BBG Trap Score Indicator=================================================================
Trap Score - Institutional Liquidity & Trapped Trader Index
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DESCRIPTION:
The Trap Score Index is a quantitative, non-repainting trading indicator designed to detect inducement, liquidity sweeps, trapped buyers, trapped sellers, absorption, and failed breakouts near key higher-timeframe (HTF) level locations.
Rather than relying on subjective pattern recognition, this tool translates order flow dynamics and price action into a deterministic 0 to 100 Trap Score computed at the close of every candle.
CORE CONCEPT:
Markets frequently generate fake breakouts beyond key swing highs and lows to trigger retail stop orders and attract aggressive breakout traders into illiquid positions. When institutional participants absorb these breakout orders, price fails to advance and reclaims the broken level, leaving retail traders trapped.
This indicator calculates two independent normalized metrics:
• 🟥 Bearish Trap Score: Measures trapped buyers at key resistance ➔ Short Setup
• 🟩 Bullish Trap Score: Measures trapped sellers at key support ➔ Long Setup
11 QUANTITATIVE SCORING FACTORS (100 Points Max):
Each candle evaluates 11 weighted mathematical conditions to build the 0–100 score:
1. Liquidity Sweep at Level (15 pts): Candle wicks past an N-bar swing level and closes back inside with wick ratio ≥ 35% and sweep distance ≤ 0.50 ATR.
2. Failed Breakout / Reclaim (15 pts): Price traded outside a key level and failed to hold outside within 3 bars.
3. Extreme Delta (10 pts): Intrabar volume delta ≥ 2.0× its 20-period average.
4. Volume Expansion (10 pts): Candle volume ≥ 1.5× its 20-period SMA.
5. Absorption (15 pts): Extreme volume/delta expansion accompanied by minimal price progress (≤ 0.15 ATR).
6. Delta-Price Divergence (10 pts): Volume delta achieves a new 5-bar extreme while price close fails to confirm.
7. Large-Trade Absorption (10 pts): Extreme volume spike (≥ 2.5× average) with a large wick (≥ 40%) and price progress ≤ 0.15 ATR.
8. HTF Location Proximity (10 pts): Current price within 0.15 × HTF ATR of HTF Swings, Previous Day High/Low (PDH/PDL), Previous Week High/Low (PWH/PWL), or Session VWAP.
9. VWAP / Value Area Rejection (5 pts): Rejection wick crossing Session VWAP or ± 1 stddev bands.
10. Confirmation Candle (5 pts): Candle close confirming directional momentum past the sweep range.
11. Exhaustion (5 pts): 3 consecutive bars of declining volume with narrow candle range (< 0.50 ATR).
HOW TO TRADE WITH TRAP SCORE:
1. Conviction Tiers & Signal Thresholds:
• Score < 50: Neutral / No Trade
• Score 50 – 64: Low Conviction (Observe)
• Score 65 – 79: Standard Setup (Default Alert Trigger)
• Score 80 – 89: High Conviction Setup
• Score ≥ 90: Exceptional Setup
2. Entry Rules:
• Enter on the open of the bar following a confirmed signal candle where Trap Score ≥ 65.
• Ensure market has not established acceptance outside the swept reference level.
3. Stop Loss Placement:
• Long Position: Sweep Low - (ATR × 0.10)
• Short Position: Sweep High + (ATR × 0.10)
4. Profit Targets (Partial Scale-Out):
• TP1 (50%): At 1.0R or Session VWAP (Move stop loss to Breakeven).
• TP2 (25%): At range midpoint or opposing value area.
• TP3 (25%): At opposing liquidity pool (PWH for longs, PWL for shorts) or 3.0R.
KEY SETTINGS & CUSTOMIZATION:
• HTF Resolution: Higher timeframe context resolution (Default: 240 / 4H).
• Swing Lookback: Number of bars to confirm reference highs and lows (Default: 20).
• Minimum Entry Score: Configurable signal score threshold (Default: 65).
• Dashboard Table: Toggleable top-right status summary panel displaying live scores, conviction levels, sweep states, and signals.
NON-REPAINTING GUARANTEE:
This indicator uses strict non-repainting Pine Script v6 syntax. Higher timeframe security requests fetch only closed completed bars (lookahead = barmerge.lookahead_off) to prevent lookahead bias or hindsight repainting.
Indicator
COT Heatmap [invincible3]COT Heatmap
COT Heatmap is a professional Commitment of Traders dashboard designed to visualize historical positioning pressure between two selected markets, currencies, commodities, indices, or crypto futures. The indicator converts weekly COT positioning data into an easy-to-read heatmap table, allowing traders to compare Non-Commercial and Commercial positioning strength, extremes, long/short participation, and A-B spread pressure directly on the chart.
The tool is built for macro, forex, commodities, futures, and intermarket analysis. It can automatically detect the current chart symbol or allow the user to manually select Pair A and Pair B from a predefined COT market list.
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Main Features
Historical COT heatmap table
Auto symbol detection from the chart
Manual Pair A / Pair B selection
Futures Only or Futures + Options data mode
Non-Commercial, Commercial, or Both participant modes
Separate metric control for Pair A and Pair B
Historical weekly values displayed by date
Adjustable table size, position, start date, and number of periods
Heatmap coloring for fast visual interpretation
Optional A-B positioning spread columns
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Data Source
The indicator uses weekly COT data through PulseWire’s COT Library.
Available data modes:
Futures Only
Uses futures positioning data only.
Futures and Options
Uses combined futures and options positioning data.
