Apex Execution Ledger [JOAT]Apex Execution Ledger
Introduction
Apex Execution Ledger is an open-source confluence and execution-planning indicator. It scores trend, volatility, VWAP location, pressure, CVD behavior, wick rejection, structure sweeps, and a compact transition model before drawing a confirmed long or short plan.
The script is designed to wait until several independent conditions agree. It then displays entry, stop, TP1, and TP2 reference zones using ATR-based risk. Signals are close-confirmed by default so the plotted setup is based on completed bar information.
Core Concepts
1. Multi-Factor Setup Scoring
Long and short scores are built from EMA trend, VWAP side, ATR activity, DMI direction, RSI/momentum, volume expansion, pressure delta, CVD alignment, auction premium/discount, wick rejection, structure sweeps, and expansion break behavior. No single condition controls the signal by itself.
2. Auction and Pressure Context
The script estimates buy and sell pressure from candle anatomy and volume, then compares that pressure to VWAP and ATR deviation bands. This helps identify discount reclaims and premium rejects.
3. Structure Sweep Memory
Sweep zones are created when price probes beyond recent structure and rejects. These zones remain on the chart as recent liquidity-memory references.
4. Close-Confirmed Execution Plans
Confirmed long and short states draw entry, stop, TP1, and TP2 levels from the confirmed bar and current ATR.
Features
Long and short confluence scores: Directional quality is scored from trend, pressure, volatility, structure, and location.
Confirmed-bar signals: Signals can require completed bars for non-repainting references.
ATR trade projection: Entry, stop, TP1, and TP2 adapt to current volatility.
VWAP deviation field: Frames auction premium and discount areas.
Sweep memory zones: Shows recent bullish and bearish liquidity events.
Candle coloring: Bars can be tinted by active directional pressure and score state.
Operating presets: Scalping, Intraday, Swing, Low-Noise, and Visual Showcase.
Dashboard: Summarizes active side, long score, short score, pressure, volatility, and transition state.
Alerts: Long setup, short setup, sweep memory, discount reclaim, premium reject, and pressure expansion.
Input Parameters
Core: Operating Preset, Fast EMA, Slow EMA, RSI Length, Volume Baseline, Structure Sweep Window.
Risk and Signals: ATR Length, Minimum ATR %, Stop ATR Multiple, Target 1 ATR Multiple, Target 2 ATR Multiple, Setup Score Threshold, Signal Cooldown Bars, Require Trend Agreement, Require Volume Expansion, Confirmed-Bar Signals.
Visuals: Color Candles, Show Trend Cloud, Show VWAP Deviation Field, Show Sweep Memory Zones, Show Trade Projection, Show Dashboard, Glow Transparency.
How to Use This Indicator
Step 1: Read the active score state
Compare long score versus short score in the dashboard. A setup matters most when one side clears the threshold and separates from the other side.
Step 2: Check location
Evaluate whether the setup is near VWAP, discount, premium, or a recent sweep memory zone.
Step 3: Use the execution box as a plan
The plotted entry, stop, TP1, and TP2 levels are reference zones for review and risk planning, not automatic trade instructions.
Indicator Limitations
Pressure and CVD are estimated from candle and volume behavior; they are not exchange-level bid/ask delta.
Confirmed mode waits for the candle close before displaying a signal.
ATR projections do not account for spread, slippage, or liquidity.
Low-volume or synthetic symbols may produce weaker pressure readings.
Originality Statement
Apex Execution Ledger is original in its combination of weighted execution scoring, auction-location logic, sweep memory, pressure delta, CVD alignment, transition context, and ATR projection inside one open-source Pine Script v6 study. The components work together so trend defines permission, pressure evaluates participation, sweep memory adds location, and ATR structures risk.
Disclaimer
This script is provided for educational and informational purposes only. It is not financial advice and does not recommend buying or selling any instrument. Markets involve risk, and historical calculations can fail in future conditions. Always use independent judgment and proper risk management.
Made with passion by jackofalltrades
Indicator
Vesper Structure Ledger [JOAT]Vesper Structure Ledger
Introduction
Vesper Structure Ledger is an open-source market structure indicator built around KAMA trend context, pivot-based BOS and CHoCH events, liquidity sweeps, equal high/low probes, premium/discount zones, demand/supply boxes, right-side structural rails, managed signal boxes, and a top-right dashboard.
The script is intended to make structure easier to read without relying on arrows or cluttered labels. It distinguishes continuation structure from potential character shifts, then adds trend, impulse, volume, and higher-timeframe context before qualifying stronger events.
Core Concepts
1. KAMA Trend Core
The KAMA engine uses an efficiency ratio to adapt smoothing. When price moves efficiently, the trend line responds faster. In noisy conditions, it slows down and reduces whipsaw sensitivity.
2. Pivot Structure Memory
Confirmed pivot highs and lows are stored as structural references. These levels become the next possible break points for BOS or CHoCH events.
// Conceptual summary
// pivot high and pivot low become current structure rails
// confirmed closes through those rails create BOS or CHoCH events
3. BOS vs CHoCH
A Break of Structure confirms continuation in the current structural direction. A Change of Character marks a break against that direction and can signal a potential shift. Vesper also tracks BOS counts before allowing some character changes to carry more weight.
4. Sweeps and Equal Levels
Liquidity sweeps occur when price probes beyond a swing level and closes back through it. Equal high and equal low probes mark nearby repeated liquidity levels.
5. Demand/Supply and Managed Structure Map
Confirmed qualified signals can create demand or supply zones and a managed visual box with entry, invalidation, and target levels. These levels are for context and planning only.
Features
Adaptive KAMA trend line: Efficiency-ratio smoothing for trend context
BOS and CHoCH logic: Separates continuation breaks from possible character shifts
BOS-count gating: Adds context before stronger reversal interpretation
Liquidity sweeps: Detects confirmed wick-and-reclaim events around swing levels
Equal high/low probes: Marks repeated nearby liquidity levels
Premium/discount fill: Shows position inside the recent structure range
Demand and supply boxes: Projects reaction zones from qualified structure
Right-side rails: Labels KAMA, swing high, swing low, and equilibrium
Managed signal box: Displays entry, invalidation, and target levels
Top-right dashboard: Shows trend, KAMA, slope, structure, BOS count, sweep, equal level, context, impulse, targets, and state
Input Parameters
Trend Core:
KAMA Length
Fast Period
Slow Period
Source
Structure Core:
Pivot Left and Pivot Right
Structure Objects
Show BOS
Show CHoCH
Show Target Lines
Liquidity Core:
Show Liquidity Sweeps
Sweep Lookback
Sweep Buffer ATR
Show Equal Levels
How to Use This Indicator
Step 1: Read trend context
Use KAMA and the dashboard trend row to understand whether price is above or below the adaptive trend.
Step 2: Watch BOS and CHoCH
BOS events suggest continuation. CHoCH events warn that character may be changing.
Step 3: Mark liquidity
Sweeps and equal-level probes identify areas where price has tested or reclaimed liquidity.
Step 4: Use zones as references
Demand/supply boxes and right-side rails help frame current structure. They are not automatic entries.
