Indicator
Prior Level Reaction & Retest ProfilerShort description
An evidence-based profiler for first touches, reactions, breakouts, and confirmed retests at previous-day and previous-week highs and lows, with ATR-normalized outcomes and volatility-regime statistics.
Overview
Previous-day and previous-week highs and lows are widely used as support, resistance, breakout references, and liquidity levels. However, drawing these levels does not answer the practical question: how has this symbol historically behaved after first reaching them?
Prior Level Reaction & Retest Profiler converts each first interaction with PDH, PDL, PWH, and PWL into a measurable event. It records whether price moved away from the level, continued through it, produced a false-break reaction, remained unresolved, or formed a confirmed breakout retest. All distances are normalized with the previous completed daily ATR so observations remain comparable across changing volatility conditions.
This is a descriptive research and decision-support tool. It does not issue automatic buy or sell signals, and historical frequencies are not presented as predictions.
What the indicator measures
For every enabled level, the script selects one first-touch observation during that level's valid daily or weekly period. At the moment of contact, it freezes both the level and the previous completed daily ATR.
For a prior high:
Movement below the level is measured as reaction excursion.
Movement above the level is measured as breakout excursion.
For a prior low, those directions are reversed.
The event is then classified as:
Reaction: The configured reaction threshold is reached first.
Breakout: The configured breakout threshold is reached first.
False-break reaction: Price closes through the level but reaches the reaction threshold before the breakout threshold.
Ambiguous: Both thresholds are reached on the same evaluation bar, so their order cannot be determined from OHLC data.
Unresolved: Neither threshold is reached before the evaluation horizon ends or the source level expires.
Reaction and breakout percentages use directionally resolved observations as their denominator. The dashboard also displays the total sample, ambiguous observations, unresolved observations, and average maximum excursions in daily ATR units.
Why evaluation begins after the touch bar
Historical OHLC bars do not reveal whether the high or low occurred first. Counting the touch bar could therefore invent a sequence that is not present in the data. This script begins outcome evaluation on the following bar and explicitly preserves same-bar dual-threshold outcomes as ambiguous rather than guessing.
Breakout retest engine
When completed history favors breakout over reaction for a level, the optional retest engine follows a confirmed close through that level using a transparent state sequence:
Retest pending: A breakout close occurred and the engine is waiting for price to return.
Retest in progress: Price entered the ATR-normalized retest zone but has not yet confirmed.
Retest confirmed: Price touched the zone and produced a confirmed close back in the breakout direction. Users can optionally require a directional confirmation candle.
Target reached or invalidated: After confirmation, the script records whether the configured ATR target was traded before a confirmed close beyond the invalidation boundary.
Only confirmed chart bars change retest states. A confirmation by itself is not counted as a successful retest. Retest success is calculated only from completed post-confirmation target and invalidation outcomes.
Volatility-conditioned evidence
Retests are not assumed to behave identically in every volatility environment. When regime conditioning is enabled, the script stores the volatility regime present when the breakout setup begins and maintains separate target/invalidation histories for:
Low volatility: Previous daily ATR is at or below 0.80 of its 100-day average.
Normal volatility: The ratio is between 0.80 and 1.20.
High volatility: Previous daily ATR is at or above 1.20 of its 100-day average.
The live decision gate uses only the matching regime's completed retests. It does not borrow confidence from unrelated volatility conditions.
Evidence gate
The simple dashboard prevents attractive headline statistics from being mistaken for a tradable edge.
Observe only: The matching volatility regime has fewer completed retests than the configured minimum.
Stand aside: The sample is sufficient, but target-before-invalidation success is below the configured requirement.
Retest pending / in progress: The evidence gate passes, but confirmation is not complete.
Retest confirmed: The evidence gate passes and the required retest close is confirmed.
Target reached / invalidated: The live confirmed setup has completed.
For example, a level can have a high general breakout rate while its low-volatility retests have a poor success rate. In that situation, the dashboard shows Stand Aside rather than promoting the broader breakout statistic.
Display modes
Simple mode is the default. It shows only the current level segments and a plain-language decision card containing:
Setup
Active level
What to do now
Required confirmation
Invalidation condition
Supporting sample and regime evidence
Only the latest confirmed retest marker is displayed by default. Historical markers can be enabled for auditing.
Evidence mode shows the complete PDH, PDL, PWH, and PWL matrix with sample count, reaction rate, breakout rate, false-break rate, ambiguous and unresolved shares, and average excursions.
Main settings
Daily ATR length
Reaction and breakout thresholds in ATR units
Evaluation horizon in chart bars
Previous-day and previous-week level toggles
Retest-zone width and retest window
Optional directional confirmation candle
Minimum completed retest sample
Minimum acceptable retest success rate
Volatility-regime conditioning
Simple or Evidence display mode
Static and dynamic alerts
Changing chart timeframe changes the real duration represented by the bar-based evaluation and retest windows. Statistics should therefore be compared only when symbol, timeframe, and settings are consistent.
Alerts
Named alerts are available for:
First level touch
Reaction or breakout outcome
False-break reaction
Ambiguous outcome
Breakout close with retest pending
Retest confirmation
Retest failure or expiry
Confirmed-retest target reached
Confirmed-retest invalidation
Dynamic messages can be used by enabling the dynamic-alert setting and creating an alert with Any alert() function call.
