TrueMove: Council of 7 Schools [TechnicalZen]A Decision Support System for Risk Management.
Imagine seven analysts — each a specialist in a different discipline — studying the same price chart simultaneously. One reads volume flow. Another scores multi-factor confluence. A third measures Wyckoff effort dynamics. A fourth compares wave speed and amplitude. A fifth tracks volume-weighted momentum. A sixth applies adaptive Kalman filtering. A seventh learns patterns from the instrument's own history using machine learning. Each arrives at their own independent conclusion. Then they vote.
This is what this indicator does. Seven academically grounded analytical Schools, each examining price action through a fundamentally different lens, casting independent votes on market direction. The result is not a prediction — it is a decision support system designed to help traders manage risk with confidence.
The core question it answers: "Is this move real, or is it a trap?"
When the council reaches consensus, you trade with conviction. When it doesn't, you wait. The strength of this system is not in any single School — it is in the convergence of independent perspectives. A move confirmed by volume flow, momentum, wave dynamics, and machine learning simultaneously carries fundamentally different weight than a move flagged by one method alone.
This is risk management through structured consensus. Not a black box. Not a single signal line. A council of seven independent minds, each with a transparent methodology, each with a tracked hit rate, each accountable for its calls.
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The System
The indicator operates on three layers:
Signal Layer — Seven independent Schools analyze price action using different methodologies. Each votes Bull or Bear when its conditions are met.
Council Layer — Votes are aggregated. In "2+ Agree" mode, a signal fires only when two or more Schools vote in the same direction within a 3-bar window. In "All Signals" mode, any School's vote fires a signal.
Visual Layer — POC lines (anchored VWAP), EVWAP (exponentially weighted VWAP), risk/reward boxes, and direction labels present the council's verdict on the price chart.
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The Council
The council aggregates school votes using a configurable consensus mechanism:
"2+ Agree" Mode — Requires two or more enabled Schools to vote in the same direction within a 3-bar window. This is the conservative mode. Fewer signals, higher conviction. If only one School is enabled, it automatically drops to requiring just that one vote.
"All Signals" Mode — Any enabled School's vote fires a signal. This is the aggressive mode. More signals, lower filtering. Useful for seeing what each School detects independently.
Conflict Resolution — If bull and bear votes arrive on the same bar, the direction with more votes wins. If tied, bull wins (consistent tie-breaking).
Cooldown — Separate bull and bear cooldowns prevent signal spam in the same direction while allowing quick reversals when the market genuinely flips.
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The 7 Schools
Each School uses a fundamentally different analytical approach. They are designed to be independent — a signal from one School does not depend on or duplicate another.
School 1: OBV Flow
What it sees: Volume flow divergence and acceleration
Detects when On-Balance Volume diverges from price (hidden buying or selling pressure) and when volume flow is accelerating in a direction supported by market structure.
School 2: Confluence
What it sees: Multi-factor agreement across independent indicators
Triggers when RSI exits oversold (bull) or crosses below the momentum midline (bear) in a trending market. Scores seven independent factors and requires four or more to agree.
School 3: Wyckoff
What it sees: Effort vs Result on pullbacks, plus trap events
Measures whether pullback volume is declining relative to pre-pullback volume (Wyckoff effort), whether the bounce bar shows commitment (result), and detects Spring and Upthrust events — false breakdowns and breakouts that trap weak hands.
School 4: Amplitude Strength
What it sees: Wave dynamics — speed, time, and volume at swing points
Compares consecutive swing waves: is the trend wave faster than the pullback? Is the pullback shorter in time? Is volume declining at successive swing lows (or highs)? Is momentum oversold (or overbought) at the swing point? Scores seven wave-quality factors.
School 5: VWMA Delta
What it sees: Volume-weighted momentum crossing fair value
Computes the difference between short-term and long-term Volume Weighted Moving Averages, smooths it with RMA, and fires when this delta crosses zero. Volume is built into the measurement itself — not added as a secondary filter.
School 6: Kalman Filter (LQE)
What it sees: Adaptive filtered trend crossover
Applies two Kalman filters (Linear Quadratic Estimator) to price at different speeds. The short filter crossing above or below the long filter signals a trend shift. The Kalman filter adapts its responsiveness automatically based on estimation uncertainty.
School 7: Naive Bayes (Adaptive)
What it sees: Learned patterns in raw price action DNA
A machine learning classifier that observes six raw features no other School uses: body trend, wick dominance, price percentile, volatility regime, momentum acceleration, and gap behavior. It builds Gaussian probability profiles from resolved outcomes and votes when its confidence exceeds 65% in either direction. This School learns and adapts to the specific instrument and timeframe over time.
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School Rules — Complete Reference
School 1: OBV Flow (5 rules)
Price at/near 20-bar low (within 5% of range) — bull trigger
OBV well above its 20-bar low (>15% of OBV range) — divergence detection
OBV above its SMA(20) — volume flow trend confirmation
OBV slope accelerating (current 5-bar slope > previous) — momentum
Bull structure (higher lows) confirmed — structural context
Bear: symmetric mirror of all conditions
School 2: Confluence (9 rules — 2 trigger + 7 scored, need 4/7)
Trigger: RSI crosses above 30 (bull) or below 50 (bear)
Trigger gate: ADX ≥ 20 + price on correct side of EMA
Score: ADX ≥ 25 (strong trend)
Score: Bull/bear structure confirmed
Score: Price above/below SMA(50) (longer-term trend alignment)
Score: MACD line vs signal agreement
Score: Price touched EMA in last 2 bars (level test)
Score: Volume above average
Score: Candle body ratio > 50%
School 3: Wyckoff (9 rules — 7 standard + 2 trap events)
EMA cross initiates pullback tracking
Pullback duration ≥ 3 bars
Average pullback volume < pre-pullback average volume (declining effort)
OR average body ratio < 0.45 during pullback (narrow bars)
Bounce bar body ratio > 50% (strong commitment)
Bounce bar volume > pullback average volume (expanding effort)
EMA cross back confirms resolution
Spring: price breaks below previous swing low, closes back above with volume
Upthrust: price breaks above previous swing high, closes back below with volume
School 4: Amplitude Strength (7 scored, need 4/7)
Bull/bear structure confirmed
Trend wave amplitude > 0.8 ATR (bull: up-wave, bear: down-wave separately)
Trend wave speed > pullback speed (impulsive move, not grinding)
Pullback duration < trend wave duration (quick correction)
Current pullback shallower than previous (< 1.2x)
Current swing volume < previous swing volume (swing-to-swing comparison)
RSI < 40 at swing low (bull) / RSI > 60 at swing high (bear)
School 5: VWMA Delta (1 rule)
RMA(30) of VWMA(5) minus VWMA(30) crosses zero
School 6: Kalman Filter LQE (1 rule)
Kalman filter (length 50, R=0.01, Q=0.10) crosses above/below Kalman filter (length 100)
School 7: Naive Bayes Adaptive (6 features + confidence threshold)
Feature: 3-bar body trend (growing or shrinking candle bodies)
Feature: Wick dominance (upper vs lower wick ratio — rejection direction)
Feature: Price percentile in 20-bar range (position within recent range)
Feature: Volatility regime (ATR vs its SMA — expanding or contracting)
Feature: Momentum acceleration (bar-to-bar price change speeding up or slowing)
Feature: Gap behavior (open vs previous close, ATR-normalized)
Threshold: P(bull) ≥ 65% to vote bull, P(bull) ≤ 35% to vote bear
Requires minimum 15 resolved samples before voting
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How the Schools Differ
Schools 1 & 5 are volume-driven — they measure where money is flowing, not where price is moving.
Schools 2 & 4 are multi-factor scoring systems — they require multiple conditions to align before voting, reducing false positives.
School 3 is event-driven — it detects specific Wyckoff structural events (springs, upthrusts, effort exhaustion) rather than continuous measurements.
School 6 is filter-driven — it uses an adaptive mathematical estimator that adjusts its own responsiveness based on estimation uncertainty.
School 7 is the only School that learns — it builds its model from the instrument's own history and adapts over time. Every other School uses fixed rules.
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The Voting System
Each School votes independently. Votes are collected within a 3-bar window — Schools do not need to fire on the exact same bar to count as agreeing. This accommodates the fact that different analytical methods detect events at slightly different times.
The dashboard shows each School's most recent vote using directional emojis and colors the School name green (bull vote) or red (bear vote) when it participated in the last signal. Schools are sorted by recency — the most recently active School appears at the top of the list.
The Hit Rate column shows each School's accuracy when it participated in council signals — how often signals were correct when that School voted. This is not standalone accuracy; it measures performance within the council context.
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POC Lines (Anchored VWAP)
Three dashed lines that represent volume-weighted fair value since the last extreme volume event:
Center — the anchored VWAP: where volume-weighted price has centered since the last climax event
Upper and Lower — standard deviation bands that start at the same point as the center (origin) and branch outward as price disperses
The POC re-anchors when a volume extreme is detected (volume z-score exceeds the threshold with a directional candle). All three lines converge to a single origin point at the climax bar, then branch as the new VWAP accumulates data.
The line closest to price is highlighted with increased width and brightness. When the council signals a direction and price subsequently moves against it (crossing the POC center in the wrong direction for 3+ bars), the highlighted line changes color — red for a failed bull signal, green for a failed bear signal. This failure detection provides immediate visual feedback that the anticipated move did not materialize.
Hull smoothing can be applied to the POC lines for cleaner visual tracking.
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EVWAP (Exponentially Weighted VWAP)
A solid line that tracks volume-weighted fair value with exponential decay, re-anchoring at swing direction changes:
Uses the same Exponentially Weighted Moving Average formula as the DS-VWAP methodology
Re-seeds at swing pivot points detected by the swing period setting
Volume spikes are capped at 3x the 20-bar average to prevent single bars from hijacking the calculation
Changes color based on swing direction — bull color when the most recent swing high is more recent, bear color when the most recent swing low is more recent
Direction change triangles mark where each new segment begins
Hull smoothing can be applied for a cleaner line.
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The Cyclic Structure: POC within EVWAP
The POC and EVWAP operate on different cycles and anchor to different events:
EVWAP re-anchors on swing direction changes (structural pivots in price). It represents the macro fair value — where the broader trend says price should be.
POC re-anchors on volume extreme events (climax bars). It represents the micro fair value — where volume clustered after the last burst of aggressive participation.
These cycles are not synchronized. A volume climax can happen mid-swing. A swing pivot can happen without a volume extreme. When both re-anchor near the same bar, that is a structurally significant event — both macro and micro fair value are resetting simultaneously.
The POC lines oscillate within the EVWAP framework. When the POC center is above the EVWAP line, volume-weighted activity is biased above the structural trend — bullish pressure. When below, bearish pressure. This relationship provides a dynamic reading of whether short-term volume activity agrees with the broader trend direction.
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Risk/Reward Boxes
When a signal fires, two boxes are drawn:
Green box (above entry for bull, below for bear) — the take-profit zone at 2:1 risk-reward ratio
Red box (below entry for bull, above for bear) — the stop-loss zone at 0.5 ATR from the signal bar's extreme
Boxes extend 15 bars forward
Higher vote counts produce slightly more opaque boxes (stronger conviction = more visible)
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Hit Rate and Accuracy Tracking
The indicator tracks signal accuracy using Maximum Favorable Excursion (MFE):
After each signal, the tracker monitors the next 12 bars
If price reaches 0.5 ATR in the signal direction at any point during those 12 bars (using the bar's high for bull signals, low for bear signals), the signal is marked correct
This is not a close-at-bar-12 check — it measures whether the move occurred , not whether it held
The dashboard displays:
Per-School Hit Rate — accuracy when that School participated in the council signal
Council Accuracy — overall accuracy across all evaluated signals
Signals — evaluated count vs total fired (signals during an active evaluation window are not double-counted)
Naive Bayes Learning — current status and class distribution of the adaptive learner
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Visual Aesthetics
The indicator is designed for visual clarity on dark-themed charts:
POC lines — dashed, in a distinct blue tone, with the tracked line highlighted at double width
EVWAP line — solid, colored by swing direction (bull/bear), with direction triangles at segment starts
Climax circles — small colored dots marking extreme volume events, no glow clutter
Signal labels — directional arrows with vote counts (e.g., "↑ Up (3/7)")
Dashboard — Schools sorted by recency of last vote, with bull/bear emojis and color-coded names. Schools that voted in the most recent signal appear at the top and light up in the direction color.
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Key Settings
Council Behavior — "2+ Agree" (consensus) or "All Signals" (any School)
Signal Cooldown — Minimum bars between same-direction signals (default 30). Opposite-direction signals are not blocked.
School Toggles — Enable or disable each of the 7 Schools independently.
POC/EVWAP Smoothing — Raw or Hull smoothed. Hull length configurable.
Swing Period — Controls EVWAP re-anchoring sensitivity (default 55).
Volume Lookback — Bars analyzed for climax detection and volume statistics.
NB Min Samples — Minimum resolved outcomes before the Naive Bayes School starts voting.
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Disclaimer
This indicator is provided for educational and informational purposes only. It is not financial advice, and it does not constitute a recommendation to buy, sell, or hold any financial instrument.
All trading involves risk. Past performance of any signal, voting system, or analytical method does not guarantee future results. The council votes, hit rates, and accuracy statistics displayed represent computational assessments based on the indicator's rules applied to historical data loaded in PulseWire. They are not predictions and should not be treated as certainties.
The Naive Bayes School learns from the chart data currently loaded. Its learned patterns may not generalize to future market conditions, different instruments, or different timeframes. The hit rates displayed in the dashboard reflect performance on the loaded chart history only and are subject to survivorship bias, lookback bias, and data limitations inherent to backtesting on historical bars.
No indicator, algorithm, or model — regardless of how many independent methods it combines — can account for all market variables including liquidity events, news-driven gaps, exchange outages, dark pool activity, or sudden regime changes.
Traders should always use independent risk management, position sizing, and their own judgment before entering any trade.
By using this indicator, you acknowledge that you are solely responsible for your own trading decisions and that the authors accept no liability for any losses incurred.
Indicator
AG Pro Moving Average Ribbon Stress Meter [AGPro Series]AG Pro Moving Average Ribbon Stress Meter
Overview / What It Does
This indicator is designed to read the internal condition of a moving-average ribbon rather than treating the ribbon as a simple trend overlay. Instead of asking only whether the ribbon is bullish or bearish, it asks a different question: is the ribbon structurally calm, starting to load, becoming strained, or losing internal order.
The script builds a six-line moving-average ribbon, measures how those averages interact with each other, and converts that interaction into a stress framework. The result is a visual map that helps show whether the ribbon is organized, stretched, unstable, or resetting after stress.
In practical terms, the script is built to help users evaluate ribbon quality, internal synchronization, and the degree of structural pressure inside the moving-average stack. It is not intended to forecast future prices, call tops or bottoms, or replace broader market analysis. Its purpose is to organize what the ribbon is doing now and how stable or unstable that structure appears to be.
The chart output combines multiple layers: the ribbon itself, a central stress spine, edge bands, optional stress aura, event labels, and a compact status panel. Together, these elements aim to make the ribbon easier to interpret without requiring the user to manually inspect every moving average line on every bar.
Unique Edge
Many ribbon-style tools focus on directional bias, crossovers, or broad expansion and contraction. This script focuses on internal ribbon stress.
Its main distinction is that it does not treat all ribbon trends as equal. A ribbon can be rising while still carrying internal disagreement. A ribbon can also look compressed or visually clean while underlying alignment, slope behavior, width dynamics, or price stretch are beginning to deteriorate. This script is built to surface those conditions.
The goal is not to reduce the market to a single signal. The goal is to provide a structured visual read on whether the moving-average stack is operating in a calm state, a loaded state, a strained state, or a more unstable condition. That makes it more useful as a workflow tool than as a simple trend-colour overlay.
