Indicator
Signal Forge [LuxAlgo]The Signal Forge indicator is a modular technical analysis engine that allows users to blend 11 distinct technical filters into a unified signal and backtest the results in real-time. This tool aims to simplify strategy development by providing a visual framework for testing indicator confluence and risk management settings without writing code.
🔶 USAGE
The script provides a flexible logic system for generating signals based on the alignment of multiple technical components. Users can toggle specific indicators on or off and choose between "strict" mode (requiring ALL active indicators to agree) or "any" mode (where ANY active indicator can trigger a signal).
Signals are displayed on the chart as glowing orbs connected to the price action. Each signal includes a real-time historical win rate label at the moment of entry, allowing for a visual audit of the strategy's performance over time.
🔹 Indicator Selection
The tool includes 11 harmonized indicators:
SMA Crossover
RSI Filter (Levels)
MACD Crossover
Supertrend
Stochastic (Trend-based)
Bollinger Bands (Basis Filter)
EMA Crossover
Awesome Oscillator
Parabolic SAR
CCI Filter
ADX/DI Filter
🔹 Risk Management
Users can enable ATR-based Take Profit, Stop Loss, and Trailing Stop levels. When active, these levels are plotted on the chart. The Trailing Stop feature includes a specialized gradient fill that highlights the "breathing room" between the price and the exit level.
🔶 DETAILS
🔹 Dashboards
The script features two distinct dashboards to provide a comprehensive overview of the strategy:
Indicator Dashboard: Shows the real-time bullish/bearish status of all 11 indicators, their individual "standalone" win rates visualized with histograms, and their current toggle status.
Performance Dashboard: Provides a high-level summary of the combined strategy performance, including Net Profit %, Win Rate, Profit Factor, and Total Trades.
🔹 Logic Harmonization
To ensure different indicator types work together effectively, mean-reversion tools like the Stochastic and Bollinger Bands have been reconfigured to act as trend-confirmation filters. For example, the Stochastic signal is bullish when the %K is in the upper half of its range (> 50) rather than looking for oversold extremes, ensuring it aligns with trend-following components like Moving Averages.
🔶 SETTINGS
🔹 Signal Logic
Require All Enabled Indicators to Align: When enabled, every checked indicator must have the same directional bias to generate a signal.
🔹 Risk Management (ATR)
ATR Length: The period used for volatility-based exit calculations.
Take Profit/Stop Loss/Trailing Stop: Toggles and multipliers for managing trade exits.
🔹 Visuals
Orb Distance (ATR): Controls the vertical offset of signal orbs from the price candle.
Orb Base Size: Adjusts the thickness and glow intensity of the signal markers.
🔹 Dashboards
Dashboards: Enable or disable the table overlays.
Position/Size: Options to move and scale the Indicator and Performance tables to fit different screen layouts.
Indicator
Synapse Trail Pro [WillyAlgoTrader]◆ SYNAPSE TRAIL PRO — FREE & OPEN-SOURCE
Synapse Trail Pro is an overlay indicator that fuses a ratcheted ATR trail, a 3-factor market regime engine, a 5-factor signal quality score, and a complete risk-management layer (SL + TP1/TP2/TP3 + automatic break-even) into one decision-support system. Every signal arrives pre-graded (A / B / C), pre-leveled (SL and three targets drawn on the chart), and pre-contextualized (regime, HTF bias, volume, RSI, ATR percentile — all in one dashboard).
The core problem it solves: classic SuperTrend-style trails fire too many signals in choppy markets, and the trader is left guessing which ones to trust. Synapse Trail Pro keeps the clean visual of an ATR trail but scores each signal 0–100 using multi-factor confluence and tells you the market regime in plain language — so you know at a glance whether the chart wants a trend signal taken or skipped.
This is fully free, open-source Pine v6 — no paywall, no invite, no DM required. Use it, study it, adapt it.
🧩 WHY THESE COMPONENTS WORK TOGETHER
A trail line alone tells you direction. A quality score alone tells you confidence. A regime filter alone tells you environment. None of these are useful in isolation — a high-confidence signal in a choppy regime is still a coin flip, and a clean trail flip in a strong trend with no volume confirmation can still fail.
Synapse Trail Pro fuses them into a single pipeline:
ATR Trail (with optional ratchet) → Direction Flip Detection → Regime Score (ADX + Choppiness + R²) → Quality Score (HTF + Volume + RSI + Regime + Break Strength) → Grade A/B/C → Risk Levels (preset SL + TP1/TP2/TP3) → Break-Even after TP1 → Lifecycle Stats
The trail produces the raw signal. The regime engine tells you whether the market is even capable of trending right now. The quality score weighs five independent confluence factors against that regime. The grade compresses the score into a single letter you can act on. The risk layer then drops your SL, three TPs, and break-even logic onto the chart automatically — so the moment the signal fires, you already see the trade plan.
Without the regime engine, you'd take signals in chop. Without the quality score, you'd treat every flip equally. Without the risk levels, you'd still be calculating SL and TPs manually after the signal. Each component covers a blind spot of the others.
🔍 WHAT MAKES IT ORIGINAL
1️⃣ Ratcheted ATR Trail with Adaptive Volatility Multiplier.
The trail center is an EMA (default 21) of close, with bands at ±ATR × multiplier (default base 1.618 — the golden ratio). When the Ratchet option is on (recommended), the lower band only moves up in a long position and the upper band only moves down in a short — never loosens, only tightens. On a direction flip, the band resets to its raw value.
When the Adaptive Volatility Multiplier is on, the base multiplier auto-scales based on the 100-bar ATR percentile rank:
— Low vol (rank < 30) → multiplier × 0.8 (narrower band, catch the move earlier)
— Mid vol (30–70) → multiplier × 1.0 (default)
— High vol (rank > 70) → multiplier × 1.25 (wider band, avoid noise wicks)
Why this matters: a fixed multiplier overreacts in calm markets and gets whipsawed in volatile ones. Percentile-rank scaling keeps the trail behavior consistent across market conditions.
2️⃣ Composite Market Regime Score (0–100) — three-factor blend.
Each bar, three independent measurements vote on whether the market is trending or choppy:
— ADX (weight 40%) : standard Directional Movement ADX, length 14. Score = min(ADX / 50 × 100, 100). High ADX = strong directional pressure.
— Choppiness Index (weight 35%) : ChopIdx = 100 × log10(sum(TR, N) / (highest(high, N) − lowest(low, N))) / log10(N), then inverted to a trend score: chopScore = 100 − ChopIdx. Length 14. Low choppiness = clean directional movement.
— R² Linearity (weight 25%) : R² = correlation(close, bar_index, 50)². Measures how linearly price is moving. R² near 1 = clean trend, R² near 0 = pure noise.
Final regime score = ADX × 0.40 + chopScore × 0.35 + R² × 100 × 0.25.
Thresholds:
— Score ≥ 60 → Trending (green)
— Score < 35 → Choppy (red) — signals flagged with ⚠ or hard-skipped
— Between → Mixed (yellow)
Why three indicators instead of one: ADX measures strength but lags. Choppiness measures range expansion but can spike on news. R² measures linearity but is noisy on short windows. Combined and weighted, they cover each other's failure modes.
3️⃣ 5-Factor Quality Score (0–100) with letter grading.
When a trail-flip signal fires, it's scored on five confluence factors:
— HTF Bias (max 30 points) : higher-timeframe (4× current TF by default) EMA-50 bias. Match = 30, against = 0, HTF data missing or filter off = 15 (neutral credit).
— Volume Confirmation (max 20 points) : volume > 20-bar SMA × 1.3 (configurable). Auto-bypassed and given full credit on volume-less instruments (FX).
— RSI Momentum (max 20 points) : bullish signal needs RSI > 50, bearish needs RSI < 50.
— Regime Score (max 20 points) : regimeScore × 0.20.
— Break Strength (max 10 points) : how far past the band close pierced, capped at 3 × ATR. breakStrength = min(|breakDist| / ATR, 3) / 3 × 100, then × 0.10.
Grades:
— Score ≥ 75 → A (high-quality, all factors aligned)
— Score ≥ 55 → B (acceptable, most factors aligned)
— Score < 55 → C (weak — most factors against, consider skipping)
A "Min Quality Score" input lets you hide everything below a threshold (e.g., set to 55 to show only A and B grades).
4️⃣ Risk Presets with Per-Trade Snapshot Locking.
Four risk presets (plus Custom) auto-set SL × ATR and TP1/TP2/TP3 as R-multiples:
— Conservative : SL 2.5 × ATR, TP 1R / 2R / 4R
— Balanced (default): SL 1.5 × ATR, TP 1R / 2R / 3R
— Aggressive : SL 1.0 × ATR, TP 1.5R / 2.5R / 4R
— Scalping : SL 0.8 × ATR, TP 0.8R / 1.5R / 2R
— Custom : full manual control
Critical detail: SL and TP multipliers are snapshotted at entry . If you change the preset mid-trade, the open position keeps its original levels — and the Avg R statistic stays accurate (each closed trade contributes its own-time R values).
5️⃣ Break-Even Logic with Diagnostic BE-Save Counter.
When Break-Even After TP1 is on (recommended), reaching TP1 automatically moves the stop-loss to entry price. From the next bar onward, any wick at entry stops out at break-even instead of original SL — letting winners run risk-free to TP2/TP3.
A dedicated BE Saves counter on the dashboard tracks wins that closed because BE-stop fired (TP1 reached but TP3 didn't). A high BE-save ratio is a diagnostic signal that your TP3 may be too far — consider tightening.
6️⃣ Same-Bar Hit Guard + Realistic Closure Logic.
Two guards prevent unrealistic results:
— Entry-bar hold : SL/TP hits are ignored on the entry bar itself. A hairpin wick can't instantly stop out a fresh position.
— Same-bar SL+TP1 : if both SL and TP1 are hit on the same bar, the trade closes as a LOSS (conservative — mirrors realistic broker behavior on a single wick).
Closures are routed through a single classifier function so flip-closures, SL-closures, and TP3-closures are all tallied identically.
7️⃣ Flip Detection + Dedicated Flip Alert.
A "flip" is when an opposite signal fires while a position is still active. The old trade is classified and counted (its TP-reached state determines W/L and R-multiple), THEN the new position opens. A dedicated POSITION FLIP alert fires in addition to the new buy/sell alert, with from-direction, to-direction, prior entry, and new entry — useful for closing managed positions externally.
8️⃣ Unified Dashboard with Three Toggleable Sections.
One positioned table with three sections you can switch on/off individually:
— Trade section : Direction (with grade), SL (with BE marker), TP1/TP2/TP3 (with ✓ on hit), Risk % / R:R with unicode gauge, Bars in Trade.
— Market section : Regime (with 0–100 gauge), HTF bias, Volume status, RSI, ATR | Volatility-rank with adaptive multiplier.
— Statistics section : Total signals + grade breakdown (A:N B:N C:N), Buy/Sell split, Closed trades, W/L, Win rate, Avg R-multiple, BE Saves, Flips.
Dynamic section headers carry live context (e.g., "─── Trade · LONG · 23 bars ───") so the divider itself summarizes state.
9️⃣ Three Trail Visual Schemes for Different Aesthetics.
— Adaptive (Bull/Bear) : classic bright green/red — high visibility.
— Premium Indigo (recommended): muted indigo (long) and earth-brown (short) — financial-terminal aesthetic, never competes with green TP lines.
— Monochrome : neutral grey for ultra-minimal charts.
Optional Double Trail Line adds a dashed secondary line offset by a fraction of ATR (configurable 0.05–1.0 × ATR), creating a "channel" visual. The dashed segments are drawn via a ring-buffer of line.new(... line.style_dashed) instead of plot() — this produces PulseWire's native dashed look that plot() can't render natively.
🔟 Theme Auto-Detection + Premium Color Palette.
The indicator detects whether your chart background is dark or light (using color.r(chart.bg_color) < 128) and adapts every palette element accordingly. Theme can also be force-set to Dark or Light. Light-theme variants use deeper, more saturated colors to maintain contrast (e.g., deep crimson SL on white, dark amber for BE).
All label text colors are calibrated for ≥4.5:1 contrast against their background (e.g., dark green text on bright green long labels = 7.8:1 ratio).
1️⃣1️⃣ Webhook-Ready JSON Alerts with Full Payload.
Every buy/sell/flip/SL-hit/TP-hit/BE-activation event can fire as plain text OR structured JSON. The JSON payload includes action, ticker, timeframe, price, SL, TP1/TP2/TP3, R:R, grade, quality score, regime, choppy flag, and flip flag — ready for any webhook automation.
🧠 HOW IT WORKS — STEP BY STEP
Step 1 — ATR + Trail Center: ATR(13) and EMA(21) of close are computed. Raw bands = EMA ± ATR × multiplier (base 1.618).
Step 2 — Adaptive Multiplier (optional): If on, the multiplier scales by 100-bar ATR percentile (×0.8 / ×1.0 / ×1.25).
Step 3 — Ratchet Logic (optional): In a long, the lower band can only move up. In a short, the upper band can only move down. On a direction flip, the band resets to raw.
Step 4 — Direction Flip Detection: Close > prev upper band → direction = 1 (long). Close < prev lower band → direction = −1 (short). A change in direction is the raw signal.
Step 5 — Regime Score: ADX × 0.40 + ChopScore × 0.35 + R² × 100 × 0.25. Trending ≥ 60, Choppy < 35.
Step 6 — Quality Score: HTF (0/15/30) + Volume (0 or 20) + RSI (0 or 20) + Regime × 0.20 + BreakStrength × 0.10. Grade A ≥ 75, B ≥ 55, C < 55.
Step 7 — Filtering: Min Quality threshold, choppy-skip toggle, barstate.isconfirmed gating.
Step 8 — Risk Levels: SL = entry ± ATR × slMult. TP1/TP2/TP3 = entry ± slDistance × tpMult. All snapshotted to the trade.
Step 9 — Lifecycle: On TP1 first-touch → BE activates (SL → entry). On SL or TP3 → trade closes, classified by tp1Reached (WIN if true, LOSS if false), R-multiple credited (1/3 per TP partition), state reset.
Step 10 — Visuals + Alerts: SL/TP lines drawn forward, labels updated on hit (✓ + cyan), alerts fired with full payload, dashboard updated.
📖 HOW TO USE — BEGINNER GUIDE
🎯 Quick start (5 steps):
1. Add Synapse Trail Pro to your chart on any timeframe.
2. Open Settings. Leave defaults for the first session — they are tuned for general use (Balanced preset, Premium Indigo trail, HTF filter on, BE on).
3. Wait for the first signal to fire (▲ Long or ▼ Short marker). The marker shows the grade (A/B/C) and a ⚠ flag if in choppy regime.
4. Read the dashboard (top-right by default). Note the Direction , Grade , Regime , and the SL/TP1/TP2/TP3 levels — these are your full trade plan.
5. Execute the trade in your broker using the SL and TPs from the dashboard. Optionally partition position 1/3 at each TP.
👁️ Reading the chart:
— 🟢 ▲ Long Grade-letter below a bar = Buy signal. Color matches grade quality.
— 🔴 ▼ Short Grade-letter above a bar = Sell signal.
— ⚠ next to the grade = signal fired in choppy regime (be cautious or skip).
— Trail line = current direction context. Indigo = long bias, terracotta = short bias (in Premium scheme).
— Dashed secondary line = soft/hard limit zone, offset by a fraction of ATR.
— ENTRY line (dotted blue) = your entry reference price.
— SL line (solid red) = your stop-loss.
— TP1 / TP2 / TP3 lines (dashed green) = your take-profit targets. Turn solid teal with ✓ on hit.
— Entry → SL (BE) label in amber = break-even is active (TP1 was reached, SL is now at entry).
📊 Dashboard fields (Trade section):
— Direction : LONG / SHORT / FLAT + Grade letter.
— SL : stop-loss price. Shows "BE @" prefix when break-even is active.
— TP1 / TP2 / TP3 : target prices. ✓ prefix once reached.
— Risk / R:R : distance % from entry to SL + current R:R + visual gauge.
— Bars in Trade : how many bars since entry.
📊 Dashboard fields (Market section):
— Regime : Trending / Mixed / Choppy + 0–100 gauge.
— HTF : higher-timeframe bias (Bullish / Bearish / Flat / off).
— Volume : Confirmed / Weak / no data / off.
— RSI : current 14-period RSI value, color-coded.
— ATR | Vol : ATR value, 100-bar volatility percentile, and current adaptive multiplier.
📊 Dashboard fields (Statistics section):
— Signals : total fired + breakdown (A:N B:N C:N).
— Buy / Sell : directional split.
— Closed : total wins + losses (flip, SL, and TP3 closures all counted).
— W / L : wins / losses.
— Win Rate : TP1-reached = WIN. Color-coded ≥ 55% green, ≥ 45% yellow, else red.
— Avg R : average realized R-multiple per closed trade.
