to enter or exit a trade
- financial advice
RISK DISCLOSURE
This indicator is provided for educational and analytical use.
All trading involves risk. Markets can reverse quickly, fail to follow through, or invalidate a setup even when a breakout initially looks constructive.
Use the script as a structured chart-reading aid, not as a certainty engine. Position sizing, stop placement, execution quality, liquidity conditions, and broader market context remain the user's responsibility.
If you use alerts, projected targets, or the quality score in a workflow, they should be interpreted within a broader decision process rather than in isolation.
Indicator
Indicator
Volume Profile█ VOLUME PROFILE
Volume-at-Price Analysis with POC, VAH & VAL
A powerful volume-at-price analysis overlay that calculates and visualizes the Point of Control (POC) , Value Area High (VAH) , and Value Area Low (VAL) directly on your chart. It reveals where the most trading activity occurred and provides real-time price position analysis — helping you identify high-probability support/resistance levels and mean-reversion zones.
Free and Open Source.
█ THE CONCEPT: WHY VOLUME PROFILE MATTERS
Price charts show when trading happened. Volume Profile shows where it happened. The distribution of volume across price levels reveals the market's true valuation zones:
Point of Control (POC) — The price with the highest accumulated volume. Acts as a magnet for price and the strongest single S/R level.
Value Area (70%) — The range containing 70% of all traded volume. Defines what the market considers "fair value."
Above/Below VA — Price outside the value area signals potential overextension or breakout.
Institutional traders, market makers, and algorithmic systems all reference volume profile levels.
█ CORE FEATURES
1. Volume Profile Engine
Distributes each bar's volume proportionally across the price rows it spans, building a precise volume-at-price histogram:
POC — Highest volume row = strongest support/resistance
VAH — Upper boundary of the 70% value area = resistance
VAL — Lower boundary of the 70% value area = support
Row count is configurable (10-50 levels).
2. Profile Anchoring
Three anchor modes control how the profile is built:
Rolling — Continuously recalculated over the last N bars. Best for real-time analysis.
Session — Resets every new trading day. Best for intraday context.
Week — Resets every new trading week. Best for swing context.
3. Price Position Analysis
Real-time classification of price relative to the value area:
ABOVE VA — Potential overextension or breakout
BELOW VA — Potential undervaluation or breakdown
AT POC — High-probability mean-reversion zone
IN VA — Normal trading range
4. Bounce & Rejection Signals
Automatic detection of price interaction with key volume levels:
POC Bounce Up/Down — Price touches POC and reverses
VAL Rejection — Price tests VAL and bounces up (bullish)
VAH Rejection — Price tests VAH and bounces down (bearish)
5. Volume Histogram Visualization
A horizontal bar chart displayed directly on the price chart showing the volume distribution. POC row highlighted with a distinct color.
█ AUTO-TIMEFRAME ADAPTATION
All parameters automatically adjust based on the chart timeframe:
1-5 min → Lookback 30, 18 Rows, Histogram Width 8
15-30 min → Lookback 40, 20 Rows, Histogram Width 10
1 Hour → Lookback 50, 24 Rows, Histogram Width 15
4 Hour → Lookback 70, 28 Rows, Histogram Width 18
Daily → Lookback 100, 32 Rows, Histogram Width 22
Weekly+ → Lookback 150, 40 Rows, Histogram Width 30
█ DASHBOARD
A compact, dark-themed info panel displaying:
POC — Current Point of Control price level
VAH / VAL — Value Area boundaries
Position — Current price position (ABOVE VA / BELOW VA / AT POC / IN VA)
To POC — Distance from current price to POC in percent
Anchor — Active profile anchor mode
VA Range — Width of the value area in price units
█ ALERTS (4 CONDITIONS)
POC Bounce Up — Bullish bounce off the Point of Control
POC Bounce Down — Bearish bounce off the Point of Control
VAL Rejection — Bullish rejection at Value Area Low
VAH Rejection — Bearish rejection at Value Area High
█ NON-REPAINTING
The volume profile is calculated from confirmed bar data only. Rolling mode recalculates the full lookback window on each bar using historical high/low/volume — no future data is used. Session and Week modes accumulate incrementally within the anchor period. No repainting.
█ WORKS ON
Crypto, Forex, Stocks, Futures, Indices — any timeframe from 1 minute to Monthly.
█ DISCLAIMER
This indicator is for educational and informational purposes only. It does not constitute financial advice. Always do your own research and manage your risk. Past performance does not guarantee future results. Trading involves substantial risk of loss.
Indicator
Volume & Volatility Companion█ VOLUME & VOLATILITY COMPANION (VVC)
Complete Volume Dynamics & Volatility Analysis
A comprehensive overlay indicator that combines anchored VWAP with standard-deviation bands , Bollinger Squeeze detection , volume strength analysis , and session level tracking — all with automatic timeframe adaptation. It gives you a complete read on volume dynamics and volatility conditions directly on your price chart.
Free and Open Source.
█ THE CONCEPT: WHY VOLUME + VOLATILITY TOGETHER?
Volume and volatility are the two most overlooked edges in technical analysis. Price alone only tells half the story. Volume confirms conviction — a breakout on high volume is real, on low volume it's suspect. Volatility compression (squeeze) precedes explosive moves. VVC brings both dimensions together in one overlay so you never miss these critical signals.
█ CORE FEATURES
1. VWAP + Standard Deviation Bands
The Volume-Weighted Average Price acts as the institutional fair-value anchor:
VWAP Line — Dynamic equilibrium price. Institutions track this level religiously.
Band 1 (1 StdDev) — Inner value zone. Mean-reversion entries when price touches and bounces.
Band 2 (2 StdDev) — Outer extreme zone. Overextension signals when price reaches here.
Configurable anchor period: Session (daily), Week, or Month.
2. Bollinger Squeeze Detection
Detects the classic volatility compression setup where Bollinger Bands contract inside Keltner Channels:
Squeeze ON (red dots) — BB inside KC = low volatility, energy building
Squeeze OFF (cyan dots) — Normal volatility
Squeeze Release (diamond markers) — BB breaks out of KC after sustained compression = breakout imminent
Momentum direction at release determines the breakout bias.
