ADR & LoD. dist%Why we built this
We wanted one clean indicator that showed both ADR% and distance from low of day. Existing tools either showed only one, had shit interfaces, or produced unreliable numbers across timeframes, so we built our own.
Who it's for
Breakout traders who want a quick read on whether a setup is still worth taking. ADR% helps you judge if the stock still has room based on its normal daily range. If price is already beyond its typical ADR%, you may choose not to buy. LoD dist helps with intraday entries by showing how far price is from the low of day, especially when using that low as your stop.
What it shows
ADR% — average daily range as a percentage, calculated from the 20-period average of daily high/low using closed daily bars only, so it stays stable intraday.
LoD dist — current price distance from the regular-hours low of day, in percent. It updates during RTH, ignores pre/post-market prints, and freezes after the session closes.
ATR — optional, off by default, for traders who size using absolute range instead of percentage.
Accuracy
Most accurate on the daily chart and reliable on the 5-minute chart, so the table is limited to those two timeframes instead of showing numbers we are not confident in.
Enjoy!
Written by Gordon Lee, Peter Lee
Coding work supported by Claude AI. Indicator
Trend Ribbon [MachineSuiteAI]Trend Ribbon
respect ranking, measured cross odds and auditable statistics
🟦 OVERVIEW
A five-average trend ribbon (8 / 21 / 50 / 100 / 200 by default; EMA, WMA, SMA, HMA or VWMA) built on one idea: the ribbon should measure itself.
Beyond the stack-based trend state and 50/100 cross markers, it keeps auditable statistics on the chart it is loaded on: which average price has actually been respecting (and how reliably), how every 50/100 cross resolved, what happened after squeeze expansions and after trend-health peaks — each statistic with its sample size, and each verifiable on the chart itself, dot by dot. It is built for traders who use layered moving averages and want the chart to answer two questions the ribbon genre normally leaves to folklore: which of these lines matters here, and what have these signals actually done on this symbol?
🟦 WHAT IS A TREND RIBBON?
Moving-average ribbons are a public-domain concept: several averages of increasing length plotted together. When they are stacked in order the trend is orderly; when they compress and interleave the market is ranging; crosses of a slower pair mark regime changes. Published ribbon scripts already color stacks, count touches, score trend strength and detect squeezes.
What the genre does not do is resolve outcomes. A ribbon will mark a "golden cross" without knowing how golden crosses have actually resolved on this chart; it will call an average "support" without a record of how often that support held. This script's contribution sits one level up: measurement with discipline, and evidence you can check.
🟦 WHY THIS SCRIPT IS ORIGINAL
- A cross odds engine. Every 50/100 cross is resolved N bars later (default 10) on the loaded symbol and timeframe: did the close move in the cross's direction? The win rate is tracked and split by volume confirmation, higher-timeframe agreement, and whipsaw-cluster membership — each split with its own sample size, greyed below a minimum. To the author's knowledge no published ribbon resolves its own crosses' outcomes, let alone per filter.
- Evidence-gated chart marks. The ✓ volume mark and ⚠ counter-HTF warning print on cross chips only where the measured split beats the chart's own base rate by a configurable margin with sufficient samples. Filters that have not helped on this chart do not decorate it.
- Auditable statistics. The respect record is drawn on the chart: numbered dots mark the counted touches of the leading average (gold = held, grey = failed) and a grey ✕ marks clean pass-throughs where nothing was tested and nothing entered the record. Every number in the panel can be verified visually — no other script found does this.
- Outcomes attached to the score and the squeeze. The 0–100 health score is not just decomposed from a stated formula — the panel reports how often the primary side was still intact at three horizons after past crossings above 80, on this chart. Squeeze expansions are likewise measured N bars later (median move, direction agreement, samples).
- Recency-weighted respect ranking. Touch counting exists in published scripts; here each average's last 12 touches form a rolling record where the newest touch weighs most, and the gold halo must be earned twice over: both the raw record and the weighted recent form have to clear a threshold. Below it the panel reads LOW RESPECT — price slicing through everything is itself information.
- Readability engineered like the statistics. Six engines share one chart only because the visual rules are strict: line identities never change (white 50, amber 100, thick grey 200 — the respect halo is an underlay beneath the leader's own line, never a recolor), whipsaw crosses are de-emphasized but never deleted so the visible ▲/▼ sequence always alternates, higher-timeframe levels identify themselves with end tags instead of a legend, and every mark on the chart has exactly one meaning. Nothing decorative, nothing unexplained.
🟦 HOW IT WORKS
- Trend state: the 50/100 pair picks the side; the state reads BULL or BEAR only when at least 3 of the 4 adjacent stack pairs agree, otherwise CHOP. Fill opacity scales with alignment.
- Respect engine: every touch of every average runs through a small state machine on confirmed bars. A touch requires the prior close beyond the average, a penetration into a tolerance band (default 0.25 × ATR(14)) and a close back on the original side; consecutive contacts merge into one event. The touch HOLDS if no close crosses the far tolerance edge within the resolve window (default 5 bars). Each average keeps its last 12 resolved touches; the best recency-weighted hold rate (minimum 5 touches) leads the ranking, and the leader earns a soft gold halo under its own line only when raw record and recent form both clear the threshold (default 50%).
- Cross odds engine: as described above — confirmed bars only, fixed-horizon resolution, per-filter splits, evidence-gated chip marks.
- Health score: 0–100 from a stated formula — 40% stack alignment + 25% slope consistency + 20% price position + 15% width behavior. The panel tooltip decomposes the live score and reports the measured survival after 80-crossings at half, full and double the outcome window.
- MTF strip and HTF anchors: a small table shows the 50/100 cross state on five timeframes, and up to three higher-timeframe averages plot as stepped level lines (default: the 50/100/200 one regime up, with an optional corridor fill between the pair, tinted by where price trades). Both are read from the last completed bar of their timeframe with confirmed-bar indexing, so they can appear one higher-timeframe bar late but never rewrite. Anchors render only once their timeframe has a full length of history — young symbols never show statistically meaningless levels.
- Squeeze and expansion: ribbon width (widest minus narrowest core average, as % of price) is percentile-ranked over a lookback (default 250 bars); below the threshold percentile the ribbon is squeezed. Every expansion out of a squeeze is measured N bars later: median move, direction agreement with the ribbon state, and an "A-grade" slice (state agreed with the higher timeframe AND volume confirmed) tracked separately.
- Cluster damping: several crosses inside a short window classify as whipsaw; rapid re-crosses shrink to dimmed dots rather than full chips — de-emphasized, never deleted, so the visible ▲/▼ sequence always alternates. A cross suppressed into a cluster can still print later, once, if the market settles on its side.
All statistics are collected on confirmed bars only.
🟦 HOW TO USE IT
- Line identities stay fixed: white 50, amber 100, thick grey 200, fast pair in the trend color. The pair that generates the signals is always findable.
- Read the panel top-down: state, health, stack, the respected average with its raw record and recent form, cross recency, the measured win-rate splits, then width and expansion.
- A typical workflow: before treating a pullback to an average as meaningful, check that average's record — the gold halo and its numbered dots are the evidence. Before taking a cross, check whether volume or higher-timeframe agreement has historically mattered on this particular chart — the ↑ marks in the odds rows answer that. Use the MTF strip for context and the HTF corridor as the higher-timeframe decision zone.
- Defaults suit swing timeframes (4H–1D); everything is length-adjustable.
🟦 SETTINGS
- Averages: type, five core lengths, up to three optional extras, curated price source.
- Respect engine: halo and audit-dot toggles, touch tolerance, hold window, ranking window, minimum touches, gold threshold, recency decay.
- Health score: panel row toggle, outcome window.
- Cross odds engine: outcome horizon, minimum sample, evidence-mark gating mode, improvement margin.
- MTF cross strip: five timeframes, strip position.
- HTF anchors: auto or fixed anchor timeframe, three levels with lengths and colors, corridor or lines-only rendering.
- Visuals and extras: marker style (chips/dots/off), cluster damping, line-coloring mode (stack state or per-line slope), price-scale labels, squeeze shading, conviction-scaled fill, panel position, colors, volume-confirmation multiple.
🟦 ALERTS
Primary 50/100 cross (bull/bear) · fast 8/21 cross (bull/bear) · full stack aligned (bull/bear) · cross + volume (bull/bear) · squeeze start · squeeze expansion + volume · respected-average touch · respected average changed · health crossed 80 · health dropped below 40.
🟦 REPAINT & DATA NOTES
- Chips, dots and all bookkeeping wait for bar confirmation; the live bar updates until it closes.
- Higher-timeframe reads use the last completed bar of their timeframe: repaint-safe, but up to one higher-timeframe bar late by construction.
- Statistics are computed over the loaded history and reset when the chart reloads with a different amount of history; low timeframes load fewer bars.
- Volume-based features — including the VWMA average type — require a feed that supplies volume.
- PulseWire caps a script's labels at 500, so on long intraday histories the oldest cross chips drop off the left edge; the statistics still cover the full loaded history.
- MTF strip rows set below the chart's own timeframe show a dash: a lower timeframe cannot be read repaint-safely from a higher-timeframe chart.
- The higher-timeframe anchor levels can sit far from current price (a weekly 200 on a daily chart, for example), which widens the chart's auto-fitted price scale. Enable "Scale price chart only" in your chart settings — or switch anchors off — if you prefer a tight fit around price.
🟦 CREDITS
Moving averages, ribbons, MA crosses and squeeze concepts are public domain. The implementation — the respect state machine, cross odds engine, evidence gating, health decomposition with measured outcomes, repaint-safe MTF/anchor reads and the audit-dot system — was written from scratch for this script.
🟦 LIMITATIONS
- Moving averages lag; ranging markets whipsaw the state and the crosses. The cluster logic labels that condition, it does not remove it.
- All win rates, hold rates and outcome stats are historical measurements on the loaded chart only. They change with symbol, timeframe and loaded history, are greyed below the minimum sample, and do not predict future results.
- The outcome definition is direction-only over a fixed horizon — no stops, fees, or sizing; this is not a strategy backtest.
🟦 DISCLAIMER
This is an educational analysis tool, not investment advice. Historical measurements, however carefully computed, do not predict future results. Trading involves substantial risk. Indicator
Trend Direction Zone Trend Direction Zone is a compact trend-state indicator designed to answer one practical question:
Which market direction is currently confirmed by both price position and the movement of the trend line?
The indicator combines a lag-reduced trend line, an adaptive ATR-based zone, and filtered direction-change markers.
These are not separate indicators simply placed on the same chart. All components work together as one unified model for detecting and maintaining the current market direction:
🔹 the central line estimates the underlying direction of price movement;
🔹 the adaptive zone provides current volatility context;
🔹 confirmation filters determine when the active direction is allowed to change;
🔹 triangles mark only confirmed transitions from one direction to the other.
This structure allows traders to assess market direction quickly without cluttering the chart with repeated crossover signals, targets, probability percentages, dashboards, or calculations unrelated to the indicator’s primary purpose.
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📈 How the trend line is calculated
The central trend line calculation begins with an exponential moving average of the selected price source.
A second exponential moving average is then calculated from the first EMA.
The difference between the first and second EMA is used as a lag-compensation component:
Trend Line = EMA + (EMA − EMA of EMA) × Lag Reduction
The Lag Reduction parameter controls how quickly the line responds:
🔹 a value of 0 produces the base EMA;
🔹 higher values allow the line to react more quickly to price changes;
🔹 excessively high values can increase sensitivity and produce greater overshoot during sharp price movements.
The Trend Length parameter defines the primary smoothing period.
Lower values make the line faster and more sensitive. Higher values create a slower and smoother directional reference.
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🌊 How the adaptive zone works
The colored zone around the central line is calculated using Average True Range — ATR.
Instead of using only a fixed ATR multiplier, the script compares the current ATR value with the highest and lowest ATR values observed during the selected period.
This produces a normalized volatility level showing whether current volatility is relatively low or high compared with its recent range.
The zone width takes into account:
🔹 the current ATR value;
🔹 the position of the current ATR within its recent volatility range;
🔹 the user-defined Zone Width multiplier.
Therefore:
the zone contracts when volatility is relatively low;
the zone expands when volatility is elevated.
The zone is intended to provide volatility context around the trend line.
Its boundaries are not calculated as support, resistance, stop-loss, or profit-target levels.
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🧭 How direction is determined
The indicator does not change direction based only on a simple crossover between price and the central line.
For a potential bullish direction, three conditions must be satisfied simultaneously:
🔹 the three-bar slope of the central line must be positive;
🔹 price must be above the central line;
🔹 the distance between price and the line must exceed the ATR-based Switch Filter.
For a potential bearish direction, the opposite conditions are required:
🔹 the slope of the central line must be negative;
🔹 price must be below the central line;
🔹 the distance between price and the line must exceed the selected ATR-based filter.
Before the active direction changes, the new conditions must remain valid for the selected number of closed bars.
The Minimum Bars Between Signals parameter defines the minimum number of bars required between opposite signals.
Its purpose is to reduce rapid switching between bullish and bearish states during short and noisy price movements.
Once a direction has been confirmed, the indicator maintains that state until the opposite direction is confirmed.
Temporary weakening of the current move does not immediately return the indicator to a neutral state.
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🎨 How to read the indicator
Green line and green zone
A bullish direction is currently confirmed.
Red line and red zone
A bearish direction is currently confirmed.
Green upward triangle
Marks the confirmation of a new bullish direction.
Red downward triangle
Marks the confirmation of a new bearish direction.
Bullish triangles are always positioned below the central line.
Bearish triangles are always positioned above the central line.
The distance between the triangles and the central line is calculated using ATR. This allows their placement to adapt to the price scale and volatility of the selected instrument.
The Signal Distance From Line parameter changes only the visual distance between the triangle and the central line.
It does not affect the direction calculation or the timing of the signal.