— BE Saves : wins that closed because BE-stop fired (diagnostic).
— Flips : trades closed by opposite signal mid-position.
💡 Beginner trading workflow:
1. Start with the Balanced preset and HTF Bias Filter ON .
2. Only take A-grade or B-grade signals — set Min Quality Score to 55.
3. Skip every signal flagged with ⚠ (choppy regime) until you understand the regime engine — or enable Hard-skip Choppy .
4. Use the Premium Indigo trail scheme — the muted colors keep your focus on the SL/TP levels, not the trail itself.
5. Always partition position 1/3 at each TP — that's what the R-multiple math assumes.
6. After 30–50 trades, review the Statistics section: if Avg R is positive, the setup works. If BE Saves > 30% of wins, consider tightening TP3.
🔧 Tuning guide:
— Too many signals: increase Min Quality Score to 75 (A-grade only), enable Hard-skip Choppy.
— Too few signals: lower Min Quality to 0, turn off HTF filter, switch from Balanced to Aggressive preset.
— Stops too tight: switch to Conservative preset (SL 2.5 × ATR).
— Stops too wide: switch to Scalping preset (SL 0.8 × ATR).
— BE stopping you out too often: disable Break-Even After TP1.
— Trail too jumpy: increase Trail EMA Length from 21 to 34, enable Ratchet.
— Trail too sluggish: decrease Trail EMA Length to 13, decrease ATR Length to 8.
— Chart too busy: turn off Double Trail Line and Regime Background, set Trail History Bars to 50.
⚙️ KEY SETTINGS REFERENCE
⚙️ Main Settings:
— ATR Length (default 13): ATR period for volatility band.
— Base ATR Multiplier (default 1.618 — golden ratio): base band width.
— Trail EMA Length (default 21): EMA period for trail center.
— Adaptive Volatility Multiplier (default off): auto-scale multiplier by 100-bar ATR percentile.
— Ratchet Trail (default on): trail only tightens in position direction.
🔍 Signal Filters:
— Min Quality Score (default 0): hide signals below threshold (0 = all, 55 = B+, 75 = A only).
— Hard-skip Choppy Signals (default off): fully suppress signals in choppy regime.
— Use HTF Bias Filter (default on): Quality Score bonus for HTF-aligned signals.
— HTF for Bias (default empty = auto 4×): higher timeframe for bias check.
— Use Volume Confirmation (default off): bonus when volume > 20-SMA × threshold.
— Volume Threshold (default 1.3): volume × SMA20 to count as confirmation.
🌊 Market Regime:
— ADX Length (default 14)
— Choppiness Length (default 14)
— R² Regression Length (default 50)
🛡️ Risk Management:
— Risk Preset (default Balanced): Conservative / Balanced / Aggressive / Scalping / Custom.
— Custom SL × ATR (default 1.5)
— Custom TP1/TP2/TP3 × Risk (default 1.0 / 2.0 / 3.0)
— Break-Even After TP1 (default on): move SL to entry on TP1.
— Show SL/TP Lines / Labels / % Distance : all on by default.
— Entry / SL / TP Line Styles : Dotted / Solid / Dashed defaults.
🎨 Visual:
— Theme (default Auto)
— Trail Color Scheme (default Adaptive Bull/Bear) — try Premium Indigo for a financial-terminal look.
— Trail Line Width (default 2)
— Trail History Bars (default 0 = all)
— Double Trail Line (default on)
— Double Trail Offset × ATR (default 0.25)
— Show Buy/Sell Labels / Grade / Regime Background / Watermark
📊 Dashboard:
— Show Dashboard (default on) — master toggle
— Position (default Top Right) — 6 positions available
— Trade / Market / Statistics Section toggles
🔔 Alerts:
— Webhook JSON Format (default off): plain text or structured JSON.
— Alert on TP Hits (default off)
— Alert on SL Hit (default on)
— Alert on Position Flip (default on)
🔔 ALERTS
— 🟢 BUY — ticker, TF, price, SL, TP1/TP2/TP3, R:R, grade, quality score, regime, choppy flag, flip flag
— 🔴 SELL — same payload
— 🔄 POSITION FLIP — from-direction, to-direction, prior entry, new entry
— 🛑 SL HIT — entry, SL price, time
— 🛡️ BE STOP-OUT — fires instead of regular SL when break-even was active
— 🎯 TP1 / TP2 / TP3 HIT — first-touch only, no duplicate fires
— 🛡️ BREAK-EVEN — fires the bar TP1 is reached and SL moves to entry
All alerts support plain text and JSON webhook format. All fire bar-close confirmed (alert.freq_once_per_bar_close).
⚠️ IMPORTANT NOTES
— 🚫 No repainting. All signals require barstate.isconfirmed. Alerts fire once per bar close. The HTF security() call uses the canonical non-repaint pattern (close + ema with lookahead_on), reading the closed HTF bar without future leakage.
— 📐 The trail flip is the raw signal source; quality score and filters only suppress, never invent signals. Same-bar SL+TP1 always resolves as a LOSS (conservative bias toward stop).
— 📐 Statistics counters are session-scoped — they reset on script reload, input change, or by incrementing the "Reset Stats Counter" input. The Stats section is descriptive, not predictive: past behavior on a chart does not guarantee future behavior on the same chart.
— ⚖️ Win = TP1 reached (regardless of how the trade ultimately closed). Avg R assumes 1/3 position partitioned at each TP. These are conventions; your live execution may differ.
— 🛠️ This is an analysis tool, not an automated trading bot. It detects trail flips, scores quality, projects SL/TP zones, and tracks outcomes — trade decisions and execution remain yours.
— 🌐 Works on all markets and timeframes. Volume-based filters auto-bypass on instruments without volume data (FX). Adaptive multiplier and regime engine scale naturally across symbols.
— 📜 Fully open-source Pine v6. Read the code, fork it, adapt it. Feedback and forks welcome. Indicator
Super QuantumX Trend Shift Indicator V2Overview
The Super QuantumX Trend Shift Indicator V2 is an institutional-grade confluence engine designed for professional scalpers and intraday trend followers. While many retail indicators focus on a single metric (like price momentum), Super QuantumX recognizes that institutional moves are driven by a convergence of Momentum, Volume, Volatility, and Market Structure.
- This indicator is a sophisticated "Decision Matrix." It is not simply a collection of indicators on one chart; it is a gated signal system. A BUY or SELL signal is only generated when six distinct market dimensions align perfectly. This multi-layered approach filters out the noise of low-liquidity sessions and identifies the exact moment "Smart Money" enters the market.
Core Institutional Components & Why They Are Used:
1. Refined Momentum (Supertrend Logic): Used to define the primary active zones. We use Cyan for bullish and Purple for bearish momentum to provide an immediate visual bias.
2. Institutional Moving Averages (Multi-Type EMA Cross): Standard retail crosses are often too slow. We provide 6 adjustable MA types (EMA, TEMA, HMA, etc.) to confirm that the short-term trend is supported by institutional moving average baselines.
3. Accumulation Detection (Squeeze Pro): Before an institutional move occurs, the market often consolidates. We integrate Bollinger Band and Keltner Channel compression logic (Yellow bars) to identify these high-pressure zones where big orders are being filled.
4. Relative Aggression (CVD Proxy): Using a Cumulative Volume Delta proxy, the script ensures that signals are backed by aggressive market participants rather than thin retail volume.
5. Velocity & Strength (MACD/RSI/ADX): MACD tracks the velocity of the move, RSI confirms strength relative to the last 14 bars, and ADX filters out "Chop" zones by muting signals when volatility is too low to sustain a scalp.
6. Tactical Confirmation (Candle Pattern Recognition): Even if indicators align, we require a price action "trigger." The script looks for institutional-grade Engulfing patterns to ensure an impulse candle is behind every signal.
Advanced Profit Target Hierarchy
Unlike standard pivot points, our target system is dynamic and vertically aligned for a clean "R1-R3" look:
- HVN TARGET #1 & #2: Uses High Volume Nodedetection over a 100-bar and 25-bar lookback to find the Point of Control where liquidity is most dense.
- TARGET #3 & #4: Uses 1.618 and 2.618 Fibonacci Extensions of the higher-timeframe move to identify trend exhaustion levels.
The Multi-Timeframe Dashboard
A real-time dashboard tracks the health of the trade by showing the status of the Current, 15-minute, and 1-hour trend alignments. This ensures you never scalp against the "Master Trend" of the day.
How to Use
- The Setup: Wait for Yellow bars (Squeeze) to appear. This indicates institutional interest is building.
- The Trigger: A BUY or SELL label will appear when all 6 internal strategies align.
- The Zones: Only take long signals in Cyan zones and short signals in Purple zones.
- The Exit: Take profit at the horizontal HVN or Fib target levels and trail your stop along the Quantum Line .
Settings & Customization
Traders have full control over signal sensitivity, including an ATR Strength Filter to ensure candles have enough range to trade, and an optional Signal Cooldown to prevent repetitive labels during volatile sessions. Indicator
SuperTrend + Multi-MA + CVD ConfluenceThe SuperTrend + Multi-MA + CVD Confluence indicator is a comprehensive trading suite designed to solve the common issue of "false signals" in trend-following strategies. While standard moving average crossovers often fail in sideways or low-volume markets, this script integrates Volume Delta (CVD) and Volatility Filtering to ensure that price momentum is supported by real market conviction.
The originality of this script lies in its "triple-filter" approach:
Structural Trend: Defined by a customizable Multi-MA crossover.
Momentum Confirmation: Provided by the SuperTrend algorithm.
Volume Conviction: Validated through Cumulative Volume Delta (CVD) alignment.
How It Works
Multi-MA Crossover Engine: Traders can choose from six different Moving Average types (SMA, EMA, WMA, SMMA, DEMA, and TEMA). This flexibility allows the script to adapt to different asset classes—for example, using TEMA for fast-paced scalping or SMMA for smoother trend following.
CVD (Cumulative Volume Delta) Alignment: Buy and Sell signals are only triggered if the MA crossover aligns with the current Volume Delta momentum. A BUY signal requires the CVD to be rising, indicating that aggressive buyers are in control, while a SELL signal requires a falling CVD.
Chop Zone & ATR Filtering: To prevent overtrading, the script uses the ADX (Average Directional Index) to identify "Chop Zones" where the market lacks a clear trend. Additionally, an optional ATR Volatility Filter ensures signals only appear when the market has sufficient range to reach a target.
Signal Cooldown: A built-in "Cooldown" setting prevents signal spamming during volatile price action, requiring a minimum number of bars between consecutive trade labels.
Multi-Timeframe Dashboard: A theme-aware table provides a high-level view of the trend across 7 different timeframes (1m through 4h), alongside real-time Net Delta, Ask Volume, and Bid Volume metrics for current and previous bars.
How to Use It
Entries: Look for "BUY" or "SELL" labels. These represent the confluence of the MA crossover, CVD momentum, and volatility.
Trend Reference: Use the SuperTrend line as your primary trend guard. If price is above the SuperTrend, look primarily for long confluence; if below, focus on shorts.
No-Trade Zones: Avoid taking trades when candles turn Grey, as this indicates a "Chop Zone" where trend-following strategies are likely to be whipsawed.
Institutional Pressure: Monitor the Net Delta in the dashboard. Large positive delta alongside a bullish crossover provides the highest probability for a successful trade.
Exits: The SuperTrend line or the opposite MA crossover can serve as dynamic exit points or trailing stop-loss guides.
Customization
Independently Change Colors: You can customize the colors of Bullish/Bearish bars, Chop bars, and signal labels to match your specific chart theme.
Dashboard Settings: The table can be resized (Tiny, Small, Normal) and positioned in any corner of the chart.
Volatility Tuning: Adjust the ATR and ADX thresholds to tighten or loosen the signal frequency based on the asset's specific volatility profile. Indicator
Indicator
Multi-Factor Regime Engine Pro [MarkitTick]💡 This indicator represents a robust framework designed to quantify market regimes by analyzing an array of price action, volatility, and momentum metrics. By synthesizing ten distinct market features into a unified confidence score, it dynamically adjusts its threshold bands, providing a highly adaptive approach to trend identification on any standard chart.
✨ Originality and Utility
Standard trend-following tools often rely on static lookback periods and fixed multipliers, which can lead to delayed signals during sudden market shifts or excessive false signals during consolidation. This indicator diverges from traditional methods by introducing a dynamic, feature-engineered confidence score. Instead of relying on a single data point like closing price or standard volatility, it aggregates inputs from momentum oscillators, directional movement indices, volume profiles, and standard deviation bands. This multi-dimensional analysis allows the indicator's bands to compress during high-confidence trends and expand during uncertain, low-confidence environments, offering a highly responsive and adaptive utility for modern chart analysis. Furthermore, it incorporates strict internal safeguards to prohibit execution on non-standard charts, ensuring the integrity of the data and preventing repainting vulnerabilities.
🔬 Methodology and Concepts
● The Feature Engineering Engine
The core of this indicator is built upon extracting ten distinct normalized features from the market data, evaluating multiple dimensions of price action simultaneously:
Momentum Normalization: Utilizes relative strength metrics, centered and scaled, to gauge underlying momentum bias without relying on absolute thresholds.
Directional Strength: Analyzes directional movement indices to quantify the strength of the current trajectory, applying directional penalties when negative movement overpowers positive movement.
Moving Average Distances: Measures the current price relative to fast and slow moving averages, standardizing the distance using the Average True Range to identify structural overextension.
Rate of Change Standardization: Normalizes the rate of change against its own rolling standard deviation to detect statistical anomalies in speed and acceleration.
Standard Deviation Extremes: Evaluates the position of the price relative to upper and lower Bollinger Bands, calculating the precise percentile of the close within the volatility envelope.
Volatility Stability: Compares short-term volatility against long-term volatility baselines to measure market stress and detect rapid expansions.
Volume Anomalies: Assesses current volume against its simple moving average, clamping the result to identify participation spikes that validate price movement.
Price Action Consistency: Calculates the ratio of bullish to bearish closes within the defined lookback period, serving as a raw footprint of buyer versus seller control.
● The Confidence Score Assembly
These standardized features are separated into distinct sub-components. A Directional Score identifies the probable path of the trend by weighting momentum and moving average slopes. A Quality Score measures the structural integrity of that trend by analyzing volume participation and volatility stability. These are mathematically combined to produce a Raw Confidence value. This raw output undergoes an adaptive smoothing process using a dynamic moving average, resulting in a highly stable, final Confidence Score bounded precisely between 0% and 100%.
● Adaptive Ratcheting Bands
The calculated Confidence Score directly influences the width of the trend bands. When the confidence is high, the internal multiplier decreases, tightening the bands closer to the price action to capture shifts quickly and protect accumulated distance. Conversely, when confidence is low, the bands expand to avoid noise and erratic whipsaws. The bands utilize a state-machine logic that only ratchets in the direction of the trend, acting as a trailing threshold that reacts to both price crosses and sudden regime shifts identified by extreme volatility spikes.
🎨 Visual Guide
● Heatmap Candles
The indicator actively repaints the chart candles based on a calculated mathematical "stress" metric.
Colors transition dynamically from a baseline trend color (Deep Sky Blue for bullish conditions, Radical Red for bearish conditions) to a bright orange "Regime Alert" color when underlying volatility spikes significantly.
Candle body opacity is heavily controlled by the alignment of the price action with the overall trend direction, fading to a darker tone during contrary movements or low-confidence pullbacks.
● ML Supertrend Band
Displayed as a prominent, solid line representing the adaptive trailing threshold on the chart.
This band is colored Deep Sky Blue during bullish market phases and Radical Red during bearish phases, updating in real-time as the state machine ratchets.
● Confidence Gradient Cloud
This visual element fills the spatial gap between the median price baseline and the trailing Supertrend band.
The exact opacity and gradient of this cloud are mapped directly to the Confidence Score. A highly opaque, solid cloud represents high confidence, while a highly transparent, fading cloud visually indicates low confidence and potential market transition.
● Visual Labels
Small directional visual markers appear directly above or below the price action when a trend flip occurs.
These labels display an arrow alongside a precise percentage value, representing the exact calculated Confidence Score at the moment the signal was generated.
● Info Table
Located statically in the top right corner, this dashboard displays crucial real-time internal metrics.
It includes the current trend direction, a visual text-based progress bar for the Confidence Score, the live Adaptive Multiplier value adjusting in real-time, the selected Model configuration, and a dynamic text alert that triggers during active Regime Shifts.
📖 How to Use
● Trend Identification
Observe the dominant color of the ML Supertrend Band and the Confidence Gradient Cloud. Deep Sky Blue strongly indicates a bullish environment, while Radical Red suggests a bearish environment. The visibility and thickness of the cloud serve as your primary visual gauge of the trend's structural health.