3. Volume Analysis
Classifies each bar's volume relative to its moving average:
EXTREME — Volume > 2.5x average (institutional footprint)
HIGH — Volume > 1.5x average (above-average interest)
NORMAL — Average range
LOW — Volume < 0.5x average (thin market, low conviction)
4. Session Levels
Key reference levels plotted directly on the chart:
Session High/Low — Current intraday range boundaries
Previous Day High/Low — Breakout/rejection levels
Previous Day Close — Settlement level (bias reference)
5. Auto-Timeframe Adaptation
All calculation parameters automatically adjust to your chart timeframe. Toggle to manual mode for full control.
█ DASHBOARD
A compact, dark-themed info panel showing:
VWAP — Current position (ABOVE / BELOW / AT) + value
Squeeze — ON with bar count or OFF
BB Width — Percentage bandwidth for volatility context
Volume — Classification (EXTREME / HIGH / NORMAL / LOW) + ratio vs MA
Session — Current session range in price units
█ ALERTS (4 CONDITIONS)
Bullish Squeeze Release — Squeeze fires with upward momentum
Bearish Squeeze Release — Squeeze fires with downward momentum
Squeeze Building — Consecutive squeeze bars hit threshold
Extreme Volume — Detected on any bar
█ PRO VERSION
The PRO version adds:
MACD Analysis — Full MACD with signal/zero crossovers and divergence detection
Cumulative Volume Delta (CVD) — Net buying/selling pressure tracking
Bull/Bear Confluence Scoring — Combined score from all modules for directional bias
5 Additional Alerts — MACD crosses, volume confirmation signals
█ NON-REPAINTING
VWAP uses cumulative volume data (non-repainting by design). Bollinger Squeeze uses standard BB/KC calculations. Volume analysis uses simple moving average. Previous day levels use confirmed daily data. No repainting.
█ WORKS ON
Crypto, Forex, Stocks, Futures, Indices — any timeframe from 1 minute to Weekly+.
█ DISCLAIMER
This indicator is for educational and informational purposes only. It does not constitute financial advice. Always do your own research and manage your risk. Past performance does not guarantee future results. Trading involves substantial risk of loss.
Indicator
RTH Breaks + Midnight ConfluenceWHAT IT DOES
RTH Breaks classifies each trading day at the 9:30 AM ET open into one of three scenarios based on where price opens relative to yesterday's Regular Trading Hours (RTH) range:
- Gap Up: RTH opens above prior RTH high
- Gap Down: RTH opens below prior RTH low
- Inside Day: RTH opens within prior RTH range
It then checks the midnight open (00:00 ET) as a confluence filter to determine whether the overnight session confirms or conflicts with the day's scenario. The combination produces a directional bias with a conviction rating.
LEVELS PLOTTED
- Prior RTH High and Low (horizontal lines)
- Prior RTH Midline (midpoint of yesterday's RTH range)
- Midnight Open (00:00 ET price)
- Prior RTH Session Box (shaded rectangle showing yesterday's 9:30-16:00 range)
- Current RTH Session Box (developing box for today's session)
All levels, labels, boxes, and styles are fully configurable through inputs.
HOW THE CONFLUENCE WORKS
The indicator evaluates midnight alignment for each scenario:
Gap Up days:
- Midnight above prior RTH high = confirms (overnight participated in the breakout)
- Midnight in the upper half of prior range = neutral (overnight leaned bullish)
- Midnight below midline = conflicts (overnight did not participate)
Gap Down days:
- Midnight below prior RTH low = confirms
- Midnight in the lower half = neutral
- Midnight above midline = conflicts
Inside days:
- Both RTH open and midnight on the same side of the midline = confirms (double confirmation)
- RTH open and midnight on opposite sides = conflicts
CONVICTION LEVELS
Based on the alignment, the indicator assigns a conviction:
- HIGH: Midnight confirms the scenario. Strongest directional edge.
- MODERATE: Gap down with neutral midnight. Edge exists but thinner.
- REDUCED: Inside day with midnight conflict. Bias drops significantly.
- SKIP: Gap up with midnight conflict. Reversal risk is elevated.
- LOW: Gap down with midnight conflict.
- MAGNET: Inside day where midnight is parked near the opposite pRTH boundary (within 20% of range). The midline directional bias is overridden -- the indicator flips direction toward the boundary midnight is near.
THE MAGNET OVERRIDE (INSIDE DAYS)
On inside days, when the RTH open and midnight conflict AND midnight is within 20% of the pRTH range from the opposite boundary, the midline bias is neutralized. For example: RTH opens above the midline (normally bullish), but midnight sits near the prior RTH low. The standard 2.9x long bias drops to approximately 1.0x. The indicator detects this and flips the direction toward the magnet boundary.
This effect was observed consistently on NQ and ES. GC (Gold) is less affected by the magnet override due to stronger trend persistence.
THE TABLE
A confluence table displays:
- Scenario classification (Gap Up / Gap Down / Inside)
- RTH open position vs midline
- Midnight position vs midline
- Alignment status (confirms / conflicts)
- Conviction level
- Directional bias (Long / Short)
- Edge description
- Breakout probability (inside days: 81-84% break at least one boundary)
- Magnet warning (when applicable)
The table supports Dark, Light, Transparent, and Custom themes.
METHODOLOGY AND BACKTEST BASIS
The conviction levels, directional statistics, and magnet override thresholds are derived from a cross-asset probability study:
- Instruments: NQ (Nasdaq 100), ES (S&P 500), GC (Gold)
- Period: 2016 to 2026 (10 years)
- Total trading days analyzed: approximately 5,700
- Data: 1-minute bars, New York timezone
- RTH definition: 9:30 AM to 4:00 PM ET
Key findings from the study:
Gap days: When the RTH open gaps outside yesterday's range and midnight confirms the gap direction, 67-80% of days close on the gap side. When midnight conflicts, reversal rates increase from 8-16% to 19-35% depending on instrument.
Inside days: When both RTH open and midnight are on the same side of the midline, the directional bias ratio is 2.4x to 3.5x toward the nearer boundary. When they conflict, the ratio drops to 1.6x to 2.9x.
Magnet override: When midnight is within 20% of range from the opposite boundary on a conflict day, the bias ratio drops to approximately 1.0x on NQ (effectively flat). This was tested across multiple threshold levels (10%, 15%, 20%, 25%, 30%) and the effect was stable.