Another point of differentiation is presentation. The script uses a ribbon-focused visual design so that the user can read internal condition directly from the chart. Focus modes, theme presets, stress spine layering, and a compact panel are included to keep the display informative without turning the chart into a dense dashboard.
Methodology
The script evaluates ribbon condition through five stress components.
1) Order Stress
This measures whether the moving averages are stacked cleanly or whether their order is becoming mixed. Lower stress suggests cleaner structural order. Higher stress suggests more internal disorder.
2) Slope Dispersion Stress
This evaluates how consistently the moving averages are sloping together. When the ribbon lines are moving with similar directional agreement, synchronization is stronger. When their slopes diverge, internal stress rises.
3) Width Instability Stress
This tracks whether the ribbon width is behaving in a stable or unstable way. A ribbon can widen in an orderly way or in a more erratic way. This component attempts to distinguish between those conditions.
4) Curvature Stress
This evaluates bending in the ribbon core. Strong changes in ribbon curvature may indicate increasing internal pressure or transition.
5) Price Stretch Stress
This measures how far price is moving from the ribbon core relative to ribbon width and ATR-based normalization. This is not a directional claim. It is a structure-based distance measure.
These components are weighted and blended into a smoothed Stress Score. That score then feeds the state engine.
Primary states include Calm, Loaded, Strained, Critical, Fractured, and Recovery. The panel and visual styling use those states to summarize the ribbon condition at the current bar.
Signals & Alerts
This script is built around state transitions and structural events rather than buy/sell promises.
Depending on settings, users may see event labels and alerts such as:
Stress Build
Shows that stress has crossed into an early loading phase.
Strained
Shows that the ribbon has moved into a more stressed internal state.
Critical Load
Highlights a higher-pressure condition where instability has become more meaningful.
Ribbon Fracture
Marks a stronger structural failure condition when stress and ribbon order deterioration align.
Stress Reset
Shows that a previously elevated stress condition has cooled enough to register recovery.
Order Restored
Highlights improvement in ribbon order after disorder had been present.
These events are not trade instructions. They are context markers intended to help users track shifts in ribbon condition. Alerts should be interpreted together with market structure, timeframe context, volatility, and personal risk management.
Key Inputs
Source and MA Type
The ribbon can be built from different moving-average types and data sources.
Ribbon Lengths
Users can define the six ribbon lengths to fit their preferred structure and timeframe.
Stress Engine Inputs
ATR length, slope lookback, width lookback, curvature lookback, smoothing, and component references allow users to calibrate how sensitive the stress model should be.
Weights
The script includes separate weights for order stress, slope dispersion, width instability, curvature stress, and price stretch stress.
Thresholds
Loaded, Strained, Critical, and Fracture thresholds can be adjusted for tighter or looser state transitions.
Theme Presets and Focus Mode
Theme presets and focus modes allow the ribbon to be displayed in different visual styles while preserving the same logic.
Events and Panel
Users can control label density, label spacing, marker visibility, and panel position.
Limitations & Transparency
This script is an interpretation framework built around moving-average relationships. It does not know future price movement, and it does not claim certainty. Like any model built on smoothed market data, it will react more slowly in some environments and may produce fewer useful transitions in others.
Different assets and timeframes can produce different ribbon personalities. A threshold or weight set that feels balanced on one market may feel too sensitive or too quiet on another. Users should expect to adapt settings if they move between instruments with very different volatility or trend behavior.
The stress model is also deliberately selective. It does not try to label every fluctuation or classify every candle. Its purpose is to organize ribbon condition, not to describe every possible market state.
This indicator should also not be confused with a complete trading plan. It does not define entries, exits, position sizing, or account risk. It is best used as a structural context tool inside a broader workflow.
Risk Disclosure
This script is for chart analysis and educational use. It is not financial advice, investment advice, or a promise of outcome.
No indicator can guarantee performance, remove risk, or eliminate false readings. Market conditions change, correlations shift, and trend behavior can weaken or reverse without warning. Any decision taken from this script should be made within a broader framework that includes price structure, liquidity, volatility, timeframe alignment, and risk control.
Users are responsible for testing settings, understanding the limitations of moving-average tools, and deciding whether the information produced by the script fits their own process.
Indicator
AG Pro Chaikin Money Flow Pressure [AGPro Series]AG Pro Chaikin Money Flow Pressure
Overview / What it does
AG Pro Chaikin Money Flow Pressure is a chart-overlay indicator built to translate Chaikin Money Flow behavior into a more structured view of buying and selling pressure on the price chart itself. Instead of presenting CMF only as a standalone oscillator around a zero line, this script converts money-flow behavior into visible pressure zones, a backbone line, selective event labels, and a compact decision panel. The goal is to make pressure conditions easier to read in context with price rather than in a separate pane.
The script is designed to help users judge whether positive or negative money-flow pressure is merely appearing, becoming more persistent, expanding with price support, or losing quality. In practical terms, it focuses on how pressure behaves through time, not only on whether CMF is above or below zero on a single bar. This distinction is important because many CMF readings are technically positive or negative while still being structurally weak, transitional, or unstable.
This publication is an indicator, not a strategy. It does not place orders, does not simulate broker execution, and does not claim to predict future price direction. Its purpose is to organize CMF-derived pressure information into a chart-readable framework that can be used for analysis, filtering, or confluence with a user’s existing process.
Unique Edge
The distinctive design choice in this script is that it treats Chaikin Money Flow as a pressure-structure input rather than as a simple zero-cross oscillator. The script evaluates pressure using a combination of directional bias, persistence, slope behavior, and exhaustion characteristics, then maps those conditions into an overlay format.
That makes it materially different from tools that focus primarily on:
- classic CMF zero-line interpretation,
- MFI-style overbought/oversold framing,
- OBV-style cumulative flow interpretation,
- divergence-first logic,
- or trend/momentum tools that derive most of their signal from price structure rather than money-flow persistence.
Within the broader AG Pro catalog, some scripts are centered on momentum, reaction quality, divergence behavior, or trend-state interpretation. This one is specifically built around CMF-derived pressure persistence. In other words, it is less about identifying a single trigger event and more about showing whether accumulation or distribution pressure is building, holding, fading, or reverting toward balance.
Methodology
The script begins with the standard Chaikin Money Flow foundation: money flow is derived from the close’s location within the bar range and weighted by volume across the selected CMF lookback. That raw series can then be smoothed to reduce short-term noise.
From there, the script classifies pressure through several layers:
1) Bias
Positive and negative CMF conditions establish the directional pressure side. This is the base layer, but it is not used alone.
2) Persistence
The script tracks how long positive or negative pressure has been maintained. Short-lived readings are treated differently from more persistent runs.
3) Expansion
The slope of the smoothed CMF series helps distinguish strengthening pressure from flatter or compressing conditions.
4) Exhaustion risk
When pressure remains extended but begins to weaken internally, the script can shift into a fading or exhaustion-sensitive interpretation instead of treating every positive or negative reading as equally strong.
These components are then summarized into:
- a state,
- a phase,
- a pressure score,
- a backbone-based pressure map,
- and selective event labels.
The overlay uses an EMA backbone and ATR-scaled zones to visualize where pressure is concentrated around price. Outer and core zones help separate broad pressure environment from tighter pressure concentration. A lightweight bridge effect is used to connect confirmed pressure conditions to price in a restrained way so the visual hierarchy remains readable.
Signals & Alerts
The script uses a state/condition framework rather than a direct buy/sell promise.
Core states include:
- Accumulation
- Distribution
- Balanced
- Exhaustion Risk
Phase interpretation includes:
- Building
- Holding
- Fading
- Neutral
Selective chart labels are intentionally limited to higher-quality transitions such as:
- ACCUM
- DIST
- FADE
- FLIP
Available alert conditions are designed around pressure behavior, not outcome guarantees:
- Pressure Building
- Pressure Holding
- Pressure Weakening
- Pressure Flip Risk
- Accumulation Regime Confirmed
- Distribution Regime Confirmed
These alerts are best understood as structural notifications about pressure behavior. They are not instructions to enter or exit positions by themselves.
Key Inputs
Important settings include:
- CMF Length: controls the main money-flow lookback.
- CMF Smoothing: reduces noise in the base CMF series.
- Neutral Band: defines when pressure is treated as balanced rather than directional.
- Strong Pressure Band: helps scale the pressure score and zone intensity.
- Exhaustion Band: helps identify stretched but weakening pressure conditions.
- Persistence Confirmation Bars: sets how long pressure should persist before confirmation.
- Backbone EMA Length: controls the central overlay structure.
- ATR settings: control the width of the pressure zones.
- Label filters and cooldowns: reduce repeated labels and keep the chart cleaner.
These inputs allow users to make the script more responsive or more selective depending on timeframe, asset behavior, and chart density.
Limitations & Transparency
This script does not measure real order-book flow, exchange-specific footprint data, or trade-by-trade delta. It is a CMF-based analytical model built from OHLCV data available on PulseWire. As with any derived indicator, its output depends on the quality and characteristics of the underlying market data.
The pressure score is not a prediction score and should not be interpreted as a probability of success. It is a normalized summary of current pressure quality based on the script’s internal framework. A higher score means the current pressure structure is stronger by the script’s rules; it does not mean the next move is guaranteed.
Like other pressure or flow-based tools, this script can become less reliable in choppy, thin, or event-driven conditions where pressure quickly alternates and persistence breaks down. It should also be expected that different assets and timeframes will respond differently to the same parameter set. Users should evaluate settings in the market context where they intend to use the indicator.
This publication is meant to explain what the script measures and how it organizes that information. It is not presented as a black-box promise, and it is not intended to replace independent chart reading, risk control, or broader market context.
Risk Disclosure
This script is provided for educational and analytical use. It does not constitute financial advice, investment advice, or a solicitation to buy or sell any financial instrument. No indicator can remove uncertainty from markets, and no visual state, score, zone, or alert should be treated as a guarantee of future results.
Users should make their own decisions, test their own process, and apply appropriate risk management. This tool is best used as a structured market-reading aid and as part of a broader analytical framework rather than as a standalone decision engine. Indicator
Strategy
Indicator
AG Pro Aroon Trend Freshness [AGPro Series]AG Pro Aroon Trend Freshness
OVERVIEW / WHAT IT DOES
AG Pro Aroon Trend Freshness is an overlay indicator designed to map the lifecycle of a trend through the lens of Aroon recency. Instead of treating Aroon as a simple crossover oscillator, this script reorganizes Aroon behavior into a freshness framework that helps users distinguish between newly refreshed trends, still-active trends, aging trends, and reset or neutral phases.
The core idea is straightforward: Aroon is naturally linked to recency because it measures how recently the market printed its highest high or lowest low within a selected lookback window. This script uses that characteristic to answer a more practical charting question: is the current directional structure still fresh, or is it starting to age?
To make that information easier to read directly on price, the script plots a trend backbone on the chart and classifies the current state into lifecycle phases such as Ignition, Fresh Trend, Mature Trend, Aging, and Reset / Neutral. The result is not a buy/sell engine. It is a context layer designed to help users assess whether a directional move is still renewing itself or gradually losing freshness.
This script is intended for traders and analysts who want a cleaner way to read trend recency without relying only on momentum, volatility, or moving-average distance. It can be used as a directional context tool, a state filter, or an additional confirmation layer when studying structure, pullbacks, continuation attempts, or exhaustion behavior.
UNIQUE EDGE
Most Aroon-based tools stop at directional interpretation, threshold crossings, or oscillator-style reading. AG Pro Aroon Trend Freshness takes a different path. It does not focus on standard crossover events as the primary message. Instead, it translates Aroon behavior into a trend-age map.
That distinction matters. Two trends can both remain directional while having very different freshness profiles. One may still be regularly refreshing with new structural extremes, while the other may be drifting forward without meaningful renewal. This script is built to highlight that difference.
The indicator is therefore not trying to measure everything at once. It does not attempt to replace trend strength tools, volume tools, volatility tools, market breadth tools, or correlation tools. Its job is narrower and more specific: to visualize whether directional structure is being refreshed, maintained, aged, or reset.
METHODOLOGY
The script starts from classic Aroon logic, which evaluates how recently the highest high and lowest low occurred within a user-defined lookback. From there, the script derives a directional bias and a freshness profile.
The directional side of the model evaluates which side currently dominates the lookback structure. The freshness side evaluates how recent and how persistent that dominance is, whether it is accelerating, stabilizing, or decaying, and whether the market is showing signs of reset rather than continuation.
To make the output easier to interpret on a live chart, the script organizes that information into lifecycle states:
- Ignition: a newly refreshed directional phase where recency improves sharply.
- Fresh Trend: an active directional state with strong freshness characteristics.
- Mature Trend: a still-valid trend state where freshness remains constructive but is no longer in its earliest phase.
- Aging: a state where directional structure may still exist, but freshness has started to decay.
- Reset / Neutral: a state where the previous directional freshness has weakened enough that the structure becomes less directional or less renewed.
The backbone and glow are visual aids, not forecasts. They are designed to make state transitions easier to see without forcing the user to inspect raw oscillator values. Panel statistics such as Trend Age Score, Refresh Pulse, Reset Risk, and Last Refresh Bars Ago are also contextual measures. They help summarize the current lifecycle condition, but they should not be interpreted as guarantees or as standalone trade instructions.
SIGNALS & ALERTS
The script can be used to monitor lifecycle transitions rather than raw directional triggers.
In practical use, users may watch for situations such as:
- a move entering Ignition after a reset phase,
- a trend remaining in Fresh Trend while structure continues to refresh,
- a shift from Fresh or Mature conditions into Aging,
- an increase in reset risk after an extended directional phase.
These state changes can be useful when analyzing pullback quality, continuation attempts, or exhaustion risk. However, the script is not intended to predict future price movement on its own. Alerts should be treated as structured notifications about state changes, not as automatic trade commands.
KEY INPUTS
- Aroon Length: controls the recency lookback window used by the freshness model.
- Confirmation / Filtering Settings: help reduce noise and make state transitions more selective.
- Label and Visual Settings: allow users to manage the amount of chart annotation.
- Panel Settings: control how lifecycle information is displayed on the chart.
Shorter settings generally make the model more reactive, while longer settings usually make it more selective and smoother. Users should adapt these inputs to the symbol, timeframe, and charting style they are working with.
LIMITATIONS & TRANSPARENCY
This script does not measure profitability, expectancy, or trade performance. It does not know position size, account risk, execution quality, slippage, spread, or portfolio context. It also does not replace market structure analysis, support/resistance work, volume interpretation, or higher-timeframe review.
Because the model is built on recency logic, it can react differently across instruments and regimes. Choppy markets may produce frequent state shifts. Strong trends may remain constructive longer than expected. Very low-volatility or highly erratic symbols may also affect how smoothly lifecycle states appear.
Users should understand that this indicator is designed to classify trend freshness, not to promise reversals, continuations, or outcomes. It is best used as a chart-reading framework that complements a broader process.
RISK DISCLOSURE
This indicator is for chart analysis and educational use. It is not financial advice and it does not provide guaranteed signals or future performance expectations. All trading and investing decisions involve risk. Users should evaluate markets with their own judgment, risk controls, and testing process before acting on any chart-based observation.
Indicator
AG Pro EMA Ribbon Compression Map [AGPro Series]AG Pro EMA Ribbon Compression Map
Overview / What it does
AG Pro EMA Ribbon Compression Map is a ribbon-structure indicator built to read the internal condition of a multi-EMA cluster rather than the behavior of price around a single moving average. Instead of asking whether price reclaimed one reference EMA, this script evaluates how tightly the ribbon is compressed, how cleanly the EMAs are aligned, whether width is beginning to expand, and whether a developing move still looks organized or is starting to cool.
The default ribbon uses six EMAs and transforms their relative spacing into a visual structure that can be monitored directly on the chart. When the ribbon contracts, the script highlights coil conditions. When alignment and width expansion start to work together, it can mark bullish or bearish release conditions. When the ribbon is already wide and the expansion begins to lose energy, the script can flag fan-stretch / exhaustion behavior.
