Swing Fibonacci [BigBeluga]Swing Fibonacci is a high-precision geometric framework that merges traditional swing structure with parametric spiral projections. Unlike standard Fibonacci retracements that use static horizontal lines, this tool projects expanding harmonic spirals from major structural turning points to map out the "natural geometry" of the market.
By calculating the mathematical relationship between price volatility and time, the indicator identifies expansion shells where price is naturally inclined to react, stall, or reverse.
🔵 CONCEPTS
Macro Swing Detection: The engine utilizes a high-threshold lookback window (50–100 bars) to filter out market noise. It only identifies the most significant structural pivots, ensuring the spirals are anchored to "institutional" levels rather than minor retail fluctuations.
Anchor Points & Structural Mapping: At every confirmed trend reversal, the script anchors a ⦾ symbol. It then draws a solid "Swing Leg" connecting the current anchor to the previous one, providing a clear visual map of the market's structural transitions.
Parametric Fibonacci Spirals: The spirals are generated using a high-resolution 300-step parametric calculation. This ensures the curve remains perfectly smooth and mathematically accurate regardless of how many bars are on the screen.
Adaptive Price Normalization: To prevent the "squashed" look common in geometric tools, the spiral dynamically rescales itself based on the price range of the last 500 bars. This ensures the geometry stays proportional to current market volatility.
🔵 FEATURES
Institutional Data Dashboard: Located in the top-right corner, the dashboard provides real-time stats including the exact Anchor Price , the current Trend Status (BULLISH ▲ or BEARISH ▼), and the Swing % move from the low/high.
Real-Time Swing Tracking: A dynamic dashed line follows the current price, connecting it back to the active anchor point. This allows you to visualize the current "swing in progress" before it is finalized.
Parametric Control Suite:
• Radius: Adjusts the vertical "stretch" and overall size.
• Spiral Qty: Controls the number of rotations (up to 10) to project further into the future.
Color Flow Visualization: The spirals utilize a professional gradient transition from the bearish color (inner) to the bullish color (outer), visually representing the expansion of price energy.
🔵 HOW TO USE
Identify Reaction Zones: Price often treats the edges of the spiral curves as dynamic support and resistance. Look for "confluence" where a spiral curve intersects with a horizontal level or a previous swing point.
Forecasting Expansion:
• Bullish Spiral: Projects outward from a swing low, highlighting potential take-profit zones or areas where the trend might exhaust.
• Bearish Spiral: Projects from a swing high, identifying "expansion floors" for short positions.
Trend Confirmation: Use the Trend Squares at the bottom of the chart for a quick pulse on the current directional bias without cluttering the main price action.
Harmonic Timing: The spiral's horizontal reach provides a "time" component. If price reaches a specific spiral arc at a specific time, it often marks a high-probability turning point in the cycle.
🔵 CONCLUSION
Swing Fibonacci transforms abstract price action into a tangible geometric forecast. By anchoring dynamic, price-normalized spirals to the market’s strongest turning points, it provides a unique lens through which to view volatility, extension, and mean reversion.
Ideal for harmonic traders, swing analysts, and anyone looking for a deeper mathematical edge in their structural analysis. Indicator
Strategy
Indicator
Regression-Aligned Candlestick Architect [MarkitTick]💡 The Regression-Aligned Candlestick Architect is an advanced, institutional-grade technical analysis instrument engineered to seamlessly fuse structural market context with precise, deterministic candlestick morphology. Rather than presenting isolated, noisy signals, this indicator operates as a holistic market mapping system. It dynamically identifies changes in market character (CHoCH), anchors statistical regression channels to these pivotal structural nodes, and overlays a rigorously filtered, strength-tiered candlestick pattern recognition engine. This tool empowers analysts to visualize the exact mathematical relationship between micro-level price action anomalies and macro-level statistical deviations.
● ✨ Originality and Utility
Standard candlestick recognition tools often suffer from a fatal flaw: signal noise. By identifying every single pattern across the chart regardless of context, they overwhelm the analyst with false positives. This indicator revolutionizes pattern detection by introducing a multi-dimensional filtering matrix.
Contextual Awareness: Patterns are cross-referenced against a dynamic Simple Moving Average (SMA) baseline, ensuring that continuation patterns are only validated when aligned with the prevailing macroeconomic trend.
Hierarchical Strength Matrix: Patterns are not treated equally. They are mathematically scored and classified into five distinct strength tiers, from baseline indecision to highly reliable structural anomalies.
Anchored Statistical Modeling: Instead of static support and resistance lines, this tool maps volatility using an anchored Linear Regression Channel (LRC) that resets automatically upon validated structural breaks (CHoCH), providing an evolving map of fair value and extreme deviation.
Institutional Automation Ready: Built-in webhook templates format high-conviction signals directly into actionable JSON payloads, bridging the gap between discretionary charting and algorithmic execution.
● 🔬 Methodology and Concepts
The architecture of this script relies on a confluence of three primary mathematical and logical engines.
• Quantitative Pattern Recognition
The core engine deconstructs each individual candlestick into absolute mathematical variables: body size, total high-low range, upper shadow ratio, and lower shadow ratio. By applying rigid algorithmic tolerance thresholds (e.g., Dojis strictly requiring a body-to-range ratio of less than 5%), the script actively eliminates subjective interpretation.
• The Strength Stratification System
The indicator systematically grades market geometry into five actionable categories:
Strength 1 (Indecision): Identifies market equilibrium phases and compression (e.g., Doji, Spinning Tops).
Strength 2 (Weak Signals): Early signs of exhaustion that require further context (e.g., Hanging Man, Inverted Hammer).
Strength 3 (Moderate Confirmations): Standard two-candle reversal structures (e.g., Harami, Piercing Line, Dark Cloud Cover).
Strength 4 (Strong Confirmations): High-conviction multi-candle configurations (e.g., Engulfing setups, Morning/Evening Stars, Marubozu).
Strength 5 (Extreme Conviction): Rare, highly reliable setups signaling massive structural imbalances (e.g., Three White Soldiers, Breakaway Gaps).
• Structural CHoCH and LRC Anchoring
The script continuously scans for localized Pivot Highs and Pivot Lows using customizable look-left and look-right parameters. When the price closes beyond the most recent opposing pivot node, a Change of Character (CHoCH) is registered. This event immediately triggers the recalculation of the Linear Regression Channel, anchoring the starting point to the critical pivot and projecting statistical deviation bands forward to track the new trend's trajectory.
● 🎨 Visual Guide
The interface is meticulously designed with a 3D holographic aesthetic to ensure clarity without cluttering the primary price action.
• Candlestick Labels and Holographic Colors
Indigo Glass (Strength 1): Muted, translucent tones denoting indecision and market pauses without demanding immediate attention.
Cyber Blue & Violet (Strength 2 & 3): Intermediate colors highlighting developing reversals or moderate continuation patterns.
Neon Mint (Bullish Strength 4-5): Bright, high-contrast markers indicating strong bullish dominance (e.g., BE+, 3WS), plotted below the bar.
Hot Pink (Bearish Strength 4-5): Intense, high-visibility markers warning of severe bearish pressure (e.g., BE-, 3BC), plotted above the bar.
Cyber Gold (Special/Exhaustion): Reserved strictly for profound trend exhaustion signatures, such as the Three Line Strike configuration.
To learn more about Candlestick patterns, access the following link:
Quantitative Analysis of Algorithmic Candlestick Pattern
• Linear Regression Channel Bands
Active LRC: Displays a Neon Cyan midline representing the mean regression. Soft Cyan and Deep Azure dashed and dotted lines represent the first and second standard deviation bands respectively, filled with translucent gradient shading to represent volatility zones.
Historical LRC: Previous channels are preserved in deep Magenta and Blue-Violet hues. This allows the analyst to review past structural behavior, momentum shifts, and how price transitioned between volatility states.
● 📖 How to Use
This indicator is optimized for confluence trading. Discretionary traders should look for optimal alignment between the LRC boundaries and high-tier candlestick patterns.
Define the Structural Boundary: Observe the active Neon Cyan LRC. Determine if the current micro-trend is contained safely within the inner standard deviation bands or if it is stretching into extreme statistical anomaly (touching or piercing Band 2).
Wait for Signal Convergence: A standalone pattern is interesting, but confluence is key. A Strength 4 (Neon Mint) Bullish Engulfing pattern occurring exactly at the lower boundary (Band 2) of an ascending LRC presents an exceptionally high-probability mean-reversion or trend-continuation setup.
Automate Execution: Utilize the built-in alert system to capture the exact entry price alongside dynamically calculated ATR-based Stop Loss and Take Profit levels when a tier 4 or 5 pattern confirms.
Adapt to Trend Shifts: If a CHoCH occurs, the channel will instantly snap to the new trajectory. Immediately shift your directional bias and await new pattern formations that align with the updated regression mean.
● ⚙️ Inputs and Settings
The indicator provides granular control over internal parameters, allowing adaptation to varying asset classes and timeframes.
• General & Strength Filters
Max Patterns to Display: Limits historical label rendering to keep the chart performant and visually clean.
Show Only Trend-Appropriate Patterns: A critical toggle that forces the engine to ignore counter-trend signals by filtering outputs through the internal SMA logic.
Strength Toggles (S1 - S5): Allows the user to independently enable or disable specific tiers. Professional traders often disable tiers 1-3 to focus exclusively on high-probability tier 4 and 5 formations.
• Current Anchored CHoCH LRC
Pivot Left/Right Bars: Dictates the sensitivity of the Change of Character detection. Higher numbers require major macro swings to shift the channel, while lower numbers tightly track micro-structure fluctuations.
Band Multipliers (1 & 2): Adjusts the mathematical standard deviation widths of the regression channel. Defaulted to standard 1.0 and 2.0 deviations.
• Webhook Execution Configuration
Action Strings: Define custom text identifiers (e.g., 'long', 'closeshort') that will be injected into the automated JSON payload when high-strength signals or CHoCH events trigger on a confirmed bar close.
● 🔍 Deconstruction of the Underlying Scientific and Academic Framework
The analytical depth of this script is heavily grounded in established statistical mathematics and heuristic geometric modeling.
• Statistical Modeling via Ordinary Least Squares (OLS)
The dynamic Linear Regression Channel is derived using the Ordinary Least Squares method. The script iteratively loops through the dynamically anchored period (from the algorithmic CHoCH trigger to the current bar index) to calculate the line of best fit. It computes the summation of price coordinates, calculating the slope and y-intercept to minimize the sum of the squared residuals.
Furthermore, the indicator calculates the population standard deviation of these residuals (errors) to project the outer variance bands. In a normally distributed financial dataset, approximately 68% of price action should remain within Band 1, and 95% within Band 2. When price forcefully breaches Band 2, it statistically indicates an unsustainable momentum extreme, shifting the probability matrix heavily toward imminent mean-reversion.
• Quantitative Candlestick Heuristics
Traditional Japanese Candlestick theory relies heavily on qualitative visual assessment. This indicator transforms it into a rigorous quantitative science. By expressing wicks, shadows, and true bodies as strict fractional ratios of the total period variance, the algorithm entirely removes psychological bias. For instance, an Engulfing pattern is not merely determined by a visual overlap; the internal logic mathematically validates that the current open and close parameters completely eclipse the previous period's boundaries, while simultaneously verifying that the absolute body size explicitly exceeds the prior via comparative array lookbacks. Furthermore, advanced configurations like the 'Three Line Strike' necessitate the sequential tracking of four independent vector arrays to confirm precise exhaustion geometry and statistical anomaly.