Indicator Limitations
Pivot-based structure confirms after the right-side pivot window completes
CHoCH events can fail in strong continuation markets
Sweeps require confirmed closes and may appear after the wick forms
Zone boxes are contextual references, not assurances of support or resistance
Originality Statement
Vesper Structure Ledger combines adaptive KAMA trend state, pivot structure, BOS/CHoCH classification, BOS-count context, sweep logic, equal-level probes, premium/discount mapping, projected demand/supply boxes, and managed structure rails in one open-source Pine v6 tool. The purpose is to create a cohesive structure ledger, not a collection of unrelated labels.
Disclaimer
This script is for educational and informational use only. It is not financial advice and does not predict future market behavior. Always use independent analysis and risk management.
-Made with passion by jackofalltrades
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
Cobalt Session Ledger [JOAT]Cobalt Session Ledger
Introduction
Cobalt Session Ledger is an open-source intraday context indicator focused on session VWAP, synthetic volume delta, liquidity sweeps, absorption, and managed visual trade mapping. It is designed to help users read whether current price action is extending, reverting, sweeping liquidity, or building pressure around the active session's value area.
The script uses a modern dark chart style with cyan, teal, red, amber, and violet accents. It includes VWAP sigma bands, session CVD, sweep and absorption markers, candle coloring, reward/risk boxes, right-side entry/stop/target labels, and a top-right dashboard.
Core Concepts
1. Session VWAP and Sigma Bands
The session engine accumulates price-volume data during the configured session and computes VWAP. It also derives deviation bands around VWAP so price can be evaluated in sigma terms rather than raw distance.
// Conceptual summary
// VWAP = cumulative price * volume / cumulative volume
// sigma bands = VWAP +/- session deviation multiples
2. Synthetic Delta and Session CVD
Because PulseWire symbols often lack true bid/ask delta, the script estimates directional pressure from candle body position, close position, range, and volume. That value is accumulated into a session CVD line and smoothed for dashboard and signal context.
3. Liquidity Sweep Detection
Confirmed sweeps occur when price probes beyond a recent swing high or low and closes back through it with directional rejection. These events are shown with clean square/circle markers rather than arrows.
4. Absorption and Wick Skew
Absorption combines volume expansion, compact candle range, and close location. Wick skew helps describe whether rejection is occurring from the upper or lower side of the candle.
5. Managed Ledger Map
When a confirmed ledger signal appears, the indicator can draw a reward zone, risk zone, entry line, stop line, and T1/T2/T3 targets at the right edge. These are visual planning aids, not executed orders.
Features
Session VWAP engine: Uses the configured session and timezone
VWAP sigma rails: Displays inner and outer VWAP deviation shells
Session CVD: Tracks synthetic volume pressure during the session
Liquidity sweeps: Detects confirmed reclaim/rejection events around recent pivots
Absorption markers: Highlights volume compression and close-location absorption
Confidence scoring: Combines VWAP, delta, structure, absorption, volume, and session context
Managed trade map: Draws entry, stop, T1, T2, T3, reward box, and risk box
Candle tinting: Colors bars based on confidence and directional pressure
Top-right dashboard: Shows VWAP, CVD, delta, liquidity, confidence, sigma, entry, targets, and session range
Confirmed-bar signals: Ledger signals are gated with barstate.isconfirmed
Input Parameters
Session:
Session Window
Session Timezone
Liquidity and Absorption:
Liquidity Pivot Length
Volume Spike Multiplier
Absorption Range Ceiling
Bull/Bear Absorption Close Bias
Trade Map:
Show Managed Trade Map
Show Right-Side Price Labels
Trade Box Projection Bars
Target 1, 2, and 3 R multiples
Signal Cooldown Bars
How to Use This Indicator
Step 1: Start with VWAP
Read whether price is above, below, or stretched from session VWAP.
Step 2: Confirm pressure
Use the CVD and delta rows to determine whether volume pressure supports the price location.
Step 3: Watch sweeps and absorption
Sweep and absorption events can mark potential exhaustion or reclaim zones.
Step 4: Treat trade boxes as planning overlays
The ledger box gives a structured visual reference for risk and reward. It does not ensure that the market will reach any level.
Indicator Limitations
Synthetic delta is an estimate, not true exchange bid/ask delta
Signals are session-context tools, not automatic trade instructions
Quiet symbols and low-volume sessions can reduce signal quality
The managed trade map is visual only
Originality Statement
Cobalt Session Ledger combines session VWAP sigma analysis, synthetic CVD, sweep/reclaim logic, absorption detection, wick skew, confidence scoring, candle tinting, and managed visual trade mapping into a single open-source Pine v6 session tool. The components work together to classify session pressure and price location rather than act as unrelated overlays.
Disclaimer
This script is for educational and informational use only. It is not financial advice or a recommendation to buy or sell any instrument. Trading involves risk, and historical context does not ensure future behavior.
-Made with passion by jackofalltrades
Indicator
Momentum Covenant Bias [JOAT]Momentum Covenant Bias
Introduction
Momentum Covenant Bias is an open-source momentum pane designed to classify whether the market is in a constructive, defensive, balanced, or compressed state. It blends WaveTrend timing, RSI displacement, normalized trend distance, compression logic, layered state bands, pane boxes, and an optional force-overlay TP/SL scaffold when fresh confirmed momentum shifts occur.
This indicator is meant to solve timing. Trend and auction context can describe where the market is, but they do not always tell you whether momentum is actually participating in the current move. Momentum Covenant Bias translates several independent momentum dimensions into one composite state engine and presents them in a clean, institutional-style pane.
Core Concepts
1. WaveTrend Timing
WaveTrend serves as the primary turning-point rhythm engine. The script uses the relationship between the main line and signal line to measure timing pressure.
2. RSI Displacement
RSI is evaluated not only relative to 50, but also relative to its own smoothed mean. This helps distinguish raw strength from persistent displacement.
3. Normalized Trend Distance
Price distance from the slower trend baseline is normalized by ATR so the output remains portable across markets with different price scales.
4. Compression State
Compression logic compares recent range behavior to a slower baseline. This helps identify lower-energy conditions before expansion.
5. State Boxes and Overlay Scaffold
The pane includes positive, negative, and compression zones, and can project a force-overlay TP/SL scaffold on the chart when a fresh momentum shift is confirmed.
Features
Composite momentum score: Combines WaveTrend, RSI, trend distance, and compression context
Signal line: Smoothed line for momentum transitions
Layered state bands: Positive, negative, and extension zones rendered as gradients
Compression boxes: Visual isolation of low-energy conditions
Top-right dashboard: Displays composite score, signal, wave state, RSI, compression, trend distance, and scaffold status
Force-overlay TP/SL scaffold: Optional informational rails on fresh positive or negative momentum shifts
Confirmed-bar state promotion: Uses confirmed bars for event states instead of unstable intrabar triggers
How to Use This Indicator
Step 1: Read the composite state first. Balanced states should be interpreted differently from impulse states.
Step 2: Compare the composite score to the signal line. Fresh separation often matters more than absolute level alone.
Step 3: Watch compression zones. These can help explain why a market is not yet extending despite directional context elsewhere.
Step 4: If using the optional scaffold, treat it as a planning aid that reflects momentum state, not as a standalone trade system.
