Liquidation Magnet [Quantum Algo]Liquidation Magnet
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🔶 OVERVIEW
Liquidation Magnet estimates where over-leveraged long and short positions are likely to be liquidated, builds decaying volume-weighted clusters at those levels, and renders them as heat ladders directly on your chart. A gold magnet beam locks onto the strongest nearby pool, purge flashes mark the moment price sweeps through a cluster, and a statistics panel tracks how often those sweeps actually reverse on the exact symbol and timeframe you are trading.
The idea is simple and powerful: price does not wander randomly — it is drawn toward liquidity. The largest pockets of forced orders sit where crowded positions get liquidated. This tool maps those pockets, weighs them, and watches them get consumed.
Important honesty note, up front: every level in this indicator is an ESTIMATE derived from price structure and typical leverage tiers. This script does not read exchange liquidation feeds or order-book data, and no indicator on this platform can. Anyone claiming otherwise is guessing with extra steps. This tool guesses transparently — and then measures itself.
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🔶 WHAT IS A LIQUIDATION MAGNET?
When traders open leveraged positions near a swing high or swing low, their liquidation prices sit at fixed, mathematically determined distances from their entries. A crowd of 25x longs opened near a swing low will be liquidated roughly four percent below it. A crowd of 50x shorts opened near a swing high will be liquidated roughly two percent above it.
Those liquidation prices are where forced market orders wait. Forced orders are fuel. Markets are drawn toward fuel — sweep the pool, fill the orders, and very often reverse once the fuel is spent. That pull is the "magnet."
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🔶 WHY IS THIS ORIGINAL?
1. Cluster model, not static lines. Swing anchors project liquidation estimates through four leverage tiers (10x, 25x, 50x, 100x, each toggleable). Nearby estimates MERGE into clusters whose mass grows with the volume behind the anchoring swing — scattered guesses become weighted zones.
2. Living decay engine. Positions close, stops move, the crowd rotates. Every cluster loses mass each bar and dies when it fades — or the instant price sweeps through it and consumes it. The map you see is current, never a museum of stale lines.
3. Purge detection with self-auditing statistics. When price trades through a pool, the tool prints a purge flash and then measures what happened next. The dashboard reports the ten-bar reversal rate after upward and downward purges — computed on your chart, shrunk toward neutral at small sample sizes, with a Wilson lower bound available in tooltips. The indicator grades its own thesis in public.
4. The magnet beam. Among all pools within reach, the strongest (mass discounted by distance) is highlighted with a gold beam from live price — a single glance answers "where is the nearest large pocket of fuel?"
5. Radical transparency in a genre full of implication. Every tooltip, the dashboard footer, and this description state plainly that levels are structural estimates, not exchange data.
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🔶 HOW IT WORKS
— Swing anchors: confirmed pivot highs and lows define where crowds of entries concentrate.
— Tier projection: each anchor projects liquidation estimates at the distances implied by common leverage tiers (about 1%, 2%, 4%, and 10% from entry).
— Mass: each projection carries mass scaled by the volume z-score at the anchor — swings formed on climactic volume imply larger crowds.
— Clustering: projections landing near an existing cluster merge into it, shifting its weighted center and adding mass.
— Decay and death: mass decays every bar; weak clusters are pruned; swept clusters are consumed immediately.
— Rendering: each cluster draws a trailing heat band across the chart plus a three-layer intensity ladder at the right edge — length and brightness scale with mass; the strongest pool burns gold.
— Purge statistics: after each sweep, the ten-bar outcome is recorded in first-in-first-out sample sets, and reversal rates are displayed with sample counts.
Everything is computed on confirmed bars. Signals and clusters do not repaint. All drawings are capped for performance.
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🔶 HOW TO USE IT
— Directional context: a heavy pool overhead with light fuel below suggests the path of least resistance is up (toward the fuel), and the Net Pull row quantifies this bias.
— Sweep-and-reversal trading: the classic use. Wait for price to purge a strong pool, check the dashboard's historical reversal rate for that direction on your symbol, and treat the purge as a candidate exhaustion point for your own entry method.
— Target selection: strong pools are natural take-profit magnets — many traders exit into the fuel rather than after it is spent.
— Risk placement: avoid resting stops just beyond a hot ladder; that is exactly where the market has an incentive to reach.
— Works on any symbol, but the leverage-tier logic is designed for crypto perpetual futures, where liquidation mechanics dominate intraday movement. Best on 15m to 4H.
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🔶 SETTINGS
— Swing Anchor Length: pivot size defining the anchoring swings.
— Leverage Tiers: toggle 10x / 25x / 50x / 100x projections independently.
— Maximum Clusters, Merge Tolerance, Mass Decay: control the density and lifespan of the map.
— Purge flashes, heat ladders, magnet beam, and ladder length are individually toggleable.
— Statistics: sample cap, minimum samples to grade, shrinkage strength, Wilson z-score.
— Full color and dashboard customization.
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🔶 ALERTS
— Approaching Magnet — price within half an Average True Range of an estimated pool.
— Upward Purge — an estimated short-liquidation pool was swept.
— Downward Purge — an estimated long-liquidation pool was swept.
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🔶 FAQ
Q: Is this real liquidation data from exchanges?
A: No — and this matters. PulseWire indicators cannot access exchange liquidation feeds or order books. Every level here is an estimate computed from price structure and the fixed mathematics of leverage. The tool is honest about this everywhere, and it compensates by measuring its own hit rate on your chart.
Q: Why do the estimated levels often line up with where price actually reverses?
A: Because liquidation math is public and mechanical. Everyone's 50x liquidation sits roughly two percent from entry, so crowded swings reliably produce crowded liquidation pockets — no private data required.
Q: Does it repaint?
A: No. Clusters form on confirmed pivots, purges are detected on confirmed bars, and consumed clusters stay consumed.
Q: Which markets and timeframes?
A: Designed for crypto perpetual futures on 15m–4H. The structural logic works elsewhere, but the leverage-tier assumptions are crypto-native.
Q: What do the reversal statistics mean?
A: After each purge, the tool records whether price moved back against the sweep over the next ten bars. Rates are shrunk toward fifty percent at low sample counts so early numbers cannot overstate the edge. They describe this chart's history only — they are not predictions.
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🔶 CREDITS
The liquidation-level mapping concept was popularized by crypto derivatives analytics platforms; pivot structure detection is classical technique; the Wilson score interval is by Edwin B. Wilson (1927). The cluster model, volume-weighted mass and decay engine, purge state machine, self-auditing statistics, and all code in this script are original work. No third-party or open-source script code was reused.
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🔶 LIMITATIONS
— All levels are estimates; actual liquidation prices vary with margin mode, maintenance margin, fees, and funding.
— The statistics describe historical behavior on the current chart only; past frequencies never guarantee future outcomes.
— On illiquid symbols or very low timeframes, swing anchors are noisier and clusters less meaningful.
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🔶 DISCLAIMER
This indicator is a research and charting tool provided for educational purposes. It is not financial advice, and no statistic shown is a promise of future performance. Trading leveraged instruments involves substantial risk of loss. Always do your own analysis and manage risk responsibly. Indicator
Opening Range Breakout ORB - Signals, Targets & Alerts [LunqFX]The Opening Range Breakout (ORB) is one of the most traded intraday strategies — but most ORB indicators only draw the opening range box and leave you guessing. This Opening Range Breakout indicator goes further: it marks the opening range, detects the first genuine breakout, filters fakeouts, projects measured-move targets, and — uniquely — builds a live breakout statistics engine from the last 100 trading days of the symbol on your chart.
What makes this ORB indicator different
Instead of a static box, you get a data-driven read on how your market actually behaves after the opening range:
First-break direction split — how often the day breaks up vs down
Hold rate — how often the first breakout direction holds into the close
Fakeout rate — how often the first breakout fails back inside the range
Target hit rates — how often price reaches 1x and 2x the opening-range height
So before you take the trade you can see, for example, that on this symbol the upside breakout holds into the close 62% of the time and the 1R target is reached on 48% of breakout days.
How the opening range breakout is calculated
Auto mode works on every market with zero setup. The opening range starts at each day's open of the symbol's own exchange — stocks at the 09:30 session open, crypto at the 00:00 UTC daily open, forex and futures at their session open — and lasts a chosen number of minutes (the classic 5-minute, 15-minute or 30-minute ORB). A Custom mode lets you define any session window, such as the London or New York open.
When the opening-range window closes, the range high and low are locked and projected forward as levels.
The first candle close beyond the range (or wick, if you prefer) is treated as the breakout. Targets are projected at 1x and 2x the range height in the breakout direction.
A close back inside the range before the first target is reached is flagged as a fakeout. A breakout that reaches 1R first and only then returns is counted as a valid breakout, not a fakeout.
At the end of each trading day the outcome is recorded — direction, hold, fakeout, targets — and the dashboard percentages are plain rolling hit rates. No repainting, no curve fitting.
How to use it
Breakout day trading: trade the first breakout with more context — use the hold rate to judge whether the break on your symbol is worth taking, and size your target from the 1R / 2R hit rates.
Fakeout fade: when a symbol shows a high fakeout rate, the failed breakout back inside the range is often the better setup; the fakeout is marked in real time.
Range-quality filter: the dashboard shows the opening range as a multiple of ATR, so you can skip abnormally small ranges that tend to break out randomly.
Works on any symbol and any intraday timeframe (1m–15m recommended): index futures and CFDs (NAS100, SPX500, US30, NQ, ES), stocks and ETFs (SPY, QQQ), gold (XAUUSD), Bitcoin and crypto, and forex majors.
Dashboard
A clean on-chart panel shows today's live status (building range → inside range → breakout → target hit or fakeout), the opening-range high/low and its size in ATR, and the full statistics block with the sample size always visible.