⚠️ The triangles should be interpreted as markers of a confirmed trend-state transition, not as automatic instructions to enter or exit a trade.
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⚙️ Default settings
Trend Length: 20
Lag Reduction: 1.2
ATR Length: 14
Zone Width: 2.0
Direction Confirmation: 2 closed bars
Switch Filter: 0.20 ATR
Minimum Bars Between Signals: 5 bars
Signal Distance From Line: 0.45 ATR
The default values are intended as a balanced starting point.
They are not optimized for any specific instrument, market, or timeframe.
Increasing Trend Length, Direction Confirmation, Switch Filter, or Minimum Bars Between Signals will generally result in:
🔹 fewer direction changes;
🔹 a more persistent trend state;
🔹 later confirmation of a new direction.
Reducing these values generally makes the indicator more responsive, but may increase the number of direction changes during sideways market conditions.
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⏱ Real-time behavior
Direction changes, triangle markers, and alert conditions are confirmed only after the candle has closed.
The central line and adaptive zone use current price and volatility data, so they may move while the active candle is still forming.
A direction triangle is not confirmed on an unfinished candle.
The script uses data only from:
🔹 the current chart symbol;
🔹 the current chart timeframe.
It does not request data from higher timeframes and does not use calculations that reference future values.
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🔔 Alerts
The indicator includes two alert conditions:
Bullish Direction — a bullish direction has been confirmed.
Bearish Direction — a bearish direction has been confirmed.
The alerts correspond to confirmed direction changes.
When creating an alert, it is recommended to select Once Per Bar Close.
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🛡 Limitations
Trend Direction Zone is a visual trend-following tool.
It does not predict future prices or identify exact market tops and bottoms.
Like other trend-following methods, the indicator may confirm a direction change after the reversal has already begun.
In sideways or irregular markets, direction changes may occur without developing into sustained trends.
The confirmation and minimum-signal-spacing filters reduce some short-term switching. However, stronger filtering may also delay the recognition of fast reversals.
A wide zone means that current volatility is elevated relative to recent values.
It does not mean that price must remain inside the zone.
The indicator does not include:
🔹 position-size calculations;
🔹 stop-loss levels;
🔹 profit targets;
🔹 strategy backtesting;
🔹 performance statistics.
Trend Direction Zone should be used as one source of information about current market conditions alongside the trader’s own analysis and risk-management process. Indicator
[SkuldX] BTC OI Delta + SignalSkuldX BTC OI Delta + Signal — Institutional Positioning Intelligence
by SkuldX Trading Systems
What is it?
SkuldX BTC OI Delta + Signal goes beyond simply showing Open Interest numbers. It decodes the relationship between price movement and OI changes to identify the true nature of every market move — whether it's driven by real conviction or forced liquidations. This distinction is what separates high-probability entries from noise.
How it works
Open Interest Delta measures how many BTC contracts were opened or closed each bar. When combined with price direction, it reveals four distinct market states that form the core of this indicator's signal logic.
The Signal Matrix
🟢 Bullish Trend — price rising + OI increasing. New long positions are being opened. This is genuine buying conviction — the strongest long signal.
🟡 Short Squeeze — price rising + OI decreasing. Shorts are being forcibly closed. Price moves up but no new longs are entering — the move is weak and may not sustain.
🟠 Long Squeeze — price falling + OI increasing. Longs are being liquidated while new shorts open. Counterintuitively, this can precede a reversal once the squeeze exhausts itself.
🔴 Bearish Trend — price falling + OI decreasing. Positions are being closed into a falling market. Strong directional conviction to the downside.
Every histogram bar is color-coded by market state — giving you instant visual context without any manual analysis.
Two-panel layout
Panel 1 — OI Delta Histogram Shows the change in aggregated Open Interest per bar in BTC contracts. An EMA overlay tracks the trend of leverage in the market — rising MA means the market is consistently adding positions, falling MA means deleveraging.
Panel 2 — Z-Score Measures how statistically significant the current OI Delta is relative to recent history. A Z-Score above +2σ means an unusually large OI increase. Below -2σ means an unusually large OI decrease. These extremes often coincide with institutional activity, liquidation cascades, or the start of a significant directional move.
Z-Score levels at ±1σ and ±2σ are displayed with background highlighting for extreme zones.
Data sources
Aggregates perpetual futures Open Interest from five major exchanges — Binance USDT.P, Binance USD.P, Binance BUSD.P, Bybit USDT.P, and OKX USDT.P. Each source can be toggled independently. All values are normalized to BTC contracts for consistent cross-exchange comparison.
Settings
Data Sources — enable or disable each exchange independently
MA Length — EMA period for the delta trend line
Z-Score Lookback — historical window for statistical normalization
Z-Score Levels — configurable ±1σ and ±2σ thresholds
Colors — independent color control for each of the four market states
Signal flags in Data Window
When hovering over any bar, the Data Window shows four binary signal flags — Bullish Trend, Short Squeeze, Long Squeeze, Bearish Trend — alongside raw OI Delta, Total OI, MA, and Z-Score values. These flags are designed to be consumed programmatically in strategy scripts built on top of this indicator.
Notes
Best used on 15m to 4h timeframes where individual OI spikes are meaningful. On very low timeframes (under 5m) noise dominates. The Z-Score panel is most useful for identifying accumulation/distribution phases — sustained readings above +1σ while price consolidates often precede breakouts.
Built for SkuldX ecosystem
This indicator is a core component of the SkuldX signal layer. OI-based market state detection feeds directly into SkuldX automated trading logic for position entry confirmation, squeeze detection, and leverage-driven reversal setups. Indicator
MTF ATR SL LevelThis Pine Script (Version 6) is a technical indicator for PulseWire called "MTF ATR Level".
In short: The indicator calculates the Average True Range (ATR) – meaning the average volatility (price fluctuation range) – from a higher timeframe (e.g., the daily chart) and projects these values as dynamic resistance and support bands directly onto your current chart (e.g., a 5-minute or 1-hour chart).
Here is the exact functionality broken down in detail:
1. Core Functions & Settings
Multi-Timeframe (MTF) Logic: The script uses the request.security() function to fetch data from another timeframe (set to Daily/'D' by default). This allows you to immediately see where the important volatility boundaries of the higher-level daily chart lie on smaller intraday charts.
Flexible ATR Filter: You can choose how the ATR should be smoothed in the settings menu. Three mathematical methods are available:
RMA (Welles Wilder's Moving Average – the standard for ATR)
SMA (Simple Moving Average)
EMA (Exponential Moving Average)
Adjustable Multipliers: You can use the inputs (Upper/Lower ATR Multiplier) to determine how many ATR units the lines should be shifted away from yesterday's closing price (e.g., 1.0 ATR, 1.5 ATR, etc.).
2. How the Lines are Calculated
The script calculates two crucial levels:
Upper Level (Upper Line): Yesterday's close of the higher timeframe + (ATR * Multiplier)
Lower Level (Lower Line): Yesterday's close of the higher timeframe - (ATR * Multiplier)
Dieses Pine Script (Version 6) ist ein technischer Indikator für PulseWire namens "MTF ATR Level".
Kurz gesagt: Der Indikator berechnet die Average True Range (ATR) – also die durchschnittliche Volatilität (Schwankungsbreite) – aus einer höheren Zeiteinheit (z. B. dem Tageschart) und projiziert diese Werte als dynamische Widerstands- und Unterstützungsbänder direkt auf deinen aktuellen Chart (z. B. einen 5-Minuten- oder 1-Stunden-Chart).
Hier ist die genaue Funktionsweise im Detail aufgeschlüsselt:
1. Die Kernfunktionen & Einstellungen
Multi-Timeframe (MTF) Logik: Das Script nutzt die Funktion request.security(), um Daten aus einer anderen Zeiteinheit abzurufen (standardmäßig auf Tag/'D' eingestellt). Dadurch siehst du auf den kleineren Intraday-Charts sofort, wo die wichtigen Volatilitätsgrenzen des übergeordneten Tagescharts liegen.
Flexibler ATR-Filter: Du kannst im Einstellungsmenü wählen, wie die ATR geglättet werden soll. Es stehen drei mathematische Methoden zur Verfügung:
RMA (Moving Average von Welles Wilder – der Standard für ATR)
SMA (Einfacher gleitender Durchschnitt)
EMA (Exponentieller gleitender Durchschnitt)
Einstellbare Multiplikatoren: Du kannst über die Inputs (Upper/Lower ATR Multiplier) bestimmen, wie viele ATR-Einheiten die Linien vom gestrigen Schlusskurs entfernt sein sollen (z. B. 1,0 ATR, 1,5 ATR usw.).
2. Wie die Linien berechnet werden
Das Script berechnet zwei entscheidende Niveaus:
Upper Level (Obere Linie): Gestriger Schlusskurs des höheren Timeframes + (ATR * Multiplikator)
Lower Level (Untere Linie): Gestriger Schlusskurs des höheren Timeframes - (ATR * Multiplikator) Indicator
Choppiness Index MTFCHOP Multi-Timeframe Range & Trend Detector
🎯 What does this indicator do?
The Choppiness Index measures whether the market is trending or ranging. The problem with the classic CHOP: it only looks at a single timeframe. This indicator displays the Choppiness Index across multiple timeframes simultaneously, right on your chart, so you can instantly see whether higher timeframes confirm or contradict your trading timeframe.
⚙️ How it works
The CHOP is calculated on each selected timeframe (e.g. M15, H1, H4, D1) using request.security().
Reading the values:
CHOP > 61.8 → ranging / consolidating market, avoid breakout entries
CHOP < 38.2 → established trend
In between → transition zone, trade with caution
A summary table displays the value and state (Range / Transition / Trend) of each timeframe with color coding.
📊 How to use it
Pick your timeframes in the settings based on your style (scalping, intraday, swing)
Wait for alignment: when several timeframes drop below 38.2, the trend is solid across all scales
Filter your entries: a high CHOP on a higher timeframe = your lower-timeframe breakout is more likely to fail
Combine with your price action reading — this indicator is a context filter, not an entry signal
🔧 Settings
CHOP length (default: 14)
Displayed timeframes (up to 4)
Customizable thresholds (61.8 / 38.2 by default)
Table position and size
⚠️ Note
No indicator predicts the market. The CHOP describes the current market state.
use it as a context filter within a complete strategy with proper risk management. Indicator
Volume & Volatility Time-of-DayVolume & Volatility Time-of-Day (V+V TOD)
What it does
This is a diagnostic tool, not a signal generator. It answers one question for whatever instrument you put it on: at what times of day does this market typically wake up? It builds a time-of-day profile from the intraday history your chart has loaded and shows you the recurring windows where volume and volatility tend to expand — so you can be at your desk before they hit instead of reacting after.
How it works
For every minute-of-day slot (in a timezone you choose), the script accumulates two measurements across all the days on your chart, each compared to its own recent baseline:
Volume — the bar's volume ÷ a moving average of volume. A reading of 2.0× means volume at that time of day typically runs twice its baseline.
Volatility — Bollinger-Band width (the percentage distance between the bands) ÷ a moving average of that width. This captures when price ranges typically start expanding, independent of volume.
Because the two are measured separately, the panel shows both numbers side by side, which lets you see where they diverge: high volume on quiet bands often means churn/rotation, while bands blowing out on thin volume often means a news or stop-driven pop. They usually rise together, and the times they don't are informative.
The Heat Metric input lets you drive the on-chart heat from Volume only, Volatility only, the average of both, or whichever of the two is higher.
Baseline scope — you can measure each bar against a rolling trailing moving average (simple, but it spans the session break so a lingering high-volume session can shrink the next region's opens), or against a session average that resets at the start of each trading day, so each region (for 24-hour futures: Asia / London / New York) is judged against its own day rather than the one before it.
Reading it on the chart
The current bar is highlighted whenever its time-of-day is historically elevated. This "heads-up" is built only from prior closed bars, so it is non-repainting — it fires as the live bar opens based on that slot's history, and never redraws afterward. You can render the heat as SAR-style dots, a bottom ribbon, an offset heat line, recolored bars, or full-pane background — whichever is least intrusive for your chart.
The panel lists the active windows in chronological order starting from the current or next one, highlighting where you are now ("NOW") or counting down the minutes until the next window begins, with each window's typical Volume× and Volatility× peaks.
Inputs you can adjust
Timezone, the moving-average length, the volatility Bollinger length/multiplier, the threshold that defines a "window," the color-saturation cap, a minimum sample-size gate (a slot must have enough days of data before it's trusted), optional exclusion of specific times (e.g. the RTH open/close so they don't overshadow smaller intraday pockets), all display styles and colors, and the panel size/position.
Honest limitations
It uses the intraday history PulseWire has loaded on your chart — the panel shows the day count so you know how much data the profile rests on. More history means a steadier profile; it is not a true rolling "last-N-days" calculation.
It measures tendencies, not certainties. A time of day that is usually active can be quiet on any given day, and vice versa. Nothing here predicts direction or price — it only describes when this instrument has historically become active.
It is intended as context for your own analysis, not as a standalone trading system. Indicator
crypto signals -Breakout Targets# 🚀 Crypto Signals (Breakout Targets)
**Crypto Signals (Breakout Targets)** is an enhanced breakout trading indicator designed to identify high-probability breakout opportunities while providing automatic trade management with multiple profit targets and a dynamic stop loss.
This version is based on the original open-source **Breakout Targets** indicator by **AlgoAlpha**, with numerous enhancements focused on customization, usability, performance tracking, and professional alert automation.
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## ✨ Features
✅ Automatic detection of bullish and bearish breakout opportunities.
✅ Up to **3 configurable Take Profit levels (TP1, TP2, TP3).**
✅ Dynamic Stop Loss calculated using **ATR** or **Percentage (%).**
✅ **Auto Symbol Profiles** for storing different settings across multiple trading pairs.