Boundary containment: 86-93% of gap up days never breach the prior RTH low. 87-93% of gap down days never breach the prior RTH high. This containment rate improves when midnight confirms.
HOW TO USE IT
1. Apply the indicator to any intraday chart (1-minute to 60-minute) of NQ, ES, or GC futures.
2. Before or at 9:30 AM ET, the table displays "waiting" until the RTH open classifies the day.
3. At the RTH open, check the Scenario, Direction, and Conviction fields.
4. HIGH conviction with a clear direction = strongest setup. SKIP or LOW = elevated risk.
5. On inside days, watch for the MAGNET conviction -- this overrides the midline direction.
6. Use the prior RTH high/low as targets and the midline as a reference for position within the range.
The indicator works on any instrument with US RTH hours (9:30-16:00 ET), but the statistical edge descriptions in the table are calibrated for NQ, ES, and GC. On other instruments, a note appears in the table header.
INPUTS
Levels: Toggle pRTH High/Low, Midline, Midnight Open, and Labels independently. Label size is configurable.
Session Boxes: Toggle prior RTH and current RTH session boxes. Box fill and border colors are configurable.
Line Style: Width and style (Solid/Dashed/Dotted) for each level type.
Table: Position (four corners), size, and theme (Dark/Light/Transparent/Custom with full color control).
Colors: Independent color inputs for High, Low, Midline, Midnight, Bullish signals, and Bearish signals.
TIMEFRAME RESTRICTION
This indicator is restricted to intraday charts of 60 minutes or less. Higher timeframes (2H, 4H, Daily) smear session boundaries and produce unreliable midnight anchoring. The indicator will display an error if applied to an unsupported timeframe.
ALERTS
Six alert conditions are available:
- Gap Up HIGH conviction
- Gap Up SKIP
- Gap Down HIGH conviction
- Gap Down LOW conviction
- Inside Day Double Confirm (HIGH)
- Inside Day Conflict (REDUCED)
- Inside Day Magnet Override
All alerts fire at the RTH open bar (9:30 AM ET).
Indicator
Sessions Highs and Lows Unmitigated + 12AM Divider Sessions High and Lows Unmitigated & 12AM Divider
It keeps track of which session highs and lows price hasn't touched yet, and removes them the second it does.
Every X2 Asia, London, and New York session gets its high and low plotted as a simple horizontal line. Those lines follow price forward in real time, staying visible for as long as the level is still unmitigated. The moment price trades through one, it's gone.
It tracks the last two sessions per killzone, so you always have context without the chart getting messy. There's also a dotted midnight line marking each new trading day — clean, subtle, and easy to reference without adding any real noise.
Works on crypto too — weekends included, no gaps in the midnight lines.
You can adjust:
— Line colour per session
— Line width
— Every session and carry window to match your timezone and workflow
Where it's most useful:
— Seeing at a glance which session highs and lows are still unmitigated and worth watching
— Building confluence around entries using real, current session structure
— Knowing immediately whether a level has already been delivered or is still pending
No boxes. No fills. No noise. Just the levels that matter.
Enjoy. :) Indicator
Intraday Trading Helper Tools**Intraday Trading Helper Tools**
A multi-feature intraday analysis indicator combining Fair Value Gaps, session visualization, key price levels and daily gap detection into a single lightweight script.
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**Fair Value Gaps (FVG)**
Detects and draws bullish and bearish FVGs on the current timeframe. Only the closest N gaps above and below price are shown — filled gaps are removed instantly with fill % tracked live.
- Per-timeframe on/off toggle (1m → 1M) — disabled TFs skip all calculation, not just drawing
- HTF Layers: overlay FVGs from up to 5 higher timeframes (1H, 4H, 1D, 1W, 1M), each showing the single closest gap above and below price
- All layers independently toggleable with custom colors
**Trading Sessions**
Colored background boxes for Sydney, Tokyo, Frankfurt, London and New York with automatic DST adjustment.
- Configurable history in days (separately for 1H and minute TFs)
- Option to merge Sydney + Tokyo into a single Asia box
- Zero calculation cost when sessions are disabled
**Daily Opening Gap**
Real gap detection — fires only when today's open differs from the previous day's close. Visible on all timeframes. Box is deleted automatically the moment price fills the zone. Works correctly on 24/7 markets (crypto) and traditional markets.
**Key Levels**
- *PDH / PDL* — Previous Day High and Low
- *PWH / PWL* — Previous Week High and Low
- *PMH / PML* — Previous Month High and Low
- *DO* — Current Day Open (resets each day)
- *MO* — Current Month Open (resets each month)
All levels independently toggleable with custom colors and labels.
**Extremum Points**
Confirmed swing highs and lows marked with triangle shapes. Configurable pivot strength. Per-timeframe visibility control. Indicator
Indicator
Intraday Trading Helper Tools v1.0.14Intraday Trading Helper Tools
A multi-feature intraday analysis indicator combining Fair Value Gaps, session visualization, key price levels and daily gap detection into a single lightweight script.
Fair Value Gaps (FVG)
Detects and draws bullish and bearish FVGs on the current timeframe. Only the closest N gaps above and below price are shown — filled gaps are removed instantly with fill % tracked live.
Per-timeframe on/off toggle (1m → 1M) — disabled TFs skip all calculation, not just drawing
HTF Layers: overlay FVGs from up to 5 higher timeframes (1H, 4H, 1D, 1W, 1M), each showing the single closest gap above and below price
All layers independently toggleable with custom colors
Trading Sessions
Colored background boxes for Sydney, Tokyo, Frankfurt, London and New York with automatic DST adjustment.
Configurable history in days (separately for 1H and minute TFs)
Option to merge Sydney + Tokyo into a single Asia box
Zero calculation cost when sessions are disabled
Daily Opening Gap
Real gap detection — fires only when today's open differs from the previous day's close. Visible on all timeframes. Box is deleted automatically the moment price fills the zone. Works correctly on 24/7 markets (crypto) and traditional markets.
Key Levels
PDH / PDL - Previous Day High and Low
PWH / PWL - Previous Week High and Low
PMH / PML - Previous Month High and Low
DO - Current Day Open (resets each day)
MO - Current Month Open (resets each month)
All levels independently toggleable with custom colors and labels.