Settings
Auto anchor (any market, zero setup) or fully custom session window with timezone control — 5 / 15 / 30-minute ORB or any session open
Close-based or wick-based breakout logic
Adjustable target multiples, rolling statistics window, and visuals
Alerts for range locked, breakout up, breakout down, fakeout, target 1 and target 2
Optional gradient momentum candles that can be switched off
No repainting
The opening range is fixed the moment its window closes. Breakouts, fakeouts and targets are confirmed on closed bars only, and the statistics are built exclusively from completed trading days — never recalculated backwards.
This indicator is an educational market-analysis tool, not financial advice. Historical statistics describe past behavior and are not a guarantee of future results. Always confirm with your own analysis and manage your risk.
Indicator
JPM Collar Levels - SPXJPM Collar Levels - SPX plots manually updated quarterly JPM collar reference levels for the S&P 500 Index.
The indicator is designed for traders and analysts who want a clean way to keep the main JPM collar levels visible on the SPX chart without turning them into signals, targets, or magic lines.
The script currently plots three reference levels for each loaded quarterly collar:
- Short Call
- Long Put
- Short Put
These levels are hardcoded and updated manually after each quarterly reset.
Important convention:
The reported quarter is displayed during the following active quarter.
For example, Q2 2026 collar levels are active from July 1, 2026 to October 1, 2026.
This matters because the collar is not meant to be read as a normal calendar-quarter label. The levels are reported after a reset and then used as reference levels during the next active period.
What this indicator does:
- Plots JPM collar levels directly on SPX.
- Shows the active quarter more clearly than older quarters.
- Allows users to display only the current active quarter, the last year, or all loaded historical quarters.
- Optionally shows distance from current SPX price to each active level in points, percent, or both.
- Includes alerts for first touch per quarter or every touch.
- Shows a warning on common S&P 500 proxies such as SPY, ES, US500, or SPX500.
- Stays silent on unrelated symbols.
- Shows an update warning only after the latest loaded collar period has ended.
What this indicator does not do:
- It does not generate buy or sell signals.
- It does not predict price direction.
- It does not define support or resistance.
- It does not claim that price must react at these levels.
- It does not backtest a strategy.
- It does not estimate probabilities.
These are reference levels only.
I use them as market structure context, not as trade instructions. A level can matter because large collars and option structures may become part of how traders frame risk, hedging, and positioning. That still does not mean price has to respect the level. Markets are not polite.
Recommended use:
Use this indicator to keep quarterly JPM collar reference levels visible while analyzing SPX price action, volatility, positioning, and broader market context.
The cleanest default view is “Last year”, which shows the active quarter plus recent historical context. Users who only want the current structure can switch to “Current only”.
Distance labels are optional and turned off by default to keep the chart clean.
Symbol note:
This script is designed for SPX. It intentionally avoids plotting the levels on S&P 500 proxies such as SPY, ES, US500, SPX500, VOO, or IVV, because those instruments trade at different prices and the raw SPX collar levels do not map directly without adjustment.
Manual update note:
The levels are hardcoded. They must be updated manually after each quarterly JPM collar reset. If the latest loaded period has ended, the script will show an update warning.
Settings section
Main settings:
Visible history
- Current only: shows only the active collar period.
- Last year: shows the active period plus recent historical quarters.
- All loaded: shows all hardcoded quarters available in the script.
Distance display
- Off: clean labels only.
- Percent: shows distance from current SPX price to the active levels in percent.
- Points: shows distance in SPX points.
- Points + Percent: shows both.
Label contrast
- Soft: cleaner chart, lower visual noise.
- Normal: easier to read.
- Strong: highest label visibility.
Alerts
- First touch per quarter: each level can trigger once during the active quarter.
- Every touch: alerts can trigger again when price touches a level again.
Release notes
Initial public version.
Includes manually updated JPM quarterly collar reference levels for SPX, with configurable visible history, optional distance labels, SPX-only symbol handling, and alert modes for level touches.
The script is open-source and intended as a clean reference tool, not a trading signal. Indicator
Bolsacava Stats FunOntheRide
Educational indicator created by Fun on the Ride / CryptoNews.
This script was built as a learning exercise after watching a public video by Bolsacava, where several intraday ideas about the E-mini S&P 500 futures contract (ES1!) were discussed.
The purpose of this publication is not to claim ownership of those ideas, impersonate Bolsacava, or present this as an official Bolsacava tool. It is an independent educational Pine Script project designed to show how recurring market claims can be translated into measurable statistics using 30-minute ES1! bars.
The goal is simple: learn, test, and verify.
Instead of assuming that a pattern works because it is often repeated, this tool checks how frequently it has actually occurred across recent historical sessions.
What the indicator shows
The script displays a compact on-chart table with the historical hit-rate of each pattern across three rolling windows:
- 20 sessions: short-term behaviour
- 60 sessions: medium-term context
- 120 sessions: broader baseline
This allows traders to compare whether a pattern is currently persistent, fading, or highly dependent on the selected sample size.
Patterns audited
The indicator tracks five ES1! intraday hypotheses:
H1 — Range-bound open between 15:30 and 17:00 Madrid time
H2 — Sell-off around the European close, from 17:00 to 18:00
H3 — Low-volatility window between 18:00 and 21:00
H4 — Volatility expansion between 20:00 and 21:00
H5 — Last-hour directional drift from 21:00 to 22:00
All times are referenced in Madrid local time. The calculations are based on bar timestamps and defined intraday windows.
Optional filters
The script can also recompute the statistics on a cleaner sample by excluding sessions affected by potentially anomalous events:
- CPI release days
- FOMC meeting days
- Extreme sessions, defined by unusually large range or volume
Comparing filtered and unfiltered results helps reveal whether a pattern is robust across normal sessions or mainly supported by outlier days.
How to interpret it
A higher percentage means that the pattern occurred more often within the selected rolling window.
This indicator does not provide buy signals, sell signals, stop-loss levels, take-profit levels, or position sizing. It is not a trading strategy.
It is a statistical screener designed to help traders test market narratives before using them as decision-making inputs.
Important notes
- Built for CME_MINI:ES1! on the 30-minute timeframe.
- Results may not translate to other symbols, sessions, or timeframes.
- The development sample covered approximately 600 historical sessions.
- Hit-rates will change over time as new sessions enter the rolling windows.
- Past frequency does not imply future reliability.
Attribution note
This is an independent educational project by Fun on the Ride / CryptoNews, inspired by a public Bolsacava video. It is not affiliated with, endorsed by, or officially published by Bolsacava.
The aim is to learn Pine Script, practice statistical thinking, and explore how trading narratives can be tested with data.
Disclaimer
This script is for educational and statistical research purposes only. It is not financial advice, does not recommend any trade, and makes no claim of profitability.
Open-source publication
The code is open-source so that users can inspect the logic, verify the calculations, adapt the hypotheses, and suggest improvements. Indicator
Indicator
Indicator
ES/SPX/SPY & HSI Future/Cash Index Realtime converter + GEXThis script is designed for traders who monitor Gamma Exposure (GEX) levels on cash indices (SPX, HSI) but execute trades on their respective Futures (ES, HSI!) or ETFs (SPY).
Because of the "Basis" (the price difference caused by interest rates and dividends), cash levels and futures prices do not align perfectly. This indicator solves that problem by calculating the real-time basis and automatically mapping your GEX levels to your current chart.
🚀 Key Features
Real-Time Basis Calculation: Automatically calculates the spread between Futures and Cash for both the S&P 500 and the Hang Seng Index.
Dynamic GEX Mapping: Input your daily Call Wall, Put Wall, and Zero Gamma levels for the cash index, and the script will plot them at the mathematically correct price on your Futures chart.
Dual-Price Labels: Labels display both the original Cash level and the converted "Futures Equivalent" price for instant clarity.
Multi-Asset Support:
US Market: ES (Futures), SPX (Index), and SPY (ETF).
HK Market: HSI (Index) and HSI! (Futures).
Integrated Dashboard:
Showing Current Basis (+/- points).
Estimated SPX/SPY prices during non-RTH hours.
US20Y Yield Monitor: Includes a warning emoji if bond yields cross the 5% threshold.
Price Mapping Table: A quick-reference table showing cash levels in 50/100 point increments and their corresponding futures prices.
🛠️ How to Use
Inputs: Every morning, update the SPX GEX Levels or HSI GEX Levels in the settings with data from your preferred gamma provider.
Date Monitor: Set the GEX Data Date. If you forget to update your levels the next day, a large watermark will appear to warn you that the data is expired.
UI Customization: You can move the Info Board and Levels Table to any corner of your screen to avoid cluttering your specific chart layout.
📊 Technical Details
Pine Script® v6: Built using the latest version for maximum performance and stability.
Sync Logic: Uses request.security to pull data from multiple tickers simultaneously, ensuring the basis calculation is always based on the most recent available tick.
Disclaimer : This indicator is a tool for visual mapping and data organization. It does not provide financial advice or automated signals. GEX levels must be sourced and input manually by the user. Indicator
Indicator
Strategy
ES Breakout Toolkit Momentum Close Filter Free=== PART OF THE ES BREAKOUT TOOLKIT ===
This is one of several free, standalone indicators that make up the ES Breakout Toolkit series. Each indicator isolates a single component used in the full ES London Breakout Pro strategy. They are designed to be useful on their own and educational for traders who want to understand candle close dynamics and momentum quality.
=== WHAT THIS INDICATOR DOES ===
The Momentum Close Filter analyzes where price closes within each candle's range and classifies candles by momentum strength. A candle that closes near its high has strong bullish momentum. A candle that closes near its low has strong bearish momentum. A candle that closes in the middle is indecisive.
This concept — called close position analysis — is a powerful filter that many traders overlook. The indicator tracks close position in real time, identifies extreme momentum readings using a statistical threshold (1.5 standard deviations above/below average), and detects momentum streaks where multiple consecutive candles show strong directional commitment.
=== HOW TO USE IT ===
Apply this to an ES futures chart on a 5-minute timeframe. The indicator will color bars by their momentum classification and mark extreme momentum candles with diamond signals. Streak flags appear when three or more consecutive candles show strong momentum in the same direction.