Indicator Limitations
Momentum state can reverse quickly in whipsaw markets
Compression logic can remain active for extended periods in slow markets
WaveTrend and RSI are still derivatives of price and can lag during violent reversals
The overlay scaffold is informational and does not execute orders
Originality Statement
Momentum Covenant Bias is original in the way it combines multi-source momentum confirmation, pane state boxes, gradient regime presentation, and force-overlay planning rails in one open-source script. The indicator is intended as a timing layer that complements structure and auction context instead of replacing them.
Disclaimer
This indicator is provided for educational and informational purposes only. It is not financial advice. Momentum conditions are derived from historical price behavior and may fail or reverse without warning. Use proper risk management and independent validation.
-Made with passion by jackofalltrades
Indicator
Volatility Covenant Ribbon [JOAT]Volatility Covenant Ribbon
Introduction
Volatility Covenant Ribbon is an open-source volatility-state overlay that measures expansion, compression, and directional persistence using ATR percentile behavior, directional range separation, layered ribbon bands, event boxes, and an optional TP/SL scaffold when a fresh volatility expansion confirms.
The script is designed to answer whether the market is compressing, expanding, or expanding in a directional way. Many overlays show ATR or band width, but they do not separate directional expansion from neutral turbulence. Volatility Covenant Ribbon addresses that by combining percentile context with directional imbalance and basis location.
Core Concepts
1. ATR Percentile
ATR is compared against its own rolling history to determine whether the market is relatively compressed, neutral, or expanded.
2. Directional Range Separation
Bullish and bearish candle ranges are smoothed separately. Their imbalance helps distinguish upside expansion from downside expansion.
3. Layered Volatility Ribbon
Inner, middle, and outer ATR-based layers are rendered around a central basis to give the chart a volatility structure instead of a single line.
4. Event Boxes
Expansion and compression states are also visualized with forward boxes so the chart keeps a persistent visual record of the current volatility regime.
5. Volatility Scaffold
When a fresh expansion state confirms, the script can draw an informational TP/SL ladder based on ATR-defined risk distance.
Features
ATR percentile engine: Relative volatility classification from rolling ATR history
Directional range imbalance: Distinguishes bullish and bearish expansion pressure
Layered ribbon system: Inner, middle, and outer ribbons around the basis
Expansion and compression states: Separate confirmed conditions instead of one generic volatility reading
State boxes: Event-driven boxes for active expansion or compression
Optional TP/SL scaffold: Informational rails for fresh expansion phases
Top-right dashboard: Shows state, ATR percentile, volatility condition, basis location, direction, score, ATR, and scaffold status
How to Use This Indicator
Step 1: Check whether ATR is in expansion, compression, or neutral territory.
Step 2: Read directional imbalance. This helps distinguish bullish expansion from bearish expansion.
Step 3: Use the ribbon as context for whether price is extending with or against volatility pressure.
Step 4: Treat fresh expansion scaffolds as planning tools, not as certainty.
Indicator Limitations
ATR percentile depends on the selected lookback and can vary across instruments
Directional range separation is a price-derived estimate, not a true order-flow measurement
Compression can persist longer than expected in slow markets
The TP/SL ladder is informational and does not place orders
Originality Statement
Volatility Covenant Ribbon is original in the way it merges relative ATR behavior, directional range imbalance, layered ribbon architecture, event boxes, and execution-style scaffolding into one open-source volatility overlay. It is intended as a volatility context tool rather than a standalone signal generator.
Disclaimer
This indicator is provided for educational and informational purposes only. It is not financial advice. Volatility regimes can shift rapidly and may not lead to directional follow-through. Always use proper risk management and independent analysis.
-Made with passion by jackofalltrades
Indicator
Aegis Arc Framework [JOAT]Aegis Arc Framework
Introduction
Aegis Arc Framework is an open-source anchored-trend overlay built to classify directional pressure through the interaction of three continuously updated reference systems: a confirmed trailing arc, anchored VWAP regime alignment, and ATR-normalized extension pressure. The script is designed to provide structured directional context without relying on repainting shortcuts or visually noisy retail markers.
The main problem Aegis Arc Framework solves is trend persistence versus trend exhaustion. Price can remain above a trailing framework while already becoming stretched relative to value. It can also reclaim value while a trend is still technically intact. Aegis addresses that by combining a ratcheting confirmed trail with session, weekly, and monthly VWAP context so the user can distinguish continuation, weak extension, and blocked transition states.
Core Concepts
1. Anchored VWAP Regime Gate
The indicator maintains manually anchored session, weekly, and monthly VWAP references and checks whether the active trend is aligned with those value anchors. Depending on the selected mode, the gate can require Session, Week, Month, Any, or All alignment before the dashboard and confirmed state fully agree with the direction of the arc.
bool s = bullish ? close >= vwapSession : close <= vwapSession
bool w = bullish ? close >= vwapWeek : close <= vwapWeek
bool m = bullish ? close >= vwapMonth : close <= vwapMonth
2. Ratcheted Arc Trail
The main trail is not a static moving average. It is a ratcheting arc that updates on confirmed bars, accelerates toward the active target band, and decays its internal velocity over time. This makes the line responsive during directional expansions while still preserving a smooth institutional appearance.
3. Extension Pressure
Distance from the active anchored VWAP is normalized by ATR and converted into an acceleration modifier. When price becomes stretched from value, the trail responds more aggressively. This helps expose when a trend is still directional but increasingly extended.
4. Confirmed Flip Logic
A trend flip is only confirmed on closed bars. The trail state does not anticipate future movement or use future references. This keeps the overlay safe for real-time use and consistent with non-repainting publication standards.
5. Forward Flip Levels
Each confirmed directional transition creates a horizontal level that extends forward until invalidated or aged out. These levels act as persistent decision references and help frame whether price is defending or losing prior transition zones.
Features
Anchored value logic: Session, weekly, and monthly VWAP tracking with selectable regime gate modes
ATR-based arc framework: Confirmed-bar ratcheting trail with velocity decay and acceleration logic
Extension awareness: ATR-normalized distance from value used to classify whether the active move is orderly or stretched
Persistent transition levels: Confirmed flip levels extend forward and self-clean when broken or aged out
Institutional visual shell: Trail glow, clean cloud fill, optional candle tint, and compact top-right dashboard
No retail markers: The script avoids arrows and clutter-focused signal decoration
Confirmed-bar logic: Trend transitions and level invalidations are gated by confirmed bars only
Input Parameters
Core Trajectory:
ATR Length
Trail Distance (ATRx)
Base Acceleration
Velocity Decay
Velocity Cap
Minimum Chase / Maximum Chase
Run Window
Minimum Flip Gap
VWAP Regime:
Regime Mode: Session, Week, Month, Any, All
VWAP Speed Boost
Show Selected VWAP
Visual System and Levels:
Bull, bear, and neutral palette controls
Cloud, trail glow, and candle tint toggles
Confirmed flip level styling and retention controls
Dashboard display toggle
How to Use This Indicator
Step 1: Read the active regime
Check whether price is above or below the confirmed trail and whether the dashboard shows value alignment with the selected anchored VWAP mode.
Step 2: Judge extension
Use the extension and acceleration rows in the dashboard to determine whether the move is orderly or increasingly stretched from anchored value.
Step 3: Use flip levels as structure references
When a confirmed transition occurs, the generated forward level becomes a practical decision point for retests, failures, and continuation checks.