The indicator uses Legacy COT report categories:
Non-Commercial Positions
Commercial Positions
Open Interest
All COT calculations are performed on the weekly timeframe.
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Participant Modes
The indicator supports three participant display modes:
Non-Commercial Only
Shows speculative positioning metrics.
Commercial Only
Shows hedger/commercial positioning metrics.
Both
Shows both Non-Commercial and Commercial metrics side by side.
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Core Positioning Formulas
For each selected market:
Open Interest
OI = Total Open Interest
Non-Commercial Net Position
NC Net = NC Long − NC Short
Commercial Net Position
Commercial Net = Commercial Long − Commercial Short
Long Change
Long Change = Current Long − Previous Week Long
Short Change
Short Change = Current Short − Previous Week Short
Net Change
Net Change = Long Change − Short Change
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Long% and Short% Formulas
The indicator normalizes long and short positions against open interest.
Long Percentage
Long% = Long Positions / Open Interest × 100
Short Percentage
Short% = Short Positions / Open Interest × 100
These values show how much of total open interest is held on the long or short side by a specific participant group.
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Flip% Formula
Flip% measures the net long/short bias as a percentage of open interest.
Flip%
Flip% = Long% − Short%
Interpretation:
Positive Flip% = participant group is net long
Negative Flip% = participant group is net short
Higher positive values show stronger bullish positioning
Lower negative values show stronger bearish positioning
Example:
If Non-Commercial Long% = 42%
and Non-Commercial Short% = 25%
Then:
NC Flip% = 42 − 25 = +17%
This means Non-Commercial traders are net long by 17% of open interest.
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Difference Metrics
The indicator compares Non-Commercial and Commercial net positioning.
Non-Commercial Difference
NC Difference = NC Net − Commercial Net
This measures how strongly speculative positioning differs from commercial positioning.
Commercial Difference
Commercial Difference = Commercial Net − NC Net
This is the inverse view, useful when analyzing commercial hedger pressure.
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Diff13 / Diff26 / Diff52 Formulas
The Diff columns are stochastic-style normalized scores of the positioning difference over different historical windows.
Stochastic Positioning Score
Stoch(X, Length) =
(X − Lowest(X, Length)) / (Highest(X, Length) − Lowest(X, Length)) × 100
If the range is zero, the value returns 50.
Where:
X = selected positioning series
Length = 13, 26, or 52 weeks
NC Diff13 *
NC Diff13 = Stoch(NC Difference, 13)
NC Diff26
NC Diff26 = Stoch(NC Difference, 26)
NC Diff52
NC Diff52 = Stoch(NC Difference, 52)
Commercial Diff13
Commercial Diff13 = Stoch(Commercial Difference, 13)
Commercial Diff26
Commercial Diff26 = Stoch(Commercial Difference, 26)
Commercial Diff52
Commercial Diff52 = Stoch(Commercial Difference, 52)
Interpretation:
Values near 100 show positioning is near the upper extreme of the selected lookback period
Values near 50 show neutral/mid-range positioning
Values near 0 show positioning is near the lower extreme of the selected lookback period
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COT Index Formulas
The COT Index measures where current net positioning stands relative to its own historical range.
COT Index
COT Index =
(Current Net Position − Lowest Net Position over N weeks) /
(Highest Net Position over N weeks − Lowest Net Position over N weeks) × 100
If the range is zero, the value returns 50.
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Non-Commercial COT Index
NC Index 52
NCIdx52 = Stoch(NC Net, 52)
This shows where current Non-Commercial net positioning stands within its 1-year range.
NC Index 156
NCIdx156 = Stoch(NC Net, 156)
This shows where current Non-Commercial net positioning stands within its 3-year range.
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Commercial COT Index
Commercial Index 52
ComIdx52 = Stoch(Commercial Net, 52)
This shows where current Commercial net positioning stands within its 1-year range.
Commercial Index 156
ComIdx156 = Stoch(Commercial Net, 156)
This shows where current Commercial net positioning stands within its 3-year range.
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A-B Spread Formulas
The indicator can also compare Pair A and Pair B positioning directly.
A-B Non-Commercial Flip%
A-B NC Flip% = Pair A NC Flip% − Pair B NC Flip%
A-B Commercial Flip%
A-B Commercial Flip% = Pair A Commercial Flip% − Pair B Commercial Flip%
Interpretation:
Positive A-B Flip% means Pair A has stronger positioning than Pair B
Negative A-B Flip% means Pair B has stronger positioning than Pair A
Useful for forex pair analysis, relative commodity analysis, and intermarket comparison
Example:
If EUR NC Flip% = +20%
and USD NC Flip% = +5%
Then:
EUR − USD NC Flip% = +15%
This suggests stronger speculative positioning in EUR relative to USD.
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Heatmap Color Logic
The table uses color gradients to make positioning extremes easy to identify.
For score-based columns such as Diff13, Diff26, Diff52, NCIdx52, NCIdx156, ComIdx52, and ComIdx156:
High values move toward the positive color
Mid-range values move toward the neutral color
Low values move toward the negative color
Default colors:
Positive: Blue
Neutral: Pink
Negative: Red
For Long% columns:
Higher Long% is treated as stronger
Lower Long% is treated as weaker
For Short% columns:
Higher Short% is treated as weaker
Lower Short% is treated as stronger
For Flip% columns:
The heatmap uses a signed scale.
Signed Heatmap Normalization
Normalized Flip Value =
(Flip% + Flip Scale) / (2 × Flip Scale)
The value is clamped between 0 and 1.