The dashboard shows the current candle's close position percentage, body ratio, momentum classification, streak count, and the rolling average close position over your lookback period. The running stats at the bottom show how many strong bullish vs bearish candles have occurred, giving you a sense of the session's directional bias.
An optional histogram mode plots the close position as columns in a separate pane with your threshold lines and the rolling average overlaid. This is useful for studying close position distribution over time.
=== KEY FEATURES ===
- Real-time close position analysis for every candle
- Configurable bullish and bearish momentum thresholds
- Extreme momentum detection using standard deviation bands
- Momentum streak tracking with visual flags at 3+ consecutive candles
- Optional bar coloring by momentum classification
- Optional histogram pane with threshold and average lines
- Optional London session filter
- Dashboard with close position, body ratio, momentum state, and streak info
- Running session stats for strong bull vs bear candle counts
- Alerts for strong and extreme momentum candles in both directions
=== WHY CLOSE POSITION MATTERS ===
Two candles can have identical body sizes but very different close positions. A candle with a long upper wick closing in the middle of its range tells a different story than a candle closing at its high with no upper wick. Close position captures this nuance. When combined with a body ratio filter, it becomes a reliable measure of whether a candle represents genuine directional commitment or just noise.
=== ABOUT THE ES BREAKOUT TOOLKIT ===
This indicator is part of a free series that breaks down the building blocks of a London session ES futures breakout strategy. Other free indicators in the series cover session highlighting, consolidation range detection, ADX regime filtering, and breakout candle scanning. Each is published separately on my profile.
The full ES London Breakout Pro indicator combines all of these components into a unified strategy with additional proprietary features including advanced risk management, trade qualification, and data tracking. It is available as an invite-only script on my profile. Use the access request instructions on that script's page if you are interested.
=== DISCLAIMER ===
This indicator is provided for educational and informational purposes only. It is NOT financial advice. It does not constitute a recommendation to buy, sell, or hold any financial instrument. Trading futures involves substantial risk of loss and is not suitable for all investors. Past performance of any indicator or strategy is not indicative of future results. Always conduct your own research and consult a qualified financial advisor before making any trading decisions. You are solely responsible for your own trading activity. Indicator
ES Breakout Toolkit Breakout Candle Scanner Free=== PART OF THE ES BREAKOUT TOOLKIT ===
This is one of several free, standalone indicators that make up the ES Breakout Toolkit series. Each indicator isolates a single component used in the full ES London Breakout Pro strategy. They are designed to be useful on their own and educational for traders studying what makes a quality breakout candle.
=== WHAT THIS INDICATOR DOES ===
The Breakout Candle Scanner identifies candles that meet specific structural criteria for a high-quality breakout. Not every candle that crosses a level is worth trading — this indicator filters for candles with strong body-to-range ratios, directionally committed close positions, and confirmed breaks above or below a recent range.
When a candle breaks out of a defined range AND meets the body ratio and momentum close thresholds, it is marked with a BUY or SELL label. A detail label shows the exact body percentage and close position so you can see why it qualified. An optional mode also marks strong candles that did not produce a breakout, which can be useful for studying candle quality across different market conditions.
=== HOW TO USE IT ===
Apply this to an ES futures chart on a 5-minute timeframe. The indicator will scan every candle and mark those that qualify as breakout candles. You can adjust the body ratio threshold, close position thresholds, breakout buffer, and range lookback in the inputs.
Body Ratio measures how much of the candle's total range is real body vs wicks. Higher values mean more conviction. Close Position measures where price closed within the candle's range — a bullish candle closing near its high (70%+) or a bearish candle closing near its low (30% or below) indicates strong momentum commitment.
The dashboard tracks total bullish and bearish breakout candles as well as strong non-breakout candles, giving you a running count of candle quality during the session.
=== KEY FEATURES ===
- Breakout candle detection with body ratio and close position filters
- Configurable thresholds for all candle quality metrics
- ATR-based breakout buffer to filter false breaks
- Detail labels showing exact body% and close position% on each signal
- Optional mode to mark all strong candles (not just breakouts)
- Optional bar coloring for qualifying candles
- Optional London session filter
- Running stats dashboard
- Alerts for bullish and bearish breakout candles
=== ABOUT THE ES BREAKOUT TOOLKIT ===
This indicator is part of a free series that breaks down the building blocks of a London session ES futures breakout strategy. Other free indicators in the series cover session highlighting, consolidation range detection, ADX regime filtering, and momentum close analysis. Each is published separately on my profile.
The full ES London Breakout Pro indicator combines all of these components into a unified strategy with additional proprietary features including advanced risk management, trade qualification, and data tracking. It is available as an invite-only script on my profile. Use the access request instructions on that script's page if you are interested.
=== DISCLAIMER ===
This indicator is provided for educational and informational purposes only. It is NOT financial advice. It does not constitute a recommendation to buy, sell, or hold any financial instrument. Trading futures involves substantial risk of loss and is not suitable for all investors. Past performance of any indicator or strategy is not indicative of future results. Always conduct your own research and consult a qualified financial advisor before making any trading decisions. You are solely responsible for your own trading activity. Indicator
ES Breakout Toolkit ADX Regime Filter Free=== PART OF THE ES BREAKOUT TOOLKIT ===
This is one of several free, standalone indicators that make up the ES Breakout Toolkit series. Each indicator isolates a single component used in the full ES London Breakout Pro strategy. They are designed to be useful on their own and educational for traders looking to filter trades by market regime using ADX.
=== WHAT THIS INDICATOR DOES ===
The ADX Regime Filter classifies the current market environment into three states: Flat/Choppy, Trending, and Overextended. It does this using the Average Directional Index (ADX) with configurable minimum and maximum thresholds that define a "sweet spot" where the market is trending enough to produce clean breakouts but not so extended that it is likely to reverse or stall.
The indicator plots ADX alongside DI+ and DI- lines, highlights the sweet spot zone between your min and max ADX values, and provides visual markers when ADX enters or exits each regime. DI crossovers are also marked to help identify directional shifts.
=== HOW TO USE IT ===
Apply this indicator to a separate pane below your chart. The shaded zone between the min and max ADX lines represents the regime where trend-following and breakout strategies tend to perform best. When ADX is below the minimum, the market is likely choppy and breakout signals are less reliable. When ADX is above the maximum, the trend may be overextended and new entries carry higher reversal risk.
The dashboard shows the current ADX value, regime classification, DI direction, DI spread, ADX slope, and an overall trade readiness assessment. The DI spread reading helps confirm whether the directional move has conviction — a narrow spread suggests indecision even if ADX is technically in range.
=== KEY FEATURES ===
- Three-state regime classification (Flat, Trending, Overextended)
- Configurable ADX sweet spot zone with visual fill
- DI+/DI- directional lines with crossover markers
- ADX slope tracking (rising vs falling momentum)
- Optional bar coloring by regime and direction
- Background shading by current state
- Dashboard with ADX, regime, direction, DI spread, slope, and trade readiness
- Alerts for regime transitions and DI crossovers
=== WHY ADX BOUNDARIES MATTER ===
Most traders using ADX only set a minimum threshold. However, extremely high ADX readings often indicate that a trend is mature and vulnerable to exhaustion. By defining both a floor and a ceiling, you can focus on the portion of the trend cycle where momentum is building rather than peaking. This indicator makes that concept visual and actionable.
=== ABOUT THE ES BREAKOUT TOOLKIT ===
This indicator is part of a free series that breaks down the building blocks of a London session ES futures breakout strategy. Other free indicators in the series cover session highlighting, consolidation range detection, breakout candle scanning, and momentum close analysis. Each is published separately on my profile.
The full ES London Breakout Pro indicator combines all of these components into a unified strategy with additional proprietary features including advanced risk management, trade qualification, and data tracking. It is available as an invite-only script on my profile. Use the access request instructions on that script's page if you are interested.
=== DISCLAIMER ===
This indicator is provided for educational and informational purposes only. It is NOT financial advice. It does not constitute a recommendation to buy, sell, or hold any financial instrument. Trading futures involves substantial risk of loss and is not suitable for all investors. Past performance of any indicator or strategy is not indicative of future results. Always conduct your own research and consult a qualified financial advisor before making any trading decisions. You are solely responsible for your own trading activity. Indicator
ES Breakout Toolkit Consolidation Range Detector Free=== PART OF THE ES BREAKOUT TOOLKIT ===
This is one of several free, standalone indicators that make up the ES Breakout Toolkit series. Each indicator isolates a single component used in the full ES London Breakout Pro strategy. They are designed to be useful on their own and educational for traders studying consolidation and breakout mechanics on ES futures.
=== WHAT THIS INDICATOR DOES ===
The Consolidation Range Detector identifies periods where price is compressing into a defined range that meets specific quality criteria. It draws a box around the consolidation zone when the range is tight relative to its recent average and falls within acceptable ATR bounds — not too small to be noise, not too large to be a trend already in motion.
When price exits a valid consolidation range, the indicator marks the breakout direction with an arrow. A label at the end of each range shows the range size in points and as a multiple of ATR, giving you context on the quality of the setup.
=== HOW TO USE IT ===
Apply this to an ES futures chart on a 5-minute timeframe. The indicator will automatically detect and draw consolidation boxes when conditions are met. You can adjust the range lookback period, tightness filter, and ATR bounds in the inputs to match your preference.
The key readings to watch are the Range/ATR ratio and the Range vs Average ratio in the dashboard. A range that is small relative to ATR and below its own recent average is a higher-quality consolidation — it means price is compressing more than usual, which often precedes a directional move.
An optional session filter limits detection to the London session (12AM-6AM PT) if you only want to see consolidations during that window.