Repainting and data behavior
Previous-day, previous-week, daily ATR, and ATR-average values are requested with a one-period offset. Only completed higher-timeframe values are used; no future data is accessed.
Retest state changes require confirmed chart bars. Once a historical event or retest outcome is finalized, its classification does not change. Active events can update as new bars close.
Limitations
Designed primarily for intraday charts.
OHLC data does not reveal intrabar high/low order; ambiguous cases are retained explicitly.
Gap openings can cross a level without trading every intervening price.
Available chart history and data-feed differences affect samples.
Regime-filtered samples can be considerably smaller than overall samples.
The reference target uses traded price, while post-confirmation invalidation requires a confirmed close.
Spread, slippage, commissions, liquidity, position sizing, and execution constraints are not modeled.
Historical behavior does not guarantee future results.
This indicator is not financial advice.
Indicator
Directional PurityDirectional Purity
Rather than a simple standalone strategy, Directional Purity is a professional trend-filtering and directional stability engine designed to supercharge any existing trading strategy. It eliminates the fatal flaw of traditional indicators like ADX—which measure trend strength with significant lag—by equipping your strategy with a zero-lag, mathematically precise gauge of directional purity.
Traditionally, ADX relies on double-smoothed EMAs of directional movements, causing delayed responses to trend breakouts and exhaustion. Directional Purity resolves this by using the mathematical equivalence of Chande's CMO and Kaufman's Efficiency Ratio (ER) as a volatility index to dynamically adapt a 13-period VIDYA (Variable Index Dynamic Average) base.
By utilizing a telescoping sum optimization, this script is fully vectorized (loop-free), ensuring extremely fast execution on any time frame.
Features:
- Live Dashboard: Shows real-time market state (Trending Bullish, Trending Bearish, Ranging) and Trend Purity %.
- Visual Fills: Highlights ranging zones in gray to prevent overtrading.
- Built-in Alerts: Triggers for trend breakouts, entering ranges, and direction shifts.
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Momentum Pro Dashboard | MouryaOverview
The Momentum Pro Dashboard is an institutional-grade, all-in-one Heads-Up Display (HUD) engineered specifically for active momentum and day traders. Built purely in Pine Script v6, this dashboard consolidates critical tape reading, volume analysis, and dynamic levels into a clean, mathematically balanced 3-column UI, eliminating the need to constantly switch tabs or clutter your chart with multiple indicators.
1. The Layout & Architecture
The script generates a 3-column Heads-Up Display (HUD) directly on your chart. It is completely dynamic—if you disable a feature in the settings, the table automatically shrinks to close any empty gaps.
Top Header: A spanning banner showing the Ticker, Company Name, Country, Exchange, Sector, and Industry. (It includes a manual override in the settings if PulseWire tries to label the exchange as "BATS").
Column 1: Core fundamental data, session momentum percentages, and price extremes.
Column 2: Dynamic support/resistance levels (EMAs, VWAP Bands, and Pivots).
Column 3: A real-time, ticking Tape (Time & Sales) for live order flow.
2. Column 1: Core Metrics & Extremes
This column tracks the fundamental setup and the active momentum of the asset.
Current Price: The live price of the asset. The text turns Green if the day is positive, and Red if the day is negative.
Float & Mkt Cap: Formatted cleanly in Millions (M) or Billions (B).
Float Color Code: < 1M (Bright Green), 1M–5M (Standard Green), 5M–10M (Dark Green), 10M–20M (Yellow), > 20M (Red).
Daily % (Close-to-Close): Performance based strictly on yesterday's official Regular Trading Hours (RTH) close.
Intraday %: Performance based strictly on today's open.
GAP %: The difference between yesterday's close and today's open.
Daily Volume & Turnover: Total shares traded today, and the dollar amount of that volume (Volume * Price).
Rel. Vol. (Relative Volume): Compares today's volume pace to the 10-day average.
Color Code: < 1x (Red), 1x to 5x (Yellow), > 5x (Green).
Short %: Calculates true Short Interest by dividing FINRA's reported EOD Short Volume by yesterday's total trading volume.
Color Code: < 5% (Dark Green), 5–20% (Light Green), 20–50% (Yellow), 50–100% (Light Red), > 100% (Dark Red).
Buy/Sell %: A proxy for Bid/Ask hitting, showing the percentage of volume executed on upticks vs. downticks.
Per Lot: Shows the point value multiplier of the asset (crucial for Futures).
Day High & Day Low (Custom Cycle): Tracks the highest and lowest prices of the current session, starting exactly at the Post-Market open and running through the RTH close.
52W High & 52W Low: Rolling 1-year extremes.
ATH & ATL (All-Time High/Low): Dynamically scans all locally loaded chart data to find the absolute extremes without crashing PulseWire's servers.
3. Column 2: Institutional Averages & Levels
This column provides your key support and resistance zones. Crucially, these are anchored to standard institutional timeframes so your levels perfectly match what Wall Street algorithms are looking at, ignoring weird pre-market distortions.
EMAs (1-4): Four customizable Exponential Moving Averages (Defaults: 10, 20, 50, 200).
VWAP Engine: A custom-built Volume Weighted Average Price calculator.
VWAP Main: The core session VWAP.
Upper Bands (1, 2, 3): Standard deviation bands above VWAP.
Lower Bands (1, 2, 3): Standard deviation bands below VWAP.