Extremum Points
Confirmed swing highs and lows marked with triangle shapes. Configurable pivot strength. Per-timeframe visibility control.
Indicator
Indicator
Forex Sessions Boxes- Auto DST Update Boxes + Levels)Forex Session Boxes + Daily Levels
A clean, minimal, and highly practical session-based indicator designed to help traders visualise liquidity, structure, and daily context across the major Forex sessions.
This tool focuses on clarity over clutter, highlighting where price is most likely to react, expand, or reverse.
What It Does
Automatically plots Tokyo, London, and New York session boxes
Tracks each session’s high and low in real time
Locks in completed sessions and extends their levels forward
Displays previous daily high, low, and midpoint anchored to where they formed
Fades levels once liquidity has been taken (swept)
The result is a clean view of where liquidity sits, where it has been taken, and how price is reacting around key session levels.
Notes
Session times are based on market local time, not your chart time
Works correctly across all timezones and daylight saving changes
Designed for Forex but can be used on any liquid market Indicator
Forex Sessions Boxes- Auto DST Update Boxes + Levels)Forex Session Boxes + Daily Levels
A clean, minimal, and highly practical session-based indicator designed to help traders visualise liquidity, structure, and daily context across the major Forex sessions.
This tool focuses on clarity over clutter, highlighting where price is most likely to react, expand, or reverse.
What It Does
Automatically plots Tokyo, London, and New York session boxes
Tracks each session’s high and low in real time
Locks in completed sessions and extends their levels forward
Displays previous daily high, low, and midpoint anchored to where they formed
Fades levels once liquidity has been taken (swept)
The result is a clean view of where liquidity sits, where it has been taken, and how price is reacting around key session levels.
Notes
Session times are based on market local time, not your chart time
Works correctly across all timezones and daylight saving changes
Designed for Forex but can be used on any liquid market Indicator
Vortex Confluence Protocol [JOAT]Vortex Confluence Protocol - Strategy
Introduction
The Vortex Confluence Protocol is an open-source strategy that combines market structure analysis, momentum filtering, volume confirmation, multi-timeframe alignment, session awareness, liquidity analysis, and smart money concepts into a multi-layer confluence scoring system. A trade is only taken when enough independent factors agree on direction, producing a confluence score that meets a configurable minimum threshold. The strategy includes ATR-based stop losses, risk-reward take profits, and an optional trailing stop, all designed around realistic risk management principles.
Built with Pine Script v6, the strategy uses custom types for trade state, confluence scoring, quantum state, liquidity state, smart money state, and market regime detection.
Why This Strategy Exists
Most strategies rely on one or two conditions for entry — a moving average crossover, an RSI level, or a pattern match. These single-factor approaches are fragile because they lack confirmation from other market dimensions. The Vortex Confluence Protocol takes the opposite approach: it requires agreement across multiple independent analytical layers before committing capital. This multi-factor design aims to:
Reduce false signals: By requiring confluence from structure, momentum, volume, and MTF analysis simultaneously, the strategy filters out low-conviction setups
Adapt to market conditions: The regime filter (ADX-based) prevents trend-following entries during ranging markets and vice versa
Enforce discipline: The confluence scoring system makes the entry criteria explicit and quantifiable, removing subjective judgment from the entry decision
Manage risk systematically: ATR-based stops, configurable risk-reward ratios, and trailing stops provide a structured risk management framework
Strategy Default Properties
The strategy is published with the following default properties, which are critical to understanding the backtesting results:
Initial Capital: $100,000
Position Size: 2% of equity per trade
Commission: 0.1% per trade (round-trip 0.2%)
Slippage: 2 ticks per order
Pyramiding: 0 (no adding to positions)
Risk Per Trade: 1.0% of account
Risk:Reward Ratio: 2.0 (target is 2x the stop distance)
These defaults are intentionally conservative. The commission and slippage settings are included to produce realistic results that account for real-world execution costs. The 2% position size and 1% risk per trade ensure that no single trade can significantly damage the account.
Core Components Explained
1. Market Structure Analysis
The strategy uses pivot-based swing detection to identify the market's structural direction. It tracks swing highs and swing lows, then classifies structural events:
Break of Structure (BOS): Price breaks above the last swing high (bullish BOS) or below the last swing low (bearish BOS), confirming the existing trend
Change of Character (CHoCH): Price breaks a previous swing point against the current trend direction, signaling a potential reversal
The structure direction variable tracks the prevailing bias. When `requireBOS` is enabled (default), the strategy requires a fresh BOS or CHoCH event for entry, ensuring trades are taken at structurally significant moments rather than during drift.
2. FVG Confluence
Fair Value Gaps are detected using the standard three-bar pattern, filtered by a minimum size of 0.3x ATR. The strategy maintains arrays of active FVGs and checks whether current price is inside any bullish or bearish FVG zone. When `requireFVG` is enabled (default), the strategy requires price to be within an FVG zone aligned with the trade direction, adding an imbalance-based confirmation layer.
bool bullFVG = low > high and close > open
bool bearFVG = high < low and close < open
FVG zones older than 30 bars are automatically cleaned up to prevent stale zones from influencing current decisions.
3. Momentum Analysis
The momentum layer uses RSI with configurable length (default 14) and overbought/oversold levels (default 70/30). The RSI is smoothed with a 3-period EMA, and its rate of change is calculated to determine momentum direction:
Bullish momentum: Smoothed RSI above 50, RSI rising, and not overbought
Bearish momentum: Smoothed RSI below 50, RSI falling, and not oversold
The strategy also detects RSI divergences as additional context, though divergences alone do not trigger entries.
4. Volume Analysis
Volume confirmation requires the current volume to exceed a configurable multiple (default 1.2x) of the volume moving average. Additionally, the strategy estimates buying and selling volume using candle structure and calculates cumulative delta over 10 bars:
Bullish volume: High relative volume + positive delta + positive cumulative delta
Bearish volume: High relative volume + negative delta + negative cumulative delta
Volume anomalies (Z-score > 2.0) receive a bonus point in the confluence scoring system.