=== KEY FEATURES ===
- Automatic consolidation zone detection with visual boxes
- Tightness filter comparing current range to rolling average
- ATR-based minimum and maximum range bounds
- Breakout direction arrows when price exits a valid range
- Range size labels in points and ATR multiples
- Optional London session filter
- Dashboard with real-time range quality metrics
- Alerts for consolidation detection and breakout events
=== ABOUT THE ES BREAKOUT TOOLKIT ===
This indicator is part of a free series that breaks down the building blocks of a London session ES futures breakout strategy. Other free indicators in the series cover session highlighting, ADX regime filtering, breakout candle scanning, and momentum close analysis. Each is published separately on my profile.
The full ES London Breakout Pro indicator combines all of these components into a unified strategy with additional proprietary features including advanced risk management, trade qualification, and data tracking. It is available as an invite-only script on my profile. Use the access request instructions on that script's page if you are interested.
=== DISCLAIMER ===
This indicator is provided for educational and informational purposes only. It is NOT financial advice. It does not constitute a recommendation to buy, sell, or hold any financial instrument. Trading futures involves substantial risk of loss and is not suitable for all investors. Past performance of any indicator or strategy is not indicative of future results. Always conduct your own research and consult a qualified financial advisor before making any trading decisions. You are solely responsible for your own trading activity. Indicator
ES Breakout Toolkit London Session Highlighter FreePART OF THE ES BREAKOUT TOOLKIT
This is one of several free, standalone indicators that make up the ES Breakout Toolkit series. Each indicator isolates a single component used in the full ES London Breakout Pro strategy. They are designed to be useful on their own and educational for traders studying London session price action on ES futures.
WHAT THIS INDICATOR DOES
The London Session Highlighter marks the 12:00 AM - 6:00 AM Pacific Time window directly on your chart. During this session, it tracks and displays the developing session high, session low, and session open price as real-time reference levels. When the session closes, it labels the total range in points.
A small dashboard in the top-right corner shows whether the session is currently active, the session high and low, and the current range expressed as a multiple of ATR(20). This gives you an immediate sense of whether the session is producing normal or extended price action relative to recent volatility.
HOW TO USE IT
Apply this indicator to any ES futures chart on a 5-minute timeframe. The session start and end hours are adjustable in the inputs if you want to monitor a different window. The background highlight, range lines, and open line can each be toggled on or off depending on your preference.
The Range/ATR reading in the dashboard is particularly useful for gauging whether the session has room to expand or is already stretched. Values below 1.0x suggest a quiet session with potential for a breakout. Values above 2.0x suggest the session has already made a significant move.
KEY FEATURES
- Configurable session window (defaults to London 12AM-6AM PT)
- Real-time session high/low/open tracking
- Session range label on close
- Range vs ATR dashboard for context
- Clean, minimal chart overlay
- Alert not included — this is a visual reference tool
ABOUT THE ES BREAKOUT TOOLKIT
This indicator is part of a free series that breaks down the building blocks of a London session ES futures breakout strategy. Other free indicators in the series cover consolidation range detection, ADX regime filtering, breakout candle scanning, and momentum close analysis. Each is published separately on my profile.
The full ES London Breakout Pro indicator combines all of these components into a unified strategy with additional proprietary features including advanced risk management, trade qualification, and data tracking. It is available as an invite-only script on my profile. Use the access request instructions on that script's page if you are interested.
DISCLAIMER
This indicator is provided for educational and informational purposes only. It is NOT financial advice. It does not constitute a recommendation to buy, sell, or hold any financial instrument. Trading futures involves substantial risk of loss and is not suitable for all investors. Past performance of any indicator or strategy is not indicative of future results. Always conduct your own research and consult a qualified financial advisor before making any trading decisions. You are solely responsible for your own trading activity. Indicator
Indicator
Synapse_VSync_LibV-Sync (Volume Synchronization) is a multi-dimensional macro-confluence engine. It aggregates four objective market truths into a single synchronized bias (0.0 to 1.0) to filter signals and define market regime.
The Four Pillars of V-Sync
1. Base Volume (Temporal Flux)
Engine: Exponentially weighted volume flow.
Logic: up_volume / total_volume with a math.exp(-i/lookback) decay.
Utility: Capturing sustained momentum in raw participation. It filters out low-volume "fakeout" moves that lack broad participation.
2. Footprint (Order Flow Delta)
Engine: Micro-delta tracking (Institutional Tape).
Logic: Normalized ratio of aggressive buy orders vs sell orders, sourced from LTF footprint or synthetic body-to-wick estimation.
Utility: Identifying where "Smart Money" is actively committing capital in real-time.
3. TICK Data (Market Internals)
Engine: Exchange-wide breadth internals.
Index Mapping:
SPX/ES: NYSE:TICK
NQ/NDX: NASDAQ:TICKQ
Fidelity: Processes intrabar HT/LT extremes to capture high-speed institutional sweeps.
Commitment Levels: Benchmarked at 800 (MOO alignment), 1000 (Extreme), and 1200 (Climax).
4. Thermal Map (Structural Binning)
Engine: Range-based volume distribution (Heatmap).
Logic: 30-bin price-range analysis. Identifies if the current price is supported by "Buy Liquidity" below or capped by "Sell Liquidity" above.
Utility: Visualizing structural depth and identifying high-probability zones where price is likely to stick or bounce.
Interaction & Intelligence Modules
5. Interaction Tooltips
Engine: Dynamic string generator.
Logic: Aggregates pillars (V-Sync, TICK, Heatmap) and local interaction (Delta, OB Bias) into a human-readable forensic report.
Utility: Provides instant clarity on why a level is reacting (e.g., "Institutional Defense" vs "Passive Absorption").
6. Delta Aggregation (Defense vs Aggression)
Engine: Decaying session delta sum.
Logic: Tracks footprint delta at discrete price levels. Categorizes bias as:
Aggressive (A): Delta moves in the direction of the break (Push).
Defensive (D): Delta moves against the local price interaction (Absorption/Soaking).
Utility: Standardizing the interpretation of footprint across all Synapse indicators.
7. Universal Plot Auditing
Engine: Kinetic flux interaction logic.
Logic: Allows auditing of any technical plot line (Moving Averages, VWAP, Anchored Levels) for touches, cross-overs, and structural fidelity.
Utility: Enables the entire Synapse forensic suite to be applied to any existing indicator's data lines.
Library Architecture: Synapse_VSync_Lib
Key Functions
f_get_tick_source(): Auto-detects SPX vs NQ for correct internal sourcing.
f_calc_tick_extreme(): High-fidelity internal pressure tracking.
f_vsync_stack(): Blends all pillars into a weighted consensus.
HUD Representation
Indicators utilizing the full stack display V-STACK (instead of V-SYNC), signifying that Market Internals and Structural structural depth are being calculated alongside volume flow.
License: Open Source (MIT License) Library
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
Precision SPXPrecision SPX — Multi‑Timeframe Levels + Automated Alerts for SPX Traders
Precision SPX is a manual‑control Support and Resistance system built for SPX traders who rely on structure, precision, and daily level updates. It plots Monthly, Weekly, Daily, and Daily Range levels to map where price may react, reverse, or consolidate. This version includes a full alert engine that notifies you the moment price interacts with any level.
Core Features
Multi‑Timeframe Levels
The indicator plots a complete structure:
Monthly Levels — High & Low
Weekly Levels — High & Low
Daily Levels — Six total (4 Red, 2 Pink)
Daily Range Levels — High & Low
All levels are manually entered for maximum precision.
Customizable Visuals
Adjustable label size
Adjustable horizontal label placement
Toggle level labels on/off
Clean color‑coded hierarchy
ES/SPY Conversion Support
Optional manual ES spread or SPY ratio input
Automatically adjusts SPX levels
Lightweight & User‑Friendly
No repainting
No heavy calculations
Easy to integrate into any chart layout
How It Works
Precision SPX plots manually‑controlled Support and Resistance levels across multiple timeframes. Each level is labeled and color‑coded so you can quickly identify:
Higher‑timeframe structure
Daily intraday reaction zones
Overnight range boundaries
Breakout and reversal points
How to Use It
1. Apply the Indicator
Add Precision SPX to your chart.
2. Enter Your Levels
Input your Daily, Daily Range, Weekly, and Monthly levels into the string fields.
3. Trade With Structure
Use the plotted levels to identify:
Reversals
Breakouts
Retests
Stop‑loss placement
High‑probability reaction zones
Combine with trendlines, volume profile, or oscillators for confirmation.
Built‑In Alerts
Precision SPX includes a complete alert engine so you can receive notifications when price crosses any level.
Alert Modes
Any alert() function call — triggers when price crosses any level, with duplicate‑candle suppression.
Individual Level Alerts — choose a specific level such as:
R2_Hi, R1_Hi, P_Hi, P_Lo, R1_Lo, R2_Lo, DR_Hi, DR_Lo, W_Hi, W_Lo, M_Hi, M_Lo.
Level Categorization
Daily Levels:
Red: R2_Hi, R1_Hi, R1_Lo, R2_Lo
Pink: P_Hi, P_Lo
Daily Range:
DR_Hi, DR_Lo
Weekly Levels:
W_Hi, W_Lo
Monthly Levels:
M_Hi, M_Lo
How to Add Alerts
Open the PulseWire alert panel
Select Precision SPX as the condition
Choose Any alert() function call or a specific level
Set expiration, message, and notification preferences
Save
Daily Workflow
Because SPX levels change daily:
Update your daily string values
Create a new alert each day (PulseWire requires this for updated values)
Alerts will trigger based on the conditions you select
Release Notes — Precision SPX
Feb 2026 — Major Update
Full alert engine added
“Any alert() function call” support
Duplicate‑candle suppression
Complete level categorization
Daily update workflow
Cleaned and reorganized structure
Legacy Notes (From Precision Levels)
Jun 12, 2025
Added highlighted price labels with adjustable size
Added ES/SPY conversion inputs
Dragging disabled when conversion is active
Jun 28, 2025
Added customizable label placement
Reordered string input structure
Standardized daily color order
Added toggle for level labels
Nov 8, 2025
Added Daily Range levels
Updated string hierarchy
Example structure:
Red, Red, Pink, Pink, Red, Red, DR_Hi, DR_Lo, Weekly, Weekly, Monthly, Monthly Indicator
GEX Levels Dashboard - ES/SPX/SPY Gamma ExposureDESCRIPTION (main)
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A professional framework for Gamma Exposure analysis on S&P 500 instruments.