Pivots (P, R1-R5, S1-S5): Mathematical support/resistance levels. You can choose the calculation type in settings (Traditional, Fibonacci, Camarilla, etc.).
(Note: Every single EMA, VWAP band, and Pivot level has its own independent On/Off checkbox in the settings so you can declutter at will).
4. Column 3: The Tape (Time & Sales)
A highly optimized, array-based real-time order tracker right on your chart.
Rows: You can set it to show anywhere from 1 to 20 of the most recent trades.
Standard Colors: Green (Buy/Ask hit), Red (Sell/Bid hit), Gray (Neutral/Absorption).
Neon Block Order Highlights: In the settings, you define a "Large Print" threshold (e.g., 2,000 shares). Any order larger than that size flashes in Neon Green (Buy) or Neon Red (Sell) so you instantly spot institutional sizing.
5. Under-the-Hood Engineering (The "Secret Sauce")
Proximity Alerts: In the settings, there is a "Proximity Alert %" (default 0.15%). If the live price gets within 0.15% of any level in Column 1 or Column 2, that level turns Yellow to warn you. If price touches it directly, it turns Red.
Crash-Proof Data Handling: If you load this script on an asset that lacks certain data (e.g., Forex has no Short Interest or Float), the script will not crash. It will elegantly bypass the calculation and output a clean "—" in the table.
Cumulative Memory: The script utilizes varip arrays. This means it can remember and process data tick-by-tick between official candle closes, allowing the Tape to update instantly in real-time. Indicator
High Volume Absorption Pivot Levels (Zeiierman)█ Overview
High Volume Absorption Pivot Levels (Zeiierman) is a volume-based market structure indicator designed to identify significant pivot highs and lows where price shows signs of absorption during their formation.
Rather than plotting every swing point, the indicator filters pivots using two important characteristics:
• Elevated trading volume.
• Absorption candles that indicate a temporary balance between buyers and sellers.
Only pivots that satisfy these conditions become active support or resistance levels, allowing traders to focus on price levels that formed during periods of increased market participation.
⚪ Absorption and High Participation
The indicator combines traditional pivot detection with volume analysis.
A valid pivot requires:
• A confirmed swing high or swing low.
• Above-average volume on the pivot.
• An absorption candle occurring either around the pivot or directly on the pivot candle.
This helps remove many insignificant swing points while emphasizing areas where market participants were actively exchanging positions.
Once confirmed, these levels often serve as important reference points for future reactions, mitigation events, and retests.
█ How It Works
⚪ Pivot Structure Detection
The script continuously detects confirmed swing highs and swing lows using user-defined pivot lengths. These pivots become candidates for future support and resistance levels.
⚪ High Volume Filter
Not every pivot is plotted.
The pivot candle must also trade with above-average volume.
volume > sma(volume) × multiplier
This helps prioritize pivots that formed during periods of significantly higher participation than normal.
⚪ Absorption Candle Detection
The indicator searches for absorption candles around each pivot.
An absorption candle is defined as:
• Small candle body relative to the total range.
• Above-average trading volume.
█ How to Use
⚪ Identify Institutional Pivot Levels
Instead of displaying every swing point, the indicator focuses on pivots that formed during elevated participation.
This often highlights areas where larger market participants were active.
⚪ Target These Levels for Liquidity Sweeps
High-volume absorption pivots often become attractive liquidity targets.
As the market trends, the price frequently returns to sweep these levels before continuing in the direction of the prevailing trend or, in some cases, initiating a reversal.
These sweeps can represent:
• Liquidity collection before trend continuation.
• Stop-loss hunts around previous pivots.
• Profit-taking before the next market expansion.
• Potential reversal points if the sweep fails and strong opposing participation emerges.
Rather than treating these levels as fixed support or resistance, they should be viewed as important liquidity zones where market participants may become active.
█ Settings
Pivot Left / Right Length: Controls how swing highs and lows are confirmed.
Maximum Active Levels: Sets the maximum number of pivot levels displayed simultaneously.
Absorption Search Range: Defines how many candles around each pivot are searched for absorption.
Absorption Body %: Controls how small the candle body must be relative to the full candle range.
Absorption Volume Multiplier: Defines the minimum volume required for an absorption candle.
Require Absorption On Pivot Candle: Restricts valid pivots to those where the absorption candle occurs exactly on the pivot.
Pivot Volume Multiplier: Sets the minimum volume required for the pivot itself.
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Disclaimer
The content provided in my scripts, indicators, ideas, algorithms, and systems is for educational and informational purposes only. It does not constitute financial advice, investment recommendations, or a solicitation to buy or sell any financial instruments. I will not accept liability for any loss or damage, including without limitation any loss of profit, which may arise directly or indirectly from the use of or reliance on such information.
All investments involve risk, and the past performance of a security, industry, sector, market, financial product, trading strategy, backtest, or individual's trading does not guarantee future results or returns. Investors are fully responsible for any investment decisions they make. Such decisions should be based solely on an evaluation of their financial circumstances, investment objectives, risk tolerance, and liquidity needs.
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X Trading Auto-Pilot V2.0Welcome to X Trading Auto-Pilot V2.0 — the ultimate minimalist trading system designed for traders who want zero chart clutter and 100% execution clarity.
We stripped away the noise, removed the complex lines and bands, and built a highly accurate, automated signal engine optimized strictly for the 15-Minute timeframe.