Default Flip Scale = 35%
This means:
+35% or above = strong positive color
0% = neutral color
−35% or below = strong negative color
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How to Read the Table
Each row represents one weekly COT snapshot.
The Date column shows the COT week.
Pair A and Pair B are displayed in separate grouped sections. Each section can include Non-Commercial metrics, Commercial metrics, or both, depending on user settings.
Important interpretation guidelines:
Diff13 / Diff26 / Diff52
Shows short-term, medium-term, and 1-year positioning extremes between Non-Commercial and Commercial groups.
NCIdx52 / NCIdx156
Shows whether speculative positioning is historically stretched or depressed.
ComIdx52 / ComIdx156
Shows whether commercial hedger positioning is historically stretched or depressed.
Long%
Shows the long-side participation as a percentage of open interest.
Short%
Shows the short-side participation as a percentage of open interest.
Flip%
Shows the net directional bias after subtracting short exposure from long exposure.
A-B Flip%
Shows relative positioning pressure between the two selected markets.
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Example Use Cases
Forex Analysis
Use Pair A and Pair B to compare currency futures positioning.
Example:
Pair A = EUR
Pair B = USD
This allows EUR/USD positioning analysis using COT data.
Commodity Analysis
Compare metals, energy, or agricultural markets.
Example:
Pair A = Gold
Pair B = Silver
This helps identify relative speculative or commercial positioning strength.
Index Analysis
Compare equity index futures.
Example:
Pair A = NASDAQ
Pair B = S&P 500
This can help identify relative risk appetite and index positioning rotation.
Macro Sentiment Analysis
Use Non-Commercial positioning to track speculative crowding and Commercial positioning to observe hedging pressure.
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Notes
COT data is weekly and is not designed for intraday signals. This indicator is best used as a macro positioning tool, sentiment confirmation tool, or higher-timeframe market context dashboard.
The heatmap does not generate direct buy or sell signals. Instead, it provides a structured view of positioning extremes, participant behavior, and relative strength between selected COT markets.
Extreme readings can remain extreme for long periods, so COT data should be combined with price action, trend structure, volatility, liquidity, and broader market context.
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Summary
COT Historical Heatmap transforms weekly Commitment of Traders data into a clean, customizable, and visually intuitive positioning dashboard. By combining Net Positioning, Long%, Short%, Flip%, COT Index, Difference Scores, and A-B relative spread analysis, it helps traders understand how Non-Commercial and Commercial participants are positioned across major futures markets.
Indicator
Liquidity Propulsion Signals | ProjectSyndicateLiquidity Propulsion Signals catches the moment a liquidity grab fails — and instead of chasing the breakout, it fades it. Markets coil, then hunt the resting liquidity parked above swing highs and below swing lows. When price spears one of those pools and then snaps back inside the range, it traps the breakout crowd and loads a "spring." The engine measures the energy stored in that failed grab as a 0–100 Propulsion Charge, and fires contrarian — in the direction the trapped crowd is now forced to unwind. Every setup gets a structural invalidation level beyond the failed grab, fixed R-based targets, a 0–100 charge with a 1–5 star rank, and is tracked live on a full statistics dashboard — including honest stop-outs — so you can see exactly how the logic behaves on the symbol and timeframe you trade.
🧠 Liquidity-Spring Core — the core idea, expressed as a lifecycle: COIL ▸ GRAB ▸ LOAD ▸ IGNITE ▸ TARGET. Resting-liquidity pools are mapped from confirmed swing pivots — the highs and lows where stops cluster. A grab begins when price pierces one of those pools: a low driven below sell-side liquidity, or a high pushed above buy-side liquidity. If price then reclaims the pool — closes back inside the range within the reclaim window — the grab has failed, and that failure loads a spring on the opposite side. The spring later ignites into a signal when price pushes through the bar that armed it. Pools come from confirmed pivots and every transition is evaluated on the bar's close, so the pools and the signal do not repaint.
🔋 Charge Anatomy — a failed grab is not just true or false; it is scored for how much energy it carries. The Propulsion Charge fuses six breakout-native ingredients into a single 0–100 read: grab depth (how far price penetrated the pool, in ATR), reclaim velocity (how fast it snapped back within the window), rejection wick (the share of the bar spent rejecting the level), volume surge (the spike over a rolling baseline), coil compression (how tightly the market was wound before the grab — a loaded spring versus a loose one), and reclaim displacement (how decisively close pushed back past the level). Each component is independently weighted, so you can dial the engine toward depth, speed, volume, or compression as your edge demands.
🎯 Structural Invalidation + R-Based Targets — a loaded spring is invalidated before it fires if price falls back beyond the grab extreme, so weak grabs quietly disarm instead of trading. Once a discharge fires, the trade model builds a universal ATR-based zone height: the stop sits a fixed ATR distance from entry, so every signal draws the same SL/TP geometry — no super-wide or super-narrow zones to distort your risk. TP1, TP2, and TP3 are set at clean R multiples, defaulting to a balanced 1R / 2R / 3R and fully adjustable to your reward profile. Every signal plots its complete Entry / SL / TP1 / TP2 / TP3 line set, labeled level prices, and filled TP / SL zone boxes, with a result label on exit.
🧲 Opposing-Liquidity Magnet — because a discharge is fundamentally drawn toward the next pool of unswept liquidity, the engine can project the nearest opposing pool as a dotted magnet line: the obvious, structural target the move is being pulled toward. It is a context read for where the propulsion wants to go, sitting alongside your fixed R targets rather than replacing them.