● Interpreting the Confidence Metric
Monitor the Confidence Score inside the Info Table or at signal generation. A high percentage (e.g., above 70%) suggests that multiple underlying market factors (volume, momentum, standard deviation) are in full agreement with the current directional bias. A rapidly dropping confidence score often precedes a period of choppy consolidation or warns of a potential reversal, allowing for tighter risk parameters.
● Reading Heatmap Candles for Shifts
When the standard colored candles begin transitioning toward the bright orange Regime Alert color, it indicates an abnormal spike in volatility combined with a directional momentum shift. This visually warns the user of a potential "Regime Shift" where the market is undergoing severe internal stress. These specific visual cues often signal an impending breakout from a range or a violent capitulation event.
⚙️ Inputs and Settings
● Model Configuration
Strategic Cycle Mode: Allows the choice between an "Auto" mode and a "Custom" mode. Auto mode dynamically selects the most mathematically optimal lookback lengths, thresholds, and weighting coefficients based purely on the current timeframe in seconds.
Strategic Cycle: When in custom mode, this determines the core lookback period for all volatility and momentum calculations. Smaller values drastically increase reactivity, while larger values provide smoother, long-term macroeconomic analysis.
Macro Trend Threshold: Sets the baseline mathematical width of the threshold bands. Higher values require significantly larger price movements to trigger a trend flip, reducing noise.
Prediction Weight: Controls the internal sensitivity of the bands to rapid changes in the Confidence Score, determining how aggressively the bands compress.
● Visual Settings & Colors
Dedicated toggles are provided to enable or disable the Confidence Labels, the Info Table, and the Heatmap Candles to keep the chart interface as clean as desired.
All core graphical colors, including the specific bands, gradient clouds, table text, and alert highlights, are fully customizable by the user via hex selection.
● Webhook Settings
The indicator is pre-configured to output detailed, formatted JSON payloads designed for external execution automation.
Users can securely define specific action strings for entering and closing both long and short positions directly within the settings menu, mapping exactly to their webhook parser logic.
🔍 Deconstruction of the Underlying Scientific and Academic Framework
● Multi-Variate Feature Standardization
The mathematical foundation of this tool relies heavily on statistical normalization techniques designed to process heterogeneous data. Financial time series data is notoriously non-stationary and spans vastly different numerical scales. To effectively combine disparate metrics like Volume (often measured in millions) and relative strength oscillators (strictly bounded between 0 and 100), the indicator employs rigorous Min-Max scaling and localized Z-score approximations. For instance, the rate of change is evaluated against its own rolling standard deviation over a defined period, successfully standardizing the momentum readout into a continuous, comparable spectrum bounded cleanly between -1.0 and 1.0.
● Linear Weighted Ensembles
The internal architecture utilizes a deterministic linear weighted model to synthesize the final output. By assigning highly specific fractional coefficients to directional features (like the exponential moving average slope and relative strength) and structural features (like Bollinger Band width extremes and volatility stability), the script constructs a singular composite index. This mirrors standard ensemble methodologies found in data science, where the consensus of multiple independent weak learners generates a stronger, more reliable predictive metric than any single indicator could achieve in isolation.
● Volatility-Adjusted State Machines
The adaptive threshold logic operates as a strict finite-state machine incorporating the Average True Range metric. The specific mathematical innovation lies in rendering the ATR multiplier as an inverse linear function of the composite confidence index. In quantitative terms, this produces a dynamically dampened volatility envelope. When the composite index approaches a maximum value indicating high convergence, the dampening factor aggressively compresses the envelope, mathematically acknowledging that high-conviction trends exhibit less erratic mean-reversion behavior and therefore require drastically tighter invalidation levels to preserve structural alpha.
⚠️ Disclaimer
All provided scripts and indicators are strictly for educational exploration and must not be interpreted as financial advice or a recommendation to execute trades. I expressly disclaim all liability for any financial losses or damages that may result, directly or indirectly, from the reliance on or application of these tools. Market participation carries inherent risk where past performance never guarantees future returns, leaving all investment decisions and due diligence solely at your own discretion. Indicator
Obsidian Trend Relay [JOAT]Obsidian Trend Relay
Introduction
Obsidian Trend Relay is an open-source multi-timeframe trend and risk-ladder indicator. It combines zero-lag EMA logic, SuperTrend, an EMA ribbon, three higher-timeframe confirmation votes, prediction threshold rails, proximity warnings, candle coloring, risk ladder boxes, right-side price labels, and a top-right dashboard.
The script is built for users who want a directional trend context layer with structured visual planning. It does not claim to forecast price. Instead, it shows when local trend, ribbon structure, SuperTrend, and higher-timeframe votes align or conflict.
Core Concepts
1. Zero-Lag EMA Core
The zero-lag component reduces the smoothing delay of a standard EMA by comparing the first EMA against a second smoothing pass. This creates a responsive trend anchor used for reclaim and rejection logic.
// Conceptual summary
// zlema = 2 * ema(source, length) - ema(ema(source, length), length)
2. SuperTrend and EMA Ribbon
SuperTrend provides an ATR-based directional rail. The EMA ribbon checks whether fast, mid, slow, and base averages are stacked in directional order. Both must be read together with the zero-lag line.
3. Multi-Timeframe Relay Votes
Three higher-timeframe checks compare zero-lag and EMA structure using request.security() with lookahead off. The dashboard displays each vote and the total confluence score.
4. Prediction and Proximity Rails
The prediction engine creates upper/lower threshold rails around the trend anchor. Proximity warnings identify when price is near a key transition rail and may be close to a directional decision point.
5. Risk Ladder
When a relay signal appears, the script can draw a reward box, risk box, warning zone, entry, stop, and T1/T2/T3 rails. These are visual planning tools only.
Features
Zero-lag trend anchor: Responsive baseline for reclaim and rejection context
SuperTrend filter: ATR-based directional rail
EMA ribbon: Visual trend stack using multiple moving averages
Three HTF votes: Higher-timeframe confluence with lookahead off
Prediction rails: Upper/lower threshold bands around the zero-lag engine
Proximity warning: Highlights price near key trend rails
Risk ladder boxes: Draws risk, warning, reward, entry, stop, and T1/T2/T3 levels
Gradient candle tinting: Colors candles from confluence and trend state
Top-right dashboard: Shows local trend, ribbon, HTF votes, prediction, proximity, and ladder state
Confirmed-bar logic: Relay and ladder events use confirmed bars
Input Parameters
Trend Engine:
Source
Zero Lag Length
SuperTrend ATR Length
SuperTrend Factor
Ribbon Fast, Mid, Slow, and Base lengths
MTF and Risk:
Higher Timeframe 1, 2, and 3
Minimum Confluence Votes
Stop ATR Mult
Target ATR Mult
Show Risk Ladder
How to Use This Indicator
Step 1: Check confluence
Use the dashboard to see whether the local trend and higher timeframes agree.
Step 2: Read the ribbon
A clean stacked ribbon provides stronger trend context than a mixed ribbon.
Step 3: Watch proximity rails
Proximity warnings indicate price is near a transition threshold.
Step 4: Treat the ladder as a visual plan
The risk ladder maps possible risk and reward levels, but it does not execute trades or ensure outcomes.
Indicator Limitations
Higher-timeframe values can update during an unfinished higher-timeframe candle
Trend tools can lag during sharp reversals
Risk ladder levels are visual only
Sideways markets may generate mixed confluence readings
Originality Statement
Obsidian Trend Relay combines zero-lag trend anchoring, SuperTrend, EMA ribbon stacking, three higher-timeframe votes, prediction thresholds, proximity warnings, and managed risk ladders into one open-source Pine v6 trend relay. Its purpose is to organize trend alignment and risk visualization in one coherent chart layer.
Disclaimer
This script is for educational and informational use only. It is not financial advice or a promise of future results. Always use independent judgment and risk management.
-Made with passion by jackofalltrades
Indicator
MTF Market State DashboardA multi-timeframe market context dashboard designed to classify market conditions using three independent analytical layers: Trend direction, Trend strength and Participation / Volume flow
Instead of relying on a single indicator or isolated signal, this script combines multiple forms of market information into a structured decision framework intended to help traders evaluate the quality and maturity of a market condition.
The goal of the dashboard is not to predict tops or bottoms, but to help identify:
• aligned market conditions
• conflicting conditions
• strengthening trends
• weakening trends
• and low-conviction environments
Core Idea Behind The Script
Many indicators work well in certain environments and poorly in others.
For example:
• Trend indicators may continue showing bullish conditions during weakening momentum.
• Momentum indicators may react aggressively inside consolidations.
• Volume indicators may show temporary spikes without broader trend confirmation.
This script was built to reduce that fragmentation by separating market behavior into three independent layers:
1. Direction
Defines where the market is currently biased.
2. Strength
Measures whether the move has enough momentum to sustain itself.
3. Participation
Evaluates whether price movement is supported by broader volume-flow behavior.
The dashboard then combines these layers into a unified market-state classification system.
What The Dashboard Tracks
1. Trend Structure Layer
The script evaluates directional bias using:
EMA 200
Used as the higher-level directional filter.
Typical interpretation:
• Price above EMA 200 → bullish macro bias
• Price below EMA 200 → bearish macro bias
EMA 50
Tracks intermediate trend behavior and shorter-term structural changes.
Supertrend
Used as a dynamic trend confirmation layer.
Unlike a static moving average, the Supertrend adapts to volatility and helps identify directional transitions more quickly.
Each trend component is displayed as:
• BULL
• BEAR
along with an “age” value showing how many bars have passed since the last state change.
This allows traders to distinguish between:
• fresh transitions
• mature trends
• and potentially exhausted conditions
2. Trend Strength Layer
ADX (via DMI)
ADX is used to measure trend strength, not trend direction.
Typical interpretation:
• Low ADX → weak or ranging environment
• Rising / high ADX → stronger directional environment
This distinction matters because bullish conditions inside weak trend environments often behave differently from bullish conditions inside expanding trends.
The script uses ADX as a confirmation filter inside the Market State logic.
3. Participation & Volume-Flow Layer
This layer attempts to measure whether directional movement is being supported by participation and flow behavior.
CMF (Chaikin Money Flow)
CMF estimates buying versus selling pressure by evaluating closing location relative to range and volume.
General interpretation:
• Positive CMF → accumulation pressure
• Negative CMF → distribution pressure
CDV (Cumulative Delta Volume Proxy)
Pine Script does not provide true bid/ask delta data.
This script therefore uses a candle-based directional volume proxy to estimate cumulative directional participation.
The CDV layer classifies conditions as:
• Rising
• Falling
• Neutral
Adaptive filtering is included to reduce minor fluctuations and noise.
OBV Breakout Detection
The script also evaluates whether On-Balance Volume is breaking above or below recent ranges.
This is used to identify:
• expanding participation
• weakening participation
• or neutral flow conditions
The OBV component is not intended as a standalone signal generator, but rather as an additional confirmation layer inside the broader market-state framework.
Market State Classification
One of the main purposes of the script is to convert multiple independent readings into a simplified market-state output.
The dashboard derives a “Market State” by combining:
• Trend direction
• Trend strength
• Participation / flow confirmation
Possible classifications include:
• Strong Bull Context
• Bull Context
• Mixed / Wait
• Bear Context
• Strong Bear Context
The classification is not predictive and should not be interpreted as financial advice.
Instead, it is intended to provide a structured summary of current market conditions.
How Market State Is Derived
The logic combines three internal scoring groups:
Trend Score
Built from:
• EMA 200 state
• EMA 50 state
• Supertrend state
Participation Score
Built from:
• CMF bias
• CDV direction
• OBV breakout state
Strength Filter
Built from:
• ADX threshold validation
Example:
• bullish trend structure
• bullish participation
• and strong ADX
→ may classify as “Strong Bull Context”
Whereas:
• bullish trend structure
• weak participation
• and weak ADX
→ may classify as “Mixed / Wait”
This allows the dashboard to identify agreement and disagreement between independent analytical layers.
Multi-Timeframe Logic
The script supports:
• single timeframe mode
• dual timeframe mode
Typical usage example:
• Lower timeframe → execution context
• Higher timeframe → broader directional context
This allows traders to compare:
• local conditions
• against higher timeframe structure
without switching charts repeatedly.
Age Tracking
Each directional state includes an “age” measurement representing the number of bars since the last directional transition.
This is included because newer transitions and older trends may behave differently.
Example:
• Low age → newer condition
• High age → more mature condition
The script does not assume older trends will reverse, but age can provide additional context about trend maturity.
Practical Interpretation
Example: Higher-Conviction Bullish Environment
Possible characteristics:
• EMA structure bullish
• Supertrend bullish
• ADX elevated
• CMF positive
• CDV rising
• OBV breakout bullish
This may indicate alignment between:
• trend
• momentum
• and participation
Example: Mixed Environment
Possible characteristics:
• bullish EMA structure
• falling CDV
• weak ADX
• neutral OBV behavior
This may indicate:
• weakening momentum
• transition behavior
• or lower-conviction conditions
Intended Usage
The script is designed as:
• a context tool
• a filtering framework
• and a market-state dashboard
It is not intended to replace:
• risk management
• execution models
• or broader trading plans
The dashboard is generally most useful when combined with:
• breakout systems
• pullback systems
• trend-following models
• or discretionary execution methods
Customization Options
The script includes:
• 1TF / 2TF modes
• configurable EMA lengths
• Supertrend settings
• ADX threshold controls
• CDV sensitivity adjustment
• OBV breakout lookback settings
• Table themes
• Text sizing
• Dashboard positioning
Notes
• CDV uses a candle-based proxy because true bid/ask delta data is unavailable in Pine Script.
• The dashboard focuses on contextual interpretation rather than direct entry signals.
• The Market State classification is derived from internal scoring logic and should be interpreted as a contextual summary, not a prediction engine.
Summary
This dashboard was designed to organize multiple forms of market information into a single structured framework.
Rather than treating trend, momentum, and participation separately, the script attempts to evaluate how they interact with each other across one or more timeframes.
The result is a compact market-context tool intended to help traders:
• identify alignment
• recognize conflict
• filter weaker conditions
• and evaluate overall market structure more efficiently.
Indicator
Supertrend Extensions [BOSWaves]Supertrend Extensions - Trend Flip Extension Mapping with Volume-Captured Deviation Level Progression
Overview
Supertrend Extensions is a trend extension mapping system that projects a structured set of deviation levels from each trend flip, where level spacing, crossing detection, and volume capture behavior are driven by the instrument's average range rather than fixed price distances, creating a dynamic extension framework that scales to any instrument or timeframe and records participation data at each milestone as price progresses through the projected levels.
Instead of treating a trend flip as simply a directional signal, each flip generates an immediate sequence of extension levels projected from the flip price in the new trend direction. These levels serve as structured targets and monitoring points throughout the developing move. When price crosses each level, it converts from a numbered solid line to a dashed reference displaying the crossing bar's volume, building a running record of participation quality at each stage of the trend's extension.
This creates a framework that transforms every trend flip into the origin point of a fully mapped extension sequence. The Supertrend band provides the directional anchor that triggers and validates each new projection set, while the deviation levels and their volume capture layer provide the structural and participatory intelligence needed to monitor how the trend is developing from flip through to full extension.
Price is therefore tracked not just for direction but for progression through a volatility-calibrated extension map where participation at each crossing reveals whether the move is being driven by conviction or fading with each successive level.
Conceptual Framework
Supertrend Extensions is founded on the principle that the most valuable information in a trending market is not just the direction of the trend but how price is progressing through extension space from the structural origin, and whether participation at each extension milestone is confirming or undermining the case for further progression.
Standard trend indicators identify direction and provide a trailing band but offer no framework for understanding extension behavior or monitoring participation quality as price moves away from the flip. This framework addresses that gap by treating each trend flip as the start of a measurable extension sequence, projecting levels at range-calibrated distances and capturing volume data as each level is crossed to build a continuously updating picture of trend health from origin to target.
Three core principles guide the design:
Each trend flip should immediately generate a structured extension map anchored to the flip price, providing a pre-calculated sequence of levels that serve as targets and monitoring points without requiring manual analysis.
Deviation level spacing should adapt to the instrument's actual average range, ensuring levels are meaningfully spaced relative to how the instrument typically moves rather than applying identical distances across all markets and timeframes.
Volume participation at each level crossing should be captured and permanently displayed, providing an objective record of whether price is moving through each extension milestone on strong or deteriorating participation.
This shifts trend analysis from directional signal monitoring into active extension progression tracking with volume evidence accumulated at every structural milestone.
Theoretical Foundation
The indicator combines a Supertrend band as the directional trigger, SMA-averaged range-derived deviation spacing for extension level placement, an array-managed line and label object system for level lifecycle management, and volume standard deviation normalization for candle color intensity.
Deviation level distances are derived from the 100-bar SMA of the high-low range multiplied by the configured deviation size, producing spacing that reflects the instrument's typical bar-level price movement and scales automatically as volatility expands or contracts between trend cycles. The array-managed line and label system clears all existing levels on each flip and projects a fresh numbered set, extending each line rightward until price crosses it or the next flip resets the map. Volume normalization divides raw volume by its rolling standard deviation to produce a score that drives candle color intensity relative to recent participation history rather than absolute values.