🌟 Core Features:
1. Zero Clutter, Pure Action
Analysis paralysis is the enemy of profitability. This indicator removes all visual noise from your chart. You will only see the institutional macro trend and the exact entry signals.
2. High-Accuracy 15m Engine
By locking the algorithm to the 15-minute chart, we eliminate the random algorithmic wicks of the lower timeframes. The engine runs quietly in the background, measuring hidden market exhaustion (RSI/ATR alignment) and waiting for high-volume engulfing candles in the direction of the macro trend.
3. Automated Trade Management
When a signal triggers, the script instantly calculates a mathematically perfect 1:2 Risk-to-Reward ratio based on current market volatility. It plots a clean, visual box on your chart detailing your exact:
💰 ENTRY Price
😢 STOP LOSS Price
🔥 TARGET (Take Profit) Price
4. Bot-Ready JSON Alerts (Fully Automated)
Want to trade hands-free? The alert system has been re-engineered to output clean, structured JSON webhooks. Whether you use 3Commas, Cornix, or your own custom trading bot, the indicator sends perfectly formatted data instantly:
{"Action": "BUY", "Asset": "BTCUSDT", "Entry": 65120.50, "SL": 64800.00, "TP": 65760.50}
5. Universal Asset Compatibility
This Auto-Pilot suite dynamically adapts its risk math to the asset you are trading. Fully compatible with: EURUSD, USDCAD, BTCUSDT, ETHUSDT, XAUUSD, XAGUSD, US100, WTI, and DXY. Indicator
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LCD Breakout ConfirmationLCD Breakout Confirmation Free Indicator
by @Miguelrosal1994
What this is / Qué es esto
Most traders enter breakouts blind. Price breaks a level — they buy or sell. Then price reverses and they wonder why.
This indicator doesn't predict. It measures. It tells you in real time whether the breakout you're watching has the three elements that separate institutional conviction from a retail trap.
La mayoría de los traders entran en breakouts a ciegas. El precio rompe un nivel — compran o venden. Luego el precio revierte y se preguntan por qué.
Este indicador no predice. Mide. Te dice en tiempo real si el breakout que estás viendo tiene los tres elementos que separan la convicción institucional de una trampa retail.
The three factors / Los tres factores
Factor 1 — Volume / Volumen
Volume is the fuel of any real move. When institutions enter, they can't hide — they need size, and size shows up in volume.
If the breakout candle has volume below the 20-bar average, nobody important is participating. That's a fakeout waiting to happen.
Default threshold: 1.2× average. The breakout bar must have at least 20% more volume than normal to score this factor.
El volumen es el combustible de cualquier movimiento real. Cuando los institucionales entran, no pueden esconderse — necesitan tamaño, y el tamaño aparece en el volumen.
Si la vela del breakout tiene volumen por debajo del promedio de 20 barras, nadie importante está participando. Eso es un fakeout esperando ocurrir.
Umbral por defecto: 1.2× el promedio. La vela de ruptura debe tener al menos 20% más volumen que lo normal para puntuar este factor.
Factor 2 — Candle Body / Cuerpo de vela
A real breakout closes far from the broken level. A fakeout touches the level with a long wick and closes back inside — the price tested but didn't commit.
The body is measured relative to the ATR (Average True Range) — the average movement of the instrument in recent bars. This makes the indicator adaptive: a strong body in a low-volatility environment is different from a strong body in a high-volatility one.
Default threshold: 0.4× ATR. The candle body must be at least 40% of the recent average range.
Un breakout real cierra lejos del nivel roto. Un fakeout toca el nivel con una mecha larga y cierra de vuelta adentro — el precio testeó pero no se comprometió.
El cuerpo se mide relativo al ATR (Average True Range) — el movimiento promedio del instrumento en barras recientes. Esto hace el indicador adaptativo: un cuerpo fuerte en un entorno de baja volatilidad es diferente a un cuerpo fuerte en uno de alta volatilidad.
Umbral por defecto: 0.4× ATR. El cuerpo de la vela debe ser al menos 40% del rango promedio reciente.
Factor 3 — Volume Delta (Tick Rule) / Delta de volumen
This is the most sophisticated factor. It doesn't just look at how much volume there was — it looks at where within the bar that volume was traded.
The Tick Rule splits each bar's volume into buy pressure and sell pressure based on where price closed within the range:
Close near the high → buyers were aggressive → positive delta
Close near the low → sellers were aggressive → negative delta
Close in the middle → equilibrium → delta near zero
Formula: delta = volume × (2 × (close - low) / (high - low) - 1)
If price breaks up but the delta is negative — sellers absorbed the move. That's a fakeout. If price breaks up and the delta is strongly positive — buyers drove the move. That's conviction.
Este es el factor más sofisticado. No solo mira cuánto volumen hubo — mira dónde dentro de la vela se negoció ese volumen.
La Tick Rule divide el volumen de cada vela en presión compradora y vendedora según dónde cerró el precio dentro del rango:
Cierre cerca del high → compradores agresivos → delta positivo
Cierre cerca del low → vendedores agresivos → delta negativo
Cierre en el medio → equilibrio → delta cerca de cero
Fórmula: delta = volumen × (2 × (close - low) / (high - low) - 1)
Si el precio rompe al alza pero el delta es negativo — los vendedores absorbieron el movimiento. Eso es un fakeout. Si el precio rompe al alza y el delta es fuertemente positivo — los compradores impulsaron el movimiento. Eso es convicción.