✅ Advanced Statistics Dashboard displaying:
* Win Rate
* Total Winning Trades
* Total Losing Trades
* Net Performance
* TP1 / TP2 / TP3 Statistics
✅ Fully customizable colors and display settings.
✅ Clean and intuitive chart visualization suitable for all timeframes.
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## 🔔 Smart Alert System
The indicator includes a professional built-in alert system fully compatible with **PulseWire Alerts**, making it easy to integrate with Telegram bots, Discord, webhooks, or automated trading systems.
Available alert events:
* 🟢 Buy Signal
* 🔴 Sell Signal
* 🎯 TP1 Hit
* 🚀 TP2 Hit
* 🏆 TP3 Hit
* 🛑 Stop Loss Hit
Each alert is delivered in a clean, mobile-friendly format and includes essential trade information such as the trading pair, timeframe, entry price, target levels, and stop loss, allowing traders to monitor positions efficiently in real time.
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## 📈 How It Works
The indicator continuously analyzes price action to identify potential breakout opportunities.
Once a breakout is confirmed, it automatically plots:
* Entry Price
* Stop Loss
* Take Profit 1 (TP1)
* Take Profit 2 (TP2)
* Take Profit 3 (TP3)
The trade is then monitored automatically while the statistics dashboard keeps track of overall performance and target achievements.
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## 🎯 Best For
* Cryptocurrency
* Forex
* Stocks
* Indices
The indicator works on all timeframes and delivers the best results when combined with proper market structure analysis, confirmation tools, and sound risk management.
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## 🙏 Credits
This project is based on the open-source **Breakout Targets** indicator created by **AlgoAlpha**.
The original concept has been extended with additional features, profile management, enhanced dashboards, professional alerts, customization options, and various usability improvements while respecting the original open-source license and giving full credit to the original author.
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# ⚠️ Disclaimer
This indicator is provided for **educational and informational purposes only**.
It does **not** constitute financial or investment advice and should not be interpreted as a recommendation to buy or sell any financial instrument.
Trading financial markets involves substantial risk and may result in the partial or total loss of your capital. Always perform your own analysis, use proper risk management, and never rely solely on any indicator when making trading decisions.
Past performance does **not** guarantee future results.
Indicator
SuperTrend Engine [Quantum Algo]SuperTrend Engine
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🔶 OVERVIEW
SuperTrend Engine is a volatility-adaptive SuperTrend indicator built on one idea: every SuperTrend gives you signals — this one shows you the whipsaws it saved you from, tells you its real win rate on your chart, and admits when it is wrong.
The engine self-tunes its factor with a fully transparent formula, confirms flips through a Whipsaw Shield that absorbs fake-outs and marks every one it absorbed, stamps every buy and sell flip with its live, honestly-computed win rate on the current symbol, settles every marker into its real outcome ten bars later, and draws the trade geometry — entry, trailing stop, one-R and two-R references — the moment a flip confirms.
🔶 WHAT IS A SUPERTREND?
A SuperTrend is a trailing stop built from the Average True Range: a band placed a volatility-scaled distance from price that ratchets in the trend's favor and never retreats. While price holds above the band, the trend is up and the band trails below as a stop; a close through the band flips the state. It is one of the most followed trend-following tools in retail trading — and its famous weakness is the whipsaw: sideways markets flip it back and forth, and a fixed factor that survives chop is too slow in trends. This engine is built specifically against that weakness.
🔶 WHY THIS SCRIPT IS ORIGINAL
1. The Whipsaw Shield — visible absorbed fake-outs. A flip only confirms when the close clears the opposite band by a volatility margin. When the raw trail flips and reverses before clearing it, the engine holds its direction and prints a small ghost marker where the whipsaw died, with a running Whipsaws Shielded counter in the dashboard. Other tools try to reduce whipsaws quietly; to our knowledge, none renders the failures it absorbed. Here the evidence is on the chart.
2. Honest per-symbol flip statistics. Every flip is stamped with its live win rate on this exact symbol and timeframe — shrinkage-adjusted so thin history cannot show fake confidence, with a Wilson confidence bound and sample count in the hover tooltip. The indicator audits itself in public instead of asserting signals.
3. Markers that settle into their outcome. Each buy and sell marker resolves ten bars later: the trend color if the flip delivered, faded gray if it failed. Scroll any chart and read the engine's true track record directly off the markers — including the losses.
4. Transparent adaptation, not a black box. The factor self-tunes between your two bounds using Perry Kaufman's Efficiency Ratio — tight when price moves cleanly, wide in chop — and the dashboard shows the live factor and efficiency reading every bar. The adaptation can be verified with a calculator; nothing asks for trust.
5. A trade plan, not just a line. On every confirmed flip the engine draws the entry, the trailing stop, and one-R and two-R reference levels, and the dashboard tracks the open signal's running R-multiple live.
6. A breathing chart. The glow between price and trail intensifies with trend distance and fades as price returns to the stop, grade-A flips (volume, efficiency, and a decisive break together) print in the accent color, and the whole layer stays capped and clean.
🔶 HOW IT WORKS
Adaptive trail: Classic ratcheting SuperTrend bands are computed from the Average True Range, with the factor interpolated between the trend bound and the chop bound by the Efficiency Ratio — the ratio of net price movement to total path length over the lookback.
Whipsaw Shield: The raw band flip is treated as a candidate, not a signal. Only a close beyond the opposite band plus the margin confirms the flip; a raw flip that reverses first is counted, marked as a ghost, and absorbed.
Statistics: Each confirmed flip records what price did ten and thirty bars later, in the flip's direction, into capped first-in-first-out databases. Win rates are pulled toward fifty percent by pseudo-samples and carry Wilson lower bounds. Until the minimum sample is met, markers read "collecting history" instead of inventing a number.
Outcome settlement: Every marker stores its flip price and recolors by the realized ten-bar outcome, then joins the capped history.
Grading: Volume z-score, efficiency level, and break decisiveness combine into an A, B, C grade on every flip.
Non-repainting: Flips, shields, grades, statistics, and settlement are all evaluated on closed bars. Once printed, nothing moves.
🔶 HOW TO USE IT
1. Works on any market — cryptocurrency, forex, gold, indices, stocks, futures — and any timeframe. Trending instruments suit tighter trend bounds; choppy ones benefit from a wider chop bound and a larger shield margin.
2. Treat the flip as regime information and the trail as the stop: the line is the invalidation, and the one-R and two-R references scale targets to the risk the stop defines.
3. Read the ghost markers as the tool working: a cluster of × marks in a range is the chop a fixed-factor SuperTrend would have traded.
4. Judge fresh flips against the settled history and the statistics rows — a symbol whose markers keep settling gray is telling you trend-following struggles there, and that is information worth having before the next flip.
5. Use the grade for position confidence: an A-grade flip with volume, high efficiency, and a decisive break is a different event from a drift-through.
6. Watch the live factor and efficiency in the dashboard to see the adaptation reasoning in real time.
🔶 SETTINGS
- Adaptive trail: Average True Range length, factor in strong trend, factor in chop, Efficiency Ratio length.
- Whipsaw Shield: flip margin and ghost marker toggle.
- Statistics: sample cap, minimum samples to grade, shrinkage strength, Wilson z-score, markers to keep.
- Trade plan toggle and plans to keep.
- Visuals: all colors, glow fill, candle tinting.
- Themeable dashboard: position, four text sizes, title band, background, frame, grid, and three text colors.
🔶 ALERTS
- Buy Flip / Sell Flip — the adaptive trail flipped with the confirmation margin cleared.
- Whipsaw Shielded — a raw flip reversed before confirming; the engine held its direction.
- Grade A Flip — full quality confluence: volume, efficiency, and a decisive break.
🔶 FREQUENTLY ASKED QUESTIONS
Does the indicator repaint? No. Every flip, shield event, grade, statistic, and marker settlement is evaluated at bar close. Once printed, nothing moves.
How is this different from other adaptive or machine-learning SuperTrends? Adaptation itself is not the claim — several tools adapt the factor. The differences are transparency and honesty: the adaptation here is one verifiable formula shown live on the dashboard, the whipsaws it absorbs are rendered instead of hidden, every signal carries its real statistics with confidence bounds, and every marker settles into its true outcome.
What does a ghost × marker mean? The raw SuperTrend flipped there and reversed before clearing the confirmation margin. The engine held its direction and counted the whipsaw it absorbed.
Why does a marker turn gray? The flip failed: ten bars later, price had not moved in its direction. Gray markers are the audit trail working — an honest tool must be able to show its losses.
Why do the win rates hover near fifty percent on some symbols? Because that is the truth of trend-flip performance there. The shrinkage and confidence bounds are designed to display small honest numbers rather than large misleading ones.
🔶 CREDITS
The SuperTrend trailing stop was created by Olivier Seban; the Average True Range is by J. Welles Wilder Jr. (1978); the Efficiency Ratio is by Perry J. Kaufman; the Wilson score interval is by Edwin B. Wilson (1927). This script gratefully acknowledges all four. The Whipsaw Shield, the transparent adaptive-factor design, the per-symbol statistical engine, the outcome-settling markers, the trade plan layer, and all code in this script are original work — no third-party or open-source script code was reused.
🔶 LIMITATIONS
Trend-following flips underperform by nature in prolonged ranges; the shield reduces but cannot eliminate that cost, and shielded entries confirm slightly later than raw ones — the margin trades earliness for reliability. Statistics need history to mature and are honest about being thin early. Volume grading is less meaningful on symbols with unreliable volume reporting. No indicator replaces independent analysis.
🔶 DISCLAIMER
This script is provided strictly for educational and informational purposes. It is not financial advice, an investment recommendation, or a solicitation to buy or sell any financial instrument. Past behavior of any flip, statistic, or grade does not guarantee future results. Trading involves substantial risk. Always do your own research and manage risk independently. Indicator
ATK/DEF Support Resistance SR Force MatrixS/R Force Matrix is a custom support and resistance analysis framework designed to stud the strength, behavior, and historic significance of pric reactio areas through a combination of volatility adjustment, swing struc analysis, liquidity measurement, and candle pressure evaluati.
Traditional support and resistance methods usually treat pric lev as fixed horizontal areas created from previous hig and lo. However, market conditions are constantly changing, and the importance of a pric lev can vary depending on volatility, histor interaction, participation intensity, and current market behavior.
S/R Force Matrix introduces a dynamic calculat approach by combining multiple independent market measurements to evalu the relative strength characteristics of support and resistance zo.
The core concept of this indicator is that a pric lev should not only be observed by its location, but also by the market inform surroud its formation and histor behavior.
ATR-Based Dynamic Power Calculation
The foundation of S/R Force Matrix is an ATR-based normalization system.
Instead of using fixed distance measurements, the indicator adapts its calcula according to current volatility conditions. ATR is used as a volatility reference to evalua the relative size and significance of historical pric movements across different market environments.
This allows the indicator to analyze pric lev with a dynamic perspective rather than treating every historical swing point equally.
Historical Swing Structure Analysis
The indicator identifies histo swing highs and swing lows as potential resistance and support areas.
Each detected pric area is evalua through historical data characteristics, including:
previous pric formation
historical interaction frequency
distance from current price
volatility-adjusted movement size
The purpose is to create a structured representation of how important pric areas develop over time.
Price Reaction Strength Matrix
S/R Force Matrix combines several measurements into a unified strength evaluati model.
The Power calcula integrates:
histori volatility conditions
volume participation
swing importance
timeframe adjustment
historical interaction behavior
This creates a matrix-based view of pricarea strength instead of displaying simple support and resistance lines.
Market Pressure Analysis
The indicator includes candle pressure analysis to observe the internal balan between upward and downward pric movement.
By analyzing candle position within the tra range, the system measures the relationship between:
closing location
candle range distribution
current pressure balance
This provides additional context about current pric behavior around important lev.
Liquidity Flow Observation
Volume activity is incorporated to analyze changes in market participation.
The Liquidity Flow component observes:
relative volume expansion
volume contraction
prie position compared with VWAP
participation intensity
The purpose is to visualize how market activity changes around pri areas rather than relying only on price levs.
Timeframe Adaptive Framework
S/R Force Matrix automa adjusts calcula based on different timeframe environments.
Different chart intervals contain different volatility characteristics and market structures. The timeframe multiplier helps maintain a more consistent analytical framework when observing various market conditions.
Difference From Traditional Support & Resistance Tools
Unlike traditional support and resistance indicators that mainly mark previous highs and lows, S/R Force Matrix focuses on the strength characteristics behind each pric area.
Traditional approaches generally answer:
"Where did price previously react?"
S/R Force Matrix focuses on:
"How significant was the histori reaction area based on multiple calculated market factors?"
By combining ATR volatility analysis, historical swing behavior, liquidity information, and candle pressure measurements, the indicator creates a broader market structure visualization.
Design Philosophy
S/R Force Matrix is created as a quantitative market behavior analysis.
The objective is to provide a structured way to observe:
dynamic support and resistance characteristics
historical pric area importance
volatility-adjusted strength
liquidity participation changes
current market pressure conditions
The indicator does not provide tra instructions, or financial advice.
It is designed to help users analyze and price behavior through a multi-factor calculat framework. Indicator
Log Regression Regime Channel Log Regression Regime Channel
A market regime, trend quality, price deviation, and directional momentum indicator built around a unified log-linear regression model.
The indicator is designed to evaluate five connected aspects of market behavior:
1. Is the current market statistically directional or neutral?
2. How well does the regression model describe recent price movement?
3. Where is the current price relative to its fitted trend?
4. Does short-term momentum support or oppose the current market regime?
5. Is the underlying regression trend strengthening, cooling, or remaining stable?
The indicator’s primary purpose is to organize several related measurements into one coherent analytical framework.
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📐 Core Calculation: Log-Linear Regression
The script applies ordinary least-squares linear regression to the logarithm of closing prices over the selected Regression Length.
The model has the following form:
log(price) = intercept + slope × time
Using logarithmic prices allows the model to analyze proportional price movement rather than absolute movement in price units.