This makes the tool suitable for traders who want to study transition phases between compression, release, expansion, and late-stage cooling without reducing the chart to a single crossover event. It is designed as a structural read of ribbon behavior.
Unique Edge
The main objective of this script is not to provide another generic EMA ribbon display. Its edge comes from turning ribbon behavior into a state map.
First, it measures compression through normalized ribbon width rather than relying only on visual judgment. This helps distinguish between a ribbon that merely looks narrow and a ribbon that is statistically tight relative to its own recent behavior.
Second, it combines two layers of organization into one alignment read:
1) order agreement between the EMAs
2) slope agreement across the ribbon
This is important because a ribbon can appear stacked correctly while already losing directional integrity. By combining order and slope, the script attempts to separate cleaner directional structure from weaker, mixed, or transitional structure.
Third, the script focuses on release quality as a context event. A release is not treated as a simple EMA cross. It requires compression context, directional alignment, price location relative to the ribbon, and width expansion behavior. In practice, this helps frame release events as structural transitions rather than isolated triggers.
This also differentiates the script from single-EMA reclaim tools. AG Pro EMA Ribbon Compression Map is not built to analyze reactions around one anchor average. Its purpose is to interpret the internal geometry of the ribbon itself.
Methodology
The default ribbon is built from six EMAs:
8, 13, 21, 34, 55, and 89.
The script calculates the highest and lowest EMA in the group, derives ribbon width, and normalizes that width using ATR. It then compares the normalized width to its own historical range over the selected compression lookback. From this process, a Compression Score and an Expansion Score are derived.
Alignment is built from two components:
- EMA order agreement
- EMA slope agreement
If the ribbon is fully stacked in one direction and most slopes support that direction, alignment improves. If order and slope start to disagree, alignment weakens and the state can shift toward mixed / disorder behavior.
The state logic is designed around the following structural phases:
- Bullish Coil
- Bearish Coil
- Tight Compression
- Bullish Release
- Bearish Release
- Bullish Expansion
- Bearish Expansion
- Mixed / Disorder
- Fan Stretch / Exhaustion
- Transition
The visual model is intended to keep the chart readable while still making the ribbon feel alive. Compression and release are not presented as forecasting claims. They are chart states derived from ribbon width, order, slope, and price position relative to the ribbon.
Signals & Alerts
This script can display event labels for key structural transitions and can generate alerts for the most important state changes.
Available alert conditions include:
- Bullish Ribbon Release
- Bearish Ribbon Release
- Ribbon Compression Start
- Ribbon Compression Exit
- Ribbon Exhaustion
In practical use, traders may choose to treat these alerts as workflow signals rather than standalone decisions. For example, a compression start can identify a tightening structure worth monitoring. A bullish or bearish release can indicate that the ribbon is transitioning out of compression with directional alignment. An exhaustion event can indicate that a previously expanding ribbon may no longer be accelerating.
The script also includes an on-chart panel that summarizes:
- current state
- compression score
- alignment score
- directional bias
- width condition
Key Inputs
Ribbon Settings
- Six EMA lengths
- price source
Compression Engine
- ATR length
- compression lookback
- compression threshold
- minimum width expansion
- slope lookback
- exhaustion threshold
Visual Settings
- ribbon fill visibility
- event label visibility
- panel visibility
- optional bar tinting
- label size
- panel position
- label density and cooldown controls
These settings allow the script to be adapted to different instruments and timeframes. Users can keep the default ribbon structure or study how different EMA sets behave across their own workflow.
Limitations & Transparency
This script is not a prediction engine. It does not know whether a compression will resolve into continuation, reversal, or failed expansion. It reads ribbon structure; it does not guarantee outcome.
Compression is a contextual condition, not a trade confirmation by itself. A tightly compressed ribbon can remain compressed longer than expected. Likewise, a release event can still fail if the move does not continue.
Alignment is based on moving averages and slope behavior, which means the script is responsive to structure but still derived from lagging calculations. That tradeoff is intentional: the goal is to improve structural clarity, not to eliminate lag altogether.
The indicator is also not a substitute for market context, support / resistance work, volatility analysis, or risk management. It is best used as a chart-structure tool inside a broader decision process.
Risk Disclosure
This indicator is for chart analysis and workflow support only. It does not provide financial advice, investment advice, or guaranteed trade outcomes. All trading decisions involve risk, and users should evaluate any signal, state change, or alert within their own methodology, market conditions, and risk framework. Indicator
Market State Matrix [LuxAlgo]The Market State Matrix indicator is a high-density radial dashboard designed to visualize the entire market condition as a layered, 360-degree "radar." Unlike linear indicators, the Matrix organizes data into 5 concentric rings and 12 multi-scale slices , providing an instant snapshot of market confluence, conflict, and cyclical phases.
🔶 USAGE
The indicator operates in a dedicated pane, providing a centralized view of market health across five dimensions and twelve lookback periods.
🔹 The 5 Radial Dimensions (Inside to Outside)
Ring 1: Trend Regime (Teal/Red) - Visualizes the primary EMA-based direction.
Ring 2: Momentum Intensity (Cyan/Purple) - A heatmap based on RSI distance from the 50-level.
Ring 3: Volatility Glow (Gold) - Brightens as ATR expands relative to its historical average.
Ring 4: Volume Pressure (White) - Highlights areas of high relative participation and interest.
Ring 5: Price Structure (Lime/Orange) - Tracks Higher Highs/Lows vs. Lower Highs/Lows across various scales.
🔹 Interpretation
Full Alignment: Look for solid "columns" of color from the core to the outer ring. This represents maximum conviction across all market dimensions.
Internal Conflict: Mixed colors within a slice indicate internal disagreement—for example, a bullish trend (Ring 1) with bearish momentum (Ring 2) suggests potential exhaustion or a mean-reversion setup.
Volatility Breaks: Watch the Gold ring (Ring 3) for expansion. High volatility paired with high volume (Ring 4) often precedes a significant trend shift.
Regime Core: The center circle acts as your primary anchor, glowing solid Bullish or Bearish based on the fastest timeframe's regime.
🔶 DETAILS
The Matrix utilizes a Multi-Scale Engine divided into 12 radial slices, each representing a progressively longer lookback period (ranging from 8 to 220 bars). This allows users to see how different time-clusters are reacting simultaneously. "Sensitive Slices" respond to micro-shifts and short-term volatility, while "Stable Slices" reflect the long-term macro regime.
The tool also features a **Dominant Phase Highlighter**: A glowing radial arc and focus overlay highlight the current active slice of price action. This identifies where the market is positioned in its current cycle (Expansion, Exhaustion, Contraction, or Accumulation).
🔶 SETTINGS
🔹 Visual Settings
Horizontal Offset: Adjusts the X-axis position of the wheel on the chart.
Core Radius: Sets the size of the inner-most circle.
Ring Width: Determines the thickness of each of the 5 concentric rings.
Ring Gap: Sets the thin separation distance between segments for visual clarity.
Show Dashboard Legend: Toggles the visibility of the "Matrix Layers" table in the top-right corner.
Indicator
AG Pro Donchian Breakout Quality [AGPro Series]AG Pro Donchian Breakout Quality
Overview / What it does
AG Pro Donchian Breakout Quality is an overlay indicator built around a simple but practical question: not every Donchian breakout carries the same informational quality, so how can that difference be visualized directly on the chart? Instead of treating every channel escape as equally meaningful, this script evaluates the structure of the breakout bar, the local channel condition, and the immediate follow-through context, then converts that information into a readable breakout quality framework. The goal is not to predict the future or to classify markets with certainty. The goal is to help the user separate cleaner breakouts from weaker ones inside a familiar Donchian channel structure.
The indicator plots the Donchian upper band, lower band, optional midline, and channel fill, then adds a quality layer on top of the raw channel logic. When price closes through the previous Donchian boundary, the script evaluates the event and assigns a score. That score is then mapped to a simple grade scale so the breakout can be read quickly without losing access to the underlying channel context. This creates a workflow that remains visually intuitive for users who already understand Donchian channels, while adding a more structured interpretation layer for breakout review.
A second focus of the script is post-breakout behavior. In practice, many breakouts are not decided by the break itself, but by what price does after the first expansion bar. For that reason, the indicator tracks an active breakout level, projects a retest zone around that level using ATR, and monitors whether price can hold that area. This makes the tool useful not only for identifying fresh breaks, but also for observing whether the market is accepting or rejecting the newly crossed boundary.
The visual design is intentionally chart-first. The channel remains the primary frame, while breakout labels, retest markers, level tags, the setup tag, and the compact state panel provide context without turning the script into a crowded dashboard. Historical label clutter is reduced by default, and the script is designed so the most recent relevant structure remains readable on active charts.
Unique Edge
The distinctive feature of this script is that it does not stop at “price broke the channel.” Traditional Donchian usage often leaves the interpretation step entirely to the user. This script keeps the Donchian framework intact, but adds an explicit breakout quality model. That means the script is not merely showing an upper-band break or lower-band break; it is also evaluating how that break occurred.
The quality model scores breakouts using multiple components rather than a single threshold. It considers breakout distance relative to ATR, breakout candle body participation, wick behavior, local channel compression, midline slope context, and optional volume confirmation. This matters because many weak breakouts can look similar to stronger ones at first glance, especially when the user is reviewing charts quickly. By ranking the event instead of only flagging it, the indicator introduces a more disciplined read on the same familiar Donchian concept.
Another differentiator is the breakout-to-retest workflow. The script identifies the breakout, stores the active level, builds a retest zone around that level, and then tracks hold behavior within a limited life window. This makes the indicator less about a one-bar event and more about the structural sequence that often matters in live chart reading: approach, break, test, hold, or fail. That sequence is especially helpful for users who do not want a Donchian tool to act like a simple channel overlay with occasional arrows.
The presentation layer is also part of the edge. Active-side emphasis, breakout shelf visualization, level tagging, a right-side setup tag, state detection, and selective event marking are included to help the chart communicate context more clearly. The script is therefore positioned as a Donchian breakout interpretation tool, not as a generic channel plotter.
Methodology
The script starts with a standard Donchian channel calculation using the selected lookback length. The highest high defines the upper boundary, the lowest low defines the lower boundary, and the midpoint between them forms the optional midline. A breakout is detected when the current close moves beyond the previous upper boundary for a bullish event, or beyond the previous lower boundary for a bearish event.
Once a breakout is detected, the script calculates a quality score. The score is built from multiple normalized components. Breakout distance measures how far the close extends beyond the prior Donchian boundary relative to ATR. Candle body participation rewards bars where the real body contributes meaningfully to the range. Wick behavior penalizes less efficient breakout bars. Midline slope acts as a directional context proxy. Channel compression evaluates whether the breakout is emerging from a relatively tighter local structure. Volume, when enabled, adds an additional confirmation layer by comparing current volume to a moving average baseline.
These components are weighted and combined into a single breakout quality score. The result is then translated into a grade scale: A+, A, B, C, or D. This grade is not a claim about trade outcome, and it is not a guarantee of continuation. It is a structured description of breakout quality according to the internal model used by the script.
After the breakout, the indicator records the active breakout level and projects a retest zone around it using ATR-based half-width logic. This active zone remains visible for a user-defined number of bars. During that window, the script monitors whether price revisits the zone and holds it according to the directional logic. When a valid hold occurs, the script can mark that event on the chart. If price invalidates the zone, the active state is cleared.
The panel summarizes the current state and the most recent breakout evaluation. Depending on chart context, the script can display conditions such as Long Breakout, Short Breakout, active retest states, watch states, or Neutral. It also reports the latest breakout score, grade, channel width relative to ATR, and the current volume ratio when volume confirmation is enabled.
Signals & Alerts
The script includes deterministic alert conditions tied to specific structural events rather than vague descriptive states.
Long Breakout
Triggered when price closes above the previous upper Donchian boundary.
Short Breakout
Triggered when price closes below the previous lower Donchian boundary.
Long Retest Hold
Triggered when a bullish breakout remains active and price revisits the retest zone without losing the active breakout level according to the script’s hold logic.
Short Retest Hold
Triggered when a bearish breakout remains active and price revisits the retest zone without reclaiming the active breakout level according to the script’s hold logic.
These alerts are event-based and intended to describe what the script detects on the chart. They are not trade instructions, and they should not be interpreted as a complete execution plan on their own.
Key Inputs
Donchian Length
Controls the lookback used for the channel boundaries.
ATR Length
Used in the quality model and for retest zone construction.
Midline Slope Lookback
Defines how the script measures midline slope for directional context.
Use Volume Confirmation / Volume SMA Length
Enables or disables the volume component and sets the averaging baseline.
Break Distance Full-Score ATR
Defines how far beyond the channel price must extend to receive a full distance score.
Channel Width Full-Penalty ATR
Controls how channel width contributes to the compression component.
Watch Threshold
Helps identify when price is approaching the upper or lower channel region.
Retest Zone Life / Retest Half-Width ATR
Sets how long the active retest zone remains valid and how wide it is.
Minimum Score For Breakout Labels
Helps reduce noise by showing breakout labels only above the chosen threshold.
Label and Panel Controls
Allow adjustment of label visibility, historical label behavior, label size, label shift, panel position, and panel font size.
Visual Style Controls
Enable or disable edge glow, breakout level tags, right-side setup tag, breakout shelf, and event candle tint.
Limitations & Transparency
This indicator is an analytical overlay, not a strategy, not an execution engine, and not a backtest report. It does not place orders, size positions, manage risk, or estimate expected return. A high breakout score does not mean price must continue, and a low breakout score does not mean reversal is guaranteed. The score only reflects how the breakout ranks according to the script’s internal weighting model.
Donchian logic is inherently sensitive to lookback selection and market regime. A shorter channel can produce more frequent events and more noise, while a longer channel can reduce event frequency and delay signals. Volume-based confirmation also depends on the instrument and session structure. On some symbols, volume can be informative; on others, it may be less useful.
Retest logic is also contextual. Not every breakout will retest, not every retest will be clean, and not every valid hold will produce meaningful continuation. The retest zone is an interpretive tool designed to help chart reading, not a universal rule set for all instruments or timeframes.
The visual elements are intended to improve readability, but users may still want to tune label thresholds, style controls, and retest settings to fit their own workflow. As with any chart tool, results can vary across assets, volatility regimes, and timeframes.
Risk Disclosure
This script is for chart analysis and educational use. It is not financial advice, not investment advice, and not a promise of future performance. Markets can move unpredictably, and breakout structures can fail without warning. Any trading or investment decision should be made using independent judgment, personal risk controls, and additional confirmation where appropriate. Indicator
AG Pro EMA 200 Reclaim Map [AGPro Series]AG Pro EMA 200 Reclaim Map
Overview / What it does
AG Pro EMA 200 Reclaim Map is a chart overlay built to organize price behavior around the 200 EMA into a clearer workflow. Instead of treating the 200 EMA as a simple above/below filter, this script tracks how price interacts with that reference during reclaim attempts, acceptance phases, retests, and loss-of-level events. The goal is not to predict future price movement. The goal is to make the structure around a widely used long-horizon moving average easier to read on the chart.
The script highlights when price reclaims the 200 EMA, whether that reclaim is holding with acceptance, whether a retest develops after the move, and whether the reclaim later fails. A compact panel summarizes the current state so the chart can be read more quickly without reducing everything to a single binary signal.
This is designed as a decision-support overlay for traders who already use the 200 EMA as a contextual reference and want a more structured view of how price behaves around that level. It can be used on crypto, stocks, indices, forex, and other liquid markets, but outputs should always be interpreted in the context of the instrument, timeframe, volatility profile, and overall market structure.
Unique Edge
The main objective here is not to create another generic moving-average cross script. The distinctive part of this tool is that it treats the 200 EMA as a behavioral map rather than a yes/no trigger.