Step 4: Combine with execution tools
Aegis is best used as a directional and structural context layer. It can filter other entry models by allowing long setups only when the trail and value regime agree, and short setups only when the opposite condition is present.
Indicator Limitations
Anchored VWAP alignment may temporarily lag during very early reversals, especially when a higher anchor such as the weekly reference is selected
The arc can tighten quickly during extreme volatility because acceleration is intentionally sensitive to extension pressure
Flip levels are contextual structure references, not guaranteed support or resistance
The script classifies directional state and extension; it does not predict future price movement
Originality Statement
Aegis Arc Framework is original in the way it combines a confirmed ratcheting trail, anchored VWAP regime gating, extension-driven acceleration, and managed forward flip levels into one coherent overlay. It is published because the combination is meaningfully different from a standard SuperTrend, a standalone VWAP overlay, or a simple trailing stop line.
Disclaimer
This indicator is provided for educational and informational purposes only. It is not financial advice and does not recommend any specific trade or investment. All calculations are derived from historical and real-time chart data and can produce false signals. Trading involves substantial risk. Always use independent judgment and risk management.
Indicator
Fracture Threshold Strategy [JOAT]Fracture Threshold Strategy
Introduction
Fracture Threshold Strategy (FTS) is an open-source, automated Pine Script v6 trading strategy that combines three independent filters — a seven-condition MasterTrend EMA alignment score, a relative volume regime gate, and a session time restriction — into a single, unified entry system. Entry is triggered by an EMA 4/5 crossover when all three filters are simultaneously satisfied. Stop loss is placed at 1.5× ATR from entry. Take profit is set at a 3:1 reward-to-risk ratio by default. All orders are executed on bar close (process_orders_on_close=false), and signals are gated on barstate.isconfirmed to eliminate intrabar repainting.
FTS is designed to demonstrate how institutional-grade filtering layers can be combined into a programmatic strategy with realistic, auditable results. It is not a black box — every condition is visible in the dashboard and the source code is fully open. The strategy description explains the exact logic, the default backtesting parameters, and the limitations of any backtesting approach.
Core Concepts
1. MasterTrend Seven-EMA Alignment Score
Seven trend conditions are evaluated on each bar. Each satisfied condition contributes one point to a bull or bear score (0–7):
EMA 4 above/below EMA 5 — fast momentum direction
RSI above/below 50 — momentum confirmation
Price above/below EMA 21 — short-term trend
EMA 21 above/below SMA 50 — medium-term structure
SMA 50 above/below EMA 55 — medium-to-intermediate trend
EMA 55 above/below EMA 89 — intermediate trend
Price above/below EMA 750 — long-term macro trend
Entry requires the bull or bear score to equal or exceed the configurable minimum (default: 5 out of 7). This prevents entries during low-conviction, mixed-alignment market conditions.
2. Relative Volume Regime Gate
Volume regime is measured as the ratio of a short-term volume MA to a long-term volume MA, smoothed by an EMA:
float volRatio = ta.ema(volShort / math.max(volLong, 1.0), i_volSmth)
bool volOK = volRatio >= i_volMin
The default minimum ratio is 0.90 — entries are blocked when recent volume is more than 10% below the long-term average. This prevents the strategy from entering trades during dead, low-participation conditions where institutional order flow is absent.
3. Session Filter
Trading is restricted to the London session (08:00–17:00) and New York session (14:00–21:00) in the selected timezone, with both independently toggleable. Entries outside the active sessions are blocked. This keeps the strategy focused on the highest-liquidity periods of the trading day.
4. EMA 4/5 Crossover Entry Trigger
The entry trigger is an EMA 4 crossover above EMA 5 (for longs) or crossunder (for shorts), evaluated on confirmed bar closes. The crossover is a fast momentum signal — it fires at the beginning of a new short-term directional move. Combined with the full filter stack, it identifies the specific bar where momentum begins aligning with the broader structural trend.
5. ATR Stop Loss and 3:1 Take Profit
Stop loss is placed at 1.5× ATR from entry. Take profit is placed at 3× the stop distance (configurable). Both levels are computed at entry and fixed — they do not trail. The strategy uses Pine Script's strategy.exit() function with explicit stop and limit prices for clean, non-discretionary execution.
Default Backtesting Properties
The strategy has been published with the following default Properties settings. These values are used in all performance metrics shown on the chart:
Initial Capital: $10,000 (realistic for an individual trader)
Position Size: 2% of equity per trade (risk-managed sizing)
Commission: 0.05% per side (representative of standard exchange or broker fees)
Slippage: 2 ticks
Pyramiding: 0 (one trade open at a time)
process_orders_on_close: false (orders execute on the next bar open, not at the signal bar close)
Using 2% of equity per trade with a 1.5× ATR stop means the maximum percentage of equity at risk per trade scales with position size dynamically — at a 3:1 RR ratio, three losing trades in a row lose approximately 6% of equity, which is within the PulseWire recommended range. A dataset that generates at least 100 trades is recommended for meaningful statistical evaluation. On lower timeframes (5m, 15m) on major equity indices or forex pairs with London and NY sessions active, the default settings typically produce sufficient trade counts.
Features
Three-Layer Entry Filter: MasterTrend score, volume regime, and session — all three must be satisfied simultaneously
Configurable Minimum Score: Adjustable minimum MasterTrend alignment score threshold (1–7, default: 5)
EMA 4/5 Crossover Trigger: Fast momentum crossover as entry signal within aligned conditions
ATR Stop Loss: Dynamic stop placement based on current ATR — adapts to instrument volatility
Fixed Ratio Take Profit: 3:1 default reward-to-risk — adjustable
Session Restriction: London and New York sessions independently configurable with timezone setting
Volume Regime Gate: Minimum volume ratio filter blocks entries during low-participation conditions
TP/SL Visualization: Active trade TP and SL boxes drawn from entry and extended on each bar — color changes on outcome
Entry Markers: Triangle plotshapes at long and short entry bars for clear chart identification
EMA Reference Plots: EMA 4, EMA 5, EMA 21, and EMA 750 plotted as reference
Non-Repainting: process_orders_on_close=false; all entry conditions gated on barstate.isconfirmed
Dashboard (Top Right): Live MasterTrend state, volume regime, session, current position, net P&L, win rate, profit factor, max drawdown, average win/loss, and RR ratio
Entry Context Labels: Each entry label now shows the MasterTrend score and volume regime tag at the moment of entry in the format "L 6/7 | V:HI" — full entry context visible on the chart without needing to consult the dashboard
Position Candle Tint: Candles colored green while a long position is open, red while a short position is open — provides an immediate visual record of all trade durations across the full chart history
Per-Session Performance Breakdown: London and New York win rates tracked and displayed separately in the dashboard — identifies which session produces the strongest historical edge for the current instrument and timeframe
Expanded Dashboard (15 Rows): Dashboard expanded to 15 rows — now includes a full session performance section with London and NY win rates alongside the existing strategy performance metrics
Input Parameters
MasterTrend EMA Stack:
EMA 4, EMA 5, EMA 21, SMA 50, EMA 55, EMA 89, EMA 750: All periods individually configurable
RSI Length: RSI period for momentum condition (default: 14)
Volume Regime Filter:
Short Vol MA / Long Vol MA: Volume baseline calculation periods (default: 10, 40)
Vol Smooth: EMA smoothing for ratio (default: 3)
Min Vol Ratio: Minimum ratio threshold for entry permission (default: 0.90)
Session Filter:
Timezone: Session evaluation timezone (default: America/New_York)
Session Filter: Master toggle (default: enabled)
Allow London / Allow NY: Independent session toggles (both default: enabled)
Entry Trigger:
EMA4/5 Cross Entry: Use crossover as trigger (default: enabled)
Min MasterTrend Score: Minimum score required for entry (default: 5)
Risk Management:
ATR Length: ATR period (default: 14)
ATR SL Multiplier: Stop distance as ATR multiple (default: 1.5)
Reward:Risk Ratio: TP multiple (default: 3.0)
How to Use This Strategy
Step 1: Verify the Filter Stack is Active
The dashboard shows MasterTrend state, volume regime, and current session at all times. Before a trade can occur, all three must be aligned — a bull score ≥ 5, volume ratio ≥ 0.90, and an active London or NY session window.