For example, a move from 10 to 11 is treated consistently with a move from 100 to 110 because both represent a 10% change.
After the regression is calculated in logarithmic space, the fitted values are converted back into regular price values using the exponential function.
The model calculates:
• Regression Slope — determines the direction of the fitted trend.
• Regression Intercept — defines the position of the fitted path.
• Residual Standard Deviation — measures the typical distance between observed log prices and the regression model.
• R² — measures how much of the variation in log prices is explained by the fitted trend.
• Fitted Price Values — represent the model values at the beginning and end of the regression window.
Only positive price observations can be used because the logarithm of zero or a negative value is undefined.
The indicator begins displaying the complete model after enough valid historical bars have accumulated.
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📊 Residual-Based Regression Channel
The channel width is not calculated from ATR, a fixed percentage, or the standard deviation of raw prices.
It is based on the standard deviation of regression residuals in logarithmic space.
A residual is the difference between:
the observed logarithmic price
and
the logarithmic price fitted by the regression model.
The channel includes:
• Regression Midline — the centerline of the current fitted model.
• Inner Residual Bands — the inner residual-deviation boundaries.
• Outer Residual Bands — the outer residual-deviation boundaries.
• Channel Ribbons — optional shaded areas between the inner and outer boundaries.
Because the boundaries are symmetrical in logarithmic space, they represent proportional deviations from the fitted model.
After conversion back into regular price values, the upper and lower parts of the channel may not appear perfectly symmetrical on a linear price scale.
Difference Between the Two Length Settings
Regression Length determines how many bars are used to calculate the statistical model.
Visible Channel Length determines only how many recent bars are used to draw the current channel.
Changing Visible Channel Length does not change the underlying regression calculation. It changes only the displayed length of the channel.
This separation makes it possible to use a longer model window without drawing the channel across the entire calculation period.
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🎯 Price Deviation From the Model
Current price deviation is calculated as:
current logarithmic residual ÷ residual standard deviation
The result shows the current price’s distance from the regression model in residual standard deviations.
Price Location
Center — price is close to the fitted regression midline.
Upper — price is above the regression model.
Lower — price is below the regression model.
Deviation Zones
Normal — the absolute deviation remains inside the inner boundary.
Extended — the absolute deviation has reached the inner boundary.
Extreme — the absolute deviation has reached the outer boundary.
The Extended and Extreme states describe price location relative to the current model.
They do not automatically imply that price must reverse. During a strong trend, price may remain elevated or depressed relative to the regression path for an extended period.
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📈 Trend Quality and Trend Strength
The market is not classified as Bullish or Bearish from the direction of the regression slope alone.
The regime engine evaluates three characteristics together:
• the direction of the log-regression slope;
• Trend Quality;
• standardized Trend Strength.
Trend Quality
Trend Quality is measured using R² and displayed as a percentage.
R² indicates how consistently the movement of log prices is described by the regression model.
A higher value means that the fitted trend explains a larger proportion of the observed log-price variation.
Trend Strength
Trend Strength is calculated as the total fitted logarithmic movement across the regression window divided by the residual standard deviation.
It measures how large the directional move is relative to the normal dispersion of price around the model.
The value is expressed in residual standard deviations.
Why Both Measurements Are Used
A small but orderly slope and a large but irregular price movement do not represent the same market condition.
Using R² and Trend Strength together allows the indicator to evaluate:
• the consistency of the trend;
• the magnitude of the directional move;
• the amount of residual noise around the model.
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🔄 Market Regime Hysteresis
The script maintains one of three persistent market states:
🟢 Bullish
The regression slope is positive, while trend quality and strength satisfy the required thresholds.
⚪ Neutral
The conditions for a directional regime are not satisfied or are no longer sufficiently stable.
🔴 Bearish
The regression slope is negative, while trend quality and strength satisfy the required thresholds.
Different thresholds are used to enter a new directional regime and to preserve an existing regime.
Entering a New Regime
A new Bullish or Bearish regime must satisfy the stricter:
• Trend Entry Quality threshold;
• Trend Entry Strength threshold.
Preserving an Existing Regime
Once a directional regime has been established, it may remain active using the lower:
• Trend Exit Quality threshold;
• Trend Exit Strength threshold.
This mechanism is known as hysteresis.
It reduces frequent switching between directional and neutral states when the model measurements fluctuate around a single threshold.
Market Regime changes are committed only after the chart bar is confirmed. The persistent regime state therefore does not change while the current bar is still forming.
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⚡ Directional Momentum
Current Momentum is not based on a standard RSI, MACD, or moving-average crossover.
It combines two normalized components:
1. Logarithmic Price Velocity
Measures the direction and speed of proportional price changes.
2. Residual-Deviation Velocity
Measures whether price is gaining or losing ground relative to the fitted regression path.
This makes it possible to distinguish between:
• absolute price movement;
• movement relative to the current statistical trend.
Each component is normalized by its own typical absolute movement.
Momentum Score Composition
75% — normalized logarithmic price velocity.
25% — normalized residual-deviation velocity.
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🧭 Adaptive Momentum Threshold
Momentum is classified using a dynamic threshold.
The script selects the larger of:
• the user-defined Minimum Momentum Threshold;
• the recent standard deviation of Momentum Score multiplied by the Adaptive Noise Multiplier.
When the Momentum Score becomes more unstable, the classification threshold automatically increases.
This helps reduce directional classifications during periods of elevated momentum noise.
Momentum Classification
🟢 Bullish Momentum — Momentum Score is above the positive adaptive threshold.
🔴 Bearish Momentum — Momentum Score is below the negative adaptive threshold.
⚪ Neutral Momentum — Momentum Score remains between the positive and negative thresholds.
Regression Line Color
A green line represents Bullish Momentum.
A red line represents Bearish Momentum.
A neutral-colored line indicates that momentum has not exceeded the adaptive threshold.
The optional Momentum Fill is drawn between the current fitted regression value and its smoothed reference line. Its color follows the current momentum classification.
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🚀 Trend Acceleration
Trend Acceleration measures changes in the standardized regression slope.
The regression slope is first divided by the residual standard deviation.
The change in this standardized slope is then:
• smoothed;
• compared with its typical absolute change;
• converted into a normalized acceleration score.
Interpretation During a Bullish Regime
Strengthening — positive acceleration exceeds the selected threshold.
Cooling — negative acceleration exceeds the threshold in absolute terms.
Stable — the change remains within the threshold.
Interpretation During a Bearish Regime
Strengthening — negative acceleration exceeds the selected threshold.
Cooling — positive acceleration exceeds the selected threshold.
Stable — the change remains within the threshold.
Interpretation During a Neutral Regime
Changing — the absolute change in the standardized slope exceeds the threshold.
Stable — the change remains within the threshold.
Trend Acceleration describes changes in the regression trend and is calculated separately from short-term directional momentum.
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🧩 Market Phase Engine
Market Phase is an interpretation layer that combines three measurements:
• confirmed Market Regime;
• current Current Momentum;
• current Price Deviation.
Market Phase is not a separate independent indicator and does not use an additional hidden calculation.
It describes the current combination of conditions already calculated by the model.
🟢 Bullish Regime Phases
Bullish Overextension — price has reached an extreme upper deviation during a Bullish regime.
Pullback Recovery — price is in the lower part of the channel, while directional momentum has turned Bullish again.
Bullish Pullback — price has moved into the lower part of the channel while short-term momentum remains Bearish.
Trend Continuation — the Bullish regime is supported by Bullish momentum.
Momentum Cooling — the Bullish regime remains active, but current momentum is Bearish.
Bullish Consolidation — the Bullish regime remains active without a clear directional momentum classification.
🔴 Bearish Regime Phases
Bearish Overextension — price has reached an extreme lower deviation during a Bearish regime.
Bounce Rejection — price is in the upper part of the channel, while directional momentum has turned Bearish again.
Bearish Bounce — price has moved into the upper part of the channel while short-term momentum remains Bullish.
Trend Continuation — the Bearish regime is supported by Bearish momentum.
Countertrend Bounce — the Bearish regime remains active, but current momentum is Bullish.
Bearish Consolidation — the Bearish regime remains active without a clear directional momentum classification.
⚪ Neutral Regime Phases
Upper Price Shock — price has reached an extreme upper deviation without an established directional regime.
Lower Price Shock — price has reached an extreme lower deviation without an established directional regime.
Neutral Upward Impulse — Bullish momentum has developed while the market regime remains Neutral.
Neutral Downward Impulse — Bearish momentum has developed while the market regime remains Neutral.
No Clear Trend — neither a directional regime nor a significant momentum impulse is present.
Market Phase labels describe the current combination of model conditions. They should be interpreted together with the underlying regime, momentum, and deviation measurements.
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💎 Why These Components Are Combined
Log Regression Regime Channel is not a collection of unrelated indicators placed inside one script.
All major components are derived from, or directly connected to, the same log-regression model.
How the Components Are Connected
• The regression slope provides the directional foundation.
• R² evaluates the quality of the same regression model.
• Residual dispersion defines the width of the channel.
• Residual volatility standardizes Trend Strength.
• The current residual produces the Price Deviation measurement.
• Changes in residual deviation contribute to Directional Momentum.
• Changes in the standardized slope produce Trend Acceleration.
• Regime, momentum, and deviation are combined by the Market Phase engine.
The purpose of this architecture is to express direction, model quality, price location, momentum, and acceleration in compatible terms.
This differs from mechanically combining several independent oscillators that use unrelated formulas and scales.
Core Architectural Features
• a unified log-linear regression model;
• a residual-based channel instead of an ATR or fixed-percentage channel;
• combined evaluation of trend quality and trend strength;
• confirmed-bar regime hysteresis;
• normalized price and residual momentum;
• an adaptive momentum threshold;
• a separate trend-acceleration measurement;
• deterministic Market Phase classification.
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🖥️ Dashboard
The dashboard contains six primary measurements.
Market Regime
Displays the confirmed market state:
Bullish, Neutral, or Bearish.
Trend Quality
Displays:
• R² as a percentage;
• standardized Trend Strength.
Price Deviation
Displays:
• whether price is above or below the model;
• the current deviation in residual standard deviations;
• the Normal, Extended, or Extreme deviation zone.
Current Momentum
Displays the current short-term directional momentum:
Bullish, Neutral, or Bearish.
Trend Acceleration
Displays the current regression-trend state:
Strengthening, Cooling, Stable, or Changing.
Market Phase
Displays the current interpretation of the combination of:
• market regime;
• directional momentum;
• price deviation.
The channel boundaries and regime label use the color of the confirmed Market Regime.
The rolling regression line uses the color of Current Momentum.
These colors represent different calculations and should not be interpreted as duplicate classifications.
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⚙️ Default Settings
Regression Model
Regression Length — 120 bars
The number of bars used to calculate the log-linear regression model.
Visible Channel Length — 100 bars
The number of recent bars used to display the current regression channel.
Residual Channel
Inner Residual Band — 1.0σ
The inner channel boundary, measured in residual standard deviations.
Outer Residual Band — 2.0σ
The outer channel boundary, measured in residual standard deviations.
Regime Detection
Trend Entry Quality — 45% R²
The minimum model quality required to enter a Bullish or Bearish regime.
Trend Exit Quality — 35% R²
The minimum model quality required to preserve an existing directional regime.
Trend Entry Strength — 1.25σ
The minimum standardized trend strength required to enter a directional regime.
Trend Exit Strength — 0.90σ
The minimum trend strength required to preserve the current regime.
Directional Momentum
Momentum Length — 5 bars
The smoothing period used for short-term directional momentum.
Momentum Baseline — 18 bars
The period used to estimate typical price and residual movement.
Momentum Noise Window — 40 bars
The period used to estimate variation in the combined Momentum Score.
Minimum Momentum Threshold — 0.35
The minimum normalized threshold required for a directional momentum classification.
Adaptive Noise Multiplier — 0.30
The multiplier used to increase the momentum threshold when Momentum Score becomes more unstable.
Acceleration Threshold — 0.35
The minimum normalized change in slope required for an acceleration classification.
Built-In Parameter Safeguards
The script automatically controls relationships between dependent settings:
• the outer residual band remains wider than the inner band;
• exit thresholds cannot be stricter than their corresponding entry thresholds;
• Momentum Baseline remains longer than Momentum Length.
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🔍 How to Use the Indicator
The following sequence provides a structured way to interpret the model.
Step 1. Identify Market Regime
Determine whether the model currently recognizes:
• a Bullish regime;
• a Bearish regime;
• a Neutral environment.
Step 2. Evaluate Trend Quality
Use R² and Trend Strength to assess:
• how consistently price is moving;
• how large the fitted trend is relative to residual noise.
Step 3. Determine Price Location
Price Deviation shows:
• whether price is above or below the regression model;
• whether the deviation is Normal, Extended, or Extreme.
Step 4. Compare Momentum With Market Regime
When regime and momentum point in the same direction, the short-term movement is aligned with the broader statistical regime.
When they point in opposite directions, short-term movement is not supporting the current regime.
Step 5. Evaluate Trend Acceleration
Determine whether the current regression trend is:
• Strengthening;
• Cooling;
• Stable;
• Changing.
Step 6. Use Market Phase as the Combined Context
Market Phase combines regime, momentum, and price location into one descriptive classification.
It is best interpreted as a summary of the current market structure rather than separately from its underlying components.
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🛠️ How Settings Affect the Model
Regression Length
A longer period generally produces a slower and more stable model.
A shorter period reacts more quickly to price changes but may change market regime more frequently.
Entry Quality and Entry Strength
Higher values require a cleaner and stronger trend before a Bullish or Bearish regime can begin.
Residual Bands
Wider bands require a larger deviation from the regression model before price is classified as Extended or Extreme.
Momentum Thresholds
Higher thresholds reduce the number of Bullish and Bearish momentum classifications.
