Session Raid StatsThis indicator combines two ideas into one tool: it plots fixed-point projection levels above and below up to three configurable session ranges, and it tracks a **raid statistics table** that measures how often price breaks beyond each of those levels and closes back inside the range — a confirmed "raid" — across hundreds of historical sessions.
The result is a probability-based view of where price tends to reach and reverse after a session closes, expressed as a percentage drawn from real historical data on your current chart and timeframe.
---
**What is a Raid?**
A raid occurs when price breaks beyond a session's high or low by at least a user-defined minimum amount, then closes back inside the range. This is distinct from a simple breakout — a raid requires the close to return, confirming the move was a liquidity sweep rather than a sustained break.
The indicator tracks raids separately for the high side (upward sweeps above the range high) and the low side (downward sweeps below the range low).
---
**Features**
- Up to **3 independent session ranges**, each with configurable time windows (in NY timezone)
- **Range boxes** drawn during the session using wick high/low
- **Projection lines** drawn at fixed-point intervals beyond the range high and low when the session closes — all three ranges share the same level configuration so the lines are directly comparable
- **Raid detection** begins the moment each session range closes and runs for a user-configurable cutoff window
- **Raid statistics table** showing cumulative confirmed raid counts and probabilities at each level, for both the high and low side, for all three ranges
- **Cutoff line** drawn on the chart when each range's detection window expires, with configurable colour, style and label size
- Title row of each table panel is colour-matched to that range's box colour for instant visual identification
---
**How the Levels Work**
All projection lines and statistics table rows are driven by a single pair of inputs: **Level Start** and **Level Step**. If you set Level Start to 20pts and Level Step to 10pts, the six levels will be placed at 20, 30, 40, 50, 60 and 70 points beyond the range high and low. The same thresholds define the bucket boundaries in the statistics table — so the "≥ 20 pts" row in the table directly corresponds to the "+20pts" line on the chart.
This means the table is answering a precise question: *"Of all historical sessions on this chart, what percentage had a confirmed high-side raid that reached at least the +20pts line?"*
---
**Statistics Table — How to Read It**
The table shows one panel per range (or just the active range if "Show All 3 Panels" is turned off). Each panel contains:
| Column | Meaning |
|---|---|
| **Level** | The point threshold beyond the range high/low |
| **^ Cnt** | Number of historical sessions with a confirmed high-side raid reaching at least this level |
| **^ Prob** | That count as a percentage of total sessions tracked |
| **v Cnt** | Same for low-side raids |
| **v Prob** | Low-side probability |
The probabilities are **cumulative** — the "≥ 20pts" row counts all sessions where the confirmed raid reached *at least* 20pts beyond the range, including any that went further. This means probabilities always decrease as you move down the table to higher levels.
A **→** arrow next to a level indicates the current session's confirmed raid has been sized into that bucket.
The **STATUS** row at the bottom shows the live state of the current session:
- **WATCHING** — range has closed, cutoff window is open, no raid confirmed yet
- **CONFIRMED** — a raid has been confirmed this session, with the extension in points shown
- **WINDOW CLOSED** — the cutoff window has expired without a confirmation
The title row of each panel shows the session time string and total number of historical sessions used for the statistics.
---
**Raid Detection Logic**
Detection begins on the first bar after the session range closes and continues until the cutoff window expires:
1. A **touch** is registered when price wicks beyond the range high or low by more than the minimum raid size (configurable per range)
2. A **confirmation** is registered when, after a touch, price closes back inside the range
3. At the moment the cutoff window expires, the session is recorded — confirmed raids are bucketed by their extension size, sessions without a confirmation are recorded as no-raid and counted toward the denominator
Raids that touch outside the range but never close back inside are not recorded as confirmed raids, but they do count toward the session total used to calculate probabilities.
---
**Settings**
**Range Extension / Raid Levels** *(shared across all ranges)*
- **Level Start (pts)** — distance in points of the first level beyond the range high/low. This becomes the first line on the chart and the first row in the table.
- **Level Step (pts)** — distance between each subsequent level. With Start=20 and Step=10, levels are at 20, 30, 40, 50, 60, 70pts.
- **Level 1–6** — enable/disable individual levels. Disabling a level removes both the chart line and the corresponding table row.
**Range 1 / 2 / 3 Settings** *(per range)*
- **Session** — the time window in NY timezone (e.g. `0200-0215` for 2:00–2:15am ET). The range high and low are built from the wicks during this window.
- **Show Range Extension Lines** — toggle the projection lines on/off for this range
- **Show Range Box** — toggle the session range box on/off
- **Box colour** — colour of the range box (also tints the table title row for this range)
- **Line colour / Line style** — appearance of the projection lines
**Range 1 / 2 / 3 — Raid Detection** *(per range)*
- **Min Raid Size (pts)** — minimum distance price must wick beyond the range before a touch is registered. Filters out minor noise near the range boundary. Set this to match a reasonable minimum for the volatility of the session you are analysing.
- **Cutoff (mins after range close)** — how many minutes after the session closes the indicator will continue watching for raids. Set to 0 to watch indefinitely until the next session start. A cutoff line is drawn on the chart when this window expires.
**Raid Statistics — Table**
- **Position** — where the table appears on the chart
- **Text Size** — size of table text
- **Show All 3 Panels** — when on, all three range panels are shown side by side. When off, only the most recently active range is shown.
- **Max Historical Sessions** — caps the number of sessions used to build the statistics. Higher values give more statistically robust numbers; lower values weight recent history more heavily.
**Cutoff Line Display**
- **Cutoff Label Size / Colour** — appearance of the "R1 cutoff" label drawn on the chart
- **Cutoff Line Colour / Style** — appearance of the vertical dashed line drawn when the cutoff window expires
---
**Usage Notes**
- The indicator works on any **intraday timeframe**. The statistics accumulate over the chart history loaded by PulseWire — longer histories and lower timeframes generally produce more sessions and more reliable probabilities. For sessions shorter than 30 minutes, a 1–5 minute chart is recommended.
- The session times are evaluated in the **America/New_York timezone** regardless of your chart's timezone setting.
- Statistics reset if you change the session times or the level configuration, as the historical data will no longer match the current settings.
- For futures markets with overnight sessions (e.g. NQ, ES), set the session window to match the specific range period you want to analyse — for example the London open range, the Asia session high/low, or the NY open range.
- The **minimum raid size** should be calibrated to the instrument's typical noise level near range boundaries. Too low a value will register false touches on every minor wick; too high will miss genuine raids. A starting point is roughly half the average range size.
---
**Disclaimer**
This indicator is a statistical tool based on historical price data. Past probabilities do not guarantee future outcomes. It is intended as a research aid and does not constitute financial advice.
---
Indicator
Binance Futures All-in-One Info PanelTrading Binance Futures requires keeping an eye on multiple critical metrics simultaneously. The Ultimate Binance Futures Data Hub consolidates the most essential on-chain and exchange data—Open Interest, Funding Rates, Long/Short Ratios, and Rolling Volumes—into a single, sleek, and highly customizable dashboard directly on your chart. Stop switching tabs and get all the actionable insights you need at a glance.