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WHAT THIS INDICATOR DOES
This indicator visualizes key strategic levels derived from Gamma Exposure (GEX) analysis — the zones where dealer hedging flows create measurable support and resistance.
What you see:
- Call Walls — resistance zones where dealers hedge against upside
- Put Walls — support zones where dealers hedge against downside
- Zero Gamma — the structural pivot between mean-reversion and trend
- Expected Move bands — statistical range boundaries
- GEX Histogram — gamma distribution profile directly on chart
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KEY FEATURES
▸ Ticker Switcher
Select ES, SPX, or SPY directly in settings.
Data converts automatically. One script, three instruments.
▸ GEX Profile Histogram
See gamma distribution as horizontal bars on your chart.
Instantly spot where positioning clusters.
▸ Color Themes
Choose between Boreal, Classic, or Lady Trader palettes.
▸ Level Toggles
Show/hide level groups independently:
GEX Levels | System Levels | Structure Levels
▸ Rich Tooltips
Hover for details: GEX values, Call/Put ratio, Hold/Break probabilities.
▸ Flip Detection
When price crosses a level, it automatically updates role and style (solid → dashed).
▸ GEX Threshold Filter
Hide weak levels below a minimum magnitude to focus on significant zones.
▸ Smart Level Distribution
Levels are equally split above/below spot, with closest levels always protected from max limit.
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HOW TO READ THE LEVELS
Each line represents a zone where price reaction is statistically probable:
- Thick solid lines = level not yet crossed
- Dashed lines = level flipped (price crossed through)
- Cyan/Teal or Green = potential support (Put Walls)
- Pink/Red = potential resistance (Call Walls)
- Gray = structural levels (Zero Gamma, Vol Bands, PDH/PDL)
The indicator shows structure, not predictions.
Use it to identify where the market is likely to react — not which direction it will go.
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PRO TIP: CONFLUENCE
This tool is most powerful when combined with your own analysis.
Highest-probability setups occur when GEX levels align with:
Price action zones (support/resistance, order blocks)
Volume Profile (HVN/LVN, VWAP)
Technical structure (prior highs/lows, trend lines)
One level alone is information. Confluence is edge.
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ABOUT THE DATA
The script ships with a static GEX snapshot for demonstration purposes.
To update with fresh data, paste new values into the "GEX Data" input field in indicator settings.
The data format is documented in the input tooltip.
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CREDITS
Alert system contributed by @_prodigy_dev
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DISCLAIMER
This tool is for informational and educational purposes only.
It does not constitute financial advice. Trading involves significant risk.
Past structure does not guarantee future behavior.
========================================================
RELEASE NOTES (publish these one at a time after publishing)
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v6.8 (Feb 2026)
- Fixed: Levels no longer disappear when price crosses them
- Closest levels to spot are now protected from max limit
- Profile bars always visible regardless of level filters
- Thanks to bwRT for reporting the turnover bug!
v6.5 (Jan 2026)
- NEW: GEX Threshold Filter — hide weak levels below a minimum magnitude
- NEW: Custom bar color picker for GEX Profile
- Default theme renamed to "Wall Street Classic"
- Bar colors inverted: Call=Bear, Put=Bull (more intuitive)
- Structure levels (PDH/PDL/PWH/PWL) now load correctly
- Credits: Alert system by @_prodigy_dev
v6.4 (Jan 2026)
- Levels now update via copy/paste — no need to re-download
- New unified data format: L:levels|P:profile
- Max visible levels selector (5/10/15/20/25/30/All)
- Rich tooltips with GEX values, C/P ratio, Hold/Break probabilities
- Flipped level colors now reflect current role Indicator
Volatility Visualizer Percentiles (VIXFix, ATR, VIX)Summary
A volatility regime dashboard for liquid instruments that converts three volatility lenses into 0 to 100 percentile ranks versus the last 252 closed daily bars. It is built to answer one question: is volatility unusually low or unusually high relative to the last year . Use it to adjust position sizing, stop width, and trade selectivity. It is not a directional signal.
Scope and intent
Markets : US indices and index ETFs, index futures, large cap equities, liquid crypto proxies, and other symbols where daily volatility regimes matter
Timeframes : best on Daily. It can be applied on other chart timeframes, but the reference window remains 252 closed daily bars
Default demo : SPX on Daily
Purpose : provide a simple, testable volatility context layer that you can plug into any daily system as a risk filter or risk scaler
What makes it original and useful
Most “volatility tools” show raw ATR or a single volatility index. This script standardizes three distinct sources into the same unit (percentile), so you can compare them and combine them without guessing thresholds.
Unique fusion : internal realized volatility (ATR%), internal stress proxy (VIXFix), and external implied volatility (input VIX symbol) expressed in the same 0 to 100 scale
Practical outcome : the table gives a regime read and an action posture, so the output is directly usable for risk decisions
Testable : all components are visible and thresholdable; you can backtest rules like “only trade when composite is between 30 and 75”
Portable : percentiles remove the need to hardcode market specific “ATR is high” numbers across different symbols
Method overview in plain language
Base measures
VIXFix : a price based fear proxy derived from the instrument’s own daily behavior (using the relationship between recent high closes and current lows)
ATR% : daily ATR normalized by daily close, expressed as a percentage for cross symbol comparability
External VIX : a user selected volatility index or proxy pulled via input symbol (default CBOE:VIX)
Normalization to percentiles
For each metric, the script stores the last 252 closed daily values
It then computes where the most recent closed daily value sits inside that history as a percentile from 0 to 100
Tie handling is configurable (Midrank, StrictLess, LessOrEqual) to define how repeated values are ranked
Fusion rule
Composite percentile is the simple average of the available percentiles (VIXFix, ATR%, VIX)
If one component is missing (for example the external symbol is unavailable), the composite averages the remaining components
How to use it on Daily
This tool is most effective as a risk regime layer on top of an existing strategy. Use the Composite row as the primary dial, and the individual components as confirmation.
Recommended operating zones
0–20 Very Low : quiet regime. Tight stops often survive, but breakouts can underperform. Favor mean reversion or require stronger breakout confirmation.
20–40 Low : constructive for many systems. Use baseline sizing and baseline stops.
40–60 Mid : neutral. Run your base playbook.
60–80 High : volatility expansion. Reduce size and widen stops, or trade only higher quality setups.
80–100 Very High : stress regime. Smallest size, widest stops, and skip marginal setups. Gap risk and slippage risk are higher.
How to interpret disagreements
If ATR% is high but VIX is mid , realized vol is elevated but the market is not pricing extreme fear. Treat as a caution zone, not panic.
If VIX is high but ATR% is mid , implied vol is elevated ahead of potential events. Expect expansion risk even if realized vol has not moved yet.
If all three are high , treat it as a full stress regime and enforce strict risk limits.
What you will see on the chart
A compact table with one row per metric and optional composite
For each row: last closed daily value, 252D percentile, a progress bar, and an action posture
Optional stats: min, median, max for the 252D window (useful for sanity checks, adds CPU)
Table fields quick guide
Last closed daily : the value used for ranking, taken from the last fully closed daily bar
252D percentile : where the current reading ranks versus the last 252 closed daily readings
Bar : quick visual map of percentile from 0 to 100
Action : risk posture suggestion tied to the percentile bucket
Inputs with guidance
Core
Window (closed daily bars) : default 252. Higher values make the regime slower and more structural. Lower values make it more reactive.
VIX
VIX symbol : default CBOE:VIX. You can replace it with another implied volatility proxy appropriate for your market.
VIXFix
VIXFix lookback : typical range 21/22. Smaller reacts faster, larger smooths regimes.
ATR
ATR length : typical range 10–21 on Daily
ATR as % of close : recommended on for comparability across symbols and long history
UI
Show composite volatility score : recommended on. Best single dial.
Show action guide : recommended on if you want direct posture cues.
Show min, median, max : optional. Useful for diagnostics, higher CPU.
Table position : place it where it does not cover price.
Usage recipes
Daily trend following overlay
Trade your trend system normally when Composite is between 25 and 75
If Composite is above 75, reduce size and widen stops, and require stronger trend confirmation
Daily mean reversion overlay
Focus on Composite below 40
Avoid Composite above 80 where gaps and cascading moves reduce mean reversion reliability
Daily risk parity style scaling
Use Composite percentile as a coarse risk throttle: higher percentile equals lower exposure
Example posture: 0–40 normal exposure, 40–80 reduced exposure, above 80 minimal exposure
Alerts
This script is intentionally a dashboard and does not emit buy or sell signals. If you want alerts, create them from percentile thresholds in your own fork. For conservative workflows, trigger alerts on bar close.
// Example alert conditions (add to your fork if desired)
high_vol = comp_pct > 80
low_vol = comp_pct < 20
Honest limitations and failure modes
This is not a directional predictor. Volatility can rise in both bull and bear markets.
Percentiles are relative to the last 252 closed daily bars. A “high percentile” is high versus recent history, not an absolute guarantee of future movement.
Implied volatility (VIX) can move ahead of realized volatility (ATR%). Treat divergence as information, not a signal.
Very high volatility regimes can include gap risk and slippage risk that are not visible in indicator values alone.
Legal
Education and research only. Not investment advice. You are responsible for your decisions. Test on historical data and in simulation before any live use. Indicator
MACD Forecast Colorful [DiFlip]MACD Forecast Colorful
The Future of Predictive MACD — is one of the most advanced and customizable MACD indicators ever published on PulseWire. Built on the classic MACD foundation, this upgraded version integrates statistical forecasting through linear regression to anticipate future movements — not just react to the past.