🎚️ Conviction Controls — a compact set of dials sets how serious a failed grab must be before it counts: the Arm Threshold (the minimum charge that loads a spring at all), a Strong Tier cutoff, an optional Only Fire Strong-Tier Springs filter, the minimum grab depth, the reclaim window, and the ignition window that keeps an armed spring from waiting forever. Tighten them for fewer, cleaner discharges; loosen them for more activity. Combined with the six component weights, this is your main control over conviction versus frequency.
🧭 Ignition Gating & Single-Ticket Discipline — an armed spring is not a trade until it ignites: price must close through the ignition level set at load time. If the grab extreme is broken back the other way, the spring disarms; if the ignition window elapses with no trigger, it discharges unused and resets. Only one ticket is active at a time, so a single chaotic session can't stack overlapping trades, and resolution is SL-first pessimistic with honest partial-TP accounting — if a stop is hit after TP1 or TP2, that partial result is booked rather than rounded up.
⭐ 0–100 Charge with Star Tiers — every discharge is labeled with its numeric charge, a 1–5 star rank, and a tier ladder running FLAT → WEAK → PRIMED → STRONG → ELITE. Treat the charge as a cleanliness and confluence read for ranking and thinning setups — it describes how textbook a failed grab is, not a guaranteed outcome. The Arm Threshold and Only-Strong gate restrict what is displayed and alerted, while the dashboard keeps tracking every tier in the background.
📊 Live Statistics Dashboard — a non-intrusive panel tracks, in real time on your chart: the current bias (long spring / short spring / active / idle) and status (waiting → grab forming → spring loaded → discharging), a live charge meter with separate long- and short-spring readings, the magnet distance up and down in ATR, the last discharge with its star score, total signals, win rate, closed trades, profit factor, average R per trade, best-performing direction, long vs short win rate, current and max win/loss streaks, and a TP1 / TP2 / TP3 / SL outcome breakdown. Every filled trade that reaches an outcome is counted — winners and stop-outs alike — so the numbers are computed live from the real signals on your current symbol and timeframe, not a figure printed in a description.
🎨 Clean Themed Visuals — five coherent palettes (Midnight default, plus Emerald, Ice Blue, Gold Black, and Aqua Violet) shade the liquidity-pool lines, the ⚡ charge labels, the per-trade SL / TP ladder and zone boxes, and the dashboard to one look, so direction and quality read at a glance. Liquidity pools are drawn as color-keyed dotted levels; each discharge prints a ⚡ label with its charge, star tier, and direction arrow. The active ticket extends live to the right and then snaps cleanly back to its exit bar on close, so labels never float away — and a max-drawn-trades cap keeps only the most recent tickets on the chart while the statistics stay cumulative over the full history.
🔔 Detailed Alerts — fires on a long or short spring loaded (a qualifying failed grab), on long / short discharge (ignition), on any discharge, and on TP3 and SL events, formatted for manual or automated use. The strength gate can restrict alerts to higher-conviction springs.
🔧 Fully Customizable — every component is exposed: the pivot length that defines which pools count, the ATR length, the coil window and its looseness reference; the reclaim window, minimum grab depth, depth and volume energy references, volume baseline, and ignition window; the arm and strong thresholds, the only-strong filter, and all six charge weights; the universal risk distance and the three R targets; the opposing-liquidity magnet, level-shelf length, and max historical trades; the dashboard position, size, meter, and per-target breakdown; all five themes; and every pool, label, line, box, and star toggle.
🎯 Why this is different — most "liquidity" tools simply draw lines at old highs and lows and tell you a sweep happened. This one treats the failed sweep as the event, scores how much spring energy that failure stored across depth, velocity, wick, volume, compression, and displacement, and fires contrarian — fading the trapped breakout the way price actually tends to unwind — then anchors invalidation to the grab itself, projects the opposing pool the move is drawn toward, and layers an objective 0–100 ranking and a live, honest statistics panel that counts stop-outs in full. You tune and judge it on real, current data from your own chart instead of a marketing number.
🚀 Where to use it — the engine is symbol-agnostic and built on universal behavior: stop-runs and failed breakouts happen in every liquid market, so it can be applied to FX majors and crosses, metals, indices, and crypto, on intraday timeframes. Pivot length and the ATR-based stop adapt to each instrument's volatility automatically. Because it is a contrarian, mean-reversion engine, it shines in ranging and liquidity-hunting conditions and demands more care in strong one-way trends — let the dashboard tell you whether the logic suits the pair and timeframe before you commit.
🎯 How to trade it
Apply it to a liquid symbol on an intraday timeframe and let the dashboard populate. Read the live win rate, profit factor, and average R for your symbol and timeframe first — if the logic doesn't suit that market, you'll see it.
Wait for a ⚡ LONG / ⚡ SHORT discharge label — it marks a confirmed close through the ignition level after a failed grab, with the charge, star tier, and full Entry / SL / TP1 / TP2 / TP3 already plotted.
Use the opposing-liquidity magnet as a logical target read: it shows the unswept pool the discharge is being pulled toward.
Manage the trade with the plotted levels — the universal ATR stop defines your risk and TP1/2/3 sit at your chosen R multiples. Bank or trail however suits your style.
Use the Arm Threshold, Only-Strong gate, and the six charge weights to set your tempo — stricter for fewer, cleaner discharges; looser for more activity — and lean on the star tier to focus on the most textbook failed grabs.