Step 2: Observe the EMA 4/5 Crossover
The entry trigger is the EMA 4 crossing EMA 5. With all filters active, the next crossover in the trend direction will generate an entry. The entry is executed at the open of the following bar (process_orders_on_close=false), which is the realistic execution point.
Step 3: Manage the Open Trade
The TP/SL boxes extend from the entry bar and update on each subsequent bar. The strategy's exit function manages the trade automatically — no manual management is required. The dashboard shows the current position state (LONG / SHORT / FLAT) at all times.
Step 4: Evaluate Backtesting Results Critically
Past results do not predict future performance. Before drawing conclusions from any backtest, ensure the trade count is at least 100. A small sample (under 50 trades) produces unreliable win rate and profit factor estimates. Test across multiple instruments and timeframes — a strategy that performs well on one asset in one period may not generalize.
Strategy Limitations
The EMA 750 requires 750 bars of chart history. On timeframes or instruments with limited bar history, the 750-period EMA will be inaccurate for the first 750 bars — backtest results including those bars should be discounted
Backtesting does not account for liquidity, market impact, or partial fills on real orders. The 2-tick slippage setting is an approximation — on illiquid instruments or during news events, actual slippage may be significantly higher
The EMA 4/5 crossover is a fast signal. In choppy, sideways markets where EMAs cross frequently, the strategy may enter multiple trades quickly that all exit at stop loss before the filter stack re-assesses. The session and volume filters reduce but do not eliminate this behavior
A fixed 3:1 RR ratio requires the market to travel 3× the initial risk without reversing. On short timeframes or on instruments with narrow average ranges relative to ATR, achieving the full TP target may be less frequent than on smoother-trending assets
Commissions, taxes, and regulatory fees vary by broker, instrument, and jurisdiction. The 0.05% commission default is a general estimate — actual trading costs should be substituted with broker-specific values before drawing performance conclusions
This strategy is one specific configuration of the underlying filter system. Adjusting the minimum MasterTrend score, volume threshold, session windows, or RR ratio will produce different results. Any configuration change constitutes a separate strategy with its own performance characteristics
Originality Statement
FTS implements a programmatic entry system by combining a seven-condition quantitative trend score, a relative volume regime gate, and a session time restriction into a unified, fully transparent open-source strategy. This is original for the following reasons:
The MasterTrend alignment score functions as a structural quality gate — rather than entering on any EMA crossover, the strategy explicitly requires a minimum number of the seven structural conditions to be simultaneously satisfied, producing a much stricter entry criterion than a standard crossover system
The volume regime gate uses a normalized ratio (not a raw volume level) to block entries during low-participation conditions — making the filter relevant across instruments and timeframes without requiring instrument-specific volume threshold calibration
The combination of structural alignment (EMA stack), activity quality (volume regime), and time context (session filter) as three independent prerequisites creates a compounding selectivity effect — the strategy only enters the specific intersection of all three conditions, which is a smaller, higher-conviction subset than any single filter alone
The live dashboard displaying all filter states, position context, and key performance metrics simultaneously provides full transparency into why any given bar does or does not produce a signal, making the strategy auditable in real time
Disclaimer
This strategy is provided for educational and informational purposes only. It is not financial advice or a recommendation to buy or sell any financial instrument. Trading involves substantial risk of loss. Backtesting results shown are based on historical data and do not guarantee or predict future performance. Past results are not indicative of future results. Commission and slippage values used in backtesting are estimates — actual trading costs will vary. The strategy does not account for all real-world execution factors. Always use proper risk management and consult a qualified financial professional before making trading decisions. The author is not responsible for any trading losses resulting from the use of this strategy.
-Made with passion by jackofalltrades Strategy
Session Range Architecture [JOAT]Session Range Architecture
Introduction
Session Range Architecture (SRA) is an open-source, institutional-grade session killzone engine that captures the opening range of the Tokyo, London, and New York trading sessions as live price-tracking boxes, draws high, low, and mid extension lines that persist after each session closes, and fires rejection signals when price wicks beyond a session extreme and closes back inside. Signals are filtered by an EMA alignment stack (EMA 4, EMA 5, and EMA 750) and confirmed exclusively on closed bars. ATR-based stop loss and take profit boxes visualize each signal's risk/reward from entry. Per-session and aggregate win rate statistics are tracked and displayed in a configurable dashboard.
The core problem SRA solves is the repetitive, daily manual work of marking opening range boxes for each session. ICT methodology identifies the first portion of each killzone as the period during which institutional order flow establishes the session's directional bias — the high and low of that range become the primary intraday reference levels. When price returns to those levels later in the session or in the following session and creates a wick rejection, it signals a potential liquidity grab and reversal opportunity. SRA automates the full process from box construction through signal detection to trade outcome tracking.
Core Concepts
1. Session Opening Range Construction
Each session's opening range is built dynamically during the configurable range window (default: first 15 minutes of each session). The high and low of every bar within that window expand the range in real time. At the end of the window, the range is finalized and stored as a SessionRange user-defined type containing the box, three extension lines (high, low, mid), and the session label:
if inTokyo and not tokBuilding
tokHi := high
tokLo := low
tokOpenBar := bar_index
tokBuilding := true
else if inTokyo and tokBuilding
tokHi := math.max(tokHi, high)
tokLo := math.min(tokLo, low)
2. Extension Lines
When a session's range window closes, three horizontal lines are drawn extending rightward from the range: a dashed line at the session high (buy-side liquidity), a dashed line at the session low (sell-side liquidity), and a dotted line at the session midpoint (50% equilibrium reference). These lines persist on the chart as long-term structural reference levels beyond the session itself.
3. Rejection Signal Detection
A rejection is detected when a bar's wick pierces a session high or low and the close returns inside the range. A minimum wick percentage filter ensures the penetration is meaningful relative to total candle range — trivial pokes are excluded. For a bullish rejection at a session low (price swept below, closed above), the setup is treated as a potential long opportunity. For a bearish rejection at a session high, it is treated as a short opportunity.
4. EMA Alignment Filter
Signals are optionally filtered by a simplified EMA alignment check: bullish signals require EMA 4 above EMA 5 and price above EMA 750; bearish signals require EMA 4 below EMA 5 and price below EMA 750. This ensures rejection signals at session levels are taken in the direction of the prevailing trend structure rather than against it.