With a total of 22 fully configurable long and short entry conditions, visual enhancements, and full automation support, this indicator is designed for serious traders seeking an analytical edge.
⯁ Real-Time MACD Forecasting
For the first time, a public MACD script combines the classic structure of MACD with predictive analytics powered by linear regression. Instead of simply responding to current values, this tool projects the MACD line, signal line, and histogram n bars into the future, allowing you to trade with foresight rather than hindsight.
⯁ Fully Customizable
This indicator is built for flexibility. It includes 22 entry conditions, all of which are fully configurable. Each condition can be turned on/off, chained using AND/OR logic, and adapted to your trading model.
Whether you're building a rules-based quant system, automating alerts, or refining discretionary signals, MACD Forecast Colorful gives you full control over how signals are generated, displayed, and triggered.
⯁ With MACD Forecast Colorful, you can:
• Detect MACD crossovers before they happen.
• Anticipate trend reversals with greater precision.
• React earlier than traditional indicators.
• Gain a powerful edge in both discretionary and automated strategies.
• This isn’t just smarter MACD — it’s predictive momentum intelligence.
⯁ Scientifically Powered by Linear Regression
MACD Forecast Colorful is the first public MACD indicator to apply least-squares predictive modeling to MACD behavior — effectively introducing machine learning logic into a time-tested tool.
It uses statistical regression to analyze historical behavior of the MACD and project future trajectories. The result is a forward-shifted MACD forecast that can detect upcoming crossovers and divergences before they appear on the chart.
⯁ Linear Regression: Technical Foundation
Linear regression is a statistical method that models the relationship between a dependent variable (y) and one or more independent variables (x). The basic formula for simple linear regression is:
y = β₀ + β₁x + ε
Where:
y = predicted variable (e.g., future MACD value)
x = independent variable (e.g., bar index)
β₀ = intercept
β₁ = slope
ε = random error (residual)
The regression model calculates β₀ and β₁ using the least squares method, minimizing the sum of squared prediction errors to produce the best-fit line through historical values. This line is then extended forward, generating a forecast based on recent price momentum.
⯁ Least Squares Estimation
The regression coefficients are computed with the following formulas:
β₁ = Σ((xᵢ - x̄)(yᵢ - ȳ)) / Σ((xᵢ - x̄)²)
β₀ = ȳ - β₁x̄
Where:
Σ denotes summation; x̄ and ȳ are the means of x and y; and i ranges from 1 to n (number of observations). These equations produce the best linear unbiased estimator under the Gauss–Markov assumptions — constant variance (homoscedasticity) and a linear relationship between variables.
⯁ Regression in Machine Learning
Linear regression is a foundational model in supervised learning. Its ability to provide precise, explainable, and fast forecasts makes it critical in AI systems and quantitative analysis.
Applying linear regression to MACD forecasting is the equivalent of injecting artificial intelligence into one of the most widely used momentum tools in trading.
⯁ Visual Interpretation
Picture the MACD values over time like this:
Time →
MACD →
A regression line is fitted to recent MACD values, then projected forward n periods. The result is a predictive trajectory that can cross over the real MACD or signal line — offering an early-warning system for trend shifts and momentum changes.
The indicator plots both current MACD and forecasted MACD, allowing you to visually compare short-term future behavior against historical movement.
⯁ Scientific Concepts Used
Linear Regression: models the relationship between variables using a straight line.
Least Squares Method: minimizes squared prediction errors for best-fit.
Time-Series Forecasting: projects future data based on past patterns.
Supervised Learning: predictive modeling using labeled inputs.
Statistical Smoothing: filters noise to highlight trends.
⯁ Why This Indicator Is Revolutionary
First open-source MACD with real-time predictive modeling.
Scientifically grounded with linear regression logic.
Automatable through PulseWire alerts and bots.
Smart signal generation using forecasted crossovers.
Highly customizable with 22 buy/sell conditions.
Enhanced visuals with background (bgcolor) and area fill (fill) support.
This isn’t just an update — it’s the next evolution of MACD forecasting.
⯁ Example of simple linear regression with one independent variable
This example demonstrates how a basic linear regression works when there is only one independent variable influencing the dependent variable. This type of model is used to identify a direct relationship between two variables.
⯁ In linear regression, observations (red) are considered the result of random deviations (green) from an underlying relationship (blue) between a dependent variable (y) and an independent variable (x)
This concept illustrates that sampled data points rarely align perfectly with the true trend line. Instead, each observed point represents the combination of the true underlying relationship and a random error component.
⯁ Visualizing heteroscedasticity in a scatterplot with 100 random fitted values using Matlab
Heteroscedasticity occurs when the variance of the errors is not constant across the range of fitted values. This visualization highlights how the spread of data can change unpredictably, which is an important factor in evaluating the validity of regression models.
⯁ The datasets in Anscombe’s quartet were designed to have nearly the same linear regression line (as well as nearly identical means, standard deviations, and correlations) but look very different when plotted
This classic example shows that summary statistics alone can be misleading. Even with identical numerical metrics, the datasets display completely different patterns, emphasizing the importance of visual inspection when interpreting a model.
⯁ Result of fitting a set of data points with a quadratic function
This example illustrates how a second-degree polynomial model can better fit certain datasets that do not follow a linear trend. The resulting curve reflects the true shape of the data more accurately than a straight line.
⯁ What is the MACD?
The Moving Average Convergence Divergence (MACD) is a technical analysis indicator developed by Gerald Appel. It measures the relationship between two moving averages of a security’s price to identify changes in momentum, direction, and strength of a trend. The MACD is composed of three components: the MACD line, the signal line, and the histogram.
⯁ How to use the MACD?
The MACD is calculated by subtracting the 26-period Exponential Moving Average (EMA) from the 12-period EMA. A 9-period EMA of the MACD line, called the signal line, is then plotted on top of the MACD line. The MACD histogram represents the difference between the MACD line and the signal line.
Here are the primary signals generated by the MACD:
• Bullish Crossover: When the MACD line crosses above the signal line, indicating a potential buy signal.
• Bearish Crossover: When the MACD line crosses below the signal line, indicating a potential sell signal.
• Divergence: When the price of the security diverges from the MACD, suggesting a potential reversal.
• Overbought/Oversold Conditions: Indicated by the MACD line moving far away from the signal line, though this is less common than in oscillators like the RSI.
⯁ How to use MACD forecast?
The MACD Forecast is built on the same foundation as the classic MACD, but with predictive capabilities.
Step 1 — Spot Predicted Crossovers:
Watch for forecasted bullish or bearish crossovers. These signals anticipate when the MACD line will cross the signal line in the future, letting you prepare trades before the move.
Step 2 — Confirm with Histogram Projection:
Use the projected histogram to validate momentum direction. A rising histogram signals strengthening bullish momentum, while a falling projection points to weakening or bearish conditions.
Step 3 — Combine with Multi-Timeframe Analysis:
Use forecasts across multiple timeframes to confirm signal strength (e.g., a 1h forecast aligned with a 4h forecast).
Step 4 — Set Entry Conditions & Automation:
Customize your buy/sell rules with the 20 forecast-based conditions and enable automation for bots or alerts.
Step 5 — Trade Ahead of the Market:
By preparing for future momentum shifts instead of reacting to the past, you’ll always stay one step ahead of lagging traders.
📈 BUY
🍟 Signal Validity: The signal will remain valid for X bars.
🍟 Signal Sequence: Configurable as AND or OR.
🍟 MACD > Signal Smoothing
🍟 MACD < Signal Smoothing
🍟 Histogram > 0
🍟 Histogram < 0
🍟 Histogram Positive
🍟 Histogram Negative
🍟 MACD > 0
🍟 MACD < 0
🍟 Signal > 0
🍟 Signal < 0
🍟 MACD > Histogram
🍟 MACD < Histogram
🍟 Signal > Histogram
🍟 Signal < Histogram
🍟 MACD (Crossover) Signal
🍟 MACD (Crossunder) Signal
🍟 MACD (Crossover) 0
🍟 MACD (Crossunder) 0
🍟 Signal (Crossover) 0
🍟 Signal (Crossunder) 0
🔮 MACD (Crossover) Signal Forecast
🔮 MACD (Crossunder) Signal Forecast
📉 SELL
🍟 Signal Validity: The signal will remain valid for X bars.
🍟 Signal Sequence: Configurable as AND or OR.
🍟 MACD > Signal Smoothing
🍟 MACD < Signal Smoothing
🍟 Histogram > 0
🍟 Histogram < 0
🍟 Histogram Positive
🍟 Histogram Negative
🍟 MACD > 0
🍟 MACD < 0
🍟 Signal > 0
🍟 Signal < 0
🍟 MACD > Histogram
🍟 MACD < Histogram
🍟 Signal > Histogram
🍟 Signal < Histogram
🍟 MACD (Crossover) Signal
🍟 MACD (Crossunder) Signal
🍟 MACD (Crossover) 0
🍟 MACD (Crossunder) 0
🍟 Signal (Crossover) 0
🍟 Signal (Crossunder) 0
🔮 MACD (Crossover) Signal Forecast
🔮 MACD (Crossunder) Signal Forecast
🤖 Automation
All BUY and SELL conditions can be automated using PulseWire alerts. Every configurable condition can trigger alerts suitable for fully automated or semi-automated strategies.
⯁ Unique Features
Linear Regression: (Forecast)
Signal Validity: The signal will remain valid for X bars
Signal Sequence: Configurable as AND/OR
Table of Conditions: BUY/SELL
Conditions Label: BUY/SELL
Plot Labels in the graph above: BUY/SELL
Automate & Monitor Signals/Alerts: BUY/SELL
Background Colors: "bgcolor"
Background Colors: "fill"
Linear Regression (Forecast)
Signal Validity: The signal will remain valid for X bars
Signal Sequence: Configurable as AND/OR
Table of Conditions: BUY/SELL
Conditions Label: BUY/SELL
Plot Labels in the graph above: BUY/SELL
Automate & Monitor Signals/Alerts: BUY/SELL
Background Colors: "bgcolor"
Background Colors: "fill"
Indicator
ADX Forecast Colorful [DiFlip]ADX Forecast Colorful
Introducing one of the most advanced ADX indicators available — a fully customizable analytical tool that integrates forward-looking forecasting capabilities. ADX Forecast Colorful is a scientific evolution of the classic ADX, designed to anticipate future trend strength using linear regression. Instead of merely reacting to historical data, this indicator projects the future behavior of the ADX, giving traders a strategic edge in trend analysis.