The score / La puntuación
🟢 3/3 — REAL BREAKOUT
All three factors confirm. Volume is there, the candle committed, and order flow agrees. This is where institutions moved. Pay attention.
Los tres factores confirman. El volumen está, la vela se comprometió y el flujo de órdenes concuerda. Aquí es donde se movieron los institucionales. Presta atención.
🟡 2/3 — POSSIBLE — wait
Two factors confirm, one doesn't. The move has partial conviction. Wait for the next candle to confirm or look for additional confluence before entering.
Dos factores confirman, uno no. El movimiento tiene convicción parcial. Espera que la siguiente vela confirme o busca confluencia adicional antes de entrar.
🔴 1/3 or less — FAKEOUT likely
The breakout lacks institutional backing. High probability of reclaim — price returning inside the broken level. Do not chase. Wait.
El breakout carece de respaldo institucional. Alta probabilidad de reclaim — el precio regresando dentro del nivel roto. No persigas. Espera.
How to read the panel / Cómo leer el panel
The panel in the top right always shows the last breakout that occurred — not the current bar. This is intentional. It tells you the quality of the most recent structural move so you can decide whether to trade the aftermath.
The three lines in the sub-panel show current bar values in real time — volume ratio, body ratio, and normalized delta. Watch these lines before a breakout: when volume starts rising and delta starts trending in one direction, something is about to happen.
El panel en la esquina superior derecha siempre muestra el último breakout que ocurrió — no la barra actual. Esto es intencional. Te dice la calidad del movimiento estructural más reciente para que puedas decidir si operar las consecuencias.
Las tres líneas en el sub-panel muestran valores de la barra actual en tiempo real — ratio de volumen, ratio de cuerpo y delta normalizado. Observa estas líneas antes de un breakout: cuando el volumen empieza a subir y el delta empieza a moverse en una dirección, algo está a punto de ocurrir.
How to use it / Cómo usarlo
Works on any instrument and any timeframe. No repainting. No lookahead bias.
Use green columns (3/3) as reference Order Blocks — levels where institutional conviction was confirmed. When price returns to those levels, that's where the reaction is most likely.
I don't give signals. I show where price has to define itself.
Funciona en cualquier instrumento y cualquier temporalidad. Sin repintado. Sin sesgo de lookahead.
Usa las columnas verdes (3/3) como Order Blocks de referencia — niveles donde se confirmó la convicción institucional. Cuando el precio regresa a esos niveles, ahí es donde la reacción es más probable.
No doy señales. Doy puntos donde el precio tiene que definir.
Want more free tools? Comment below. 👇
¿Quieres más herramientas gratuitas? Comenta abajo. 👇 Indicator
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Tail-Risk & Fragility OscillatorTail-Risk & Fragility Oscillator
A risk-shape meter — not a buy/sell oscillator. It measures the asymmetry (skewness) and tail-fatness (excess kurtosis) of recent returns to answer one question your momentum and trend tools cannot: is fragile, fat-tailed risk building right now, and on which side? It reads this in plain language, optionally from higher-resolution "realized" data, and forward-calibrates whether those fragile states have actually preceded moves on the symbol you're viewing.
Why these parts are combined (not a mashup for show). Skewness says which tail is heavier (where a violent move is more likely to come from). Excess kurtosis says how heavy the tails are (how likely an outsized move is at all). Neither alone is "fragility" — fragility is one tail heavy AND tails fattening together — so both are combined into one reading. Realized estimation (optional) measures these moments from intrabar returns rather than one value per bar, far less noisy. And a Cornish-Fisher value-at-risk turns skew + kurtosis into a single "expected bad-case move" you can size against. Together they form one coherent tail-risk tool.
How it works. Returns feed central moments over a window: skew = m3/σ³, excess kurtosis = m4/m2² − 3. With "Realized" on, the moments come from a lower-timeframe return stream (confirmed only). The signed wave is standardized skewness; a percentile of kurtosis flags fat tails; a Cornish-Fisher quantile combines both, scaled to the chart timeframe over the calibration horizon, into a value-at-risk. A "fragile-down" state (negative-skew extreme + fat tails) is then scored for a subsequent down move and "fragile-up" for an up move, using triple-barrier outcomes, split into in-sample and recent out-of-sample, with a confidence interval and a multiple-testing check.
How to use. Read the Verdict row — "Downside-fragile" / "Upside-fragile" means a heavy tail is building on that side; "Tails normal" means no fragility. The Conviction row says whether that state has actually preceded the expected move on this symbol. Use it to size down, widen stops, or expect violence on the fragile side — layered on your own directional tool, never as a standalone entry. The "Bad-case move" row is the modelled adverse move over the next N bars at your chosen confidence.
What's original. Realized higher-moment estimation, a horizon-scaled Cornish-Fisher VaR readout, the forward triple-barrier calibration with an out-of-sample split, and a conviction read that openly admits when there's no proven edge — on a risk axis (fragility) that most indicators ignore entirely.
Inputs. Price source (change it for any market), reading mode (Simple/Pro), moment and realized-estimation controls, risk thresholds and VaR confidence, full calibration settings, and an auto-adapting dashboard legible on dark or light charts. Defaults are tuned for NSE:NIFTY1! intraday.