Acceleration Threshold
A higher threshold reduces the number of Strengthening, Cooling, and Changing classifications.
Settings should be evaluated in relation to the selected instrument, timeframe, and market behavior.
The default values provide a general starting point and are not optimized for every market or timeframe.
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⚠️ Real-Time Behavior and Limitations
The visible channel represents the latest calculated regression model.
Its boundaries, slope, and shaded areas update as new market data becomes available. The current channel should therefore not be interpreted as a fixed historical object that existed in exactly the same position in the past.
The rolling regression line stores, on each historical bar, the value calculated from the information available at that time.
The Following Values Can Change on an Open Bar:
• regression-model values;
• residual-channel position;
• Price Deviation;
• Current Momentum;
• Trend Acceleration;
• Market Phase.
Market Regime changes only after the bar has been confirmed.
The script does not use future data or lookahead calculations.
However, log regression is sensitive to the selected calculation window.
The model can be materially affected by:
• large price gaps;
• sudden price movements;
• structural market changes;
• low liquidity;
• changes in volatility;
• the selected instrument and timeframe.
The indicator is an analytical tool. Its measurements should be considered together with independent market analysis, risk management, and the characteristics of the selected trading instrument. Indicator
Aggression & Absorption IndicatorAggression and Absorption Indicator
Overview
The Aggression and Absorption Indicator is a powerful price-action tool designed to identify significant institutional participation and volatility anomalies directly on your chart. It dynamically scans for two distinct market behaviors—Aggression and Absorption—by analyzing volume, wicks, body sizes, and True Range (ATR) across both local and daily timeframes.
Core Features
1. Aggression Detection (Daily ATR Baseline)
Aggression candles represent massive, unhindered momentum. The indicator identifies these by comparing the current candle's range against the Daily Average True Range (ATR).
- Signal: By default, if a single intraday candle consumes 20% of the entire Daily ATR, and the candle's body makes up the majority of that range, it is highlighted in Purple. This signals a high-conviction momentum push.
2. Absorption Detection (Local ATR & Volume)
Absorption occurs when heavy buying or selling pressure is met with an equal or greater opposing force, trapping traders.
- Signal: The script looks for a surge in volume (relative to a 20 SMA) combined with a larger-than-average local candle range. If a large wick forms—indicating that the aggressive pressure was absorbed and rejected—the candle is painted White.
- Visual Cues: A Green Bubble below the candle indicates Bullish Absorption (selling pressure absorbed), while a Red Bubble above indicates Bearish Absorption (buying pressure absorbed).
3. On-Chart ATR Dashboard
A customizable dashboard is included to help you monitor the daily volatility baseline. It displays the current Daily ATR value and tracks the real-time range of the active candle against the required threshold for an Aggression signal, keeping you informed without cluttering your workspace.
Customization
Everything is fully customizable. You can adjust the ATR lookback periods, volume surge thresholds, wick ratios required for absorption, and the body percentage required for aggression. The dashboard can also be resized and positioned anywhere on your chart.
Indicator
Crypto Intraday Engine Crypto Intraday Engine is a market-structure indicator designed specifically for the continuous, 24-hour nature of cryptocurrency markets.
The script organizes intraday market information and answers three clear questions:
• What is the current market context?
• Where is price located relative to the nearest structural zones?
• What structural event is currently being observed?
The answers are displayed in a compact dashboard:
CONTEXT
LOCATION
STATUS
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✨ ORIGINALITY AND PURPOSE
Crypto Intraday Engine combines four market concepts:
• UTC Daily VWAP;
• UTC Opening Range;
• ATR-adjusted zones based on confirmed pivots;
• closed-bar price-reaction observation.
These elements are not simply placed together on one chart as separate indicators. They operate as one connected analytical sequence.
VWAP defines the direction of the current market context.
Opening Range shows whether that context has gained additional intraday strength.
Confirmed pivot zones define the nearest structural location of price.
The reaction-observation mechanism describes what happens after price interacts with that zone.
The dashboard translates the entire sequence into three intuitive layers:
Context → Location → Status
The purpose of this combination is to help users analyze intraday structure through one consistent framework instead of interpreting several unrelated tools independently.
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🟡 UTC DAILY VWAP
The script calculates a volume-weighted average price from the beginning of each UTC day.
The calculation uses cumulative values of:
• HLC3 price;
• trading volume;
• time elapsed since 00:00 UTC.
Daily VWAP acts as the central reference for determining market context.
Cryptocurrency markets operate continuously and do not have one universal exchange session. Using 00:00 UTC provides a consistent daily reset that can be applied across different cryptocurrency instruments and exchanges.
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🌡 ATR-BASED NEUTRAL AREA
Price is not classified as Bullish or Bearish immediately after crossing VWAP.
The indicator creates a neutral area around Daily VWAP using a configurable multiple of Average True Range.
Default value: 0.20 ATR
This area adjusts to current volatility and reduces frequent context changes when price fluctuates close to VWAP.
The dashboard can display the following context states:
• Strong Bullish;
• Bullish;
• Neutral;
• Bearish;
• Strong Bearish.
Bullish context means that the closing price is above Daily VWAP and outside the ATR-based neutral area.
Bearish context means that the closing price is below Daily VWAP and outside the ATR-based neutral area.
Neutral context means that price remains within the volatility-adjusted area surrounding VWAP.
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🟧 UTC OPENING RANGE
The Opening Range is calculated from the first part of each UTC day.
Available periods:
• 15 minutes;
• 30 minutes;
• 60 minutes.
Default value: 30 minutes
Opening Range adds a second layer of information to the context defined by VWAP.
After the Opening Range is complete:
• Bullish context becomes Strong Bullish when price closes above the Opening Range high;
• Bearish context becomes Strong Bearish when price closes below the Opening Range low.
This makes it possible to distinguish a standard directional context from a situation in which price has also moved beyond the initial range of the UTC day.
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🟢 SUPPORT AND 🔴 RESISTANCE ZONES
Support and Resistance zones are created from confirmed pivot lows and pivot highs.
A pivot is confirmed only after the required number of candles has formed on both sides of the pivot point.
Support zones extend upward from confirmed pivot lows.
Resistance zones extend downward from confirmed pivot highs.
The vertical depth of each zone is calculated using ATR rather than a fixed number of price points.
Default zone depth: 0.60 ATR
This allows the zone dimensions to adapt to:
• different cryptocurrency prices;
• changes in market volatility;
• different intraday timeframes.
The script stores recent confirmed zones and displays:
• the nearest valid Support zone at or below the current price;
• the nearest valid Resistance zone at or above the current price.
A zone is removed when a candle closes beyond its outer boundary by more than the configured ATR buffer.
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📍 PRICE LOCATION
The Location row shows where the current candle is positioned relative to the nearest valid structural zones.
Possible values:
• At Support;
• At Resistance;
• Between Zones;
• Compressed Area;
• No Zone.
This row helps users understand where price is located within the current market structure.
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↔️ COMPRESSED AREAS
The indicator measures the distance between the nearest Support and Resistance zones.
When this distance is below the configured ATR threshold, the area is classified as compressed.
Default minimum distance: 0.25 ATR
Overlapping zones are also classified as a compressed area.
The dashboard displays:
Location: Compressed Area
Status: Zones Close Together
This status indicates that the nearest structural boundaries are located within a relatively narrow range adjusted for current volatility.
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🔎 CLOSED-BAR REACTION OBSERVATION
The script contains a sequential mechanism for observing price behavior after price reaches a structural zone.
Support observation
Observation of a Support zone can begin when:
• the market context is Bullish;
• price reaches the nearest Support zone;
• Support and Resistance are not in a compressed area;
• the zone has not already been evaluated by the algorithm.
A Support Reaction is detected when a subsequent closed candle returns above:
• the upper boundary of the Support zone;
• UTC Daily VWAP.
Resistance observation
The opposite conditions are applied to Resistance zones.
Observation can begin when:
• the market context is Bearish;
• price reaches the nearest Resistance zone;
• Support and Resistance are not in a compressed area;
• the zone has not already been evaluated by the algorithm.
A Resistance Reaction is detected when a subsequent closed candle returns below:
• the lower boundary of the Resistance zone;
• UTC Daily VWAP.
The number of candles available for observation is controlled by the Reaction Observation Window parameter.
Default value: 3 closed candles
Each zone is evaluated once. This prevents the same structural area from repeatedly generating identical states.
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📊 INDICATOR DASHBOARD
The dashboard is designed to be read from top to bottom.
🧭 CONTEXT
Shows the directional relationship between:
• closing price;
• UTC Daily VWAP;
• the ATR-based neutral area;
• the completed Opening Range.
Possible values:
• Strong Bullish;
• Bullish;
• Neutral;
• Bearish;
• Strong Bearish.
📍 LOCATION
Shows the position of price relative to the nearest valid zones.
Possible values:
• At Support;
• At Resistance;
• Between Zones;
• Compressed Area;
• No Zone.
🔎 STATUS
Describes the current structural condition or observation stage.
Possible states include:
• Monitoring Market;
• Monitoring Support;
• Monitoring Resistance;
• Observing Support Reaction;
• Observing Resistance Reaction;
• Support Reaction Detected;
• Resistance Reaction Detected;
• Bullish Context at Resistance;
• Bearish Context at Support;
• Zones Close Together;
• Context Changed;
• Zone Invalidated;
• Reaction Window Expired;
• Support Already Evaluated;
• Resistance Already Evaluated.
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🎨 COLOR LOGIC
Dashboard colors are used to visually separate different types of information:
• Green identifies Bullish context or Support;
• Red identifies Bearish context or Resistance;
• Blue identifies active observation or a detected reaction;
• Orange identifies a change, compression, or structural warning;
• Gray identifies a neutral monitoring state.
The color system helps users read the dashboard more quickly and distinguish between different categories of information.
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🛠 HOW TO USE THE INDICATOR
Crypto Intraday Engine is designed for standard candlestick charts of cryptocurrency pairs.
Recommended timeframe range: 3 to 15 minutes
A 5-minute chart is a practical starting point for observing the complete indicator workflow.
Read the dashboard in the following order:
1. Context shows the broader intraday environment.
2. Location shows where price is positioned relative to the nearest structure.
3. Status describes the structural event currently being observed or already detected.
The chart displays:
• UTC Daily VWAP;
• UTC Opening Range;
• the nearest Support zone;
• the nearest Resistance zone;
• a compact informational dashboard.
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⚙️ INPUTS
OPENING RANGE, MINUTES
Defines the duration of the Opening Range calculated from 00:00 UTC.
Available values:
• 15;
• 30;
• 60.
ATR LENGTH
Defines the Average True Range period used to calculate volatility-adjusted distances and zone dimensions.
PIVOT LEFT AND PIVOT RIGHT
Define how many candles must form to the left and right of a pivot before it is confirmed.
Higher values generally create fewer zones while making them broader and more structurally significant.
Lower values generally create more frequent local zones.
ZONE DEPTH, ATR
Defines the vertical depth of Support and Resistance zones.
ZONE INVALIDATION BUFFER, ATR
Defines how far a candle must close beyond a zone boundary before that zone is removed.
MINIMUM GAP BETWEEN ZONES, ATR
Defines the distance at which the nearest Support and Resistance zones are classified as a compressed area.
VWAP NEUTRAL DISTANCE, ATR
Defines the size of the neutral area surrounding UTC Daily VWAP.
REACTION OBSERVATION WINDOW
Defines the number of closed candles during which a reaction is observed after price reaches a structural zone.
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⏱ CONFIRMATION AND REAL-TIME BEHAVIOR
Dashboard values and reaction events are updated using closed candles.
Pivot zones require confirmation.
A zone appears only after the configured number of Pivot Right candles has completed.
The zone is visually anchored to the original pivot candle, but in real time it becomes available only after confirmation.
This is important to consider when reviewing historical charts.
Daily VWAP and Opening Range reset at 00:00 UTC.
Support and Resistance zones do not automatically reset at the beginning of a new UTC day.
They remain available until:
• price invalidates the zone;
• the zone is removed because of the internal zone-storage limit.
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⚠️ LIMITATIONS
Crypto Intraday Engine uses mechanical definitions of:
• market context;
• confirmed pivots;
• Support and Resistance zones;
• zone-removal conditions;
• structural reactions.
These definitions may differ from a user’s discretionary interpretation of market structure.
A detected reaction means that the predefined closed-bar conditions have been met.
Subsequent price behavior may differ depending on the instrument, timeframe, liquidity, exchange, and current market volatility.
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🔔 INFORMATIONAL ALERTS
Available alerts correspond to structural events:
• price reached a Support zone;
• price reached a Resistance zone;
• Support Reaction Detected;
• Resistance Reaction Detected;
• Context Changed;
• Zone Invalidated;
• Reaction Window Expired;
• Zones Close Together.
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📘 SUMMARY
Crypto Intraday Engine brings intraday context, structural price location, and closed-bar reactions together in one consistent, sequential, and visually intuitive framework for analyzing cryptocurrency markets. Indicator
Opening Range Formation Trace - ORB & Initial BalanceOpening Range Formation Trace is an intraday research indicator that records a configurable opening range, preserves the chronology of its formation, and tracks neutral post-range evidence after the range is complete.
It is intended for users who want to study more than the final opening-range high and low. The script focuses on how the range was built, when its extremes formed, how efficiently price traveled during the opening window, and what occurred after the range locked.
The default opening-range duration is 15 minutes. Setting Range duration to 60 minutes provides an Initial Balance-style workflow.
Session configuration
The script includes reference presets for:
- US equities open
- Tokyo cash open
- London cash open
- CME equity regular trading hours
- Exchange-time opening
- Custom IANA timezone and opening time
The opening time, duration, active weekdays, projection period, and sampling resolution are configurable.
Session presets are editable reference anchors. They are not an exchange holiday or early-close calendar. Users should confirm that the selected opening time and chart session match the instrument being studied.
What makes this implementation distinct
Cumulative formation trace
A conventional opening-range display normally shows only the completed high and low. This script also preserves cumulative high-low envelopes at configurable elapsed-time checkpoints during the opening window.
Each trace slice shows the range that had been reached by that point in time. The slices are cumulative and are not treated as independent mini-ranges.
The trace colors distinguish whether a checkpoint added:
- Upper-side expansion
- Lower-side expansion
- Expansion on both sides
- No new final extreme
This makes it possible to inspect whether the opening range developed through an early directional move, alternating expansion, late acceleration, or rotation.
Independent research checkpoints
The visual trace can use between two and eight time slices. Formation classification does not depend on the selected number of visual slices.
Classification uses separate fixed research checkpoints:
- The halfway point of the opening-range duration
- A user-configurable early checkpoint
This separation allows users to change visual detail without unintentionally changing the definition of the formation classification.
Opening-range measurements
The script calculates the following transparent measurements:
Opening-range width
The completed high-low distance. It is available in native price units and as a percentage of the sampled opening price.
Width percentile
The current width is compared with prior complete opening ranges calculated from the same current configuration.
At least five prior complete observations are required before a percentile is displayed. Equal values receive a midpoint rank. The current observation is ranked before it is added to the comparison history.
The percentile is a relative description of recent opening-range width. It is not a probability of a breakout, target, or profitable result.
Sampled path efficiency
Path efficiency compares the absolute distance from the opening sample to the final sampled close with the cumulative sampled closing-price path traveled during the opening window.
A higher value indicates a more direct sampled path. A lower value indicates more back-and-forth movement.
Path efficiency is descriptive. It is not a confidence score or prediction.
Close location
Close location expresses where the final sampled close sits inside the completed range.
A value near zero is close to the range low. A value near one is close to the range high.
Expansion skew
Expansion skew compares the distance expanded above the opening price with the distance expanded below it.
Positive values indicate more upper-side expansion. Negative values indicate more lower-side expansion. Values near zero indicate more balanced expansion.
Late expansion share
Late expansion share measures how much of the final opening-range width was added after the halfway checkpoint.
This value describes when the range expanded. It does not forecast the next move.
Early checkpoint width share
This measures how much of the final width had already formed at the independent early checkpoint.
Final extreme order
The script records whether the final high or final low was first established earlier in the sampled sequence. When both final extremes are first observed in the same sampled interval, the order is reported as simultaneous rather than inventing a more precise sequence.
Formation classifications
Completed and non-partial opening ranges are assigned to one of eight descriptive formation states:
- Upper-led drive
- Lower-led drive
- Late upper expansion
- Late lower expansion
- Late two-sided expansion
- Rotational formation
- Two-sided formation
- Mixed formation
The classifications are derived from path efficiency, close location, expansion skew, late expansion share, and early checkpoint width share.
All classification thresholds are exposed as user inputs. The classifications are descriptive research labels and are not buy or sell signals.
Research equilibrium
The script can display one of four opening-range equilibrium references:
- Volume-weighted sampled HLC3
- Arithmetic mean of sampled HLC3
- Opening-range midpoint
- Sampled opening price
When usable volume is unavailable, the volume-weighted method falls back to the arithmetic mean of sampled HLC3.
Post-range evidence
After a complete opening range locks, the script can track a neutral sequence of observable events.
Accepted departure
The first accepted departure can occur above or below the completed range.
Users can define acceptance using:
- Sample close
- Sample wick
- A buffer measured as a fraction of the completed range
- A required number of consecutive samples
The word accepted refers only to this configurable operational definition. It does not claim institutional participation or predict continuation.
Re-entry
After the first accepted departure, the script records whether price returns through the departed range boundary.
Opposite-edge traverse
After re-entry, the script records whether a later sample reaches the opposite opening-range edge.
Re-entry and opposite-edge traversal are not credited from the same sampled interval. The opposite edge is evaluated only from a later sample so the script does not invent an intrabar order that the available data cannot prove.
Additional post-range observations include:
- Upper-edge test count
- Lower-edge test count
- Closing-sample dwell inside, above, and below the range
- Maximum upper reach measured in completed-range units
- Maximum lower reach measured in completed-range units
Visual research panel
The fixed research panel summarizes the rightmost relevant opening range in the current chart view.
It can display:
- Formation classification
- Width percentile
- Path efficiency
- Late expansion share
- Current post-range state
- Accepted-departure, re-entry, and traverse progression
- Upper and lower edge-test counts
- Maximum reach above and below the range
- Sampling or fallback resolution
The panel is a research summary. Its colors and state labels do not constitute trade instructions.
Realtime and historical behavior
The script is designed for standard intraday candlestick charts.
It intentionally disables processing on synthetic chart types and daily-or-higher charts because their price construction or session assumptions can make opening-range chronology ambiguous.
Lower-timeframe sampling can be selected from 1, 3, 5, or 15 minutes. When the selected sampling timeframe is higher than the chart timeframe, the chart timeframe is used instead.
During a live opening window, the developing high, low, trace, equilibrium, and panel can update as new completed samples become available. Developing values should therefore be treated as provisional until the configured range has ended.
The script does not request future data and does not use lookahead.
Historical lower-timeframe bars contain finalized OHLC values. They do not reproduce every update that occurred while those bars were live.
Visible chart adaptive mode
In Visible chart adaptive mode, the script uses the current chart viewport to prioritize opening-range sessions that intersect the displayed period. Scrolling or zooming causes the visual layer to be recalculated for the newly visible history.
Most recent sessions mode is also available for users who prefer a rolling, live-first display.
Confirmed chart-bar fallback
The amount of available lower-timeframe history depends on the symbol, chart history, and PulseWire plan.
When lower-timeframe arrays are unavailable on older confirmed bars, the optional fallback can continue the study with confirmed chart-timeframe bars if the chart timeframe can fit inside the configured opening-range duration.
Fallback sessions are identified as coarse-resolution observations in the research panel. They should not be interpreted as having the same chronological precision as lower-timeframe sessions.
If the first available sample begins after the configured session open, the session is marked as partial. Formation classification, width-history inclusion, and post-range evidence are intentionally disabled for that incomplete session.
Alerts and Data Window outputs
Neutral alert conditions are available for:
- Opening range locked
- Accepted departure above
- Accepted departure below
- Range re-entry
- Opposite-edge traverse
The alert conditions describe observable events and are exposed on confirmed chart bars.
Research measurements are also available in the Data Window without adding values to the chart status line.
Suggested workflow
1. Use a standard intraday candlestick chart.
2. Select the session preset or custom timezone and opening time that match the intended research window.
3. Set the opening-range duration. Use 60 minutes for an Initial Balance-style study.
4. Select the finest practical sampling resolution available for the chart and instrument.
5. Review the formation trace before interpreting the completed classification.
6. Use the panel to compare width, path efficiency, late expansion, and the post-range event sequence.
7. Treat all readings as market-context observations and combine them with independent analysis and risk controls.
Limitations
The script does not maintain an official exchange calendar and does not automatically adjust for holidays or early closes.
Results depend on the selected session, duration, sampling timeframe, chart session, and classification thresholds.
Historical lower-timeframe availability varies by symbol and PulseWire plan.
Coarse chart-bar fallback has lower chronological resolution than lower-timeframe sampling.
Volume-weighted equilibrium depends on the quality and meaning of the volume data supplied for the instrument.
Width percentile describes the script's available comparison sample and is not a probability of future behavior.
Formation classifications and post-range evidence describe observed price behavior. They do not guarantee continuation, reversal, support, resistance, or profitability.
The script does not place orders, calculate position size, generate targets or stops, produce a strategy backtest, or provide financial advice.
日本語説明
Opening Range Formation Traceは、設定した寄り付きレンジを記録し、そのレンジがどのような順序と速度で形成されたか、完成後に価格がどのように推移したかを研究するための日中足インジケーターです。
完成した高値と安値だけでなく、形成途中の累積高安、最終極値の記録順序、経路効率、上下拡張の偏り、後半拡張比率などを表示します。
既定の形成時間は15分です。形成時間を60分に設定すると、Initial Balance型の研究に使用できます。
セッション設定
以下の基準時刻プリセットを備えています。
- 米国株式市場
- 東京現物市場
- ロンドン現物市場
- CME株価指数RTH
- 取引所時間
- IANA時間帯と開始時刻を指定するカスタム設定
これらは編集可能な基準時刻です。取引所の祝日や短縮取引日を自動判定する公式カレンダーではありません。
累積形成トレース
形成時間を2から8個の経過時間区間に分け、各時点までに到達していた累積高値と累積安値を保存します。
各区間は独立した小レンジではありません。
色によって、上側拡張、下側拡張、両側拡張、新しい最終極値なしを区別します。
形成分類で使用する50%地点と初動チェックポイントは、表示トレースの分割数から独立しています。そのため、表示の細かさを変更しても分類定義が意図せず変化しません。
主な研究値
レンジ幅
完成した高値と安値の差です。価格単位と始値比率で確認できます。
幅パーセンタイル
現在の設定で計算された過去の完全なレンジ幅と比較します。
表示には最低5件の過去観測が必要です。同値は中間順位として扱い、現在値を履歴へ追加する前に順位を計算します。
この順位は過去レンジ幅に対する相対位置であり、ブレイクや利益の確率ではありません。
経路効率
寄り付きサンプルからレンジ内最終終値までの純移動距離を、形成中に終値が移動した累積経路で割った値です。
高い値は比較的直接的な経路、低い値は往復の多い経路を示します。予測の信頼度ではありません。
終値位置
完成レンジ内での最終終値位置を0から1で表します。
拡張偏り
始値より上へ拡張した距離と、始値より下へ拡張した距離を比較します。
後半拡張比率
形成時間の50%地点以降に追加された最終レンジ幅の比率です。
初動幅比率
ユーザー指定の初動チェックポイント時点で、最終レンジ幅の何割が既に形成されていたかを示します。
形成分類
完全なレンジを以下の8状態へ分類します。
- 上側主導ドライブ
- 下側主導ドライブ
- 後半上側拡張
- 後半下側拡張
- 後半両側拡張
- 回転型形成
- 両側形成
- 混合形成
分類は経路効率、終値位置、拡張偏り、後半拡張比率、初動幅比率から判定します。
すべての基準値をユーザーが変更できます。分類は研究用の記述であり、売買シグナルではありません。
レンジ後の検証
レンジ完成後は、以下の順序を中立的に記録します。
受容離脱
完成レンジの上側または下側への最初の受容離脱です。
終値またはヒゲ、レンジ幅に対する余白、必要な連続サンプル数を設定できます。
受容という言葉は、この設定による操作的な判定だけを意味します。機関投資家の参加や継続を保証するものではありません。
再侵入
最初の受容離脱後に、価格が離脱したレンジ境界を通って戻ったかを記録します。
反対端到達
再侵入後の、より後のサンプルで反対側のレンジ端へ到達したかを記録します。
再侵入と反対端到達を同一サンプルから同時に認定せず、利用可能なデータから証明できない時系列を作らない設計です。
上端と下端のテスト回数、レンジ内外の終値滞在比率、レンジ幅を1Rとした上下最大到達量も記録します。
リアルタイムと過去表示
標準の日中足ローソク足チャートを対象としています。
合成足および日足以上では、セッション時系列が曖昧になるため処理を停止します。
サンプリング足は1分、3分、5分、15分から選択できます。
リアルタイムのレンジ形成中は、新しい確定サンプルに応じて高値、安値、トレース、均衡値、研究パネルが更新されます。形成終了までは発展中の値として扱ってください。
将来データやlookaheadは使用しません。
表示中チャート適応モードでは、スクロールまたはズームした期間と交差する過去セッションを優先して再描画します。
古い履歴で下位足を取得できない場合、条件を満たす確定チャート足を使うフォールバックを選択できます。フォールバックを使用したセッションは、研究パネルで粗い解像度として明示します。
開始前半のデータがないセッションは不完全レンジとして表示し、形成分類、幅履歴への追加、レンジ後検証を停止します。
制限事項
取引所の祝日や短縮取引日を自動判定しません。
結果はセッション、形成時間、サンプリング足、チャートセッション、分類しきい値によって変わります。
利用できる下位足履歴は、銘柄、履歴量、PulseWireプランによって異なります。
チャート足フォールバックは、下位足処理よりも時系列解像度が低くなります。
出来高加重均衡値は、銘柄から提供される出来高データの品質に依存します。
幅パーセンタイルは利用可能な過去標本内の順位であり、将来の確率ではありません。
形成分類とレンジ後イベントは観測された値動きを記述するものであり、継続、反転、支持、抵抗、利益を保証しません。
このインジケーターは注文、ポジションサイズ、利益目標、損切り、ストラテジーバックテストを提供せず、金融助言を行うものではありません。 Indicator
Intraday Liquidity Sessions [dpTrades]Intraday Liquidity Sessions
WHAT IT IS
An intraday view of session liquidity. It draws the New York, London and Tokyo sessions, and
adds an analytics layer that plain session tools do not have: it marks when a session runs the
liquidity left by its own previous instance, and reports whether each session is expanding or
compressing relative to its own recent behaviour. "Liquidity" here means the session highs and
lows that resting orders sit against, not a volume heatmap.
WHY THESE COMPONENTS BELONG TOGETHER
Session boxes on their own only tell you when a session happened. The information a trader
actually needs is what that session is doing relative to what the same session normally does,
and whether it has taken out the level the previous one left behind. Those two readings are
only meaningful in the context of the session they belong to, which is why the drawing layer
and the analytics layer are one script rather than two: the ranges, the averages and the sweep
detection are all computed from the same per-session state.
METHOD
Each session is tracked independently, with its own state:
- Range tracking: while a session is open, the script keeps its running high and low, and the
price at which the session opened.
- Previous-instance memory: when a session closes, its high and low are stored as the reference
for the next instance of that same session.