⚠️ Important — this is a decision-support tool, not a standalone buy/sell system, and it makes no performance guarantees. Default settings were chosen on historical data and behavior will vary by symbol, timeframe, session, and configuration; the dashboard's statistics are historical and descriptive, not a forecast. The trade model resolves stop-first and books partial-target exits honestly, so some trades close for a fraction of a target rather than a full win or loss — these are counted in full, which is honest but means win rate alone is misleading; always weigh it together with average R and profit factor, and resize the R targets to your own risk profile. Signals confirm on the closed bar, so always wait for the labeled discharge on a closed candle. Because the system is contrarian by design, a sufficiently strong trend can run straight through a stop — combine it with your own analysis and risk management, and test it on your market before trading it live. Indicator
Dealing Range Equilibrium & Premium/Discount Zones (SMC)This indicator is a streamlined visualization tool designed specifically for traders utilizing Smart Money Concepts (SMC) and ICT methodologies. It automatically detects the current structural Dealing Range and divides it into logical quadrants: Premium, Discount, and Equilibrium.
Rather than manually drawing Fibonacci grids on every new structural swing, this script dynamically anchors to the most recent validated pivot points, keeping your charts clean and your focus on price action.
Underlying Logic & Calculations
The script relies on a standard pivot-detection algorithm to establish the boundaries of the dealing range:
Swing Detection: It uses standard ta.pivothigh and ta.pivotlow functions to scan for structural highs and lows based on a user-defined "Swing Lookback Period" (default is 20 bars). A pivot high is confirmed when the central candle is higher than the n candles to its left and right.
Range Anchoring: Once a new swing high or low is validated, the top or bottom variables update respectively. These horizontal levels persist forward in time until a new structural pivot breaks them.
Equilibrium Calculation: The script calculates the mathematical median of the current range by adding the active Swing High and Swing Low, then dividing by two (top + bottom) / 2.
Visuals & Practical Usage
In SMC theory, markets move from consolidation to expansion, seeking liquidity. The dealing range helps traders contextualize where price is relative to recent structure:
Premium Zone (Red Fill): The upper 50% of the dealing range. In a bearish structural environment, traders look for price to retrace into the Premium zone to identify high-probability short setups or institutional distribution.
Discount Zone (Green Fill): The lower 50% of the dealing range. In a bullish environment, traders wait for price to retrace into the Discount zone to look for long setups or institutional accumulation.
Equilibrium (Midline): The exact 50% level (fair value). Price action around this line often acts as a transition point or near-term support/resistance.
Settings
Swing Lookback Period: Controls the sensitivity of the pivot detection. A lower number (e.g., 5 or 10) will capture micro-structure and minor pullbacks, ideal for scalping. A higher number (e.g., 20 or 50) will anchor only to major macro-swings.
Show Labels: Toggles the text labels on the current price axis to keep the chart clean if desired. Indicator
Session Open Range, Breakout & Trap Framework - TrendPredator OBSession Open Range, Breakout & Trap Framework — TrendPredator Open Box
Stacey Burke’s trading approach combines concepts from George Douglas Taylor, Tony Crabel, Steve Mauro, and Robert Schabacker. His framework focuses on reading price behaviour across daily templates and identifying how markets move through recurring cycles of expansion, contraction, and reversal. While effective, much of this analysis requires real-time interpretation of session-based behaviour, which can be demanding for traders working on lower intraday timeframes.
The TrendPredator indicators formalize parts of this methodology by introducing mechanical rules for multi-timeframe bias tracking and session structure analysis. They aim to present the key elements of the system—bias, breakouts, fakeouts, and range behaviour—in a consistent and objective way that reduces discretionary interpretation.
The Open Box indicator focuses specifically on the opening behaviour of major trading sessions. It builds on principles found in classical Open Range Breakout (ORB) techniques described by Tony Crabel, where a defined time window around the session open forms a structural reference range. Price behaviour relative to this range—breaking out, failing back inside, or expanding—can highlight developing session bias, potential trap formation, and directional conviction.
This indicator applies these concepts throughout the major equity sessions. It automatically maps the session’s initial range (“Open Box”) and tracks how price interacts with it as liquidity and volatility increase. It also incorporates related structural references such as:
* the first-hour high and low of the futures session
* the exact session open level
* an anchored VWAP starting at the session open
* automated expansion levels projected from the Open Box
In combination, these components provide a unified view of early session activity, including breakout attempts, fakeouts, VWAP reactions, and liquidity targeting. The Open Box offers a structured lens for observing how price transitions through the major sessions (Asia → London → New York) and how these behaviours relate to higher-timeframe bias defined in the broader TrendPredator framework.
Core Features
Open Box (Session Structure)
The indicator defines an initial session range beginning at the selected session open. This “Open Box” represents a fixed time window—commonly the first 30 minutes, or any user-defined duration—that serves as a structural reference for analysing early session behaviour.
The range highlights whether price remains inside the box, breaks out, or rejects the boundaries, providing a consistent foundation for interpreting early directional tendencies and recognising breakout, continuation, or fakeout characteristics.
How it works:
* At the session open, the indicator calculates the high and low over the specified time window.
* This range is plotted as the initial structure of the session.
* Price behaviour at the boundaries can illustrate emerging bias or potential trap formation.
* An optional secondary range (e.g., 15-minute high/low) can be enabled to capture early volatility with additional precision.