⚠️ Disclaimer
All provided scripts and indicators are strictly for educational exploration and must not be interpreted as financial advice or a recommendation to execute trades. I expressly disclaim all liability for any financial losses or damages that may result, directly or indirectly, from the reliance on or application of these tools. Market participation carries inherent risk where past performance never guarantees future returns, leaving all investment decisions and due diligence solely at your own discretion. Indicator
AG Pro Daily Open Acceptance Map [AGPro Series]AG PRO DAILY OPEN ACCEPTANCE MAP
OVERVIEW
AG Pro Daily Open Acceptance Map is an intraday overlay built to track how price behaves around the current daily open and to present that behavior in a clean, rules-based structure. Instead of treating the daily open as a passive reference line, this script evaluates whether price is being accepted above it, accepted below it, or repeatedly failing around it.
The core design goal is clarity. Many traders use the daily open as a contextual anchor, but in practice it is often shown as only a simple line with no structured interpretation. This script is designed to go one step further by turning that level into a mapped decision framework. The result is a chart that helps users read whether the market is holding one side of the daily open with acceptance, drifting into indecision, or failing to maintain directional control.
This tool is intentionally narrow in scope. It is not built as a full market structure engine, a session model, a prior high/low dashboard, a VWAP tool, or a moving average framework. Its role is much more specific: to organize the behavior of price around the daily open and to express that behavior through a compact state model, visual reference lines, and confirmed state transitions.
Because the daily open resets every trading day, the script also produces a recurring intraday reference that can be reused across many symbols and market conditions. This makes it useful for users who prefer repeatable visual anchors instead of highly discretionary chart interpretation.
WHAT IT DOES
This script identifies the current daily open and treats it as the primary intraday reference level. From there, it evaluates whether price is holding above the level, holding below the level, or still testing the area without confirmation. It also tracks the first reclaim event when enabled, allowing users to see whether the market has recovered one side of the level after losing it earlier in the day.
The overlay is structured so the current daily open remains the main visual anchor, while the previous daily open can be shown as a lighter secondary context level. Acceptance areas and state mapping are kept as supporting elements rather than replacing the open itself. This keeps the chart readable while still preserving a visual record of how the market behaved around the level throughout the session.
In practical terms, the script helps answer a simple but important question: is price truly holding one side of the daily open, or is it only rotating around it without meaningful acceptance?
HOW THIS DIFFERS FROM OTHER AG PRO TOOLS
This script is intentionally separated from the logic families used in other AG Pro tools.
It does not rely on VWAP behavior.
It does not build decisions from EMA or moving average relationships.
It does not classify price by prior day or prior week high/low structures.
It does not depend on sweep, stop hunt, liquidity trap, or session-kill-zone logic.
It does not function as a structure label, breakout, or order-flow style engine.
The purpose here is much more focused. AG Pro Daily Open Acceptance Map is a daily-open behavior tool. Its main question is not whether a breakout happened, whether liquidity was taken, or whether a trend indicator flipped. Its main question is whether the market is accepting or rejecting one side of the current daily open.
That narrow positioning is deliberate. It helps keep the chart logic cleaner, the visual language simpler, and the use case easier to understand.
UNIQUE EDGE
The unique edge of this script is not the presence of a daily open line by itself. Many tools can plot a daily open. The distinctive part of this indicator is the state framework built around that line.
Instead of only drawing the level, the script evaluates market behavior around it and converts that into a practical overlay language. The chart can therefore communicate whether the market is in bullish acceptance, bearish acceptance, or unresolved testing, rather than forcing the user to interpret every interaction manually.
The script also separates the current daily open from the previous daily open in a clear visual hierarchy. The current open is treated as the primary live anchor, while the previous open is optional secondary context. This helps users compare the active intraday reference against the prior session without turning the chart into a multi-level dashboard.
Another advantage is that the visual model remains compact. The script is designed to offer information density without becoming visually noisy, which is especially important on publish screenshots and on charts where traders prefer a clean price-first layout.
METHODOLOGY
The script starts by identifying the current daily open and, when enabled, the previous daily open. The current daily open becomes the main reference for all live state calculations.
From there, the script measures whether price is sustaining closes above the level, sustaining closes below the level, or remaining in a testing state around the level. The filter mode can be adjusted to make the interpretation more responsive or more selective. In more permissive settings, state shifts can appear earlier. In stricter settings, price generally needs cleaner confirmation before a state is recognized.
When reclaim logic is enabled, the script also monitors whether one side of the daily open is recovered after being lost earlier in the day. This is not treated as a separate prediction model. It is simply an additional contextual event that can help users understand whether the market is recovering control around the open after temporary failure.
The acceptance area, open zone, and state ribbon are visual support layers. They are not intended to replace price or overwhelm the chart. Their purpose is to make the interpretation easier to read while keeping the current daily open as the main anchor.
SIGNALS AND ALERTS
The script supports confirmed-bar style logic so that state changes can be tracked in a more stable way. Depending on the enabled settings, users can monitor:
Bullish acceptance conditions
Bearish acceptance conditions
Testing or unresolved behavior around the daily open
First reclaim context when enabled
General state transitions when the market changes side or loses control
These alerts and visual states are intended for chart organization and condition awareness. They should not be interpreted as guaranteed trade outcomes, guaranteed continuation signals, or automated execution instructions.
KEY INPUTS
FILTER MODE
Users can switch between stricter and more responsive behavior depending on how selective they want the state model to be.
HOLD / CONFIRMATION SETTINGS
These controls affect how much sustained price behavior is required before the script recognizes an accepted state.
TOLERANCE AND OPEN ZONE SETTINGS
These help define how tightly or loosely the script interprets price behavior around the daily open area.
FIRST RECLAIM SETTINGS
These controls determine whether reclaim events are tracked as part of the daily open behavior model.
DISPLAY SETTINGS
Users can control whether the current daily open, previous daily open, acceptance area, ribbon, labels, and panel elements are shown.
VISUAL SIZE SETTINGS
Panel and label sizing can be adjusted depending on symbol volatility, screen resolution, and chart density preferences.
LIMITATIONS AND TRANSPARENCY
This script is not a forecasting engine. It does not predict where price must go next. It evaluates how price is behaving relative to the current daily open and displays that information in a structured way.
It is also not a substitute for complete market analysis. It does not include broader trend context, liquidity analysis, volume profile logic, macro structure interpretation, news impact, or instrument-specific catalysts unless the user applies those separately.
Different symbols and timeframes can also produce different daily open behavior. In some instruments the daily open may act as a very strong intraday reference, while in others price may rotate around it more loosely. Because of that, the script should be interpreted as a contextual decision aid rather than a universal standalone solution.
The previous daily open is included only as optional secondary context. It does not drive the main state model. The main live logic is built around the current daily open.
RISK DISCLOSURE
This script is provided for market analysis, chart organization, and educational use. It does not provide financial advice, investment advice, or guaranteed trade signals. No indicator can remove market risk, and no visual state model can ensure a profitable result.
Traders should use their own judgment, position sizing rules, and risk management process before making any decision. This tool can help structure chart interpretation, but execution responsibility always remains with the user.
Indicator
Hyperbolic Hull Moving Average (HHMA) [QuantAlgo]🟢 Overview
Hyperbolic Hull Moving Average is a trend-following indicator that replaces the linear weighting kernel inside a Hull Moving Average with a hyperbolic sine function, producing a moving average that concentrates weight on recent bars in a non-linear, exponentially accelerating curve rather than a straight ramp. Where a standard WMA assigns weight proportionally across the lookback, the sinh kernel creates a steep recency gradient that responds meaningfully to genuine momentum shifts while remaining more resistant to brief noise spikes, because distant bars lose influence at a compounding rate rather than a constant one. The result is a Hull-style construction with faster directional detection and smoother curvature than its conventional counterpart.
🟢 How It Works
The indicator is built across three passes of the same sinh weighting function. The core kernel computes a weighted average where each bar's weight is determined by the hyperbolic sine of its normalized position within the lookback, scaled by a tension parameter:
float _x = (_len - i) / _len * _t
float _w = (math.exp(_x) - math.exp(-_x)) / 2
Higher tension values push more of the total weight toward the most recent bars. At the default tension of 2.0 across a 24-period window, the most recent bar carries roughly 44 times the weight of the oldest bar. A standard WMA across the same window would assign the newest bar only 24 times the weight of the oldest, so the sinh kernel naturally produces a steeper bias toward recent price action at any equivalent length setting.
The Hull construction then runs two sinh-weighted averages at different periods, a fast pass at half the length and a slow pass at the full length, before combining them in the same denoising formula Alan Hull originally described:
fastSinh = f_sinh_weight(src, halfLen, tension)
slowSinh = f_sinh_weight(src, length, tension)
rawHull = 2 * fastSinh - slowSinh
hhma = f_sinh_weight(rawHull, sqrtLen, tension)
The raw Hull output is then passed through a final sinh-weighted smoothing pass at the square root of the full length, which removes the lagging noise the doubling step introduces.
Trend direction is determined by a simple slope check on the final output. This keeps state detection clean and unambiguous, with direction changes triggering alerts and visual updates the bar they occur.
🟢 Signal Interpretation
▶ Bullish Trend (Rising HHMA, Green): When the HHMA turns upward, all visual elements switch to the bullish colour, indicating a confirmed uptrend. Because the sinh kernel front-loads weight on recent bars, the line responds quickly to genuine upside momentum without needing price to sustain a move for many bars before registering a directional shift. Trend state remains bullish on each subsequent bar the HHMA continues to rise, allowing traders to hold positions through normal intra-trend oscillation without being shaken out by minor hesitations in the line.
▶ Bearish Trend (Falling HHMA, Red): When the HHMA turns downward, all visual elements switch to the bearish colour, confirming a downtrend or a breakdown from a prior uptrend. The same recency weighting that accelerates bullish detection also means the line will respond relatively quickly to sustained selling pressure, reducing the lag that causes conventional Hull variants to stay bullish well into a reversal. The trend remains bearish on each bar the HHMA continues to fall.
🟢 Features
▶ Preconfigured Presets: Three optimised parameter sets cover different trading approaches. "Default" is calibrated for swing trading on 4-hour and daily charts, balancing responsiveness with noise rejection. "Fast Response" shortens the lookback and increases recency bias for intraday and scalping use on 5-minute to 1-hour charts. "Smooth Trend" extends the period and flattens the weighting curve for position trading on daily and weekly charts where fewer, higher-conviction direction changes are preferred.
▶ Built-in Alerts: Three alert conditions support automated monitoring without requiring constant chart supervision. "Bullish Trend Signal" fires on the bar the HHMA slope turns upward. "Bearish Trend Signal" fires on the bar it turns downward. "Trend Direction Changed" covers both transitions with a single alert for traders who want a unified notification regardless of direction.
▶ Visual Customization: Six colour presets (Classic, Aqua, Cosmic, Cyber, Neon, and Custom) provide coordinated bullish and bearish colour pairs suited to different chart themes and backgrounds. Optional bar colouring tints price bars with the active trend colour at an adjustable transparency level, offering immediate visual confirmation of trend state across all open chart timeframes without requiring the indicator line itself to be in view.
Indicator
Indicator
Indicator
Iterative Rational Quadratic ChannelThe Iterative Rational Quadratic Channel is a kernel-based smoothing and state estimation framework that applies a Rational Quadratic kernel regression to price data, combined with a rolling standard deviation envelope to construct adaptive dynamic channel boundaries.
Unlike exponential kernel methods that prioritize recent data at the expense of historical context, the rational quadratic kernel introduces a heavy-tailed weighting structure that preserves multi-scale memory in price dynamics. This enables the channel to reflect not only short-term fluctuations, but also broader structural regime context.
The resulting channel is less reactive to micro-noise and more representative of persistent market structure, making it particularly effective for trend continuity analysis, regime modeling, and reducing sensitivity to false reversals.
Its primary utility is as a state estimation and regime-filtering tool for price behavior, rather than a pure high-frequency signal isolation tool.
