WWPro Liquidity Sweep Ultimate v2 - Clean ChartWWPro Liquidity Sweep Ultimate is a multi-timeframe trading strategy designed to identify liquidity sweeps followed by market-structure confirmation, retracements into key areas, and bullish or bearish candlestick patterns.
The strategy combines higher-timeframe liquidity levels, market-structure breaks, Fair Value Gaps, Fibonacci retracement areas, and ATR-based risk management. Each trade includes a defined entry, Stop Loss, TP1 at a 1:1 risk-to-reward ratio, and TP2 at a 1:2 ratio.
The Clean Chart version displays only the entry, Stop Loss, and Take Profit levels, while all supporting calculations continue to run internally.
Note: The strategy has produced particularly strong backtesting results on Gold (XAU) at lower timeframes. I recommend testing and validating it independently using your own settings, market conditions, commissions, and risk-management rules before using it in live trading. Past performance does not guarantee future results. Strategy
Leverage MALeverage MA (Moving Average Deviation & Volatility Bands)
Overview
Leverage MA measures how far price has stretched away from a chosen Moving Average, expressed either as a raw point difference or a percentage distance. By tracking extreme deviations using Standard Deviation and historical pivot levels, it helps identify overextended market conditions, potential mean-reversion setups, and trend strength.
Key Features
1. Multi-MA Support: Choose from 5 different moving average types (EMA, SMA, WMA, VWMA, HMA) to fit your trading style and timeframe.
2. Flexible Calculation Modes:
Percentage: Displays distance as a percentage of the MA—ideal for comparing assets or high-volatility instruments.
Spread: Displays raw distance in points/ticks—ideal for fixed-pip or price-unit analysis.
3. Dynamic Standard Deviation Color Coding: The histogram automatically changes color based on standard deviation thresholds ($2.0\sigma$, $3.0\sigma$, $3.5\sigma$, $4.0\sigma$) to highlight statistical extremes at a glance.
4. Historic Highs & Lows (Pivot Tracking): Automatically marks local peak deviations (pivot highs and lows) directly above and below the histogram columns to give immediate visual reference for historic extreme levels.
5. Real-time Status Label: Displays the current distance value off to the right edge of your chart for quick scanning.
How to Use
1. Spotting Mean Reversion: When histogram bars turn Red / Dark Red (crossing above $3.5\sigma$ or $4.0\sigma$), price is statistically overextended relative to the moving average. These zones often signal exhaustion or higher probability pullback setups.
2. Key Support/Resistance Deviation: Use the historical pivot labels (red text above and below the columns) to see past swing extremes where price previously bounced or reversed.
3. Trend Strength: Stable, moderate cyan histogram values indicate steady trend momentum without dangerous over-expansion.
Inputs & Customization
1. Source & Length: Select your price source (Close, High, Low, etc.) and MA lookback period.
2. StdDev Settings: Customize color schemes for different standard deviation tiers ($2\sigma$ up to $4\sigma$) and choose whether to color your main price chart candles based on volatility steps.
3. Historic Levels: Toggle historical high/low pivot labels on/off and adjust the pivot lookback period to suit your timeframe.
Indicator
Indicator
Adaptive Cycle Momentum Oscillator [ZurvanEG]⯁ Adaptive Cycle Momentum Oscillator
◇ Overview
MOM is a cycle-adaptive momentum oscillator built to present market direction, strength, fatigue, volatility compression and saturation within one coherent framework.
Unlike conventional momentum oscillators that apply the same lookback to every market condition, MOM can adjust its momentum window to the market’s active rhythm. This allows its response to become faster or slower as market behaviour changes, while a fixed-length mode remains available for users who require consistent settings.
Beyond measuring momentum, MOM adds context to the reading. It distinguishes strengthening movement from fading pressure, reduces the influence of momentum formed during volatility compression, identifies statistically unusual momentum zones, and detects confirmed divergence structures.
The objective is not to produce more signals or predict every reversal. It is to provide a cleaner and more informative view of momentum—showing not only its direction, but also the conditions under which it is developing.
◈ Key Features
◇ Adaptive Momentum
Automatically adjusts the momentum lookback as market rhythm changes. Fixed mode can be selected whenever a constant length is preferred.