5. ATR-Based Trade Visualization and Tracking
On each confirmed signal, ATR-based stop loss and take profit boxes are drawn from the entry close. Outcome is checked on subsequent bars — if price hits the SL or TP, the trade is recorded, counters for the originating session are updated, and the box color changes to reflect the result.
Features
Three Independent Session Ranges: Tokyo, London, and New York opening ranges built automatically each day — individually configurable with independent colors and visibility toggles
Configurable Range Window: Opening range capture window length adjustable from 5 to 60 minutes to match different analysis styles
Extension Lines: Session high, low, and mid extension lines drawn from completed ranges and extended rightward as persistent liquidity reference levels
Rejection Signal Detection: Wick-beyond, close-inside detection at session extremes with minimum wick percentage filter
EMA Alignment Filter: EMA 4/5 cross direction and EMA 750 price side required for signal confirmation — configurable on/off
ATR TP/SL Visualization: Risk and reward boxes from each entry bar — default 1.5× ATR stop, 3:1 reward ratio, fully adjustable
Session Win Rate Tracking: Independent win/loss/total counters for Tokyo, London, and New York sessions
Session History Management: Oldest range boxes automatically trimmed to prevent chart clutter (configurable maximum)
Non-Repainting: All signals gated on barstate.isconfirmed — session ranges never move backward
Timezone Configuration: Session windows evaluated relative to a configurable timezone to handle exchange-specific session times
Dashboard (Top Right): Per-session win/loss/rate table for Tokyo, London, NY, and aggregate total with color-coded performance rows
Session Background Tints: Subtle color fills applied to the chart background during Tokyo, London, and NY range-building windows — visually delineates the opening range capture period for each session in real time
Session Name Labels on Range Boxes: Session name label placed at the midpoint of each finalized range box — immediately identifies which session produced each visible range without requiring manual reference
EMA Alignment State in Dashboard: Current EMA alignment state (BULL ALIGN / BEAR ALIGN / NEUTRAL) displayed in the dashboard — provides a one-glance structural context for the active session
Live ATR Value in Dashboard: Current ATR value shown in the dashboard — communicates the prevailing volatility level used for TP/SL sizing at any given moment
Expanded Dashboard (8 Rows): Dashboard expanded to 8 rows — now includes EMA alignment state and live ATR value alongside the existing per-session win rate breakdown
Input Parameters
Session Settings:
Chart Timezone: Timezone for session window evaluation (default: America/New_York)
Show Tokyo / London / New York Range: Independent visibility toggles per session
Range Window (minutes): Opening range capture duration (default: 15)
EMA Filter:
Fast EMA: Period for fast EMA (default: 4)
Slow EMA: Period for slow EMA (default: 5)
Trend EMA: Period for long-term trend filter EMA (default: 750)
Require EMA Alignment: Toggle filter on/off (default: enabled)
Risk Settings:
ATR Length: ATR period (default: 14)
ATR SL Multiplier: Stop loss ATR distance (default: 1.5)
Reward:Risk Ratio: TP as multiple of SL distance (default: 3.0)
Show TP/SL Boxes: Toggle TP/SL visualization (default: enabled)
Signal Settings:
Require Rejection Wick: Toggle minimum wick filter (default: enabled)
Min Wick % of Range: Minimum wick size relative to candle range (default: 55%)
How to Use This Indicator
Step 1: Identify Session Range Levels
Each session's opening range box shows the high, low, and midpoint established during the opening window. These are the primary liquidity reference levels for that killzone. Extension lines persist after the session box closes, continuing to mark those price levels as the day progresses.
Step 2: Monitor for Rejection Signals
When price wicks beyond a session extreme and closes back inside, a rejection signal is generated. This event represents a liquidity grab — the market took the stops placed beyond the session extreme and reversed. The signal fires at the close of the rejecting bar, confirmed on that candle only.
Step 3: Confirm EMA Alignment
With the EMA filter enabled, only signals aligned with the current EMA 4/5 direction and EMA 750 trend side are triggered. This avoids trading session rejections against the prevailing structural trend.
Step 4: Manage Risk with TP/SL Boxes
The ATR-based TP/SL boxes extend from the entry close and show the exact risk/reward zone for each trade. The stop is placed 1.5× ATR from entry; the target is 3× that distance by default. Both are adjustable.
Step 5: Review Session Performance
The per-session win rate table shows which session ranges have historically produced the best rejection setups on the current instrument and timeframe. Use this to focus attention on the sessions with the strongest empirical edge.
Indicator Limitations
Session detection is based on time windows relative to the selected timezone. Instruments that observe daylight saving time shifts differently from the selected timezone may require manual session string adjustment during DST transitions
The opening range window is fixed in minutes. On timeframes coarser than the window (e.g., a 30-minute chart with a 15-minute range window), the range will capture only one or two bars, which may not accurately represent the opening range
The EMA 750 requires 750 bars of history to produce an accurate value. On instruments with limited history or on very long timeframes, the first 750 bars will show an inaccurate trend filter — use the indicator on instruments and timeframes with sufficient historical data
Session win rate counters are maintained within the current chart load session and reset when the indicator is refreshed. They reflect historical outcomes up to the current chart's loaded data, not a permanent multi-year backtest
Rejection detection uses bar closes. On timeframes with large candles (daily, weekly), a wick rejection at a session range level may span multiple intraday sessions, making the signal less precise for intraday execution
Originality Statement
SRA automates the full three-stage session range workflow — range construction, level monitoring, and rejection detection — within a single indicator, with per-session outcome tracking and EMA trend filtering. This is original for the following reasons:
The dynamic range construction (high/low expanding bar-by-bar during the opening window, then finalizing on window close) replicates the manual process of drawing opening range boxes in real time, including live box expansion during active sessions — behavior not available from static horizontal lines
Extension lines at the session high, low, and midpoint persist beyond the session box as separate structural reference levels, providing a layered view of session-specific liquidity without requiring additional drawings
The rejection detection system operates across all three active session ranges simultaneously in a single scan loop, identifying which specific session range produced the signal and tagging it for session-specific outcome tracking
The EMA alignment stack (fast EMA cross direction + long-term trend EMA) applied as a prerequisite filter to session rejection signals combines institutional level-based methodology with trend confirmation in a single indicator rather than requiring a separate trend indicator
Disclaimer
This indicator is provided for educational and informational purposes only. It is not financial advice or a recommendation to buy or sell any financial instrument. Trading involves substantial risk of loss. Session range levels and rejection signals are historical reference points. Price does not respect these levels in all market conditions, and rejection signals do not guarantee a reversal. Session win rates are derived from historical bar data and do not predict future performance. Always apply proper risk management. The author is not responsible for any trading losses resulting from the use of this indicator.
-Made with passion by jackofalltrades
Indicator
Dominance Sweep Tracker [JOAT]Dominance Sweep Tracker
Introduction
Dominance Sweep Tracker (DST) is an open-source, institutional-grade order flow engine that combines three detection layers — market structure dominance, liquidity sweep identification, and order block entry confirmation — into a single, unified trading framework. It tracks confirmed swing pivots, identifies when body-close breaks through those levels signal a structural shift in market dominance, detects liquidity sweeps where wicks pierce prior pivots and price closes back inside, and marks the last opposing candle before each sweep as the entry order block. ATR-based trade visualizations with risk/reward boxes and per-session win rate tracking complete the system.