5. Multi-Timeframe Filter
The MTF filter fetches close, EMA, and RSI from a configurable higher timeframe (default 60m) using `request.security()` with `barmerge.lookahead_off` to prevent repainting. The higher timeframe trend must agree with the trade direction:
int htfTrend = htfClose > htfEMA ? 1 : htfClose < htfEMA ? -1 : 0
bool mtfBullish = htfTrend > 0 and htfRSI > 50
This ensures trades are taken in the direction of the larger trend, filtering out counter-trend entries that have lower win rates.
6. Session and Regime Filters
The session filter restricts trading to a configurable active session (default 0800-1600 EST). Trading outside of liquid market hours often produces worse fills and more erratic price action.
The regime filter uses ADX to classify the market as trending (ADX > 25) or ranging. In a trending regime, the strategy only takes trades in the trend direction. In a ranging regime, both directions are allowed. This prevents the strategy from fighting strong trends.
Chart showing the Vortex Confluence Protocol with entry signals, stop loss and take profit levels drawn on the chart, FVG zones highlighted, and the dashboard displaying the confluence score breakdown
7. Confluence Scoring System
The heart of the strategy is the confluence scoring system. Each analytical layer contributes points to a total score:
Structure: 1 point for structural direction alignment, +1 bonus if price is in an aligned FVG
Momentum: 1 point for momentum alignment
Volume: 1 point for volume confirmation, +1 bonus for anomaly
MTF: 1 point for higher timeframe alignment
Session: 1 point if within active session
Liquidity: 1 point for medium+ liquidity level, +1 bonus for sweep
Quantum: 1 point for quantum collapse, +1 bonus for high coherence
Smart Money: 1 point for positive SM score, +1 bonus for clear accumulation/distribution
Harmonic: 1 point for harmonic alignment
The total score must meet the minimum confluence threshold (default 3) for an entry to be considered. Additionally, all directional filters must agree — structure, momentum, MTF, volume, session, quantum, and smart money must all either support the direction or be disabled.
8. Risk Management
Stop Loss: Calculated as the tighter of two values: the ATR-based stop (close minus ATR * SL multiplier) or the recent swing low minus a small ATR buffer (for longs). This ensures the stop is placed at a structurally meaningful level.
if isLong
sl := math.min(close - atrVal * slATRMult, _recentLow - atrVal * 0.2)
Take Profit: Calculated as the entry price plus the stop distance multiplied by the risk-reward ratio (default 2.0). A 2:1 RR means the strategy needs to win only 34% of trades to break even (before commissions).
Trailing Stop: When enabled, the trailing stop follows price at a distance of ATR * trail multiplier (default 2.0). It only moves in the favorable direction, locking in profits as the trade progresses. The trailing stop updates the exit order dynamically.
Entry Conditions Summary
A long entry requires ALL of the following:
Long trades enabled
Confluence score >= minimum threshold
Structure direction is bullish
Momentum is not bearish (or momentum filter disabled)
MTF is not bearish (or MTF filter disabled)
Volume is not bearish (or volume filter disabled)
Within active session (or session filter disabled)
Regime allows longs
Quantum superposition is positive (or quantum filter disabled)
Smart money score is non-negative (or SM filter disabled)
Price is in a bullish FVG (if requireFVG enabled)
A BOS or CHoCH has occurred (if requireBOS enabled)
No existing position
Short entries require the inverse conditions.
Backtesting Considerations
Important notes about the published results:
Results include 0.1% commission per trade and 2 ticks slippage to simulate realistic execution
The strategy uses 2% of equity per trade, not 100% — this significantly reduces both returns and drawdowns compared to full-equity strategies
Pyramiding is disabled (0), meaning only one position can be open at a time
The strategy does not use leverage beyond what the position size implies
Results will vary significantly across different instruments, timeframes, and market conditions
Past performance does not indicate future results
Parameter sensitivity: The minimum confluence score is the most impactful parameter. Lower values (2-3) produce more trades but with lower average quality. Higher values (4-5) produce fewer, higher-quality trades but may miss valid setups. The default of 3 represents a balance between trade frequency and quality.
Optimization warning: Over-optimizing parameters to fit historical data will produce misleading results. The default parameters are designed to be reasonable across a range of instruments rather than perfectly fitted to any single one. If you adjust parameters, test across multiple instruments and time periods to verify robustness.
Sample size: For meaningful statistical analysis, ensure the backtest produces at least 100 trades. On higher timeframes or with high confluence requirements, you may need to extend the backtest period to achieve sufficient sample size.
Strategy performance panel showing trade list, equity curve, and key metrics with the confluence dashboard visible on the chart
Input Parameters
Strategy Settings:
Enable Long/Short Trades independently
Minimum Confluence Score (default 3)
Use Regime Filter, Session Filter
Advanced Features:
Quantum Confluence, Liquidity Analysis, Smart Money Concepts, Harmonic Patterns toggles
Quantum Coherence Threshold (default 0.7)
Risk Management:
Risk Per Trade (default 1.0%)
Risk:Reward Ratio (default 2.0)
Trailing Stop toggle and ATR Multiplier (default 2.0)
Stop Loss ATR Multiplier (default 1.5)
Market Structure:
Pivot Strength (default 5)
Require BOS/CHoCH and Require FVG Confluence toggles
Momentum:
RSI Length (default 14), Overbought (70), Oversold (30)
Require Momentum Alignment toggle
Multi-Timeframe:
Higher Timeframe (default 60m)
MTF Trend Length (default 20)
Volume:
Volume MA Length (default 20) and Volume Threshold (default 1.2)
Session:
Active Trading Session (default 0800-1600)
Timezone selection
Visual:
Show Entry Signals, SL/TP Levels, Dashboard, FVG Zones
How to Use This Strategy
Step 1: Apply the strategy to your instrument and timeframe. Review the default settings and adjust the session times and timezone to match your market.
Step 2: Run the backtest and review the results. Check the total number of trades — if fewer than 100, consider lowering the minimum confluence score or extending the backtest period.
Step 3: Review the equity curve for consistency. A healthy equity curve shows steady growth without extreme drawdowns. Large drawdowns followed by recovery may indicate the strategy is taking excessive risk.
Step 4: Use the dashboard to understand why trades are being taken. The confluence score breakdown shows which factors are contributing to each entry.