- Rolling average: the range of each completed session is folded into a rolling average over a
configurable number of past instances (default 20). The current session's range against that
average is what classifies it as expanding or compressing. The comparison is always a session
against itself, never against another, since Tokyo and New York are not comparable in size.
- Directional bias: measured as the current close against the session's own opening price.
- Liquidity sweep: while a session is open, price is checked against the high and the low left
by the previous instance of that same session. When it trades through one of them, the event
is marked on the chart and flagged in the table.
Session hours are timezone-aware, so the windows stay correct regardless of the exchange
timezone of the charted symbol.
HOW TO USE IT
Read the table first. A session opening expanded versus its own average usually means
participation is above normal; a compressed one often precedes a range. The bias column shows
which way that session has leaned since its open. The sweep marker tells you the previous
session's liquidity has already been taken, which is context rather than a signal.
Sessions, hours, colours and drawing style are configurable. The default set is New York,
London and Tokyo in New York time, each shown in its own colour so they are easy to tell apart.
LIMITATIONS
- Intraday timeframes only. On daily and above there are no session windows to resolve.
- While a session is still open its range, bias and stats update in real time as price moves.
They are final only once the session closes.
- The rolling average needs several completed sessions before expanding or compressing means
anything. Early in the chart history it will be unreliable.
- A liquidity sweep describes what already happened, not a prediction. It marks that a level was
taken, nothing more.
- This is a context tool. It produces no entries, no exits and no buy or sell signals.
Educational content only. Not financial advice. Trade at your own risk. Indicator
ATR Chandelier StopTrade Control Adaptive ATR Chandelier Stop
The Trade Control Adaptive ATR Chandelier Stop is a volatility based trailing stop designed for swing and position traders who want a more objective way to manage exits and protect gains.
Instead of applying the same fixed percentage stop to every stock, the indicator uses Average True Range, or ATR, to account for how much each symbol typically moves. More volatile stocks receive wider stop levels, while lower volatility stocks receive tighter stop levels.
How it works
For long positions, the trailing stop is calculated as:
Highest high over the selected lookback period minus ATR multiplied by the selected multiplier
With the default settings, the calculation is:
22 bar highest high minus 3 times the 14 bar ATR
This creates a stop that hangs below the stock’s recent high, which is why it is called a Chandelier stop.
As the stock makes new highs, the stop can move higher. During normal pullbacks, the stop generally does not move lower while the bullish trend remains intact.
When price closes below the trailing stop, the indicator changes to a bearish state and begins plotting the corresponding stop above price.
Default settings
ATR Length: 14
Price Lookback: 22
ATR Multiplier: 3.0
Automatic Volatility Adjustment: Off by default
These settings are intended as a balanced starting point for swing and position traders using the daily chart and holding trades for several weeks to several months.
Adaptive volatility option
The optional adaptive setting adjusts the ATR multiplier based on ATR as a percentage of the stock price.
When enabled, the indicator gives highly volatile stocks additional room and may tighten the stop for lower volatility stocks. The standard 3 ATR setting remains the default for traders who prefer a simpler and more consistent approach.
Best uses
The indicator is designed for:
• Swing trading
• Position trading
• Trend following
• Managing profitable trades
• Reducing emotional exit decisions
• Monitoring individual stocks or watchlists
It is generally most useful on the daily timeframe.
Alert condition
The script includes an alert condition for a confirmed daily close below the trailing stop.
Recommended PulseWire alert settings:
Condition: Daily Close Below ATR Stop
Interval: 1D
Trigger: Once per bar close
The alert is designed to trigger when the trend first changes from bullish to bearish. It does not repeatedly alert every day while price remains below the stop.
Important considerations
The Trade Control Adaptive ATR Chandelier Stop is a trade management tool, not a complete trading strategy.
Traders should also consider technical support and resistance, entry price, position size, maximum acceptable loss, earnings risk, gap risk, and overall market conditions.
A stock can gap below the plotted stop, particularly around earnings or major news. The indicator does not guarantee execution at the displayed price. Indicator
SVKO InfoSVKO Info displays key market information for a chart symbol and its mapped native counterpart in one compact table. It lets users follow an underlying PulseWire listing from a broker CFD chart without leaving the chart.
█ OVERVIEW
The table can show company and symbol identity, multi-period performance, extended-hours movement, a configurable history high, daily ATR, earnings, analyst target, and P/E data.
Each optional feature controls its related data request. Native PulseWire charts can display their own metrics without a mapping. A broker chart remains silent when no native counterpart can be resolved.
On supported broker charts, the optional mapped price marker places the mapped symbol's latest available extended-session price beside the CFD candles for direct comparison.
█ SYMBOL RESOLUTION
SVKO Info first checks its own Mappings input. Local mappings have priority and work without a companion indicator.
When the local list has no match, the indicator can use SVKO CFD Symbol Mapper as a fallback. Connect 1st code to Map: 1st code and 2nd code to Map: 2nd code from the same Mapper instance.
Broker charts use the resolved native symbol for calculations. Native PulseWire charts use their own standard ticker and can show an available inverse-mapped CFD counterpart.
█ HOW TO USE
• Add SVKO Info to the chart.
• Add complete source and target ticker pairs to Mappings for symbols that need a local mapping.
• Add SVKO CFD Symbol Mapper when the shared fallback table is required, then connect both code inputs to the same Mapper instance.
• Enable only the table rows and mapped-price drawing that you need.
• Adjust the history window before requesting long performance periods.
• Use the table and mapped-price styling controls to fit the chart layout.
█ PERFORMANCE AND MARKET DATA
Performance uses regular-session daily prices and supports rolling periods, calendar-based periods, and custom start dates. Periods outside the selected history window are omitted.
Extended-hours data compares the active premarket or postmarket price with the most recent regular-session close. Daily ATR always uses daily data, regardless of the chart timeframe.
Earnings, analyst targets, valuation data, company metadata, and mapped quotes depend on PulseWire coverage and the user's data permissions.
█ ALERTS
Days to Earnings is a hidden numeric plot for manually configured Crossing alerts. The script does not create an alert by itself.
█ LIMITATIONS
Performance excludes dividends, currency conversion, position sizing, fees, and extended-hours movement. Live values refresh only when the chart receives an update, and current-bar values can change before the bar closes.
The extended-hours row and mapped price marker are current-display tools, not historical signals or backtest series. A mapped quote cannot refresh independently when the chart symbol stops producing updates.
Unavailable data appears as N/A where applicable. If a broker symbol cannot be resolved through either mapping method, the indicator draws nothing and skips its mapped data requests.
█ CREDITS AND LICENCE
Original work by SVKO. Published open source under the Mozilla Public License 2.0. Indicator
Market Structure - MTFOverview
This indicator maps market structure by detecting confirmed swing points, labelling them as HH, HL, LH or LL, and marking every structural break as either a Break of Structure (BOS) or a Change of Character (CHoCH). It runs on the chart timeframe by default and can optionally read structure from any higher timeframe while you work on a lower one.
How swings are detected
Swings come from ta.pivothigh / ta.pivotlow at a user-defined Pivot Strength. A pivot requires that many closed bars on each side before it is confirmed, so structure labels never move once drawn — the trade-off is that each swing appears with that many bars of delay.
How swings are classified
Most structure scripts label a swing high as HH whenever its wick exceeds the previous swing high. This script requires both conditions: the new swing's high must exceed the previous swing's high and its close must exceed the previous swing's close. A single wick poking above a prior high with a weak close is labelled LH instead. The low side mirrors this — LL requires both a lower low and a lower close. This produces fewer HH/LL tags and filters out swings driven entirely by liquidity wicks.
How breaks are classified
The script maintains a directional bias that flips only on a structural break:
BOS — price breaks the last swing high while bias is bullish, or the last swing low while bias is bearish. Continuation.
CHoCH — price breaks the last swing low while bias is bullish, or the last swing high while bias is bearish. This is the first break against the prevailing structure and marks a potential regime change.
Each swing level can only be broken once, so a level never fires repeated signals. A break draws a line from the origin swing to the break bar, with the label placed above the line for bullish events and below for bearish.
Break Confirmation setting
Close — a break requires a candle to close beyond the level. Stricter, fewer signals, drawn as a solid line.
Wick — any trade through the level counts. Earlier signals, drawn as a dashed line to flag that price never committed beyond it.
Structure Timeframe setting
Leave blank to follow the chart. Set it explicitly (e.g. 60) to keep higher-timeframe structure on screen while executing on a lower timeframe. Requests use lookahead_off, so higher-timeframe swings only appear after that bar closes.
Dashboard
Shows the active structure timeframe, current bias, the live swing high and swing low, and the CHoCH level — the price that would invalidate the current bias if broken.
Alerts
Four conditions: Bullish BOS, Bearish BOS, Bullish CHoCH, Bearish CHoCH.
Settings guidance
Lower Pivot Strength (3–4) gives more granular intraday structure; higher values (5–7+) give cleaner swings on daily and above. Higher values on higher timeframes generally produce more readable structure. Label Offset controls the vertical gap between text and lines in ATR units.
Notes and limitations
A CHoCH is an early warning, not confirmation — many traders wait for a subsequent BOS in the new direction before treating a reversal as established. Structure labels and break tests use different criteria by design: labels compare closes for classification, while the break test follows your Break Confirmation setting against the wick extreme, so a swing tagged LH can still produce a bullish BOS if price later closes above its high. In ranging conditions the bias will flip frequently. This tool describes structure; it does not generate entries or exits on its own. Indicator
NeuPortal Empirical Range - measured bands, honest sample sizeMost volatility bands are drawn the same way: per-bar sigma times the square root of the horizon. That rule assumes returns are independent draws from one fixed distribution. Crypto returns are neither — volatility clusters, tails are fat at short horizons, and the shape of the distribution changes as the horizon grows.
This script measures instead, and draws the assumption next to the measurement so you can see the gap on your own symbol.
An example of why that matters. On BTCUSDT 4h with a 24-bar horizon, the empirical band comes out 0.95x the textbook one — slightly narrower. But at 48 bars the measured width is 1.70x the 24-bar width where root-t predicts 1.41x, and at 72 bars it is 2.03x against a predicted 1.73x. The formula is roughly right at one horizon and badly wrong at another, on the same symbol. On ETHUSDT the pattern is the opposite. You cannot know which case you are in without measuring.
WHAT IT PLOTS
- core 50% zone: the interquartile range of how this market has actually moved over your horizon
- wide 80% band: the 10th to 90th percentile, as risk context
- median of the measured distribution
- the textbook sigma x root-t band, for contrast
The band is drawn FLAT on purpose. It describes one moment in the future, not a path to it. A diagonal would be a claim about the route, and this makes no claim about the route.
WHAT IT DOES THAT OTHER BANDS DO NOT
Conditional bands. An unconditional band averages today's market with every regime the symbol has ever been in. Switch conditioning on and only windows whose starting volatility resembled today's are counted. The table shows how many windows survived, because a conditional band on 20 windows is worse than an unconditional one on 500.
Touch versus close probability. Type a price and get two numbers: the share of historical windows that FINISHED beyond it, and the share that TOUCHED it at any point on the way. These differ a lot. If you are asking whether a stop gets hit, the second number is the answer and the first is misleading. Both come from actual highs and lows of real windows, not from a closed-form approximation.
The honest sample size. Overlapping windows flatter a sample: 3,000 rolling 24-bar returns come from 125 genuinely independent windows, and quantile standard errors scale with the second number. Both are printed, and the small one is flagged when it gets thin.
Out-of-sample coverage. The band is fitted on the older part of the chart and tested on the newer part it never saw. Target 50% for the core, 80% for the wide. Both directions are marked as failures: a band that contains everything is not skill, and that is the failure mode that flatters the author. On some symbols this script will tell you its own band is too wide. That is the point.
Multi-horizon widths at 1x, 2x and 3x your horizon with the observed ratio against root-t's prediction, plus skew and excess kurtosis so you can see how far from Gaussian this symbol is at this horizon.
Alerts fire when price leaves the zone that was supposed to hold it half the time.
HOW TO USE IT
Set the horizon in bars — it means whatever your timeframe means. 24 bars on 1H is a day, 30 bars on 1D is a month. Give it as much history as the chart has. Then read the independent window count before you read anything else.
Works on any symbol and any timeframe. Nothing is hard-coded to a particular market.
WHAT IT DOES NOT DO
It says nothing about direction. There is no signal here and no entry. It is a description of uncertainty, measured rather than assumed.
Educational content - not financial advice. Indicator
Friendly Trend Friendly Trend is an adaptive trend-state indicator designed to answer two practical questions:
Is the current market structure in a confirmed bullish or bearish state?
Do the selected timeframes support the same directional bias?
The indicator simplifies trend reading without reducing the analysis to a basic moving-average crossover.
It combines directional efficiency, normalized price impulse, adaptive smoothing, volatility-sensitive boundaries, confirmation rules, and multi-timeframe context into one coordinated trend model.
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🧩 WHAT MAKES FRIENDLY TREND DIFFERENT
Friendly Trend is not a collection of unrelated indicators placed on the same chart.
Every component is part of one connected trend-state engine and has a specific role:
• Directional efficiency determines whether price is moving cleanly in one direction or following a noisy path.
• Normalized impulse measures the direction and strength of recent price movement.
• Adaptive smoothing changes the response speed of the trend basis according to current market conditions.
• The volatility model determines how far price must move before a change can qualify as meaningful.
• Slope, momentum, reversal-buffer, and consecutive-bar conditions confirm a new trend state.
• The multi-timeframe dashboard applies the same complete trend engine independently to each selected timeframe.
• The Overall result converts the individual timeframe states into a weighted directional score.
The script uses established mathematical building blocks such as exponential smoothing, True Range, and absolute price change.
Its original contribution is the way these measurements are connected into one adaptive trend-state architecture rather than used as separate signals or combined into a simple indicator mashup.