In many scripts, the 200 EMA is used only as a directional filter: price above equals bullish context, price below equals bearish context. That can be useful, but it does not say much about the quality of the interaction itself. A reclaim that is accepted cleanly after a controlled retest is different from a reclaim that briefly crosses the line and immediately loses it. Both may appear similar in a simple cross-based tool, but they do not carry the same structural meaning.
This script is built to separate those cases. It tracks whether a reclaim occurred, whether price is holding on the reclaimed side, whether a retest happened, how strong that retest appears relative to the script’s scoring rules, and whether the move later failed. In that sense, the script focuses on reclaim lifecycle mapping rather than raw cross detection.
Methodology
The core reference is the 200-period exponential moving average. From there, the script evaluates several conditions around that line.
1) Reclaim detection
A bullish reclaim occurs when price moves from below the 200 EMA to above it. A bearish reclaim occurs when price moves from above the 200 EMA to below it. These events define the initial transition point, but they are not treated as sufficient on their own.
2) Acceptance / hold logic
After a reclaim, the script tracks whether price remains on the reclaimed side for a defined window. This is used to separate fresh reclaim attempts from accepted holds and weaker continuation states. The panel reflects this with state language rather than presenting the move as an unconditional signal.
3) Retest tracking
After a reclaim, price may revisit the EMA zone. The script evaluates these retest behaviors and can classify them through an internal quality framework. This is intended to distinguish cleaner, more orderly interactions from weaker or less stable ones.
4) Stretch context
The script also measures how extended price is relative to the 200 EMA using an ATR-based context layer. This does not declare a reversal by itself. It simply adds information about whether price is relatively balanced or stretched around the reclaim structure.
5) Failure mapping
If a reclaim is later lost, the script can mark that condition as a failed reclaim. This helps separate accepted transitions from ones that could not maintain structure around the 200 EMA.
The map band around the EMA is only a visual aid. It is there to make the interaction corridor easier to recognize on the chart. It should not be interpreted as an independent support/resistance zone outside the script’s own framework.
States / Signals
This script is best read as a state-mapping overlay, not as a standalone trade engine.
Typical outputs include:
- Bias context relative to the 200 EMA
- Reclaim status
- Acceptance or weak-hold state
- Retest direction and latest retest quality
- Stretch condition relative to the 200 EMA
- Failed reclaim markers when the structure is lost
Depending on settings and chart history, you may see labels such as Bull Reclaim, Bear Reclaim, and retest quality annotations. These labels are visual markers for structural events detected by the script. They are not guarantees of continuation, reversal, or trade outcome.
Alerts
The script includes deterministic alert conditions tied to its event logic. These are designed to support workflow automation for users who want notification when a reclaim or failure condition is detected.
Because alerts are based on chart data and script logic, their usefulness will depend on the selected timeframe, the instrument traded, and the user’s own confirmation process. Alerts should be used as prompts for review, not as standalone execution instructions.
Key Inputs
The exact input list may evolve with future updates, but the script is centered around the following configuration areas:
- EMA length and source settings
- Acceptance / hold window controls
- Retest logic and retest label filtering
- Stretch context based on ATR
- Label visibility, spacing, and display density
- Map / zone display controls
- Panel visibility and panel styling options
These settings allow the script to be adapted for cleaner presentation or more event visibility depending on chart preference. A lower-noise layout may be more suitable for publishing or higher-timeframe review, while a denser layout may be more useful for inspection and testing.
Limitations & Transparency
This script does not forecast price. It does not know future direction, and it does not identify all valid trend continuations or reversals. It is a context tool built around a widely observed moving-average reference.
A reclaim above the 200 EMA does not always lead to continuation. A reclaim below the 200 EMA does not always lead to downside expansion. Retests can succeed or fail. Accepted states can break. Stretch conditions can persist longer than expected. False transitions can occur, especially in choppy or news-driven environments.
Like any moving-average-based framework, this script is also sensitive to timeframe selection. A chart that appears constructive on one timeframe may remain weak on a higher timeframe, or vice versa. Users should interpret the output within their own multi-timeframe and risk-management process.
Label placement, retest visibility, and apparent event density can also vary by volatility regime, zoom level, and chart compression. For that reason, the visual output should be treated as a structured reading aid rather than a complete market model.
This tool should not be viewed as a substitute for market structure analysis, liquidity awareness, execution discipline, or position management.
Risk Disclosure
This script is for chart analysis and educational use. It does not provide investment advice, financial advice, trading advice, or portfolio advice.
Trading and investing involve risk. Markets can move quickly, and losses can occur. No indicator, overlay, or alert system can eliminate that risk. Always use independent judgment, confirm conditions with your own process, and apply risk management appropriate to your market and strategy.
If you use this script in live markets, it is your responsibility to evaluate whether the instrument, timeframe, liquidity, volatility, and execution environment are suitable for your own decisions.
Indicator
Sigmoid Transition Trailing Stop [LuxAlgo]The Sigmoid Transition Trailing Stop indicator provides a dynamic risk management tool that utilizes a mathematical sigmoid function to smoothly adjust stop levels when price trends become overextended. Unlike traditional trailing stops that move linearly or remain static until a new high/low is formed, this script proactively "catches up" to price during periods of high momentum using a non-linear transition.
🔶 USAGE
The indicator functions as a trend-following stop-loss or take-profit level. When the price crosses the trailing stop, the trend direction flips, and a new stop is calculated based on the ATR-derived distance.
The unique behavior of this tool occurs during "Adjustment" phases. When the distance between the price and the trailing stop becomes too wide (exceeding the initial ATR multiplier), the script triggers a sigmoid transition. During this phase:
The trailing stop line becomes solid (0% transparency) to indicate an active adjustment.
The stop level moves towards the price following an S-curve, providing a smooth acceleration and deceleration of the stop level.
The adjustment concludes once the sigmoid duration is reached or if the stop gets too close to the price (defined by the Min Distance setting).
🔹 Visual Cues
Green Line/Fill: Indicates a bullish trend where the stop is below the price.
Red Line/Fill: Indicates a bearish trend where the stop is above the price.
Solid Line: The sigmoid adjustment is currently active, moving the stop closer to price.
Transparent Line: The stop is in its standard state, maintaining its level or trailing highs/lows.
🔶 DETAILS
The core of the script is the sigmoid function, which creates a natural-looking transition between two price levels. Mathematically, it maps a linear time input (bars passed) to an S-shaped curve between 0 and 1.
The logic ensures that the "trailing" property is never violated; even during a sigmoid transition, the stop level can only move in the direction of the trend (up for bullish, down for bearish). If the price moves against the trend during an adjustment, the stop will simply hold its level until the price moves favorably again or the adjustment period ends.
🔶 SETTINGS
🔹 General Settings
ATR Length: The lookback period used to calculate the Average True Range, which determines the volatility-based distance of the stop.
ATR Multiplier: The base distance (in ATR units) used when the trend first flips.
Sigmoid Length (Bars): The number of bars over which the sigmoid transition occurs once triggered.
Sigmoid Amplitude (ATR Units): The maximum distance the stop is allowed to travel toward the price during an adjustment phase.
Min Distance (ATR Units): A safety buffer that prevents the sigmoid adjustment from moving the stop too close to the current price, preventing premature exits.
Indicator
AG Pro Ichimoku Cloud Equilibrium Map [AGPro Series]AG Pro Ichimoku Cloud Equilibrium Map
Overview / What it does
AG Pro Ichimoku Cloud Equilibrium Map is an Ichimoku-based overlay designed to map balance, displacement, and return-to-balance behavior around a dynamic equilibrium core. Instead of using Ichimoku primarily as a traditional bullish/bearish checklist, this script reorganizes the framework around one structural question: where is price trading relative to its current equilibrium, and is that position balanced, expanding, overstretched, or reclaiming balance?
The script blends Kijun-Sen with the cloud midpoint to build an equilibrium core, then expands that core into an adaptive equilibrium band using ATR and cloud thickness. From there, it classifies how price is behaving around that band and displays the result through chart states, optional labels, and a compact information panel.
This script is intended as a chart analysis tool. It is built to help users read structure more efficiently, especially when standard Ichimoku layouts feel visually dense or interpretation-heavy.
Unique Edge
The main difference is that this script does not treat Ichimoku as a simple trend confirmation overlay. It converts the Ichimoku framework into an equilibrium map.
Rather than focusing only on whether price is above or below the cloud, this script asks:
- Is price still near structural balance?
- Is price moving away from equilibrium in a controlled way?
- Has the move become stretched?
- Is price returning back into equilibrium after displacement?
That makes it different from a standard Ichimoku presentation, where the raw components are visible but the user must do most of the structural interpretation manually.
It is also different from other AG Pro scripts built around breakout quality, oscillator pressure, compression behavior, or reversion frameworks. This tool is specifically centered on equilibrium, extension, and reclaim behavior using an Ichimoku-derived structure model.
Methodology
The script uses the following structure:
1. Kijun-Sen
Kijun-Sen is used as one of the main balance anchors.
2. Cloud midpoint
The midpoint between Span A and Span B is used as a second structural reference.
3. Equilibrium core
The script combines Kijun-Sen and the cloud midpoint into a dynamic equilibrium core.
4. Equilibrium band
An adaptive band is built around the equilibrium core using ATR and cloud thickness. This allows the model to respond differently in quieter and more volatile conditions.
5. Stretch zones
Beyond the equilibrium band, the script defines stretch areas that help distinguish normal directional expansion from more extended displacement.
6. Reclaim logic
When price moves back into the equilibrium region after being outside it, the script can classify that transition as a reclaim state.
This methodology is designed to make Ichimoku structure more explicit without removing the original context of the cloud framework.
States / Signals & Alerts
The script classifies chart behavior into the following states:
Balanced
Price is trading inside the equilibrium band.
Bullish Expansion
Price is trading above the equilibrium band with supportive directional structure.
Bearish Expansion
Price is trading below the equilibrium band with supportive directional structure.
Overstretched Bullish
Price is extended above the stretch threshold.
Overstretched Bearish
Price is extended below the stretch threshold.
Bullish Reclaim
Price has returned into the equilibrium region after trading below it.
Bearish Reclaim
Price has returned into the equilibrium region after trading above it.
Available alert conditions:
- Bullish Expansion
- Bearish Expansion
- Overstretched Bullish
- Overstretched Bearish
- Bullish Reclaim
- Bearish Reclaim
These states and alerts are descriptive tools for chart analysis. They are not a complete trade plan and should be interpreted in context.
Key Inputs
Ichimoku settings
Users can adjust Tenkan length, Kijun length, Senkou Span B length, and displacement.
Equilibrium engine settings
Users can control ATR length, equilibrium band sensitivity, cloud-thickness contribution, stretch sensitivity, and chop lookback.
Visual settings
Users can control cloud visibility, Kijun visibility, equilibrium band visibility, stretch zones, state labels, label density, and panel appearance.
These inputs allow the script to be tuned for different symbols, volatility conditions, and chart preferences.
Limitations & Transparency
This script is an indicator, not a strategy.
It does not place trades, manage positions, calculate performance, or guarantee outcomes.
The Equilibrium Score is an internal structure summary built from distance, alignment, cloud thickness, Tenkan/Kijun spread, reclaim contribution, and chop penalty. It is not a probability model, not a forecast, and not a standalone decision engine.
Overstretched conditions do not automatically imply reversal.
Reclaim conditions do not automatically imply continuation.
Expansion conditions do not automatically imply strength will persist.
As with any chart tool, interpretation depends on market regime, timeframe, volatility, and the user’s broader workflow. In noisy environments, state changes can occur more frequently. The script includes filters to reduce clutter, but no indicator removes uncertainty completely.
Risk Disclosure
This script is provided for research and chart analysis only.
It is not financial advice. Users should evaluate any signal, state change, or alert within their own process, risk framework, and market context before making decisions.
Indicator
AG Pro Supertrend Pullback Quality [AGPro Series]AG Pro Supertrend Pullback Quality
OVERVIEW
AG Pro Supertrend Pullback Quality is an overlay indicator built to evaluate the quality of pullbacks that occur inside an already established Supertrend direction.
This script is not designed as a simple Supertrend flip tool. Instead of focusing on every direction change, it studies whether a pullback into the active Supertrend structure is orderly, controlled, and potentially supportive of trend continuation. The goal is to help users distinguish between clean retracement behavior and weaker pullbacks that may reflect noise, instability, or reduced trend quality.
The indicator combines Supertrend context with a structured quality model. When price interacts with the active trend line and surrounding touch zone, the script evaluates that event using several internal dimensions such as pullback depth, line acceptance, rejection behavior, recovery efficiency, and local noise conditions. The result is summarized into a class-based readout so the chart remains visual and practical.
Because of this design, the script is better understood as a continuation-quality classifier than as a traditional signal generator. It does not attempt to predict every reversal, and it does not assume that all pullbacks within trend are equal. Its main purpose is to organize pullback structure into a clearer analytical framework.
UNIQUE EDGE
The core difference of this script is its emphasis on pullback quality rather than trend flips.
Many Supertrend-based tools are centered around directional transitions. That approach can be useful, but it also tends to compress several different market behaviors into a single yes/no event. In practice, not every trend pullback carries the same structural character. Some are shallow and noisy, some are too deep, and some interact with the trend line in a more orderly way before continuation attempts develop.
AG Pro Supertrend Pullback Quality focuses on that middle layer. It studies what happens after a trend is already active and asks a more specific question: is the current pullback behaving like a controlled retracement, or is it showing weaker continuation quality?
This creates a more workflow-oriented reading model. Instead of using Supertrend only as a directional switch, the script uses it as a live structural reference and grades the quality of pullback interaction around that reference. That makes the tool different from standard flip scripts, entry-only markers, and pure trend state displays.
METHODOLOGY
The script begins with the native Supertrend framework to define active directional context. Once a bullish or bearish state is established, a touch zone is formed around the relevant Supertrend line using ATR-based spacing. This zone is not meant to represent a guaranteed support or resistance region. It is a structured interaction area used to evaluate how price behaves during retracement.
From there, the script evaluates pullback quality through several components:
1) Trend State and Age
A newly flipped trend often behaves differently from a more established one. For that reason, the script includes a stabilization concept and tracks how mature the current trend leg is before weighting pullback quality.
2) Pullback Depth
The retracement is measured relative to ATR and recent price structure. Pullbacks that are too shallow may carry limited informational value, while pullbacks that are too deep may indicate reduced continuation quality. The script scores depth inside a preferred operating range rather than treating all pullbacks equally.
3) Acceptance Relative to the Supertrend Line
A pullback is not evaluated only by whether price touches the zone. The script also checks whether price remains positioned in a way that supports the active trend state. This helps separate cleaner acceptance behavior from weaker interaction.
4) Rejection Character
When price reaches the pullback area, candle behavior matters. The script looks at rejection-style characteristics within the touch and recovery window to estimate whether price is responding constructively to the active trend reference.
5) Recovery Efficiency
After contact with the zone, the script measures whether the market recovers with enough directional efficiency. Fast and orderly recovery behavior is treated differently from hesitant or weak re-expansion.
6) Noise Filter
Frequent directional churn and inefficient travel can reduce the usefulness of pullback classification. The script includes a noise component so that structurally weaker environments do not receive the same quality treatment as cleaner trend conditions.
These components are combined into a final score, which is then mapped into a simple class output. This makes the visual output easier to read without hiding the fact that pullback quality is multi-factor by nature.
QUALITY CLASSES
The final result is summarized into four broad classes:
A-Class
Represents the strongest pullback quality readings among the currently evaluated conditions.
B-Class
Represents constructive pullback quality, but with less strength than the highest tier.
C-Class
Represents acceptable but weaker pullback structure.
Weak
Represents pullback conditions that do not meet the stronger quality profile.
These classes are meant to organize chart behavior, not to forecast a required outcome. They should be interpreted within broader market context, timeframe behavior, and the user’s own process.
CHART ELEMENTS
The script includes several visual layers:
- Supertrend line for directional context
- ATR-based touch zone around the active Supertrend reference
- Pullback quality labels for qualified events
- Compact information panel showing trend state, depth, acceptance, rejection, recovery, noise, and final status
The visual design is intentionally restrained so that price remains readable. The goal is to keep the chart informative without turning the overlay into a dense signal map.
SIGNALS AND ALERTS
The script can generate alerts for the following event types:
- Bullish Pullback Quality Ready
- Bearish Pullback Quality Ready
- Bullish Pullback Confirmed
- Bearish Pullback Confirmed
- Bullish Pullback Invalidated
- Bearish Pullback Invalidated
In general terms, Ready events indicate that the recent pullback has achieved the minimum quality conditions defined by the model. Confirmed events require stronger follow-through logic. Invalidated events help flag cases where a previously qualified pullback context is no longer aligned with the prior state.
These alerts are designed as structured workflow checkpoints rather than standalone instructions.
KEY INPUTS
ATR Length
Controls the ATR foundation used by the Supertrend and zone logic.
Supertrend Factor
Adjusts the spacing and sensitivity of the Supertrend calculation.
Pullback Lookback
Defines the local structure window used during pullback evaluation.
Stabilization Bars After Flip
Helps reduce the weight of very early post-flip behavior.
Recovery Window
Defines how long the script should monitor post-touch recovery behavior.
Touch Zone Size and Max Line Penetration
Control how the script defines valid interaction around the Supertrend line.
Depth Range Inputs
Allow users to define what the script should consider a more optimal pullback depth range.
Ready and Confirmed Score Thresholds
Allow the strictness of class qualification and alert generation to be tuned.
LIMITATIONS AND TRANSPARENCY
This script is an analytical classification tool. It does not know future price action, and it does not guarantee continuation after a qualified pullback.
Like other trend-following frameworks, Supertrend-based structure can become less reliable during choppy or highly unstable market phases. The inclusion of a noise filter helps address that issue, but it does not remove it.
The quality model is also sensitive to volatility, timeframe selection, and the interaction between ATR-based spacing and local structure. A pullback that appears constructive on one timeframe may not behave the same way on another. Users should test settings carefully and interpret results in context.
Labels and classes summarize a model output. They are not a substitute for broader chart reading, risk planning, liquidity awareness, or execution discipline.
RISK DISCLOSURE
This script is provided for technical analysis and chart study only. It does not provide financial, investment, legal, or tax advice.
Trading and investing involve risk. Past behavior, structural classification, and indicator output do not guarantee future results. Users are responsible for their own decisions, testing process, and risk management framework.
Indicator
AG Pro ADX Trend Pressure [AGPro Series]AG Pro ADX Trend Pressure
Overview / What it does
AG Pro ADX Trend Pressure is an overlay indicator that reframes ADX from a simple trend-strength reading into a pressure-state model. Instead of asking only whether ADX is high or low, the script evaluates how directional pressure is building, persisting, fading, or transitioning. The goal is to make ADX-based information easier to interpret directly on the price chart.
This script is designed for traders who want more structure than a standard ADX line, but without turning the chart into a fully automated signal engine. It combines ADX behavior, DI dominance, persistence, and cooling behavior into a state-driven visual framework. The result is a chart-first tool that emphasizes current pressure conditions rather than isolated threshold events.
The indicator uses a compact pressure ribbon, state labels, background zones, and a summary panel to show whether the market is in Compression, Early Expansion, Bull Pressure, Bear Pressure, Exhaustion, or Transition. These states are not predictions. They are structured interpretations of directional pressure conditions based on the current and recent bar sequence.
Because the script is plotted directly on the chart, it is intended to help with visual context, workflow organization, and directional reading. It can be used as a companion layer for discretionary analysis, structure work, trend continuation review, or pressure-fading observation.
Unique Edge
The main distinction of this script is that it does not present ADX as a standalone oscillator. Instead, it treats ADX as one component inside a broader pressure-state engine.
Its core difference is the shift from:
- “ADX is high or low”
to:
- “directional pressure is building”
- “directional pressure is confirmed”
- “pressure is cooling”
- “dominance is fading”
- “state transition risk is rising”
That distinction matters because many ADX-based tools stop at strength confirmation. This script tries to describe the condition around that strength: whether it is forming, maturing, weakening, or rotating.
Methodology
The script is built around a composite pressure score derived from several internal components:
1) ADX level
The script evaluates the current ADX value as a measure of directional strength participation.
2) ADX slope
It also measures whether ADX is accelerating or decelerating. This helps distinguish between pressure expansion and pressure cooling.
3) DI dominance
The spread between +DI and -DI is used to determine whether one side is meaningfully dominant, rather than merely fluctuating.
4) Persistence
Directional pressure becomes more meaningful when dominance remains intact across multiple bars. The script therefore normalizes persistence and includes it in the state logic.
5) Cooling behavior
The model penalizes conditions where momentum of pressure is fading, DI separation is shrinking, or a prior strong phase is losing quality.
These components are blended into a normalized pressure score and then interpreted through rule-based state conditions.
Pressure States
Compression
Used when ADX is relatively weak, DI separation is limited, and the directional structure is not sufficiently active.
Early Expansion
Used when pressure begins to build but has not yet qualified as confirmed directional pressure.
Bull Pressure
Used when bullish directional dominance is active and the pressure score is strong enough to confirm a bullish pressure phase.
Bear Pressure
Used when bearish directional dominance is active and the pressure score is strong enough to confirm a bearish pressure phase.
Exhaustion
Used when a previously strong pressure phase begins to cool materially and loses quality without yet becoming a clean opposite pressure phase.
Transition
Used when dominance quality deteriorates, directional structure rotates, or the market appears to be moving between pressure states.
Visual Structure
The script uses several chart elements to organize the pressure reading:
Pressure Ribbon
A compact ribbon below price summarizes the active pressure state without requiring a separate pane.
Pressure Curve
The center curve makes the pressure structure easier to read visually and helps distinguish calm phases from active directional phases.
State Labels
Labels appear only on state changes, helping reduce repeated label noise while still marking meaningful transitions.
Background Zones
Optional background zones provide broader regime context for stronger phases.
Summary Panel
The panel reports:
- State
- Pressure Score
- Directional Bias
- Pressure Phase
- Persistence
- Cooling Risk
These fields are intended to help the user interpret the current environment quickly without depending on a single line crossing or a single fixed threshold.
How to use it
This indicator is best used as a contextual tool rather than a standalone trade trigger.
Examples of practical use:
- Identify when a directional move is only beginning to organize
- Separate confirmed pressure from weak expansion
- Observe when a mature pressure phase begins to cool
- Spot when directional quality is fading into transition
- Add structure to trend-following or pullback workflows
Some users may prefer to read Bull Pressure and Bear Pressure as confirmation states, while using Early Expansion and Transition as cautionary context. Others may use Exhaustion to review whether a strong move is beginning to lose internal quality. The script does not enforce a single interpretation model.
Signals & Alerts
The script includes deterministic alert conditions for:
- Bullish Pressure Building
- Bearish Pressure Building
- Pressure State Shift
- Pressure Cooling
- Transition Risk Rising
These alerts are state-based notifications. They are not promises of continuation, reversal, or outcome. Their purpose is to notify the user that the internal pressure regime has changed according to the script’s rules.
Key Inputs
ADX Length
Controls the primary ADX and DMI calculation length.
DI Smoothing
Applies smoothing to directional movement components before pressure analysis.
Pressure Threshold
Sets the score level required before directional pressure can be confirmed.
Neutral ADX Threshold
Defines the area where the script becomes more willing to classify conditions as compression instead of directional pressure.
Cooling Sensitivity
Controls how quickly the script responds to deteriorating pressure structure.
Transition Sensitivity
Controls how readily the script recognizes potential regime rotation or dominance loss.
Persistence Length
Defines how persistence is normalized in the internal score model.
Minimum DI Gap
Sets the minimum meaningful separation between +DI and -DI.
Curve Smooth Length
Adjusts how smooth or reactive the pressure drawing appears on the chart.
Visual Controls
The script also includes display settings for:
- Pressure Ribbon
- Pressure Curve
- Active Pressure Spotlight
- Background Zones
- State Labels
- Label Size
- Panel Theme
- Panel Font Size
- Panel Position
Limitations & Transparency
This script is not a prediction model.
It does not forecast future price direction.
It does not guarantee trend continuation.
It does not guarantee reversal timing.
It does not replace risk management.
Like all state-based indicators, it can respond differently depending on volatility regime, market structure, timeframe, and instrument behavior. Strong trends, choppy ranges, and abrupt news-driven moves may produce very different state sequences.
The pressure score is an internal composite reading. It should not be interpreted as a universal probability measure. A score of 70 does not mean a 70 percent chance of success. It only means the current internal pressure components are stronger than they were in lower-score conditions.
Users should also be aware that background context and label placement are visual aids. The most important output is not the label itself, but the broader relationship between state, pressure score, bias, and how the curve behaves through time.
Who this script may be useful for
This script may be useful for traders who:
- already use ADX or DMI and want more chart context
- want a state-based trend pressure overlay
- prefer workflow tools over one-click signal tools
- want a compact visual reading of directional pressure behavior
It may be less suitable for users looking for a pure oscillator pane, a fully automated strategy, or a single-entry single-exit signal framework.
Risk Disclosure
This indicator is for chart analysis and workflow support only.
It is not financial advice.
It should not be treated as a standalone trade instruction.
Markets are risky, and no indicator can eliminate uncertainty.
Use independent judgment, confirm with your own process, and apply risk management appropriate to your market and timeframe.
Indicator
Pulse Trend Radar [WillyAlgoTrader]⦿ Pulse Trend Radar is an overlay indicator built on a Kaufman Adaptive Moving Average (KAMA) core with median-ATR volatility bands — producing an adaptive trend system that speeds up in trending markets and slows down in noise. Every trend flip generates a signal scored by a 4-factor quality engine (0–100) with letter grades (A+ through C). The indicator also detects and visualizes liquidity zones from pivot highs/lows, marks order blocks from the last opposite candle before each trend flip, tracks real-time P&L with a live trade tracker, and monitors win/loss outcomes — creating a complete trend-following framework with Smart Money context.
🧩 WHY THESE COMPONENTS WORK TOGETHER
A trend indicator alone tells you direction — but not whether the entry is near a liquidity pool (where stops cluster), not whether there's institutional supply/demand nearby (order blocks), not how strong the signal is (all flips treated equally), and not how the system performs over time (no feedback).
This indicator layers four analysis dimensions onto the adaptive trend core:
KAMA adaptive trend + median ATR bands → Trend direction and flip detection
Liquidity zones from pivots → Where stop-hunts and liquidity grabs are likely
Order blocks from pre-flip candles → Where institutional supply/demand was established
4-factor signal scoring → Quality filtering — not all flips are equal
Win/loss tracker → Performance feedback on this instrument and timeframe
The KAMA core adapts its speed via the Efficiency Ratio — in a strong trend, the MA tracks price closely and the bands tighten, producing early signals. In choppy conditions, the MA barely moves and the bands widen, filtering out noise. The liquidity zones show where clusters of stops sit (above pivot highs, below pivot lows) — entries near these zones have higher follow-through because the liquidity grab fuels the move. The order blocks mark the institutional footprint before each trend change — these zones often act as support/resistance on retests. And the signal score combines trend strength, volume delta, efficiency acceleration, and liquidity proximity into a single quality metric — letting you prioritize A+ setups over C-grade ones.
🔍 WHAT MAKES IT ORIGINAL
1️⃣ Kaufman Adaptive Moving Average (KAMA) trend core.
The KAMA computes a smoothing constant from the Efficiency Ratio:
ER = |price − price | / sum(|price − price |, N)
fastSc = 2 / (fastLen + 1), slowSc = 2 / (slowLen + 1)
sc = (ER × (fastSc − slowSc) + slowSc)²
KAMA = KAMA + sc × (price − KAMA )
When ER → 1 (pure trend): sc approaches fastSc² → KAMA tracks price tightly. When ER → 0 (pure noise): sc approaches slowSc² → KAMA barely moves. This produces a line that accelerates into trends and goes flat in chop — without any manual period switching.
2️⃣ Median ATR volatility bands.
Instead of standard ATR (arithmetic mean of true ranges), the indicator uses a median of recent true ranges computed via a ring buffer over the volatility lookback (default 50 bars). The median is more robust to outlier spikes (gap bars, flash wicks) than the mean — producing smoother, more stable band widths.
Bands: upper = KAMA + medianATR × multiplier, lower = KAMA − medianATR × multiplier. Trend flips when the previous bar's source price crosses beyond a band: source > upper → bullish, source < lower → bearish. The active band (lower in uptrend, upper in downtrend) is plotted as the trend line.
3️⃣ Displacement-based gradient fill.
The fill between the trend line and price is not a fixed transparency — it scales with displacement: displacement = |price − KAMA| / (medianATR × multiplier). The further price stretches from KAMA, the more intense the fill becomes (transparency decreases from 95 to 60). This creates a visual "heat map" effect: faint fill near KAMA (low extension), bright fill far from KAMA (overbought/oversold). This gives immediate visual feedback on how extended the current move is without needing a separate oscillator.
4️⃣ Liquidity zone detection and sweep tracking.
Pivot highs and lows (configurable lookback, default 4 bars) are marked as liquidity zones:
— Above pivot highs → bearish liquidity (buy stops cluster above swing highs — potential sell-side liquidity)
— Below pivot lows → bullish liquidity (sell stops cluster below swing lows — potential buy-side liquidity)
Each zone extends rightward as a thin box (height = 0.15× medianATR). Zones are automatically removed when price sweeps through them (high crosses above bearish zone top, or low crosses below bullish zone bottom) — representing the liquidity grab event. Up to 15 zones per side (configurable).
The signal scoring engine measures the nearest liquidity zone distance on each trend flip — entries closer to a liquidity pool receive a higher quality score because the stop-hunt provides fuel for the ensuing move.
5️⃣ Order block detection on trend flips.
When the trend flips, the previous bar is marked as an order block:
— Bullish flip → demand order block (the last bearish candle before the reversal — where institutional buying absorbed selling pressure)
— Bearish flip → supply order block (the last bullish candle before the drop — where institutions distributed)
Each OB is drawn as a box from the previous candle's high to low, extending rightward. OBs are automatically invalidated (deleted) when price closes beyond the opposite edge after 3+ bars — indicating the zone has been broken. Up to 10 OBs per side (configurable).
6️⃣ 4-factor signal quality scoring (0–100).
Each trend flip is scored on four factors:
— 📐 Trend strength (25 pts) : combined from ER (directional efficiency) and displacement from KAMA — measures how strong the trend is at the moment of the flip
— 📊 Volume delta alignment (25 pts) : buy volume vs sell volume accumulated during the previous trend leg — bullish flip with positive volume delta scores higher (smart money was accumulating)
— ⚡ Efficiency acceleration (25 pts) : current ER minus previous ER — positive acceleration means the trend is gaining momentum, not losing it
— 💧 Liquidity proximity (25 pts) : distance to the nearest liquidity zone — closer = higher score (the flip is near a liquidity grab point)
Grades: A+ (≥ 80), A (≥ 60), B (≥ 40), C (< 40). Signal labels display "Long A+" / "Short B" etc.
7️⃣ OBV-based volume regime detection.
On Balance Volume (OBV) delta = OBV − SMA(OBV, 20). Classified as:
— Accumulation : OBV delta > 0 — more volume on up-moves than down-moves (institutional buying)
— Distribution : OBV delta < 0 — more volume on down-moves (institutional selling)
Displayed in the dashboard with directional coloring. Auto-displays "N/A" on instruments without volume data.
8️⃣ Live trade tracker with P&L.
On each signal: a dashed entry line extends horizontally, a vertical connector line tracks from entry to current price, and a P&L label updates in real-time showing percentage gain/loss. Green = profit, red = loss. Replaced on each new signal.
9️⃣ Win/loss markers + win rate tracking.
Each signal is tracked as a mini-trade: entry at signal close, SL at entry ± medianATR × SL multiplier, TP1 at entry ± risk × TP1 multiplier. If TP1 is reached before SL → green ● marker at the signal bar (win). If SL is reached first → red ● marker (loss). Running win rate displayed in the dashboard as "67% (4W/2L)".
🔟 ATR-based TP/SL with hit tracking.
Three take-profit levels as risk multiples (default 1.0/2.0/3.0 × risk) plus SL (default 3× medianATR from entry). Lines extend rightward with labels showing price + percentage. Labels update with ✓ on hit (green) or ✗ on SL hit (red). Active until the next signal replaces them.
⚙️ HOW IT WORKS — CALCULATION FLOW
Step 1 — KAMA: Efficiency Ratio from configurable lookback → adaptive smoothing constant → KAMA line that accelerates in trends, goes flat in chop.
Step 2 — Median ATR bands: True ranges stored in ring buffer → median computed → upper/lower bands = KAMA ± median × multiplier.
Step 3 — Trend detection: Previous bar's source > upper band → bullish flip. Source < lower band → bearish flip. Active band plotted as trend line. Gradient fill scales with displacement.
Step 4 — Liquidity zones: Pivot highs/lows → boxes above/below. Swept zones auto-deleted.
Step 5 — Order blocks: On flip → previous candle becomes OB. Invalidated when price closes beyond opposite edge.
Step 6 — Signal scoring: 4 factors (trend strength, volume delta, ER acceleration, liquidity proximity) → 0–100 → A+/A/B/C grade.
Step 7 — Trade tracking: SL/TP placed, lines extend, win/loss evaluated per trade.
📖 HOW TO USE
🎯 Quick start:
1. Add the indicator — adaptive trend line, liquidity zones, and order blocks appear
2. "Long A+" / "Short B" labels = trend flip signals with quality grade
3. Green/red liquidity zone boxes = where stops cluster (potential sweep targets)
4. Green/red order blocks = institutional supply/demand zones
5. SL/TP lines auto-appear with P&L tracker
👁️ Reading the chart:
— 🟢 Green trend line = bullish (lower band active)
— 🔴 Red trend line = bearish (upper band active)
— 🟢/🔴 Gradient fill = displacement from KAMA (brighter = more extended)
— 🟢 Small boxes below price = bullish liquidity zones (buy-side stops)
— 🔴 Small boxes above price = bearish liquidity zones (sell-side stops)
— 🟢 Larger boxes = demand order blocks (institutional buying zone)
— 🔴 Larger boxes = supply order blocks (institutional selling zone)
— 🟢 ● = win (TP1 reached), 🔴 ● = loss (SL hit)
— Dashed line + PnL label = live trade tracker
📊 Dashboard fields:
— Trend: ▲ Bullish / ▼ Bearish
— Last Signal: BUY/SELL with grade
— Score: 0–100 quality rating
— Strength: trend strength percentage
— P&L: current trade percentage
— Win Rate: wins/losses with percentages
— SL / TP1: current trade levels with ✓/✗ status
— Vol Regime: Accumulation / Distribution
— Vol Delta: buy vs sell volume percentage
— Efficiency: current ER percentage
🔧 Tuning guide:
— Too many signals: increase Band Multiplier (2.0–2.5) or ER Length (15–20)
— Too few signals: decrease Band Multiplier (1.2–1.5) or ER Length (8–10)
— Signals too late: decrease Slow Smoothing (15–20), decrease Volatility Length (20–30)
— Stops too tight: increase SL ATR Multiplier (2.5–4.0)
— Want only A+/A signals: monitor grades in dashboard, skip B/C entries
⚙️ KEY SETTINGS REFERENCE
⚙️ Main:
— Efficiency Ratio Length (default 13): KAMA lookback — higher = smoother
— Fast/Slow Smoothing (default 2/30): KAMA acceleration/deceleration
— Band Multiplier (default 1.8): band width in median ATR
— Volatility Length (default 50): median ATR ring buffer size
🎯 SL/TP:
— SL (× ATR) (default 3): stop distance in median ATR
— TP1/TP2/TP3 (× risk) (default 1.0/2.0/3.0): R:R multiples
💧 Liquidity:
— Pivot Lookback (default 4) / Max Zones (default 15)
🟧 Order Blocks:
— Max Order Blocks (default 10)
🎨 Visual:
— Gradient fill, trade tracker, win/loss markers (all toggleable)
— Configurable signal label size (Tiny–Large)
— Configurable dashboard font size (Tiny–Normal)
— Auto / Dark / Light theme
🔔 Alerts
— 🟢 BUY / 🔴 SELL — ticker, price, TF, SL, TP1, TP3
All support plain text and JSON webhook format. Bar-close confirmed.
⚠️ IMPORTANT NOTES
— 🚫 No repainting. All signals require barstate.isconfirmed. Trend flips use the previous bar's source vs the previous bar's band value — the signal fires on the bar after the crossing bar closes. KAMA and band values are deterministic once a bar is confirmed.
— 📐 The median ATR is more robust than standard ATR . A single flash wick or gap bar shifts the mean (standard ATR) significantly but barely affects the median. This produces more stable band widths and fewer false flips during anomalous bars.
— 📊 Volume delta is accumulated within each trend leg and resets on every trend flip. It represents the buy/sell balance during the specific move — not the overall volume profile. The pre-reset delta value is used for the signal score (capturing the exiting leg's character).
— 💧 Liquidity zones are automatically swept and removed when price touches them. This prevents stale zones from cluttering the chart. If a zone disappears, it means price swept through it — the liquidity has been taken.
— 🟧 Order blocks are invalidated after 3+ bars if price closes beyond the opposite edge. This prevents old OBs that have clearly failed from persisting.
— ⚖️ The 4-factor score uses the volume delta from before the trend reset (preResetVolDelta) — not the current leg's delta, which would be zero at the moment of the flip. This correctly captures whether the previous leg had accumulation or distribution behind it.
— 📏 Win/loss tracking evaluates TP1 vs SL only — if TP1 is reached before SL, it's a win. The trade closes on the first event and is not re-evaluated.
— 🛠️ This is a trend-following signal and analysis tool , not an automated trading bot. It provides adaptive trend detection, liquidity context, order block zones, and signal quality grading — trade decisions remain yours.
— 🌐 Works on all markets and timeframes. Volume features auto-adapt to instruments without volume data (OBV and volume delta show "N/A"). Indicator
AG Pro KAMA Efficiency Zones [AGPro Series]AG Pro KAMA Efficiency Zones
Overview
KAMA stands for Kaufman’s Adaptive Moving Average.
AG Pro KAMA Efficiency Zones is built around KAMA not as a simple trend-following line, but as an adaptive market reference for evaluating how efficiently price is moving. Instead of focusing only on direction, the script is designed to classify the quality of directional travel and separate cleaner movement from noisier, lower-clarity conditions.
The core idea is straightforward: markets do not move with the same quality all the time. Some phases show relatively efficient directional travel where price stays organized around an adaptive path. Other phases become mixed, unstable, or reversion-prone, where direction weakens and noise becomes more dominant. This script is designed to map those changes visually through adaptive KAMA-based zones, state labels, and a compact panel that summarizes the current condition.
This makes the tool structurally different from a basic moving average overlay. The objective is not to present KAMA as a one-line signal source. The objective is to use KAMA as the center of a state engine that helps users distinguish efficient trend phases from transitional or noisy environments.
What this script does
AG Pro KAMA Efficiency Zones evaluates price behavior around a Kaufman’s Adaptive Moving Average and organizes that behavior into visual market states. It does this by combining adaptive smoothing, slope behavior, distance from KAMA, and persistence around the KAMA path.
The result is a chart framework that can help answer questions such as:
• Is price moving in an efficient bullish or bearish path?
• Is the market entering a mixed transition phase?
• Has movement quality deteriorated into a noisier reversion-prone environment?
• Is the adaptive path becoming stronger, weaker, or less stable?
By turning those questions into zones and state-based chart feedback, the script aims to improve context rather than replace judgment.
Unique edge
The distinguishing feature of this script is that it does not treat KAMA as a standard moving average. Instead, it uses KAMA as the center of a layered efficiency model.
That model focuses on the quality of movement, not just the existence of movement.
Many tools emphasize momentum, volatility, volume pressure, or overbought/oversold conditions. This script is designed for a different purpose. It is a movement-quality map. It attempts to show whether price is traveling in a relatively efficient path or whether that path is degrading into a noisier condition where directional clarity may be weaker.
This means the script is less about predicting a move and more about classifying the environment in which a move is taking place.
How it works
The script begins with KAMA, or Kaufman’s Adaptive Moving Average. KAMA is useful because it adapts its responsiveness according to market behavior. In cleaner directional phases it can respond more quickly, while in noisier phases it can become more conservative. That makes it a practical centerline for an efficiency-based state model.
On top of KAMA, the script evaluates several components:
1. Efficiency behavior
The script measures how directly price is moving relative to its recent path. This helps estimate whether price action is acting efficiently or becoming more erratic.
2. KAMA slope behavior
The slope of KAMA is normalized so that directional angle can be evaluated in a more consistent way. Stronger and more persistent slope behavior supports higher-quality trend classifications.
3. Price-to-KAMA relationship
Price position around KAMA helps determine whether movement is aligned with the adaptive path or drifting around it without clear structure.
4. Persistence
The script also looks at how consistently price remains on one side of KAMA. That persistence can help distinguish a more stable move from a weaker and less durable one.
These components are blended into a composite efficiency model that drives the active state and the corresponding visual zone.
States and zones
The script classifies market behavior into four main states:
Efficient Bull Trend
This state reflects a comparatively organized bullish environment where price and adaptive slope are aligned in a cleaner upward path.
Efficient Bear Trend
This state reflects a comparatively organized bearish environment where price and adaptive slope are aligned in a cleaner downward path.
Transition
This is a mixed condition. Direction may be weakening, changing, or failing to achieve the quality required for an efficient trend classification.
Noise / Reversion
This state reflects lower movement quality, weaker slope behavior, or a more unstable relationship between price and the adaptive path.
The visual zone structure is designed to reinforce those classifications on the chart. Instead of using only one line, the script builds layered KAMA-centered bands so the user can read not only direction, but also how structured or fragile the current condition may be.
How to read the chart
The KAMA line is the adaptive spine of the script.
The outer and inner bands represent zone structure around that adaptive path. In stronger trend states, the script increases the visual emphasis of the KAMA path and its supporting zone layers. In weaker or more mixed conditions, the script softens those visuals and allows the chart to communicate reduced clarity.
State labels appear when the script confirms a meaningful shift in condition. These labels are intended to highlight a change in market state, not to promise a trade outcome.
The on-chart panel summarizes the active reading using fields such as State, Efficiency, Score Band, Adaptive Bias, Active Zone, and Stability. This gives the user a compact interpretation layer without requiring every decision to be made directly from raw chart inspection.
Key inputs
KAMA Efficiency Length
Controls the lookback used in the KAMA efficiency logic. Lower values react faster. Higher values smooth more noise.
KAMA Fast Response and KAMA Slow Response
Define the adaptive responsiveness range of the KAMA engine.
ATR Length
Used to normalize slope and distance so the tool behaves more consistently across different symbols and volatility conditions.
KAMA Slope Lookback
Controls how the script measures directional slope over time.
Persistence Length
Influences how much consistency price must show around KAMA before a move is treated as more structured.
Efficient Trend Threshold and Noise Threshold
These thresholds help determine when the model classifies a move as higher quality or lower quality.
Zone Band ATR Width
Adjusts the width of the adaptive visual zone.
State Hold Bars
Helps reduce rapid state flipping by requiring a condition to persist before the active state changes.
Panel Font Size and Label Size
Allow visual customization for different chart layouts and monitor sizes.
Alerts
The script includes state-oriented alerts intended to notify the user when market condition changes. These are designed around state transitions and movement-quality shifts rather than promotional “buy now” style messaging.
Examples include bullish and bearish efficiency shifts, transition detection, noise-zone detection, efficiency recovery, efficiency breakdown, and trend strengthening.
Alerts should be interpreted as contextual information. They are intended to support review and analysis, not to function as a standalone decision system.
What this script is not
This script is not a guarantee engine.
It does not predict future price with certainty.
It does not eliminate risk.
It is not a substitute for broader market structure analysis, execution planning, or risk management.
It should not be treated as a self-sufficient entry/exit system without additional confirmation and user judgment.
Limitations and transparency
All adaptive models are sensitive to parameter choices. Changing responsiveness, thresholds, smoothing, or persistence settings can materially affect the way states appear on the chart.
Because the script is state-based, some shifts will naturally occur after the earliest turning point in price. That is part of the tradeoff involved in using confirmation and persistence to reduce noise.
In highly erratic or news-driven conditions, classification can also become less stable. During those periods, transition or noise-oriented readings may occur more often, and users should interpret the visual output in that context.
The script is best viewed as an analytical framework for movement quality and adaptive context, not as a promise of directional success.
Practical use cases
Users may find the script useful for:
• separating cleaner trend phases from mixed or unstable phases
• filtering chart environments before applying another workflow
• evaluating whether direction is gaining or losing efficiency
• adding adaptive context to discretionary analysis
• comparing how different symbols behave around a KAMA-centered efficiency structure
Risk disclosure
This script is for analytical and educational use. It does not provide financial advice, investment advice, or guaranteed outcomes. Market conditions can change quickly, and any indicator can produce false, delayed, or incomplete signals. Users remain responsible for their own decisions, validation process, and risk management.
In short, AG Pro KAMA Efficiency Zones is designed to help read the quality of movement, not just the direction of movement. It uses KAMA as an adaptive reference point and converts that reference into a structured zone and state model so users can assess whether price behavior appears efficient, transitional, or noisy.
Indicator
PrecisionAlgoGuardPrecisionAlgoGuard is a market condition and trap-related behavior framework that evaluates the current market environment before directional bias is applied. Rather than generating entry or exit signals, the model analyzes structural quality and participation to classify whether conditions are clean, unstable, or cautionary.
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HOW IT WORKS
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The model evaluates each bar through a set of structural and participation-based checks, producing a condition score from 0 to 100. Higher scores reflect cleaner, more participation-supported conditions, while lower scores reflect increased noise, instability, or structural inefficiency.
The condition score is derived from a weighted model combining multiple structural and participation-based factors. Thresholds and penalty values are calibrated to reflect relative changes in market behavior rather than fixed universal standards.
The following conditions are evaluated independently and contribute to the score:
• VWAP Pinning — Evaluates when price repeatedly stalls near VWAP with compressed range and body structure, indicating reduced directional conviction.
• Wick Trap / Sweep — Highlights conditions where price briefly exceeds a recent swing high or low but fails to hold, closing back within range with a pronounced wick.
• Failed Breakout — Evaluates when price moves beyond a recent structure level without sufficient participation or range expansion, then fails to maintain that level.
• Absorption — Highlights when elevated volume occurs within a compressed range with a mid-bar close, suggesting supply or demand is being absorbed rather than driving price.
• Churn / Wash — Evaluates periods of elevated cumulative volume over multiple bars that result in limited net price movement.
• Low Volatility Compression — Uses ATR percentile rank to identify when current volatility is within the lower range of recent activity.
• Squeeze Pressure — Highlights sustained directional closes with increasing volume and shallow pullbacks, indicating potential directional pressure building.
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CONDITION STATES
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Based on the score and active conditions, the model classifies the environment into one of five states:
• Elevated Risk Conditions — Absorption or failed breakout conditions are present, or the score is critically low.