Step 5: If adapting parameters, change one at a time and test across multiple instruments. Avoid optimizing all parameters simultaneously, as this leads to curve-fitting.
Step 6: Consider using the strategy's signals as a filter for manual trading rather than as a fully automated system. The confluence score provides a quantified measure of setup quality that can inform discretionary decisions.
Strategy Limitations
The strategy uses market orders for entry, which means execution price may differ from the signal price, especially on volatile instruments or during news events
Delta and volume analysis use candle-structure estimation, not actual order flow data. This is an approximation.
The multi-factor requirement means the strategy will miss valid moves that only satisfy some conditions. This is by design — it prioritizes quality over quantity.
Backtesting results assume orders are filled at the close of the signal bar. Real-world execution may differ.
The strategy does not account for overnight gaps, dividend adjustments, or corporate events that can cause sudden price changes
Higher confluence requirements reduce trade frequency, which may not suit traders who need frequent activity
The regime filter uses ADX, which has an inherent lag in detecting regime changes
Commission and slippage settings should be adjusted to match your actual broker costs for accurate backtesting
Originality Statement
This strategy is original in its multi-layer confluence scoring approach. While individual components (structure detection, RSI, volume analysis, MTF filtering) are established concepts, this strategy is justified because:
It synthesizes nine independent analytical layers into a quantified confluence scoring system, providing a structured framework for multi-factor trade evaluation
The regime-aware filtering automatically adjusts entry criteria based on ADX-detected market conditions
Liquidity analysis with sweep detection and absorption ratio adds an institutional activity layer not found in standard multi-factor strategies
The quantum coherence scoring provides a novel metric for measuring the consistency of agreement across all analytical layers
Smart money phase detection (accumulation/distribution) adds a Wyckoff-inspired context layer to the entry decision
The risk management system combines structural stop placement (recent swing + ATR buffer) with dynamic trailing, providing both initial protection and profit locking
All entry conditions are explicit and quantifiable, making the strategy fully transparent and reproducible
Disclaimer
This strategy is provided for educational and informational purposes only. It is not financial advice or a recommendation to buy or sell any financial instrument. Trading involves substantial risk of loss and is not suitable for all investors. Backtesting results are hypothetical and do not guarantee future performance. Past performance is not indicative of future results. The strategy's results depend heavily on the instrument, timeframe, and market conditions. Commission, slippage, and execution quality in live trading may differ significantly from backtesting assumptions. Always use proper risk management, including position sizing appropriate for your account size and risk tolerance. Never risk more than you can afford to lose. The author is not responsible for any losses incurred from using this strategy.
-Made with passion by officialjackofalltrades
Strategy
Indicator
Session Confluence Tracker [JOAT]Session Confluence Tracker
Introduction
The Session Confluence Tracker is an open-source overlay indicator that monitors the Asian, London, and New York trading sessions simultaneously, tracking each session's high and low, counting consecutive bullish or bearish sessions (streaks), detecting overstretch conditions, and identifying confluence zones where multiple sessions share overlapping price levels. It gives traders a structured view of how liquidity develops across the global trading day and where institutional interest is concentrating.
Built with Pine Script v6, the indicator uses custom types for session data, streak tracking, confluence zones, session momentum, session gaps, and session pivots.
Why This Indicator Exists
Session-based analysis is a cornerstone of institutional trading. Different sessions have distinct characteristics — the Asian session often establishes a range, London tends to break that range, and New York frequently continues or reverses the London move. However, most session indicators simply draw boxes around session times. This indicator goes further by:
Streak analysis: Counts how many consecutive sessions have been bullish or bearish, revealing directional persistence that simple session boxes cannot show
Overstretch detection: Compares the current session's range to its historical average. When a session extends significantly beyond its norm (configurable ratio, default 1.5x), it flags a potential exhaustion point
Confluence detection: Identifies price levels where two or more sessions share overlapping highs or lows within a configurable tolerance, highlighting zones of multi-session institutional agreement
Session momentum: Tracks the directional strength within each session, not just whether it closed up or down
Gap detection: Monitors gaps between session closes and opens, which often act as magnets for price
Core Components Explained
1. Multi-Session Tracking
The indicator tracks three configurable sessions with default times aligned to major global markets:
Asian Session: Default 1800-0300 (EST) — typically the lowest volatility, range-setting session
London Session: Default 0300-1130 (EST) — the highest volume session, often sets the daily direction
New York Session: Default 0800-1600 (EST) — overlaps with London for the most liquid period of the day
Each session is tracked independently with its own high, low, open, close, and volume data. Session boundaries are drawn as colored boxes on the chart, and session highs/lows extend as horizontal lines until the next session begins.
2. Streak Analysis
The streak engine counts consecutive bullish (close > open) or bearish (close < open) sessions for each market. This reveals directional persistence that is invisible on a standard chart:
if sessionClose > sessionOpen
streakData.bullCount += 1
streakData.bearCount := 0
else
streakData.bearCount += 1
streakData.bullCount := 0
When a streak reaches the minimum threshold (default 3 consecutive sessions), it is highlighted on the chart. Long streaks in a single direction often precede reversals, while the start of a new streak can confirm a trend change.
3. Overstretch Detection
Overstretch occurs when a session's range significantly exceeds its historical average. The indicator calculates the average session range over a lookback period and compares the current session's range against it:
Overstretch ratio >= 1.5x: The session has extended well beyond its norm — potential exhaustion
Overstretch ratio >= 2.0x: Extreme extension — high probability of mean reversion
Overstretch signals are plotted as markers above or below the session, giving traders a visual warning that the session may be running out of steam.
Chart showing three session boxes (Asian in purple, London in blue, New York in green) with streak counts displayed, overstretch markers on an extended London session, and confluence zones where session levels overlap
4. Confluence Zone Detection
When the high or low of one session falls within a configurable ATR-based tolerance of another session's high or low, the indicator identifies a confluence zone. These zones represent price levels where multiple sessions have found significant support or resistance:
tolerance = atrVal * confluenceTolerance
if math.abs(session1High - session2High) < tolerance
confluenceStrength += 1
Confluence zones are drawn as highlighted horizontal bands on the chart. The strength of the confluence (how many sessions agree) determines the visual intensity. A zone where all three sessions share a similar level is considered the strongest form of multi-session agreement.