Inputs / Options:
* Session specifications (Tokyo, London, New York)
* Open Box start and end times (e.g., equity open + first 30 minutes, or any custom length)
* Open Box colour and label settings
* Formatting options for Open Box high and low lines
* Optional secondary range per session (e.g., 15-minute high/low)
* Forward extension of Open Box high/low lines
* Number of historic Open Boxes to display
Session VWAPs
The indicator plots VWAPs for each major trading session—Asia, London, and New York—anchored to their respective session opens. These session-specific VWAPs assist in tracking how value develops through the day and how price interacts with session-based volume distributions.
How it works:
* At each session open, a VWAP is anchored to the open price.
* The VWAP updates throughout the session as new volume and price data arrive.
* Deviations above or below the VWAP may indicate balance, imbalance, or directional control.
* Viewed together, session VWAPs help identify transitions in value across sessions.
Inputs / Options:
* Enable or disable VWAP per session
* Adjustable anchor and end times (optionally to end of day)
* Line styling and label settings
* Number of historic VWAPs to draw
First Hour High/Low Extensions
The indicator marks the high and low formed during the first hour of each session. These reference points often function as early control levels and provide context for assessing whether the session is establishing bias, consolidating, or exhibiting reversal behaviour.
How it works:
* After the session starts, the indicator records the highest and lowest prices during the first hour.
* These levels are plotted and extended across the session.
* They provide a visual reference for observing reactions, targets, or rejection zones.
Inputs / Options:
* Enable or disable for each session
* Line style, colour, and label visibility
* Number of historic sessions displayed
EQO Levels (Equity Open)
The indicator plots the opening price of each configured session. These “Equity Open” levels represent short-term reference points that can attract price early in the session.
Once the level is revisited after the Open Box has formed, it is automatically cut to avoid clutter. If not revisited, the line remains as an untested reference, similar to a naked point of control.
How it works:
* At session open, the open price is recorded.
* The level is plotted as a local reference.
* If price interacts with the level after the Open Box completes, the line is cut.
* Untested EQOs extend forward until interacted with.
Inputs / Options:
* Enable/disable per session
* Line style and label settings
* Optional extension into the next day
* Option for cutting vs. hiding on revisit
* Number of historic sessions displayed
OB Range Expansions (Automatic)
Range expansions are calculated from the height of the Open Box. These levels provide structured reference zones for identifying potential continuation or exhaustion areas within a session.
How it works:
* After the Open Box is formed, multiples of the range (e.g., 1×, 2×, 3×) are projected.
* These expansion levels are plotted above and below the range.
* Price reactions near these areas can illustrate continuation, hesitation, or potential reversal.
Inputs / Options:
* Enable or disable per session
* Select number of multiples
* Line style, colour, and label settings
* Extension length into the session
Stacey Burke 12-Candle Window Marker
The indicator can highlight the 12-candle window often referenced in Stacey Burke’s session methodology. This window represents the key active period of each session where breakout attempts, volatility shifts, and reversal signatures often occur.
How it works:
* A configurable window (default 12 candles) is highlighted from each session open.
* This window acts as a guide for observing active session behaviour.
* It remains visible throughout the session for structural context.
Inputs / Options:
* Enable/disable per session
* Configurable window duration (default: 3 hours)
* Colour and transparency controls
Concept and Integration
The Open Box is built around the same multi-timeframe logic that underpins the broader TrendPredator framework.
While higher-timeframe tools track bias and setups across the H8–D–W–M levels, the Open Box focuses on the H1–M30 domain to define session structure and observe how early intraday behaviour aligns with higher-timeframe conditions.
The indicator integrates with the TrendPredator FO (Breakout, Fakeout & Trend Switch Detector), which highlights microstructure signals on lower timeframes (M15/M5). Together they form a layered workflow:
* Higher timeframes: context, bias, and developing setups
* TrendPredator OB: intraday and intra-session structure
* TrendPredator FO: microstructure confirmation (e.g., FOL/FOH, switches)
This alignment provides a structured way to observe how daily directional context interacts with intraday behaviour.
See the public open source indicator TP FO here (click on it for access):
Practical Application
Before Session Open
* Review previous session Open Box, Open level, and VWAPs
* Assess how higher-timeframe bias aligns with potential intraday continuation or reversal
* Note untested EQO levels or VWAPs that may function as liquidity attractors
During Session Open
* Observe behaviour around the first-hour high/low and higher-timeframe reference levels
* Monitor how the M15 and 30-minute ranges close
* Track reactions relative to the session open level and the session VWAP
After the Open Box completes
* Assess price interaction with Open Box boundaries and first-hour levels
* Use microstructure signals (e.g., FOH/FOL, switches) for potential confirmation
* Refer to expansion levels as reference zones for management or target setting
After Session
* Review how price behaved relative to the Open Box, EQO levels, VWAPs, and expansion zones
* Analyse breakout attempts, fakeouts, and whether intraday structure aligned with the broader daily move
Example Workflow and Trade
1. Higher-timeframe analysis signals a Daily Fakeout Low Continuation (bullish context).
2. The New York session forms an Open Box; price breaks above and holds above the first-hour high.
3. A Fakeout Low + Switch Bar appears on M5 (via FO), after retesting the session VWAP triggering the entry.
4. 1x expansion level serves as reference targets for take profit.
Relation to the TrendPredator Ecosystem
The Open Box is part of the TrendPredator Indicator Family, designed to apply multi-timeframe logic consistently across:
* higher-timeframe context and setups
* intraday and session structure (OB)
* microstructure confirmation (FO)
Together, these modules offer a unified structure for analysing how daily and intraday cycles interact.
Disclaimer
This indicator is for educational purposes only and does not guarantee profits.