◇ Momentum Regime
Classifies momentum as bullish, bearish or neutral. Separate entry and exit levels reduce unstable regime switching around the dead zone.
◇ Strength & Fatigue
The line gradient shows direction and magnitude, while color strength distinguishes expanding momentum from momentum fading toward zero.
◇ Volatility Squeeze
Detects compressed volatility and reduces momentum produced inside quiet conditions. Squeeze intensity can also be displayed as a variable background.
◇ Saturation Bands
Adaptive upper and lower bands identify momentum readings that are extreme relative to the oscillator’s own recent behavior. They should be treated as saturation zones, not automatic reversal signals.
◇ Divergence
Detects confirmed regular and hidden bullish or bearish divergence. Signals can optionally be restricted to pivots occurring beyond the saturation bands to filter weaker mid-range structures.
◇ Visuals & Information
Optional candle coloring transfers the oscillator’s momentum gradient to the main chart. A compact table displays the current regime, momentum value and slope state, with optional cycle, length, squeeze and divergence diagnostics.
◇ Alerts
Independent alerts are available for:
⬦ Bullish and bearish regime shifts
⬦ Upper and lower saturation contacts
⬦ Squeeze entry and release
⬦ Confirmed bullish and bearish divergence
◈ Interpretation
Adaptive Cycle Momentum Oscillator helps answer:
⬦ Is momentum bullish, bearish or neutral?
⬦ Is the current move strengthening or fading?
⬦ Was momentum produced during expansion or compression?
⬦ Is the reading unusually saturated for this market?
⬦ Has a meaningful divergence been confirmed?
◈ Notes
⬦ Adaptive mode requires sufficient historical data for cycle estimation.
⬦ Divergences appear after pivot confirmation and are therefore delayed by design.
⬦ Saturation does not guarantee reversal, especially during strong trends.
⬦ Squeeze attenuation provides context; it does not predict breakout direction.
◈ Conclusion
Adaptive Cycle Momentum Oscillator is designed as a complete momentum-analysis framework rather than a simple oscillator or signal generator. It combines adaptive measurement, stable directional regimes, strength and fatigue colouring, volatility context, dynamic saturation bands and confirmed divergence in a single visual system.
By adapting to market rhythm and evaluating momentum within its surrounding conditions, MOM helps separate meaningful directional pressure from weak movement produced inside noise or compression. Its visual structure is intended to make changes in direction, intensity and exhaustion recognizable without requiring several overlapping indicators.
MOM does not attempt to replace price structure, risk management or trading confirmation. Its role is to provide a clearer and more consistent momentum perspective that can support trend analysis, pullback evaluation, saturation monitoring and divergence assessment across different instruments and timeframes.
Indicator
SHK CCI 6 MA BOLLINGER BANDS RSI DUAL DIVERGENCE
SHK CCI 6 MA BOLLINGER BANDS RSI DUAL DIVERGENCE
A dual-oscillator divergence engine that runs CCI and RSI side-by-side in the same pane, cross-confirms divergence signals between them, and wraps the CCI line in an adaptive Bollinger Band for volatility context.
What it does
This indicator plots three things in one pane:
CCI (Commodity Channel Index), colored by trend state and filtered through a selectable signal moving average
RSI (Relative Strength Index), colored by 50-midline bias
A Bollinger Band envelope around the CCI line for spotting volatility expansion/contraction
On top of that, it independently scans both CCI and RSI for regular bullish/bearish divergence against price, and flags the bars where both oscillators agree — a higher-confidence signal than either alone.