🔥 Key Features:
📊 Lightning-Fast Open Interest (O.I.):
We bypassed the standard chart timeframe delays. The O.I. data updates every 1 minute regardless of the timeframe you are on. It displays the absolute value, the dynamic change (▲/▼) compared to the previous bar, and the total notional value in USDT.
💸 Funding Rates (F.R.):
Displays both the Current Rate (CR) and the Previous Rate (PR) to help you gauge market sentiment and premium index shifts instantly.
⏱️ Dynamic Countdown (C.D.):
A precise countdown timer to the next funding fee. Since Binance occasionally changes funding intervals for highly volatile coins, this indicator supports 1H, 4H, and standard 8H intervals (easily selectable in settings).
📈 Real-Time Volume (Vol.):
Tracks the volume of the current active candle, highlighting the difference from the previous candle alongside its USDT equivalent.
🌍 24h Rolling Volume (24h Vol.):
Automatically calculates the true rolling 24-hour volume and its USDT value based on your current chart's timeframe.
⚖️ Official Long/Short Ratio (L/S):
Instead of relying on volume estimations, this dashboard pulls the official Binance Accounts Long/Short Ratio (_LSR) data. It features a dynamic red-to-green color gradient for quick visual sentiment analysis.
🔍 5-Minute O.I. Micro-Trend:
A unique mini-histogram embedded in the table! It displays the Open Interest trend of the last five 5-minute bars. This allows you to spot micro O.I. trends instantly, even if you are viewing a 1-Hour or 4-Hour chart.
⚙️ Customization & Settings:
We know every trader's chart layout is unique. This indicator is built to adapt to your style:
Positioning: Move the panel to any corner or middle section of your screen (Top-Right, Bottom-Left, etc.).
Size: Choose between Small, Normal, or Large text sizes to fit your resolution.
Colors: Fully customizable background colors for the left-side labels to match your specific chart theme (Dark or Light mode).
💡 How to use the Funding Interval Setting:
By default, most Binance coins use an 8-Hour funding interval. However, for highly volatile assets, Binance may lower this to 4H or 1H. PulseWire cannot automatically detect this shift. If you are trading a coin with a modified schedule, simply go to the indicator settings and change the "Funding Interval" to 1H or 4H to keep the countdown perfectly synced.
If you find this tool helpful for your daily trading, please leave a 👍 boost and share your feedback in the comments!
#Binance #Futures #OpenInterest #FundingRate #Volume #Dashboard #LSRatio #Crypto
Indicator
Average Daily Range by BlemAverage Daily Range (ADR) Indicator
Displays the Average Daily Range of any instrument directly on your chart as a clean, screen-anchored overlay — accurate on any timeframe from 1-minute to weekly.
What it shows:
1. Average Daily Range — the N-day average of daily high-low ranges (default 14 days)
2. ADR Remaining — how much of today's average range is still uncovered, useful for setting intraday targets (optional, can be toggled off)
How it works:
ADR is calculated using actual daily candle data regardless of the timeframe you are viewing, so the value is always consistent and accurate.
Fully customizable:
• ADR lookback period
• Screen position (9 combinations — top/middle/bottom × left/center/right)
• Background color, text color, text size
• ADR Remaining color thresholds (green when range remains, red when nearly exhausted)
• Toggle ADR Remaining on/off
How to use:
Traders use ADR to understand how much movement to expect in a session. When ADR Remaining is high, there is still room for the move to continue. When it approaches zero, the daily range is nearly complete and momentum may fade.
ADR is a statistical generalization based on past price behavior.
On any given day, price may fall short of the average, or exceed it significantly. It should never be treated as a guaranteed target or a hard boundary.
Use it as a general reference for expected daily movement, not as a precise prediction. Indicator
Indicator
Turtle TV True Open Table📊 True Open — Session Level Indicator
Track the most important price levels of the trading day with the True Open TTV indicator. This tool plots five key session open levels directly on your chart and gives you a live status table showing whether price is trading Above, Below, or At each open.
──────────────────────────
🔑 LEVELS TRACKED
──────────────────────────
• TMSO — Tokyo Midnight Session Open
• NYO — New York Open (09:30 ET)
• TDO — Today's Daily Open
• TWO — This Week's Open (Monday)
• TMO — This Month's Open
──────────────────────────
📋 FEATURES
──────────────────────────
✅ Live status table (Above / Below / At) with color coding
✅ Horizontal level lines with price labels on the chart
✅ Auto-captures session opens from live price action
✅ Manual level override inputs for custom session times
✅ Fully customizable — colors, line style, table position
✅ Works on any instrument: futures, forex, indices, crypto
──────────────────────────
🎨 COLOR LOGIC
──────────────────────────
🔴 Red → Price is ABOVE the open (bearish bias vs. that level)
🟢 Green → Price is BELOW the open (bullish bias vs. that level)
🟡 Amber → Price is AT the open (within 1 point — key decision zone)
──────────────────────────
⚙️ SETTINGS
──────────────────────────
All inputs are adjustable in the settings panel:
• Show/hide table, lines, and labels
• Table position (Top Right / Left / Bottom)
• Line style: Solid, Dashed, or Dotted
• Manual price overrides for each session level
• Custom colors for Above, Below, At, and table background
──────────────────────────
📌 HOW TO USE
──────────────────────────
Session opens are auto-detected using UTC time. If your broker's data feed uses a different session boundary, use the manual override inputs in the settings to pin each level manually.
Best used on intraday timeframes (1m–1H) for NQ, ES, YM, GC, currencies, or any instrument where session opens act as key support/resistance.
──────────────────────────
If you find this useful, please give it a ⭐ and share your feedback in the comments. Suggestions for new session levels or features are welcome!
#futures #NQ #ES #sessionlevels #trueopen #TTV #daytrading #priceaction Indicator
Library
Indicator
Crypto Confirmation Engine - Auto Detect CoinFull Description:
This indicator provides a multi-factor market confirmation system designed to evaluate whether a trading setup is aligned with the broader crypto market.
Instead of generating signals, it focuses on context, strength, and confirmation.
🔍 What it analyzes:
Relative strength of the coin vs BTC and ETH
Market direction using TOTAL, TOTAL2, and OTHERS
Risk sentiment through USDT Dominance (USDT.D)
Internal trend using EMA structure and RSI
🧠 How it works:
The script calculates two independent scores:
Long Score
Short Score
Then derives a final market bias:
🟢 LONG BIAS → strong bullish alignment
🔴 SHORT BIAS → strong bearish alignment
⚪ NEUTRAL / WAIT → mixed or weak conditions
All outputs are visually simplified into a clean, transparent table.
⚙️ Key Features:
Auto-detects the active chart symbol
Fully adapts to the current timeframe
Multi-market confirmation (BTC, ETH, TOTAL2, USDT.D)
Soft UI for distraction-free analysis
Designed for decision support, not signal chasing
📌 Best Use Cases:
Confirming trade setups before entry
Avoiding trades during conflicting market conditions
Evaluating altcoin strength vs the market
Filtering out low-probability trades
⚠️ Disclaimer:
This tool does not provide trading signals or financial advice.