The core problem DST solves is the fragmentation of ICT order flow analysis across multiple manual steps. Traders watching for structural dominance shifts, hunting sweeps of prior swing liquidity, and locating order block entries typically need to perform those three steps separately, often missing the interaction between them. DST connects all three into a single detection pipeline that fires on confirmed bars, identifies the relevant entry zone automatically, and tracks the resulting trade outcome against configurable TP and SL levels across four distinct trading sessions.
Core Concepts
1. Swing Pivot Detection
DST uses Pine Script's built-in ta.pivothigh() and ta.pivotlow() functions to identify confirmed swing highs and lows. These are inherently non-repainting — a pivot is only confirmed after the required number of bars on both sides have formed. The most recent confirmed swing high and low are stored as the active liquidity levels.
2. Market Dominance Detection
A dominance shift occurs when a bar's body — not its wick — closes beyond a confirmed swing level. Bullish dominance is confirmed when the close exceeds the most recent swing high. Bearish dominance is confirmed when the close falls below the most recent swing low. This body-close requirement eliminates wick-based false breaks and isolates genuine structural displacement:
bool bullDom = close > swingHi and open > swingHi
bool bearDom = close < swingLo and open < swingLo
3. Liquidity Sweep Detection
A sweep occurs when a bar's wick pierces a prior swing level and the close returns back inside. DST applies a minimum wick depth filter (default: 0.2 ATR) to avoid noise from trivial touches. A bullish sweep fires when the low exceeds the swing low but the close is above it. A bearish sweep fires when the high exceeds the swing high but the close is below it. Both are gated on barstate.isconfirmed.
4. Order Block from Last Opposing Candle
When a sweep is confirmed, DST scans back through recent bars to identify the last candle that moved in the opposite direction of the sweep. For a bullish sweep setup (price swept below a low and recovered), the last bearish candle before the sweep is marked as the entry order block. This zone represents the origin of the move that created the liquidity pool — the level where institutional positioning likely occurred.
5. Session-Aware Trade Tracking
Each detected signal is tagged with the trading session active at that bar (Asia, London, NY, or Off-Session). ATR-based stop loss and take profit levels are calculated at signal time and visualized as color-coded boxes. Outcome is tracked against those levels, and win/loss counters are maintained per session for statistical context.
Features
Swing Pivot Tracking: Confirmed swing highs and lows rendered as horizontal reference lines — the primary liquidity pool levels
Body-Close Dominance Detection: Structural breaks confirmed only on candle body close beyond swing level, eliminating wick-false-break noise
Liquidity Sweep Detection: Wick-beyond, close-inside detection across all recent pivots with configurable ATR depth filter
ATR Wick Filter: Minimum wick penetration depth prevents noise from triggering sweep signals on trivial pokes
Order Block Identification: Automatic scan of last opposing candle before each sweep — rendered as a colored zone box
OB Touch Signal: Secondary signal fires when price returns to touch an active order block zone
EMA 750 Trend Filter: Optional filter that requires price to be on the correct side of the EMA 750 for long and short signals
ATR-Based TP/SL Boxes: Risk (SL) and reward (TP) areas visualized as colored boxes from entry — default 1.5× ATR stop, 3:1 reward
Session Detection: Asia, London, NY, and Off-Session windows (configurable) tag each signal for session-specific tracking
Per-Session Win Rate: Independent win/loss/total counters for all four sessions displayed in the dashboard
Non-Repainting: All signals gated on barstate.isconfirmed; ta.pivothigh/ta.pivotlow inherently confirmed
Dashboard (Top Right): Session win rates for Asia, London, NY, and Off-Session with color-coded performance indicators
BOS Dominance Labels: "BOS ▲" and "BOS ▼" dominance labels replace simple B/S markers — clearly communicates the direction of each confirmed structural break on the chart
Order Block Dominance Labels: "BULL DOM" and "BEAR DOM" labels placed inside order block boxes at creation — identifies the structural context in which each OB was formed
Dominance Candle Tint: Candles colored teal when dominant bull conditions are active, rose when dominant bear — encodes structural dominance state directly into price bar color
Upgraded TP/SL Pip Labels: SL and TP labels now include session name and RR ratio in the format "142p TP 3.0R | London" — full trade context visible directly on the chart
Sweep and Dominance Shift Counters: Sweep counter and dominance shift counter displayed in the dashboard — cumulative structural activity metrics updated on each confirmed event
Expanded Dashboard (8 Rows): Dashboard expanded to 8 rows — now includes sweep count and dominance shift count alongside existing session win rate data
Input Parameters
Pivot Settings:
Swing Lookback: Number of bars on each side required to confirm a pivot (default: 5)
Sweep Settings:
Min Sweep Wick (ATR×): Minimum wick depth relative to ATR (default: 0.2)
Sweep Lookback Bars: How many recent bars to scan for swing levels to test against (default: 50)
Order Block:
OB Scan Back: How far back to search for the last opposing candle (default: 10)
OB Max Active: Maximum number of live order blocks displayed simultaneously (default: 5)
Filter Settings:
EMA Trend Filter: Require price on correct side of EMA 750 for signal confirmation (default: enabled)
EMA Length: Period for the trend EMA (default: 750)
Risk Management:
ATR Length: Period for ATR calculation (default: 14)
ATR SL Multiplier: Stop loss distance as ATR multiple (default: 1.5)
Reward:Risk Ratio: Take profit as multiple of stop distance (default: 3.0)
Session Settings:
Timezone, Asia/London/NY window hours — fully configurable per session
How to Use This Indicator
Step 1: Identify the Current Structural Context
Swing highs and lows on the chart represent the live liquidity pools. Price above the most recent swing high in an uptrend signals buy-side liquidity accumulation. Price below swing lows signals sell-side liquidity. The dominance signal (filled triangle) fires when price body-closes through a swing, marking a genuine structural shift.
Step 2: Monitor for Sweep Signals
When a sweep label appears, price has taken liquidity from a swing level and rejected back inside. This is the setup precondition — the liquidity event has occurred. The order block zone identified at that bar is the entry reference level.
Step 3: Enter at the Order Block
The last opposing candle before the sweep is rendered as a box. Price returning to that zone represents a potential re-entry into the displacement move. Combine with EMA 750 trend direction for higher-probability setups.
Step 4: Manage the Trade with TP/SL Boxes
ATR-based SL and TP boxes extend from the entry bar. Stop loss is set 1.5× ATR below (long) or above (short) entry. Take profit is at 3:1 reward by default. Both are fully configurable.
Step 5: Review Session Performance
The per-session win rate table highlights which killzones have historically produced the best outcomes on your instrument and timeframe. Use this to weight your activity toward higher-performing sessions.
Indicator Limitations
Swing pivot detection requires a minimum number of confirmed bars on both sides of the pivot. On very fast timeframes (sub-1 minute), pivot lookback may be impractically long relative to the session window
The order block scan selects the last opposing candle within a fixed lookback window. In trending conditions with extended single-direction candle runs, no opposing candle may be found within the scan range
Session win rate counters reset when the indicator is removed and re-added, or when the chart is refreshed with no history. They are valid only within the current chart session
The EMA 750 filter is based on a 750-period EMA. On shorter timeframes, 750 bars may not be available on instruments with limited history, causing the EMA to be inaccurate until sufficient data loads
ATR-based TP and SL levels are static from entry — they do not trail or adjust. Volatile markets may require manual adjustment of the ATR multiplier for realistic risk sizing
Originality Statement
DST integrates three distinct ICT order flow concepts — structural dominance, liquidity sweeps, and order block entry — into a unified detection and tracking pipeline. This combination is original for the following reasons:
The three-layer detection pipeline (dominance → sweep → order block) processes each concept in sequence, where a sweep only becomes significant in the context of the structural level it targets, and the order block is identified relative to that sweep specifically — not as an independent scan
The body-close dominance confirmation (requiring the entire body, not just the wick, to close beyond the swing level) is a stricter filter than standard breakout detection, reducing false structural break signals in choppy conditions
Per-session win rate tracking, maintained independently for four distinct trading windows within a single indicator, provides empirical context for which market periods generate the most consistent outcomes on a given instrument
The order block touch signal — a secondary detection layer that fires when price returns to interact with a previously identified OB zone — closes the loop between zone creation and zone interaction without requiring separate indicators
Disclaimer
This indicator is provided for educational and informational purposes only. It is not financial advice or a recommendation to buy or sell any financial instrument. Trading involves substantial risk of loss. Liquidity sweeps and order block zones are historical reference levels. The appearance of a sweep signal does not guarantee price continuation in any direction. Session win rates are based on historical bar data and do not predict future performance. Always apply proper risk management. The author is not responsible for any trading losses resulting from the use of this indicator.
-Made with passion by jackofalltrades
Indicator
Compression Vector [JOAT]Compression Vector
Overview
Compression Vector is a dual-engine volatility compression detector built in Pine Script v6. It identifies moments when both Bollinger Band width and Average True Range simultaneously contract relative to their historical baselines — a confluence that institutional traders recognise as the calm before an explosive directional move. When the squeeze releases, the indicator fires scored breakout signals with adaptive ATR-based take-profit levels and stop-loss placement directly on the chart.
Why This Approach?
Most squeeze indicators rely on a single compression measure, such as BB width relative to Keltner Channel, which can produce false signals in low-volume sideways drift. Compression Vector cross-validates two independent compression engines:
- Engine 1 — ATR Historical Ratio: Compares the 14-bar ATR against a slow ATR of configurable length (default 50). If the ratio falls below the compression threshold, the first engine fires.
- Engine 2 — BB + ATR SMA Squeeze: Compares current BB width against its own SMA (so the band must narrow relative to its own recent average), AND compares the current ATR against its short-term SMA. Only when at least one of these secondary tests also confirms does a dual-engine squeeze register.
Both engines must agree before a zone is created. This eliminates the noise inherent in single-measure detectors.
Compression Zones — 3-Layer Institutional Box System
Each confirmed squeeze prints a three-layer box structure that visually encodes squeeze intensity through colour:
- Halo layer (outer): Wide, nearly transparent — marks the full expansion of the compressed range plus padding
- Body layer (mid): The actual high-to-low range of all bars inside the squeeze
- Core layer (inner): A tighter 40% interior slice highlighting the median energy pocket
The box colour progresses through a time-weighted palette: grey (< 5 bars), purple (5–9), teal (10–19), gold (20+). Longer squeezes accumulate more potential energy and are weighted accordingly in the signal score.
Breakout Signal Scoring (0–100)
When close breaks convincingly above or below a zone, the indicator computes a composite score before stamping the signal:
- Proximity score (up to 35) — volume vs. its 20-bar SMA
- Squeeze score (up to 35) — duration of the squeeze in bars × 2.5
- RSI score (up to 15) — directional RSI headroom (long: RSI below 62, short: RSI above 38)
- Impulse score (up to 15) — breakout candle body relative to ATR
Grade letter (A+, A, B, C, D) is stamped on the signal label. Only breakouts where the candle body exceeds a configurable ATR multiple ("Min Impulse Body") qualify.
Adaptive TP / SL Lines
Risk is calculated as the distance from entry to the opposite zone boundary plus an ATR buffer. Three take-profit levels at configurable R:R multiples (default 1.5R, 2.5R, 4.0R) are drawn as dotted lines extending forward 45 bars. The stop-loss line is drawn in the opposing colour at the calculated risk distance below/above entry.
Dashboard (Bottom Centre)
A compact 8-column table displays in real time:
- Squeeze state (COMPRESSING / RELAXED) with bar count
- ASCII compression gauge (6 segments)
- ATR ratio and BB width percentage
- RSI, volume multiplier, last zone score with grade
- Active zone count and warm-up status
Inputs Reference
Squeeze Engine
- ATR Historical Length (50) — lookback for the slow ATR baseline
- ATR Compression Threshold (0.72) — ratio below which ATR engine triggers
- Bollinger Band Length (20) — period for BB and BB-width SMA
- BB Std Dev Multiplier (2.0) — standard deviation width of the Bollinger Bands
- BB Width Squeeze Ratio (0.82) — fraction of BB-width SMA below which BB engine triggers
- ATR SMA Squeeze Ratio (0.90) — fraction of ATR SMA below which ATR secondary engine triggers
- Min Bars Required in Squeeze (3) — minimum consecutive bars before a zone is registered
Signal Filters
- Require Volume Above SMA — gates breakouts to above-average volume bars
- Volume SMA Length (20) — reference volume baseline
- Block Overbought/Oversold — RSI filter at 72 long / 28 short
- RSI Length (14)
- Min Impulse Body (1.3 ATR) — minimum breakout candle body in ATR units
- Max Zones Tracked (6)
Risk & Targets
- SL Buffer (0.3 ATR) — added to raw risk for stop placement
- TP1 / TP2 / TP3 R:R — take-profit multiples (1.5 / 2.5 / 4.0)
Visual Settings
- Show Compression Zones / Show TP-SL Lines / Show Dashboard
- Theme: Dark, Light, or Auto (detects chart background)
How to Use
1. Add the indicator on any liquid market and timeframe. A warmup of roughly 100 bars is required before signals appear.
2. Watch for the dashboard state to read COMPRESSING and the gauge to fill. The longer the squeeze, the higher the potential score on breakout.
3. Wait for a labelled signal (BREAK+ for long, BREAK- for short). Prefer grade A or A+.
4. Use the drawn TP lines for partial exits and the SL line for stop placement.
5. Higher timeframes (15m, 1H, 4H) tend to produce cleaner zones with fewer false breaks.
Non-Repainting Design
All signals are gated by barstate.isconfirmed, meaning they only fire on the final tick of a closed bar. Zones are computed from confirmed historical bars only. The indicator will never repaint a past signal.
Limitations
- In extremely choppy, low-volume markets, short squeezes (2–3 bars) may resolve without meaningful breakout momentum. Raise Min Bars to filter these.
- The composite score is calibrated for liquid instruments. Illiquid or exotic pairs may require adjustment of the volume multiplier filter.
- ATR-based TP/SL levels are approximate and should not replace proper position sizing.
- No future-bar lookahead is used in any request.security() call.
Disclaimer
This indicator is provided for educational and informational purposes only. Past performance of any signal pattern is not indicative of future results. Always use proper risk management and conduct your own analysis before making any trading decisions.
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