Four internal systems operate in tandem:
Deviation Level Projection System : On each trend flip, clears all existing deviation lines and labels and projects a fresh numbered sequence at average range-scaled intervals from the flip price in the new trend direction.
Level Extension and Crossing Engine : Extends each active deviation line rightward on every bar and monitors for price crossings in the trend direction, converting crossed levels to dashed references and replacing the level number label with the crossing bar's formatted volume.
Supertrend Band Engine : Provides the directional anchor that triggers each new projection set, maintaining trailing upper and lower bands that define current trend state and flip conditions.
Volume Intensity Candle System : Normalizes volume against its rolling standard deviation and maps the resulting score to a color gradient between a muted and fully saturated version of the trend color, communicating participation strength on every bar.
This design ensures that every trend flip immediately produces a complete extension framework, level crossings accumulate a volume evidence trail, and candle coloring provides continuous participation context throughout the trend's development.
How It Works
Supertrend Extensions evaluates price through a sequence of extension-aware and participation-monitoring processes:
Trend Flip Detection : The Supertrend band registers a flip when price closes through the opposing trailing band, triggering both the signal label and the deviation level projection sequence.
Deviation Distance Calculation : The 100-bar SMA of the high-low range is multiplied by the configured deviation size to produce the spacing distance between consecutive deviation levels for the new trend cycle.
Level Projection on Flip : All existing deviation lines and labels are deleted and a fresh numbered set is projected from the flip bar's close, with each level placed at a sequential multiple of the deviation distance in the new trend direction.
Level Extension : On each bar following the flip, all active deviation lines extend their right endpoint to the current bar, maintaining continuous horizontal reference lines across the developing trend.
Crossing Detection : Each active level is tested for price crossing on every bar, with bar highs tested against bullish levels and bar lows tested against bearish levels to identify genuine price contact with each extension milestone.
Volume Capture on Crossing : When a level is crossed, its line converts to dashed style with a dimmed color and the label text replaces the sequential number with the crossing bar's volume formatted for readability, permanently recording participation at that extension point.
Volume Intensity Candle Coloring : Each bar's volume is divided by its 200-bar rolling standard deviation to produce a normalized score capped at four, which maps to a color gradient from muted transparency at low participation to full trend color saturation at peak volume.
Signal Label Placement : Bullish flips produce a triangle-up label with the flip price below the Supertrend line and bearish flips produce a triangle-down label with the flip price above, anchoring each new extension map to its precise origin price.
Together, these elements form a continuously updating extension monitoring system where flip events generate structured projection maps, level crossings accumulate volume evidence, and candle intensity communicates participation strength throughout every stage of the trend.
Interpretation
Supertrend Extensions should be interpreted as a trend extension progression system with volume participation captured at each structural milestone:
Bullish Trend State (Green) : Active when price has closed above the trailing upper band, with deviation levels projected upward from the flip price as sequential bullish extension targets.
Bearish Trend State (Red) : Active when price has closed below the trailing lower band, with deviation levels projected downward from the flip price as sequential bearish extension targets.
Deviation Levels (Solid, Numbered) : Uncrossed extension levels projected from the most recent flip price, numbered sequentially from one outward in the trend direction, representing the structured target sequence for the current trend cycle.
Deviation Levels (Dashed, Volume Labeled) : Levels that have been crossed by price, converted to dashed style and displaying the crossing bar's volume rather than the level number. These form a permanent record of participation quality at each extension milestone already reached.
Volume Labels on Crossed Levels : Volume readings at crossed levels reveal whether price moved through each extension point on meaningful participation or on thin activity, providing an accumulated evidence trail for assessing trend conviction across the full extension sequence.
Supertrend Line : The solid colored band line provides the active trailing support or resistance reference for the current trend, serving as the invalidation boundary for the current directional state and the trigger for each new deviation level projection cycle.
Trend Fill : Gradient fill between the Supertrend line and the bar midpoint provides a continuous visual representation of the gap between price and the structural boundary.
▲ / ▼ Flip Signals : Triangle labels displaying the flip price mark each trend change origin, providing a clean visual anchor that corresponds to the starting point of the current deviation level projection set.
Volume Intensity Candles : Optional candle coloring brightens with above-average participation and fades toward a muted version of the trend color on low-volume bars, providing bar-level conviction readings without leaving the price chart.
Deviation level progression, volume at crossed levels, and candle intensity collectively provide more information than trend direction alone.
Signal Logic & Visual Cues
Supertrend Extensions presents two primary trend transition signals alongside continuous extension level monitoring:
Bullish Flip (▲) : Triggered when price closes above the trailing upper band, displaying the flip price below the bar and projecting a fresh set of upward deviation levels from the flip price.
Bearish Flip (▼) : Triggered when price closes below the trailing lower band, displaying the flip price above the bar and projecting a fresh set of downward deviation levels from the flip price.
Deviation level crossings provide continuous secondary context throughout each trend cycle, converting each extension milestone into a volume-stamped reference that builds a participation evidence log from flip to target.
Alert generation covers bullish and bearish trend flips for systematic trend monitoring and notification workflows.
Strategy Integration
Supertrend Extensions fits within structured extension target and trend progression monitoring approaches:
Deviation Level Target Sequencing : Use the projected deviation levels as a staged exit framework, planning partial position reductions at each sequential level rather than targeting a single fixed price, allowing structured progression management calibrated to each trend's specific origin and volatility context.
Volume Confirmation at Levels : Monitor the volume displayed when deviation levels are crossed to assess participation quality at each extension stage. Sustained or increasing volume at successive crossings supports further progression, while declining volume at each level warns of weakening extension commitment.
Flip-Based Trend Entries : Use Supertrend flip signals as primary trend initiation triggers, with the immediately projected deviation levels providing an instant target framework from the moment of entry.
Supertrend Band Pullback Reference : Use the Supertrend line as a dynamic pullback reference within established trends, monitoring candle volume intensity on band retests for participation evidence supporting continuation rather than breakdown.
Deviation Size Calibration by Timeframe : Adjust the deviation size multiplier to match the instrument's typical trend range at the target timeframe, ensuring the extension map spans a realistic distance relative to expected directional movement.
Multi-Timeframe Extension Alignment : Apply higher-timeframe Supertrend state as a directional bias filter, engaging with lower-timeframe extension level sequences only when they align with the established higher-timeframe trend direction.
Technical Implementation Details
Deviation System : 100-bar SMA of high-low range scaled by configurable deviation size multiplier with configurable level count
Level Lifecycle : Array-managed line and label objects cleared on each flip, extended rightward each bar, and converted to dashed references with volume labels on crossing
Supertrend Engine : ATR-scaled trailing band with configurable multiplier and length as directional anchor and flip trigger
Volume Normalization : 200-bar standard deviation-based scoring mapped to candle color gradient intensity
Visualization : Solid and dashed deviation levels with volume labels, Supertrend line with trend fill, flip signal labels, and volume-intensity candle coloring
Signal Logic : Band crossover state-switch detection with independent bullish and bearish flip conditions
Performance Profile : Optimized for real-time execution with array-based object management and max_bars_back configuration supporting deep historical calculation
Optimal Application Parameters
Timeframe Guidance:
1 - 5 min : Intraday extension mapping for scalping with tighter deviation spacing and lower level count for fast-moving target sequences
15 - 60 min : Session-level extension progression with balanced deviation size and moderate level count for structured intraday target management
4H - Daily : Swing-level extension mapping with wider deviation spacing and higher level count reflecting larger price swings between flip events
Suggested Baseline Configuration:
ATR Multiplier : 5.0
ATR Length : 14
Deviation Size : 2.7
Deviation Count : 4
Show Signals : Enabled
Color Candles : Enabled
These suggested parameters should be used as a baseline; their effectiveness depends on the instrument's typical extension range, average bar size, and preferred level density, so fine-tuning is expected for optimal performance.
Parameter Calibration Notes
Use the following adjustments to refine behavior without altering the core logic:
Deviation levels too close together : Increase Deviation Size to spread levels further apart relative to the average bar range, producing a wider extension map that better reflects the instrument's typical trend range at the target timeframe.
Deviation levels too far apart : Decrease Deviation Size toward 1.0 to tighten level spacing, producing more granular extension targets suited to lower timeframes or lower-volatility instruments.
Too many levels cluttering the chart : Reduce Deviation Count to limit projected levels to the nearest and most actionable targets, focusing the extension map on realistic near-term progression milestones.
Too few levels to cover the typical trend range : Increase Deviation Count up to the maximum of six to extend the projection sequence further, covering a wider range of potential extension targets for instruments with larger typical trending moves.
Too many trend flips resetting the extension map : Increase the ATR Multiplier to widen the Supertrend band and require more significant price displacement before a flip resets the deviation level sequence.
Trend flips too slow to capture structural changes : Decrease the ATR Multiplier toward 2.0 for a more responsive band that generates fresh extension maps closer to actual structural shifts in price direction.
Candle coloring too uniform : The volume intensity gradient operates on a standard deviation basis. On instruments with very consistent volume distribution the gradient range may appear compressed, which is expected and reflects genuinely low variation in participation levels.
Adjustments should be incremental and evaluated across multiple session types rather than isolated market conditions.
Performance Characteristics
High Effectiveness:
Trending markets with sustained directional moves where deviation levels are reached sequentially and volume at each crossing provides meaningful progression confirmation
Instruments with consistent average range behavior where deviation spacing calibrates reliably to the instrument's typical bar-level price movement across different trend cycles
Structured target-based approaches where the deviation level sequence provides a systematic exit framework calibrated to each trend's specific origin and volatility context
Multi-timeframe workflows where higher-timeframe trend direction filters lower-timeframe flip signals for directional alignment with the broader trend
Reduced Effectiveness:
Choppy, range-bound markets where frequent trend flips reset the extension map before price reaches the first deviation level, preventing a useful progression sequence from developing
Extremely volatile instruments where large individual bars cause the average range to spike, producing deviation spacing that overstates typical extension potential for subsequent trend cycles
Low-volume instruments where the standard deviation-based candle coloring loses discriminative power due to irregular or thin volume distribution
News-driven or gap-heavy markets where trend flips occur on discontinuous price action that distorts the average range calculation and misaligns deviation level placement relative to actual structural extension potential
Consolidation environments where price oscillates near the Supertrend band without establishing the sustained directional movement required for sequential deviation level progression
Integration Guidelines
Confluence : Combine with BOSWaves momentum tools, order flow analysis, or market structure indicators to validate trend flip signals and assess the broader analytical context before committing to deviation level target sequences
Volume Label Monitoring : Review volume labels on crossed deviation levels as a running confirmation log for the trend. Declining volume at successive levels suggests weakening extension commitment and warrants caution about remaining target progression.
Deviation Level Respect : Treat uncrossed deviation levels as active areas of potential price reaction rather than guaranteed targets. Monitoring candle behavior and volume intensity as price approaches each level provides early indication of whether the level will be crossed or act as a reversal point.
Extension Map Freshness : Recognize that deviation levels are anchored to the most recent flip price and reflect the volatility conditions at that specific origin point. As time passes within a trend cycle, reassess whether the projected levels remain relevant to current market conditions.
State Discipline : Maintain directional bias aligned with the current Supertrend state until a confirmed flip occurs. Temporary pullbacks toward the active band that do not close through it do not constitute trend changes and should not trigger premature exits from active extension target sequences.
Disclaimer
Supertrend Extensions is a professional-grade trend extension mapping and volume participation tracking tool. It uses range-calibrated deviation level projection with volume capture at each crossing but does not predict future price movements. Results depend on market conditions, instrument volatility characteristics, parameter selection, and disciplined execution. BOSWaves recommends deploying this indicator within a broader analytical framework that incorporates momentum context, order flow analysis, and comprehensive risk management. Indicator
Adaptive Trend Intelligence + SMC + RVOL + ML - FloAlgoThis indicator combines an Adaptive SuperTrend with Smart Money Concepts (SMC) market structure, Relative Volume (RVOL) filtering, and an online Machine Learning model to produce high-confidence trend-following signals.
How It Works
Adaptive SuperTrend — A SuperTrend band whose ATR multiplier scales automatically based on the short/long volatility ratio. In quiet markets the band tightens; in expansions it widens. An optional noise filter requires price to hold on the new side for N bars before a flip is accepted, eliminating whipsaws.
SMC Market Structure Engine — Uses a Stochastic Momentum Oscillator to detect overbought/oversold pivots and build an alternating High/Low swing chain. From those swings it tracks Dow-Theory labels (HH, HL, LH, LL), draws a zigzag, plots S/R zones, and detects BOS (Break of Structure) when price closes beyond the previous major swing confirming trend continuation, and CHoCH (Change of Character) when price closes beyond the prior opposing major swing signaling a trend flip. Both events require an established trend direction and fire only against the correct structural level, preventing false signals on internal corrections.
RVOL Filter — Computes directional buy/sell volume from candle structure and ranks it against a rolling percentile. Signals are suppressed unless the directional volume percentile clears a configurable threshold, keeping entries to high-participation moves only.
Online ML Model — A logistic regression model with L2 regularisation trained incrementally on every confirmed SuperTrend flip. It learns 17 features per signal including candle shape, volume, momentum, ATR slope, RSI, Bollinger position, RVOL, and SMC bias, then resolves each trade when the next flip occurs. Probability is displayed in the info table and can gate signals via a minimum confidence threshold.
Visual Elements
SuperTrend line with bull/bear fill
▲ / ▼ signal arrows and labels
BOS / CHoCH labels at structure breaks
HH / HL / LH / LL Dow labels at each pivot
Zigzag lines connecting momentum pivots
S/R zone boxes, colour-coded and fading on break
Info table showing Signal, Trend, ML Confidence, RVOL, Momentum, Volatility, Quality, MS Bias, and last Structure event
Key Settings
ATR Length — lookback for ATR calculation
ATR Multiplier — base band width
Adaptive Multiplier — auto-scales multiplier with volatility ratio
Noise Filter (bars) — bars price must hold before flip is confirmed
RVOL Lookback — rolling window for volume percentile ranking
RVOL Min Percentile % — minimum directional volume percentile to allow a signal
Min ML Probability % — minimum ML model confidence to allow a signal
Stochastic Length — sensitivity of the momentum pivot oscillator
Overbought / Oversold — stochastic zone thresholds for pivot detection
Filter Signals by MS — gate signals to align with SMC trend direction
Max S/R Zones per Side — maximum supply/demand boxes kept on chart
Indicator
Indicator
SuperTrend Logistic Regression | Flux ChartsGENERAL OVERVIEW
The SuperTrend Logistic Regression indicator combines the classic SuperTrend trend-following tool with a self-training logistic regression model that assigns a probability percentage to every SuperTrend flip. Each time the SuperTrend changes direction, the indicator evaluates the market conditions at the flip across 14 features spanning candle structure, trend context, and technical indicators, then outputs a probability score between 0% and 100% representing how similar the current setup is to past flips that resolved profitably on the same chart.
The model trains itself in real time using past SuperTrend signals as labeled examples. Each historical flip becomes a training example: the features captured at the flip are paired with the outcome at the next opposite flip, producing a continuously growing dataset that the model uses to refine its weights. The probability displayed on each new flip reflects what the model has learned about this specific instrument and timeframe, not a universal assumption about what makes a good signal.
screenshot: Full chart showing SuperTrend line with multiple flips and probability labels
🔹What is the purpose of the indicator?
The indicator addresses a common problem with SuperTrend: not every flip leads to a sustained trend. Many flips occur during choppy or transitional conditions and reverse quickly, producing losing signals. By scoring each flip with a probability, traders get a quantitative sense of how much confidence the model has in that specific signal based on similar past setups. The indicator does not change the SuperTrend calculation itself, so every flip is still detected and visualized. The probability score adds a filtering layer that helps traders separate high-confidence flips from low-confidence ones.
🔹What is the theory behind the indicator?
The indicator is built on the idea that market behavior around trend reversals is not random. Certain combinations of candle structure, volatility conditions, volume patterns, and prior trend context tend to precede trends that follow through, while different combinations tend to precede trends that reverse quickly. Logistic regression is a statistical method well-suited to learning these relationships. Given a set of input features and historical outcomes, it produces a set of weights that map feature combinations to probability estimates.
In this indicator, each SuperTrend flip becomes a data point. The features at the flip are recorded, and the outcome is determined at the next opposite flip. If price moved in the signal's direction (higher for bull, lower for bear), the signal is labeled as a win. Otherwise, it is labeled as a loss. The model continuously retrains on this growing dataset, adjusting weights so that feature patterns historically associated with wins produce higher probabilities, and feature patterns associated with losses produce lower probabilities.