How the signal engine works
CCI = (source − SMA(source)) / (0.015 × mean deviation), using HLC3 by default
Signal MA: the CCI line is compared against a moving average of itself to determine trend bias (CCI ≥ MA = bullish tint, CCI < MA = bearish tint). Choose from six MA types: SMA, EMA, ALMA, DEMA, QEMA, DWMA
DEMA/QEMA/DWMA are custom-built (not native to Pine) — DEMA is a double-smoothed EMA, QEMA is a quadruple-nested EMA, DWMA is a double-smoothed WMA. Higher smoothing = fewer whipsaws, more lag
RSI runs on its own independent length setting (separate from the CCI length), so you can tune sensitivity for each oscillator without them fighting each other
Divergence detection uses pivot highs/lows on both CCI and RSI, checked against price action within a configurable bar-distance window (so old, stale pivots don't get matched against fresh ones)
CCI Bollinger Bands: a standard basis ± multiplier × standard deviation envelope calculated on either the raw CCI value or the Signal MA (your choice), letting you see when CCI is stretching outside its normal range
How to read the chart
Element What it means
CCI line color Green/teal shades = CCI above its Signal MA (bullish bias); red/pink shades = CCI below (bearish bias). Deeper/brighter shade = also above/below the zero line, i.e. stronger confluence
Signal MA line Green when the underlying Heikin-Ashi candle is bullish, red when bearish
RSI line Blue above 50, orange below 50
Purple bands around CCI Bollinger envelope — CCI pushing outside the bands signals unusually strong momentum for the current length setting
Fill between CCI and Signal MA Green fill = CCI trending above MA, red fill = CCI trending below
White dashed lines (OB/OS) Customizable overbought/oversold reference levels for CCI (defaults: +100 / −200)
White solid line at 35 Fixed RSI reference level
Labels — how to identify each signal
"C" (aqua, pointing up) — CCI regular bullish divergence: price makes a lower low, CCI makes a higher low
"C" (orange, pointing down) — CCI regular bearish divergence: price makes a higher high, CCI makes a lower high
"R" (green, pointing up) — RSI regular bullish divergence
"R" (red, pointing down) — RSI regular bearish divergence
"D" (lime, larger, pointing up) — Dual confirmation: CCI and RSI both show bullish divergence on the same swing — the strongest bullish signal this script produces
"D" (red, larger, pointing down) — Dual confirmation bearish — the strongest bearish signal this script produces
The "D" labels are the ones to weight most heavily; the standalone "C"/"R" labels are useful context but are single-oscillator signals and appear more frequently.
Inputs, grouped as they appear in settings
CCI Settings — CCI length, source, Signal MA type, Signal MA length
RSI Settings — RSI length (independent of CCI length)
MA Params — ALMA offset/sigma (only relevant if Signal MA Type = ALMA)
Levels — Overbought/Oversold reference lines for CCI
Features — toggle divergence detection on/off entirely
Bollinger Bands - CCI — show/hide, length, multiplier, and whether the band wraps the raw CCI value or the Signal MA
Divergence — pivot lookback (left/right bars) and min/max bar distance between pivots used to validate a divergence
Suggested use
Use the "D" dual-confirmation labels as your primary trigger, and the individual "C"/"R" labels as early warning / confluence-building context
Widen the CCI Bollinger Band multiplier on choppier instruments to reduce noise; tighten it on trending instruments to catch momentum extremes earlier
Try DEMA/QEMA/DWMA as the Signal MA type if you find the default ALMA too reactive or too laggy for your timeframe — each trades off responsiveness against whipsaw filtering differently
Works on any timeframe and instrument; divergence-based tools generally perform best combined with a higher-timeframe trend filter or support/resistance context rather than in isolation
Notes
This is a visual/analytical tool, not a standalone buy/sell signal generator — treat divergence as one input among several in your decision process, not a mechanical trigger
Divergence signals are confirmed only after the right-side pivot lookback bars have closed, so labels appear with a small lag by design (this avoids repainting on the pivot itself)
Disclaimer
This script is for educational and informational purposes only and does not constitute financial advice. It is not a recommendation to buy or sell any security or instrument. Trading and investing involve substantial risk of loss and are not suitable for every investor. Past performance, including any backtested or simulated results, is not indicative of future results.
Always analyze the indicator's behavior across different market conditions and backtest thoroughly on your own instruments and timeframes before using it in live trading. Trade at your own risk — you are solely responsible for your own trading decisions. Indicator
Session Range Completion ClockThis indicator measures WHEN, inside a chosen intraday session, that session's range is actually
built. It answers a question that session tools normally skip: by a given time of day, how much of
the day's eventual range is typically already spent, and has the extreme that will define the day
usually already printed?
It draws no levels, marks nothing on price, and produces no signals. It is a measurement
instrument that reports descriptive statistics over the sessions in your loaded history.
THE UNDERLYING PRINCIPLE
A session's range is not built at a constant rate, and how it is built differs by symbol, by
session and by contract. The script assumes nothing about the shape - it measures it on whatever
instrument and window you point it at.
"How much range is left" and "is the extreme already in" are two different statistics, and the
script keeps them separate. For every completed session in the loaded history it records the
running high and low at the end of each time bucket, then waits for the session to close so the
FINAL range is known. It then attributes, for each bucket:
- the fraction of the final range that had been traversed by the end of that bucket;
- whether the session's high had already been made at or before that bucket;
- whether the session's low had already been made;
- whether both were already in place, meaning the range was finished and everything afterwards
happened inside it;
- the traversed range expressed in units of daily ATR or of the previous day's range, which makes
the figure comparable across volatility regimes.
These are accumulated across sessions and reported as means and frequencies.
HOW TO READ THE TABLE
The table is drawn once, on the last bar of the chart. Each row is a point in time, labelled with
the clock time at the end of that bucket.
"n" is the number of sessions contributing to that row. "Range built" is the mean percentage of
the session's final range already traversed. "High set" and "Low set" are the percentage of
sessions in which that extreme was already established. "Both set" is the percentage of sessions
in which the entire range was already complete; that column is shaded by value. "Range/unit" is
the mean range so far in the normalization unit selected in the inputs, which is named in the
bottom-right cell.
If the session contains more buckets than the row limit, buckets are sampled at an even stride so
the table still ends on the session's final bucket.
The pane also plots two lines during a live session: the current session's range so far, and the
mean range so far of all prior qualifying sessions at the same point in the session, both in the
same unit. That is a like-for-like comparison at equal elapsed session time. It is not a
projection and the script does not extend either line forward.
On a daily or higher chart the table prints a message instead of statistics: the whole measurement
is defined on intraday bars and there is nothing to compute.
WHAT IT DOES NOT DO
It does not predict where price will go, does not identify breakouts, and does not mark levels. A
high "Both set" figure at a given time means only that historically, on this symbol and this
session, the range was usually already complete by then. It is a frequency over past sessions, not
a statement about today, and nothing in the script says whether acting on it would be a good idea.
METHOD, AND WHY IT DOES NOT REPAINT
A session is folded into the statistics only after it has closed, so the session in progress never
contributes to its own statistics.
Historical values are never recalculated. The statistics accumulate forward in time, which means
the historical-mean line on early bars was computed from a smaller sample than the same line on
recent bars. That is deliberate; the alternative would be a curve that silently rewrites its own
past.
The daily normalization unit comes from a single bundled request on the daily timeframe. The
requested expression is offset by one bar and the request uses lookahead, which is the pair the
Pine Script documentation specifies for confirmed higher-timeframe values: the offset discards the
daily bar that is still forming and returns the one before it, which was already final. Historical
and realtime bars therefore receive the same value. This matters more here than it looks, because
the unit is latched once at session start and then used for that whole session - a unit that
differed between live and reloaded charts would give a session two different "Range/unit" figures
depending on when you looked at it.
Time buckets are anchored to the declared session start time rather than to the first bar
observed. This keeps the time-of-day axis stable on illiquid symbols, on sessions that run through
midnight, and on continuous 24-hour sessions where there is no gap between sessions to detect. A
session string containing more than one range, such as 0900-1130,1230-1500, is treated as a single
window running from the first start to the last end; buckets falling inside the break carry the
pre-break state forward, which is what you want, because the range does not reset over lunch. An
optional day mask such as 0930-1600:23456 is respected.
SETTINGS
Session and Session time zone define the window. Use the exchange's own time zone so buckets stay
aligned across daylight-saving changes.
Bucket size should be a multiple of the chart timeframe. A bucket narrower than the chart
timeframe contains no bars of its own and simply carries the previous bucket's state forward.
Minimum session completeness excludes half-days, early closes and partially loaded history, which
would otherwise depress the late-session figures. Lower it if a market you are studying
legitimately has short sessions.
Normalise range by chooses between daily ATR and the previous day's range. ATR is smoother; the
previous day's range reacts faster.
ORIGINALITY
The session and time-of-day category on this platform is overwhelmingly made of level-drawing
tools: opening-range boxes, session high/low lines, session shading. Those draw where. Very little
published measures when, and the two are different objects - this script plots nothing on price at
all.
There is a small existing family of scripts that chart the distribution of the hour at which the
daily high or low prints, and the "High set" and "Low set" columns overlap with that idea. This is
not a reskin of any of them: the accumulator here is cumulative by elapsed session time rather
than a histogram of one timestamp, it is folded only on session close, it is keyed to a
user-supplied session string with mid-session-break handling and a day mask, and it is combined
with final-range-fraction and volatility normalization. No code is borrowed from any published
script.
LIMITATIONS
Requires an intraday chart timeframe.
The sample is whatever history the chart has loaded, which on lower timeframes may be only a few
hundred sessions - check "n" before reading anything into a row.
Results are sensitive to the chart timeframe, because the exact bar on which an extreme prints is
resolution-dependent. Coarser timeframes will place extremes in later buckets than they truly
occurred.
The "Range/unit" column can be based on a smaller sample than the percentage columns, because the
earliest sessions in the loaded history have no completed daily bar to normalize against and are
skipped for that column only.
Sessions spanning a daylight-saving transition can be misattributed by one hour for a single day.
On non-standard chart types - Heikin Ashi, Renko, Kagi, Point and Figure, Range - the highs and
lows are synthetic, so the statistics describe the synthetic series rather than traded prices.
The statistics describe the loaded history only and carry no assumption that the distribution is
stable over time.
Source is open and commented. Indicator
Intraday Price Path Signature - London New York Tokyo WindowsOverview
Intraday Price Path Signature is a time-window price-action study for traders who want to examine how price movement develops inside selected intraday focus periods, including windows commonly monitored around the Tokyo/Asia, London and New York opens.
A conventional session highlighter mainly answers when a regional session is active. This indicator addresses a different question: how was price travel distributed and directed inside the selected window?
Each enabled window is divided into four equal clock-time phases, P1 through P4. The script measures the amount, direction and efficiency of price travel in each phase, classifies the completed sequence, and compares its phase concentration with prior occurrences of the same named window.
The result is a compact price-path signature rather than a broad session background, a set of session levels, or a buy/sell signal. It can be used to research London, New York, Tokyo/Asia or custom focus windows sometimes described by traders as kill zones, without assuming that any time window guarantees a particular outcome.
What makes this different
Most session tools focus on time identification through background shading, open/close markers, session ranges or active-session status. This script focuses on the internal formation of price movement inside a narrower research window.
Its main analytical differences are:
- Four-phase decomposition of every enabled window.
- True-range-style gross price travel that includes gaps between consecutive sampled bars.
- Directional-efficiency filtering so a phase is not called upward or downward merely because it finishes slightly above or below its start.
- A deterministic completed-window classification based on path efficiency, direction alignment, phase concentration and direction changes.
- Independent rolling comparisons for each named window and each matching phase.
- A completed phase strip that states the full P1-P4 sequence directly on the chart.
- A fixed panel that keeps live analytical context away from the candle area.
Core calculation
For each bar inside a focus window, gross bar travel is calculated as:
Gross bar travel = max(high - low, abs(high - previous sampled close), abs(low - previous sampled close))
The first sampled bar uses its own high-low range. This is a bar-based, true-range-style approximation of movement. It includes gaps, but it does not reconstruct the exact tick-by-tick path inside a candle.
The accumulated travel is divided among four equal clock-time phases:
Phase share = phase gross travel / completed-window gross travel
A phase share identifies which quarter of the configured time window contained the greatest portion of measured price travel. It is not a volume measure.
Phase direction is filtered by directional efficiency:
Phase directional efficiency = abs(phase close - phase open) / phase gross travel
When efficiency reaches the configurable threshold, the phase is classified as upward or downward according to its net displacement. When it does not, the phase is classified as rotational. This distinguishes an efficient directional move from a phase that travels extensively but finishes near its starting point.
The completed window also receives a path-efficiency value:
Window path efficiency = abs(window close - window open) / completed-window gross travel
Completed path classifications
A completed window is assigned one descriptive classification. When more than one condition is true, the first matching classification in the following priority order is used:
- Persistent rise or Persistent fall: sufficient window path efficiency and enough phase travel aligned with the completed direction.
- Rotational path: the phase sequence contains the configured number of directional changes and does not qualify as persistent.
- Front-loaded rise or Front-loaded fall: the first two phases contain the configured share of total travel.
- Late acceleration up or Late acceleration down: the final two phases contain the configured share of total travel.
- Phase concentration: one phase contains the configured dominant share of total travel.
- Evenly distributed: the difference between the largest and smallest phase shares remains within the configured tolerance.
- Mixed path: no earlier classification is satisfied.
These labels describe the completed structure under the selected thresholds. They are not forecasts, probabilities or trade recommendations.
Reading the completed phase strip
The default chart annotation is a two-line phase strip for each completed focus window. An example is:
● ASIA P1↑ P2↔ P3↓ P4↑
Front-loaded rise · Peak P2 35.8%
The first line shows the phase sequence:
- P1 through P4 identify the four equal clock-time phases.
- ↑ means the phase completed with sufficient upward directional efficiency.
- ↓ means the phase completed with sufficient downward directional efficiency.
- ↔ means the phase was rotational or did not meet the directional-efficiency threshold.
- · means the phase was not sufficiently observed.
The second line states the completed path classification and identifies the phase containing the largest share of gross price travel. The strip color identifies the configured window. By default, Asia is cyan, London is amber and New York is pink.
Completed strips are anchored to the final bar of their own window and rendered in front of the price chart. Their bodies extend to the left of the anchor so later bars to the right are less likely to pass underneath a historical strip.
The default Auto opposite close placement puts an upward-closing window below its protected price envelope and a downward-closing window above it. Automatic clearance considers the completed-window range, twelve preceding bars, opening and closing gaps, sampled internal gaps, the first bar after completion, local bar range, ATR and a small window-specific lane offset.
This system is designed to reduce candle overlap during normal chart use, including gap conditions. Because labels have a fixed screen-space size while chart scale and zoom remain user-controlled, extreme chart compression can still change the apparent distance between a label and nearby bars. Additional clearance is available in the settings.
Reading the fixed panel
The default bottom-left panel displays only enabled windows and keeps live detail away from the candles.
FOCUS shows the window icon, short code and configured local hours.
STATUS shows whether the window is live, closed or waiting. A live row also shows current completion progress.
PATH identifies the current phase and developing direction sequence while a window is live. After completion, it shows the most recent path classification.
PULSE shows four activity blocks representing the relative gross-price-travel share of P1 through P4. Taller block characters indicate a larger share. PULSE is a price-travel distribution, not volume or order flow.
CTX shows the developing price range during a live window. After completion, it shows the peak phase, its share and, when available, its empirical percentile. A diamond followed by a number is the percentile rank of that peak phase against the same phase of earlier occurrences of the same named window.
Independent historical comparison
Asia P1 is compared only with earlier Asia P1 observations. London P3 is compared only with earlier London P3 observations. New York, London Close and Custom maintain their own independent histories. Data from different named windows or different phase positions is not mixed.
The default rolling baseline contains 24 eligible completed windows and requires at least six prior samples before displaying percentiles. The current completed observation is ranked before it is added to its own history, so it does not inflate its own percentile. Tied values use a mid-rank treatment.
These percentiles are descriptive empirical ranks from the available rolling sample. They are not probabilities of future direction, continuation or reversal.
The following observations are excluded from the rolling baseline:
- A window first encountered after its configured start time because chart history began partway through it.
- A completed window with fewer than the required number of observed phases.
- A window with no measurable gross price travel.
- A window sampled on a chart environment that does not meet the selected timeframe or chart-type requirements.
Default focus windows
Asia Open: 09:00-10:00, Asia/Tokyo, enabled.
London Open: 08:00-10:00, Europe/London, enabled.
New York Open: 09:30-11:00, America/New_York, enabled.
London Close: 15:00-16:30, Europe/London, disabled by default.
Custom Focus: 12:00-13:00, Etc/UTC, disabled by default.
The default day mask is Monday through Friday. Each window has its own IANA timezone, so London and New York follow their selected local daylight-saving rules. These times are configurable research references, not universal exchange, broker or instrument schedules.
Display modes and customization
Phase strip is the publication default. It shows completed phase strips and the fixed panel without broad session shading.
Phase strip + adaptive lens adds a very light live background lens whose hue and transparency respond to the current phase direction and concentration.
Research detail enables optional legacy pulse blocks, block captions and larger research summaries.
Panel only removes bar-anchored chart annotations and leaves the fixed panel.
Users can adjust window names, codes, icons, hours, days, timezones, colors, panel placement, strip clearance, retention limits, analytical thresholds, historical lookback, minimum sample count, visual modes and alerts.
Suggested use
This indicator is intended for intraday research. Five-minute charts generally provide the clearest balance between phase detail and readability. The default maximum timeframe is 15 minutes and can be changed by the user.
Possible research questions include:
- Did most movement occur early or late in the selected window?
- Was the path persistent, rotational, evenly distributed or dominated by one phase?
- Did the largest phase have an ordinary or unusual share relative to recent matching windows?
- Do different instruments show different path signatures around the same local open?
- Does a custom focus period behave differently from the standard Asia, London or New York defaults?
The study can be applied to liquid intraday markets where time-of-day behavior is relevant, including FX, index products, futures, equities and cryptocurrencies. Users should adapt the configured times to the instrument and data feed being studied.
Alerts
Optional informational alerts are available for focus-window start, focus-window completion and unusually high phase concentration relative to the selected historical percentile threshold. Alerts describe an observed state. They are not entry or exit signals.
Limitations and data behavior
- The calculation uses chart bars, not tick data, and cannot reconstruct the exact intrabar route taken by price.
- PULSE measures price travel, not traded volume, liquidity or order flow.
- Historical percentiles depend on the amount and quality of chart history currently available.
- Missing bars, illiquid periods and data-feed differences can change phase sampling.
- Holidays, early closes, exchange-specific breaks and broker-specific schedules are not detected automatically.
- Live panel values develop as new bars arrive and are not final until the window completes.
- Completed phase strips are created from information available when the window ends. The script does not use future bars or lookahead data.
- No higher-timeframe price request is used; calculations are based on the current chart bars and configured local times.
- A standard chart type is required by default. Transformed chart types can alter measured paths and are therefore disabled unless the user overrides the requirement.
- Classification results depend on the selected thresholds. Changing inputs recalculates historical results under the new configuration.
- Automatic label clearance reduces overlap but cannot control every possible screen layout, zoom level or manual chart-scale compression.
What this indicator does not do
- It does not generate buy or sell signals.
- It does not provide entries, exits, targets, stops or position sizing.
- It does not predict the next phase or the next session.
- It does not claim a win rate, accuracy rate or profitability improvement.
- It is not a strategy or a backtest system.
- It is not financial advice.
Use the output as descriptive context alongside independent analysis and risk management. Indicator
ORB Pro | Session Breakout ScalperA precision-filtered Opening Range Breakout strategy built for intraday scalping — with multi-layer confirmation designed to cut false breakouts and size risk intelligently.
This strategy trades breakouts of a configurable opening range, but only when volume, volatility, VWAP trend, and price confirmation all line up — reducing whipsaw entries.
Features
Flexible Opening Range
Fully configurable range length, session start/end times, and timezone
Works across regular trading hours and overnight/futures sessions that cross midnight
Multi-Layer Entry Filters (each toggleable independently)
Range-size filter — only trades when the OR is a healthy size relative to ATR (avoids both dead-quiet and blown-out ranges)
Volume confirmation — requires breakout volume to exceed a multiple of average volume
VWAP directional filter — longs only above session VWAP, shorts only below
False-breakout confirmation — requires price to hold beyond the range for N bars before entering
Built-In Risk Management
Choice of stop-loss method: range-based or ATR-based
Configurable risk-reward target with partial profit-taking at a separate R-multiple
Optional breakeven stop after partial exit
Daily trade cap to prevent overtrading
Automatic flatten at session end — no overnight scalp exposure
Smart Position Sizing
Risk-based sizing (% of equity per trade, scaled to stop distance) or flat % of equity
Hard position-size cap to prevent excessive leverage on tight stops
Clean, Toggleable Visuals
Gradient-shaded opening range box (color intensity reflects range size vs. ATR)
Session VWAP line
OR high/low levels plotted for the remainder of the session
Session separators and failed-breakout markers
One-time OR size label (as an ATR multiple) for quick read on range quality
Realistic Cost Modelling
Commission and slippage assumptions built into the backtest engine, so results reflect real-world friction rather than frictionless fills
Notes
Intraday timeframes only. This strategy requires multiple bars within the opening range window to function (e.g. 1–15 min charts). