CVD Divergence Pro# CVD Divergence Pro
**Cumulative Volume Delta with ATR-ZigZag pivot detection and multi-pivot divergence mapping.**
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## What it does
This indicator plots Cumulative Volume Delta (CVD) as a line or candles, then automatically detects and draws **divergences between price structure and order flow** — on both the indicator pane and the price chart.
Two divergence types are detected:
- **Bearish** — price makes a *lower high* while CVD makes a *higher high*. Buyers pushed harder, but price could not follow. Consistent with a larger seller absorbing that buying with resting limit sells.
- **Bullish** — price makes a *higher low* while CVD makes a *lower low*. Sellers pushed harder, but price would not break. Consistent with a larger buyer absorbing that selling with resting limit buys.
Each confirmed divergence draws a connecting line between the two pivots on the CVD pane **and** the corresponding line between the two price pivots on the chart itself, so the structural claim is visible in both series at once.
## How to use
**1. Set the reversal threshold first.** Enable *Show ZigZag skeleton* and adjust *Reversal threshold* until the dashed skeleton matches the swings you would mark by hand. Everything downstream depends on this, so tune it before touching any filter.
**2. Read a signal from its tooltip.** Hover any label. It reports the price and CVD values at both pivots, the strength in multiples of average bar delta, bars apart, swing amplitude in ATR, and how many pivots were skipped to form the pair. Strength is the number to weigh — a 5× divergence and a 2× divergence are not the same claim.
**3. If a divergence you can see by eye is not flagged**, enable *Mark confirmed pivots*. This separates the two failure modes:
- No dot at your swing → the ZigZag never registered it as a pivot. Lower the Reversal threshold.
- Dots present but no line → a quality filter rejected the pair. Widen *Max bars*, or lower *Min price swing* / *Min CVD divergence*.
**4. Alerts.** Six conditions are exposed: confirmed bearish, confirmed bullish, early bearish, early bullish, and combined bearish/bullish. Use the confirmed conditions for anything mechanical; the early conditions are anticipatory and will produce signals that do not develop.
**5. Check the information box.** It reports the reset mode, the lower timeframe used for intrabar data, average intrabars per chart bar, history coverage, current ATR and reversal distance in points, and the current CVD significance threshold. If average intrabars falls below 5 the box turns red — delta values are unreliable at that resolution.
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## Limitations — please read
- **Delta here is inferred, not true bid/ask data.** Like PulseWire's built-in CVD, this classifies intrabar volume as buying or selling using intrabar price direction. It is an approximation of aggressor side, not actual trade-side data from an exchange feed. Instruments and timeframes where that approximation breaks down will produce misleading CVD.
- **Intrabar history is capped.** PulseWire limits how many lower-timeframe bars can be requested, so on long histories only the most recent portion has intrabar data. The information box reports actual coverage — check it before drawing conclusions from older signals.
- **Requires real volume.** Symbols without volume from the data provider will error. Forex spot and some indices are affected.
- **A divergence is context, not a trade signal.** It describes a disagreement between price and inferred order flow at two points in time. It says nothing about when, or whether, that disagreement resolves. Divergences persist and fail regularly.
- **Early warnings are unconfirmed by construction.** They fire before the swing completes and will sometimes not develop into anything.
- **Changing the reset mode changes every signal**, because CVD values are only comparable within a reset period.
No performance claims are made or implied. This is an analysis tool, not a strategy, and it has not been presented with backtest results because divergence context is not mechanically tradeable on its own.
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## Credits and licence
Released under the **Mozilla Public License 2.0**.
- The Cumulative Volume Delta calculation core, the intrabar volume classification logic, and the reset-mode framework are from PulseWire's open-source **Cumulative Volume Delta** indicator — © PulseWire, MPL-2.0. This script is a derivative work of it.
- Uses the **PineCoders** `Time` and `lower_tf` libraries, and the **PulseWire** `ta` library.
- Original contributions in this version: the ATR ZigZag pivot engine replacing fixed-lookback pivots, multi-pivot divergence comparison, order-flow-normalised strength scoring, the quality-filter and signal-hygiene layers, reset-generation invalidation, dual-pane divergence line rendering, and the early-warning logic.
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Indicator
Indicator
Fan Principle Signals [MarkitTick]💡 Maps out market structure using a sequence of ascending swing lows (or descending swing highs) to construct a three-legged trendline fan, then triggers actionable trade signals the moment price breaks through the steepest line in that fan. Rather than relying on a single moving average or oscillator crossover, this script builds its bias from the actual geometry of recent price swings, giving traders a structural, visually intuitive way to time entries around the exhaustion of a trend.
✨ Originality and Utility
Most breakout tools react to a single reference line, such as a moving average, a fixed channel, or a static trendline drawn from only two points. This script instead applies the fan principle, a technique that connects a common origin point to three successive pivots in the same trend, producing three lines of increasing steepness. The logic behind this approach is that the third and steepest line in the fan typically represents the most aggressive rate of trend continuation, and a decisive close beyond it has historically signaled that the prevailing trend has lost its structural support.
What makes this implementation useful in practice is that it does not stop at drawing the fan. It automatically identifies valid pivot sequences from raw price action, filters out insignificant micro-swings using a minimum leg percentage threshold, validates the freshness of the structure with a lookback cap, and then converts the break event into a complete trade plan, including entry, stop-loss, and three take-profit levels, all derived mathematically from the fan's own geometry and the market's current volatility. The optional volume and higher-timeframe filters allow traders to demand additional confirmation before a signal is accepted, and the built-in dashboard keeps the entire state of the system visible at a glance. The combination of automated structural fan detection, ATR-adaptive risk placement, and live trade monitoring is what distinguishes this from a simple trendline break script.
🔬 Methodology and Concepts
• Pivot Detection
The script continuously scans for swing highs and swing lows using a symmetrical lookback and lookforward window defined by the Pivot Len input. A bar qualifies as a swing high only if it is strictly greater than every other bar within that window on both sides, and a swing low only if it is strictly lower than every bar in that window. Each time a new pivot is confirmed, its bar index and price are stored in a rolling array, keeping the most recent twenty pivots in memory for both highs and lows.
• Fan Construction
Once at least four pivot lows (for an uptrend fan) or four pivot highs (for a downtrend fan) are available, the script selects the four most recent ones. The oldest of the four becomes the fan's origin point. The remaining three form Leg 1, Leg 2, and Leg 3 respectively, each connected back to that same origin. A slope is then calculated for each leg using simple rise-over-run between the origin and that leg's pivot. For the fan to be accepted, the price move between the origin and the first leg must exceed the Min Leg % threshold, which filters out fans built from statistically insignificant noise, and the origin must fall within the Max Fan Lookback window, which prevents the script from anchoring to structure that is too old to remain relevant.
• The Break Condition
Leg 3, the line connecting the origin to the most recent and steepest pivot, is treated as the trigger line. Its price value is projected forward on every bar using the slope calculated at formation. A bullish break requires the fan to currently be in an uptrend orientation, the previous confirmed bar's close to be above the projected Leg 3 value, and the bar before that to have closed at or below it, meaning the break itself happens on a confirmed, completed bar rather than an in-progress one. The bearish break condition mirrors this logic in the opposite direction for downtrend fans. This confirmed-close approach means the script never fires or removes a signal based on an incomplete, still-forming bar, so historical signals will not disappear or move once printed.
• Optional Confirmation Filters
Two independent filters can be layered on top of the raw break condition. The volume filter requires the breaking bar's volume to exceed a multiple of its recent moving average, screening out breaks that occur on unusually thin participation. The higher-timeframe filter compares the breakout bar's close against the prior, fully closed bar on a higher timeframe of your choosing, requiring the breakout direction to align with that broader trend context before a signal is allowed to fire.
• Trade Level Calculation
When a break is confirmed, the script builds an entry, stop, and three take-profit levels automatically. Entry is anchored to the close of the breakout bar. The stop-loss is placed beyond the nearest of the two most recent fan legs, offset further by a small ATR buffer to avoid being clipped by minor wicks, but it is also capped by a maximum ATR distance so a single outlier swing cannot produce an oversized stop. The distance between entry and stop becomes the base risk unit, and the three take-profit levels are placed at user-defined multiples of that risk unit, giving a consistent, R-multiple-based framework for managing the position rather than arbitrary fixed-price targets.
🎨 Visual Guide
Dotted lines connecting the origin point to Leg 1 and Leg 2 show the earlier, less steep sections of the fan structure and provide visual context for how the trend developed.
The solid, extended line represents Leg 3, the active trigger line. It is colored using the Bull Fan color when the fan is in an uptrend orientation and the Bear Fan color when it is in a downtrend orientation, and it projects forward in real time as new bars form.
A blue dashed line marks the Entry level once a signal fires, extending to the right for as many bars as the trade remains active or until a new signal replaces it.
A red solid line marks the Stop-Loss level, with a light red shaded zone (the Risk Fill) drawn between the entry and stop lines to make the risk portion of the trade immediately visible.
Three dashed lines in progressively deeper shades of teal mark Take-Profit 1, 2, and 3, moving from lightest (TP1, closest to entry) to fully opaque (TP3, furthest away). A light teal shaded zone (the Reward Fill) spans from the entry line to the TP3 line, visually contrasting the reward portion of the trade against the risk portion.
Small labels are anchored to each of these lines on the left, displaying the exact price of the Stop, Entry, and each Take-Profit level, and updating their horizontal position as the trade progresses.
An upward-pointing "▲ BUY" label appears below the breakout bar on a bullish break, and a downward-pointing "▼ SELL" label appears above the breakout bar on a bearish break.
An optional on-chart dashboard table displays the ticker and timeframe, whether the Lock Signal feature is active, the current fan orientation, the origin price, the live value of the Leg 3 trigger line, the current entry, stop, a live risk-to-reward progress bar showing how far price has travelled toward TP3 relative to the initial risk, the volume filter status, and the number of bars elapsed since the last signal.
📖 How to Use
A signal is generated only when price decisively closes beyond the Leg 3 trigger line of an established fan, so treat the fan's orientation, shown both by the line color and by the Fan State readout on the dashboard, as the prevailing structural bias before a break occurs. When a bullish break prints, the suggested plan is to consider a long entry near the displayed Entry line, with the Stop-Loss line defining the invalidation point below and the three Take-Profit lines offering staged exit levels as the move develops. A bearish break mirrors this in the opposite direction for short setups.
The R:R Progress bar on the dashboard is useful for monitoring an active trade at a glance: it fills from 0% toward 100% as price advances from entry toward the TP3 target, and its color shifts from red through amber to teal as the trade's risk-to-reward ratio improves. If the Lock Signal option is enabled, the script freezes the most recently confirmed signal and its levels in place rather than allowing a new one to overwrite them, which can help when you want to manage an open position without the on-chart levels shifting. Because signals are confirmed only on closed bars, always wait for bar close before acting on a fresh line break rather than reacting to an in-progress wick.
Enabling the optional Volume and HTF filters will typically reduce signal frequency while raising the bar for confirmation, so consider testing both configurations to see which better matches the behavior of the instrument and timeframe you trade.
⚙️ Inputs and Settings
Pivot Len — Controls how many bars on each side must confirm a swing high or low. Smaller values detect pivots faster but produce noisier, more frequent fan structures; larger values produce fewer but more structurally significant pivots.
Max Fan Lookback — The maximum age, in bars, that a fan's origin point can have and still be considered valid. Lowering this keeps the script focused on recent structure only.
Min Leg % — The minimum percentage price move required between the origin and the first leg for a fan to be accepted, filtering out fans built on insignificant price movement.
Use Vol Filt / Vol Avg Len / Vol Mult — Enables a volume confirmation requirement, comparing current volume against its moving average over the specified length, multiplied by the chosen factor.
Use HTF Filt / HTF — Enables a higher-timeframe trend alignment requirement, comparing the breakout close against the prior confirmed close on the chosen higher timeframe.
SL ATR Buf — The ATR-based buffer added beyond the nearest fan leg when placing the stop-loss, giving the stop room to avoid minor wick noise.
SL Max ATR — A ceiling, expressed in ATR multiples, on how far the stop-loss can be placed from entry, preventing outsized stops on unusually wide fans.
ATR Len — The lookback length used for the ATR calculation that feeds both the stop buffer and the stop cap.
TP1 R / TP2 R / TP3 R — The risk-multiple distances used to place the three take-profit levels relative to the initial risk unit between entry and stop.
Lock Signal — Freezes the current signal and its associated levels in place, preventing a new signal from overwriting them until manually disabled.
Show Fan Lines / Show Trade Levels / Show Labels — Independently toggle the visibility of the fan structure lines, the entry/stop/TP levels, and their accompanying price labels.
Show Dash / Dash Pos — Toggle the on-chart dashboard and choose which corner of the chart it is anchored to.
A full set of color inputs is available to customize the fan lines, trade level lines, fill zones, signal labels, and dashboard appearance to match your own chart theme.
🔍 Deconstruction of the Underlying Scientific and Academic Framework
The fan principle applied here descends from classical technical analysis literature on trendline construction, most notably the Gann fan and Andrews' Pitchfork family of tools, which share the premise that connecting a structural origin point to successive swing extremes produces a family of trendlines whose slopes carry predictive meaning about the trend's rate of change. Where this script departs from those older, largely manual techniques is in how the origin and legs are selected: rather than relying on the analyst's subjective choice of anchor points, pivot selection here is fully algorithmic, using a symmetric local-extremum test to ensure each point used is objectively the highest or lowest price within its surrounding window.
The core statistical assumption underlying any trendline-break system is that price trends exhibit a degree of serial correlation, meaning that the rate of ascent or descent between swing points tends to persist for some period before mean-reverting or reversing, and that a violation of the most recent, steepest rate of change is informative about a shift in that underlying process. This is conceptually related to the broader family of change-point detection methods used in time-series analysis, where a structural break in a fitted trend line is used as a signal that the data-generating process has shifted regime. The ATR-based position sizing layered on top draws from the well-established use of Average True Range as a volatility-normalized unit of risk, a concept popularized in behavioral and quantitative trading literature as a way of scaling stop and target distances to the instrument's own recent volatility rather than using arbitrary fixed-point distances, which do not generalize across different assets or market conditions.
⚠️ Disclaimer
All provided scripts and indicators are strictly for educational exploration and must not be interpreted as financial advice or a recommendation to execute trades. We expressly disclaim all liability for any financial losses or damages that may result, directly or indirectly, from the reliance on or application of these tools. Market participation carries inherent risk where past performance never guarantees future returns, leaving all investment decisions and due diligence solely at your own discretion. Indicator
Trend Channel Navigator [MQLSoftware]Trend Channel Navigator maps price action as a chain of trend phases, each drawn as its own channel: phase boundaries come from an adaptive swing scanner whose window breathes with the volatility regime, each channel side sits at a quantile of its own deviations instead of a symmetric envelope, a recency-weighted regression tracks the momentum slice inside the active phase, and an original Navigator Entry Score condenses channel position, momentum quality and higher-timeframe agreement into a single 0-100 confluence read - shown live on the panel together with its full component breakdown.
This is a visual analytical tool for chart reading and market-structure context. It does not execute trades and does not provide financial advice.
Key Features
Adaptive phase detection: the swing window scales with the volatility regime, so phases are recognized sooner in a heating market and noise swings are ignored in quiet tape
Asymmetric quantile channels: each side's width is a percentile of that side's own deviations, so one spike no longer inflates the whole envelope and the top and bottom bands are independent
Recency-weighted Micro regression: the newest bars dominate the fit, so the momentum read turns earlier than a uniform regression; a weighted R-squared gate hides it when the fit is poor
Navigator Entry Score: a 0-100 confluence read built from four weighted components - macro/micro alignment, channel position, regression fit quality and dual-timeframe agreement
Live Score Breakdown on the panel: every component's points are shown next to its budget, so the number is never a black box
Scored markers: every structural event (BREAK, PULLBACK, CONTINUATION) prints the matching side of the live score and passes a configurable minimum, and the dedicated ENTRY marker fires when the score crosses your threshold
Pullback Zone and Quarter Grid: the favorable quarter of the active channel is shaded and faint quarter lines make Channel Position readable on the chart itself
Self-explanatory chart language: markers and labels are written in plain words, every marker and pivot carries an explanatory tooltip, and a Compact mode switches to short codes
Non-Repaint Mode on by default: markers fire only on confirmed bars and the active structure is built from closed-bar data
Core Concept
Most channel tools on PulseWire take one of two approaches. They fit a single regression channel over the latest N bars, or they draw one channel from manually chosen anchors. Both force all recent history into one line fit, so the chart cannot show where one trend phase ended and the next began.
Trend Channel Navigator treats price as a sequence of structural phases. The phase idea started in our earlier open-source script Anchored Trend Channels; Navigator rebuilds the engine around five mechanisms of its own - the detection, the channel geometry, the momentum fit, the score and its on-chart language all differ from that script.
1. Adaptive phase detection. Swings are found by a strict-extremum scan whose window is re-derived on every bar from the volatility regime - the ratio of short-term ATR to its long baseline. When the market heats up the window contracts and new phases are recognized sooner; in quiet tape it dilates and noise swings never become phases. Builtin pivot functions take a fixed window, which is why the scanner is written by hand. A swing is confirmed a window's worth of bars after it forms, exactly like a classic pivot. When a later swing confirms beyond a phase's endpoint in the same direction - a higher high in an up-phase, a lower low in a down-phase - the phase extends to that new confirmed swing instead of leaving an orphan stretch, so the chain of channels stays continuous.
2. Asymmetric quantile channels. The channel basis is the straight line between the two anchoring swings, which keeps clean joints between phases. The width is not a symmetric envelope: highs above the basis set the top band and lows below it set the bottom band, each at a configurable percentile of its own deviations with an ATR floor. A single spike no longer inflates the whole channel, and a phase that leans on one side of its basis shows that lean honestly.
3. Recency-weighted Micro regression. The inner channel is a weighted least-squares fit in which each bar back weighs a fixed fraction of the previous one, so the newest bars dominate and the momentum read turns earlier than a uniform regression of the same length. The fit quality gate and the residual band use the same weights. Setting the decay to 1.00 reproduces the classic unweighted fit.
4. Navigator Entry Score with a live breakdown. The score is computed independently for the long side and the short side on every bar. Macro and micro direction agreement contributes 35 points, channel position contributes up to 20 and rewards proximity to the favorable edge rather than chasing the far edge, the micro fit quality contributes up to 20, and each of the two higher-timeframe rows contributes 12.5 when it agrees with the side being scored. The panel shows each component's points next to its budget on every bar, so the number is never a black box. An ENTRY marker fires once when the winning side crosses the threshold on a confirmed bar, with its own cooldown; an optional strict mode caps the score below the threshold unless both higher timeframes agree. The other marker families pass through the same score: BREAK, PULLBACK and CONTINUATION print the matching side's value and respect a configurable minimum, so every event on the chart is a scored event.
5. Pullback Zone and Quarter Grid. The score's channel-position component is made visible: the favorable quarter of the active channel is shaded - near the base in an up phase, near the top in a down phase - and faint quarter lines split the channel into the quarters the Channel Position row reads. The channel does not only show where price has been; it shows where the next trend-side read matters.
Anatomy of the Display
Macro channels are the large structures between confirmed swing points. Historical phases are dimmed and frozen; the active phase is bright, carries the shaded Pullback Zone, and extends forward with a dashed projection.
The Micro channel is the smaller regression channel inside the active phase, labelled "Momentum" with its current direction. It shows whether the current momentum slice agrees with the larger phase or is pulling back against it.
Markers name their event in plain words and print the matching side of the live score. BREAK marks a confirmed close beyond the active channel boundary, PULLBACK marks a touch of the favorable edge in trend direction, CONTINUATION marks a micro breakout aligned with the macro phase early in the segment, and ENTRY belongs to the score engine and fires on a threshold cross. Every marker carries a tooltip that explains the event.
The status badge shows the Trend Bias of the recent phases and the live Entry Score with its stronger side.
The panel is the main readout: Trend Bias, active segment angle, direction and age, the chain of recent phases, Channel Position, anchor pivot, channel width in ATR, the last fired event, micro regression metrics, the two higher-timeframe rows, and the live Entry Score against your threshold - followed by the Score Breakdown, where each of the four components shows its current points against its budget.
Multi-Timeframe Panel
The two higher-timeframe rows are selected automatically from a standard ladder based on the chart timeframe, for example 240 and 1D on a 1-hour chart. Higher-timeframe values are requested without lookahead and read with a one-bar offset, so only closed higher-timeframe bars are used. Their agreement is not only displayed - it feeds the Entry Score directly.
Notes on Repainting
Historical channels do not repaint intrabar. They are anchored to confirmed swings, and one honest exception is stated openly: when a same-direction swing confirms beyond a phase's endpoint, the completed channel extends to that new confirmed swing and its width is recomputed - on closed data only, at confirmation time. It never moves otherwise.
Swing detection carries an inherent delay equal to the current window: a swing becomes visible only after that many bars close past it. With the Adaptive default the window typically resolves to 11-26 bars, tighter in heating markets. This confirmation contract is the same as for all pivot-based tools.
Non-Repaint Mode is on by default: the active channel and the micro regression are computed from closed-bar data, so the visible structure does not wobble intrabar. Turning it off lets the active structure update on the live bar for responsiveness; this affects display only.
All markers are gated by confirmed bars. ENTRY, BREAK, PULLBACK and CONTINUATION can only appear on the close of their bar and cannot appear or vanish intrabar.
Higher-timeframe rows use the standard non-repainting pattern: no lookahead, one-bar offset, closed bars only.
The panel and the live score update within the bar. This is display only; no marker or alert is created from an unconfirmed bar.
Typical Analysis Workflow
A common analytical workflow may include:
Reading Trend Bias and the active phase direction first to understand the current structure
Checking Channel Position to see whether price is near the favorable edge or already stretched toward the far edge
Waiting for price to reach the shaded Pullback Zone in the direction of the active phase
Using the Momentum channel and its fit quality to judge whether the current slice is clean enough to trust
Checking the higher-timeframe rows for agreement
Treating the Entry Score as the final confluence read rather than a standalone trade command, and raising the threshold when you want fewer, higher-confluence marks
Configuration
Pivot Sensitivity - Adaptive (default) scales the swing window with the volatility regime; the fixed presets from Short to Very Long and Custom Lookback pin it instead.
Min Segment Size (x ATR) / Min Segment Length (bars) - quality filters that skip noise phases.
Channel Width Multiplier / Min Band Width (x ATR) - how tightly the channel wraps price and the floor under each side's width.
Channel Quantile (%) - the percentile each side's width sits at. 100 reproduces a full envelope; lower values ignore single spikes and hug price tighter.
Max Segments Stored - how many historical phases stay on the chart.
Regression Length / Std Dev Multiplier / Min R2 to Show - the Micro channel window, its band width and its fit gate.
Recency Weight (decay) - how strongly the newest bars dominate the Micro fit. 1.00 = classic unweighted regression.
Segment Break / Macro Pullback / Micro Continuation Signals - enable each marker family independently. Signal Cooldown - minimum bars between same-family markers.
Min Signal Score - structural markers only fire when the matching side of the live score is at least this value. 0 = raw structural events.
Entry Score Threshold - the confluence level an ENTRY marker requires. Require MTF Confluence - strict mode: both higher timeframes must agree for the score to reach the threshold. Entry Cooldown - minimum bars between ENTRY markers.
Non-Repaint Mode - closed-bar data for the active structure (default on).
Line Width / Neon Glow - core line width and the layered glow tier (Off, Subtle, Balanced, Bright).
Show Channel Fills / Show Basis / Show MTF Mini-Screener - display toggles.
Marker Style - Descriptive markers in plain words, or Compact short codes.
Highlight Pullback Zone / Show Quarter Grid - the shaded favorable quarter of the active channel and the faint quarter lines.
Bull / Bear Colors - recolor the whole structure. Defaults are a dark-theme identity; pick deeper tones for light charts.
Markets and Timeframes
The indicator can be applied across multiple markets and timeframes:
Forex
Stocks and Indices
Commodities
Cryptocurrencies
Channel widths and segment filters are scaled in ATR rather than in fixed price units, so behaviour stays consistent across instruments. Defaults are tuned for 1H-4H charts; Pivot Sensitivity is the lever for faster or slower timeframes.
Alerts
Segment Direction Changed - the active phase flipped direction
Segment Break - a confirmed close beyond the active channel boundary
Micro Continuation - a micro breakout aligned with the macro phase
Entry Score - the score crossed your threshold on a confirmed bar
All alerts evaluate on confirmed bars and respect the same cooldowns and score gates as the chart markers, so an alert fires only when the corresponding marker event fires.
Indicator
YURI Breadth Regime EngineAn index is capitalisation weighted. A handful of large members can hold the whole thing up while most of the list quietly breaks down underneath, and the price chart will not show you that, because the price chart is the weighted number. The count is a different number. This reads the count and tells you when the two have stopped agreeing.
THE TWO THINGS IT MEASURES
The level is how much of the list is participating right now. The default series is the percentage of S&P 500 members trading above their own 200 day moving average. Four bands: washout below 20, weak below 40, neutral below 60, strong above it. Below 20 has historically been forced selling rather than opinion, because most of the list is under its own annual average at the same time. Those readings cluster near the end of declines rather than the start. That is an observation about where they have occurred, not an instruction to buy them.
The participation read is a different question: is the index outrunning its own members. That is a question about speed rather than position, so each series measures how far it has moved over the same window and that move gets ranked against its own history. Percent for the index, because a 50 point move meant something different at 2000 than it does at 7000. Points for breadth, which is already bounded at 0 and 100. The gap between the two ranks is what gets read, and ranking is what makes a price and a percentage comparable at all.
Index in the top of its own distribution of moves while breadth is in the bottom of hers is thinning. Fewer names are carrying it. Breadth moving up harder than the index is broadening, and it is what the back end of a washout looks like.
Ranking positions instead of moves is the obvious way to build this and it does not work, which is worth saying because the failure is instructive. An index drifts upward, so its position rank pins at the top of its range for months at a time. That builds a permanent bias into the gap, and it quietly collapses the whole read into "breadth is low", which is something the level already tells you. A move measured over a fixed window is centred on its own history by construction, so it has neither problem.
WHY BOTH, AND NOT JUST THE LEVEL
The level tells you where participation is. It does not tell you which way it is going relative to price, so a level read is equally happy at 55 on the way up and 55 on the way down. The participation read tells you the direction of the disagreement but has no sense of absolute position, so it will call thinning at 75 and at 35 without distinguishing between them, and those are very different markets. Neither one is sufficient. Read together, the level says how much of the list is in, and the rank gap says whether that number is keeping up.
THE PART THAT ACTUALLY MATTERS
A new participation state has to hold for several bars before it replaces the current one.
Drop that and this becomes a threshold that flips every time the rank gap wobbles across the line, and within a month you have learned to ignore it. The hold period is the difference between a regime read and a flicker. It is exposed in the inputs. One bar makes it reactive and noisy, ten makes it stubborn and late, and there is no correct answer, only the one that matches how often you are willing to change your mind.
READING IT
The line is the breadth percentage, coloured by band. Red zone is washout, teal zone is strong.
Orange triangle near the top of the pane: participation just turned thinning.
Teal triangle near the bottom: participation just turned broadening.
The table carries the live reading, the current band, how many bars breadth has been sitting under the washout line, and the participation state with the raw rank gap in brackets. That bracketed number is worth watching on its own, because it moves before the label does. A gap climbing through the high twenties tells you the state is about to be named while the hold period is still counting.
SETTINGS THAT MATTER
The breadth series and the index have to be the same index or the comparison is noise. The default pairing is INDEX:S5TH against SP:SPX. If you switch to a Nasdaq or Russell breadth series, switch the index with it.
The move window sets what counts as "has moved". Shorter makes the participation read sensitive to swings inside a trend, longer makes it a read on the trend itself. The ranking window sets how much history each move is judged against, and nothing reads at all until both windows have filled.
The thinning and broadening gaps are separate inputs because there is no reason the two sides have to share a number. Left equal at 30 they fire about as often as each other, so if you want one side more sensitive, move that one and leave the other alone.
WHAT IT WILL NOT DO
It does not generate entries or exits, and it is not a forecast. It describes the state of participation as of the current bar, and what you do with that is your method, not mine.
The breadth series prints once a day and has no intraday history. On an intraday chart the daily value is pulled instead, so the line steps rather than curves and the current day's value keeps moving until the close. It settles when the day does. Daily or higher is where this is meant to run.
If the external series is unavailable on your plan or your symbol, the pane turns orange and the table reads NA rather than plotting a flat line that could be mistaken for a real value.
Breadth is a coincident measure of participation, not a leading one. Washouts are identifiable in hindsight far more cleanly than they are while you are standing in one, and a thinning read can persist for months in a market that keeps going up. This is context for a decision, not the decision.
Indicator
Nwog - Ndog Tracker (M1D)NWOG - NDOG Tracker (M1D)
Maps the two electronic-session opening gaps on index futures and tracks how much of each one price has traded back through.
A New Day Opening Gap is the distance between the prior session's 17:00 close and the 18:00 Globex reopen — the CME maintenance halt. A New Week Opening Gap is the distance between Friday's 16:59 close and the Sunday 18:00 reopen. These are electronic-session boundaries and are deliberately not the 09:30 cash open or the 16:14 regular-hours close, which belong to a different gap entirely.
How It Is Built-
No bar prints inside either window, so the bar immediately preceding a reopen always carries the true prior close. Both gaps read their origin from that bar rather than from a bar found by its clock time, which is what keeps them correct through a holiday or an early close — on those days the scheduled closing bar never prints at all, and a tool that waits for it builds the gap off a stale price.
A gap is read from the side its reopen landed on. Opening above the prior close leaves the unfilled area below price, where it stands as support. Opening below leaves it overhead as resistance.
Every boundary is detected on the bar that contains its target time rather than by comparing bar-open times, so each one resolves correctly on any intraday timeframe. All detection runs on confirmed bars only.
What It Draws-
Each gap is a box spanning from its origin to its right edge, captioned with its direction, type and date. The caption sits level with the consequent encroachment just past the right edge, and holds the same visual distance from the box at any zoom.
Direction and type are carried separately so neither has to be inferred from the other. The box fill stays keyed to the type, daily and weekly each keeping their own wash, while the border and the caption arrow carry the polarity.
Levels inside a gap are optional. Quadrants draw 0.25, the consequent encroachment and 0.75. Octants draw eighths. Each level's value is printed beside the right end of its own line, level with it at any zoom, and the consequent encroachment is named CE and carries its own colour. The gap high and low are the box itself and are not redrawn as levels.
A table lists the tracked gaps newest first, each with its direction and the percentage of it that price has covered, and a count of how many remain unfilled. The callout arrow in the example chart points from a gap to this table so the two can be matched up at a glance.
Settings-
Gap times, session close, and the reopen times are each adjustable and independent of one another.
Extend controls how far a box runs. Until next gap keeps only the newest box tracking price, clipping the previous one as a new gap forms. Extend to price runs every kept box to the current bar. End of day stops each at the session close. The weekly gap adds End of week, which stops it at Friday's close and keeps it visible for a set number of weeks afterwards.
Direction colouring can be switched off, in which case every border and caption falls back to the single border colour. The two direction colours themselves are adjustable.
Keep-last counts, fill and border colours, label size, and the table position and length are all adjustable.
Notes-
Fill percentage is the share of a gap's own range that price has covered, measured between the deepest and shallowest points reached inside it. It only increases, and reaches 100 percent once price has covered the gap end to end. It is deliberately direction-agnostic: it records how much of the gap has been consumed, not which side consumed it.
Being traded through does not remove a gap. A filled gap stays on the chart, and only the keep-last count clears it.
Disclaimer-
This script reports where these gaps sit and how much of each has been consumed. It does not generate signals and it is not financial advice. Indicator
ZH Filter 007A market-timing overlay with four modules working together to tell you what state the market's in and when a run may be exhausting.
**Weekly MACD regime background.** The core engine. It computes a standard MACD — line = EMA(6) − EMA(20), signal = EMA(9) of that line — but pulls it from the **weekly** timeframe (all lengths and the timeframe are inputs; defaults 6/20/9/W). The background then resolves by priority: **green** when the weekly MACD line is above its signal (confirmed risk-on); **teal** when it's not yet bullish but the daily 10 SMA is above the 20 *and* the weekly MACD line is rising week-over-week (early warning that strength is building ahead of the weekly cross); **red** otherwise (if enabled). Green always wins the moment the weekly confirms, so teal drops off then. The teal "rising" test uses a dedicated prior-*week* MACD value so it doesn't read as flat within a week. Two alerts fire on the weekly line crossing its signal up or down.
**Moving averages.** Daily 10, 20, 50, 100, 200 SMAs, each with its own toggle and color (10 red, 20 black, 50 blue, 100 orange, 200 purple; 200 thicker). The 10 and 20 also feed the teal early-shade and the Trend Stopper's MA gate.
**Trend Stopper / Kill Candle.** Flags a single climax/distribution down-candle that tends to end an uptrend, marked with a red "STOP" triangle above the bar. Fires only when all eight conditions align at once: a down day; late in an extended run (40+ sessions since the last −3% decline); range ≥ 2.2× the 40-bar average; volume ≥ 1.2× average; body ≥ 80% of range; close in the bottom 12% of range; prior close above the 50 SMA; and the 10 above the 20. Two optional overlays — a stats label on each STOP bar, and a diagnostic mode that labels near-miss down days with a PASS/FAIL breakdown of all eight conditions — for tuning. A stopper alert is wired.
**Metrics table (top-right).** Live QQQ daily % change and a breadth read (BRD) computed as (ATHI.US − ATLO.US)/ATLO.US × 100 — new-highs-minus-new-lows pulse. Each colors green/red by sign, with size and colors configurable.
In practice: the background is your go/no-go gate (teal warns early, green confirms, red keeps you out), the MAs frame trend and pullbacks, the Trend Stopper flags when to step aside or trim, and the table gives a quick tape-and-breadth read — all aimed at timing when to engage versus stand aside. Indicator
Trendsetter Pro V1need decription and how to use
Today
Trendsetter Pro V1 - Description:
Trendsetter Pro V1 reads market structure, trend, and retests. It marks BOS breaks, impulse zones, and shows if price is trending, correcting, or ready to enter after a confirmed retest.
Features: BOS detection, EMA 50/200 trend filter, impulse zones with next support/resistance, retest tracker, BUY/SELL NOW labels, Get $ states, Fibonacci TP1/TP2, and MTF table (1m to 1Y).
How to use:
Wait for BOS Break - Wait Retest
Let it form an impulse zone
Wait for BUY NOW or SELL NOW - Retest Confirmed
Enter there. Hold while it says Get $
Don't enter during Correction - that's pullback
Take profit at Fib TP1/TP2 or when it says Trend Closing Indicator
YURI Session Regime Engine# Publication description: YURI Session Regime Engine
Paste into the PulseWire publish dialog, page 1. Keep the bold headers, drop the
markdown hashes if the editor does not render them.
Categories used: Trend Analysis, Volume, Chart Patterns
Suggested keywords: day type, regime, opening range, session, intraday, VWAP
---
Most intraday losses I have looked at come down to running the wrong playbook for
the day. Buying pullbacks on a session that never trends. Fading the edges on one
that never comes back. By the time the character of a session is obvious on the
chart, the move it was going to give you has usually already happened.
This labels the session while it is still forming.
**How it decides**
Five checks vote on direction, and each one covers a blind spot in the others.
1. Which side of session VWAP price is trading
2. Whether VWAP itself is rising or falling, measured across the last 75 minutes
3. Whether the opening range has broken
4. Where the higher timeframe trend points, hourly close against its 20 period SMA by default
5. Whether price has cleared the prior day's high or low
Four votes out of five makes it a trend day. A gap larger than 2 percent that
trades back through the session open gets labelled a gap fill. Price still sitting
inside the opening range well after the open, with a quarter of the range width
allowed either side, is a range day.
Each of those five is weak on its own. VWAP position whipsaws in chop, the
opening range fails on gap mornings, and a higher timeframe read is always late by
construction. Prior day levels tell you nothing at all about today. What makes the
combination worth more than its parts is that they fail in different places, so
requiring agreement across all five stops any single one of them from driving the
label.
**The part that actually matters**
A new label has to hold for 25 minutes before it replaces the current one.
Drop that layer and this becomes every other conditional colouring script. Price
wicks back through VWAP, the label flips, it flips back ten minutes later, and
within a week you have learned to ignore it. The hold period is what makes the
output stable enough to be worth reading. Set it to 10 minutes if you want it
reactive, an hour if you want it stubborn.
**Reading it**
TREND UP / TREND DOWN: four or more of the five checks agree on direction.
RANGE: price is still inside the opening range plus a quarter of its width either
side, well after the open.
GAP FILL UP / GAP FILL DOWN: the session gapped hard and has since traded back
through its own open.
MIXED: the opening range has formed but nothing has agreed strongly enough to name
the day. Days that stay here are the ones worth trading small.
OPENING: the opening range has not finished forming and there is not enough
information yet.
The table carries the live vote count on both sides. Three votes up and rising
tells you more than the label does, because it shows a regime change building
before the hold period lets it commit. What you do with any of this is your
method, not mine. The label is an input to that decision.
**What it will not do**
It describes what has already happened. It is a classification of the session so
far, and it will not tell you where to enter or where to get out.
The first 15 minutes are always OPENING, by construction. Once the session ends
the day keeps whatever label it closed with until the next one starts, because
judging a finished day against a frozen VWAP would be meaningless.
If you set the context timeframe below your chart timeframe, that vote gets
dropped instead of being computed on partial bars. The table tells you when this
happens.
It assumes an instrument with a defined regular session. On 24 hour markets the
session logic loses most of its meaning.
Time thresholds are set in minutes and converted to bars internally, so the same
defaults behave the same way on a 1, 5 or 15 minute chart. It was built for US
equity index sessions. Every threshold is exposed in the inputs, including the
vote count needed for a trend day, so you can tighten or loosen it for whatever
you trade.
Indicator
Adaptive GMMA Phase Fill with Ichimoku CloudAdaptive GMMA Phase Fill
Adaptive GMMA Phase Fill is a trend visualization indicator that combines the Guppy Multiple Moving Average (GMMA), short-term momentum phase analysis, market trendiness, and the Ichimoku Cloud.
The indicator is designed to show not only the direction of a trend, but also whether short-term momentum is accelerating, weakening, or transitioning relative to the broader GMMA structure.
Main Features
* Fast GMMA using 3, 5, 8, 10, 12, and 15-period EMAs
* Slow GMMA using 30, 35, 40, 45, 50, and 60-period EMAs
* ATR-normalized slope analysis
* Fast-GMMA phase detection
* Trendiness-based dynamic transparency
* Optional Ichimoku Cloud with bullish and bearish coloring
* Configurable cloud boundary lines
* Optional phase background
* Alert conditions for acceleration and exhaustion transitions
Fast GMMA Phase Colors
The fast GMMA bundle changes color according to its average slope and the relative movement of its component EMAs.
* Green: Bullish movement or bullish acceleration
* Light gray: Possible momentum exhaustion or an early loss of directional strength
* Medium gray: Bearish or weak directional movement
* Dark gray: Bearish acceleration
The phase calculation compares the ATR-normalized slopes of adjacent fast EMAs. This helps identify changes within the fast bundle before they become obvious from price alone.
Slow GMMA Colors
The slow GMMA provides the broader trend structure.
* Red: The fast GMMA mean is above the slow GMMA mean
* Dark gray: The fast GMMA mean is below the slow GMMA mean
* Medium gray: No clear separation between the two bundles
The slow bundle therefore acts as a structural trend reference, while the fast bundle highlights shorter-term changes in momentum.
Adaptive Transparency
The opacity of the GMMA lines and fills is adjusted using a trendiness measure derived from the Choppiness Index.
* Stronger, more directional trends are displayed more clearly.
* Choppy or range-bound conditions are displayed with greater transparency.
This makes prominent trends visually stand out while reducing emphasis during less directional market conditions.
Ichimoku Cloud
The indicator can optionally display only the Ichimoku Cloud, without the Conversion Line, Base Line, or Lagging Span.
* Green cloud: Senkou Span A is above Senkou Span B
* Red cloud: Senkou Span A is below Senkou Span B
* Green boundary: Senkou Span A
* Red boundary: Senkou Span B
The default Ichimoku settings are 9, 26, 52, with a 26-period forward displacement. All settings and cloud colors can be customized.
The cloud provides an additional view of longer-term market structure, while the GMMA phase colors focus on current trend direction and momentum development.
Suggested Interpretation
The indicator is intended as a visual framework rather than a standalone entry or exit system.
For example:
* A green fast bundle above the slow bundle may indicate bullish continuation.
* A light-gray fast bundle during an established uptrend may indicate weakening momentum.
* A dark-gray fast bundle may indicate increasing bearish pressure.
* Agreement between the GMMA structure and Ichimoku Cloud may indicate stronger directional alignment.
* Conflicting GMMA and cloud conditions may indicate a transition or consolidation phase.
Signals should be evaluated together with price action, support and resistance, timeframe context, and appropriate risk management.
Alerts
Alert conditions are included for:
* Bullish acceleration
* Bullish exhaustion
* Bearish acceleration
* Bearish exhaustion
These alerts trigger when a new phase state begins.
Notes
ATR normalization makes the slope calculation more comparable across instruments and volatility environments. However, the interpretation may still vary depending on the asset and timeframe.
This indicator does not predict future price movement and should not be used as the sole basis for trading decisions. Indicator
Indicator
SBP Structural State DetectorSBP Structural State Detector is a rule-based analytical indicator designed to identify confirmed changes between bullish and bearish structural states. It does not attempt to predict exact market tops or bottoms. Instead, it evaluates whether current price behaviour provides sufficient evidence that the prevailing directional state has changed.
The script uses one integrated calculation process. It does not require another indicator, external script, higher-timeframe data source, or manual confirmation tool.
Core Method
The calculation begins by measuring price-path efficiency. This compares the net movement of price with the total distance travelled over the same period. A more direct price path receives a higher efficiency reading, while irregular movement produces a lower reading.
That efficiency value controls the response rate of an internal structural centre. The centre adapts more quickly when price movement is directional and more slowly when movement is noisy. The centre is used internally and is not drawn as a separate trendline.
A volatility-normalized structural band is then calculated around the internal centre. Its width expands when price behaviour is less efficient and contracts when movement becomes more orderly. This makes the visible band responsive to both volatility and market noise rather than relying on a fixed price distance.
Directional qualification uses five related observations:
1. Price location relative to the internal structural centre.
2. Normalized displacement from that centre.
3. Direction of the structural slope.
4. Volatility-normalized momentum.
5. Candle direction, body expansion, and closing location.
A bullish or bearish candidate must receive the required level of evidence and must exceed the evidence supporting the opposite direction. The condition must then persist before it can reach the final event process.
Signal Behaviour
All events are evaluated on confirmed bars.
The final event process enforces strict alternation. After a BUY event, another BUY cannot be accepted until a SALE event has occurred. After a SALE event, another SALE cannot be accepted until a BUY event has occurred.
The Minimum Signal Gap setting specifies the minimum number of confirmed bars required between accepted opposite-direction events. It is a spacing control and does not create same-direction re-entry signals.
Chart Display
The Structural State Band changes colour according to the last accepted directional state:
Green indicates that the last accepted event was bullish.
Red indicates that the last accepted event was bearish.
Gray indicates that no directional event has yet been accepted in the loaded chart history.
BUY and SALE triangles identify accepted state changes. They are placed outside the candle using an ATR-based visual distance so that the markers remain readable without changing their event bar.
Inputs
Minimum Signal Gap: Controls the minimum number of confirmed bars between accepted opposite-direction events.
Show Structural State Band: Shows or hides the volatility- and noise-adjusted state band.
Show BUY / SALE: Shows or hides accepted event markers.
State Band Transparency: Controls only the visual transparency of the band and does not affect calculations or events.
Alerts
Two alert conditions are available:
SBP Structural BUY Event
SBP Structural SALE Event
Alerts should be created through PulseWire's Create Alert dialog. Alert behaviour follows confirmed BUY and SALE events generated by the script.
How to Use
Apply the indicator to a standard candlestick or bar chart. Observe the band colour together with accepted BUY and SALE events. The indicator is intended to provide a consistent structural-state reference that can be considered alongside the user's own entry, exit, position-sizing, and risk-management rules.
Limitations
This is an indicator, not a strategy. It does not place orders, calculate position size, provide stop-loss levels, provide profit targets, or report backtested performance.
Signals are based on historical and current confirmed price data. Confirmation introduces delay, especially when price changes direction rapidly. Sideways or volatile markets can produce alternating state changes. The Minimum Signal Gap can reduce closely spaced events but cannot eliminate false or late signals.
The indicator does not guarantee accuracy, profitability, or future market direction. Past chart behaviour does not ensure similar future behaviour. Use standard charts for signal interpretation and conduct independent analysis before making trading decisions. Indicator
DoubleUp VWAP LiteDoubleUp VWAP Lite - Session VWAP with A-D Reclaim Grading
DoubleUp VWAP Lite plots session-anchored VWAP with standard-deviation bands and grades each VWAP reclaim A through D, so you can tell a high-quality reclaim from a weak one instead of treating every VWAP cross the same. It is the free entry point to the DoubleUp VWAP System.
How it works;
The script anchors VWAP to the trading session and draws two standard-deviation bands above and below it (default 1.0 and 2.0). A signal fires when price closes back across VWAP - above for a bull reclaim, below for a bear rejection - and can optionally require the signal bar's volume to exceed the 20-period average before it qualifies.
How the grading works (what makes this different)
Each reclaim is scored on a small weighted model rather than a single trigger. The factors are real and script-derived: which side of session VWAP the close sits on, a volume surge measured against the 20-period average (a strong surge above 1.5x carries double weight versus a marginal one), and distance from VWAP- a reclaim that happens close to VWAP scores higher than one that fires after price has already extended, because the extended entry sits worse against the same invalidation level. The total maps to a letter grade, and the raw score is printed beneath each signal (out of the model's maximum) so the grade is auditable rather than a black box. This grading approach - specific, chart-derived criteria rather than a generic "trend" or "scalping" label - is the core of what the tool does.
Also included;
Previous-day high and low levels, and a visual ATR trailing stop at 1.0x ATR-14, so a graded reclaim comes with a ready reference for invalidation.
How to use it;
Use it on intraday timeframes on any volume-bearing instrument. Keep the volume requirement on for liquid instruments to filter weaker reclaims; turn it off on thin instruments where the 20-period volume average is unreliable. Lean on the grade to decide which reclaims are worth acting on.
The full DoubleUp VWAP System adds Daily and Weekly VWAP anchors, three more signal types (rejection, extension, and SD-band rejection), Heikin Ashi and higher timeframe filters, position sizing, and a full trade plan. Indicator
Valar PA ToolkitValar PA Toolkit (VPATK) 是一套为 Al Brooks 价格行为交易者打造的多合一工具箱，七个模块各司其职，均可独立开关和配色，轻量不遮挡裸K。
1. Gap Series 缺口系列 自动标记三种缺口并用色块填充：开盘缺口（相邻K线影线间）、影线缺口（隔一根K线）、实体缺口。每种缺口支持多空方向独立配色、互斥过滤（如实体缺口可排除影线缺口）和独立警报。缺口开着 = 强势，缺口关闭 = 转弱。
2. Bar Counter K线计数 自动检测 session 边界（K线间隔超30分钟视为新时段）并重新编号，仅显示当前时段。支持每隔 N 根显示、重点编号高亮（默认 18/40/60），完美适配 RTH 81-bar 结构定位（B1-18 开盘段 / B19-40 / B41-60 / B61-81 盘尾段）。
3. Moving Average 双EMA 两条独立 EMA，默认 5min 20EMA（蓝）+ 1h 20EMA（红），周期/时间级别/数据源/颜色全可调，时间级别留空则跟随图表。高时间级别数据缺失时自动续算不断线。
4. I & O Bar 内外包K线 标注 Inside Bar（i）、Outside Bar（o）及连续形态：ii/iii、oo/ooo、ioi。五种标注独立配色。IOI 确认后自动替换中间的 o。ii/oo/ioi 都是 Breakout Mode，预警即将突破。
5. BOFT 突破跟随 三根K线结构检测：二号K线收盘突破一号高/低点后，三号K线的跟随分强弱两档（收于二号实体极值内=弱，突破二号极值=强）。多空强弱四色箭头标记，可选背景染色和参考线。强跟随 = 突破大概率走出第二段。
6. CMP K线中点 在最近 N 根K线上画 50% 中点线。Al Brooks 认为 50% 回调是最重要的回调级别，前一根K线中点常是突破单/限价单的入场参考。
7. ATR 面板 右上角表格显示：当前周期 ATR、日线 ATR、前日 ATR、当日波幅。当当日波幅同时超过日线 ATR 和前日 ATR 时数值变红——当日该走的量已走完，警惕追在趋势末端（可挂警报）。
Description
Valar PA Toolkit (VPATK) is an all-in-one toolkit built for Al Brooks price action traders. Seven independent modules, each with its own toggles and colors, designed to stay lightweight and never clutter your naked chart.
1. Gap Series Automatically marks and fills three gap types: Opening Gaps (between adjacent bars), Wick Gaps (one bar apart), and Body Gaps. Each type supports separate bull/bear colors, mutual exclusion filters, and independent alerts. Open gap = strength; closed gap = weakening.
2. Bar Counter Detects session breaks (any gap over 30 minutes starts a new session) and renumbers bars from 1, showing the current session only. Configurable step display and highlighted key bars (default 18/40/60) — perfect for navigating the 81-bar RTH structure (B1-18 open / B19-40 / B41-60 / B61-81 close).
3. Moving Average Two independent EMAs, defaulting to 5min 20EMA (blue) + 1h 20EMA (red). Length, timeframe, source, and color are all adjustable; leave timeframe blank to follow the chart. Auto-continues calculation when higher-timeframe data is missing — no broken lines.
4. I & O Bar Marks Inside Bars (i), Outside Bars (o), and consecutive patterns: ii/iii, oo/ooo, ioi — each with its own color. When an ioi confirms, it automatically replaces the o on the middle bar. ii/oo/ioi are all Breakout Mode patterns signaling an imminent breakout.
5. BOFT (Breakout Follow Through) Three-bar structure detection: after Bar 2 closes beyond Bar 1's high/low, Bar 3's follow-through is graded weak (closes within Bar 2's range) or strong (closes beyond Bar 2's extreme). Four-color arrow markers for bull/bear × weak/strong, with optional background tint and reference lines. Strong follow-through = high odds of a second leg.
6. CMP (Candle Mid Point) Draws the 50% midpoint line on the last N bars. Al Brooks considers the 50% pullback the most important retracement level — the prior bar's midpoint is often the reference for stop/limit entries.
7. ATR Panel Top-right table showing: current TF ATR, daily ATR, previous daily ATR, and today's range. When today's range exceeds BOTH daily ATR and previous daily ATR, the value turns red — the day's expected move is done, don't chase the trend's end (alert included). Indicator
Indicator
Indicator
The Ultimate Indicator by @JustinPerezTrades**Combined LuxAlgo Indicator**
**SMC + HTF PO3 + Opening Range Breakouts & Targets**
This is a single, all-in-one PulseWire indicator that merges three popular LuxAlgo tools:
1. **Smart Money Concepts (SMC)** – Market structure, order blocks, fair value gaps, equal highs/lows, premium/discount zones, etc.
2. **HTF PO3** – Higher-timeframe candle projections with open/high/low/close mapping and volume delta.
3. **Opening Range Breakouts & Targets (ORB)** – Opening range, breakout signals, measured targets, and session moving average.
Everything runs on one chart with organized input groups so you can turn features on/off independently.
---
### What Each Section Does
#### 1. Smart Money Concepts (SMC)
- **Internal & Swing Structure** → Shows BOS (Break of Structure) and CHoCH (Change of Character).
- **Order Blocks** → Internal and Swing order blocks (bullish/bearish).
- **Equal Highs / Equal Lows** → Liquidity levels.
- **Fair Value Gaps (FVG)** → Imbalance zones.
- **Strong/Weak Highs & Lows** → Current swing extremes labeled.
- **Premium / Discount / Equilibrium Zones** – Based on the current swing range.
- **Multi-Timeframe Highs & Lows** (Daily / Weekly / Monthly).
- Optional candle coloring based on internal trend bias.
#### 2. HTF PO3
- Projects higher-timeframe candles to the right of the chart.
- Shows Open, High, Low, Close levels with dashed connectors from the live chart.
- Displays running volume **Delta** for the current HTF candle.
- Useful for seeing where the higher timeframe is currently building its candle.
#### 3. Opening Range Breakouts & Targets (ORB)
- Draws the Opening Range (default 30-minute, or custom session).
- Marks OR High, OR Low, and midpoint.
- Breakout signals (▲ / ▼) with optional Daily Bias filter.
- Automatic measured targets based on a percentage of the Opening Range width.
- Adaptive or Extended target display.
- Optional session-based Moving Average that resets every day at the Opening Range start.
---
### How to Use the Indicator
#### Step 1 – Add to Chart
1. Open PulseWire Pine Editor.
2. Paste the full combined script (make sure it starts with `//@version=6` and has **no** markdown backticks or notes at the top/bottom).
3. Click **Save** → **Add to chart**.
#### Step 2 – Organize the Inputs
The settings are clearly grouped:
| Group Name | What it controls |
|-------------------------------------|--------------------------------------|
| **SMC - Smart Money Concepts** | Overall SMC mode & style |
| **SMC - Real Time Internal Structure** | Internal BOS/CHoCH |
| **SMC - Real Time Swing Structure** | Swing BOS/CHoCH + swing points |
| **SMC - Order Blocks** | Internal & Swing OBs |
| **SMC - EQH/EQL** | Equal Highs / Lows |
| **SMC - Fair Value Gaps** | FVG settings |
| **SMC - Highs & Lows MTF** | Daily/Weekly/Monthly levels |
| **SMC - Premium & Discount Zones** | Premium / Equilibrium / Discount |
| **HTF PO3 - Higher Timeframe Settings** | HTF timeframe, candles shown, offset |
| **HTF PO3 - Visual Style** | Colors, labels, delta |
| **ORB - Historical Display** | Keep or clear previous sessions |
| **ORB - Opening Range** | OR timeframe |
| **ORB - Custom Range** | Custom session times |
| **ORB - Breakout Signals** | Signal style & bias filter |
| **ORB - Targets** | Target % and display mode |
| **ORB - Session Moving Average** | Optional MA |
| **ORB - Style** | Colors and line styles |
#### Step 3 – Recommended Starting Setup
**For most traders:**
- **SMC**
- Mode: `Historical`
- Show Internal Structure: On
- Show Swing Structure: On
- Internal Order Blocks: On (size 5)
- Equal High/Low: On
- Fair Value Gaps: Off (or On if you use them)
- Premium/Discount Zones: On
- **HTF PO3**
- HTF Timeframe: `60` (or `240` / `D` depending on your style)
- Candles to Show: `1` or `2`
- Show Price Labels: On
- Show Running Delta: On
- **ORB**
- Time Period: `30` (or match your market’s opening range)
- Show Breakout Signals: On
- Signal Bias: `No Bias` (or `Daily Bias` if you want stricter signals)
- Show Targets: On
- Target % of Range: `50`
- Target Display: `Adaptive`
#### Step 4 – Practical Workflow
1. **Mark the Opening Range** first (ORB section).