⯁ Real-Time ADX Forecasting
For the first time, a public ADX indicator incorporates linear regression (least squares method) to forecast the future behavior of ADX. This breakthrough approach enables traders to anticipate trend strength changes based on historical momentum. By applying linear regression to the ADX, the indicator plots a projected trendline n periods ahead — helping users make more accurate and timely trading decisions.
⯁ Highly Customizable
The indicator adapts seamlessly to any trading style. It offers a total of 26 long entry conditions and 26 short entry conditions, making it one of the most configurable ADX tools on PulseWire. Each condition is fully adjustable, enabling the creation of statistical, quantitative, and automated strategies. You maintain full control over the signals to align perfectly with your system.
⯁ Innovative and Science-Based
This is the first public ADX indicator to apply least-squares predictive modeling to ADX dynamics. Technically, it embeds machine learning logic into a traditional trend-strength indicator. Using linear regression as a predictive engine adds powerful statistical rigor to the ADX, turning it into an intelligent, forward-looking signal generator.
⯁ Scientific Foundation: Linear Regression
Linear regression is a fundamental method in statistics and machine learning used to model the relationship between a dependent variable y and one or more independent variables x. The basic formula for simple linear regression is:
y = β₀ + β₁x + ε
Where:
y = predicted value (e.g., future ADX)
x = explanatory variable (e.g., bar index or time)
β₀ = intercept
β₁ = slope (rate of change)
ε = random error term
The goal is to estimate β₀ and β₁ by minimizing the sum of squared errors. This is achieved using the least squares method, ensuring the best linear fit to historical data. Once the coefficients are calculated, the model extends the regression line forward, generating the ADX projection based on recent trends.
⯁ Least Squares Estimation
To minimize the error, the regression coefficients are calculated as:
β₁ = Σ((xᵢ - x̄)(yᵢ - ȳ)) / Σ((xᵢ - x̄)²)
β₀ = ȳ - β₁x̄
Where:
Σ = summation
x̄ and ȳ = means of x and y
i ranges from 1 to n (number of data points)
These formulas provide the best linear unbiased estimator under Gauss-Markov conditions — assuming constant variance and linearity.
⯁ Linear Regression in Machine Learning
Linear regression is a foundational algorithm in supervised learning. Its power in producing quantitative predictions makes it essential in AI systems, predictive analytics, time-series forecasting, and automated trading. Applying it to the ADX essentially places an intelligent forecasting engine inside a classic trend tool.
⯁ Visual Interpretation
Imagine an ADX time series like this:
Time →
ADX →
The regression line smooths these values and projects them n periods forward, creating a predictive trajectory. This forecasted ADX line can intersect with the actual ADX, offering smarter buy and sell signals.
⯁ Summary of Scientific Concepts
Linear Regression: Models variable relationships with a straight line.
Least Squares: Minimizes prediction errors for best fit.
Time-Series Forecasting: Predicts future values using historical data.
Supervised Learning: Trains models to predict outcomes from inputs.
Statistical Smoothing: Reduces noise and highlights underlying trends.
⯁ Why This Indicator Is Revolutionary
Scientifically grounded: Based on rigorous statistical theory.
Unprecedented: First public ADX using least-squares forecast modeling.
Smart: Uses machine learning logic.
Forward-Looking: Generates predictive, not just reactive, signals.
Customizable: Flexible for any strategy or timeframe.
⯁ Conclusion
By merging ADX and linear regression, this indicator enables traders to predict market momentum rather than merely follow it. ADX Forecast Colorful is not just another indicator — it’s a scientific leap forward in technical analysis. With 26 fully configurable entry conditions and smart forecasting, this open-source tool is built for creating cutting-edge quantitative strategies.
⯁ Example of simple linear regression with one independent variable
This example demonstrates how a basic linear regression works when there is only one independent variable influencing the dependent variable. This type of model is used to identify a direct relationship between two variables.
⯁ In linear regression, observations (red) are considered the result of random deviations (green) from an underlying relationship (blue) between a dependent variable (y) and an independent variable (x)
This concept illustrates that sampled data points rarely align perfectly with the true trend line. Instead, each observed point represents the combination of the true underlying relationship and a random error component.
⯁ Visualizing heteroscedasticity in a scatterplot with 100 random fitted values using Matlab
Heteroscedasticity occurs when the variance of the errors is not constant across the range of fitted values. This visualization highlights how the spread of data can change unpredictably, which is an important factor in evaluating the validity of regression models.
⯁ The datasets in Anscombe’s quartet were designed to have nearly the same linear regression line (as well as nearly identical means, standard deviations, and correlations) but look very different when plotted
This classic example shows that summary statistics alone can be misleading. Even with identical numerical metrics, the datasets display completely different patterns, emphasizing the importance of visual inspection when interpreting a model.
⯁ Result of fitting a set of data points with a quadratic function
This example illustrates how a second-degree polynomial model can better fit certain datasets that do not follow a linear trend. The resulting curve reflects the true shape of the data more accurately than a straight line.
⯁ What is the ADX?
The Average Directional Index (ADX) is a technical analysis indicator developed by J. Welles Wilder. It measures the strength of a trend in a market, regardless of whether the trend is up or down.
The ADX is an integral part of the Directional Movement System, which also includes the Plus Directional Indicator (+DI) and the Minus Directional Indicator (-DI). By combining these components, the ADX provides a comprehensive view of market trend strength.
⯁ How to use the ADX?
The ADX is calculated based on the moving average of the price range expansion over a specified period (usually 14 periods). It is plotted on a scale from 0 to 100 and has three main zones:
Strong Trend: When the ADX is above 25, indicating a strong trend.
Weak Trend: When the ADX is below 20, indicating a weak or non-existent trend.
Neutral Zone: Between 20 and 25, where the trend strength is unclear.
⯁ Entry Conditions
Each condition below is fully configurable and can be combined to build precise trading logic.
📈 BUY
🅰️ Signal Validity: The signal will remain valid for X bars .
🅰️ Signal Sequence: Configurable as AND or OR .
🅰️ +DI > -DI
🅰️ +DI < -DI
🅰️ +DI > ADX
🅰️ +DI < ADX
🅰️ -DI > ADX
🅰️ -DI < ADX
🅰️ ADX > Threshold
🅰️ ADX < Threshold
🅰️ +DI > Threshold
🅰️ +DI < Threshold
🅰️ -DI > Threshold
🅰️ -DI < Threshold
🅰️ +DI (Crossover) -DI
🅰️ +DI (Crossunder) -DI
🅰️ +DI (Crossover) ADX
🅰️ +DI (Crossunder) ADX
🅰️ +DI (Crossover) Threshold
🅰️ +DI (Crossunder) Threshold
🅰️ -DI (Crossover) ADX
🅰️ -DI (Crossunder) ADX
🅰️ -DI (Crossover) Threshold
🅰️ -DI (Crossunder) Threshold
🔮 +DI (Crossover) -DI Forecast
🔮 +DI (Crossunder) -DI Forecast
🔮 ADX (Crossover) +DI Forecast
🔮 ADX (Crossunder) +DI Forecast
📉 SELL
🅰️ Signal Validity: The signal will remain valid for X bars .
🅰️ Signal Sequence: Configurable as AND or OR .
🅰️ +DI > -DI
🅰️ +DI < -DI
🅰️ +DI > ADX
🅰️ +DI < ADX
🅰️ -DI > ADX
🅰️ -DI < ADX
🅰️ ADX > Threshold
🅰️ ADX < Threshold
🅰️ +DI > Threshold
🅰️ +DI < Threshold
🅰️ -DI > Threshold
🅰️ -DI < Threshold
🅰️ +DI (Crossover) -DI
🅰️ +DI (Crossunder) -DI
🅰️ +DI (Crossover) ADX
🅰️ +DI (Crossunder) ADX
🅰️ +DI (Crossover) Threshold
🅰️ +DI (Crossunder) Threshold
🅰️ -DI (Crossover) ADX
🅰️ -DI (Crossunder) ADX
🅰️ -DI (Crossover) Threshold
🅰️ -DI (Crossunder) Threshold
🔮 +DI (Crossover) -DI Forecast
🔮 +DI (Crossunder) -DI Forecast
🔮 ADX (Crossover) +DI Forecast
🔮 ADX (Crossunder) +DI Forecast
🤖 Automation
All BUY and SELL conditions are compatible with PulseWire alerts, making them ideal for fully or semi-automated systems.
⯁ Unique Features
Linear Regression: (Forecast)
Signal Validity: The signal will remain valid for X bars
Signal Sequence: Configurable as AND/OR
Condition Table: BUY/SELL
Condition Labels: BUY/SELL
Plot Labels in the Graph Above: BUY/SELL
Automate and Monitor Signals/Alerts: BUY/SELL
Background Colors: "bgcolor"
Background Colors: "fill"
Linear Regression (Forecast)
Signal Validity: The signal will remain valid for X bars
Signal Sequence: Configurable as AND/OR
Table of Conditions: BUY/SELL
Conditions Label: BUY/SELL
Plot Labels in the graph above: BUY/SELL
Automate & Monitor Signals/Alerts: BUY/SELL
Background Colors: "bgcolor"
Background Colors: "fill"
Indicator
SP500 Session Gap Fade StrategySummary in one paragraph
SPX Session Gap Fade is an intraday gap fade strategy for index futures, designed around regular cash sessions on five minute charts. It helps you participate only when there is a full overnight or pre session gap and a valid intraday session window, instead of trading every open. The original part is the gap distance engine which anchors both stop and optional target to the previous session reference close at a configurable flat time, so every trade’s risk scales with the actual gap size rather than a fixed tick stop.