It does not provide buy or sell signals but highlights structural and behavioural areas for analysis.
Users are solely responsible for their trading decisions and outcomes. Indicator
Dashboard — Vol & PriceDashboard for traders
Indicator Description
1. Prev Day High
What it shows: the previous trading day's high.
Why it shows: a resistance level. Many traders watch to see if the price will hold above or below this level. A breakout can signal buying strength.
2. Prev Day Low
What it shows: the previous day's low.
Why it shows: a support level. If the price breaks downwards, it signals weakness and a possible continuation of the decline.
3. Today
What it shows:
The difference between the current price and yesterday's close (in absolute values and as a percentage).
Color: green for an increase, red for a decrease.
Why it shows: immediately shows how strong a gap or movement is today relative to yesterday. This is an indicator of current momentum.
4. ADR, % (Average Daily Range)
What it shows: Average daily range (High – Low), expressed as a percentage of the closing price, for the selected period (default 7 days).
Why it's useful: To understand the "normal" volatility of an instrument. For example, if the ADR is 3%, then a 1% move is small, while a 6% move is very large.
5. ATR (Average True Range)
What it shows: Average fluctuation range (including gaps), in absolute points, for the specified period (default 7 days).
Why it's useful: A classic volatility indicator. Useful for setting stops, calculating position sizes, and identifying "noise" movements.
6. ATR (Today), %
What it shows: How much the current movement today (from yesterday's close to the current price) represents in % of the average ATR.
Why it shows: Shows whether the instrument has "played out" its average range. If the value is already >100%, there is a high probability that the movement will begin to slow.
7. Vol (Today)
What it shows:
Current trading volume for the day (in millions/billions).
Comparison with yesterday as a percentage (for example: 77.32M (-52.78%)).
Color: green if the volume is higher than yesterday; red if lower.
Why it shows:Quickly shows whether the market is active today. Volume = fuel for price movement.
8. Avg Vol (20d)
What it shows: Average daily volume over the last 20 trading days.
Why it's useful:"normal" activity level. It's a convenient backdrop for assessing today's turnover.
9. Rel. Vol (Today), % (Relative Volume)
What it shows: Deviation of the current volume from the average (20 days).
Formula: `(today / average - 1)` * 100`.
+30% = volume 30% above average, -40% = 40% below average.
Color: green for +, red for –.
Why it's useful:A key indicator for a trader. If RelVol > 100% (green), the market is "charged," and the movement is more significant. If low, activity is weak and movements are less reliable.
10. Normalized RS (Relative Strength)
What it shows: the relative strength of a stock to a selected benchmark (e.g., SPY), normalized by the period (default 7 days).
100 = same result as the market.
> 100 = the stock is stronger than the index.
<100 = weaker than the index.
Why it's needed: filtering ideas. Strong stocks rise faster when the market rises, weak stocks fall more sharply. This helps trade in the direction of the trend and select the best candidates.
In summary:
Prev High / Low — key support and resistance levels.
Today — an instant understanding of the current momentum.
ADR and ATR — volatility and potential movement.
ATR (Today) — how much the instrument has already "run."
Vol + Rel.Vol — activity and confirmation of the movement's strength.
RS — selecting strong/weak leaders against the market. Indicator
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ICT Commitment of Traders° by toodegreesDescription:
The Commitment of Traders (COT) is a valuable raw data report released weekly by the Commodity Futures Trading Commission (CFTC). This report offers insights into the current long and short positions of three key market entities:
Commercial Traders ( usually represented in red )
Large Traders ( typically depicted in green )
Small Speculator Traders ( commonly shown in blue )
The concept of utilizing the COT data as a strategic trading tool was first introduced by Larry Williams, who emphasized the importance of monitoring Commercial Speculators – large corporate producers or consumers of commodities.
The Inner Circle Trader (ICT) prompts us to delve deeper into this data. While we can easily determine their Net Position (also referred to as the Main Program) by subtracting Commercial Short Positions from the Commercial Long Positions, this calculation doesn't reveal their ongoing Hedge Program .
Merely following the Main Program won't provide a trading edge. Aligning with the Hedge Program can be an invaluable weapon in your trading arsenal.
The Commercial Speculators' Hedge Program can be unveiled by examining the highest and lowest reading of their Net Position over a chosen time period and setting a new "zero line" between these extremes. This process generates a novel "COT Graph" providing a detailed understanding of the Commercial Speculators' current market activity.
When the Hedge Program, Seasonality, and Open Interest are cross-referenced with Institutional Orderflow, a trader can construct a very clear medium-to-long-term market narrative.
Features:
Access COT Data for the Commercial Speculators via Tradingview's reliable data source
Automate calculations and display the 3-month, 6-month, 12-month, 2-year, and 3-year Hedge Program
Define your own Custom Time Range for the Hedge Program
Display the Main Program and all Hedge Programs in an easy-to-understand table format
Additionally, by following the included instructions, you can augment your table with COT data from multiple markets. This extra information can help monitor correlated markets and develop a more robust market narrative:
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Trap Trading - SwaGThis is an intraday indicator
Set timeframe to 5 min
Take long entry on the high brakes of selling traps
Take short entry on the low brakes of buying traps
ignore traps left to red zones
Use the nearest trap
take profit/loss on a 1:2 risk-to-reward basis.
Trap Trading
Trap trading is a trading strategy that seeks to profit from false breakouts in financial markets. This strategy is based on the idea that when the market breaks through a key level of support or resistance, many traders will take that as a signal to enter or exit trades, causing the price to move further in the breakout direction.