SUPERTREND LOGISTIC REGRESSION FEATURES
SuperTrend Core
Logistic Regression Model
Candle Features
Trend Context Features
Technical Features
Separate Bull and Bear Models
Exponential Decay Weighting
Minimum Sample Gating
Probability Labels and Filtering
Gradient-Colored SuperTrend Visualization
Optional Momentum Dots
Alerts
SUPERTREND CORE
The SuperTrend is the foundation of every signal. All detection, training, and prediction is tied to SuperTrend flips. The core SuperTrend calculation in this indicator is standard: ATR multiplied by a user-defined factor produces the trailing line, and a flip occurs when price crosses through the line, changing the direction state.
🔹How SuperTrend is calculated
The SuperTrend is derived from Average True Range (ATR) with a user-configurable period and factor. When the calculated line is below price, the indicator is in an uptrend state and the line acts as dynamic support. When the line is above price, the indicator is in a downtrend state and the line acts as dynamic resistance. A flip occurs at the exact bar where price crosses through the line, changing the direction from bullish to bearish or vice versa.
🔹Why SuperTrend was chosen
SuperTrend is one of the most widely used trend-following tools on PulseWire. It produces clean, deterministic signals with well-understood behavior. Rather than reinventing or modifying the underlying calculation, this indicator treats SuperTrend as a signal source and adds a separate statistical layer on top. This keeps the core behavior familiar to traders already using SuperTrend and ensures that every flip is still detected, regardless of the probability score.
🔹SuperTrend Inputs
Two inputs control the SuperTrend calculation: Factor (the ATR multiplier, default 3.0) and ATR Period (the number of bars in the ATR calculation, default 10). These correspond to the standard SuperTrend parameters. Changing these values affects where flips occur, which in turn affects what signals the model trains on.
LOGISTIC REGRESSION MODEL
Logistic regression is a statistical model that predicts binary outcomes from a set of input features. It takes each feature, multiplies it by a learned weight, sums the results, adds a bias term, and passes the total through a sigmoid function that maps the output to a probability between 0 and 1. The model learns the weights by comparing its predictions against actual outcomes and adjusting through gradient descent.
🔹What is Logistic Regression?
Logistic regression works by finding the set of weights that best separates winning signals from losing signals in feature space. A large positive weight on a feature means that higher values of that feature are associated with winning outcomes. A large negative weight means higher values are associated with losing outcomes. A weight near zero means the feature does not discriminate between winners and losers on this chart.
The sigmoid function is what turns the weighted sum into a probability. It outputs values near 0 when the weighted sum is very negative, values near 1 when the weighted sum is very positive, and values near 0.5 when the weighted sum is near zero. This gives the output a natural probability interpretation.
🔹How the model is trained
Training happens every time a new SuperTrend flip occurs. The indicator looks at all past resolved signals (signals that have already seen their next opposite flip and therefore have a known outcome) and runs gradient descent over them. Gradient descent calculates how much each weight should change to reduce the model's prediction error, then applies those changes iteratively. The indicator runs multiple training epochs on each update to ensure the weights converge reasonably well to the current data.
L2 regularization is applied to prevent any single weight from becoming extreme. Weight clipping further constrains weights to a reasonable range, avoiding instability when training data is thin or features are noisy. Together, these make the model more robust on small sample sizes.
🔹Outcome evaluation
For training to work, every historical signal needs a win/loss label. The indicator uses flip-to-flip evaluation: a bull signal is considered a win if the close at the next bear flip is higher than the close at the bull flip. A bear signal is considered a win if the close at the next bull flip is lower than the close at the bear flip. This matches the natural lifecycle of a SuperTrend trade, where entry and exit are both on flips.
🔹A Winning Signal Example
A winning bull signal forms when a bull flip occurs and, by the time the next bear flip occurs, the close at the bear flip is higher than the close at the bull flip. The probability label on the bull flip reflects the model's confidence at entry, while the outcome is confirmed at the next flip.
🔹A Losing Signal Example
A losing signal forms when price fails to move in the signal's direction by the next opposite flip. For example, a bull flip where price immediately reverses and ends lower than entry when the next bear flip occurs.
CANDLE FEATURES
Candle features describe the shape and volume of the flip candle itself, compared against recent averages. These are the most direct, local features the model uses. All candle features are toggleable in the "Candle Features" input group and are normalized to a range centered at zero, where zero means the feature value matches the recent average.
🔹Body
Body measures the size of the flip candle's body (the absolute distance from open to close) relative to the average body size over the recent lookback window. A value above zero means the flip candle had a larger body than recent candles, suggesting stronger conviction. A value below zero means the body was smaller than usual, suggesting indecision. The model learns whether strong-bodied flips tend to produce winning trends on this chart.
🔹Upper Wick
Upper Wick measures the length of the upper wick (the distance from the body top to the high) relative to recent average upper wicks. Long upper wicks can indicate rejection at highs, while short upper wicks suggest price accepted the top of the candle cleanly. The model learns how upper wick behavior at flips correlates with outcomes.
🔹Lower Wick
Lower Wick measures the length of the lower wick (the distance from the body bottom to the low) relative to recent average lower wicks. Long lower wicks can indicate rejection at lows, while short lower wicks suggest clean acceptance. This feature is disabled by default because it historically showed the weakest predictive signal across tested instruments.
🔹Range
Range measures the total high-to-low range of the flip candle relative to the recent average range. A wide-range flip candle indicates volatility expansion, while a tight-range candle suggests contraction. The model learns whether flips during volatility expansion tend to perform differently from flips during contraction.
🔹Volume
Volume compares the flip candle's volume to the average volume over the recent lookback window. Higher than average volume at a flip generally indicates stronger participation, while lower than average volume suggests weak conviction. The model learns how volume conviction at flips relates to trend outcomes.
🔹Delta Volume
Delta Volume estimates the net buying versus selling pressure within the flip candle by sampling 1-minute lower timeframe bars. The indicator distributes each 1-minute bar's volume to either the bullish or bearish side based on whether that bar closed up or down, then outputs the net direction as a feature value from fully bearish to fully bullish. This gives the model a finer-grained view of what happened inside the flip candle beyond the aggregate close.
TREND CONTEXT FEATURES
Trend context features describe the market conditions leading into the flip, not just the flip candle itself. These are calculated from the lookback window before the flip. All trend context features are toggleable in the "Trend Features" input group.
🔹Momentum
Momentum counts consecutive candle direction leading into the flip. Each bullish candle increments the streak in the positive direction, and each bearish candle increments it in the negative direction. The value is capped so very long streaks do not dominate. A strongly positive momentum value before a bull flip indicates buying was already building; a strongly negative value before a bull flip indicates a sharp reversal from recent selling. The model learns which regime tends to produce better bull outcomes.
🔹Pre-Flip Trend
Pre-Flip Trend averages the signed candle bodies (close minus open) over the recent lookback window, normalized by the average range. This gives a broader picture of whether the market was drifting up, drifting down, or chopping sideways before the flip. Unlike momentum, which only counts direction, pre-flip trend captures the magnitude of the directional bias.
🔹ATR Slope
ATR Slope compares the current ATR value to the ATR value from the lookback period ago. A positive slope means volatility is expanding into the flip, often associated with stronger follow-through. A negative slope means volatility is contracting, often associated with weaker signals. The model learns whether volatility expansion at the flip is a positive or negative factor for the specific instrument.
🔹Volume Trend
Volume Trend compares the average volume of recent bars to the average volume of bars further back. A positive value means participation is increasing; a negative value means it is fading. This feature is disabled by default because it historically showed weak signal across tested instruments.
🔹ST Distance
ST Distance measures how far price was from the SuperTrend line before the flip, normalized by ATR. A value near zero means the flip was a tight cross; a larger absolute value means price was well above or below the line and had to travel significantly to trigger the flip. The model learns whether tight crosses or aggressive breaks produce better outcomes.
🔹Trend Duration
Trend Duration measures how many bars the previous trend lasted before flipping. Short previous trends might indicate choppy conditions where flips come and go quickly. Longer previous trends might signal genuine exhaustion at reversal. The model learns how previous trend length relates to the success of the current flip.
TECHNICAL FEATURES
Technical features bring in classic technical indicator readings at the flip point. These are toggleable in the "Technical Features" input group.
🔹RSI
RSI (Relative Strength Index) is calculated with the same lookback as the other features and then centered around the 50 level. Values near the oversold end push the feature toward -1, values near the overbought end push it toward +1, and values near 50 are near zero. The model learns whether overbought or oversold RSI readings at flips correlate with different outcomes on the specific chart. On some instruments, flips at extreme RSI readings perform well; on others, they perform poorly. The model discovers this from the data.
🔹BB Position
BB Position measures where price sits within Bollinger Bands at the flip. Price at the lower band gives a value of -1, price at the basis gives 0, and price at the upper band gives +1. The Bollinger Bands are calculated with the same lookback as the other features. This feature captures mean-reversion versus breakout context: a flip near the lower band is different from a flip near the upper band, and the model learns which band positions tend to precede successful trends.
SEPARATE BULL AND BEAR MODELS
The indicator maintains completely independent models for bull signals and bear signals. Each has its own set of weights, its own training dataset, and its own prediction logic.
🔹Why separate models?
A single model that assumes features mean opposite things for opposite directions would be an oversimplification. For example, a long lower wick on a bull flip might indicate strong buyer defense, while a long lower wick on a bear flip might indicate weak sellers. These are different setups with different implications, and forcing them into one model with flipped signs would blur the signal.
By training separate bull and bear models, the indicator gives each direction room to learn its own relationships. A feature that strongly predicts bull wins might be irrelevant or even negatively correlated for bear wins, and the separate models can capture this without interference.
🔹Implementation
Each direction has its own array of signals and its own weights array. When a bull flip occurs, the bull signals array is updated and the bull model is retrained. When a bear flip occurs, the bear signals array and bear model are updated separately. The two models never share state, and their predictions are based only on their own training data.
EXPONENTIAL DECAY WEIGHTING
Not all training examples are equally relevant. Recent signals reflect current market conditions, while older signals may reflect regimes that no longer apply. The indicator addresses this with exponential decay weighting during training.
🔹How decay works
Each resolved signal is assigned a weight based on its age. The newest resolved signal gets the highest weight (1.0 after normalization), and older signals get progressively smaller weights based on a decay factor. A decay factor close to 1 means old and new signals are weighted roughly equally. A decay factor close to 0 means recent signals dominate and old signals are effectively ignored.
🔹Why decay is important
Markets change. A feature that strongly predicted wins six months ago might have weak or reversed predictive power now. Without decay weighting, the model would be slow to adapt to new conditions because old data would dilute the influence of recent outcomes. With decay weighting, the model naturally updates its weights to reflect the most recent dynamics while still using historical data to maintain stability.
PROBABILITY LABELS AND FILTERING
When a new flip passes the minimum sample gate, the indicator calculates the probability from the current feature values and the trained weights. This is displayed as a colored triangle label at the flip bar.
🔹Label Appearance
Bull flip labels appear below the bar as upward-pointing green triangles with the probability percentage inside. Bear flip labels appear above the bar as downward-pointing red triangles with the probability percentage inside. The colors are partially transparent so the labels do not obscure price action.
🔹High Probability Example
A high probability label means the model found the current flip's features similar to past flips that resolved as wins. For example, a bull flip with strong pre-flip momentum, expanding volatility, positive delta volume, and price well above the SuperTrend line might receive a probability above 65% if those conditions have historically preceded successful bull trends.
🔹Low Probability Example
A low probability label means the model found the current flip's features similar to past flips that resolved as losses. Low probability signals might share characteristics with flips that occurred during choppy conditions or weak momentum regimes.
🔹Min Probability Filter
A Min Probability input lets users hide labels below a confidence threshold. Setting it to 0 shows every signal. Setting it to 60 only shows labels where the model estimates at least 60% probability of a profitable outcome. This filter only affects visual display and alerts. The SuperTrend line and color change still appear on every flip, and the model still trains on every signal regardless of the filter.
🔹Interpreting the probability
The probability represents the model's estimate that the current flip will resolve profitably by the next opposite flip, based on how similar past flips performed. A 70% label does not guarantee a win; it means the model finds this flip's conditions more similar to past winners than past losers. Probabilities should be interpreted relative to the base rate (the overall percentage of past flips that won) rather than as absolute guarantees.
VISUAL CUSTOMIZATION
The indicator includes several visual elements that help traders see the SuperTrend state and the probability labels clearly.
🔹Gradient-Colored SuperTrend
The SuperTrend line is plotted with a color gradient based on how far current price has moved from the line since the most recent flip. The color intensifies as price extends further in the trend direction, giving a visual indication of how developed the trend is at any point. Fills between the body midpoint and the SuperTrend line reinforce this gradient effect.
🔹Momentum Dots
An optional momentum dots display overlays circles on the SuperTrend line with colors that shift between yellow and the trend color (green or red) based on price position. This provides a secondary visual cue for trend strength. The Enable Momentum Dots input toggles this display on or off.
INPUTS
🔹SuperTrend
Factor: ATR multiplier used in the SuperTrend calculation. Default is 3.0. Increasing this value makes the SuperTrend less sensitive and produces fewer, wider flips. Decreasing it makes the SuperTrend more sensitive and produces more frequent flips.
ATR Period: Number of bars used in the ATR calculation. Default is 10. Larger periods smooth the ATR, while smaller periods make it more reactive.
🔹Display
Enable Momentum Dots: Toggles the momentum dots overlay on the SuperTrend line. Default is on.
🔹Filters
Min Probability %: Minimum probability required for a signal label to appear on the chart. Default is 0 (show all signals). Setting this to a higher value hides lower-confidence signals.
🔹Candle Features
Body: Enable body size feature. Default is on.
Upper Wick: Enable upper wick feature. Default is on.
Lower Wick: Enable lower wick feature. Default is off.
Range: Enable candle range feature. Default is on.
Volume: Enable volume feature. Default is on.
Delta Vol: Enable delta volume feature using 1-minute LTF data. Default is on.
🔹Trend Features
Momentum: Enable consecutive candle direction feature. Default is on.
Pre-Flip Trend: Enable average directional body feature. Default is on.
ATR Slope: Enable volatility expansion feature. Default is on.
Volume Trend: Enable volume building feature. Default is off.
ST Distance: Enable distance from SuperTrend line feature. Default is on.
Trend Duration: Enable previous trend length feature. Default is on.
🔹Technical Features
RSI: Enable RSI feature. Default is on.
BB Position: Enable Bollinger Band position feature. Default is on.
ALERTS
The indicator includes alert conditions for the following events:
Bull Flip: Fires on a confirmed bullish SuperTrend flip that passes the Min Probability filter.
Bear Flip: Fires on a confirmed bearish SuperTrend flip that passes the Min Probability filter.
Users can configure alerts from the PulseWire alerts menu and choose which condition to subscribe to.
IMPORTANT NOTES
🔹Non-Repainting Behavior
Signals are detected and probability labels are calculated on the bar where the SuperTrend flip confirms. The probability value is based only on feature values at the time of the flip and the model weights as of that bar. The outcome label used for training is only recorded after the next opposite flip has occurred, so the current bar's prediction never uses future data.
🔹Probability Interpretation
The probability represents the model's learned estimate from past data on the current chart. It is not a guaranteed win rate. Markets can shift in ways the model has not yet seen, and sample size is always a limitation. Probabilities should be used as one input among many in a trading decision, not as a standalone signal.
UNIQUENESS
The SuperTrend Logistic Regression indicator takes a distinct approach to SuperTrend enhancement. Rather than altering the SuperTrend calculation itself, it preserves the classic SuperTrend behavior and adds a statistical layer on top that scores each flip independently. Every flip is still detected, so users never miss signals; the probability only determines what gets visually emphasized. The logistic regression implementation uses proper gradient descent with L2 regularization, weight clipping, and exponential decay weighting, making the training process stable and adaptive. Weights persist across bars and are refined with each new resolved signal rather than being recalculated from scratch. Separate bull and bear models learn direction-specific feature relationships independently, avoiding the oversimplification of assuming features have opposite meanings for opposite directions. All 14 features are toggleable, spanning candle structure, trend context, and technical indicators, so users can customize which market characteristics feed into the model. The probability is backed by a concrete, testable definition: the likelihood that the current flip will resolve profitably by the time the next opposite flip occurs, based on how similar past flips performed. This matches how SuperTrend is naturally traded on flip-to-flip cycles. Minimum sample gating ensures that probability labels only appear once the model has enough training data to make meaningful predictions, preventing misleading early signals. Together, these choices make the indicator a disciplined, data-driven extension of SuperTrend that adapts to each instrument and timeframe it runs on, rather than applying a one-size-fits-all scoring system. Indicator
CandelaCharts - Killzone Supertrend📝 Overview
The CandelaCharts - Killzone Supertrend indicator integrates professional, noise-filtered Supertrend volatility-based trend-following logic within specific intraday sessions. By isolating trend analysis to key Killzones and providing advanced smoothing tools, traders can effectively filter out market noise and identify high-probability trend shifts during periods of peak institutional activity.