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🧭 DIRECTIONAL EFFICIENCY
The model compares:
• the net distance price has moved over the selected Length;
• the total path travelled by price during the same period.
A relatively direct move produces a higher efficiency value.
A market that repeatedly moves up and down while making little net progress produces a lower efficiency value.
This measurement helps the trend basis behave differently during:
• clean directional movement;
• noisy consolidation;
• uncertain or transitional conditions.
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⚡ NORMALIZED IMPULSE
The script separately calculates directional impulse by comparing:
• smoothed signed price changes;
• smoothed absolute price changes.
The result is normalized around zero:
• positive values indicate upward directional pressure;
• negative values indicate downward directional pressure;
• values close to zero indicate weak or balanced movement.
Impulse performs two functions inside the model:
It helps determine how quickly the adaptive basis should react.
It filters trend changes that are not supported by sufficient directional strength.
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📈 ADAPTIVE TREND BASIS
Friendly Trend calculates a faster and a slower smoothed price estimate.
It then blends them according to the current combination of:
• directional efficiency;
• absolute normalized impulse.
During clean directional movement, the faster estimate receives more influence, allowing the basis to follow price more closely.
During noisy or indecisive conditions, the slower estimate receives more influence, reducing unnecessary reactions to minor price fluctuations.
The result is a basis that adapts its response speed instead of using one fixed smoothing behavior in every market condition.
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🌊 ADAPTIVE TREND ZONE
The trend zone is not based on a fixed percentage or a single ATR value.
Its width combines:
• smoothed True Range;
• the mean absolute distance between price and the adaptive basis;
• the relationship between short-term and long-term volatility;
• the user-defined Band Multiplier.
The short-term versus long-term volatility ratio allows the zone to:
• expand when current market activity increases;
• contract when conditions become calmer;
• adjust to changing volatility regimes.
The volatility ratio is limited to prevent a single extreme movement from distorting the zone for an unnecessarily long period.
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✅ TREND CONFIRMATION
A new bullish state requires all of the following conditions:
• price closes above the upper adaptive boundary;
• the adaptive basis has a positive slope;
• normalized impulse is above the Momentum Filter;
• price clears the additional Reversal Buffer;
• the complete condition remains valid for the selected number of Confirmation Bars.
A bearish state uses the opposite conditions:
• price closes below the lower adaptive boundary;
• the adaptive basis has a negative slope;
• normalized impulse is below the negative Momentum Filter;
• price clears the Reversal Buffer;
• the condition remains valid for the required number of closed bars.
Once a trend is confirmed, the state remains active until the opposite trend passes the same confirmation process.
This persistence is intentional. The trend does not change merely because price returns inside the adaptive zone.
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🎨 HOW TO READ THE CHART
🟢 Green basis and green zone
A bullish trend state has been confirmed.
🔴 Red basis and red zone
A bearish trend state has been confirmed.
⚪ Gray basis
The script does not yet have enough confirmed information to assign a bullish or bearish state.
🏷️ Bullish and Bearish labels
A label marks the bar where a new trend state was confirmed.
Labels are not printed on every bar.
The colored zone visualizes the active trend structure. It is not a profit target, stop-loss level, support level, or resistance level.
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🕒 MULTI-TIMEFRAME DASHBOARD
The dashboard calculates the complete Friendly Trend engine independently on four configurable timeframes.
The default timeframes are:
• 15 minutes;
• 1 hour;
• 4 hours;
• 1 day.
Each row can display one of three states:
• Bullish
• Bearish
• Neutral
The dashboard does not copy the state of the chart timeframe into the other rows.
Each selected timeframe performs its own calculation using the same adaptive trend model.
Higher-timeframe rows use the state of the most recently completed higher-timeframe bar.
When a selected timeframe is lower than the chart timeframe, the script uses a previously completed lower-timeframe state. This conservative approach introduces a small delay but avoids presenting an unfinished lower-timeframe candle as a confirmed trend.
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⚖️ OVERALL TREND
The Overall result is not calculated through a simple majority vote.
Each timeframe state is converted into a numerical value:
• Bullish = +1
• Bearish = −1
• Neutral = 0
The values are then weighted according to timeframe duration.
Larger timeframes receive more influence through logarithmic weighting, while smaller timeframes continue to contribute to the result.
The normalized score is classified as:
• Bullish when it is above the Overall Threshold;
• Bearish when it is below the negative Overall Threshold;
• Mixed when it remains between the two thresholds.
This means that two short-term bullish readings do not automatically override bearish conditions on both the 4-hour and daily timeframes.
A Mixed result indicates disagreement or insufficient directional alignment. It is not a separate market direction.
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🛠️ HOW TO USE FRIENDLY TREND
Friendly Trend is designed primarily as a directional filter, not as a complete entry system.
One possible workflow is:
1. Identify the broader bias
Use Overall to understand the weighted multi-timeframe direction.
2. Review timeframe alignment
Check the individual dashboard rows to see where agreement or disagreement occurs.
3. Confirm the local trend
Use the trend state on the chart timeframe as the immediate directional context.
4. Apply an independent entry method
Combine the indicator with your own:
• market-structure setup;
• entry conditions;
• stop placement;
• position-sizing rules;
• exit plan.
5. Treat Mixed conditions cautiously
A Mixed result suggests that directional alignment is weak or divided.
Instead of forcing a bullish or bearish interpretation, traders may choose to reduce directional conviction until the timeframes become more aligned.
For example, a trader may prioritize long setups when both the chart state and Overall are Bullish, while avoiding countertrend setups when the higher timeframes remain strongly Bearish.
This is an example of interpretation, not a trading recommendation.
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⚙️ MAIN SETTINGS
Length
Controls the main observation window used by:
• the directional-efficiency calculation;
• the slower trend basis;
• the long-term volatility model.
Higher values generally produce:
• smoother behavior;
• fewer reactions to short-term changes;
• greater signal delay.
Lower values generally produce:
• faster reactions;
• greater sensitivity to local movement;
• more potential noise.
Band Multiplier
Controls the visible width of the adaptive trend zone.
Higher values:
• require a larger move before the trend can change;
• reduce sensitivity;
• may produce fewer signals.
Lower values:
• make the model more responsive;
• reduce the distance required for a trend change;
• may increase switching during sideways markets.
Confirmation Bars
Defines how many consecutive closed bars must satisfy all trend-change conditions.
A higher value provides stricter confirmation but also delays the signal.
Reversal Buffer
Adds extra distance beyond the displayed adaptive zone before a new trend can be confirmed.
Its purpose is to reduce rapid Bullish and Bearish changes when price repeatedly tests the zone during consolidation.
Momentum Filter
Defines the minimum normalized impulse required for a new trend.
Increasing this value rejects weaker directional moves.
Setting it too high may cause the indicator to miss gradual trends that develop without strong short-term momentum.
Overall Threshold
Controls how much weighted multi-timeframe agreement is required before Overall becomes Bullish or Bearish.
Higher values:
• require stronger agreement;
• produce more Mixed readings.
Lower values:
• classify directional alignment more easily;
• produce Bullish or Bearish results more frequently.
Time Frame 1–4
Define the four periods calculated in the dashboard.
The timeframes can be adjusted to match the user’s trading horizon.
A logical progression from lower to higher periods generally provides the clearest context.
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🔔 ALERTS
The script includes alert conditions for:
• confirmed bullish trend changes on the chart timeframe;
• confirmed bearish trend changes on the chart timeframe;
• any confirmed chart-timeframe trend change;
• bullish and bearish changes for each dashboard timeframe;
• changes of Overall to Bullish;
• changes of Overall to Bearish.
Chart-timeframe trend alerts are based on confirmed bar-close changes.
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⏱️ REAL-TIME AND CONFIRMED-BAR BEHAVIOR
The adaptive basis and visible zone can move while the current price bar is still open because they reflect live market data.
However:
• the chart trend state changes only after the bar is confirmed;
• Bullish and Bearish labels are generated only on confirmed chart bars;
• chart-timeframe trend alerts are based on confirmed state changes;
• higher-timeframe dashboard states use completed higher-timeframe bars;
• lower-timeframe dashboard states are intentionally delayed to avoid using an unfinished lower-timeframe candle as a confirmed signal.
Users should distinguish between:
• the live movement of the adaptive basis and zone;
• a confirmed change of trend state.
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⚠️ LIMITATIONS
Friendly Trend does not predict future prices.
Like any trend-following model, it may react with delay after a sudden reversal.
Confirmation Bars, the Reversal Buffer, and the Momentum Filter intentionally exchange some response speed for greater trend stability.
Sideways markets can still produce alternating trend states, especially when using:
• a short Length;
• a narrow trend zone;
• low confirmation requirements.
The indicator does not guarantee exact entries, exits, profits, or a specific win rate.
It should be used together with independent analysis and appropriate risk-management rules. Indicator
ATR Trend Rail🚦 ATR Trend Rail — a trend rail that knows when to shut up.
Most ATR / SuperTrend clones flip you into every chop-fest, then repaint the "perfect" entry after the candle closes. This one doesn't. It runs on a single idea: a trailing ATR band is only worth trading when the market regime agrees with it. 🎯
WHAT'S UNDER THE HOOD
📐 The rail — a trailing ATR band that latches trend state and rides price until volatility says the move is done. Adaptive, clean, no lag-heavy MA soup.
🧭 Regime filter (the whole point) — every flip is gated against a regime SMA. Leave it on your chart timeframe, or point it at an HTF for a top-down bias. Wrong side of regime? The signal never fires. This is the piece most trend tools skip entirely.
🚫 Non-repainting, for real — flips confirm on closed bars only, the regime pull runs lookahead-off with a realtime offset, and each leg's regime status locks the moment the flip bar closes. What you see in replay is what you'd have traded live. No hindsight magic.
🌫️ Faded legs — trends that fire against regime don't disappear, they dim. You still see the move; you just know it didn't earn a signal. Context, not censorship.
🔔 Alerts that behave — Bull, Bear, and Flip, confirmed-bar only. Set them once and trust them.
READ IT IN ONE GLANCE
🟢 Bright rail under price → confirmed uptrend, regime agrees
🔴 Bright rail over price → confirmed downtrend, regime agrees
⚪ Faded rail → the move exists, regime says wait
🔺 Triangle + Bull / Bear tag → a flip that passed the gate
Still useful after it's been on your chart a while. 🚦
— SlatinaTrades Indicator
NeuPortal Forecast - sealed distributions not pathsDraws a forecast as a DISTRIBUTION at a stated horizon, never as a path.
What it plots, from values you enter yourself:
- median for the horizon
- core 50% zone (25th to 75th percentile of the asset's own historical moves over the same horizon)
- wide 80% band (10th to 90th percentile)
- the seal: a vertical line at the bar the forecast was fixed on, so left of it is observed and right of it was unknown
- an explicit invalidation level
- a computed daily read (ADX, DI, RSI, MACD, %B, EMA structure, ATR) taken from the chart itself, so the table cannot drift from the price it sits on
There is deliberately no diagonal anywhere. A line drawn from today's price to a future price is read as a claimed route, and a distribution at a horizon is not a route. The size of the expected move is stated as a vertical dimension bracket instead.
Two ways to feed it. Fill the inputs by hand, or paste a single line into "Today's line" in the first settings group, in the form key=value;key=value - useful if you generate forecasts programmatically and do not want to retype twenty fields daily. Pasted values win, missing ones fall back to the manual inputs.
Free, open source, no gating, no signals, no DMs.
Educational content - not financial advice. Indicator
VSA TrailEffort-Displacement VSA Trail
Effort-Displacement VSA Trail is a scalping-oriented VSA-style indicator built around a custom effort-result signal gate.
The script uses common technical-analysis building blocks such as ATR, SMA, volume, candle body, and trailing-stop direction, but the signal logic and the way these parts are combined are original to this script.
The core idea is simple: a directional signal should not appear only because price crossed a trailing stop, and it should not appear only because volume increased.
A Buy or Sell label is printed only when three things align on the same bar:
1. ATR trailing-stop direction confirms the active side.
2. Volume expands above its own baseline.
3. Price displacement expands above its own baseline.
The displacement layer is calculated as:
body = abs(close - open)
gap = abs(open - previous close)
displacement = body + gap
This is the main design difference of the script.
Instead of measuring only candle body size, the script also includes the opening gap from the previous close.
This creates a stricter effort-result model: volume must be accompanied by real directional displacement before a signal is allowed.
The ATR trailing stop acts as the directional regime layer.
The volume condition acts as the effort layer.
The displacement condition acts as the result layer.
Only when direction, effort, and result confirm each other does the script print a Buy or Sell signal.
This is not a generic volume spike tool and it is not a plain ATR trailing-stop indicator.
It is a combined VSA-style confirmation model designed to reduce weak signals where volume increases but price movement does not meaningfully follow.
Public / common components used:
- ATR calculation with ta.atr()
- SMA baselines with ta.sma()
- ATR-style trailing-stop direction logic
Original elements:
- Body-plus-gap displacement confirmation
- Same-bar effort-result validation
- Signal gating that requires ATR direction, volume expansion, and displacement expansion together
- Stateful Buy/Sell logic that avoids repeating the same-side signal until direction changes
This script does not include copied third-party script code.
It was built as an original combination of standard Pine Script functions and custom signal logic.
Use case:
This indicator is intended for short-term chart analysis where the trader wants to see only those directional moments where trailing-stop bias, volume expansion, and displacement expansion confirm each other.
Limitations:
The script is not a complete trading system.
It does not include position sizing, take-profit rules, slippage modeling, spread handling, or full risk management.
Signals can still fail in choppy, illiquid, or news-driven market conditions.
Disclaimer:
This script is for educational and informational purposes only.
It is not financial advice, investment advice, or a recommendation to buy or sell any asset.
Trading involves risk.
Past signals do not guarantee future results.
Always use your own analysis and risk management. Indicator