Honesty & limitations. Moments from short windows are noisy and the VaR is a model estimate, not a guarantee. Edge figures are computed on this chart's own history with overlapping windows and no costs — context, not a backtest; past behaviour doesn't predict the future.
Disclaimer: for research and education only. Not financial advice. Trading carries risk of loss; manage your own size. Indicator
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Argus Gaze: Attention Trend Engine [forexobroker]# Argus Gaze: Attention Trend Engine
🔶 OVERVIEW
Argus Gaze brings the attention mechanism — the core idea behind modern transformer models — onto your chart. Instead of asking "what does an indicator formula say about this bar?", it asks a different question: "when did the market last LOOK like this, and what happened next?"
Every bar is encoded as a compact, ATR/z-normalized state vector. A soft-attention head then compares today's state against the last N historical states, weights each one by similarity (softmax over negative distance), and blends their KNOWN follow-up returns into a single forward-looking Trend Score. Because every feature is volatility-normalized, the same settings behave consistently across forex, indices, futures, and crypto.
What makes it different from pattern-matching scripts: attention is SOFT. It never picks one "best match" — it weighs all N analogues at once, and it tells you how focused that weighting is. The attention entropy becomes a conviction gauge: when attention collapses onto a handful of strongly similar past states, conviction is high; when attention is spread thin, the engine is honest about its uncertainty.
The second half of the script is a full prop-firm risk engine: FTMO / Topstep / Apex presets, ATR-based position sizing, simulated R tracking, daily-loss lockout, trailing max-drawdown breach detection, a consistency cap on signals per day, plus session and news-blackout filters. The chart literally tints orange and the dashboard reads STAND DOWN when you should not be clicking buttons.
🔶 ALGORITHM
1. State encoding — each bar becomes a 3-feature vector, all volatility-normalized:
• f1 = (close − close ) / ATR(14) — directional thrust
• f2 = (high − low) / ATR(14) − 1 — range expansion vs. average
• f3 = volume z-score over a 50-bar window (guarded when stdev = 0)
2. Similarity — for each lag k = 1..N (default 64), the squared Euclidean distance d²ₖ between today's vector and the vector k bars ago is computed.
3. Attention logits — simₖ = −d²ₖ / temperature. Temperature controls sharpness: low = spiky attention on the closest analogues, high = smooth blending.
4. Stable softmax — a first pass finds the maximum logit; a second pass computes wₖ = exp(simₖ − maxSim) so the exponentials can never overflow.
5. Known outcomes — each historical state carries the ATR-normalized return that followed it: outₖ = (close − close ) / ATR(14) .
6. Forecast — the attention-weighted average Σ(wₖ · outₖ) / Σwₖ, i.e. "what the market did the last times it looked like this", in ATR units.
7. Trend Score — an EMA (default 5) of the forecast.
8. Conviction — attention entropy −Σ pₖ·ln(pₖ), normalized by ln(N) to ; conviction = 1 − entropy. The Attention Focus label shows the top-3 lags the head is "looking at" plus the effective number of analogues (1/Σp²).
🔶 SIGNAL LOGIC
• BUY — Trend Score crosses above +threshold (default 0.08) with conviction above the floor.
• SELL — Trend Score crosses below −threshold with the same conviction requirement.
• Every signal must additionally pass: signal cooldown (default 5 bars), position-state filter (no stacked same-direction signals), optional HTF EMA(21) trend confirm (last confirmed HTF bar, lookahead off — non-repainting), session filter, news blackout, prop-firm lockout, and the max-signals-per-day consistency cap.
• All signals are evaluated on confirmed bars only (barstate.isconfirmed) — no repainting.
• On each signal the script draws the entry (gold), stop (dashed) and target (dashed) lines with size, SL and TP labels; the last 3 trade line-sets are kept on chart (configurable).
🔶 PROP FIRM ENGINE
Presets load the firm's headline limits; your Risk per Trade % input always rules sizing.
| Preset | Daily Loss | Max Drawdown | Suggested Risk |
|---------|-----------|------------------|----------------|
| FTMO | 5.0% | 10.0% | 1.0% |
| Topstep | 2.0% | 4.0% | 0.5% |
| Apex | 2.5% | 5.0% (trailing) | 0.5% |
| Custom | your input | your input | your input |
• Sizing — risk$ = account × risk%. SL distance = ATR(14) × multiplier (default 1.5). Contracts = risk$ / (SL distance × point value); forex symbols are converted to standard lots, futures/stocks shown as whole contracts.
• Simulated R tracking — one simulated trade at a time at the signal price; each confirmed bar checks SL before TP (conservative). A loss books −1R, a win books +R:R (default +2R) into the daily ledger.
• Daily lockout — when daily R reaches −(daily loss % / risk per trade %), signals stop and the chart background turns orange until the next session day.
• Trailing DD breach — cumulative R is tracked against its peak; if the drawdown in R exceeds the preset's max-drawdown budget, status flips to DD BREACH and signals stop.
• Consistency cap — Max Signals / Day (default 5); the counter resets on each new session day.
🔶 INPUTS
• Algorithm — Attention Lookback N (16–200), Softmax Temperature, Score Smoothing EMA, Volume Z-Score Window.
• Signal Logic — Score Threshold, Conviction Floor, Signal Cooldown Bars, HTF Trend Confirm + HTF Timeframe.
• Prop Firm Rules — Preset (FTMO/Topstep/Apex/Custom), Account Size $, Risk per Trade %, three Custom limit inputs, Max Signals / Day.