📦 Features
5 Customizable Sessions : Tracks trends across Asia, London, NY AM, NY Lunch, and NY PM sessions.
Continuous Detection : Unlike standard session indicators that reset, this logic runs continuously in the background. This ensures that the trend state is established accurately before the session begins, eliminating "initialization lag."
Full Session Backgrounds : Highlight the entire vertical pane for each session with customizable colors and transparency for maximum focus.
Source Smoothing : Smooth the price source (hl2) before calculation to filter out minor whipsaws and reduce false signals in choppy markets.
Multi-Method ATR : Choose between RMA, SMA, EMA, or WMA for volatility calculations based on your preferred responsiveness.
Visual Signal Markers : Clear Triangle Up/Down markers appear instantly when a trend flip occurs within an active session.
Trend Fill : Shaded backgrounds between the Supertrend line and price provide a visual "cushion" to assess trend strength.
Dynamic Session Labels : Centered labels that automatically adjust their position based on the session's price range.
Session Dividers : Clear vertical dividers to signal the transition between trading periods.
⚙️ Settings
ATR Period : Lookback period for the Average True Range calculation (default: 10).
Multiplier : Volatility multiplier for the trailing stop (default: 3.0).
Source Smoothing : EMA period to smooth price before detection (0 = off).
ATR Method : Choose the smoothing method (RMA, SMA, EMA, WMA).
Show Signals : Toggle Triangle Up/Down markers for trend changes.
Show Trend Fill : Toggle the shaded background between price and Supertrend.
Label Size : Customize the text size of session labels.
Timezone : Supports America/New_York, UTC, and Exchange time.
Divider Style : Style and color settings for vertical lines.
Show Session : Toggle the Supertrend logic and markers.
Background : Toggle the full vertical pane background color.
Session Name & Time : Define labels and time windows.
Session Color : Sets the theme for the labels and dividers.
Show Labels : Toggle the centered session identifiers.
Show Divider : Toggle vertical start/end lines.
⚡️ Showcase
Supertrend Lines & Signals
Session Boxes & Full Backgrounds
🚨 Alerts
Trend changes are visually indicated by line color shifts and Triangle markers (Buy/Sell) within each active session.
⚠️ Disclaimer
Trading involves significant risk, and many participants may incur losses. The content on this site is not intended as financial advice and should not be interpreted as such. Decisions to buy, sell, hold, or trade securities, commodities, or other financial instruments carry inherent risks and are best made with guidance from qualified financial professionals. Past performance is not indicative of future results.
Indicator
Conflux 4 | AnonycryptousConflux 4 | Anonycryptous
Description & user manual
Why this indicator is different
Most signal indicators fire on one condition. Price crosses a moving average. RSI hits a level. A candle closes above a line. One condition. One trigger. And because one condition alone is never enough, the signals come constantly — in trends, against trends, in chop, in news spikes — with no filter for whether the setup actually makes sense.
Conflux 4 works differently.
It does not fire on one condition. It requires four independent filters to agree at the same moment, in the same direction, before anything appears on the chart. Trend, momentum, volatility structure, and trend strength. All four. If one filter disagrees, nothing is drawn. Not a reduced signal. Nothing.
The result is an indicator that is quiet most of the time — and deliberate when it speaks.
When a signal does appear, Conflux 4 does not just mark a dot and leave you to figure out the rest. It draws a complete trade block automatically: entry, stop, and up to four take profit levels. The stop trails dynamically after the first target is reached, moving to breakeven and continuing from there. The trade is managed visually until it resolves.
The dashboard shows the live state of every filter at all times, so you always know why a signal appeared — or why it did not.
Important notice
Conflux 4 generates signals based on technical filter alignment.
These signals are not financial advice.
They do not predict the future.
They do not guarantee profitability.
All trading decisions are made entirely by the user.
Always manage your own risk. Always apply your own judgment.
1. Overview
Conflux 4 is a four-filter confluence signal indicator. A signal only fires when all four filters align simultaneously in the same direction. When that happens, a complete trade block is drawn including entry, stop, and take profit levels.
What it includes:
- Four-filter confluence engine: trend, momentum, volatility structure, and trend strength
- Four presets: scalp, daytrader, swing, and manual
- Three stop modes: Supertrend trailing, ATR cap, and fixed percentage
- Automatic trade block with up to four take profit levels
- Dynamic trailing stop that activates after TP1 and moves to breakeven
- Live dashboard showing the state of every filter in real time
- Configurable signal cooldown, bar coloring, and background shading
- Alerts for bullish and bearish signal events
2. The four filters
A signal is only valid when all four conditions align.
2.1 Trend filter — VWMA and EMA alignment
Price must be above the volume weighted moving average and the fast EMA must be above the slow EMA for a bullish signal. Reverse for bearish. This confirms alignment with the prevailing macro trend before anything else is evaluated.
2.2 Momentum filter — RSI threshold
RSI must be above the configured bullish threshold (default 55) for long signals, or below the bearish threshold (default 45) for short signals. This filters out setups forming in low-momentum environments where follow-through is less reliable.
2.3 Volatility filter — Supertrend
The Supertrend indicator must confirm the same direction as the trend filter. Because Supertrend adapts to volatility using ATR, it naturally avoids triggering during minor fluctuations and choppy price action.
2.4 Trend strength filter — ADX
ADX must be above the configured threshold (default 25) to confirm a directional environment. Below this level, price is typically ranging and confluence signals carry less weight. The ADX filter can be disabled if you prefer to evaluate trend strength manually.
If any single filter is not in agreement, no signal is generated.
3. Presets
Conflux 4 includes four preset configurations that adjust the stop mode and risk/reward levels to suit different trading styles.
-Scalp
Designed for short timeframes and futures scalping.
Stop mode: ATR cap.
Take profit levels: 0.5R / 1.0R / 1.5R / 2.0R.
-Daytrader
Designed for mid-timeframe trading on 15 minute to 1 hour charts.
Stop mode: Supertrend trailing.
Take profit levels: 0.5R / 1.0R / 2.0R / 3.0R.
-Swing
Designed for higher timeframe trading on 4 hour and daily charts.
Stop mode: Fixed percentage.
Take profit levels: 1.0R / 1.5R / 2.5R / 3.5R.
-Manual
Full control over all parameters. No preset overrides apply.
4. Stop modes
4.1 Supertrend
The stop follows the Supertrend line dynamically for the duration of the trade. This allows the stop to trail price as long as momentum holds.
4.2 ATR cap
The stop is based on the Supertrend level but capped at a maximum distance defined by an ATR multiplier. This prevents the stop from becoming too wide in volatile conditions.
4.3 Fixed percentage
The stop is placed at a fixed percentage below the entry for long trades and above the entry for short trades. The distance does not change after entry.
5. Trade block logic
When a signal fires, the trade block is drawn automatically:
- Entry line at the signal bar close
- Stop line at the calculated level based on the active stop mode
- Up to four take profit lines at configurable risk/reward ratios
- Visual zone shading between entry and stop, and between entry and each take profit
Trailing behavior:
Before TP1 is reached, the stop holds its initial position. After TP1 is reached, the stop moves to breakeven and begins trailing dynamically. The stop only moves in the direction of the trade — it never moves against it.
The trade block remains active until the stop is hit or the Supertrend flips direction. After resolution, the block is cleared and the indicator is ready for the next setup.
6. Dashboard
The dashboard displays the live state of every filter and the current trade situation. It updates on every bar close.
Rows displayed:
- Trend — overall direction from VWMA and EMA alignment
- VWMA — whether price is above or below the VWMA
- EMA — whether the fast EMA is above or below the slow EMA
- RSI — current RSI value and whether the momentum threshold is met
- Supertrend — current Supertrend direction
- ADX — current ADX value and whether the trend strength threshold is met
- Confluence — number of filters currently in agreement
- Stop mode — active stop mode in use
- Last signal — how many bars since the last signal fired
- Cooldown — whether the cooldown period is still active
- Trade — current trade state: none, long, or short
- TP progress — which take profit levels have been reached
The dashboard header color reflects the current trend direction.
7. Settings
Trend filters
- VWMA length: period of the volume weighted moving average used as the primary trend filter
- Fast EMA / Slow EMA: periods of the two exponential moving averages used for secondary trend confirmation
- Show EMA lines: toggle EMA visibility on the chart
- EMA colors and line width: visual styling options
Momentum
- RSI length: period for the RSI calculation
- Bullish threshold: RSI must be above this level for a long signal (default 55)
- Bearish threshold: RSI must be below this level for a short signal (default 45)
Volatility and Supertrend
- ATR length: period for the ATR calculation used by the Supertrend
- Supertrend multiplier: sensitivity of the Supertrend — higher values produce fewer flips
- Show Supertrend line, fill, and color options
ADX
- Enable ADX filter: toggle the trend strength requirement on or off
- ADX length: period for the ADX calculation
- ADX threshold: minimum ADX value required for a signal (default 25)
Signal settings
- Signal cooldown: minimum number of bars between two signals
- Show signals, signal text, background shading, and bar coloring
Trade block
- Show trade block: toggle the full trade block visualization
- Stop mode: Supertrend, ATR cap, or fixed percentage
- ATR cap multiplier and fixed percentage stop size
- Take profit levels: four configurable RR ratios
- Visual styling for stop, entry, and take profit lines
Dashboard
- Position: top left, top right, bottom left, or bottom right
- Size: tiny, small, or normal
- Visibility toggle
8. How to use
Select a preset or switch to manual and configure the filters to match your trading style and timeframe.
Choose a stop mode. Supertrend is best for trending markets where you want the stop to follow price. ATR cap limits the maximum stop size. Fixed percentage suits swing trades where a known maximum loss matters more than trailing.
Set your risk/reward take profit levels.
Monitor the dashboard. When all four filters align, the confluence count reaches four and a signal fires. The trade block is drawn automatically.
A green marker indicates a bullish signal. A red marker indicates a bearish signal.
The trade block shows the full setup from entry to each take profit level. Decision-making remains entirely with the user.
9. Notes
Low signal frequency is intentional. Four filters aligning simultaneously is a selective condition. Signals will not appear on every bar or even every session. That is by design.
Higher timeframes generally produce more stable signals. On lower timeframes the ADX threshold may need to be lowered or disabled to account for faster price structure.
Signals are more meaningful when they form at key structural levels such as support, resistance, or liquidity zones. Conflux 4 does not evaluate those levels — that context comes from the trader.
The ADX threshold can be adjusted for markets that tend to range. Lowering it increases signal frequency. Raising it makes the filter more selective.
10. Disclaimer
This indicator is provided for educational and informational purposes only.
All outputs are based on historical price action calculations and do not guarantee future results.
Trading financial instruments involves significant risk of loss.
Past performance does not indicate future results.
Use at your own discretion.
Indicator
SupOsc + SSL + Willy SignalsWhat It Does
This is a confluence signal indicator that combines three separate technical indicators and only fires a buy or sell signal when all three agree simultaneously. The idea is to reduce false signals by requiring multiple independent conditions to align before triggering an entry. It plots simple B (buy) and S (sell) labels directly on your chart.
The Three Indicators
1. SuperTrend Oscillator (SupOsc)
A normalized oscillator built from a SuperTrend calculation. Rather than plotting the SuperTrend line itself, it measures how far price is from the SuperTrend bands and converts that into an oscillator value between -1 and +1. A smoothed EMA histogram runs underneath it. For signals, it watches for the oscillator crossing the -0.50 level upward (buy) or crossing the +0.50 level downward (sell). Think of it as a momentum/trend confirmation filter.
2. SSL Channel
A simple but effective trend direction tool that uses SMAs of the highs and lows to determine whether price is in a bullish or bearish regime. When the upper SSL line is above the lower line, it's bullish. When below, it's bearish. The signal requires SSL to be confirming the same direction as the SupOsc before anything fires.
3. Williams %R
A momentum oscillator that measures where price closed relative to its recent high-low range, on a scale of 0 to -100. The indicator checks the previous candle's Williams %R reading — requiring it to have been in oversold territory (below -80) for buys, or overbought territory (above -20) for sells. This acts as a pullback/exhaustion filter, helping you buy dips and sell rips rather than chasing.
Does It Repaint?
Largely no, but with one caveat to be aware of.
The SupOsc and Williams %R components are calculated purely on current timeframe bars using standard closed-bar data — no repainting there.
The SSL component uses request.security() with lookahead=barmerge.lookahead_off, which is the correct, repaint-safe setting. However, if you set the SSL Timeframe to a higher timeframe than your chart, the SSL values will only update when that higher timeframe bar closes — meaning mid-bar the value reflects the previous completed HTF bar, which is standard and expected behavior, not true repainting.
The Williams %R check also looks at wR (the previous bar's value), which is already a closed bar — safe.
Bottom line: Signals that appear on a closed bar will not disappear or move. Signals on the current live bar could technically shift if conditions change before the bar closes, which is true of virtually any indicator.
Personally I find it works best for confirmations when combined with the CCI as seen in the image below.
Indicator
Position Sizing CalculatorA simple automated calculator that shows how many shares can be bought or sold if a specific maximum amount is to be risked on the position.
The risk per share is assumed to be the distance to the respective buy or sell line of the Supertrend indicator. This is based on a calculation of the ATR for the last ten days, which is multiplied by a fixed factor and plotted against the highest or lowest candle of the past ten days.
The parameters can be changed manually. By default, a risk of $500 per trade is assumed.
For each of the last bars, the calculator displays the distance to the calculated exit and, through a simple division, calculates the number of shares that could be bought or sold in a potential long or short position to achieve this hypothetical maximum risk.
Of course, there is no guarantee that the respective price will actually be reached, but the calculator can help provide a reference point for sizing the position.
The principle is clearly visible in the screenshots: FRT is a stock that moves slowly and is only a short distance from the stop-loss level. At the current price of $114.47 and a calculated stop at $108.99, 91 shares could be purchased to risk $500. In total, that would be an order of $10,416.77 for a long position.
SOUN, on the other hand, has a very wide margin to the stop-loss; it is a stock with high volatility. Therefore, only 300 shares can be purchased here to achieve the same hypothetical risk. The position would thus be worth only $2,841.
Designed by tuvot_1a, programmed by Claude.
Indicator
UCY-VWATR (live)═══════════════════════════════════════
UCY-VWATR — Volume Weighted ATR Bands with Supertrend
═══════════════════════════════════════
▸ OVERVIEW
A volatility-band indicator that combines a Volume Weighted
Moving Average (VWMA) center line with ATR-based deviation
bands and a Supertrend overlay for trend direction.
The indicator visualizes how far price extends from its
volume-weighted mean in units of Average True Range, while
the Supertrend acts as a dynamic trend filter.
═══════════════════════════════════════
▸ HOW IT WORKS
- VWMA forms the central reference band (default: 20 period),
giving more weight to bars with higher volume than a standard
moving average.
- ATR (default: 14 period) generates three pairs of upper and
lower deviation bands at ±1, ±2, and ±3 multiples — mapping
volatility expansion zones around the mean.
- Supertrend (default: 10 period, factor 3.0) determines the
prevailing trend direction. Green = uptrend, Red = downtrend.
- Body-middle (the midpoint of each candle's open and close)
is compared against each band. When the body crosses beyond
a band in the direction of the active trend, a colored fill
appears — darker fills indicate stronger displacement from
the mean.
═══════════════════════════════════════
▸ HOW TO READ THE FILLS
In an UPTREND (green Supertrend):
- Body above VWMA → light green fill (mild momentum)
- Body above +1 ATR → medium green
- Body above +2 ATR → strong green
- Body above +3 ATR → extreme green (potential exhaustion)
In a DOWNTREND (red Supertrend):
- Body below VWMA → light red fill
- Body below -1 ATR → medium red
- Body below -2 ATR → strong red
- Body below -3 ATR → extreme red (potential exhaustion)
The intensity of the fill provides an at-a-glance read of
how stretched price is relative to its volume-weighted mean.
═══════════════════════════════════════
▸ POTENTIAL USE CASES
- Trend-following: Enter in the direction of the Supertrend
when price pulls back to VWMA or ±1 ATR band.
- Mean reversion: Look for exhaustion signals when price
reaches ±3 ATR bands against the prevailing trend.
- Breakout confirmation: A break and hold above/below ±1 ATR
in the direction of a fresh Supertrend flip can act as
trend confirmation.
- Volatility context: Wider band spacing signals high
volatility regimes; narrow bands indicate compression.
═══════════════════════════════════════
▸ SETTINGS
- VWMA Length: 20 (medium-term balance)
- ATR Length: 14 (classic Wilder period)
- ATR Multipliers: 1.0 / 2.0 / 3.0
- Supertrend ATR Length: 10
- Supertrend Factor: 3.0
All parameters are user-adjustable to fit different timeframes
and instruments. Lower multipliers suit ranging markets;
higher multipliers suit trending or volatile assets.