However, in some cases, the market will quickly reverse course and move in the opposite direction, trapping those traders who entered the trade based on the breakout. This can create a trading opportunity for those who are able to identify the false breakout and trade in the opposite direction.
The trap trading strategy typically involves identifying a key level of support or resistance on a price chart and then waiting for the market to break through that level. If the price continues to move in the breakout direction, the trader may enter a trade in that direction with a stop loss set just below the breakout level.
However, if the market quickly reverses and moves back below the breakout level, the trader may enter a trade in the opposite direction with a stop loss set just above the breakout level. The idea is to take advantage of the trapped traders who entered the trade based on the false breakout, and profit from the market's reversal.
As with any trading strategy, there are risks and potential drawbacks to trap trading. False breakouts can be difficult to identify, and there is always the risk that the market will continue to move in the breakout direction, resulting in losses for the trader. Additionally, trap trading requires a solid understanding of technical analysis and market trends, which may take time and experience to develop.
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Waddah Attar Explosion with TDI First of all, a big shoutout to @shayankm, @LazyBear, @Bromley, @Goldminds and @LuxAlgo, the ones that made this script possible.
This is a version of Waddah Attar Explosion with Traders Dynamic Index.
WAE provides volume and volatility information. Also, WAE calculation was changed to a full-on MACD, to provide the momentum: the idea is to "assess" which MACD bars have significant momentum (i.e. crossover the Explosion Line)
TDI provides momentum, divergences as well as overbought and oversold areas. There is also a RSI on a different timeframe, for convergence.
Almost everything is editable:
- All moving averages are customizable, including the TRAMA, from @LuxAlgo
Waddah Attar Explosion_
- Three different crossing signals: histogram crossing contracting Explosion Line, expanding Explosion Line and ascending Explosion Line while both Bolling Bands are expanding; Explosion Line shows different color when expanding.
- Explosion line signals: Below DeadZone line and Exhaustion (highest value in a given lookback period). You can set a predefined EPL slope to filter out some noise.
- Deadzone signal : Deadzone squeeze ( lowst value in a given lookback period)
TDI:
- Overbought an Oversold signals. The OB and OS shapes have two colors, in order to display extreme signals on current timeframe or extreme signals on current and different time frame.
- Visual display of RSI outside the Bollinger Bands, and crossing of RSI Moving Average crossing of zero line.
I believe this combination is great for so many reasons!
Like the idea of TTM Squeeze? You can tune the Deadzone and Explosion lines to look for a volatility breakout
Like trading divergences or want to filter out extreme areas? The RSI is great for that
You like the using the MACD strategy but don't like the amount of false signals given? this WAE version filters some of them out.
If you are a Bollinger bands fan, you can customize both indicators to trade breakouts and/or mean reversion strategies, and filter out exhaustion of the bands expansion
This is my first publication, so give it a go and provide feedback if possible.
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CoT Absolute Percent-Buschi
English
I'm often asked to provide an alternate view on the CoT data. For example, the indicator "Commercial index" is an oscillator from 0 to 100, but oftentimes it can be helpful to look at the absolute position. So, here the absolute position of certain parts of the CoT report are given, alongside with the percentage of a given time frame to put them in place.
The inputs are:
CoT Part Number ('1' for Commercials Short, '2' for Commercials Long, '3' for Commercials Netto, '4' for Large Speculators Short, '5' for Large Speculators Long, '6' for Large Speculators Netto, '7' for Small Speculators Short, '8' for Small Speculators Long, '9' for Small Speculators Netto, '10' for Open Interest)
Review Period (in years, just used for the percentage)
Percent Line 1, 2, 3, 4 (just to provide some lines which can be altered as required)
DISCLAIMER: I'm aware of Pine Script's ability to provide options as inputs (which would be much nicer for the CoT Parts). Alas, it is only available since version 3, and I noticed that for some reason the CoT data is not correctly adjusted to last Tuesday when using higher versions than 1. If someone knows a solution, please contact me.
Deutsch
Ich werde oft gefragt, eine alternative Sicht auf die CoT-Daten zu geben. Der Indikator "Commercial Index" zum Beispiel schwankt als Oszillator zwischen 0 und 100, aber oft kann der Blick auf die absolute Positionierung hilfreich sein. Also werden hier die Absolutpositionen verschiedene CoT-Bestandteile wiedergegeben, zusammen mit einer prozentualen Einteilung über eine vorgegebene Zeitspanne, um sie einordnen zu können.
The Eingaben lauten:
CoT Part Number ('1' Commercials Short, '2' Commercials Long, '3' Commercials Netto, '4' Large Speculators Short, '5' Large Speculators Long, '6' Large Speculators Netto, '7' Snall Speculators Short, '8' Small Speculators Long, '9' Small Speculators Netto, '10' Open Interest)
Review Period (Zeitintervall in Jahren, um die Prozentlinien zeichnen zu können)
Percent Line 1, 2, 3, 4 (um die Prozentlinien zur Verfügung zu stellen, die dann beliebig geändert werden können)
DISCLAIMER: Ich weiß über die Möglichkeit Bescheid, ab Pine Script Version 3 Optionen als Eingaben benutzen zu können (was deutlich angenehmer für die CoT-Bestandteile wäre). Leider habe ich gemerkt, dass die CoT-Daten bei Versionen über 1 leider nicht korrekt auf letzten Dienstag adjustiert werden, keine Ahnung warum. Falls jemand eine Lösung kennt, bitte kontaktieren. Indicator
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