• Sessions & News — Session Filter (Off/London/New York/RTH Futures/Custom), Custom Session, News Blackout toggle + two news windows.
• Trade Management — Stop Loss ATR multiple, Reward:Risk, Trade Line Length, Keep Last N Trade Drawings.
• Visual — Dashboard, 3-Layer Signal Glow, Trend Baseline Ribbon, Attention Focus Label, and all colors.
🔶 ALERTS
Webhook-ready alert() JSON fires on every buy/sell close with action, ticker, price, SL, TP, size and daily R. Ten named alert conditions:
1. AGZ Buy
2. AGZ Sell
3. AGZ Any Signal
4. AGZ Regime Bull (score crosses above zero)
5. AGZ Regime Bear (score crosses below zero)
6. AGZ High Conviction (conviction exceeds 50%)
7. AGZ Lockout (daily-loss or drawdown limit hit)
8. AGZ Session Open
9. AGZ Daily Reset
10. AGZ Webhook JSON (placeholder-based JSON payload)
🔶 LIMITATIONS
• Attention finds analogues, not certainties. "What happened after similar states" is a statistical tendency — it is NOT a prediction guarantee, and regimes with no good historical analogue produce low-conviction, low-quality readings.
• The simulated R ledger is indicative only: it fills at the signal close, ignores spread, slippage, commissions and gaps, and resolves SL-before-TP inside a bar. It is a discipline gauge, not broker P&L — your real account ledger always rules.
• Position sizing relies on syminfo.pointvalue; for CFDs and some exotic symbols verify the suggested size against your broker's contract specification before trading.
• Session and news windows use the chart symbol's exchange timezone; adjust the windows when trading symbols on other exchanges.
• On very short lookbacks or illiquid symbols the volume z-score feature degrades (stdev guard returns 0); the engine still works on the two price features.
• Signals are confirmed-bar only by design, so they appear at the close of the signal bar, never intrabar.
• This is an analysis tool, not financial advice. Past behavior of similar market states does not guarantee future results.
🔶 RELEASE NOTES
v1.0 — Initial release. Soft-attention trend engine (stable softmax, entropy-based conviction, top-3 attention focus readout), prop-firm risk engine with FTMO/Topstep/Apex/Custom presets, simulated R ledger with daily lockout and trailing DD breach, session + news filters, HTF confirm, trade line-sets, 12-row dashboard, webhook JSON alerts and 10 alert conditions.
#ftmo
Indicator
Kinetic Slippage Index (KSI)Overview
The Kinetic Slippage Index (KSI) is an advanced volume-volatility oscillator designed to measure market efficiency—or the lack thereof. Inspired by order book microstructure and liquidity gaps, KSI calculates the "cost of price movement." It helps traders identify hidden institutional distribution, retail exhaustion, and high-probability false breakouts.
Unlike standard momentum oscillators (RSI, Stochastic) that only track price speed, KSI analyzes how much raw volume was required to achieve a specific price range.
The Theoretical Concept
In a highly liquid and efficient market, large trading volumes are absorbed by dense limit orders, causing the price to move smoothly and tightly.
However, when liquidity clears out (an "empty order book" or "liquidity vacuum"), even a small market order can cause a massive price jump. This phenomenon is called slippage.
KSI mathematically captures this by squaring the True Range and dividing it by the current Volume and its long-term EMA.
- High KSI: Price is flying or dropping fast, but on critically low volume. The market is "hollow."
- Low KSI: Enormous volume is pouring in, but the price is compressed into tight bars. Heavy institutional absorption is taking place.
How to Trade with KSI (Key Use Cases)
1. Fading False Breakouts (The "SPIKE" Signal)
- Scenario: The price breaks out of a key resistance or support level, creating a new local high/low.
- KSI Behavior: A purple "SPIKE" marker appears, meaning KSI has crossed above the critical threshold.
- Interpretation: The breakout is happening on a "hollow" market without institutional backing. It is highly likely a liquidity hunt (stop-run).
- Strategy: Look for a reversal pattern on the price chart and trade against the breakout (Fade).
2. Trend Exhaustion & Climax
- Scenario: The asset is in a strong, prolonged trend. Suddenly, a massive price bar occurs in the direction of the trend.
- KSI Behavior: KSI prints a series of extreme high histogram bars or triggers a "SPIKE" alert.
- Interpretation: This is a buying/selling climax (exhaustion). Smart money is withdrawing their limit orders, letting late retail buyers push the price into a vacuum right before the crash.
- Strategy: Tighten trailing stops on current positions or prepare for a counter-trend setup.
3. Institutional Accumulation / Compression
- Scenario: Price enters a tight, boring consolidation (flat).
- KSI Behavior: The histogram bars turn red and get tightly compressed near the zero line, staying significantly below the orange Signal Line.
- Interpretation: Huge trading volume is being injected, but the price isn't moving. Big players are quietly accumulating or distributing positions using iceberg orders.
- Strategy: Do not trade inside this zone. Prepare for a massive, explosive breakout. Wait for the KSI histogram to flip green and cross above the Signal Line to confirm the direction.
Inputs & Customization
- ATR / Range Period (Default: 14): Controls the lookback window for measuring the price range.
- Volume EMA Period (Default: 20): Smooths out volume to create a reliable benchmark for average liquidity.