• Caution — One or more warning conditions are active, or the score has declined into a cautionary range.
• Long Bias Active — Conditions are favorable and a majority of directional factors align on the bullish side.
• Short Bias Active — Conditions are favorable and a majority of directional factors align on the bearish side.
• Neutral Conditions — Conditions are favorable, but directional factors are mixed or inconclusive.
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HOW TO USE
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Use the condition score and state classification to assess the current market environment before forming a directional view. Elevated Risk and Caution states may reflect unstable or low-quality conditions, while bias states reflect alignment across multiple factors when conditions are more favorable.
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ADAPTIVE BEHAVIOR TUNING
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Internal thresholds automatically adjust based on instrument type and market-cap profile. The same script responds differently on a nano-cap momentum stock, a large-cap equity, an ETF, or a crypto chart without requiring manual retuning.
Supported tiers: Nano Cap, Micro Cap, Small Cap, Mid Cap, Large Cap, ETF, Crypto.
ETF profiles apply tighter structure requirements and higher participation thresholds. Crypto profiles apply wider volatility tolerance and softer sensitivity to structural noise. Auto-detection is enabled by default, with manual override available in settings.
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DISPLAY
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The overlay label displays the condition score, active state, detection tags, bull/bear factor counts, and detected instrument tier. Label position, font size, candle highlighting, and bar coloring are configurable.
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ALERTS
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Alert conditions are available for state transitions and individual condition triggers, including Elevated Risk Conditions, Caution, Absorption, Failed Breakout, Wick Trap, Churn, Squeeze, Long Bias Active, and Short Bias Active.
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IMPORTANT
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PrecisionAlgoGuard is designed to provide market context, not trading signals or recommendations. Condition states are descriptive and may update in real time as new bars develop. This script is provided for educational and informational purposes only and does not constitute financial advice. Always perform your own analysis before making trading decisions. Indicator
Indicator
Multi-Asset SuperTrend Map [BigBeluga]🔵 OVERVIEW
Multi-Asset SuperTrend Map is a comparative market-structure visualization tool that displays multiple assets side-by-side using a unified SuperTrend framework.
Instead of switching charts or stacking indicators, this tool compresses several markets into a single view, allowing traders to instantly assess trend direction, volatility alignment, and volume pressure across assets.
Each asset is reconstructed as a scaled synthetic candle stream, aligned to the current chart’s volatility, and overlaid with its own SuperTrend logic.
🔵 CORE CONCEPT
SuperTrend as Regime Filter — Each asset uses the same ATR-based SuperTrend logic to determine bullish or bearish state.
Volatility Normalization — Assets are scaled using ATR ratios so high-price and low-price symbols can be compared visually on one chart.
Synchronized Time Axis — All assets are plotted on the current chart timeframe, enabling true bar-to-bar comparison.
Trend + Delta Context — In addition to trend direction, the indicator aggregates directional volume (delta) to reveal participation strength.
🔵 CALCULATION & LOGIC
1. SuperTrend Engine
The indicator uses PulseWire’s native SuperTrend calculation:
= ta.supertrend(factor, atrPeriod)
ATR Length controls volatility smoothing.
ATR Factor defines band width and trend sensitivity.
Trend direction is binary:
Bullish when price is above the SuperTrend line.
Bearish when price is below the SuperTrend line.
2. Multi-Asset Scaling Logic
Each external symbol is fetched using request.security() .
ATR is calculated both on the chart symbol and the external symbol.
A scaling coefficient is derived:
chart ATR ÷ symbol ATR
// --- compute scale factor on SAME timeframe
atrChart = ta.atr(200)
atrSym2 = request.security(sym, timeframe.period, ta.atr(200))
k = atrSym2 != 0.0 ? atrChart / atrSym2 : 1.0
All OHLC values are remapped so different assets share a comparable vertical range.
3. Synthetic Candle Reconstruction
Each asset is redrawn using:
Vertical lines for wicks
Thick lines for candle bodies
Candle color logic:
Trend-based (SuperTrend direction) if enabled
Otherwise standard bullish/bearish candle logic
4. SuperTrend Mapping
The SuperTrend line for each asset is remapped and drawn as a polyline.
This allows trend curvature and regime shifts to be compared visually across symbols.
5. Delta Volume Aggregation
Directional volume is accumulated:
Volume added when close > open
Volume subtracted when close < open
Delta is displayed per asset, showing whether bullish or bearish participation dominates.
🔵 VISUAL STRUCTURE
Each asset is wrapped inside a bounding box representing its full recent range.
Background color reflects current trend direction (bullish or bearish).
Asset label displays:
Symbol name
Current price
Trend direction arrow (▲ / ▼)
Delta volume is displayed beneath the asset block for flow context.
⚠️MARKET SESSION BEHAVIOR
On lower timeframes (e.g. 1m–12h), traditional stock markets are closed during weekends .
During these periods, price data may appear as flat or static candles with minimal or no movement.
This is expected behavior and reflects the absence of active trading, not a calculation error.
Crypto markets remain unaffected and continue updating normally.
🔵 HOW TO USE
Compare trend alignment across correlated markets (e.g., BTC vs ETH).
Identify relative strength when one asset trends while others stall.
Use delta volume to confirm whether trends are supported by participation.
Spot early divergence when price trends align but delta disagrees.
Combine with higher-timeframe structure or liquidity tools for execution.
🔵 CONCLUSION
Multi-Asset SuperTrend Map transforms SuperTrend from a single-market indicator into a cross-market decision framework .
By normalizing volatility, synchronizing time, and adding volume delta context, it enables traders to evaluate trend quality, alignment, and participation across assets — all from one chart.
This makes it especially powerful for crypto pairs, index baskets, and correlated markets where relative behavior matters as much as absolute price direction. Indicator
AG Pro VWMA Dislocation Map [AGPro Series]AG Pro VWMA Dislocation Map
OVERVIEW
AG Pro VWMA Dislocation Map is a state-based charting tool designed to measure how far price is trading from its volume-weighted mean, how persistent that displacement has become, and whether the move is still expanding or beginning to normalize.
This script is built around a simple but often underexplored idea: distance from a moving average is not equally meaningful in all situations. A small deviation can matter when it is persistent and building under directional participation, while a larger deviation can become less informative when the move is already mature and beginning to contract. Instead of treating every separation from the mean as identical, this script organizes that behavior into a structured framework.
The result is a visual map centered on VWMA behavior rather than a classic crossover model. The goal is not to guess tops or bottoms, and it is not to replace broader market structure analysis. The goal is to help the user read displacement quality, persistence, and normalization pressure around a volume-weighted equilibrium reference.
This makes the script useful in two very different but related contexts. In intraday use, it can help identify when a move is still building away from the mean versus when extension may already be mature. In swing use, it can help frame whether price is holding a healthy distance from its weighted mean or rotating back toward equilibrium.
WHAT MAKES IT DIFFERENT
This script is not presented as “another moving average” and it is not intended to function as a simple VWMA trend filter. Its design focus is the behavior around VWMA, not the line by itself.
The main distinction is the state model. Instead of reducing the chart to a binary above/below interpretation, the script tracks whether displacement is mild, active, persistent, extended, overextended, re-approaching, or rebalanced. That adds context to moves that may otherwise look similar at first glance but are materially different in maturity and behavior.
A second distinction is normalization. Raw distance in price units can be misleading across different symbols, different volatility conditions, and different phases of the same market. For that reason, the script evaluates displacement relative to a normalization unit rather than using absolute price distance alone. This is intended to make the map more comparable and more structurally meaningful.
A third distinction is presentation. The indicator is designed as a chart-reading framework, with a central weighted-mean structure, layered displacement bands, background state context, a last-bar state label, and a compact information panel. The output is meant to be descriptive and contextual rather than promotional or predictive.
METHODOLOGY
The script begins with a VWMA reference built from user-defined length and source settings. Around that reference, it measures normalized price displacement. The normalization can be based on ATR, standard deviation, or a hybrid approach, depending on the selected mode.
From there, the script derives several internal components:
1. Distance
This reflects how far price is trading from the VWMA after normalization. The purpose is to measure relative displacement rather than raw tick or point difference.
2. Persistence
This tracks how long the current directional displacement has remained active. A move that has stayed consistently above or below the weighted mean for multiple bars may carry a different interpretation than a one-bar separation.
3. Expansion
This evaluates whether the displacement is still building. Rising displacement can indicate that price is not merely away from the mean, but continuing to separate from it.
4. Normalization
This evaluates whether the displacement is beginning to contract toward the mean. It does not forecast reversal by itself. It is intended to show whether the existing separation is losing expansion pressure and moving into a more balanced phase.
5. Regime
The script also classifies contextual slope behavior into a simplified regime reading. This is not meant to be a full market regime engine. It is a compact contextual aid for distinguishing broader trend-like conditions from quieter or more balanced environments.
These components feed the state engine and the panel metrics. The result is not a claim of certainty, but a structured way to read where price is operating relative to a volume-weighted center.
STATE MODEL
The indicator organizes behavior into discrete chart states. These states are designed for interpretation, not for deterministic outcome prediction.
Balanced
Price is trading close to the VWMA and displacement is limited.
Early Dislocation
Price is beginning to separate from the weighted mean, but the move is still in an early stage.
Persistent Dislocation
Distance is no longer only emerging; it has remained active for a more sustained period.
Extended
The move has reached a stronger separation from the mean and may require more caution in interpretation.
Overextended
Displacement is extreme relative to the current normalization model. This does not mean price must reverse immediately. It indicates an elevated extension condition.
Re-approaching
Distance is beginning to contract and the move may be rotating back toward VWMA equilibrium.
Rebalanced
Price has moved back toward the mean after a prior displacement phase.
The practical value of this model is that it helps separate fresh movement from mature movement. Two charts can both be above VWMA, but one may be in an early building phase while another may already be extended and normalizing.
HOW TO READ THE PANEL
The information panel is designed to provide a quick summary of the current state without overwhelming the chart.
Score
A composite reading of displacement behavior. This is a contextual score, not a performance metric and not a probability estimate.
Bias
A directional summary based on price relative to VWMA.
Regime
A simplified context tag derived from the weighted-mean behavior.
Distance
The current normalized displacement from VWMA.
Persistence
The number of bars associated with the current directional displacement run.
Normalization
A compact measure of contraction pressure toward the weighted mean.
Footer interpretation
A short descriptive line showing the current qualitative state context and whether displacement is expanding or contracting.
The panel is intended to summarize current conditions, not to replace full chart reading.
VISUAL STRUCTURE
The chart output is designed to be read in layers.
The central weighted-mean structure provides the equilibrium reference.
The inner visual structure highlights the core region around VWMA.
The displacement bands expand outward to show increasingly stretched conditions relative to the normalization thresholds.
The background tint provides a broad state cue so users can quickly identify periods of balance, active displacement, or higher extension.
The last-bar state label is included to make the current state readable at a glance without scanning the full panel.
This layered design is intentional. It allows the script to remain visually expressive while still communicating a hierarchy: center, displacement, extension, and normalization.
HOW THIS TOOL MAY BE USED
Some users may apply the script as a continuation context tool. In that workflow, the focus is less on exact entries and more on whether a move is still developing in a healthy way away from the weighted mean.
Some users may apply it as an extension-awareness tool. In that workflow, the purpose is to identify when a move may already be mature and when aggressive continuation assumptions deserve more caution.
Others may use it as a mean-normalization context tool. In that workflow, the interest is not whether price is simply above or below VWMA, but whether the separation is holding, expanding, or rotating back toward equilibrium.
Because of this flexibility, the script is not restricted to one market style. It can be used as an analytical overlay in trending markets, in rotational conditions, or as part of a broader discretionary review process.
SIGNALS AND ALERTS
The script includes alerts tied to state transitions and context changes. These alerts are descriptive events based on the model, not trade promises.
Persistent Dislocation
Triggers when the script enters the Persistent Dislocation state.
Extended
Triggers when the script enters the Extended state.
Overextended
Triggers when the script enters the Overextended state.
Re-approaching
Triggers when the script enters the Re-approaching state.
Rebalanced
Triggers when price rotates back toward the weighted mean after prior displacement.
Score Threshold Cross
Triggers when the composite score crosses above the user-defined threshold.
Bias Flip
Triggers when directional bias flips across VWMA.
These alerts are intended to support monitoring and workflow organization. They should be interpreted in the context of the broader chart.
KEY INPUTS
VWMA Length
Controls the length of the volume-weighted mean.
Normalization Mode
Selects whether normalized displacement is built from ATR, standard deviation, or a hybrid of the two.
Normalization Length
Controls the lookback used in the normalization engine.
Distance Smoothing
Adjusts smoothing applied to the displacement behavior.
Regime Lookback
Controls the lookback used in the regime context calculation.
State Thresholds
Define how mild, active, strong, and extreme displacement are classified.
Persistence Confirmation Bars
Helps distinguish brief separation from more sustained displacement.
Re-Approach Confirmation Bars
Controls how quickly the script recognizes contraction back toward the mean.
Visual Settings
Allow the user to manage bands, background context, VWMA visibility, line strength, opacity behavior, and label placement.
Panel Settings
Allow layout, position, theme, and text sizing adjustments.
The script is intended to be configurable so the same framework can be adapted to different symbols and timeframes without changing its core logic.
LIMITATIONS AND TRANSPARENCY
This script does not predict future price direction.
It is not a standalone trading system, not an execution engine, and not a substitute for full chart analysis.
A strong displacement can remain strong for longer than expected. An overextended reading does not guarantee immediate reversal. A re-approaching or rebalanced state does not guarantee that a larger directional move has ended.
Like any normalized framework, the output depends on the settings chosen by the user. Different symbols, timeframes, volatility environments, and threshold selections can meaningfully change the visual behavior and state classification.
The script should be understood as a descriptive map around a volume-weighted mean, not as a promise of edge by itself.
RISK DISCLOSURE
This indicator is for analytical and educational charting use only.
It does not provide financial advice, investment advice, or guaranteed outcomes.
All trading and investing involve risk. Users should evaluate any signal, state change, or alert in the context of their own process, market conditions, risk controls, and independent judgment.
AG Pro VWMA Dislocation Map is designed to help structure interpretation around VWMA displacement behavior. It is not designed to remove uncertainty from markets, and it should not be used as the sole basis for financial decisions.
Indicator
AG Pro CCI Reversion Quality [AGPro Series]AG Pro CCI Reversion Quality
Overview
AG Pro CCI Reversion Quality is a chart-based analysis framework designed to evaluate the quality of potential mean reversion conditions after meaningful CCI displacement. The script is not built around the simplistic idea that every overextended reading should immediately reverse. Instead, it focuses on whether a stretch condition begins to mature into a more structured, readable, and context-aware reversion environment.
The core objective is to separate raw CCI extremes from higher-quality reversion candidates. In many conventional oscillator workflows, a high positive or negative CCI reading is treated as a direct trigger. This script does not follow that approach. A strong stretch may still reflect healthy continuation, trend persistence, or unstable counter-trend conditions. For that reason, the script evaluates the quality of the reversion setup rather than the existence of a threshold breach alone.
The indicator is built for users who want a more selective framework around mean reversion. It examines whether price has deviated enough from an EMA-based reference mean, whether the reversion path remains meaningful, whether trend pressure is working against the setup, and whether recent structure suggests a cleaner or more crowded return path. The output is a contextual quality view rather than a one-dimensional overbought or oversold label.
This means the script should be understood as a decision-support tool for chart study and workflow organization. It is intended to help users distinguish between conditions that are immature, weak, blocked, developing, or stronger within a mean reversion context. It does not guarantee that price will reverse, and it does not assume that every stretch condition deserves a fade.
What the script does
The script monitors CCI displacement and then evaluates whether that displacement is beginning to convert into a more credible reversion environment. In practical terms, the workflow asks a sequence of questions. First, is there a meaningful stretch? Second, is the move beginning to lose directional quality or show reversion readiness? Third, is there enough room back toward the mean to matter? Fourth, is dominant trend pressure still strong enough to reduce the attractiveness of fading the move? Fifth, is nearby structure relatively clean, or is the path crowded by congestion and repeated mean interaction?
By combining those layers, the script attempts to reduce the noise associated with raw oscillator threshold logic. A positive stretch does not automatically imply a short setup. A negative stretch does not automatically imply a long setup. The script instead checks whether the overall reversion context is becoming more coherent.
This framework can be useful in discretionary workflows where users want to prioritize cleaner mean reversion candidates over mechanically reacting to every extreme oscillator reading. It is also useful for users who prefer a visual structure that summarizes context rather than one that continuously emits aggressive directional prompts.
Unique edge
The unique edge of this script is that it treats CCI as the starting point of the analysis, not the end point. Many oscillator-based studies stop at the detection of an extreme value. AG Pro CCI Reversion Quality continues beyond that stage and asks whether the extreme is maturing into a higher-quality reversion environment.
This makes the tool different from a basic CCI threshold script, a classic overbought/oversold marker, or a simple cross-based reversal detector. The script is not designed to label every extreme. It is designed to grade the environment around the extreme.
The indicator also keeps a clear distinction between stretch direction and stretch intensity. A market may be in a positive stretch or a negative stretch, but the degree of that stretch can still vary between mild, extended, and extreme conditions. In parallel, the script separately estimates reversion quality, trend pressure against the reversion idea, distance back to the reference mean, and structural friction. This multi-layered structure is meant to help users avoid treating all extreme readings as equivalent.
Another important difference is that the script explicitly accounts for context that can weaken a counter-trend reversion idea. Strong directional pressure, repeated interactions with the mean, and crowded local structure can all reduce the clarity of a fade. Instead of ignoring those conditions, the model reflects them in the displayed quality state.
Methodology
The script begins with a CCI calculation and identifies whether price is in a neutral regime, a positive stretch regime, or a negative stretch regime. It then classifies stretch intensity according to threshold-based displacement logic. The purpose of this stage is to define whether the market is extended enough for reversion analysis to become relevant.
From there, the indicator evaluates reversion readiness. This layer looks for signs that the stretch may be beginning to lose directional quality. Rather than relying on one isolated condition, the readiness component blends several pieces of information, such as directional change in CCI behavior, body structure, wick behavior, and simple stalling characteristics. This is meant to produce a broader view of whether reversion conditions are starting to organize.
The model then evaluates distance to mean. This matters because a reversion concept is less meaningful if price is already too close to the reference mean, while a more meaningful opportunity may exist when displacement remains materially extended. The reference anchor used here is an EMA-based mean, and the script also visualizes an ATR-based reversion zone around that mean.
Trend pressure is treated as a separate contextual penalty. This is a key design choice. A mean reversion idea that opposes strong directional pressure may be materially weaker than a similar stretch in a less forceful trend environment. The script therefore estimates how much prevailing directional pressure works against the reversion idea and reduces the effective quality view accordingly.
Structure friction is also included. This component is intended to reflect whether the recent path is relatively clean or crowded. Repeated interaction with the mean, compression, and congestion can reduce the clarity of a reversion path. Instead of assuming that all distance from the mean is equally attractive, the script attempts to reflect when the path back toward the mean is noisy or structurally inefficient.
All of these elements are combined into a composite Reversion Quality view. The final output is then expressed through panel information, chart labels, the zone display, and state logic.
State model
The state model is intentionally selective. It is meant to help users read context, not flood the chart with constant directional calls.
NEUTRAL indicates that there is no active stretch regime currently qualifying for reversion analysis.
WATCH indicates that a stretch exists and some reversion characteristics are forming, but the overall quality remains in an earlier or less mature stage.
READY indicates that the reversion quality has advanced enough to meet the preferred threshold defined by the user inputs. This does not imply certainty or guaranteed reversal. It simply means that the model sees a stronger monitored reversion context than it did at lower-quality states.
WEAK indicates that a stretch may exist, but the quality remains below the preferred threshold. This state is intentionally treated with caution.
BLOCKED indicates that the environment is materially impaired by elevated opposing pressure or structural friction. In other words, the stretch may exist, but the model does not consider the reversion context clean enough.
These states are designed to provide a workflow hierarchy rather than a promise hierarchy. The purpose is to help users prioritize and interpret, not to replace judgment.
Visual structure
The reference mean is displayed as an EMA-based mean line. Around it, the script plots an ATR-based reversion zone. This zone is intended to help users see the region surrounding the mean that is being used as the reversion anchor. The zone becomes more visually expressive when an active stretch context is present and more neutral when no active stretch is in focus.
The on-chart labels are designed to show the dominant local state when relevant. Depending on user settings, the script can display WATCH, READY, BLOCKED, and optionally WEAK labels. The label system is filtered by spacing logic so the chart remains more readable and does not endlessly repeat the same message on adjacent bars.
The information panel summarizes the active context. It is designed to show state, current reversion side, stretch direction, stretch intensity, reversion quality, trend pressure versus reversion, distance to mean, structure friction, setup bias, and a short risk note. The panel can also be repositioned from the settings, allowing the user to adapt placement to chart layout and personal preference.
The chart guide labels are included to make the mean and zone easier to identify visually. Their role is descriptive, not predictive.
Signals and alerts
The alert structure is built around monitored reversion states rather than trading promises. The available alert conditions include Ready Long Reversion, Ready Short Reversion, Watch Long Reversion, Watch Short Reversion, Reversion Quality Upgrade, and Reversion Quality Breakdown.
These alerts are designed to notify the user that the modeled reversion environment is changing. They should not be interpreted as guaranteed turning points. The script does not know future price behavior and does not claim to identify all reversals. It only identifies conditions that fit its internal reversion-quality logic.
Because different assets, sessions, and volatility structures behave differently, users should always validate whether the alert behavior matches their own chart-reading process and timeframe preference.
Key inputs
The script includes inputs for CCI length, reference mean length, multiple stretch thresholds, READY and WATCH thresholds, trend pressure filter strength, structure friction lookback, reversion zone width, label spacing, background highlight transparency, and visual display controls.
These inputs are intended to let users adapt the framework to different instruments and chart conditions. The script is not presented as universally optimal out of the box for all markets or all styles. Some users may prefer a more selective threshold structure, while others may prefer earlier WATCH states. Similarly, different assets may respond differently to the same mean length or zone width.
The visual controls are included to help users keep the chart readable. Users can enable or disable signal labels, WATCH labels, WEAK labels, background highlights, guide labels, and the information panel. Label size and panel text size are also configurable.
How to interpret the tool
A useful way to interpret the script is to think of it as a contextual filter around reversion conditions. A high stretch value alone is not enough. The quality concept becomes more meaningful when stretch, readiness, distance to mean, and contextual penalties begin to align.
If the script is neutral, it is signaling that no active stretch regime is currently in focus. If it is in WATCH, the script sees an emerging reversion environment, but one that may still be early or incomplete. If it reaches READY, the model is identifying a stronger monitored reversion context according to its current thresholds. If the state is BLOCKED, the model is emphasizing that pressure or structure is reducing the attractiveness of the reversion idea.
The panel is especially helpful for separating why a setup is weak. In some cases, quality may be limited because distance to mean is too thin. In other cases, trend pressure may still be high. In others, structure friction may be elevated even if displacement exists. This decomposition is intentional because it gives the user a more transparent framework than a single opaque signal.
What this script is not
This script is not a simple CCI threshold indicator. It is not designed to mark every move above or below a fixed level as a reversal opportunity.
It is not a guaranteed turning-point detector. Markets can remain extended for longer than expected, and strong trends can continue even after oscillator readings become extreme.
It is not a standalone execution system. The script does not account for all trade management variables, liquidity considerations, news catalysts, slippage, or user-specific risk parameters.
It is not a substitute for independent chart reading. It is intended to support analysis, not replace it.
Limitations and transparency
Like any chart-based model, this script has limitations. CCI extremes can persist, and a stretch can remain extended longer than a reversion-focused framework may prefer. In strong continuation phases, what appears to be a mature stretch can still fail to revert meaningfully.
The reversion-quality approach is also sensitive to the interaction between volatility, price structure, and trend behavior. Different markets can produce different behavior profiles. A configuration that feels balanced on one asset or timeframe may feel too early or too conservative on another.
The structure friction layer is an estimate, not an objective statement of future path quality. The trend pressure component is likewise a contextual model, not a certainty model. The script uses observable chart information to organize conditions, but it does not predict future order flow.
Users should also understand that visualization choices are meant to improve readability, not imply certainty. The mean line, reversion zone, state labels, and background highlights are interpretive aids.
Risk disclosure
This script is provided for chart analysis, research, and workflow support. It does not provide financial, investment, legal, or tax advice. Nothing displayed by the script should be interpreted as a promise of outcome or a guarantee of reversal.
All markets involve risk. Mean reversion concepts can fail, continuation can persist, and volatility conditions can change rapidly. Users should apply independent judgment, appropriate risk controls, and broader market context before acting on any chart-based interpretation.
The script should be used as one analytical layer among many, not as a self-sufficient decision engine.
Summary
AG Pro CCI Reversion Quality is a selective mean reversion quality framework built around CCI displacement, EMA-based mean reference logic, distance-to-mean context, trend pressure, and structure friction. Its purpose is not to say that every extreme should fade. Its purpose is to help identify when an extreme begins to organize into a more structured reversion environment.
The model is intended for users who want a cleaner, more context-aware interpretation of stretch conditions than a traditional threshold-only oscillator can provide. By separating stretch direction, stretch intensity, reversion quality, and contextual penalties, the script aims to make mean reversion analysis more structured, more transparent, and more selective.
Indicator
Trader in War(By Vahid.Jz)IR EnTrader in War (By Vahid.Jz) IR - Professional Trading Assistant
🎉 The first Persian indicator on PulseWire, released for free to celebrate my daughter's (Atena / Avina) birthday. 🎉
First in corona, next in war...
Trading Assistant (by Vahid.Jz) is an all-in-one professional tool designed to simplify market analysis and improve trading accuracy. It serves as an intelligent trading companion.
Key Features:
Advanced Market Structure Analysis
Multi-Timeframe “Third Eye” Trend Overview
Professional Order Blocks (Supply & Demand) Detection
Fair Value Gaps (FVG) Identification
Powerful Divergence Detector
Neo Elliott Wave Labeling
Highly Customizable Alerts System
Sections & Inputs Guide:
1. Trading Assistant (Range / Consolidation Zones)
Main activation switch. When turned on, it enables all visual signals, labels, and alerts. Optimized especially for range-bound and consolidation markets.
2. Market Structure
Mid-term: Controls swing-level structure display (All, Shift, Sharp Shift, Momentum, None).
Short-term / Range Zones: Manages internal structure behavior.
Third Eye: Shows market structure trend direction (Bullish or Bearish) across 7 timeframes (5m to 1W).
3. Order Blocks (Supply / Demand)
Show Max Zones: Sets the maximum number of visible Order Blocks.
Show Strongest Zones Only: Displays only the highest volume percentage zones.
Timeframe: Selects the calculation timeframe for Order Blocks.
Text Size: Adjusts the size of volume text on the zones.
4. Unfilled Gaps (FVG)
Hidden Gaps: Enables display of hidden Fair Value Gaps.
Timeframe: Selects the timeframe used for FVG detection.
Max Gaps: Maximum number of gaps to keep on the chart.
Max Gap Range: Maximum bar distance for valid gaps.
5. Advanced Ichimoku
Activates the enhanced Ichimoku Cloud with multi-timeframe capability, including Tenkan-sen, Kijun-sen, Chikou Span, and Senkou Spans.
6. Neo Elliott Waves
Show Wave Labeling: Automatically detects and labels Elliott Wave patterns (a, b, c).
Show Invalid Waves: Option to display broken or invalidated wave structures.
7. Divergence Detector
Advanced divergence detection using multiple oscillators.
Includes several signal types: Custom Divergence, Volume Divergence, Hidden Gap Divergence, Divergence in Trend, and Inverse Trend Divergence.
8. Smart Signals
Section for enabling and filtering different signal combinations with confirmation options (Ichimoku Cloud or Tenkan/Kijun).
9. Alerts
Fully customizable alert system covering structure changes, Order Block touches, strongest zones, Fair Value Gaps, and Elliott Wave detections.
Developed with love by Vahid.Jz — Trader and Pine Script enthusiast with over 10 years of real-market experience.
“Trading is not a destination; it’s the journey — a path of learning, growth, and experience.”
Final Message:
If this indicator helps you trade better and protects you from losses, please share it with your friends and fellow traders.
The more people use professional tools, the fewer losses they will suffer in the market.
Your support and sharing motivate me to release more hidden and powerful versions in the future.
Thank you for being part of this journey. Indicator
TTT - Trend Identification Moving AveragesWhat This Indicator Does
This indicator is designed to help traders identify and stay aligned with the dominant market trend by combining multiple moving averages with volume analysis. It provides a structured framework to evaluate trend direction, momentum, and participation—without relying on news, fundamentals, or opinions.
The Philosophy Behind It
Markets move in trends—and those trends tend to persist far longer than most investors expect. The biggest mistake traders make is trying to predict reversals instead of recognizing and following the current trend.
This tool is built on a simple principle: Trade with the trend, not against it.
As outlined in Technical Trading Mastery, price action reflects all known information, often reversing well before economic data or news confirms the move . By focusing on price and trend structure, traders can position themselves on the right side of the market rather than reacting emotionally.
How It Works
1. Multi-Timeframe Trend Structure
This indicator uses a combination of short-, intermediate-, and long-term moving averages:
5 EMA → Short-term momentum
20 EMA → Near-term trend direction
50 EMA → Intermediate trend
150 SMA → Long-term market direction
These averages act as dynamic support and resistance levels while also defining trend alignment .
2. Trend Confirmation Logic
The relationship between moving averages helps define market conditions:
- When shorter-term averages are above longer-term averages → Uptrend
- When shorter-term averages fall below longer-term averages → Downtrend
- When averages compress or move sideways → Consolidation / indecision
A key concept:
- When the 50 EMA is above the 150 SMA, the market is considered in a healthy uptrend
- When the 50 EMA falls below the 150 SMA, it signals a potential shift to a bearish environment
This provides a clear, rules-based way to stay aligned with the dominant trend.
3. Entry & Pullback Context
Trends do not move in straight lines—they move in waves. Price will naturally pull back toward moving averages during trends.
These areas can act as:
- Support in uptrends
- Resistance in downtrends
This allows traders to evaluate whether price is:
- Extending (higher risk)
- Pulling back (potential opportunity)
- Breaking trend (potential warning)
4. Volume as Participation Insight
Volume is displayed to provide context behind price movement.
- Rising price with increasing volume → stronger participation
- Rising price with declining volume → weaker conviction
- Sharp volume spikes → potential emotional or institutional activity
Markets are driven by waves of capital flow and crowd psychology, not just price alone . Volume helps reveal when those waves are gaining or losing strength.
Why This Matters
Most traders struggle not because they lack indicators—but because they lack structure and discipline.
This indicator simplifies decision-making by focusing on three key elements:
- Trend direction (Are you aligned with the market?)
- Price location (Are you chasing or buying weakness?)
- Participation (Is there real conviction behind the move?)
Instead of reacting to headlines or emotions, this framework encourages a rules-based approach to understanding market behavior.
How To Use It
- Focus on trading in the direction of the dominant trend
- Use moving averages as a guide for trend alignment and structure
- Observe how price reacts near key averages for potential continuation or warning signals
- Use volume to confirm whether moves are supported by participation
Final Perspective
This tool is not about predicting tops or bottoms.
It is about recognizing trends, understanding market structure, and staying positioned with the flow of capital.
Because in the end, the market rewards those who follow it—not those who fight it. Indicator