Scope and intent
• Markets. Primarily index futures such as ES, NQ, YM, and liquid index CFDs that exhibit overnight gaps and regular cash hours.
• Timeframes. Intraday timeframes from one minute to fifteen minutes. Default usage is five minute bars.
• Default demo used in the publication. Symbol CME:ES1! on a five minute chart.
• Purpose. Provide a simple, transparent way to trade opening gaps with a session anchored risk model and forced flat exit so you are not holding into the last part of the session.
• Limits. This is a strategy. Orders are simulated on standard candles only.
Originality and usefulness
• Unique concept or fusion. The core novelty is the combination of a strict “full gap” entry condition with a session anchored reference close and a gap distance based TP and SL engine. The stop and optional target are symmetric multiples of the actual gap distance from the previous session’s flat close, rather than fixed ticks.
• Failure mode it addresses. Fixed sized stops do not scale when gaps are unusually small or unusually large, which can either under risk or over risk the account. The session flat logic also reduces the chance of holding residual positions into late session liquidity and news.
• Testability. All key pieces are explicit in the Inputs: session window, minutes before session end, whether to use gap exits, whether TP or SL are active, and whether to allow candle based closes and forced flat. You can toggle each component and see how it changes entries and exits.
• Portable yardstick. The main unit is the absolute price gap between the entry bar open and the previous session reference close. tp_mult and sl_mult are multiples of that gap, which makes the risk model portable across contracts and volatility regimes.
Method overview in plain language
The strategy first defines a trading session using exchange time, for example 08:30 to 15:30 for ES day hours. It also defines a “flat” time a fixed number of minutes before session end. At the flat bar, any open position is closed and the bar’s close price is stored as the reference close for the next session. Inside the session, the strategy looks for a full gap bar relative to the prior bar: a gap down where today’s high is below yesterday’s low, or a gap up where today’s low is above yesterday’s high. A full gap down generates a long entry; a full gap up generates a short entry. If the gap risk engine is enabled and a valid reference close exists, the strategy measures the distance between the entry bar open and that reference close. It then sets a stop and optional target as configurable multiples of that gap distance and manages them with strategy.exit. Additional exits can be triggered by a candle color flip or by the forced flat time.
Base measures
• Range basis. The main unit is the absolute difference between the current entry bar open and the stored reference close from the previous session flat bar. That value is used as a “gap unit” and scaled by tp_mult and sl_mult to build the target and stop.
Components
• Component one: Gap Direction. Detects full gap up or full gap down by comparing the current high and low to the previous bar’s high and low. Gap down signals a long fade, gap up signals a short fade. There is no smoothing; it is a strict structural condition.
• Component two: Session Window. Only allows entries when the current time is within the configured session window. It also defines a flat time before the session end where positions are forced flat and the reference close is updated.
• Component three: Gap Distance Risk Engine. Computes the absolute distance between the entry open and the stored reference close. The stop and optional target are placed as entry ± gap_distance × multiplier so that risk scales with gap size.
• Optional component: Candle Exit. If enabled, a bullish bar closes short positions and a bearish bar closes long positions, which can shorten holding time when price reverses quickly inside the session.
• Session windows. Session logic uses the exchange time of the chart symbol. When changing symbols or venues, verify that the session time string still matches the new instrument’s cash hours.
Fusion rule
All gates are hard conditions rather than weighted scores. A trade can only open if the session window is active and the full gap condition is true. The gap distance engine only activates if a valid reference close exists and use_gap_risk is on. TP and SL are controlled by separate booleans so you can use SL only, TP only, or both. Long and short are symmetric by construction: long trades fade full gap downs, short trades fade full gap ups with mirrored TP and SL logic.
Signal rule
• Long entry. Inside the active session, when the current bar shows a full gap down relative to the previous bar (current high below prior low), the strategy opens a long position. If the gap risk engine is active, it places a gap based stop below the entry and an optional target above it.
• Short entry. Inside the active session, when the current bar shows a full gap up relative to the previous bar (current low above prior high), the strategy opens a short position. If the gap risk engine is active, it places a gap based stop above the entry and an optional target below it.
• Forced flat. At the configured flat time before session end, any open position is closed and the close price of that bar becomes the new reference close for the following session.
• Candle based exit. If enabled, a bearish bar closes longs, and a bullish bar closes shorts, regardless of where TP or SL sit, as long as a position is open.
What you will see on the chart
• Markers on entry bars. Standard strategy entry markers labeled “long” and “short” on the gap bars where trades open.
• Exit markers. Standard exit markers on bars where either the gap stop or target are hit, or where a candle exit or forced flat close occurs. Exit IDs “long_gap” and “short_gap” label gap based exits.
• Reference levels. Horizontal lines for the current long TP, long SL, short TP, and short SL while a position is open and the gap engine is enabled. They update when a new trade opens and disappear when flat.
• Session background. This version does not add background shading for the session; session logic runs internally based on time.
• No on chart table. All decisions are visible through orders and exit levels. Use the Strategy Tester for performance metrics.
Inputs with guidance
Session Settings
• Trading session (sess). Session window in exchange time. Typical value uses the regular cash session for each contract, for example “0830-1530” for ES. Adjust if your broker or symbol uses different hours.
• Minutes before session end to force exit (flat_before_min). Minutes before the session end where positions are forced flat and the reference close is stored. Typical range is 15 to 120. Raising it closes trades earlier in the day; lowering it allows trades later in the session.
Gap Risk
• Enable gap based TP/SL (use_gap_risk). Master switch for the gap distance exit engine. Turning it off keeps entries and forced flat logic but removes automatic TP and SL placement.
• Use TP limit from gap (use_gap_tp). Enables gap based profit targets. Typical values are true for structured exits or false if you want to manage exits manually and only keep a stop.
• Use SL stop from gap (use_gap_sl). Enables gap based stop losses. This should normally remain true so that each trade has a defined initial risk in ticks.
• TP multiplier of gap distance (tp_mult). Multiplier applied to the gap distance for the target. Typical range is 0.5 to 2.0. Raising it places the target further away and reduces hit frequency.
• SL multiplier of gap distance (sl_mult). Multiplier applied to the gap distance for the stop. Typical range is 0.5 to 2.0. Raising it widens the stop and increases risk per trade; lowering it tightens the stop and may increase the number of small losses.
Exit Controls
• Exit with candle logic (use_candle_exit). If true, closes shorts on bullish candles and longs on bearish candles. Useful when you want to react to intraday reversal bars even if TP or SL have not been reached.
• Force flat before session end (use_forced_flat). If true, guarantees you are flat by the configured flat time and updates the reference close. Turn this off only if you understand the impact on overnight risk.
Filters
There is no separate trend or volatility filter in this version. All trades depend on the presence of a full gap bar inside the session. If you need extra filtering such as ATR, volume, or higher timeframe bias, they should be added explicitly and documented in your own fork.
Usage recipes
Intraday conservative gap fade
• Timeframe. Five minute chart on ES regular session.
• Gap risk. use_gap_risk = true, use_gap_tp = true, use_gap_sl = true.
• Multipliers. tp_mult around 0.7 to 1.0 and sl_mult around 1.0.
• Exits. use_candle_exit = false, use_forced_flat = true. Focus on the structured TP and SL around the gap.
Intraday aggressive gap fade
• Timeframe. Five minute chart.
• Gap risk. use_gap_risk = true, use_gap_tp = false, use_gap_sl = true.
• Multipliers. sl_mult around 0.7 to 1.0.
• Exits. use_candle_exit = true, use_forced_flat = true. Entries fade full gaps, stops are tight, and candle color flips flatten trades early.
Higher timeframe gap tests
• Timeframe. Fifteen minute or sixty minute charts on instruments with regular gaps.
• Gap risk. Keep use_gap_risk = true. Consider slightly higher sl_mult if gaps are structurally wider on the higher timeframe.
• Note. Expect fewer trades and be careful with sample size; multi year data is recommended.
Properties visible in this publication
• On average our risk for each position over the last 200 trades is 0.4% with a max intraday loss of 1.5% of the total equity in this case of 100k $ with 1 contract ES. For other assets, recalculations and customizations has to be applied.
• Initial capital. 100 000.
• Base currency. USD.
• Default order size method. Fixed with size 1 contract.
• Pyramiding. 0.
• Commission. Flat 2 USD per order in the Strategy Tester Properties. (2$ buying + 2$selling)
• Slippage. One tick in the Strategy Tester Properties.
• Process orders on close. ON.
Realism and responsible publication
• No performance claims are made. Past results do not guarantee future outcomes.
• Costs use a realistic flat commission and one tick of slippage per trade for ES class futures.
• Default sizing with one contract on a 100 000 reference account targets modest per trade risk. In practice, extreme slippage or gap through events can exceed this, so treat the one and a half percent risk target as a design goal, not a guarantee.
• All orders are simulated on standard candles. Shapes can move while a bar is forming and settle on bar close.
Honest limitations and failure modes
• Economic releases, thin liquidity, and limit conditions can break the assumptions behind the simple gap model and lead to slippage or skipped fills.
• Symbols with very frequent or very large gaps may require adjusted multipliers or alternative risk handling, especially in high volatility regimes.
• Very quiet periods without clean gaps will produce few or no trades. This is expected behavior, not a bug.
• Session windows follow the exchange time of the chart. Always confirm that the configured session matches the symbol.
• When both the stop and target lie inside the same bar’s range, the PulseWire engine decides which is hit first based on its internal intrabar assumptions. Without bar magnifier, tie handling is approximate.
Legal
Education and research only. This strategy is not investment advice. You remain responsible for all trading decisions. Always test on historical data and in simulation with realistic costs before considering any live use.
Strategy