- Signal Line Period (Default: 9): An EMA of the KSI itself, used to detect shorter-term shifts in momentum (Green/Red histogram flips).
- Spike Signal Level (Default: 50000): Critical value line for alerts.
Indicator
Indicator
Indicator
McGinley T3 Flow Campaign [NICK789] v.1McGinley T3 Flow Campaign is a trend-following strategy built around an adaptive signal trail and a campaign-style trade management model.
The script is designed to identify confirmed trend-flow transitions, open a long or short campaign, and then display entry, target, and optional stop levels directly on the chart. It is not intended to predict tops or bottoms. Instead, it waits for the selected flow engine to shift direction and then manages the trade as a structured campaign.
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CORE IDEA
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The main concept is to combine an adaptive moving-average engine with an ATR-based trailing structure.
The signal engine can use:
• McGinley Dynamic only
• T3 smoothing only
• A blend of McGinley Dynamic and T3
The McGinley Dynamic is used because it adapts to changes in price speed more smoothly than a standard moving average. T3 smoothing is included as an optional alternative for traders who prefer a smoother trend basis. The blended mode averages both curves to create a balanced engine between responsiveness and smoothness.
After the engine basis is calculated, the script builds an ATR signal trail around it. The trail updates using volatility distance and then locks in a directional path. A confirmed transition in this trail creates the long or short signal.
This means the signal is not based on a simple moving-average crossover. The strategy waits for the adaptive trail itself to shift direction.
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HOW SIGNALS ARE GENERATED
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A long signal occurs when the ATR signal trail confirms an upward transition.
A short signal occurs when the ATR signal trail confirms a downward transition.
Signals are confirmed on closed bars. This helps avoid reacting to unfinished candle movement.
The script separates main signals from continuation signals:
• Main BUY / SELL labels appear when a new direction starts
• Smaller continuation triangles appear when the same direction refreshes
This keeps the chart cleaner while still showing when the flow continues in the same direction.
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CAMPAIGN TARGET MODEL
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Instead of using only fixed ATR targets, this strategy uses a campaign target system.
There are two target modes:
1. Flow Trail Based
Targets are projected from the distance between price and the active ATR signal trail. This makes the target model expand and contract with the current trend structure.
2. ATR Baseline
Targets are projected from a standard ATR baseline for traders who prefer a more traditional volatility target model.
The Flow Trail Based mode is the default because it connects the target spacing directly to the same adaptive trail that produced the signal.
Target levels are displayed as:
• Entry
• TP1
• TP2
• TP3
• Optional SL
Each level includes its price on the chart.
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TAKE PROFIT EXIT MODES
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The strategy includes multiple take-profit behaviours:
• TP1 Only
• TP2 Only
• TP3 Only
• Scale Out TP1 / TP2 / TP3
In scale-out mode, the position is reduced across TP1, TP2, and TP3 using the percentage settings.
In single-target modes, the strategy exits the full position at the selected target.
This allows the same signal engine to be tested with different trade management styles.
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STOP MODE
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The stop system has three modes:
• Off
• Visual Only
• Visual + Strategy Exit
By default, Stop Mode is set to Visual Only.
This means the SL line is shown as a campaign reference, but it does not close the strategy trade unless the user changes Stop Mode to Visual + Strategy Exit.
This is intentional because some traders use the stop line as a visual invalidation reference while others want the strategy tester to execute the stop automatically.
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DASHBOARD
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The dashboard shows:
• Selected engine mode
• Selected target mode
• Current flow state
• Current strategy position
• Win rate
• PNL and drawdown
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HOW TO USE
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1. Choose the engine mode
McGinley Only is the default and gives a responsive adaptive trend read. T3 Only is smoother. Blend mode combines both.
2. Adjust ATR Trail Length and ATR Trail Multiplier
These settings control how sensitive the signal trail is. Lower values react faster but may create more signals. Higher values create smoother signals but can be slower.
3. Choose the Target Mode
Flow Trail Based uses the distance from price to the signal trail. ATR Baseline uses a standard ATR distance.
4. Choose the Take Profit Exit Mode
Use TP1, TP2, or TP3 only for full exits, or use Scale Out mode for partial profit-taking.
5. Choose the Stop Mode
Use Visual Only for chart reference. Use Visual + Strategy Exit if you want the strategy tester to close trades at the stop level.
6. Use the Backtest Start setting
The Backtest Start input lets users control the test period without changing the script.
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WHAT MAKES THIS SCRIPT DIFFERENT
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This script is not a simple collection of unrelated indicators.
The components are connected in a single workflow:
• The McGinley/T3 engine creates the adaptive trend basis
• The ATR signal trail converts that basis into a directional flow line
• Confirmed trail transitions create campaign entries
• The target system projects trade levels from the active flow structure
• The dashboard summarizes the active engine, target model, trade state, and performance
The main purpose of the script is to turn an adaptive trend transition into a structured trade campaign with visible entry, targets, stop reference, and performance context.
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IMPORTANT NOTES
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This is a strategy script for backtesting and study. It is not financial advice.
Past performance does not guarantee future results.
Results will vary by symbol, timeframe, spread, commission, session, and market condition.
The script works best when users test different settings for the market they trade instead of assuming one preset fits every asset.
Because this is a trend-following model, it can perform well during directional moves but may produce weaker results during sideways or choppy conditions.
Strategy
Indicator