═══════════════════════════════════════
▸ NOTES
- Works on all timeframes and instruments (stocks, futures,
forex, crypto).
- VWMA requires volume data — best results on instruments
with reliable volume feeds (avoid forex spot pairs without
aggregated volume).
- Designed as a visual decision-support tool, not a
standalone signal generator.
═══════════════════════════════════════
⚠️ DISCLAIMER
This indicator is published for educational and analytical
purposes only. It does not constitute financial advice or a
recommendation to buy or sell any asset. All trading decisions
and their outcomes are the sole responsibility of the user.
Past performance does not guarantee future results. Indicator
Regression Deviation Channel [JOAT]Regression Deviation Channel
Introduction
The Regression Deviation Channel is an institutional-style statistical trend and execution framework built around segmented regression, deviation envelopes, premium/discount zoning, breakout qualification, and risk mapping. Instead of acting like a plain moving-average channel, it models price through a best-fit regression path, measures dispersion with RMSE, then classifies where price is trading inside that structure: discount, equilibrium, or premium.
This version is designed to feel more like a desk-grade directional map than a simple overlay. It combines a frozen regression segment, internal band hierarchy, confidence scoring, Supertrend stack alignment, breakout detection, and ATR-based trade mapping into one visual structure. The goal is not just to show where price is, but whether the current move is balanced, compressed, expanding, or resolving.
Why This Indicator Exists
Most channels are too simple. They show boundaries but do not explain what price is doing inside those boundaries. This indicator was built to solve that by combining:
Segmented Regression: Tracks the current directional price path with a proper best-fit slope
Deviation Architecture: Uses RMSE to define statistically meaningful channel width
Premium / Discount Zoning: Splits the channel into expensive, fair value, and cheap territory
Breakout Qualification: Scores breakout quality using slope, participation, structure, and location
Trend Stack Context: Adds Supertrend alignment to distinguish strong directional pressure from noise
Trade Mapping: Builds clean ATR-based stop and multi-target projections after confirmed breaks
The result is a regression channel that does more than draw lines. It gives context, bias, execution framing, and visual hierarchy.
Core Components Explained
1. Segmented Regression Engine
= f_ols(winLen)
basisVal = intercept + slope * float(barsInSeg - 1)
upperVal = basisVal + rmse * multiplier
lowerVal = basisVal - rmse * multiplier
The core engine uses manual ordinary least squares regression to calculate the channel basis. Once the segment matures, the regression values are frozen and projected forward until price resolves beyond the envelope.
This “freeze and resolve” behavior keeps the channel visually stable instead of constantly shifting every bar.
2. RMSE Deviation Structure
Root mean squared error defines channel width, making the envelope responsive to how tightly price is hugging the trend.
Tight RMSE = cleaner trend structure
Wide RMSE = unstable or volatile structure
Internal bands split the envelope into inner, quarter, and outer zones
These nested bands create a true structure ladder instead of a single upper/lower shell.
3. Premium / Discount Channel Arrays
The channel is separated into three value areas:
Premium: Upper edge territory where price is extended and expensive relative to the current regression path
Equilibrium: The center band around fair value and neutral orderflow balance
Discount: Lower edge territory where price is cheap relative to the active path
This makes the indicator more useful for directional context:
Bull channels pressing premium signal strong continuation pressure
Bear channels pressing discount signal strong downside control
Repeated failure to hold premium/discount can signal exhaustion or rebalancing
4. Breakout Confidence Model
Breakouts are not treated equally. The indicator scores breakout quality using four ingredients:
Participation: Distance from the regression basis normalized by ATR
Slope Force: Strength of the normalized regression slope
Location: Whether price is already pressing the outer structure
Alignment: Whether price direction and Supertrend stack agree with the channel
breakoutConfidence = participation + slopeForce + location + alignment
This helps separate lazy drifts from high-quality channel resolution.
5. Supertrend Ribbon Stack
The Supertrend layer is not there as a generic add-on. It acts as a second-order directional filter.
Bull channel + bull Supertrend = higher-quality directional stack
Bear channel + bear Supertrend = stronger downside stack
When regression and Supertrend disagree, price is more likely in transition
The fill between regression basis and Supertrend visually shows whether pressure is aligned or conflicted.
6. ATR Risk Map
After a confirmed breakout, the indicator projects:
1 ATR-based stop level
3 reward targets using configurable risk-reward multiples
Auto-expiring lines so stale trade maps are removed
This gives the channel direct execution value instead of leaving the user to manually measure every move.
Visual Elements
Metallic Basis Line: Gold-toned centerline for the active regression basis
Outer Deviation Shell: Main channel boundaries with glow
Inner Structure Bands: Internal ladder for pressure staging
Premium / Discount Fills: Separate upper and lower value zones inside the channel
Equilibrium Fill: Neutral fair-value region
Supertrend Ribbon: Context layer showing secondary directional alignment
Iridescent Candles: Candle coloring that intensifies as control and confidence improve
Breakout Markers: Compact signals for confirmed resolves
Readiness Diamonds: Pre-break alignment markers when channel conditions are strong
The visual hierarchy is designed so you can read the channel at a glance without relying on heavy objects or clutter.
Dashboard
The dashboard is intentionally compact and fixed to the right side. It shows only the highest-signal metrics:
Bias
Regime
Flow
Channel Position
Confidence
Compression
Trend Stack
Trade Map
How to Use This Indicator
Step 1: Identify Channel Bias
Check whether the regression slope is bullish or bearish. That defines the primary directional path.
Step 2: Read Value Location
See whether price is trading in premium, equilibrium, or discount. This tells you whether price is extended or balanced inside the channel.
Step 3: Watch Trend Stack Alignment
When Supertrend and regression agree, directional pressure is cleaner. When they disagree, reduce conviction.
Step 4: Monitor Confidence
Use the breakout confidence score to judge whether price is merely drifting or building a meaningful resolution.
Step 5: Trade the Resolve, Not the Noise
Use breakout markers and ATR map levels when price exits the frozen envelope with qualified pressure.
Best Practices
Use higher timeframes for cleaner channel geometry
Treat equilibrium as fair value, not a signal by itself
Bull channels work best when premium holds and pullbacks respect the inner bands
Bear channels work best when discount holds and rallies fail at internal structure
High compression followed by rising confidence often precedes expansion
Use the risk map for framing, not blind automation
Indicator Limitations
Regression is still a model of recent price, not a guarantee of future direction
Sudden event-driven moves can invalidate the frozen segment quickly
Premium and discount are relative to the current channel, not absolute market value
High breakout confidence can still fail in thin or news-driven markets
Short segments increase responsiveness but also increase noise
Technical Implementation
Built in Pine Script v6 using:
Manual OLS regression
RMSE deviation envelopes
Segment freeze-and-resolve logic
Internal quarter and inner bands
Premium/discount channel zoning
Supertrend stack integration
Breakout confidence scoring
ATR-based stop and target map
Compact institutional dashboard
Originality Statement
This indicator is original in how it treats a regression channel as a full market-state framework instead of a static overlay. The value is not just in plotting upper and lower lines, but in combining:
Segment freezing
Internal value zoning
Directional stack confirmation
Breakout qualification
Execution mapping
Each layer contributes different information: regression defines path, RMSE defines structure, premium/discount defines value, Supertrend defines stack, and confidence defines quality.
Disclaimer
This indicator is provided for educational and informational purposes only. It is not financial advice. Regression channels, premium/discount zones, and breakout scores are analytical tools, not guarantees of market outcome. All trading decisions remain the responsibility of the user.
-Made with passion by officialjackofalltrades
Indicator
Strategy
Trend Quality Band [EXCAVO]Volatility-Ranked SuperTrend That Tightens in Calm Markets and Widens in Volatile Ones
The Trend Quality Band is an adaptive trend-following indicator built on a
SuperTrend core whose band width is controlled entirely by ATR percentile rank. Instead
of a fixed multiplier, the band compresses when current volatility is historically
low and expands when it is historically high - giving the trend line room when it
needs it and keeping it tight when conditions allow.
This is not a standard SuperTrend with a different parameter. The driving mechanism
is a statistical rank: each bar, the current ATR is compared against its full
lookback history to produce a 0-100% rank, which then scales the band multiplier
non-linearly between configurable compress and expand factors.
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▸ HOW TO USE
Step 1 → Add the indicator. The adaptive trend band appears immediately.
Blue band below price = bullish trend. Red band above price = bearish.
Step 2 → Watch for flip signals. Triangles mark the bar where the trend
changed direction. Bullish flip = triangle below bar. Bearish = above.
Step 3 → Read the ATR Rank in the dashboard. Below 35% = low volatility
(compressed band, trend holds tight). Above 65% = high volatility
(expanded band, wider room before a flip fires).
Step 4 → Use the Regime label. "Low Vol" means the band is near its
narrowest - trends confirmed here are high quality. "High Vol"
means the band is expanded to filter noise in choppy conditions.
Step 5 → Set alerts for Bullish or Bearish Trend Flip to be notified
on confirmed direction changes.
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▸ HOW IT CALCULATES
◆ ATR Percentile Rank
On every bar, the indicator computes the ATR using the configured length, then
ranks it against its own history over the Rank Lookback period:
atr_rank = percentrank(ATR, lookback) / 100
This produces a value from 0 to 1. A rank of 0.1 means current ATR is lower
than 90% of recent history (unusually quiet). A rank of 0.9 means current ATR
exceeds 90% of recent history (unusually volatile).
◆ Non-Linear Multiplier Scaling
The rank is mapped to a scaling factor using three zones defined by the
Compress Below and Expand Above thresholds (default 0.35 / 0.65):
t = clamp((atr_rank - compress_thresh) / (expand_thresh - compress_thresh), 0, 1)
rank_scale = compress_factor + t x (expand_factor - compress_factor)
eff_mult = base_multiplier x rank_scale
When rank is below the compress threshold, rank_scale approaches the Compress
Factor (default 0.65). When rank exceeds the expand threshold, rank_scale
approaches the Expand Factor (default 1.55). Between the thresholds, the scale
interpolates linearly. The result: a multiplier that ranges from approximately
1.6x (base 2.5 x 0.65) to 3.9x (base 2.5 x 1.55) depending on regime.
◆ SuperTrend Ratchet Logic
The adaptive multiplier feeds a standard SuperTrend ratchet:
upper_raw = src + eff_mult x ATR
lower_raw = src - eff_mult x ATR
lower_band = close > lower_band ? max(lower_raw, lower_band ) : lower_raw
upper_band = close < upper_band ? min(upper_raw, upper_band ) : upper_raw
The ratchet means the active band can only move in the direction of the trend -
it never widens to catch a missed flip. A flip fires when price closes beyond
the active band. The direction variable tracks the current trend state.
◆ Regime Classification
The rank is compared against the two thresholds to produce a named regime:
Low Vol (rank < 0.35), Normal (0.35-0.65), or High Vol (rank > 0.65). This
regime label and the live multiplier value are shown in the dashboard so the
trader can see exactly why the band is positioned where it is.
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▸ WHAT MAKES IT DIFFERENT
◆ ATR Percentile Rank as the Sole Driver
Most adaptive SuperTrend variants modulate bands using the Efficiency Ratio (a
directional momentum measure) or volatility ratios against a moving average.
This indicator uses a statistical rank: the current ATR is compared against its
entire recent history rather than a smoothed baseline. A rank of 80% means the
current bar is more volatile than 80% of recent bars - a precise, context-aware
signal that a fixed multiplier or a ratio cannot capture.
◆ Compress-and-Expand Band Behavior
The two-threshold system creates three distinct regimes. In the Low Vol regime
the band compresses toward the Compress Factor - trend flips require less
movement, keeping the indicator responsive during quiet trends. In the High Vol
regime the band expands toward the Expand Factor - preventing false flips during
breakouts and spike-heavy conditions. The Normal regime interpolates between
the two, creating a smooth transition rather than a step function.
◆ Live Multiplier Transparency
The dashboard shows the actual effective multiplier value on every bar. This
tells the trader exactly how wide the band currently is and why. When the
multiplier reads 1.6x the band is near its tightest. When it reads 3.8x the
band is near its widest. No guesswork about how the indicator is behaving.
◆ Non-Repainting by Default
Flip signals are gated by barstate.isconfirmed - they only fire on the closed
bar. The Allow Repainting input is available for users who prefer real-time
updates, but the default ensures historical flips on the chart are accurate.
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▸ DASHBOARD
Real-time panel (top right by default) shows the current state:
Trend - BULLISH or BEARISH, colored by direction
ATR Rank - current ATR percentile rank as a percentage (0-100%)
Regime - Low Vol / Normal / High Vol based on rank thresholds
Multiplier - effective band multiplier currently in use
Band - current price level of the active trend band
Legend table (bottom left) identifies all visual elements on the chart:
━ (blue) - Bullish trend band
━ (red) - Bearish trend band
┅ (orange) - Midline EMA, color reflects volatility regime
▲ (blue) - Bullish trend flip
▼ (red) - Bearish trend flip
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▸ SETTINGS
Core Settings
ATR Length - 14 (lookback for ATR calculation)
Base Multiplier - 2.5 (center-point multiplier at rank = 0.5)
Source - 0 = HL2, 1 = Close, 2 = HLC3
ATR Rank Settings
Rank Lookback - 200 bars (history used for percentile rank)
Compress Below - 0.35 (rank threshold for low volatility regime)
Expand Above - 0.65 (rank threshold for high volatility regime)
Compress Factor - 0.65 (multiplier scale at minimum rank)
Expand Factor - 1.55 (multiplier scale at maximum rank)
Visualization
Bullish Color - blue (customizable)
Bearish Color - red (customizable)
Signal Color - orange (customizable)
Show Band Fill - ON (semi-transparent fill between band and price)
Show Flip Signals - ON (arrow shapes at trend flip bars)
Show Background - OFF (chart background colored by trend)
Show Smooth Band - ON (EMA-smoothed band line, removes staircase appearance)
Smooth Length - 5 (EMA period for band smoothing)
Show Midline - ON (EMA of price colored by volatility regime)
Midline Length - 20 (EMA period for the midline)
Dashboard
Show Dashboard - ON
Show Legend - ON
Dashboard Position - Top Right
Alert Settings
Allow Repainting - OFF
JSON Alerts - OFF
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▸ ALERTS
Bullish Trend Flip - trend changed from bearish to bullish on bar close
Bearish Trend Flip - trend changed from bullish to bearish on bar close
Trend Flip - any direction change
JSON payloads include action, direction, ticker, price, timeframe, and indicator.
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Best regards,
EXCAVO
Disclaimer
Trading involves significant risk. This indicator is a technical analysis tool
and does not constitute financial advice, investment recommendations, or a
guarantee of future results. Past indicator behavior does not guarantee future
performance. Always use proper risk management and your own judgment.
Indicator
SuperTrend Flip Zones [AGPro Series]# SuperTrend Flip Zones
🔷 OVERVIEW
SuperTrend Flip Zones is a trend-following overlay designed for traders who appreciate the clarity of SuperTrend, but want a more selective and more structured version of it on the chart.
Traditional SuperTrend tools are popular because they are simple: the line flips, the color changes, and the chart immediately prints a directional signal. That simplicity is useful, but it also creates a familiar weakness. In many market conditions, raw SuperTrend flips can appear too early, too close to noise, or without enough expansion to show that a genuine directional transition is taking hold.
This script was built to solve that exact problem.
Instead of treating every SuperTrend direction change as equally meaningful, SuperTrend Flip Zones evaluates the quality of the flip itself. Only qualified flips are promoted into visible BUY / SELL events, and each accepted signal creates a forward-projecting support or resistance zone built around the new SuperTrend structure.
The result is not just another SuperTrend clone with different colors. It is a more selective, more chart-aware framework that helps traders judge whether a flip is worth paying attention to, and where the new trend should continue to defend itself after that flip occurs.
🔷 WHAT MAKES THIS DIFFERENT
The biggest difference is that this script does not stop at the flip.
Most SuperTrend indicators on the platform focus on one task only:
detect the directional switch and mark it immediately.
SuperTrend Flip Zones takes a broader view. It asks two additional questions:
1. Was the flip strong enough to deserve attention?
2. After the flip, where is the live structural zone that the new trend is expected to protect?
That design choice creates a very different chart experience.
Instead of receiving every mechanical transition equally, the user sees a filtered signal environment. Weak flips can be ignored, while stronger flips remain visible and are reinforced by an ATR-based zone that extends forward. This makes the tool useful not only at the exact moment of the flip, but also in the bars that follow, when traders are deciding whether the move is still being respected.
It also creates clear separation from other AGProLabs tools in the same family.
This is not a pullback-quality script.
It is not focused on grading retracements inside an already established trend.
It is focused on the transition point itself, and on the acceptance zone created by that transition.
🔷 CORE LOGIC
The script is built around a custom SuperTrend engine using the selected ATR model, source, and multiplier.