It is intended to assist traders in understanding market alignment and should always be used alongside proper risk management and personal analysis. Indicator
Adaptive Sharpe Ratio (Robust & Regime-Aware)Adaptive Sharpe Ratio (Robust & Regime-Aware) — ASR+
ASR+ (Adaptive Sharpe Ratio) on a daily chart, highlighting regime shifts and dynamically adjusted risk-aware performance.
WHAT IS ASR+
ASR+ (Adaptive Sharpe Ratio) is an enhanced version of the traditional Sharpe Ratio designed to remain statistically reliable in real market conditions.
It improves on the standard model by correcting for autocorrelation, fat tails, and regime-dependent volatility—factors that routinely distort conventional Sharpe readings.
The result is a more stable, realistic measure of risk-adjusted performance that adapts across timeframes, asset classes, and market environments.
WHY THIS MATTERS
The standard Sharpe Ratio assumes:
Stable volatility
Independent returns
Normally distributed returns
Real markets violate all of these assumptions.
Result: Sharpe can become inflated, unstable, and misleading—often underestimating risk, especially on lower timeframes.
ASR+ is designed to overcome these shortcomings.
WHAT “ROBUST” MEANS
ASR+ is built to resist common distortions:
Outliers & fat tails → adjusted
Skewed returns → penalized
Autocorrelation → corrected (HAC / Newey–West)
Small samples → estimation bias reduced
Result: more stable and realistic Sharpe values.
WHAT “REGIME-AWARE” MEANS
Markets change — volatility and behavior shift.
ASR+ adapts dynamically:
High volatility → stronger risk penalty
Calm markets → normalized evaluation
Regime shifts → reflected in real time
Result: avoids false confidence during risky conditions.
─────────────────────────────────────────
WHAT MAKES ASR+ DIFFERENT
─────────────────────────────────────────
🔹 HAC Autocorrelation Correction (Newey-West)
Uses a 4-lag Bartlett kernel to correct for serial correlation in returns. When returns are trending or mean-reverting, standard volatility estimates are biased. ASR+ adjusts variance to prevent Sharpe inflation during momentum regimes.
🔹 Cornish-Fisher Tail Adjustment
Incorporates skewness and excess kurtosis into the risk estimate. Markets with fat tails or negative skew carry more downside risk than standard deviation alone captures. This adjustment penalizes asymmetric or heavy-tailed return distributions at the 95% confidence level.
🔹 Volatility Regime Penalty
Detects when current volatility is elevated relative to its historical average and applies a dynamic penalty. ASR+ becomes more conservative exactly when standard Sharpe is most likely to mislead.
🔹 Small-Sample Uncertainty Correction
Applies a bias correction to the mean return estimate, accounting for statistical uncertainty from limited observations. Shorter lookbacks carry more estimation error, which ASR+ reflects.
🔹 Adaptive Risk Adjustment
All adjustments — tail risk, volatility regime, autocorrelation, and estimation uncertainty — are combined through an interaction-aware framework. This prevents double-counting while allowing interacting risk factors to generate appropriately compounded penalties. The total adjustment is capped to avoid over-penalization.
🔹 Multi-Asset, Multi-Timeframe Scaling
Automatically detects asset type (crypto, equities, forex, futures) and timeframe (seconds through monthly) and applies appropriate annualization.
Crypto → 365-day, 24-hour markets
Equities → 252-day, 6.5-hour sessions
No manual configuration required.
🔹 Extreme Value Moderation
During periods of high volatility or reduced estimation reliability, ASR+ moderates extreme Sharpe values in both directions. Positive readings may be reduced, while negative readings may move closer to zero, reflecting lower statistical confidence rather than a change in underlying performance.
🔹 Logarithmic Returns
ASR+ uses logarithmic (log) returns instead of arithmetic returns. Log returns are time-additive and more statistically consistent across timeframes, improving the stability and comparability of risk-adjusted performance, particularly over longer horizons and in the presence of compounding.
ADAPTIVE VS STANDARD SHARPE
Toggle between:
Standard Sharpe → baseline calculation (thinner line)
ASR+ → adjusted, real-world version (thicker line)
Use this to:
Detect inflated Sharpe values
Reveal hidden risk
Validate strategy robustness
─────────────────────────────────────────
REGIME CLASSIFICATION
─────────────────────────────────────────
Light theme view for clarity and accessibility. The same regime classification logic is applied across themes.
ASR+ colors both the plotted line and background for instant interpretation:
🔴 Red → Below 0 — Negative risk-adjusted return
⚫ Gray → 0 to 1 — Subpar performance
🟢 Green → 1 to 2 — Good performance
💚 Lime → Above 2 — Exceptional performance
─────────────────────────────────────────
KEY INPUTS & SETTINGS
─────────────────────────────────────────
→ Lookback Period
Minimum: 50 bars (Daily & Intraday), 36 (Weekly), 24 (Monthly)
Recommended: 63 (Daily), 100 (4H), 252 (1H), 500 (30M)
For high-volatility assets (e.g., growth stocks, crypto), longer lookbacks are recommended to reduce sensitivity to short-term trends
Short lookbacks during strong trending conditions can produce elevated readings that reflect momentum rather than sustainable risk-adjusted performance
→ Risk-Free Rate
Annualized (default 4.5%), adjustable to reflect prevailing rates
→ Show Adaptive vs Standard Sharpe
Plot both to visualize adjustment magnitude
→ EMA Smoother
Optional smoothing to reduce noise
→ Background Regime Colors
Fully customizable
─────────────────────────────────────────
WHO THIS IS FOR
─────────────────────────────────────────
→ Quantitative traders evaluating strategies
→ Multi-asset traders needing consistent metrics
→ Risk-conscious traders focused on efficiency, not just returns
→ Systematic traders monitoring regime shifts in real time
IMPORTANT
ASR+ is not a buy/sell signal.
It measures the quality of returns to support:
Strategy evaluation
Risk control
Position sizing
All calculations are based on confirmed historical data and do not rely on future values.
─────────────────────────────────────────
Built with statistical rigor for traders who demand more accurate evaluation tools.
─────────────────────────────────────────
Indicator
Indicator
Indicator
MaidongFVGLibrary## Title
`Maidong FVG Library`
## Short Description
Reusable Pine library for detecting and optionally rendering multi-timeframe imbalance zones with midpoint mitigation and pressure overlays.
## Full Description
This library provides a compact API for working with multi-timeframe imbalance zones inside other PulseWire indicators.
Core capabilities:
- Detects bullish and bearish imbalance zones from a selectable source timeframe
- Applies a displacement filter using the relationship between candle body size and a smoothed body baseline
- Uses confirmed source-timeframe data for stable MTF evaluation
- Optionally draws active zones directly from the library
- Supports midpoint or full-fill mitigation logic
- Can render midpoint guides and directional pressure slices inside each active zone
- Returns the latest active bullish and bearish zone levels for downstream logic
The library is intended for indicator authors who want reusable imbalance-zone logic without embedding a full standalone chart tool in every script.