2. Wait for a breakout of OR High or OR Low → look for the signal.
3. Use **SMC structure** to confirm the direction (BOS / CHoCH).
4. Check if price is interacting with an **Order Block** or **Fair Value Gap**.
5. Glance at the **HTF PO3** projection to see where the higher timeframe candle is currently trading relative to its open.
6. Use Premium / Discount zones to decide whether you are buying in discount or selling in premium.
---
### Tips & Best Practices
- Start with fewer features turned on. Too many lines/boxes can clutter the chart.
- Use the **Present** mode in SMC if you only want the most recent structure (cleaner look).
- The HTF PO3 candles are drawn to the **right** of the current bar — they are projections, not historical candles.
- ORB targets are measured moves based on the Opening Range width. Adjust the % to match the instrument’s typical volatility.
- The session MA only works properly on intraday timeframes (it resets at the start of the Opening Range).
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### Alerts Available
All original SMC alerts are included:
- Internal / Swing BOS & CHoCH (bullish & bearish)
- Order Block breakouts
- Equal Highs / Lows
- Fair Value Gaps
You can set alerts on any of these from the PulseWire alert menu. Indicator
Custom Weekly Fib & Time Flow LevelsDesigned for systematic traders who demand a clean chart without visual clutter. This indicator allows you to anchor your weekly trading plan to a specific Monday, dynamically projecting custom extensions, key weekly levels, and time flow markers based on your selected reference day.
Key Features:
Dynamic Custom Fibonacci: Automatically anchors to the High and Low of your selected Monday to project specialized Fibonacci extensions and retracements (1.114, 1.214, 1.618, -0.114, 0.5, -0.214, -0.618) to catch deviations and price targets.
Key Weekly Levels: Automatically plots the Current Week Open, along with the Previous Week High and Previous Week Low. All text labels are cleanly projected into the right-side margin to keep your candlesticks clearly visible.
Time Flow Markers: Visually breaks down the structure of the week by dropping vertical dashed gray lines at the opening bar of Tuesday, Saturday, and the following Monday relative to your chosen date.
Baseline Trend Filter: Includes a sleek, white 50-period Simple Moving Average (SMA 50) in the background for quick trend bias confirmation.
Complete UI Control: Built with performance and aesthetics in mind. You can instantly toggle the visibility of the Fibonacci levels, horizontal rays, and vertical time markers directly from the settings menu.
How to Use:
Apply the indicator to your chart, open the settings, and input the date of the Monday you wish to analyze. The script will automatically calculate and draw your entire strategic map for that week without leaving permanent lines from historical data.
Bu gösterge, grafik kirliliğinden uzak durmak isteyen ve haftalık işlem planını belirli bir referans gününe (Pazartesi) göre sistemli bir şekilde kuran traderlar için tasarlandı. Sadece seçtiğiniz haftaya odaklanarak geçmişteki gereksiz verilerle ekranınızı doldurmaz; seviyeleri ve etiketleri dinamik olarak günceller.
Öne Çıkan Özellikler:
Dinamik Özel Fibonacci: Ayarlardan seçtiğiniz Pazartesi gününün en yüksek (High) ve en düşük (Low) seviyelerini baz alarak, fiyat hareketlerindeki olası sapmaları ve hedefleri gösteren özel Fibonacci seviyelerini (1.114, 1.214, 1.618, -0.114, 0.5, -0.214, -0.618) çizer.
Kritik Haftalık Seviyeler: İşlem haftasının Açılış (Week Open) fiyatı ile bir önceki haftanın En Yüksek (Prev Week High) ve En Düşük (Prev Week Low) seviyelerini otomatik olarak belirler. Tüm etiketler fiyatı engellememek için ekranın sağ boşluğuna yaslanır.
Zaman Akışı Çizgileri: İşlem haftasının temposunu görselleştirmek için seçilen Pazartesi gününden sonraki Salı, Cumartesi ve bir sonraki Pazartesi günlerinin başlangıcına dikey referans çizgileri (gri kesikli) atar.
Trend Filtresi: Arka planda çalışan temiz bir 50 periyotluk Basit Hareketli Ortalama (SMA 50) ile ana trend yönünü destekler.
Tam Kontrol (Aç/Kapat): İndikatör ayarlarından ("Görünüm Ayarları") Fibonacci seviyelerini, yatay destek/dirençleri ve dikey zaman çizgilerini tek tıkla açıp kapatabilirsiniz.
Nasıl Kullanılır?
Göstergeyi grafiğinize ekledikten sonra ayarlara girin ve analiz etmek istediğiniz haftanın Pazartesi gününü seçin. Gösterge, o günün fiyat hareketine göre tüm haftanın stratejik haritasını otomatik olarak çıkaracaktır.
Indicator
Untested Levels - PD Highs, Lows & GapsUntested Levels automatically maps the session prices futures traders commonly mark by hand: previous regular-session highs and lows, current and prior overnight highs and lows, previous closes and unfilled gap levels, plus the all-time high.
The purpose is simple: spend less time redrawing levels every morning and keep important price context visible as the market develops. Each line begins where its high, low, or close was established and is labeled with both its name and exact price.
The indicator is designed around the session structure of CME equity index futures, particularly Nasdaq futures (NQ/MNQ) and S&P 500 futures (ES/MES). Its session times are fully configurable, so the same framework can be used with other futures markets whose trading sessions are defined appropriately.
WHY IT IS DIFFERENT
Many session-level tools either show only the most recent day or remove a level as soon as price reaches it. This indicator maintains a structured history and treats a level's first breach separately from its display timing.
By default, a prior level that is breached during the current trading day remains visible until the day rolls over. This preserves the line for the rest of the session, allowing you to see whether a former high or low is subsequently respected, rejected, or used as support or resistance. If you prefer immediate removal, the "Hide breached levels immediately" setting is available.
Regular-session highs and lows, overnight highs and lows, and prior closes each have their own lookback setting. You can retain more history for one class of level without overcrowding the chart with every other class.
The calculations are session-defined rather than chart-defined. They are built from the symbol's extended-hours feed, so switching the chart between Regular Trading Hours and Electronic Trading Hours does not change the underlying levels. An RTH chart can therefore remain visually clean while still displaying the overnight high and low.
LEVEL NAMES
The numbering follows trading days, not calendar dates. The overnight session belongs to the same trading day as the regular session that follows it.
YD High / YD Low
Yesterday's regular-session high and low.
PD 2 High / PD 2 Low
The regular-session high and low from two trading days ago.
PD 3, PD 4, and later numbers continue in the same way.
YD is effectively the first prior trading day, so there is no separate
"PD 1 High" or "PD 1 Low" label.
ON High / ON Low
The current trading day's overnight-session high and low.
These update while the overnight session is forming.
ETH 1 High / ETH 1 Low
The overnight high and low associated with yesterday's regular session.
ETH 1 therefore pairs with YD.
ETH 2 High / ETH 2 Low
The overnight high and low from two trading days ago.
ETH 2 pairs with PD 2, ETH 3 pairs with PD 3, and so on.
YD Close
The most recent configured session close. This level always displays when
previous-close levels are enabled.
PD 2 Close, PD 3 Close, etc.
Older configured closes that remain unfilled by a later regular session.
These levels identify still-open historical gaps within the selected
gap lookback.
ATH
The all-time high. If a displayed high is also the all-time high, its
normal label receives an ATH prefix. If the all-time high is not one of
the displayed session levels, a separate ATH line is drawn.
SESSION CALCULATIONS
Each configured trading day is divided into three parts:
Overnight session:
Trading-day start to the regular-session open.
This produces ON and ETH highs and lows.
Regular session:
Regular-session open to regular-session close.
This produces YD and PD highs and lows.
Post-close tail:
Regular-session close to the next trading-day start.
This does not create a new session high or low, but its price action can
breach an existing level.
The default times are expressed in Pacific Time:
Trading day starts: 15:00
Regular session opens: 06:30
Regular session closes: 13:15
Close candle opens: 13:55
The time zone and all session boundaries can be changed in the settings. The "Close candle" input identifies the opening time of the candle whose closing price will be stored. If that exact candle is unavailable, the script uses the last available candle before the selected time.
WHAT COUNTS AS UNTESTED
A prior regular-session high remains unbreached until later price trades above it. A prior regular-session low remains unbreached until later price trades below it. The calculation considers price action after the level's own regular session, including that day's post-close tail, later overnight sessions, and later regular sessions.
An overnight high or low is evaluated only against price action after that overnight session ends. This prevents the price action that created the level from also invalidating it.
By default, an exact touch does not count as a breach; price must trade through the level. Enable "Exact touch counts as a breach" if you want a touch to invalidate it.
YD High, YD Low, ON High, ON Low, and YD Close remain available as current reference levels even when tested. Older PD and ETH levels are filtered according to their breach status and your selected display timing.
PREVIOUS CLOSES AND GAPS
YD Close always shows when enabled. Older closes appear as PD n Close only while their gap remains unfilled.
Gap status is based on later regular-session price action. Overnight and post-close-tail activity do not fill a close gap. This keeps the gap logic aligned with the cash-session context rather than allowing overnight movement alone to remove the level.
An alert condition is included for price touching or crossing YD Close during the regular session.
ALL-TIME HIGH
The ATH calculation combines available chart history, extended-hours intraday history, and extended daily history. If the ATH matches a displayed high, that label is prefixed with ATH and emphasized. Otherwise, the indicator creates a standalone ATH level so the price remains marked even when it falls outside the selected session lookbacks.