5. Session Momentum and Gaps
Session momentum measures the directional conviction within each session using the relationship between the close and the session's range. A session that closes near its high has strong bullish momentum; one that closes near its low has strong bearish momentum.
Session gaps — the difference between one session's close and the next session's open — are tracked and visualized. These gaps often act as magnets, with price tending to fill them during the subsequent session.
Visual Elements
Session Boxes: Colored boxes marking each session's time range and price range
Session High/Low Lines: Horizontal lines extending from each session's extremes
Streak Labels: Counts displayed at session boundaries showing consecutive bullish/bearish sessions
Overstretch Markers: Warning signals when a session extends beyond its historical norm
Confluence Zones: Highlighted bands where multiple sessions share price levels
Session Gaps: Visual markers showing gaps between session close and next session open
Background Coloring: Subtle session-based background tinting
Dashboard: Real-time display of each session's status, streak counts, overstretch ratios, and confluence strength
Input Parameters
Session Settings:
Toggle each session (Asian, London, New York) independently
Custom session times for each market
Custom colors for each session
Streak Detection:
Min Streak Count (default 3): Minimum consecutive sessions to highlight
Overstretch Ratio (default 1.5): Threshold for overstretch detection
Confluence Detection:
Confluence Tolerance (ATR-based, default 0.5): How close session levels must be to count as confluent
Min Confluence Strength (default 2): Minimum number of agreeing sessions
Advanced Features:
Show Session Momentum, Volume Profile, Gaps, Pivots
Visual Settings:
Max Days Back (default 5): Limit historical session display for performance
Show Session Boxes, Dashboard, Glow Effects, Pulse Effects, Gradient Fill, Confluence Animation
Timezone selection
How to Use This Indicator
Step 1: At the start of your trading day, review the Asian session range. This range often defines the battlefield for London and New York. Note the Asian high and low as key levels.
Step 2: As London opens, watch for a break of the Asian range. A decisive break with volume often sets the daily direction. Check the streak count — if London has been bullish for 4+ consecutive sessions, be cautious of a reversal.
Step 3: Monitor overstretch conditions. If London extends 1.5x or more beyond its average range, the move may be exhausted. This is especially relevant if the overstretch occurs at a confluence zone.
Step 4: Look for confluence zones. A price level where the Asian high aligns with a previous London low is a zone of multi-session institutional interest. These levels often produce strong reactions.
Step 5: During New York, check for session gaps from the London close. Price frequently fills these gaps early in the New York session.
Step 6: Use the dashboard for a quick overview of all sessions, streaks, and confluence strength.
Dashboard view showing Asian, London, and New York session statistics including streak counts, overstretch ratios, momentum readings, and confluence strength score
Indicator Limitations
Session times are based on exchange time or a configurable timezone. Ensure your timezone setting matches your intended market hours.
Streak analysis requires sufficient historical data. On newly listed instruments or very high timeframes, streak counts may be limited.
Overstretch detection uses historical averages, which can be skewed by outlier sessions (e.g., major news events).
Confluence zones are based on proximity of session levels, not on the reason those levels formed. Not all confluences will produce reactions.
The indicator is most useful on intraday timeframes (1m to 1H) where session boundaries are meaningful. On daily or weekly charts, session tracking is less relevant.
Session overlap periods (London/New York) can produce complex price action that is harder to attribute to a single session.
Originality Statement
This indicator is original in its multi-session analytical framework. While session boxes and session high/low indicators exist, this indicator is justified because:
Streak analysis across multiple sessions provides a directional persistence metric not available in standard session tools
Overstretch detection compares current session range to historical norms, adding a statistical dimension to session analysis
Multi-session confluence detection identifies price levels where institutional interest from different global markets converges
Session momentum tracking quantifies the directional conviction within each session, going beyond simple bullish/bearish classification
Gap tracking between sessions highlights potential price magnets that standard session indicators ignore
The unified dashboard presents all three sessions' metrics simultaneously for rapid cross-session analysis
Disclaimer
This indicator is provided for educational and informational purposes only. It is not financial advice or a recommendation to buy or sell any financial instrument. Trading involves substantial risk of loss. Session analysis is a framework for understanding market structure across time zones, not a guarantee of future price movement. Always use proper risk management. The author is not responsible for any losses incurred from using this indicator.
-Made with passion by officialjackofalltrades
Indicator
Optimal Buy Time 60 vs 252 Sessions ComparisonOptimal Buy Time — 60 vs 252 Sessions Comparison
This indicator statistically analyzes at what time of day a security tends to have its lowest price relative to the daily close, identifying the historically most favorable intraday time slots for opening a long position, whether intraday or multi-day.
How it works
For each 30-minute time slot of the NYSE session (09:30–16:00 ET) the script calculates, on a historical basis, the average return obtainable by buying during that slot and holding until the daily close. The calculation is performed over two parallel periods — 60 sessions (approximately 3 months) and 252 sessions (approximately 1 year) — allowing you to see whether a pattern is recent or structural, and whether it is improving or deteriorating.
The central table
The table displays all 13 time slots with the following data for each:
60d ret. — average return % if you buy during that slot, calculated over the last 60 sessions
60d win% — percentage of times the closing price was higher than the entry price
252d ret. — same calculation over the last year
252d win% — annual win rate
Trend — indicates whether the recent pattern is improving, deteriorating, or stable compared to the full year
Green cells indicate historically favorable buying slots, red cells indicate slots to avoid. The best slot is highlighted with a more intense green.
The colored background
During the market session the panel background colors in real time: green when you are in a historically favorable slot, red when you are in a slot to avoid.
How to set it up
Recommended timeframe: 30 minutes
Sessions to analyze: default 60 and 252 — adjustable in settings. Increasing the value improves statistical robustness but reduces sensitivity to recent changes
Good threshold %: default 0.1 — minimum average return for a slot to be considered favorable. Lowering it to 0.05 shows more green slots, raising it to 0.3 restricts them to slots with a more significant edge
Show table: enables or disables the summary table
Color background: enables or disables the real-time background color
Important notes
Times in the table are shown in both Italian time and ET (Eastern Time, New York). Italian time corresponds to ET +6 hours — verify the active time zone on your broker before trading.