## Exported Function
### `scanImbalanceZones(...)`
```pine
import username/MaidongFVGLibrary/1 as iz
=
iz.scanImbalanceZones(
sourceTimeframe,
displacementFactor,
mitigateAtMidpoint,
projectionBars,
drawBullish,
drawBearish,
drawMidpoint,
drawPressure,
bullishPressureColor,
bearishPressureColor,
zoneColor)
```
## Parameters
- `sourceTimeframe`: Timeframe used to evaluate imbalance conditions. Use `""` to use the chart timeframe.
- `displacementFactor`: Minimum body-strength multiplier relative to the smoothed body baseline.
- `mitigateAtMidpoint`: When `true`, a zone is cleared after price reaches its midpoint. When `false`, full fill is required.
- `projectionBars`: Number of chart bars used to project the rendered zone forward in time.
- `drawBullish`: Draw bullish zones.
- `drawBearish`: Draw bearish zones.
- `drawMidpoint`: Draw a dashed midpoint line inside each rendered zone.
- `drawPressure`: Draw directional pressure slices inside each rendered zone.
- `bullishPressureColor`: Color used for the upper demand slice.
- `bearishPressureColor`: Color used for the lower supply slice.
- `zoneColor`: Base fill and border color for the full zone.
## Return Values
The function returns 12 values:
1. `newBullish`
2. `bullishStartTime`
3. `bullishUpper`
4. `bullishLower`
5. `bullishMidpoint`
6. `newBearish`
7. `bearishStartTime`
8. `bearishUpper`
9. `bearishLower`
10. `bearishMidpoint`
11. `bullishActiveCount`
12. `bearishActiveCount`
These values let the caller build alerts, filters, dashboards, or custom drawings without reimplementing the zone engine.
## Detection Model
Bullish zone:
- current low is above the high from two source bars back
- current close remains above that earlier high
- body size is at least `displacementFactor` times the smoothed body baseline
- evaluation uses confirmed source-timeframe bars
Bearish zone:
- current high is below the low from two source bars back
- current close remains below that earlier low
- body size is at least `displacementFactor` times the smoothed body baseline
- evaluation uses confirmed source-timeframe bars
## Publishing Notes
- Publish as a `Library`
- Add enough `max_boxes_count` and `max_lines_count` in consuming scripts
- If your published script uses the drawing options, mention that the library manages visual objects internally
## Suggested Release Notes
`v1`
- Initial public release
- Added reusable multi-timeframe imbalance-zone scanning
- Added optional midpoint and pressure rendering
- Added active-zone return values for downstream indicators Library
Advanced MTF RSI, Stochastic RSI & Trend DashboardAre you tired of constantly switching between timeframes to check market momentum and trend direction? The Advanced MTF RSI, Stochastic RSI & Trend Dashboard brings all the critical data you need into a single, fully customizable, and highly visual table on your chart.
Designed for day traders, swing traders, and scalpers, this indicator provides a macro and micro view of the market at a glance.
🔥 Key Features:
Multi-Timeframe (MTF) Power: Monitor 10 different timeframes simultaneously (from 1m up to 1M). You can toggle each timeframe on or off depending on your trading style.
Real-Time Trend Detection: Instantly see if the market is "Bull" or "Bear" across different timeframes based on the EMA 50.
Combined Momentum Metrics: Displays standard RSI alongside Stochastic RSI (both %K and %D lines) independently.
Dynamic Visual Alerts: The table background automatically changes color based on market conditions:
Overbought Zones: Turns Red (RSI ≥ 70, SRSI ≥ 80).
Oversold Zones: Turns Green (RSI ≤ 30, SRSI ≤ 20).
Trend Status: Green for Bull (Price > EMA 50), Red for Bear (Price < EMA 50).
Ultimate Customization:
Adjust the table's position (Top Right, Bottom Left, etc.) and text size to fit your screen perfectly.
Turn specific rows (Trend, RSI, SRSI K, SRSI D) on or off to keep your chart clean.
Fully customizable colors for headers, text, and conditional backgrounds.
Independent length and source settings for both RSI and Stochastic RSI.
💡 How to Use:
Use the Dashboard to find confluence. For example, if you are looking for a long entry, you might wait for the higher timeframes (4h, 1d) to show a "Bull" trend, while looking for the lower timeframes (5m, 15m) to hit the oversold (Green) levels on RSI/SRSI for an optimal entry point.
Disclaimer: This script is for educational and informational purposes only. It does not constitute financial advice. Indicator
Quantum Catalyst Nexus [AnkeAlgo]Quantum Catalyst Nexus
This publication introduces an institutional-grade catalyst engine built for traders who want more than decorative clouds and generic momentum arrows. Quantum Catalyst Nexus combines structural displacement, participation analysis, internal delta pressure, and higher-timeframe bias into a single execution framework designed for real chart work.
What Makes This Different
Most public indicators stop at one layer: trend, volume, or market structure. This one was engineered as a decision stack.
Structure Layer: detects confirmed Market Structure Shift events instead of blindly reacting to every swing break.
Participation Layer: measures relative volume expansion so weak breakouts are filtered out.
Internal Delta Layer: estimates whether the bar closes with true directional pressure inside its own range.
Impulse Layer: checks body efficiency so low-quality candles do not get promoted into premium signals.
MTF Bias Layer: aligns the active chart with a higher-timeframe context, defaulting to an automatic 3x timeframe.
Signal Hierarchy: separates Standard catalysts from Prime catalysts so the chart communicates quality, not just direction.
The goal is not to print more signals. The goal is to rank directional events by quality so the trader can focus on expansion with context.
Core Design Philosophy
Quantum Catalyst Nexus was designed around one institutional idea: meaningful moves tend to occur when structure shifts, participation expands, and directional pressure aligns across timeframes. When these conditions converge, the market is no longer just drifting. It is transitioning.
Indicator Architecture
Detect local swing structure with confirmed pivots.
Require a minimum ATR-based displacement before labeling a break as an MSS event.
Measure relative volume against a rolling average to detect participation shock.
Compute internal buy-vs-sell pressure from the candle's close location inside its range.
Smooth delta pressure to reduce single-bar noise.
Project a higher-timeframe bias using the default Auto 3x framework.
Score each event and classify it as Standard or Prime.
Render the result through a clean cloud, premium candle coloring, HTF rails, HUD, and alert conditions.