LOOKBACKS AND DISPLAY CONTROLS
The indicator provides independent controls for:
• Regular-session high/low lookback
• Overnight high/low lookback
• Prior-close and gap lookback
• YD, PD, ON, ETH, close, ATH, and label visibility
• Immediate or end-of-day removal of breached levels
• Exact-touch breach behavior
• Session times and time zone
• Colors, line style, line width, label size, and label offset
Separating the lookbacks makes it possible to retain a broad history of untested highs and lows while using a shorter window for overnight levels or gaps.
RTH AND ETH CHART BEHAVIOR
All session values are requested from extended-hours data, so the same calculated levels appear whether the chart is displaying RTH or ETH candles.
PulseWire scripts only execute when the chart receives a bar. An RTH chart therefore cannot update live while its chart session is closed. To handle this, "Roll levels at the regular session close" is enabled by default. It advances the labels and removes levels breached during the completed day on the final regular-session bar, leaving a frozen RTH chart in the correct end-of-session state. The extended-hours feed completes the normal rollover when the next chart session begins.
For live overnight development of ON High and ON Low, use an ETH chart.
HOW TO USE THE LEVELS
These lines identify historically significant prices; they do not predict which level price will visit or how price will react when it gets there. Traders may use them as context for targets, breakouts, failed breakouts, support/resistance flips, gap fills, and confluence with their own trade setups.
The retained-line behavior is especially useful after a breach: instead of losing the reference immediately, you can observe whether price returns to the level and changes its behavior around it later in the same session.
LIMITATIONS
This indicator is intended for intraday charts. Its session calculations use an extended-hours intraday feed, set to five minutes by default. Available lookback depth depends on the amount of intraday history PulseWire provides for the symbol and the user's plan.
Session defaults are designed for the stated CME equity index futures workflow. Confirm and adjust the time zone, trading-day start, regular-session boundaries, and close-candle time before using the indicator on another market.
Holiday schedules, shortened sessions, missing bars, exchange data differences, and delayed feeds can affect the levels. Use standard price charts and verify the settings for the instrument being traded.
Untested Levels is a charting and market-context tool, not a trading system. It does not provide entries, exits, profit targets, or guarantees of future support or resistance. Indicator
TTG SNIPER DASHBOARD MP TREND TP/SL LEVELSTTG SNIPER DASHBOARD – MP Trend + TP/SL Levels
The TTG Sniper Dashboard is a multi-symbol PulseWire dashboard that allows traders to monitor price, trend strength, Market Pulse direction, and ATR-based profit targets from one clean display without switching charts.
Designed for day traders and swing traders, the dashboard provides a quick market overview by combining trend confirmation with projected take-profit and stop-loss levels.
Features
✅ Multi-Symbol Dashboard
Monitor up to 6 symbols simultaneously
Easily customize the tickers to match your watchlist
✅ Movable Dashboard
Place the dashboard anywhere on your chart:
Top Left
Top Center
Top Right
Middle Left
Middle Center
Middle Right
Bottom Left
Bottom Center
Bottom Right
✅ Live Price Tracking
Displays the latest price for every symbol
Background color updates automatically:
🟢 Green = Price increased from previous bar
🔴 Red = Price decreased
⚪ Gray = No change
✅ ATR-Based TP & SL Levels
Uses the selected timeframe to automatically calculate:
Dynamic Take Profit (TP)
Dynamic Stop Loss (SL)
Calculations are based on:
20 EMA trend direction
ATR Length
Adjustable TP Multiplier
Adjustable SL Multiplier
This provides realistic volatility-based trade targets rather than fixed-price exits.
Market Pulse (MP)
The dashboard includes the TTG Market Pulse engine, which combines:
VWAP
20 EMA
72 EMA
200 EMA
Variable Moving Average (VMA)
to identify overall market strength.
The MP column displays:
🟢 STR BUY
Price above VWAP, 20 EMA, 72 EMA, and 200 EMA
Strong bullish trend
🟢 BUY
Price above the Variable Moving Average
Bullish momentum
⚪ NEUTRAL
No clear directional edge
🔵 SELL
Price below the Variable Moving Average
Bearish momentum
🔴 STR SELL
Price below VWAP, 20 EMA, 72 EMA, and 200 EMA
Strong bearish trend
Customizable Inputs
TP/SL Timeframe
Market Pulse Timeframe
Dashboard Position
Dashboard Text Color
ATR Length
Take Profit ATR Multiplier
Stop Loss ATR Multiplier
Six fully customizable symbols
Ideal For
Intraday traders
Swing traders
Options traders
ETF traders
Traders who monitor multiple charts simultaneously
The TTG Sniper Dashboard is designed to provide a fast, visual summary of market conditions by combining trend direction, momentum, volatility-based targets, and live price action into one easy-to-read dashboard, helping traders make quicker and more informed trading decisions. Indicator
Geometric Matrix Intelligence [GMI]Description:
Welcome to the Geometric Matrix Intelligence + Market Structure indicator. This script is a hybrid trading tool that merges advanced structural concepts (BOS/CHoCH) with geometric probability levels and volatility-based trend analysis.
Core Features:
Geometric Probability Levels (GMI):
When a shift in trend direction is detected based on our custom ATR volatility filter, the script automatically projects forward geometric expansion levels (Φ1 to Φ4). These levels are highly versatile:
Reversal Zones: Price often reacts directly at these mathematical levels, creating excellent pivot or bounce areas.
Take Profit (TP) Targets: Once you are in a trade, these expansion lines provide objective, dynamic targets to scale out or close your positions.
Market Structure (BOS / CHoCH):
Automatically identifies structural pivot highs and lows using a fractal length (defaulted to 12).
Plots pending "Candidate" structure lines (in blue by default).
Confirms Break of Structure (BOS) or Change of Character (CHoCH) when the price breaks these pivots, updating dynamically on your chart.
VWAP Integration:
Includes a built-in Volume Weighted Average Price (VWAP) as a primary institutional baseline to help gauge overall intraday or multi-day bias. (Enabled by default).
Interactive Trend Dashboard & Shading:
An on-chart dashboard tracks the immediate trend status, the initial trigger entry price, maximum projected targets (Φ4), and current ATR volatility.
Visual trend shading allows for immediate macro-trend recognition.
How to Use:
Watch for Market Structure shifts (BOS/CHoCH) aligning with the GMI generated levels.
Use the projected Φ levels as primary take profit targets when trading a newly confirmed structural break.
Monitor the VWAP to ensure your structural trades are on the correct side of the institutional volume average.
Disclaimer:
This script is provided for educational and informational purposes only. It is not intended to be a financial advice, investment recommendation, or a signal to buy/sell any asset. Trading in financial markets involves significant risk of loss. Always do your own research and test any indicator or strategy in a paper-trading environment before committing real capital. Indicator
HTF Developing Candle🕯️ HTF Developing Candle
Bring Higher Timeframe price action directly onto your current chart without constantly switching timeframes.
This indicator projects Higher Timeframe (HTF) candles onto lower timeframes, allowing you to visualise how each HTF candle develops in real time while maintaining full market context.
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✨ FEATURES
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⏱️ ⚡ AUTO TIMEFRAME SELECTION
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• Automatically chooses the most suitable HTF based on your current chart.
• Manual HTF selection is also supported.
The Auto HTF mode intelligently selects a higher timeframe based on your current chart, eliminating the need to manually configure HTFs every time you switch charts.
Current Chart → Automatic HTF
• 1 Second → 1 Minute
• 5 Seconds → 3 Minutes
• 10 Seconds → 5 Minutes
• 15 Seconds → 15 Minutes
• 30 Seconds → 30 Minutes
• 1 Minute → 1 Hour
• 5 Minutes → 4 Hours
• 15 Minutes → 8 Hours
• 30 Minutes → 1 Day
• 1 Hour → 1 Day
• 4 Hours → 1 Week
• 1 Day → 1 Month
You can also disable Auto HTF at any time and manually select any Higher Timeframe that suits your trading style.
🕯️ HTF Candle Projection
• Display completed HTF candles with no look-ahead bias.
• Display the currently developing HTF candle in real time.
• Optional extension to the end of the HTF period.
🎨 Fully Customisable Candle Style
• Hollow candle bodies
• Adjustable body thickness
• Solid, Dashed, or Dotted wicks
• Bull/Bear or Volume-Based colouring
📊 Volume-Based Colouring
• Instantly identify Low, Normal, High, Very High, and Ultra High Volume HTF candles.
📈 HTF Structure Levels
• HTF High
• HTF Low
• HTF Midpoint
• Optional Previous HTF Midpoint Marker
🔄 Real-Time Updates
• Watch the current HTF candle evolve tick by tick without changing your chart timeframe.
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🎯 PERFECT FOR
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✅ Multi-Timeframe Analysis
✅ Price Action Trading
✅ Wyckoff Method
✅ Smart Money Concepts (SMC)
✅ ICT Traders
✅ Swing Trading
✅ Intraday Trading
✅ Market Structure Analysis
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💡 WHY USE IT?
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Instead of constantly switching between multiple charts, this indicator keeps Higher Timeframe structure visible directly on your execution timeframe.
Whether you're analysing market structure, following institutional price action, or waiting for higher timeframe confirmation, HTF Developing Candle helps you stay focused on a single chart while maintaining full HTF context.
⭐ If you find this script useful, please leave a Like 👍 and consider adding it to your favourites! Indicator
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