Data is purely statistical and based on the historical behavior of the security. It does not constitute a buy or sell signal. Intraday patterns change over time depending on market conditions — it is recommended to periodically reassess the analysis and not to use this indicator as the sole decision-making criterion.
Fascia Oraria Ottimale di Acquisto — Confronto 60 vs 252 sedute
Questo indicatore analizza statisticamente a che ora della giornata un titolo tende ad avere il prezzo più basso rispetto alla chiusura, identificando le fasce orarie storicamente più convenienti per aprire una posizione long intraday o multi-giorno.
Come funziona
Per ogni fascia oraria da 30 minuti della sessione NYSE (09:30–16:00 ET) lo script calcola, su base storica, il rendimento medio ottenibile acquistando in quella fascia e tenendo fino alla chiusura di giornata. Il calcolo viene eseguito su due periodi in parallelo — 60 sedute (circa 3 mesi) e 252 sedute (circa 1 anno) — permettendo di vedere se un pattern è recente o strutturale, e se sta migliorando o peggiorando.
La tabella centrale
La tabella mostra tutte le 13 fasce orarie con i seguenti dati per ognuna:
60g rend. — rendimento medio % se acquisti in quella fascia, calcolato sulle ultime 60 sedute
60g succ. — percentuale di volte in cui il prezzo di chiusura è stato superiore al prezzo di acquisto
252g rend. — stesso calcolo sull'ultimo anno
252g succ. — tasso di successo annuale
Trend — indica se il pattern recente sta migliorando, peggiorando o è stabile rispetto all'anno
Le celle verdi indicano fasce storicamente favorevoli all'acquisto, le rosse fasce da evitare. La fascia migliore è evidenziata con verde più intenso.
Lo sfondo colorato
Durante la sessione di mercato lo sfondo del pannello si colora in tempo reale: verde quando sei in una fascia storicamente favorevole, rosso quando sei in una fascia da evitare.
Come impostarlo
Timeframe consigliato: 30 minuti
Sedute da analizzare: default 60 e 252 — modificabili nelle impostazioni. Aumentare il valore aumenta la solidità statistica ma riduce la reattività ai cambiamenti recenti
Soglia buona %: default 0.1 — soglia minima di rendimento medio per considerare una fascia favorevole. Abbassarla a 0.05 mostra più fasce verdi, alzarla a 0.3 le restringe alle sole fasce con vantaggio più marcato
Mostra tabella: attiva o disattiva la tabella riepilogativa
Colora sfondo: attiva o disattiva il colore di sfondo in tempo reale
Note importanti
Gli orari in tabella sono mostrati sia in ora italiana che in ET (Eastern Time, fuso di New York). L'ora italiana corrisponde a ET +6 ore in orario solare e ET +6 ore in orario legale — verificare il fuso attivo sul proprio broker prima di operare.
I dati sono puramente statistici e basati sul comportamento passato del titolo. Non costituiscono un segnale di acquisto o vendita. I pattern intraday cambiano nel tempo in funzione del contesto di mercato — si consiglia di rieseguire l'analisi periodicamente e di non utilizzare questo indicatore come unico criterio decisionale. Indicator
Indicator
Indicator
XAUMO TIMING DashboardXAUMO Timing Dashboard
Open-source UTC timing dashboard for traders who want better awareness of bar timing, session timing, overlap windows, holidays, and major USD event timing directly on the chart.
This indicator was built around a practical idea:
many traders watch price very closely, but they do not always watch time with the same discipline.
A setup can look good technically, but timing still matters:
- the bar may be seconds away from closing
- the 4H candle may be about to roll
- London may be close to ending
- New York may be opening
- a session overlap may be starting
- a major USD event may be near
This script helps bring that time awareness onto the chart in one compact dashboard.
WHAT THE INDICATOR DOES
XAUMO Timing Dashboard displays:
- current bar countdown
- higher-timeframe countdown
- official session countdown
- pre-market countdown
- after-market countdown
- major session countdowns
- overlap countdowns
- holiday awareness
- next major hard-coded USD event timer
- visual controls for text size, text color, background colors, and visibility toggles
Everything is displayed in UTC to keep the workflow consistent across symbols, brokers, and locations.
WHY IT CAN BE USEFUL
This tool is designed for traders who want to reduce timing mistakes.
It can help answer questions like:
- How much time is left before this candle closes?
- How close is the 4H close?
- Is London still active?
- Is the London / New York overlap running?
- Is a holiday affecting market participation?
- Is a major USD event getting close?
It does not predict market direction.
It improves timing awareness.
WHO IT MAY HELP
This indicator may be useful for:
- intraday traders
- scalpers
- session traders
- gold traders
- FX traders
- CFD traders
- traders who work with UTC-based timing models
- traders who want session and macro timing visible on-chart
HOW IT IS CODED
The script is written in Pine Script and uses an on-chart dashboard table.
The logic includes:
- countdown calculations from the current bar and a selected higher timeframe
- configurable UTC windows for official, pre-market, and after-market phases
- session state detection for major trading sessions
- overlap detection between major sessions
- hard-coded holiday packs
- hard-coded USD tier-1 event timestamps
- user controls for visibility and styling so the board can stay minimal or detailed depending on preference
The goal is practical chart awareness, not signal generation.
IMPORTANT NOTES
- This is a timing and awareness tool, not a buy/sell signal tool.
- It does not replace your own execution model, risk management, or market analysis.
- Session definitions can vary by broker and symbol, so official / pre-market / after-market windows are user-editable.
- Holiday and economic-event data in this version are hard-coded and should be reviewed and refreshed over time.
- Always confirm major event timing with your own trusted calendar before live trading.
OPEN-SOURCE AND COLLABORATION
This script is published open-source so traders and coders can inspect the logic, learn from it, and adapt it to their own workflow.
Constructive collaboration, improvement ideas, and responsible open-source contributions are very welcome.
If you build on this script or reuse any part of it in a publication, please respect PulseWire House Rules and provide proper credit where required.
FINAL THOUGHT
Charts show price.
XAUMO Timing Dashboard helps show timing.
For traders who care about candle close, higher-timeframe rollovers, session transitions, overlaps, holidays, and macro-event awareness, this tool is designed to make time more visible on the chart. Indicator