Core Code: Auto 3x Higher-Timeframe Engine
The indicator automatically derives a higher-timeframe context from the active chart. A 5-minute chart reads from 15-minute logic, a 15-minute chart reads from 45-minute logic, a 1-hour chart reads from 3-hour logic, and so on.
f_autoTripleTf() =>
timeframe.isseconds ? str.tostring(timeframe.multiplier * 3) + "S" :
timeframe.isminutes ? str.tostring(timeframe.multiplier * 3) :
timeframe.isdaily ? str.tostring(timeframe.multiplier * 3) + "D" :
timeframe.isweekly ? str.tostring(timeframe.multiplier * 3) + "W" :
timeframe.ismonthly ? str.tostring(timeframe.multiplier * 3) + "M" :
timeframe.period
activeHtf = htfMode == "Auto 3x" ? f_autoTripleTf() : customHtf
htfFast = request.security(syminfo.tickerid, activeHtf, ta.ema(hlc3, math.max(3, lookback)))
htfSlow = request.security(syminfo.tickerid, activeHtf, ta.ema(hlc3, math.max(6, lookback * 2)))
htfDelta = request.security(
syminfo.tickerid,
activeHtf,
ta.ema(((close - low) / math.max(high - low, syminfo.mintick) * volume - (high - close) / math.max(high - low, syminfo.mintick) * volume) / math.max(volume, 1) * 100.0, deltaSmooth)
)
htfTrend = htfFast > htfSlow ? 1 : htfFast < htfSlow ? -1 : 0
htfBull = htfTrend >= 0 and htfDelta >= 0
htfBear = htfTrend <= 0 and htfDelta <= 0
Why This Matters
A signal on the execution timeframe becomes dramatically more relevant when the higher timeframe is already supportive. The default 3x model keeps the workflow fast and practical without forcing the user to manually synchronize timeframes.
Core Code: Market Structure Shift + Participation Logic
Structure alone is not enough. A true catalyst must displace with intent.
atr = ta.atr(14)
priceRange = math.max(high - low, syminfo.mintick)
bodyPct = math.abs(close - open) / priceRange * 100.0
ph = ta.pivothigh(high, lookback, lookback)
pl = ta.pivotlow(low, lookback, lookback)
bullMss = not na(lastPh) and close > lastPh and close <= lastPh and close - lastPh > atr * mssAtrConfirm
bearMss = not na(lastPl) and close < lastPl and close >= lastPl and lastPl - close > atr * mssAtrConfirm
avgVol = ta.sma(volume, volumeLookback)
relVol = avgVol > 0 ? volume / avgVol : 0.0
isVolumeSurprise = relVol >= volThresh
buyIntensity = (close - low) / priceRange * volume
sellIntensity = (high - close) / priceRange * volume
deltaFlow = ((buyIntensity - sellIntensity) / math.max(volume, 1)) * 100.0
deltaTrend = ta.ema(deltaFlow, deltaSmooth)
Logic Walkthrough
1. MSS Filter
A break is only accepted when price takes out the last confirmed structural pivot and exceeds an ATR-based displacement threshold. This reduces fragile one-tick violations and improves the quality of structural events.
2. Relative Volume Filter
The script measures current volume against a rolling average. A catalyst should not just break structure; it should break structure with participation. Relative volume is the proxy for that expansion.
3. Internal Delta Approximation
The indicator estimates directional pressure by observing where the candle closes inside its own range. A bullish bar closing near the high with strong volume carries very different information from a weak close in the middle of the range.
4. Impulse Quality
The body percentage test acts as a quality gate. Efficient candles are more likely to represent committed flow rather than indecision.
Core Code: Signal Scoring and Prime Classification
bullImpulse = bodyPct >= bodyImpulseMin and close > fastFlow
bearImpulse = bodyPct >= bodyImpulseMin and close < fastFlow
bullCloudAlign = fastFlow > slowFlow
bearCloudAlign = fastFlow < slowFlow
htfPassBull = not useHtfBias or htfBull
htfPassBear = not useHtfBias or htfBear
bullScore = (bullMss ? 2 : 0) + (isVolumeSurprise ? 1 : 0) + (bullPressure ? 1 : 0) + (bullImpulse ? 1 : 0) + (bullCloudAlign ? 1 : 0) + (htfPassBull ? 1 : 0)
bearScore = (bearMss ? 2 : 0) + (isVolumeSurprise ? 1 : 0) + (bearPressure ? 1 : 0) + (bearImpulse ? 1 : 0) + (bearCloudAlign ? 1 : 0) + (htfPassBear ? 1 : 0)
bullCatalyst = bullMss and htfPassBull and bullScore >= minCatalystScore
bearCatalyst = bearMss and htfPassBear and bearScore >= minCatalystScore
bullPrime = bullCatalyst and bullScore >= primeCatalystScore and relVol >= volThresh * 1.1 and bodyPct >= bodyImpulseMin + 5
bearPrime = bearCatalyst and bearScore >= primeCatalystScore and relVol >= volThresh * 1.1 and bodyPct >= bodyImpulseMin + 5
Prime vs Standard Signals
Standard Catalyst: A valid event that satisfies the minimum directional quality threshold.
Prime Catalyst: A higher-grade event with stronger scoring, stronger participation, and cleaner impulse quality.
S+ / S-: Standard Bull and Standard Bear catalysts.
P+ / P-: Prime Bull and Prime Bear catalysts.
This hierarchy is important because real markets do not deliver the same quality of expansion every time. The chart should tell you when a move is merely acceptable and when it is exceptional.
Visual System
The chart is not designed as a toy dashboard. Every element exists to compress information.
Dynamic Delta Cloud: visualizes local flow direction through a fast-vs-slow trend envelope.
Premium Candle Coloring: reflects trend, delta support, and Prime/Standard signal quality.
HTF Structure Rails: marks the most relevant higher-timeframe pivot references.
HUD: surfaces live structure, HTF bias, catalyst state, score, relative volume, and delta condition.
How To Use It
Trend Continuation Workflow
Wait for the cloud to align with the higher timeframe.
Look for a fresh Standard or Prime catalyst in the same direction as the HTF bias.
Prioritize Prime signals when relative volume expands and the score remains elevated.
Use the last structural invalidation or the opposite rail as your contextual risk reference.
Early Trend Transition Workflow
Watch for an MSS against the previous intraday bias.
Confirm that relative volume expands.
Require deltaTrend to flip and stay supportive.
Upgrade conviction only if the event becomes Prime or if the HTF bias also begins to turn.
Cross-Timeframe Workflow
The default design uses a 3x higher-timeframe relationship.
5m chart -> 15m bias
15m chart -> 45m bias
1H chart -> 3H bias
4H chart -> 12H bias
1D chart -> 3D bias
This keeps the indicator highly usable for intraday traders, swing traders, and multi-session traders without requiring manual reconfiguration. If you need a more specific framework, switch the HTF mode to Custom and select the exact timeframe yourself.
Recommended Settings
Fast intraday trading: lower lookback slightly, keep Auto 3x enabled, keep Prime filtering active.
Balanced execution: default settings are already tuned for practical signal density.
Higher selectivity: increase Min Catalyst Score and Prime Catalyst Score.
Cleaner charting: disable mini levels and pulse background, keep HUD on.
HUD Interpretation
The HUD is meant to answer the six questions a professional trader asks before acting.
Structure: Is the local market structurally bullish, bearish, or neutral?
HTF Bias: Is the larger context supporting the trade?
Catalyst: Is the current event Prime, Standard, or inactive?
Score: How many quality layers are currently aligned?
Rel Volume: Is participation above average?