When the direction flips, the script does not blindly trust the event. The flip is scored through a multi-factor quality model that examines:
- candle body efficiency,
- range expansion relative to ATR,
- price separation from the active SuperTrend line,
- alignment with a trend EMA,
- maturity of the prior trend leg before the reversal occurred.
Only flips that meet the minimum quality threshold are accepted.
Once a bullish or bearish flip qualifies:
- a BUY or SELL signal is printed,
- the signal can be promoted to BUY+ or SELL+ when the score is stronger,
- a rectangular support or resistance zone is created around the new SuperTrend level,
- that zone is extended forward to provide ongoing structure.
This makes the indicator useful both as a signal filter and as a post-signal map.
🔷 WHY THE ZONES MATTER
A standard SuperTrend line tells you where the trailing stop or directional boundary currently sits.
This script adds another layer by converting qualified flips into live zones. Those zones are important because they help visualize where the market should continue to accept price if the new directional phase is healthy.
In bullish conditions, the zone behaves like a dynamic support belt around the fresh SuperTrend structure.
In bearish conditions, the zone behaves like a dynamic resistance belt.
If price continues to respect that zone, the flip remains structurally valid.
If price loses the zone, the chart communicates that the new directional state is weakening or failing.
This produces a more practical read than a line alone, especially for traders who do not always enter on the exact signal bar and instead evaluate continuation quality after the move begins.
🔷 VISUAL DESIGN
The script is designed to look polished and organized without overloading the chart.
Visual elements include:
- bullish and bearish SuperTrend line states,
- restrained BUY / SELL labels,
- right-extending flip zones,
- soft trend cloud for directional context,
- compact AGPro panel with merged header row,
- configurable panel placement,
- dark and light theme support,
- adjustable label and panel text sizing.
The goal is to keep the chart premium and readable rather than dense and noisy.
🔷 HOW TO USE IT
SuperTrend Flip Zones is most useful for traders who want a higher-quality directional read rather than every raw SuperTrend crossover.
A typical workflow is:
- use the line and cloud to identify the active directional state,
- wait for a qualified BUY or SELL rather than reacting to every raw flip,
- monitor the projected zone as a live support or resistance area,
- observe whether price continues to defend that zone or loses it.
This makes the script suitable for discretionary trend-following, continuation analysis, and cleaner overlay-based chart reading.
🔷 BEST FIT
This tool is especially useful for:
- traders who already use SuperTrend but want cleaner signal selection,
- traders who prefer support / resistance style context after the flip,
- users who want a premium visual overlay without excessive label density,
- trend traders who want a more selective buy sell workflow.
🔷 TRANSPARENCY
This is an analytical indicator, not a trading strategy.
Like all trend-following tools, it can become less effective in highly compressed or directionless market conditions. The filtering logic is designed to reduce weak transitions, but it does not replace chart context, timeframe awareness, or risk management.
All logic is based on confirmed bar data inside the script framework. The purpose is to organize price action more clearly, not to guarantee future market behavior. Indicator
Conflux Engine | AnonycryptousConflux Engine | Anonycryptous
Description & user manual
Why this indicator is different?
Most signal indicators work the same way. One condition triggers. One signal fires. The trader either takes it or does not.
The problem is that a single condition — a crossover, a level break, a momentum read — is almost never enough to define a genuinely high-quality trade. Markets are too complex and too noisy for that.
Conflux Engine works differently.
It does not fire on one condition. It requires multiple independent market forces to align simultaneously before a signal appears. Structure has to agree. Volume has to confirm. Momentum has to support. Volatility has to be in the right zone. Session positioning has to be favorable. And optionally, the higher timeframe trend and the ribbon have to be aligned too.
Only when enough of these forces agree — and agree clearly — does the indicator produce a signal.
This is what confluence means in practice. Not one thing being right. Multiple independent things being right at the same time.
The result is fewer signals. But the signals that do appear carry more weight than anything a single-condition system can produce.
Important notice
Conflux Engine generates trading signals based on a multi-factor scoring engine.
These signals are not financial advice.
They do not predict the future.
They do not guarantee profitability.
They are a systematic read of current market conditions across multiple dimensions.
All trading decisions are made entirely by the user.
Always manage your own risk. Always apply your own judgment.
1. Overview
Conflux Engine is a scoring-based signal indicator for traders who want structured, high-conviction entries rather than frequent, noisy ones.
Six independent pillars evaluate the market continuously. Each pillar scores independently. The scores combine into a total out of 100. When the total exceeds the signal threshold — and the dominant direction leads the opposite direction by a minimum gap — a signal fires.
Additional hard gates can be enabled: an ADX noise filter to block signals during choppy markets, a VWMA filter to ensure macro trend alignment, a Supertrend filter for dynamic trend confirmation, and an Ultra Ribbon filter using 15 Hull Moving Averages for the fastest momentum read.
The result is an indicator that is selective by design. It is not built to fire constantly. It is built to fire well.
2. The six pillars
2.1 Structure
Evaluates market structure using swing pivot highs and lows. A higher high combined with a higher low defines a bullish structure. A lower high combined with a lower low defines a bearish structure.
This pillar answers the most fundamental question in trading: is the market making progress in a direction, or is it deteriorating?
Weight: up to 16 points.
2.2 Volume
Uses OBV slope via linear regression to determine whether volume is accumulating in the direction of price or diverging from it.
Rising OBV slope on a bullish signal means participation supports the move. Falling OBV slope on a bullish signal is a warning. This pillar separates moves with institutional backing from moves without it.
Weight: up to 16 points.
2.3 Momentum
Evaluates three independent momentum reads: KAMA position (a Kaufman adaptive moving average that adjusts its speed to market conditions), RSI relative to the 50 midline with slope direction, and Williams %R for price positioning within the recent range.
Two of three aligned scores partial points. All three aligned scores full points.
Weight: up to 16 points.
2.4 Liquidity
Detects sweep events — moments where price wicks beyond a recent swing high or low and closes back inside. These events mark liquidity grabs and often precede directional moves.
A confirmed bull sweep sets up a long bias context. A confirmed bear sweep sets up a short bias context. The context remains active for a configurable number of bars, decaying over time.
Weight: up to 16 points.
2.5 Volatility
Measures ATR relative to its own moving average to identify the volatility sweet spot. Signals during dead, flat markets carry less meaning. Signals during chaotically explosive moves are harder to execute cleanly. This pillar rewards the in-between: active, directional, manageable volatility.
Weight: up to 16 points.
2.6 Session
Evaluates price positioning within the current day's developing range. Price in the lower portion of the range (discount) favors long bias. Price in the upper portion (premium) favors short bias.
This pillar can be toggled independently from the session time filter — you can use session scoring without restricting signals to specific hours, or vice versa.
Weight: up to 20 points.
3. Hard gates
Beyond the six scoring pillars, Conflux Engine includes four optional hard gates. These do not add points. They block signals entirely when their condition is not met.
3.1 ADX noise filter
Blocks signals when ADX is below a configurable threshold. ADX measures trend strength. A low ADX means the market is ranging and directionless — exactly the environment where momentum signals fail most often. Default threshold: 35. Adjustable up to 100 for maximum selectivity.
3.2 VWMA filter
Price must be above the Volume Weighted Moving Average for long signals, and below it for short signals. The VWMA is slower than a standard EMA and reflects the average price weighted by volume — a more meaningful macro reference than a simple average. Default length: 200.
3.3 Supertrend filter
The Supertrend must confirm the signal direction. This is a dynamic trend line based on ATR bands that flips cleanly between bull and bear states. It acts as an additional structural confirmation that the trend environment supports the entry.
3.4 Ultra Ribbon filter
The fastest gate. Built from 15 Hull Moving Averages spanning a range of lengths. When the fastest HMA is above the slowest HMA, the ribbon is bullish. When below, bearish. Because Hull MAs minimize lag, this gate reacts to trend changes earlier than most moving average systems.
The ribbon also serves as a trailing stop option in the backtest — the slowest HMA tracks trend without being too reactive.
4. Signal scoring
Every bar, both a bullish and bearish score are computed from the six pillars. The scores are added together.
A signal fires when:
- The dominant score meets or exceeds the signal threshold (default 70)
- The dominant score exceeds the opposite score by at least the directional lead (default 20)
- All enabled hard gates are cleared
This two-condition check — threshold plus gap — prevents marginal signals from appearing when the market is ambiguous. Both bull and bear can score reasonably high during mixed conditions. The gap requirement ensures the dominant direction is meaningfully ahead.
Pillar weights are individually adjustable. The system allows traders to prioritize the factors most relevant to their trading style and instrument.
The Extreme Threshold (default 90) flags signals where the confluence score is exceptionally high. These are the highest-conviction setups in the system.
5. The Ultra Ribbon
The Ultra Ribbon is a 15-layer Hull Moving Average ribbon that sits on the chart as both a visual trend tool and a momentum gate. Three themes are available:
Classic — green and red. Clear, functional, no ambiguity.
Phantom — cyan and pink with purple exhaustion. A darker, stylized read of the same data. (the default)
Custom — full color control for bull, bear, and exhaustion states.
The ribbon color adapts dynamically. When the spread between the fastest and slowest HMA is wide relative to its historical average, the ribbon fades toward the exhaustion color — a visual signal that the trend may be overextended. When the spread is moderate, the ribbon shows its full trend color.
Candle coloring follows the ribbon's bull/bear state continuously, giving an immediate read of trend direction on every bar.
The dashboard accent color and signal indicators follow the active theme, giving the entire indicator a unified visual identity across chart and panel.
6. Multi-timeframe filter
When enabled, the MTF filter evaluates the trend on a higher timeframe using a 50-period EMA. If the higher timeframe trend agrees with the signal direction, a weight bonus is added to the total score. If it disagrees, no bonus is added — but the signal is not blocked unless the score falls below threshold as a result.
This behavior is intentional. The HTF filter adds weight to aligned signals without making every counter-trend setup impossible. It rewards confluence with the bigger picture without enforcing hard alignment.
Default timeframe: 240 (4-hour).
Default weight bonus: 20 points.
7. Backtest and performance tracking
Confluence Engine includes a built-in performance tracker that logs every signal, applies configurable stop and target multipliers based on the current regime, and tracks wins, losses, and win rate across the visible history.
Stop loss modes:
- ATR — a fixed multiple of ATR from the entry price. Simple and consistent.
- Pivot — stop placed at the most recent swing low (for longs) or swing high (for shorts). Respects structure.
- Supertrend — stop placed at the dynamic Supertrend level at the time of entry. Tighter and adaptive.
- Trailing (h15) — stop follows the slowest HMA of the Ultra Ribbon. Trends with the market and gives winners more room.
Target multipliers are adjustable for each regime: Scalp, Intraday, and Swing. The regime is determined by the current ADX value.
Recent log shows the last three trade results in R multiples. This gives a quick read on recent system performance without requiring a separate journaling tool.
Note: the backtest uses bar close logic and approximated fill prices. It is a directional performance reference, not a precise simulation. Session filtering does not retroactively apply to historical trades — enabling session filtering after a test period will affect forward signals but not past performance data.
8. Dashboard reference
The dashboard updates on every bar and shows:
- Header: indicator name and current timeframe
- Pillar rows 1–6: score per pillar, colored by direction
- HTF Trend: higher timeframe alignment and weight (when MTF enabled)
- Signal: LONG / SHORT / WAIT with direction color
- Win Rate: percentage of tracked signals that hit target
- Recent Log: last three results in R multiples
- Score: total confluence score out of 100
- Session: OPEN or FILTERED
The dashboard header and accent colors follow the active ribbon theme.
Tiny, Small, and Normal size options are available.
9. Settings reference
General Settings
- Signal Threshold: minimum score to trigger a signal (50–95, default 70)
- Extreme Threshold: score above which extreme confluence is flagged (80–100, default 90)
- Directional Lead: minimum gap between bull and bear score (default 20)
Multi-Timeframe Trend
- Enable MTF Filter
- HTF Timeframe (default 240)
- HTF Weight (default 20)
Quality Filters (Noise Reduction)
- Enable ADX Noise Filter
- Min ADX Value (0–100, default 35)
Trend Confirmation
- Enable VWMA Filter + length
- Enable Supertrend Filter + ATR length + multiplier
- Show/hide Supertrend and VWMA lines
Pillar Weights
- Individual weight for each of the six pillars
Session Filtering
- Filter Entries by Session (time gate)
- Enable Session Pillar Scoring (premium/discount scoring)
- Trading Session input
Trade Suggestions (ATR Multipliers)
- SL and TP multipliers for Scalp, Intraday, and Swing regimes
Ultra Ribbon
- Enable Ribbon Filter
- Show Ribbon on Chart
- Base Length and Length Step
- Theme: Classic / Phantom / Custom
- Custom color inputs (bull, bear, elite)
Backtest & UI
- Enable Performance Tracking
- Start Year
- Show Active Trade Lines
- Show Recent Trade Log
- Stop Loss Mode: ATR / Pivot / Supertrend / Trailing (h15)
UI Settings
- Show Dashboard
- Dashboard Position
- Dashboard Size: Tiny / Small / Normal
10. How to use
10.1 Initial setup
1. Load the indicator on your preferred chart and timeframe.
2. Select a ribbon theme that matches your visual preference.
3. Set the signal threshold based on your desired selectivity. Start at 70.
4. Set the directional lead. 15–20 is a balanced starting point.
5. Enable the hard gates relevant to your style. For intraday trading, ADX + Supertrend is a strong combination. For swing trading, VWMA + MTF adds macro context.
6. Configure the session scoring if you trade specific sessions. NY traders: set session to 1330–2000 UTC (or your local equivalent).
7. Set your backtest start year and stop mode preference.
10.2 Reading a signal
When a signal appears:
- Check the dashboard. Which pillars are active? A signal with Structure + Volume + Momentum all scoring is stronger than one carried primarily by Session and Volatility.
- Check the score. A signal at 72 with a 20-point gap is valid but tight. A signal at 88 with a 30-point gap is a high-conviction setup.
- Check the ribbon. Is it cleanly bullish or bearish? Is it near exhaustion color? Signals during ribbon exhaustion carry more risk.
- Check the hard gates. They cleared — but were they close? A signal that barely cleared ADX 35 is different from one with ADX at 55.
10.3 Managing entries
Confluence Engine does not tell you the exact entry price. It tells you when conditions align. Your entry technique — pullback, breakout, limit at structure — remains your decision.
Use the stop mode that fits your trade: ATR for consistency, Pivot for structure-respect, Supertrend for dynamic adaptation, Trailing h15 for trend trades you want to hold.
10.4 Interpreting win rate
The built-in win rate is a useful reference, not a guarantee of future performance. A 65% win rate over 50 signals on a specific asset and timeframe tells you the system has been profitable in that environment. It does not guarantee the next signal wins.
Win rate should always be evaluated alongside average RR. A 60% win rate at 2R average beats a 70% win rate at 0.8R average. Use the recent log and the trade lines together to assess both dimensions.
10.5 Optimizing settings
If you see too many signals: raise the threshold, raise the directional lead, raise the ADX minimum, or enable additional hard gates.
If you see too few signals: lower the threshold slightly, reduce the directional lead, or disable one or two hard gates.
Do not optimize purely for win rate without considering signal frequency. A system that fires once per week at 80% win rate is different in practice from one that fires daily at 65%. Both can be profitable. Choose what fits your trading style.
11. Timeframe guide
1m–5m — Ultra Ribbon filter on, ADX threshold 30–40, Supertrend on, session scoring on. Focus on fast momentum signals during active sessions.
15m–30m — Full filter stack recommended. Threshold 70–75. Strong balance of frequency and quality.
1H–4H — VWMA and MTF filter add significant value. Threshold 75–80. Fewer signals, higher conviction.
Daily — Disable session scoring. Enable VWMA and MTF only. Use as swing context, not scalp tool.
12. What this indicator does not do
- Does not predict price direction with certainty
- Does not guarantee profitability
- Does not replace your own risk management
- Does not account for news events, gaps, or liquidity voids
- Does not track open positions in real time
- Does not connect to any broker or execution system
- Does not replace the Risk Management Engine for position sizing and account compliance
For position sizing, drawdown compliance, and trade logging, pair with Risk Management Engine | Anonycryptous.
For complete session analysis and market context, pair with Environment | Anonycryptous.
Together, the three tools cover strategy context, signal generation, and risk execution — a complete framework for structured trading.
13. Disclaimer
This indicator is provided for educational and informational purposes only. Nothing in this document constitutes financial advice or any form of recommendation.
All trading decisions are made entirely by the user. The indicator provides signal analysis based on configurable parameters — the relevance of any output depends on how those parameters are set and the market conditions in which the indicator is used.
Trading financial instruments involves substantial risk of loss. Past performance of the backtest function is not indicative of future results. You may lose all of your invested capital.
Anonycryptous accepts no responsibility or liability for any losses incurred as a result of using this indicator or any content in this manual.
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