TRADING USES
The Rational Quadratic Channel is best interpreted as a regime-aware structural filter rather than a purely reactive trading band.
Trend Continuity
The channel basis line (RQ smoothed price) provides a stable representation of underlying market direction. Sustained movement above or below the basis reflects trend persistence rather than short-lived fluctuations, making it useful for maintaining directional bias.
Regime Persistence
Due to the heavy-tailed memory of the rational quadratic kernel, historical price structure continues to influence current valuation. This produces smoother transitions between market phases and reduces sensitivity to short-term reversals, improving regime stability.
False Reversal Filtering
Compared to exponentially weighted kernels, the RQ channel reduces overreaction to transient volatility spikes. This helps filter out low-quality reversals driven by noise rather than structural change.
State Estimation
The channel functions as a continuous estimator of market state:
- The basis represents the inferred latent price state
- The envelope represents dynamic volatility dispersion around that state
This makes it well-suited for manual, semi-automated, and automated trading systems requiring a stable structural representation of price rather than raw responsiveness. Gradual shifts in the basis line and channel position can also serve as a framework for monitoring changes in trend direction and regime transitions over time.
Volatility & Risk Context
The rolling standard deviation envelope expands and contracts based on realized volatility, providing a contextual risk framework. Wider channels indicate increased uncertainty and dispersion, while tighter channels indicate compression and lower variance conditions.
THEORY
The rational quadratic kernel is a member of the scale-mixture family of Gaussian kernels and can be interpreted as a superposition of Gaussian processes operating at multiple length scales. This allows it to capture both local and global structure in time series data.
It is defined as:
k(i)=(1+i22αℓ2)−αk(i) = \left(1 + \frac{i^2}{2\alpha \ell^2}\right)^{-\alpha}k(i)=(1+2αℓ2i2)−α
Where:
---> α\alphaα controls tail heaviness (relativeWeight)
---> ℓ\ellℓ defines the characteristic scale (lookback)
Unlike Gaussian kernels, which enforce exponential decay and emphasize locality, the rational quadratic kernel follows a power-law decay. This allows older observations to retain influence over the estimator for longer periods, producing a smoothing effect that is inherently multi-scale and well-suited for modeling persistent structural behavior.
The rolling standard deviation complements this by measuring dispersion around the estimated state, forming a volatility-adaptive envelope. Rather than acting as a strict statistical confidence interval, it provides a dynamic representation of market expansion and contraction.
The iterative implementation processes data sequentially (bar-by-bar), ensuring computational efficiency and making the indicator suitable for real-time use without repainting.
CALIBRATION
Calibration determines the balance between responsiveness, structural memory, and regime stability.
Length (Lookback)
Lower (50–100): More responsive, increased sensitivity to short-term structure
Medium (150–250): Balanced for swing trading and intermediate regimes
Higher (300+): Strong regime persistence, reduced sensitivity to noise
Relative Weight (Tail Sensitivity)
Controls how quickly historical influence decays:
Lower values (≈ 0.5 – 1.0):
- Behavior approaches Gaussian
- More responsive to recent price action
- Faster detection of trend changes
- Slightly more sensitive to noise
Higher values (≈ 2.0+):
- Stronger heavy-tail behavior
- Increased influence of older price data
- Smoother output and stronger regime anchoring
- Improved false reversal filtering
Start At Bar (Lag / Structural Anchoring)
Controls how much recent price data is excluded from the kernel calculation:
Lower values (0–10):
- Uses most recent data
- Faster reaction to price changes
- More sensitive to short-term volatility
Moderate values (10–30):
- Balanced responsiveness and stability
- Reduces noise without excessive lag
- Suitable for most trading environments
Higher values (30+):
- Strong structural anchoring
- Significantly reduced sensitivity to recent fluctuations
- Enhanced regime persistence
- Slower response to turning points
This parameter effectively introduces a controlled lag, allowing users to tune the tradeoff between responsiveness and regime stability.
MARKET USAGE
Stock, Forex, Crypto, Commodities, and Indices. Indicator
Root Mean Deviation Trail | Lyro RSThe Root Mean Deviation Trail is an adaptive trend-following overlay that combines Root Mean Square Deviation (RMSD) volatility normalization with a signed deviation signal to produce a dynamic, self-adjusting trail. Rather than applying a fixed-width channel, RMDT continuously measures how far and in what direction price deviates from its mean — then uses that information to modulate trail width in real time. The result is a trail that tightens during strong trending conditions and widens during low-momentum or choppy phases.
How It Works
1. Deviation Engine
The indicator anchors all calculations to an EMA of the source price. From this anchor, the signed normalized deviation is computed:
Deviation Raw = (Price − EMA) / RMSD
This value captures both the direction and relative magnitude of price displacement. A smoothing moving average (user-selectable from 16 types) is then applied to reduce noise in the signal.
2. RMSD Volatility Normalizer
Root Mean Square Deviation is calculated over a rolling lookback window:
RMSD = √( Σ(Price − EMA)² / Length )
This acts as the volatility anchor — measuring true price dispersion from the mean rather than relying on standard deviation, which is more sensitive to outlier spikes.
3. Adaptive Trail Width
The normalized deviation signal is scaled against its 80-bar peak to produce a value between 0 and 1 (sigNorm). This drives the multiplier between two user-defined extremes:
- When deviation is strong → multiplier approaches the Tight value → trail hugs price
- When deviation is weak → multiplier approaches the Wide value → trail drifts away
Multiplier = Wide − sigNorm × (Wide − Tight)
Bandwidth = RMSD × Multiplier
4. Trail & Outer Band
The trail is positioned below price in uptrends and above in downtrends, offset from the EMA by the adaptive bandwidth. An optional outer band plots on the opposite side at half the bandwidth — providing a soft dynamic target zone. Both are smoothed with a short EMA to eliminate jitter.
Key Features
- 16 Smoothing MA Types — SMA, EMA, WMA, VWMA, DEMA, TEMA, RMA, HMA, LSMA, SMMA, ALMA, ZLSMA, FRAMA, KAMA, JMA, T3
- Adaptive Trail Width — Tight in high-deviation regimes, wide when momentum is low
- Gradient & Trend Color Modes — Gradient scales color intensity with deviation strength; Trend applies flat directional coloring
- Glow Effect — A multi-layer fill around the MA creates a soft luminous visual depth that scales with signal intensity
- Colored Candles & Bar Color — Full chart integration with signal-aware candle coloring
- Long / Short Signal Labels — Printed at trend crossovers with 𝓛𝓸𝓷𝓰 / 𝓢𝓱𝓸𝓻𝓽 labels
- Color Palettes — Classic, Mystic, Accented, Royal, or fully custom
- Status Table — Displays live Trend, Strength (Weak / Moderate / Strong), and Signal state
- Alerts — Confirmed Long and Short alert conditions included
Signal Interpretation
- A Long signal (𝓛𝓸𝓷𝓰 label, below bar) fires when the smoothed deviation crosses above zero — price is pulling away from the mean to the upside with measurable momentum
- A Short signal (𝓢𝓱𝓸𝓻𝓽 label, above bar) fires when the deviation crosses below zero — downward displacement is dominant
- The trail acts as a dynamic support/resistance reference — a sustained close beyond it during a new signal adds confluence to the directional bias
- Strength classification (Weak / Moderate / Strong) reflects how far the current deviation is relative to its recent peak — useful for filtering low-conviction signals
Practical Use
- Trend Following — Use the trail as a trailing stop reference. In strong uptrends, the trail tightens and follows price closely; in weak or ranging markets it widens, reducing false exits.
- Signal Filtering — Combine signal labels with the Strength indicator in the table. Prioritize Strong signals; treat Weak signals as early alerts requiring additional confirmation.
- Volatility Reading — The width of the band between the trail and outer band visually encodes current volatility regime. Narrow = directional, Wide = uncertain.
- Confluence — Stack with volume-based or oscillator tools to confirm that momentum is supported by participation.
⚠️ Disclaimer
This indicator is a technical analysis tool and does not guarantee results. It should be used in conjunction with additional analysis methods and proper risk management strategies. The creators of this indicator are not responsible for any financial decisions made based on its signals. Indicator
Realtime Non-Repaint PathName:
Realtime Non-Repaint Path
Searchable Name:
Realtime Non-Repaint Path
Technical name:
Realtime Non-Repaint Percentage-Reversal Path
Short title:
RT NR Path
Summary
Realtime Non-Repaint Path is a standalone path-visualization and path-state script designed to show live non-repainting directional path structure and a simplified hidden path reveal. It uses a percentage-reversal path model to classify live path direction, maintain a live anchor/candidate structure, draw a live eased path, rebuild a simplified hidden path from reversal pivots, and display state labels, alerts, and a compact status table. Its strongest advantages are live path clarity, non-repainting state transitions on closed bars, simpler path interpretation, and visual structure that can complement entry-focused scripts. Its main known weakness is that it is not a full trading engine: it does not perform full pivot confirmation, trade management, advanced filtering, replay-state reconstruction, or broader regime/stat handling.
This script is best understood as a path-focused operational visualization and state-classification script rather than a complete trading engine. It is designed to be useful on its own while remaining simple enough to inspect, test, and modify.
How it works
The script begins with a simple percentage-reversal path model. It tracks a live anchor price, a live candidate extreme, and a current live path direction. When price moves far enough away from the current anchor by the user-defined reversal percentage, a live directional path is established. As long as price continues making new extremes in that direction, the live candidate continues updating. When price reverses enough from that candidate extreme by the same percentage threshold, the live path flips and a new anchor/candidate cycle begins.
The displayed live path is not drawn as a raw straight jump between points. Instead, it is eased between the current live anchor and live candidate so that the path remains visually readable while still staying tied to the current live state model. Because the live state is updated bar by bar using only information available so far, the live path is intended to function as a non-repainting path-state view on closed bars rather than as a hindsight-only reconstruction.
In addition to the live path, the script can also reveal a simplified hidden path. That hidden path is rebuilt from percentage-reversal pivots over a user-defined recent history window. It detects reversal pivots using the same percentage-reversal logic and then draws an eased pivot-to-pivot hidden path across the selected history range. This keeps the script path-focused, visually useful, and easier to interpret.
The script also displays optional confirmed turn labels, a last-bar live state label, path-up/path-down alerts, background coloring based on current path direction, and a compact status table showing the current live state, anchor, candidate, and percentage distances. These features make it useful as a visual path-state companion script rather than as a full signal-and-execution engine.
Path model note
This script’s path model is based on percentage reversal. That makes it intentionally simpler and easier to understand, but it also means it does not attempt to replicate the broader complexity of a full trading engine. The hidden path shown here should be interpreted as a simplified path reveal, not as a complete trade-selection or execution model.
Features
Live non-repainting path state machine
User-defined percentage reversal threshold
Live anchor and candidate path structure
Eased live path display
Simplified hidden path reveal over recent history
Confirmed path turn labels
Last-bar live state label
Background coloring by live path direction
Path-up and path-down alerts
Compact status table with anchor/candidate/path-distance information
Strengths
Path Clarity edge — provides a cleaner live view of path direction than raw candles alone.
Non-Repainting State edge — live path direction and flips are based on the current bar-by-bar percentage-reversal model rather than hindsight-only reconstruction.
Simplicity edge — simpler structure makes it easier to inspect, test, and modify.
Companion Script edge — pairs naturally with entry-oriented scripts by showing whether path direction is currently up, down, or neutral.
Visual Structure edge — live path, hidden path, labels, background, and status table make path structure easier to read quickly.
Interpretability edge — the script is straightforward enough to be useful as both a live visual aid and a path-study tool.
Weaknesses
Not a full trading engine weakness — does not include full trade management, entry/exit handling, or execution logic.
No advanced filtering weakness — does not include broader filtering or replay/stat reconstruction layers.
Threshold sensitivity weakness — path behavior depends heavily on the user-selected reversal percentage, so different settings can materially change the path and turn structure.
Path-state, not profit-state weakness — path direction does not guarantee profitable entries or strong follow-through.
Simplified hidden path weakness — the hidden path is intentionally simplified and should not be mistaken for a complete internal market model.
No regime/stat engine weakness — does not contain broader regime scoring, detailed replay diagnostics, or a larger state/stat engine.
Who it’s for
This script is best suited for traders and PulseWire users who want a simpler live path script, users interested in non-repainting path direction on closed bars, users who want a visual companion to entry-focused scripts, users who want to inspect market path structure with less complexity than a full trading engine, and users interested in learning from or modifying a smaller path-focused script. It is especially suited for users who want a practical path/state layer rather than a complete trading engine.
Who it’s not for
This script is not best suited for:
users looking for a complete pre-built trading engine
users expecting advanced pre-entry classification
users expecting full entry/exit/trade management
users looking for advanced regime, replay, and state/stat reconstruction
users expecting this script by itself to solve the false-pivot or follow-through problem
users looking for a complete trade-selection and execution workflow rather than a smaller standalone path script
Known limitations
Realtime Non-Repaint Path is much better at showing live path direction and simplified path structure than it is at acting as a complete trading system. The live path is driven by a percentage-reversal state machine and the hidden path is rebuilt from simplified percentage-reversal pivots with eased pivot-to-pivot connections. Because of that, it should be viewed primarily as a path/state visualization and classification script, not as a complete trade-selection or execution engine. Different reversal-percentage settings can also materially change how often the path flips and how sensitive the script is to movement.
Final note
This is a standalone path script, not a guaranteed predictive system and not a full operational trading engine. Its strengths are concentrated in live path visibility, simplified hidden path structure, non-repainting state handling on closed bars, and quick visual interpretation. It is best used as a path-focused companion or as a simpler standalone script for studying live path behavior rather than as a substitute for a more complete engine. Indicator
EAB: Multi-Timeframe Moving AveragesEAB: Multi-Timeframe Moving Averages is a clean and customizable indicator designed to display key moving averages across multiple timeframes in a single chart.
It allows traders to visualize short, medium, and long-term trends using a consistent and structured framework, aligned with a professional trading workflow.
Features
Multi-timeframe support: Intraday, Daily, Weekly and Monthly
Fully customizable moving averages (type, length, source, color and visibility)
Label system displayed directly on the chart (e.g., EMA 10, MA 50)
Optional moving average cloud between key averages
Weekly moving average overlay on the daily chart for higher timeframe context
How to use
Enable or disable moving averages from each timeframe section.
Configure type (EMA, SMA, etc.) and length according to your strategy.
Use EMA 10 and EMA 20 for short-term trend direction.
Use MA 50 and MA 200 for structure and key support/resistance levels.
Combine multiple timeframes to confirm trend alignment.
Notes
Labels are displayed only on the last visible bar to keep the chart clean.
Each timeframe can be configured independently.
Moving average clouds can be enabled or disabled for better visual clarity. Indicator
Trend Trader Pro - Dynamic Volume & Trend v1.0Overview
Pro Trend Trader is a sophisticated trend-following system designed for professional-grade execution across Equities, Forex, and Crypto. Unlike standard crossover indicators, this engine integrates Volatility-Adjusted Spacing, Momentum Exhaustion Exits, and a Dynamic Persistence Engine to provide the cleanest possible visual experience without sacrificing data depth.
The Logic: How It Works
The script uses a "Tri-Layer" validation process to ensure you only enter when the market has genuine participation:
Dynamic Trend Core: Utilizes a specialized 9/21 EMA crossover logic. It includes a "Fast Reversal Mode" that prioritizes immediate price action, allowing for quicker pivots during sharp V-reversals.
Volatility-Adjusted Spacing (ATR): All signals and labels utilize an ATR-based offset. This ensures that labels never clutter the price action; they move further away during high volatility and tuck closer during consolidation.
Momentum & Volume Confirmation: Signals are cross-verified against the MACD Histogram and Relative Volume (RVOL) to ensure institutional support behind every move.
Advanced New Features
Visual Precision Connectors: Every signal (BUY/SELL/EXIT) is linked to its specific trigger candle via a vertical dotted connector. This removes ambiguity, showing you exactly which wick triggered the execution.
Smart Persistence Engine: To assist with post-trade analysis, the script features a 15-bar visibility timer. After a trade closes, the entry labels, TP hits, and exit markers remain on your chart for 15 bars, allowing you to review the trade before the "Auto-Cleanup" scrubs the chart for the next setup.
Zero-Delay Session Warm-Up: A background calculation engine ensures that all indicators are "warm" and mathematically accurate the moment the market opens, preventing the standard "indicator lag" seen in most session-restricted scripts.
Sequential TP Scaling: Visual targets (TP1–TP6) unlock dynamically. The script tracks multiple Take Profit hits simultaneously using an internal array system for flawless management.
How To Use It
The Entry: Look for the BUY/SELL labels. The dotted line will point to the exact candle.
The Management: Watch for TP HIT messages. The script will automatically draw the next target once the current one is secured.
The Exit: The script triggers an EXIT signal when MACD momentum shifts, allowing you to lock in gains before the lagging EMA crossover occurs.
The Review: Once the trade is over, you have 15 bars (customizable) to see your performance before the chart resets.
Settings Guide
Label Visibility (Bars): Adjust how long the trade history stays on your screen after an exit.
Signal Spacing: Increase this value if you use many other indicators (like VWAP or multiple EMAs) to move the labels further out of the way.
RVOL Multiplier: Set to 1.2x for standard stocks; increase for more volatile assets like Crypto or 0DTE Options.
Moderator & Open-Source Note
This script is written in Pine Script v6. It features advanced state management using Arrays to handle multiple TP labels and uses a Global Persistence Flag to manage the delayed-deletion logic. It is a complete, original work designed for clean, institutional-style chart aesthetics. Indicator
Trend Pulse [BigBeluga]🔵 OVERVIEW
Trend Pulse is a structure-driven trend detection indicator that identifies bullish and bearish regime shifts using confirmed pivot breaks and an adaptive volatility-aware trend band.
Instead of relying on momentum oscillators or fixed moving averages, Trend Pulse focuses on market structure, price expansion, and trend aging to determine when a trend starts, matures, and potentially exhausts.
The indicator is designed to visually communicate trend state directly on price using adaptive bands and progressive color transitions.
🔵 CONCEPT
Structure First — Trend direction is defined by confirmed pivot lows and their breaks, not by indicators crossing indicators.
Adaptive Trend Band — A volatility-adjusted SMA band expands over time during bearish phases, making late trend reversals harder to trigger.
Break-Based Trend Shifts — Bullish trends are confirmed only when price breaks above the adaptive band; bearish trends are confirmed by breaking below structural pivots.
Trend Aging — Trend strength is visualized by time-based color gradients that reflect how long a trend has been active, not momentum.
🔵 KEY FEATURES
Pivot-Based Bearish Detection
A bearish trend is triggered only after a confirmed pivot low is broken. This avoids reacting to temporary pullbacks or intrabar noise.
Real-time pivot low level tracking
During a bullish trend, the indicator displays the most recent pivot low level and extends it to the latest bar. This helps identify a potential level where the bullish trend may reverse into a downtrend.
Adaptive Volatility Band
The trend band is built from:
A dynamically expanding SMA length
ATR-based offset for volatility normalization
As the bearish trend matures, the band widens, requiring stronger price expansion to flip the trend back bullish.
Bullish Trend Confirmation via Band Break
A bullish trend is confirmed only when price breaks above the adaptive band, signaling genuine upside expansion rather than a weak bounce.
Automatic Band Reset
On bullish trend shifts, the adaptive band resets to a shorter length, allowing faster reaction to early trend stages.
Time-Based Trend Coloring
Trend color transitions from:
Fresh → Mature
Bullish → Bearish
based purely on how long the trend has persisted since the last flip.
Clear Structural Markers
The indicator plots:
- Confirmed pivot lows
- Bearish breakdown points
- Bullish breakout points
directly on the chart for structural clarity.
Full Candle Coloring
Candles inherit the current trend color, allowing instant visual recognition of market regime without additional indicators.
🔵 HOW TO USE
Use bearish trend shifts to identify structural breakdowns, not just momentum pullbacks.
Treat bullish breaks as confirmation of real trend reversals, not early counter-trend signals.
Use trend color aging to gauge whether a move is early-stage or potentially mature.
Avoid fading trends solely based on color maturity — use it as context, not a reversal signal.
Combine Trend Pulse with structure tools (order blocks, liquidity zones, volume) for higher-confidence entries.
🔵 CONCLUSION
Trend Pulse is a structure-aware trend engine built around confirmed pivots, adaptive volatility logic, and time-based trend visualization.
By separating trend direction from trend age , it avoids common indicator pitfalls such as over-sensitivity and late momentum signals.
This makes Trend Pulse especially effective for traders who want clear regime definition, disciplined trend confirmation, and visual clarity directly on price — without relying on lagging oscillators or fixed moving average systems. Indicator
CCI Stoic Continuation - Crossing SignalsDescription
The CCI Stoic Continuation is a refined take on the classic Commodity Channel Index, designed specifically for traders who prioritize clarity and trend persistence over chasing volatile swings. Instead of viewing the CCI as a simple overbought/oversold oscillator, this indicator treats it as a momentum thermometer .
By utilizing a multi-layered threshold system, the indicator helps traders distinguish between a nascent trend (Early Momentum) and a confirmed, high-velocity move (Strong Momentum).
How It Works
The script visualizes four distinct phases of price action based on the relationship between the CCI and key threshold levels ($10$ and $80$):
1 Early Bullish (Teal) : CCI crosses above $+10$. This suggests momentum is beginning to shift upward.
2 Strong Bullish (Cyan) : CCI crosses above $+80$. This indicates high-velocity trend continuation.
3 Early Bearish (Light Orange) : CCI crosses below $-10$. The first sign of downside pressure.
4 Strong Bearish (Red) : CCI crosses below $-80$. Indicates significant conviction in the downward move.
Key Features
• Heat Fills : The background of the indicator pane is shaded to provide an immediate psychological "feel" for the current market environment.
• Bar Coloring : Trend colors are applied directly to your price bars, allowing you to stay focused on the price action while monitoring momentum shifts.
• Transition Markers : Vertical dashed lines appear in the indicator pane whenever a momentum state changes, highlighting the exact moment a "Stoic" entry or exit might be considered.
• Precision Alerts : Built-in alert logic for both "Early" and "Strong" signals in both directions.
Usage Tips
• Trend Alignment (CRITICAL) : Do not take every signal. Only execute entries aligned with the higher-timeframe trend or overall market bias. This indicator is designed for continuation, not reversals.
• The Stoic Entry : Use the "Early" signal to prepare, and look for "Strong" confirmation to enter once the trend is clearly established.
• The Zero Line : The yellow zero line acts as the "Neutral Zone." Price action staying consistently above or below this line validates the broader trend bias.
• Timeframes : While optimized for standard settings, it performs exceptionally well on the 15m, 1h, and 4h timeframes.
Technical Settings
• CCI Length : Default 20 (Adjustable for sensitivity).
• Early Level: 10 (Customizable for tighter or looser entries).
• Strong Level: 80 (The threshold for confirmed momentum).
Author : Konstantinos Trovas
Version : 6.0 (Pine Script)
Indicator
AG Pro HTF Bias Dashboard [AGPro Series]AG Pro HTF Bias Dashboard
Overview / What it does
AG Pro HTF Bias Dashboard is a higher-timeframe context tool built for traders who want a fast, structured view of directional conditions across multiple larger timeframes without crowding the chart with extra signals, zones, or decision noise.
The script summarizes higher-timeframe bias in a compact dashboard and presents each selected row as Bull, Bear, or Neutral, together with a mode-specific status readout. The goal is not to predict the next candle or replace a full trade plan. The goal is to make larger-timeframe context easier to read at a glance.
This indicator is designed to answer a simple but important workflow question: "What is the broader directional environment across the higher timeframes I care about right now?" Instead of forcing the user to manually flip through multiple charts and compare structure or trend conditions one by one, the dashboard keeps that information visible in a single panel.
The script supports multiple bias engines so the same dashboard can be adapted to different styles of chart reading. Users can evaluate higher-timeframe context through EMA Stack alignment, confirmed Swing Structure, SuperTrend direction, or MACD Momentum agreement. This makes the tool flexible enough for trend-following traders, structure-based traders, and users who prefer momentum-style confirmation.
Unlike many overlays that try to combine entries, exits, alerts, pattern detection, and signal generation inside one study, this script stays focused on one task: higher-timeframe directional context. That single-purpose design is intentional. It keeps the output clean, readable, and easier to integrate into an existing process.
Unique Edge
The main strength of this script is not signal generation. Its edge is structured context compression.
Instead of plotting a large number of higher-timeframe elements directly on the chart, AG Pro HTF Bias Dashboard converts higher-timeframe conditions into a compact visual matrix. This makes it possible to assess multi-timeframe agreement quickly while keeping the chart itself relatively clean.
A second differentiator is the ability to switch the bias engine. The dashboard is not locked to one interpretation framework. Users can work with:
- EMA Stack, for ribbon-style alignment
- Swing Structure, for confirmed HH/HL and LH/LL progression
- SuperTrend, for ATR-based directional trend state
- MACD Momentum, for momentum agreement between line, signal, and histogram
Another important detail is the higher-timeframe validity filter. Rows that are not actually higher than the current chart timeframe are marked as Lower/EQ instead of being treated as valid higher-timeframe context. This helps keep the dashboard aligned with its intended purpose.
The script also includes confluence logic, so the user can see not only the state of each row, but also the dominant higher-timeframe bias and how many valid rows support that direction. In practice, this helps users distinguish between broad directional agreement and mixed conditions.
Methodology
The dashboard can display three to five higher-timeframe rows, depending on user settings. Each row evaluates one selected timeframe and classifies it into Bull, Bear, or Neutral.
Bias Mode options:
1) EMA Stack
This mode evaluates directional alignment using a three-EMA structure. A bullish state requires price and the EMA ribbon to be aligned in bullish order. A bearish state requires the opposite alignment. When the full sequence is not aligned, the row can remain neutral and display a partial status such as 2/3 or 1/3 rather than forcing a directional label.
2) Swing Structure
This mode uses confirmed pivot logic to read higher-timeframe structure. It looks for confirmed higher highs / higher lows or lower highs / lower lows, and then evaluates position relative to the active swing range. Because this logic depends on confirmed pivots, structure changes are naturally more selective and may appear later than faster trend models.
3) SuperTrend
This mode reads directional state using an ATR-based trend framework. It is intended for users who prefer a cleaner directional state model rather than ribbon alignment.
4) MACD Momentum
This mode classifies bias through agreement between the MACD line, signal line, and histogram. It is useful for traders who prefer momentum confirmation over structure or moving-average ordering.
The dashboard then calculates:
- the number of valid bullish rows
- the number of valid bearish rows
- the dominant higher-timeframe state
- the confluence count across valid rows
Optional chart context features are also included. Depending on settings, the script can color candles according to the active chart bias, plot the active EMA ribbon or SuperTrend on the chart, apply a subtle background tint when confluence is strong enough, and show a compact mini context tag on the chart.
States / Context Output
This indicator is a context dashboard, not an alert engine.
It does not generate buy or sell alerts, does not mark trade entries, and does not claim to identify optimal execution points. Its outputs are state-based and contextual:
- Bull
- Bear
- Neutral
- Confluence summary
- Mode-specific status text
The mini chart tag, when enabled, is only a compact summary of dominant higher-timeframe direction and current confluence. It should be read as context, not as a trade instruction.
Key Inputs
Higher Timeframes
Users can select three to five rows and define the exact higher timeframes to monitor.
Bias Mode
Choose between EMA Stack, Swing Structure, SuperTrend, and MACD Momentum.
Engine Parameters
The script exposes relevant inputs for each engine, including EMA lengths, Swing Strength, SuperTrend ATR settings, and MACD settings.
HUD Controls
The panel position and panel scale can be customized so the dashboard can fit different layouts and chart styles.
Style Controls
Users can adjust theme and directional colors for bullish, bearish, and neutral states.
Chart Context Controls
Optional features include candle coloring, active indicator plotting for EMA / SuperTrend, strong-confluence background tinting, mini context tag visibility, tag anchor, tag offset, and tag font size.
Limitations & Transparency
This script is not a prediction model. It summarizes directional context from user-selected higher-timeframe logic.
Higher-timeframe tools can update only when data from those larger intervals updates. Because of that, the dashboard should be understood as a context layer rather than a real-time trigger engine.
Swing Structure mode uses confirmed pivots. That means structure changes may appear later than faster directional methods, because confirmation requires completed pivot information.
Neutral states do not necessarily mean the market is untradeable. They simply indicate that the selected bias engine does not currently show clear directional alignment under the chosen rules.
The confluence count is a summary statistic, not a quality score. A larger number of aligned rows does not automatically mean a better trade. It only means more selected higher-timeframe rows currently point in the same direction.
Rows marked Lower/EQ are excluded from valid higher-timeframe confluence because they are not above the active chart timeframe.
This script is intended to support discretionary analysis and chart organization. It should be combined with the user’s own execution framework, risk model, and market understanding.
Risk Disclosure
This indicator is provided for analysis and educational use. It does not provide financial advice, investment advice, or guaranteed outcomes.
Market conditions can change quickly, and no single indicator or dashboard can remove uncertainty from trading or investing. Users should evaluate higher-timeframe context together with price action, liquidity, volatility, risk management, and their own decision process.
Past behavior, historical alignment, or current confluence does not guarantee future performance.
Indicator
AG Pro Structure Labels [AGPro Series]AG Pro HH HL LH LL Structure Labels
Overview / What it does
AG Pro HH HL LH LL Structure Labels is a clean market-structure reader built to simplify price action without turning the chart into a wall of signals. Its core purpose is straightforward: identify confirmed swing highs and swing lows, classify them as HH, HL, LH, or LL, and connect those points in a visually readable structure path so traders can understand the current sequence of price development at a glance.
Many market structure tools try to do too much at once. They mix structure, signals, zones, pattern scoring, and trade suggestions into a single publication, which can make the chart heavier and the analytical purpose less clear. This script takes the opposite route. It focuses on one job only: making confirmed swing structure easier to read, follow, and interpret in real time as the chart evolves.
That design choice is what gives this script its value. Instead of asking the user to interpret disconnected highs and lows manually, the script builds a visible structure chain from confirmed pivots and labels each important step. The result is a chart that remains visually disciplined while still communicating trend continuation, structural weakening, and flow transitions in a simple and repeatable format.
This script is especially useful for traders who want structure clarity before they bring in any other layer of analysis. It can be used as a standalone structure map, or as a first-pass chart-cleaning tool before applying other concepts such as support and resistance, trend continuation logic, pullback analysis, breakout validation, or discretionary execution rules.
Unique Edge
The unique edge of this script is not that it attempts to predict where price will go next. Its strength is that it organizes confirmed structure in a way that is visually clean, logically consistent, and immediately usable on live charts.
Unlike many AG Pro scripts that are built around event detection, confluence scoring, price-zone visualization, setup quality filtering, or breakout logic, this publication is intentionally narrower and more focused. It is not a BOS/CHoCH event detector. It is not a liquidity-sweep model. It is not an order-block or fair-value-gap engine. It is not a breakout-quality, retest-quality, or pattern-quality scorer. It is also not a fixed reference-level tool such as a prior-day or prior-week high/low mapper. This script is a structure readability tool first and foremost.
That distinction matters.
Previous AG Pro releases often revolve around a specific trading event: a sweep, a break, a retest, a zone reaction, a continuation pattern, or a multi-factor confluence state. This script does not begin from an event. It begins from the swing chain itself. It asks a simpler question: what is the current sequence of confirmed highs and lows, and what does that sequence imply about market flow right now?
Because of that, the script fills a different role in the broader AG Pro library. It is closer to a structural map than a setup engine. It helps answer whether the chart is still printing constructive highs and lows, whether the sequence has started to weaken, or whether the structure is now leaning in the opposite direction. That makes it useful both on its own and as a foundation layer beneath other tools.
Another important differentiator is presentation discipline. The structure path provides continuity between pivots, while the label set communicates classification without unnecessary chart clutter. The compact floating HUD reinforces the current flow state without dominating screen space. Together, these choices make the script visually premium while keeping the chart readable.
Methodology
The script uses a confirmed pivot framework. Swing highs and swing lows are identified using left and right lookback parameters selected by the user. Because pivots require confirmation, labels appear only after the structure point is confirmed by the specified number of bars. This helps reduce noise and keeps the structure map grounded in confirmed rather than speculative swing points.
Once a new pivot high is confirmed, it is compared with the prior confirmed pivot high. If it exceeds the previous confirmed high, it is classified as HH. If it does not, it is classified as LH. The same logic applies on the low side: if a confirmed pivot low is above or equal to the previous confirmed pivot low, it is classified as HL; if it is lower, it is classified as LL.
The script also includes an ATR-based structure filter. This filter is designed to suppress micro-swings that are too small relative to current volatility, which helps maintain visual cleanliness on choppier charts. Instead of drawing every minor fluctuation, the script attempts to keep attention on swings that are more structurally meaningful for the selected sensitivity.
A structure path, shown as a clean zigzag line, connects the confirmed pivots that pass the filter. This gives the user an immediate visual map of the sequence rather than a collection of isolated labels. In practice, this is one of the most useful parts of the script because it turns the market’s swing progression into a readable path.
The floating HUD summarizes the current market-flow bias in a minimalist format. It is not intended to act as a trade signal. Its job is to provide a quick structural read so the user can see whether the recent chain is leaning bullish, bearish, or transitional according to the internal swing logic.
Signals & Alerts
This script is not designed as a one-click entry engine. Its alerts are structural, not predictive.
The publication includes alerts for newly confirmed HH, HL, LH, and LL prints, which can help users monitor structure development without staring at the chart continuously. It also includes alerts for structure-flow transitions when the internal trend state turns bullish or bearish.
These alerts are best understood as workflow alerts. They tell the user that structure has progressed into a new confirmed condition. They do not guarantee continuation, reversal, breakout success, or trade profitability. Their purpose is to improve awareness of structural change, not to replace independent analysis.
Key Inputs
Pivot sensitivity is controlled through left and right lookback values. Higher values usually produce fewer but more mature structure points, while lower values usually produce a faster and denser structure map.
The ATR filter can be enabled to reduce insignificant swings. This can be particularly helpful on lower timeframes or during periods of uneven, noisy price movement.
Users can also control whether the structure path is drawn and can adjust the visual typography for labels and HUD elements. These inputs allow the script to stay visually flexible across different chart styles and screen densities.
How this script differs from other AG Pro scripts
This distinction is central to the publication.
Many AG Pro scripts are built to evaluate the quality of a setup. They may score breakouts, retests, continuation patterns, reversal candles, pressure conditions, or confluence states. Others are built around zones and reactions, such as supply-demand mapping, premium-discount logic, fair value gaps, order blocks, or support-resistance behavior. Others focus on structural events such as BOS/CHoCH changes, liquidity sweeps, inducement traps, or session-specific reactions.
This script does none of those things.
It does not measure the quality of a signal.
It does not score a setup.
It does not project targets.
It does not identify fixed daily or weekly reference levels.
It does not try to map every institutional concept on the chart.
It does not attempt to be an all-in-one decision engine.
Instead, it provides a cleaner foundation: confirmed HH, HL, LH, and LL sequencing with a filtered structural path and a compact market-flow summary.
That is precisely why it is different from the previous AG Pro script as well. If the previous release was anchored to fixed price levels, event detection, or context-specific reactions, this script is anchored to swing continuity. If another AG Pro script answers where price reacted, where a sweep occurred, whether a breakout was strong, or whether a setup deserves a quality score, this one answers a more basic but highly important question: what is the confirmed structure chain doing right now?
In that sense, this script is less about trading events and more about structural readability.
Limitations & Transparency
This script uses confirmed pivots, which means it is not attempting to label unconfirmed structure in advance. As a result, there is an intentional delay equal to the confirmation logic chosen by the user. That delay is not a flaw; it is part of the design tradeoff required to avoid premature structure labels.
Like any pivot-based structure tool, output will vary depending on sensitivity settings, timeframe, market volatility, and symbol behavior. A lower sensitivity may reveal more swing detail but can also make the map denser. A higher sensitivity may create a cleaner structure path but may respond more slowly to local shifts.
The ATR filter is a visual-cleanliness tool, not a universal truth engine. It can help reduce noise, but different traders may prefer different levels of structural compression depending on how aggressively or conservatively they define meaningful swings.
This script should also not be interpreted as a complete trading plan. It does not include position sizing, stop placement, target selection, execution logic, or market-specific risk rules. Users should combine it with their own framework, testing process, and judgment.
Risk Disclosure
This script is for analytical and educational use. It is not financial advice, investment advice, or a recommendation to buy or sell any instrument.
Market structure is an interpretive framework, not a guarantee of future price behavior. A bullish sequence can fail, a bearish sequence can reverse, and a clean structural print can still occur inside a broader context that changes the meaning of the move.
Always use independent judgment, apply appropriate risk management, and evaluate the script in the context of your own market, timeframe, and process.
Summary
AG Pro HH HL LH LL Structure Labels is built for traders who value structural clarity over indicator overload. Its role in the AG Pro catalog is distinct: it is not an event hunter, not a zone engine, and not a quality scorer. It is a clean structure reader designed to make confirmed swing progression easier to see, easier to follow, and easier to integrate into a disciplined chart workflow.
If your goal is to understand whether price is still producing constructive highs and lows, whether that chain is weakening, or whether the flow has shifted into a different structural condition, this script is designed for exactly that task.
Indicator
Price Action Scan: Pulse, Rhythm & Drift [TechnicalZen]Visualize the nested cycles of impulse, swing and trend as professionals see them.
Every chart has three stories running at the same time. You just have to know where to listen.
There's the impulse — the fast, nervous heartbeat of bar-to-bar action. Is this candle a fake-out, or the start of something? There's the swing — the slower rhythm of regimes, the tide that carries a cluster of candles in one direction before it turns. And beneath both, there's the trend — the deep current that doesn't care what the last five bars did, the one that's still pointing north while everything on the surface looks like it's falling apart.
Most indicators hear one of these and talk over the other two. This one tries to listen to all three — separately, at their own natural pace — and show you where they agree and where they don't.
What it actually does on your chart:
Impulse layer — Eight analytical schools (OBV Flow, RSI Zones, Wyckoff, Amplitude, VWMA Delta, Kalman Filter, Naive Bayes, Confluence) each watch the tape through a different lens. When two or more vote the same direction within a few bars, a signal fires with auto-drawn SL and TP zones. Quick, frequent, surgical.
Swing layer — An adaptive trend engine (Adaptive Pivots) tracks regime shifts independently. It sits quiet during trends and flips when the character of the move breaks down — drawing its own SL/TP zones in light yellow so you never confuse them with the council's. Slower, fewer signals, bigger picture.
Trend layer — An exponential VWAP (EVWAP) drifts underneath everything, marking the deep structural direction with quiet yellow arrows when it finally turns. Slowest of the three. The gravity that the other two orbit around.
Every school's accuracy is tracked live on your chart — not backtested on some ideal instrument, but measured in real time on yours , using Maximum Favorable Excursion over a 12-bar window. A dashboard shows each school's vote, its recent history, and its running hit-rate. You'll know within days which schools are earning their place on your symbol and which ones are just noise.
The real edge isn't any single layer — it's watching all three breathe together. A council impulse signal during a clean adaptive trend in the direction of the EVWAP drift is a very different animal from the same signal fighting the other two. The indicator doesn't force that observation on you. It just gives you the pieces. You'll start seeing the pattern yourself.
———
Builds on TrueMove: Council of 7 Schools — the original council, its voting engine, its dashboard, its VWAP structure — all unchanged and fully intact. What's new are two additions :
———
Addition 1 — An eighth school: RSI Zones
The council is now a vote of eight, not seven. The new voter is a classical RSI zone school with a directional bias — it casts a bullish or bearish vote when price closes inside a configurable zone and the move has momentum behind it. The idea was to give the council a "pure price memory" voice, since the other seven schools lean heavily on volume, structure, or learned features. RSI Zones balances the ensemble a little, and earns or loses its place on your instrument the same way every other school does — through its own running hit-rate in the dashboard.
You can turn it off in settings if you prefer the council at seven.
———
Addition 2 — A ninth school that doesn't vote: Adaptive Pivots
This is the bigger change, and the one that changes how the chart feels .
Adaptive Pivots is an adaptive SuperTrend overlay that runs completely independently of the eight council schools — its own ATR, its own Efficiency Ratio, its own quality index, its own state machine. It doesn't contribute to the council vote and the council doesn't feed into it. They simply share the chart.
It earns the name "school" only because it keeps its own running hit-rate and gets a row of its own in the dashboard — a yellow-highlighted row so you can see at a glance that it lives slightly outside the council. When the adaptive trend flips, you see:
a small yellow-ringed triangle at the flip point
a continuous green or red line showing the current regime
three stacked take-profit zones and a stop-loss zone, framed in light yellow dotted outlines so they're visibly distinct from the council's own risk visuals
Under the hood it's an adaptive SuperTrend whose band widths are modulated by a four-factor Trend Quality Index — a composite that blends directional efficiency, volume regime, structural position within range, and momentum persistence. The bands tighten asymmetrically on the active side of the trend and widen on the passive side, so the ratchet locks tight when quality is high and loosens gracefully when quality degrades. A character-flip mechanism catches regime collapse before price has to break the band, which is what gives it its earlier reaction on quality-driven reversals.
———
A small thing that might happen once you have it running
The council fires often — that's its job. The RSI zone school will vote, the Naive Bayes will vote, the Confluence will catch agreements, and labels will come and go on the chart like a heartbeat.
The adaptive line, on the other hand, sits quiet for long stretches and then flips.
And somewhere in the background, the same EVWAP line from the original is drifting along at its own slow pace, occasionally marking its own direction change with a quiet yellow-circled arrow.
Leave the chart open for a while and you'll start noticing something — the three tempos drift in and out of agreement. A council signal during a clean adaptive trend feels different from a council signal against the adaptive trend. An adaptive flip while EVWAP is still drifting the other way feels different from a flip that agrees with EVWAP. None of this is enforced by the script; it just happens, because the three things are measuring genuinely different properties of the same price series.
I don't want to over-describe it. It's the kind of thing you notice rather than read about, and I'd rather you notice it on your own instrument than take my word for how it behaves on mine.
———
Dashboard and transparency
The top-right panel is still there and still shows every school individually — current vote, recent vote history, running hit-rate tracked by Maximum Favorable Excursion over a 12-bar window. The new Adaptive Pivots row sits just below the eight council schools, highlighted in yellow so it's clear it's scored independently. The council accuracy, signal counts, Naive Bayes learning status, and volatility regime readouts are all unchanged from the 7 Schools version.
All nine schools can be toggled individually. The adaptive layer's ATR length, pivot length, quality influence, and character-flip sensitivity are all exposed in settings. Everything else uses well-tested defaults.
———
How to get something out of it
The honest advice is the same advice I'd give for the original: don't act on it for a while. Put it on a chart you already trade, in replay or live, and watch. See when the council and Adaptive Pivots agree. See when they don't. Notice which of the nine schools is earning its keep on your symbol and which ones are drifting. The dashboard is telling you the truth about your instrument, not about mine.
If you find a setting that works better for you than the defaults, keep it. If you find one that doesn't work at all, let me know — it's the kind of feedback I genuinely use.
———
Disclaimer
This indicator is a decision-support and analytical tool. It is not financial advice, a trading signal service, or a recommendation to buy or sell any instrument. The hit-rate figures displayed in the dashboard are measured from historical bars on your chart using Maximum Favorable Excursion over a fixed 12-bar window — they are a diagnostic of how each school has behaved on that specific chart up to the current bar , not a predictor of future performance, and not a claim of profitability. Past behavior of any indicator, including this one, does not guarantee or imply future results.
Markets involve substantial risk of loss. Any decision to act on information derived from this script is entirely your own. You are responsible for your own position sizing, risk management, and trade execution. The author accepts no liability for any loss, direct or indirect, arising from the use of this script.
Use it as a lens for reading charts, not as a crystal ball. Always trade within your own risk tolerance and regulatory environment.
Indicator
Self-Aware Trend System [WillyAlgoTrader]🧠 Self-Aware Trend System (SATS) is an adaptive SuperTrend-based trend-following system that continuously measures its own operating environment through a 4-factor Trend Quality Index (TQI) and modulates band width, asymmetry, and flip logic in real time. Unlike a fixed SuperTrend — which uses the same ATR multiplier forever — SATS knows when the market is trending vs. chopping, compresses bands in clean trends to lock profit tighter, widens them in noisy conditions to avoid whipsaws, and can detect regime collapse through a "character-flip" even when price hasn't broken the band yet. Each confirmed signal comes with a full trade plan (Entry, SL, TP1/TP2/TP3 at user-defined R multiples), and the system tracks its own realized R, win rate, drawdown, and per-regime edge — building an honest, instrument-specific performance log directly on your chart.
The name "Self-Aware" refers to one specific property: the indicator measures the quality of its own environment every bar and feeds that measurement back into its band width and flip conditions. It doesn't predict the future — it reacts to present conditions with mathematically defined adaptation rules.
🧩 WHY THESE COMPONENTS WORK TOGETHER
A classic SuperTrend has one problem: its ATR multiplier is fixed. In a clean trending market the bands are too wide, giving back profit on every pullback. In a choppy market the bands are too tight, generating whipsaw after whipsaw. Traders try to fix this by manually switching multipliers per timeframe or per instrument — but that's guesswork.
SATS chains a different approach:
Market state measurement (TQI) → Non-linear band modulation → Asymmetric band widths → Character-flip detection → R-multiple trade plan → Outcome tracking → Regime-aware statistics
The TQI engine measures market quality from four independent angles each bar (efficiency, volatility regime, structure, momentum persistence). The non-linear modulation translates that quality into band width — high quality compresses bands, low quality expands them, using a power curve that avoids both over-reacting to mild fluctuations and under-reacting to severe regime changes. Asymmetric bands tighten the active side (in the direction of the trend) while loosening the passive side — creating a "ratchet with leverage" that locks in profit faster than it invalidates the trend. Character-flip detection catches regime collapses (high quality → low quality) even when price hasn't broken the band — critical for exiting stale trends before they fully reverse. And performance tracking records every signal's realized R, building a real statistical picture of how the system performs on your specific instrument and timeframe.
Without TQI, the bands are blind. Without asymmetry, profit-taking lags. Without character-flip, exits happen too late. Without performance tracking, you have no idea if the system has a real edge on your instrument. All four work together — each layer addresses a specific weakness of classic SuperTrend.
🔍 WHAT MAKES IT ORIGINAL
1️⃣ Trend Quality Index (TQI) — 4-factor continuous quality measurement.
TQI is computed every bar as a weighted combination of four independent 0..1 factors:
— 🧭 Efficiency (default weight 0.35) : Kaufman Efficiency Ratio = |close − close | / sum(|close − close |). Measures directional movement vs. total path. 1.0 = perfect straight line, 0.0 = pure noise. Default window 20 bars.
— 📊 Volatility Regime (weight 0.20) : uses Volume Z-score when volume data is available (z = (volume − sma) / stdev, mapped from to ), or falls back to ATR ratio (current ATR vs. long-baseline ATR) on volume-less instruments.
— 🏗️ Structure (weight 0.25) : price position within its recent range. pricePos = (close − lowest) / (highest − lowest). Then tqiStruct = |pricePos − 0.5| × 2. Trends pin price to one edge (1.0), chop oscillates around the midpoint (0.0). No ATR dependency.
— ⏩ Momentum Persistence (weight 0.20) : of the last N bars, what fraction moved in the same direction as the overall window change? alignedBars / N. Default 10 bars.
Final TQI = (factor1 × w1 + factor2 × w2 + factor3 × w3 + factor4 × w4) / sum(weights), clamped to 0..1. Each weight is user-configurable.
2️⃣ Non-linear band modulation with power curve.
Instead of a linear "multiplier × (1 − tqi)", SATS uses a power curve:
qualityDeviation = (1 − tqi)^curvePower
tqiMult = 1 − qStrength + qStrength × (0.6 + 0.8 × qualityDeviation)
With curvePower = 1.5 (default), mild quality drops (from 0.9 to 0.7) cause small band expansion, but severe drops (0.5 to 0.2) cause rapid expansion. This matches how traders actually think: ignore small wobbles, react strongly to clear regime changes.
3️⃣ Asymmetric band widths — ratchet with leverage.
In a strong uptrend, the lower band (active, trailing price up) tightens while the upper band (passive, not used as stop) widens:
activeMult = symMult × (1 − asymStrength × tqi × 0.3)
passiveMult = symMult × (1 + asymStrength × tqi × 0.4)
Effect: as trend quality rises, the trailing stop moves closer to price (locking profit faster) while the opposite band moves away (so an accidental pullback doesn't trigger a flip). This is the "leverage" — asymmetric response to confirmed trend strength.
4️⃣ EMA-smoothed multipliers before ratchet application.
Raw TQI can spike bar-to-bar. If those spikes fed directly into the SuperTrend ratchet logic, bands would compress at a high-TQI bar and stay stuck there (SuperTrend math never loosens active bands against the trend). SATS EMA-smooths the multipliers (alpha 0.15) before ratchet application — preventing stickiness. This is the critical fix that makes adaptive SuperTrend actually work in practice.
5️⃣ Efficiency-weighted ATR.
Used for band construction and SL/TP sizing (not for TQI itself, to avoid circular feedback):
effATR = rawATR × (0.5 + 0.5 × ER)
Clean trending volatility counts full (ER = 1.0 → effATR = rawATR). Noisy chop volatility is halved (ER = 0.0 → effATR = 0.5 × rawATR). This makes SL/TP distances proportional to "useful" volatility, not total volatility.
6️⃣ Character-flip detection with age guard.
Classic SuperTrend only flips on price breaks. But a trend can die internally — quality collapses, momentum fades — before price actually breaches the band. Character-flip catches this:
charFlipDown = prevTQI > 0.55 (high) AND currentTQI < 0.25 (low) AND trendAge ≥ minAge AND close < source
The age guard (default 5 bars) prevents whipsaw on fresh trends — a newborn trend hasn't had time to establish quality, so early TQI noise can't kill it. After the age threshold, a quality collapse triggers an immediate flip even without price break.
7️⃣ Auto-fixed TP order.
If a user accidentally sets TP1 > TP2 (or TP3 < TP2), the indicator automatically sorts them. Math: fixedMin = min(all), fixedMax = max(all), middle = sum − min − max. The three TP lines always end up in correct order on the chart regardless of user input order.
8️⃣ R-multiple trade planning with pivot-anchored SL.
On each signal:
— Entry = close at bar of confirmed flip
— SL = min(pivot − slMult×ATR, entry − slMult×ATR) for longs (mirror for shorts)
— TP1/2/3 = entry ± risk × R-multiple
The SL uses whichever is further from entry — the recent pivot (if available) or a pure ATR distance. This ensures the stop always has a minimum ATR buffer regardless of how close the nearest pivot is.
9️⃣ Performance tracking with realized R accounting.
Every signal is tracked bar-by-bar for TP hits, SL hits, and timeout (default 100 bars). On close-out, realized R is calculated assuming 1/3 position per TP:
— TP3 hit: realized = (tp1R + tp2R + tp3R) / 3 (all three filled)
— SL hit after TP1: realized = (1/3) × tp1R + (2/3) × (−1R)
— SL hit after TP1+TP2: realized = (1/3) × tp1R + (1/3) × tp2R + (1/3) × (−1R)
— Pure SL: realized = −1R
— Timeout: realized = sum of already-hit TP portions (no penalty)
Results feed a rolling buffer (up to 100 signals), which drives:
— Rolling Win Rate
— Rolling Avg R
— Rolling drawdown (window DD)
— All-time drawdown
— Current and max win/loss streaks
🔟 9-cell regime edge tracking.
Every completed signal is bucketed by the market regime at entry time: Efficiency bin (low/mid/high) × Volatility bin (low/normal/high) = 3×3 = 9 cells. Each cell accumulates its own EWMA of realized R. The dashboard shows the current regime's historical edge — e.g., "Trending + High Vol: +0.85R (23 trades)". This lets you see which market conditions the system actually profits in.
1️⃣1️⃣ Experimental self-calibration (off by default).
When enabled, the system monitors its rolling avg R and drifts the Quality Influence parameter toward the user default if recent edge is poor (below threshold). This is explicitly marked experimental — no claim of improved results — and recommended off until validated on your instrument.
⚙️ HOW IT WORKS — CALCULATION FLOW
Step 1 — TQI computation : Compute four factors (Efficiency, Volatility Regime, Structure, Momentum Persistence). Weight and combine into a single 0..1 value.
Step 2 — ATR and effective ATR : rawATR = ta.atr(len). effATR = rawATR × (0.5 + 0.5 × ER).
Step 3 — Adaptive multiplier : Apply legacy ER adaptation (optional) and non-linear TQI curve. If asymmetric bands enabled, split into active/passive multipliers.
Step 4 — EMA smoothing : Smooth both multipliers with alpha 0.15 to prevent ratchet stickiness.
Step 5 — SuperTrend bands : upperBand = source + upperMult × effATR. lowerBand = source − lowerMult × effATR. Ratchet logic: lower only rises, upper only falls, until a flip.
Step 6 — Flip detection : Price flip (close crosses opposite band) OR character-flip (TQI collapse + age guard). On flip: reset trend age, start new segment.
Step 7 — Trade plan : On confirmed flip, compute Entry/SL/TP1/TP2/TP3. Draw lines and labels. Cache the market regime (ER bin × Vol bin) for later edge attribution.
Step 8 — Outcome tracking : Each bar, check active trade for TP1/TP2/TP3/SL hits and timeout. On close-out, calculate realized R, push to history buffer, update rolling stats, drawdown, streaks, and regime cell.
Step 9 — Dashboard render : On last bar, render live state (Trend, TQI, regime, performance stats, TQI breakdown, regime edge).
📖 HOW TO USE
🎯 Quick start:
1. Add indicator — preset is "Auto" (adapts to your current timeframe)
2. Green line = bullish trend, red = bearish trend
3. Line transparency reflects TQI: bright = high quality, faded = low quality
4. ▲ BUY / ▼ SELL labels appear on confirmed flips
5. Entry, SL, TP1, TP2, TP3 lines drawn automatically at the signal
6. Copy levels to your exchange, let the dashboard track outcomes
👁️ Reading the chart:
— 🟢 Bright green line = bullish trend with high TQI — aggressive participation
— 🟢 Faded green line = bullish trend with low TQI — cautious, possible regime shift
— 🔴 Bright red line = bearish trend with high TQI
— 🔴 Faded red line = bearish trend with low TQI
— Line flip + label = new trade signal
— Dashed TP lines turning solid + "✓" = TP was hit
— Score on label (e.g., "85/102") = multi-factor confluence strength
📊 Dashboard fields:
— Preset: Auto-resolved (Scalping / Default / Swing / Crypto)
— Trend: Bullish ▲ / Bearish ▼
— TQI: current quality index (0..1)
— Q.Strength: effective Quality Influence (may drift if auto-calibration enabled)
— Signal: current bar signal (BUY / SELL / —)
— Regime: Trending / Mixed / Choppy + Low/Norm/High Vol
— ER / RSI / Vol Z: raw filter values
— TQI Components breakdown: Efficiency / Volatility / Structure / Momentum (each 0..1)
— Performance section: Win Rate, Avg R, Window DD, All-Time DD, Streak W/L, Regime Edge
🔧 Tuning guide:
— Too many whipsaws : increase Quality Influence (0.5–0.7), increase Structure weight, increase Base Band Width
— Missing moves / signals too late : decrease Quality Influence (0.2–0.3), decrease Base Band Width, increase asymmetry
— Choppy instrument : use Swing preset, enable Character-Flip, raise minAge to 10+
— Strong trending instrument : use Scalping preset, enable Asymmetric Bands with strength 0.6+
— No volume data : automatically falls back to ATR ratio for volatility regime — no action needed
⚙️ KEY SETTINGS REFERENCE
⚙️ Main:
— Preset : Auto / Custom / Scalping / Default / Swing / Crypto 24/7 (auto-adapts ATR, band width, ER window, RSI, SL multiplier)
— ATR Length (13), Base Band Width (2.0 × ATR)
📐 Trend Quality Engine:
— Enable TQI (default On)
— Quality Influence (0.4): how strongly TQI compresses/expands bands
— Quality Curve Power (1.5): non-linearity
— Smooth Adaptive Multipliers (On): critical fix for ratchet stickiness
— Asymmetric Bands (On) + Asymmetry Strength (0.5)
— Efficiency-Weighted ATR (On)
— Character-Flip (On) + Min Age (5) + High/Low TQI thresholds (0.55 / 0.25)
— TQI factor weights : ER 0.35, Volatility 0.20, Structure 0.25, Momentum 0.20
🎯 Risk:
— SL Buffer (1.5 × ATR), TP1/2/3 R-multiples (1.0 / 2.0 / 3.0), Trade Timeout (100 bars)
🤖 Self-Learning (experimental):
— Auto-calibration (default Off), calibration window, bad/good R thresholds, quality step, cooldown, floor/ceiling
— Reset Learning Memory button
📊 Dashboard: position, TQI breakdown toggle, performance stats toggle, score breakdown toggle
🔔 Alerts
— 🟢 BUY — ticker, TF, price, TQI, score, SL, TP1, TP2, TP3
— 🔴 SELL — same payload
Plain text and JSON webhook formats supported. Bar-close confirmed.
⚠️ IMPORTANT NOTES
— 🚫 No repainting. All signals require barstate.isconfirmed. SuperTrend ratchet logic is monotonic — once the trailing band moves, it cannot move back against the trend until a flip. Character-flip uses only previous-bar TQI and current-bar close, both available at bar close.
— 📊 TQI is descriptive, not predictive. It measures current market quality from 4 factors — it does not forecast future price. A high TQI reading means "the market is currently behaving like a trend" — it can still fail on the next bar.
— 📏 Performance stats are walk-forward, not backtested. The rolling buffer records signals as they happen, bar by bar. Drawdown, win rate, and regime edge are honest forward-looking statistics on your specific instrument and timeframe — not curve-fitted optimization results.
— ⚖️ The realized R accounting assumes 1/3 position per TP . This mirrors a standard "scale out at each target" approach. Traders who hold full position to a single target should interpret the R values accordingly.
— 🔄 Auto-calibration is experimental. It's off by default and should stay off until you've validated it on your specific instrument. The drift is mean-reverting (toward your user default), not profit-maximizing — no claim of improvement is made.
— 🔒 The Reset Learning Memory button clears the rolling buffer, regime cells, drawdown, and streak stats. Use when changing instruments or after significant market regime shifts.
— 🛠️ SATS is a decision-support and trade-planning tool , not an automated bot. It identifies trend conditions, measures environmental quality, provides structured trade plans with R-based targets, and tracks outcomes — trade decisions and execution remain yours.
— 🌐 Works on all markets and timeframes. Volume-dependent features (Volume Z in TQI) auto-fall-back to ATR-based measurement when volume data is unavailable. Indicator
Follow The LineFollow The Line (FTL) is a trend-following indicator that plots a user-defined moving average on the chart and generates visual buy and sell signals based on price interaction with that line. The indicator allows the user to choose the moving average length, source, and type, including SMA, EMA, WMA, VWMA, RMA, and HMA, making it adaptable to different trading styles and timeframes. The plotted line dynamically changes color depending on whether the selected price source is above or below the moving average, providing immediate visual feedback on trend direction.
Buy and sell signals are generated using crossover logic. A buy signal occurs when the selected price source crosses above the moving average, and a sell signal occurs when it crosses below. These signals are displayed directly on the chart as labeled markers, making it easy to identify potential entry points without additional indicators. The script includes an option to enable or disable these labels, as well as full customization of their colors.
To prevent excessive chart clutter, the indicator uses an internal label management system that stores buy and sell labels in separate arrays and limits how many are displayed at any given time. By default, it keeps only the most recent ten buy signals and ten sell signals, automatically removing older labels as new ones appear. This keeps the chart clean while still preserving recent signal history for reference.
Overall, Follow The Line is a clean and flexible moving average crossover tool that emphasizes simplicity and visual clarity. It works best in trending market conditions and can serve either as a standalone signal generator or as a foundation for more advanced strategies by layering in additional filters or confirmations. Indicator
AG Pro Trend Continuation Quality [AGPro Series]AG Pro Trend Continuation Quality
Overview / What it does
AG Pro Trend Continuation Quality is an overlay built to evaluate whether a pullback is behaving like a healthy retracement inside an active trend, or whether the move is losing structural quality before continuation can develop.
Instead of treating every dip in an uptrend or every pop in a downtrend as equally important, the script isolates pullback sequences and scores them through a continuation-quality framework. The goal is not to predict every next candle. The goal is to help traders judge whether the market is showing disciplined retracement behavior that often precedes trend continuation.
The model combines trend alignment, pullback depth, pullback duration, relative volume behavior during the retracement, and the strength of the bounce candle that attempts to resume the trend. These conditions are translated into a compact quality score so the user can quickly separate cleaner continuation structures from weaker ones.
On the chart, the script highlights pullback zones, tracks the retracement box, displays a continuation-quality label, and maintains an information panel that summarizes trend state, recent quality readings, best quality, average quality, and internal distribution data. The result is a workflow-oriented continuation map rather than a simple trend-following overlay.
Unique Edge
The distinctive part of this script is that it does not label trend continuation from trend direction alone. A bullish EMA stack or bearish EMA stack is not enough by itself. The script specifically evaluates the quality of the retracement before the continuation attempt is scored.
That makes it meaningfully different from basic EMA trend tools, pullback highlighters, or single-condition continuation signals. Many tools can say that price is above or below an average. Fewer tools attempt to measure whether the internal anatomy of the pullback remains constructive for continuation.
The scoring engine focuses on five practical questions:
1. Is the broader trend aligned?
2. Is the pullback still structurally controlled rather than excessively deep?
3. Did the retracement last a reasonable number of bars?
4. Did volume contract during the pullback instead of expanding aggressively against trend?
5. Did the bounce show enough intent to suggest renewed directional participation?
This creates a cleaner framework for evaluating continuation setups in a way that is visual, systematic, and easier to compare across multiple pullbacks on the same chart.
Methodology
The script first determines directional context using EMA alignment and, when needed, swing-structure logic. This creates a working trend state that frames whether the script should be looking for bullish or bearish pullback behavior.
Once a directional leg is active, the script begins tracking a pullback when price retraces against that trend. During the retracement, it measures:
- how far the pullback travels relative to the prior trend leg,
- how many bars the pullback lasts,
- how pullback volume compares with the prior expansion leg,
- and whether the bounce candle shows convincing re-engagement.
These components are translated into a 0 to 10 quality score. Higher scores represent more orderly and structurally coherent pullbacks. Lower scores represent weaker or more suspect retracements.
The visual output is designed to make those evaluations easier to read in real time:
- pullback boxes frame the retracement zone,
- optional fib-depth line shows the deepest retracement point tracked inside the pullback,
- labels display score, quality grade, depth, duration, and relative volume,
- panel metrics summarize the current continuation environment.
Signals & Alerts
The script is designed as a quality-mapping tool, not as an automatic trade system.
Its event logic revolves around the completion of a pullback and the appearance of a bounce candle that attempts to resume the trend. When that bounce qualifies, the script calculates the final continuation-quality score and can display the setup if it meets the user-defined minimum score threshold.
Available workflow signals include:
- active bullish or bearish trend state,
- pullback in progress,
- completed pullback with scored continuation attempt,
- high-quality continuation events when the score reaches stronger thresholds.
Optional alerts can be used for:
- high-quality continuation conditions,
- or any scored pullback event, depending on user preference.
Because alerts are tied to the script’s scoring and confirmation logic, they are intended to support chart review and decision-making rather than act as guaranteed execution instructions.
Key Inputs
EMA Fast Length / EMA Mid Length / EMA Slow Length
These define the trend stack used to frame directional bias.
Swing Pivot Length
Controls the swing-structure sensitivity used in secondary trend detection.
Max Pullback Depth (%)
Defines how strict the script is when assessing whether a retracement remains healthy relative to the prior trend leg.
Min Pullback Bars / Max Pullback Bars
Controls the acceptable pullback duration window.
Volume Decline Ratio
Helps determine whether the retracement is occurring on lighter activity relative to the prior directional leg.
Minimum Score to Display
Filters weaker continuation events from the chart.
Label Size / Label Offset / Reduce Label Overlap
Lets the user adapt chart readability to their own zoom level and instrument volatility.
Panel Position / Panel Font Size / Panel Theme
Allows the continuation dashboard to be integrated into different chart layouts without dominating screen space.
Limitations & Transparency
This script does not know future market intent. It evaluates observable price and volume behavior after conditions form on the chart.
A high score does not guarantee continuation. It only indicates that the completed pullback meets the script’s internal definition of stronger continuation quality relative to other pullbacks.
The model is also sensitive to market regime. Trend continuation behavior tends to be clearer in directional markets and less reliable in highly compressed, erratic, or news-driven conditions.
Volume behavior can vary across instruments and data feeds. On some assets, especially where volume data is synthetic, limited, or structurally uneven, the volume component should be interpreted with caution.
Like other structure-based tools, this script can produce different practical usefulness depending on timeframe, instrument, volatility regime, and chart cleanliness. Users should calibrate inputs based on the market they are studying rather than treating defaults as universal settings.
This script should not be viewed as:
- a prediction engine,
- a standalone trade system,
- a replacement for risk management,
- or a guarantee that a bounce will develop into a full continuation leg.
Risk Disclosure
This script is for chart analysis and educational use. It is designed to help users study pullback quality inside established trends, not to provide financial, investment, or trading advice.
All trading and investing involve risk. Market conditions can change quickly, and even high-quality continuation structures can fail. Users should apply their own confirmation process, position sizing rules, and risk controls before acting on any market observation.
Use the script as a structured continuation framework, not as certainty.
Indicator
Stage 2 Trend Qualifier 8-Criteria Trend Template with RS scoreA compact on-chart dashboard that evaluates whether a stock qualifies as a Stage 2 uptrend using an 8-criteria trend template based on moving average alignment and price position relative to key benchmarks. Includes relative strength scoring, outperformance day tracking, and RS line analysis.
█ WHAT IT DOES
This indicator runs 8 mechanical checks on every bar and displays pass/fail status in a clean overlay table:
1. Price above 150-day SMA
2. Price above 200-day SMA
3. 50-day SMA above 150-day SMA
4. 50-day SMA above 200-day SMA
5. 200-day SMA trending up for at least 1 month
6. Price at least 25% above its 52-week low
7. Price within 25% of its 52-week high
8. Price not more than 10% below the 50-day SMA
When all 8 pass → STAGE 2 (confirmed uptrend). Otherwise the indicator classifies the stock as Stage 1 (basing), Stage 3 (topping), or Stage 4 (decline) based on moving average relationships.
█ RS SCORE (1–99)
Relative strength versus a user-selected benchmark (default: SPY) displayed as a normalized score from 1 to 99 across four timeframes: 1M, 3M, 6M, and 12M.
50 = matching the benchmark. Above 50 = outperforming. Below 50 = underperforming. Each timeframe uses a calibrated scale so scores are comparable across periods.
Color coding:
≥80 → bright green (strong leader)
60–79 → green (outperformer)
40–59 → gray (average)
<40 → red (laggard)
█ RS DAYS
Counts how many trading days the stock outperformed the benchmark over rolling windows of 15, 30, and 60 days. Displayed as: count (win-rate%). For example, "9 (60%)" means the stock beat the benchmark on 9 out of 15 days.
A high RS Score with a low RS Days % means the stock had a few big winning days but isn't consistently leading — less reliable strength. Consistent outperformance (>60%) across all windows is the strongest signal.
█ RS LINE STATUS
Evaluates the relative strength line (stock price ÷ benchmark price) versus its own 52-week high:
NEW HIGH → RS line at its 52-week peak. Strongest relative performance in a year. Often leads price breakouts.
NEAR HIGH → Within 3% of 52-week high. Relative strength building toward leadership.
NEUTRAL → 3–15% below 52-week high. Average relative performance, no clear edge.
WEAK → More than 15% below 52-week high. Relative strength deteriorating. Market rotating away.
█ ALERTS
Three built-in alert conditions:
- Stage 2 Qualified — stock transitions from <8/8 to 8/8 criteria met
- Stage 2 Lost — stock drops from 8/8 to fewer criteria met
- RS Line New High — relative strength line hits a new 52-week high
█ SETTINGS
- Toggle sections: Trend Template, RS Score & Days (on/off independently)
- Table position: any corner or middle edge
- Text size: tiny, small, normal
- Theme: Dark or Light (match your chart background)
- Benchmark symbol: default SPY, changeable to any index or ETF
█ USAGE NOTES
- Designed for the DAILY timeframe. On intraday or weekly charts, the bar-based lookbacks (252 bars for 52-week, 21 bars for 1 month) represent chart bars, not calendar days.
- Stage 2 identification is mechanically precise — all 8 criteria must pass. Stages 1, 3, and 4 use approximate moving average relationship logic.
- RS Score normalizes relative performance to a 1–99 scale. This is NOT a percentile rank across a stock universe — it measures magnitude of outperformance vs your selected benchmark.
- This indicator is an educational and analytical tool. It does not generate buy or sell signals. Indicator
Indicator