Delta: Is internal directional pressure reinforcing the move?
Alert Setup
Quantum Catalyst Nexus includes separate alert conditions for precise workflow automation.
newBullPrime = bullPrime and not bullPrime
newBearPrime = bearPrime and not bearPrime
newBullStandard = bullStandard and not bullStandard
newBearStandard = bearStandard and not bearStandard
newAnyCatalyst = (bullCatalyst or bearCatalyst) and not (bullCatalyst or bearCatalyst )
alertcondition(newBullPrime, "Prime Bull Catalyst", "Prime Bull Catalyst detected on {{ticker}} | TF: {{interval}}")
alertcondition(newBearPrime, "Prime Bear Catalyst", "Prime Bear Catalyst detected on {{ticker}} | TF: {{interval}}")
alertcondition(newBullStandard, "Standard Bull Catalyst", "Standard Bull Catalyst detected on {{ticker}} | TF: {{interval}}")
alertcondition(newBearStandard, "Standard Bear Catalyst", "Standard Bear Catalyst detected on {{ticker}} | TF: {{interval}}")
alertcondition(newAnyCatalyst, "Any Catalyst Signal", "A Catalyst signal was detected on {{ticker}} | TF: {{interval}}")
How To Configure Alerts In PulseWire
Add the indicator to the chart.
Open the PulseWire alert dialog.
Select Quantum Catalyst Nexus as the condition source.
Choose one of the dedicated conditions: Prime Bull, Prime Bear, Standard Bull, Standard Bear, or Any Catalyst Signal.
Use Prime alerts for high-conviction monitoring, or Any Catalyst for broad market scanning.
Professional Use Cases
Intraday continuation after an opening range shift.
Momentum confirmation after a retest and reclaim.
Bias alignment between execution timeframe and supervisory timeframe.
Event filtering for semi-systematic discretionary trading.
Screening catalyst events across multiple watchlist instruments.
Important Interpretation Note
This indicator is not trying to predict every turning point. It is built to highlight moments when structure, participation, and internal pressure synchronize. In professional execution, that synchronization matters far more than decorative overfitting.
Final Word
Quantum Catalyst Nexus is built for traders who want a premium catalyst framework instead of a noisy momentum overlay. If you trade structure, respect participation, and care about cross-timeframe alignment, this tool was engineered for that exact workflow.
If this release helps your process, boost it with a rocket and share how you are using Prime versus Standard catalysts in your own market environment. Indicator
Hawkes Branching [N4]hawkes branching — the math under crashes.
every crash has the same internal shape. each large move increases the chance of the next, the kernel sustains itself, then it does not. this indicator plots the line.
what it does
λ_t is the asset's own self-exciting intensity, recursive and bounded. when the kernel α·exp(-β·t) sustains itself, the branching ratio η = α/β crosses 1 — the regime moves from stable to explosive. plotted as a histogram + threshold band at η = 1 (the bifurcation line, dashed white).
multi-timeframe coupling on D / W / M, with the canonical non-repaint idiom (request.security on offset, lookahead_on). most TV Hawkes scripts repaint the realtime higher-TF bar; this one does not.
regime states
ESPERAR / wait — η stable, λ low (secondary color)
ATENCION / attention — λ rising, η near 1 (primary lighter)
REGIMEN / regime — λ explosive OR η > 1 (primary intense)
inputs
α (jump magnitude): default 0.6, sensible range 0.3 to 1.0
β (decay rate): default 1.2, sensible range 0.5 to 3.0
exceedance percentile: default 90, can tune to 95 for quieter assets
lookback: 252 trading days
idioma / language: es | en (deck labels toggle)
reference
Bacry, Mastromatteo, Muzy 2015 — "Hawkes processes in finance" (Market Microstructure & Liquidity vol. 1).
open source. educational. NFA. the code does not solve the risk, it names it. Indicator
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DCA Calculator v101. User Inputs (input.*)
This section creates the settings menu you see when you click the gear icon in PulseWire.
Timeframe Settings: Determines when the script is active. It can automatically detect the first available data point (i_autoStart) or wait for a specific year (i_startYear). It also features a stopping mechanism (i_autoStop / i_stopYear) so you can simulate an investment period that ended in the past while tracking its value up to today.
EMA Filter Settings: This is the trend-following toggle (i_useEMA). If activated, it calculates an Exponential Moving Average (ta.ema).
Interest Settings: Allows you to define an annual percentage yield (i_interestRate) for the cash waiting on the sidelines.
2. Variables (var)
In Pine Script, using var means the variable is initialized only once on the very first bar and then remembers its value from bar to bar.
totalInvested: The total money transferred from your "bank" into the strategy.
totalShares: The fractional amount of the asset you actually own.
savedCash: The uninvested money sitting on the sidelines when the price is below the EMA.
totalInterestEarned: A tracker just to see how much of your final value came purely from interest.
3. The Core Logic: Time and Interest
Before making any trades, the script checks two things on every single bar (day):
Is it time to invest? isValidTimeForInvest checks if the current date falls between your chosen start and stop years.
Do we get interest? If you have savedCash > 0, it calculates exactly how many milliseconds have passed since the last bar, converts that to days, applies the daily interest rate, and adds the free money to your cash pile.
4. The Investment Logic
If the current date is within your active timeframe, the script looks for two specific events to deploy capital:
Event A: A New Month begins (isNewMonth).
It adds your i_monthlyInvestment to your totalInvested pool.
Check the EMA: If the EMA filter is ON and the current price is below the EMA line, it refuses to buy. Instead, it adds the money to savedCash.
Otherwise: It takes the monthly money PLUS any savedCash you've accumulated, divides it by the current closing price to calculate how many shares you get, and sets savedCash back to 0. It also draws a green label.
Event B: The Crossover (crossesOverEma).
If the price shoots up and crosses the EMA line from below to above, a new uptrend is signaled.
If you have a mountain of savedCash waiting, the script instantly buys shares with all of it on that exact day (drawing a blue label) instead of waiting for the 1st of the next month.
5. The Drawdown Logic
This block runs on every bar to find out how bad the psychological pain of the strategy was.
It calculates your currentPortfolioValue (the value of your shares + your uninvested cash).
It updates peakValue if your portfolio hits a new all-time high.
If the portfolio drops below the peakValue, it calculates the percentage drop. If this drop is worse than the previous maxDD (Maximum Drawdown), it records the new worst percentage and the exact date (maxDD_time).
6. The Results Table (table.*)
This part only executes on the very last bar of the chart (if barstate.islast).
It calculates your final Return on Investment (roi) and absolute net profit (profitAbs).
It dynamically builds the header text using syminfo.ticker (so it knows if you are looking at QQQ or GBTC) and your actual start/stop dates.
Finally, it draws the dark, semi-transparent box on the middle-right of your screen and populates all the rows with the final numbers, using green for profits and red for drawdowns to make it easy to read. Indicator
Universal Session Open V.3 - TF 1/15DESCRIZIONE DELLO SCRIPT:
Cos'è Universal Session Open V3?
L’Universal Session Open V3 è un indicatore avanzato studiato per lavorare sui timeframe a 1 e 15 minuti. È progettato per i trader che vogliono unire la ciclicità del tempo (le sessioni di borsa) con la precisione millimetrica dei volumi (Volume Profile e vPOC).
Lo scopo di questo strumento è mappare con esattezza l'attività delle tre sessioni principali (Tokyo, Londra e New York) per individuare i livelli in cui le istituzioni hanno accumulato i massimi volumi.
Caratteristiche Principali
Tracciamento Sessioni Intraday: Evidenzia l'apertura esatta di Tokyo, Londra e New York con linee e label dedicate.
Volume Profile Integrato: Calcola e traccia in tempo reale il POC (Point of Control), il VAH (Value Area High) e il VAL (Value Area Low) di ciascuna sessione.
Virgin POC (vPOC) Dinamici: Alla chiusura di ogni sessione, se il POC non è stato toccato, l'indicatore lo trasforma in un vPOC tratteggiato e semi-trasparente, estendendolo verso destra. La linea si interrompe automaticamente nel momento esatto in cui il prezzo la tocca nel futuro.
Grafica Ottimizzata per SMC: I colori e i livelli sono studiati per essere puliti e riposanti, perfetti per essere usati insieme ad altri indicatori (es. FVG e SMC).
Come Imposto la Mia Operatività (La Strategia di Confluenza)
Per ottenere il massimo da questo indicatore, vi spiego la mia regola di trading ferrea che unisce struttura, tempo e volume:
Identifico la Fascia SMC: Aspetto che il prezzo entri in una zona di interesse istituzionale. Uso i rettangoli Rosa (Premium/Supply) per cercare vendite e i rettangoli Blu (Discount/Demand) per cercare acquisti.
Cerco la Confluenza con il vPOC: Guardo se all'interno di quella fascia è presente un vPOC non mitigato (linea rosa tratteggiata generata dall'indicatore).
Controllo le Conferme nella Dashboard: Verifico sulla dashboard che la borsa attuale mostri un'estensione del volume significativa e che la pressione Buy/Sell (Delta) confermi l'inversione.
Il Trigger d'Ingresso: Se il vPOC è dentro la fascia e i volumi confermano, quello è il mio livello esatto per piazzare l'ordine.
Gestione dello Stop Loss e del Rischio
Lo Stop Loss va posizionato sempre appena fuori dalla fascia SMC (sotto la fascia blu per i Long, sopra la fascia rosa per gli Short). Questo permette di rischiare pochissimi pip a fronte di guadagni molto più grandi, mantenendo un Risk/Reward medio di 1:3 o superiore. Se il prezzo tocca un vPOC che si trova nel "vuoto" (fuori dalle fasce di ordine SMC), lo ignoro.
NOTE PER LA COMMUNITY:
Questo indicatore viene rilasciato gratuitamente per tutti i trader che vogliono fare un salto di qualità nella lettura dei volumi e delle sessioni. Se lo trovi utile per il tuo trading, lascia un "Boost" e aggiungilo ai preferiti!
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What is Universal Session Open V3?
Universal Session Open V3 is an advanced indicator specifically designed for 1-minute and 15-minute timeframes. It is tailored for traders who want to combine time cycles (market sessions) with precise volume data (Volume Profile and vPOCs).
This tool accurately maps the activity of the three major trading sessions (Tokyo, London, and New York) to identify the exact levels where institutions have accumulated the highest trading volume.
Key Features
Intraday Session Tracking: Highlights the exact opening prices for Tokyo, London, and New York with dedicated lines and labels.
Integrated Volume Profile: Calculates and plots the POC (Point of Control), VAH (Value Area High), and VAL (Value Area Low) for each session in real-time.
Dynamic Virgin POCs (vPOC): At the end of each session, if the POC remains untouched, the indicator converts it into a dashed, semi-transparent vPOC line and extends it to the right. The line automatically stops plotting the exact moment price mitigates it in the future.
Optimized for SMC: Colors and levels are clean and non-intrusive, making it the perfect companion for other indicators like FVG and SMC setups.
Trading Strategy & Confluence Rules
To get the most out of this indicator, here is my strict trading plan combining structure, time, and volume:
Identify the SMC Zone: Wait for the price to enter an institutional area of interest. Use Pink rectangles (Premium/Supply) for shorts and Blue rectangles (Discount/Demand) for longs.
Find the vPOC Confluence: Check if there is an unmitigated vPOC (dashed pink line created by the indicator) lying inside that specific SMC zone.
Check the Dashboard Confirmations: Look at your volume dashboard to verify that the current session shows significant volume extension and that the Buy/Sell pressure (Delta) confirms the reversal.
The Entry Trigger: If the vPOC is inside the zone and volume confirms it, that is the exact level to place the order.
Risk Management & Stop Loss
Always place the Stop Loss just outside the SMC zone (below the blue zone for Longs, above the pink zone for Shorts). This allows for a very tight Stop Loss and much larger targets, maintaining a Risk/Reward ratio of 1:3 or higher. If the price touches a vPOC that sits in "no man's land" (outside of valid SMC zones), ignore it.
NOTES FOR THE COMMUNITY:
This indicator is released for free to help traders level up their volume and session analysis. If you find it useful, please leave a Boost and add it to your favorites! Indicator
Time zoneI wrote a small indicator for myself that draws time zones and it is convenient to edit them through the settings.
I've tried a lot that I didn't find inconvenient or overloaded.
Opportunities:
1 - Allocation of a time range, the one that is convenient for you in terms of currency volatility.
2 - Adjusting the color of the periods.
3 - Display in the upper right corner of the time until the close of trading according to your timings.
Maybe it will be convenient for someone, use it, share it. Over time, I will add functionality here that will improve the convenience.
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Написал небольшой индикатор для себя, который отрисовывает временные зоны и их удобно править через настройки.
Перепробовал множество, которые мне не показались не удобными и перегруженными.
Возможности:
1 - Выделение временного диапазона, того, который вам удобен по волатильности валют.
2 - Корректировка цвета периодов.
3 - Отображение в правом верхнем углу времени до закрытия торгов по вашим таймингам.
Может кому то будет удобно, пользуйтесь, делитесь. Со временем добавлю сюда функционала, который будет улучшать удобство. Indicator
[AnkeAlgo] Horizon Range Flow
This indicator is built around a structured workflow that combines reference-period highs and lows, volume confirmation, trend bands, and SuperTrend linkage. It is designed to help traders track key range breaks, confirm directional flips, and manage exits with more structure.
Core Concept
The script records the high and low of the last completed reference period and uses them as key structural boundaries for the current phase.
When price breaks below the previous period low or above the previous period high, the script checks whether the selected volume filter is satisfied.
If SuperTrend linkage is enabled, the setup is armed first and the final signal is only confirmed after a SuperTrend flip.
The indicator combines structure, confirmation, execution management, and performance stats in one workflow.
How Signals Are Triggered
The script first tracks the complete high-low range of the selected reference timeframe, with `3D` as the default setting.
When a new reference period starts, the previous period high and low become the active structural levels.
If price trades below the previous period low and the selected volume condition passes, a long setup is armed.
If price trades above the previous period high and the selected volume condition passes, a short setup is armed.
When `SuperTrend Linkage` is enabled, the script waits for a SuperTrend directional flip before printing the final `BUY` or `SELL` signal.
When linkage is disabled, the breakout itself can trigger the final signal immediately after the filter conditions are met.
This is not just a basic previous high/low breakout marker. It is a combined framework for structure recognition, volume confirmation, trend filtering, SuperTrend timing, and linked trade management.
Key Features
Reference Period Range Detection : Defines structural boundaries from higher timeframe highs and lows.
Volume Filter : Supports previous period average volume, recent N-bar average volume, and previous bar volume.
Trend Band : Visualizes bullish, bearish, or neutral structure using completed period relationships.
SuperTrend Linkage : Delays final signal confirmation until SuperTrend flips, reducing premature entries.
Flexible Exit Modes : Supports `SuperTrend Exit`, `ATR Dynamic Exit`, and `ATR Scale-Out Exit`.
Performance Panel : Tracks total trades, win rate, summed return, compounded equity, average trade, payoff, PF, max drawdown, streaks, open PnL, remaining size, and stop price.
Parameter Groups
Period Settings : Defines the reference timeframe used to build the structural range.
Display Settings : Controls separators, completed range levels, colors, and signal visibility.
Filter Settings : Configures volume filter mode, multiplier, and moving average length.
Trend Band : Controls trend band visibility and trend-based filtering.
SuperTrend : Sets ATR length, factor, display, and linkage behavior.
Linkage Trading : Controls exit mode, ATR target multiples, partial scale-out settings, remaining position handling, fees, and slippage assumptions.
Use Cases
Traders who want to work with higher timeframe structural highs and lows instead of random intraperiod levels.
Users who prefer combining breakout logic with volume confirmation.
Trend-following or reversal traders who want a SuperTrend flip as a final directional confirmation.
Authors who want signals, exit logic, and performance statistics visible on the same chart.
Linked Trade Management
When `SuperTrend Linkage` is enabled, the script stores entry price, stop level, and ATR-based targets after a confirmed signal, then manages the position according to the selected exit mode:
SuperTrend Exit : Exits primarily on SuperTrend reversal.
ATR Dynamic Exit : Uses a single ATR-based target for full exit.
ATR Scale-Out Exit : Supports 1R, 2R, and 3R partial profit-taking, with the remainder either trailing on SuperTrend or exiting at 3R.
Why The Statistics Panel Matters
One of the strongest professional features in this script is the built-in statistics table. Instead of showing only entry labels and exit logic, the indicator also keeps a running record of how the linked execution model behaves over time.
Total / Long / Short Breakdown : The panel separates overall performance from long-only and short-only performance, making it easier to identify directional bias.
Win Rate and Avg Trade : These metrics help measure signal efficiency instead of relying on visual chart impressions alone.
Summed Return vs Compounded Equity : The script shows both cumulative trade contribution and compounded equity growth, which gives a more realistic view of consistency.
Profit Factor and Payoff Ratio : These are especially useful when evaluating whether the stop-and-target structure is mathematically healthy.
Max Drawdown and Streaks : Drawdown and consecutive win/loss streak tracking help assess robustness, not just profitability.
Open PnL, Remaining Qty, Next Target, and Stop : The panel is also operational, not just analytical, because it displays the current trade state in real time.
For advanced users, this table turns the script from a visual signal tool into a compact execution-monitoring dashboard. It helps evaluate not only whether a setup triggers, but also how the trade model behaves statistically across time.
Code Walkthrough
To make the publication more transparent for advanced users, here is a quick breakdown of how the core logic is implemented in code.
1. Reference Period State Management
periodKeyTime = time(crossTf)
isNewPeriod = ta.change(periodKeyTime) != 0
if isNewPeriod
referenceHigh := prevHigh
referenceLow := prevLow
referencePeriodAvgVolume := prevPeriodAvgVolume
This section is what keeps the indicator anchored to a higher-timeframe structure. Instead of reacting to every local swing, the script waits for a completed reference period and then carries its high, low, and average volume into the next phase as the active benchmark.
2. Volume Filter Logic
volumePass = switch volumeFilterMode
"Previous Period Average Volume" => not useVolumeFilter or (not na(periodAvgVolumeBase) and periodAvgVolumeBase > 0 and volume >= periodAvgVolumeBase * volumeMultiplier)
"Recent N-Bar Average Volume" => not useVolumeFilter or (not na(maVolumeBase) and maVolumeBase > 0 and volume >= maVolumeBase * volumeMultiplier)
=> not useVolumeFilter or (prevBarVolumeBase > 0 and volume >= prevBarVolumeBase * volumeMultiplier)
From a code-design perspective, this is an efficient way to expose multiple confirmation models without duplicating signal logic. The signal engine does not care which volume model is selected; it only reads a final boolean gate through `volumePass`.
3. Armed Setup and SuperTrend Confirmation
if not buyTriggered and buyBreakReady
buySetupArmed := true
if buySetupArmed and superTrendBullFlip
buySignal := true
buyTriggered := true
buySetupArmed := false
This is one of the more professional touches in the script. The breakout and the confirmation are separated into two stages: first the structure break is detected, then the final execution signal waits for a SuperTrend flip. That separation helps avoid turning every raw liquidity sweep into an immediate trade signal.
4. Exit Engine and Trade Statistics
if linkageTakeProfitMode == "ATR Scale-Out Exit"
if not linkageTp1Done and high >= linkageTp1Price
linkagePositionPct -= tp1ExitPct
if tradeClosed
linkageClosedTrades += 1
linkageNetPct += tradeReturnPct
linkageEquity *= tradeEquityFactor
The script does more than plot entries and exits. It also maintains internal trade state, partial profit execution, equity compounding, and performance aggregation. That is why the stats panel can display values such as win rate, profit factor, max drawdown, average trade, and running open PnL directly from the indicator logic.
The professional value of this script is not only in its signal labels, but in the way it organizes structure detection, confirmation timing, trade management, and performance accounting into one coherent Pine workflow.
//@version=6
indicator(" Horizon Range Flow", overlay=true, max_lines_count=500, max_labels_count=500)
formatDays(value) =>
na(value) ? "-" : str.tostring(value, "#.0") + "d"
formatRatio(value) =>
na(value) ? "-" : str.tostring(value, "#.##")
Best Practice Notes
Use the indicator on instruments with clear structural swings and adjust the reference timeframe to match market rhythm.
Enable both volume filtering and SuperTrend linkage if you want stricter confirmation.
Use `ATR Scale-Out Exit` when you want to manage partial profits instead of relying on one fixed target.
This tool works best as part of a broader process that includes market structure, session context, and independent risk control.
Risk Notice
This indicator is a structure and execution-assistance tool, not financial advice. Results can vary significantly across markets, timeframes, and parameter settings, so always validate the logic before using it in live conditions.
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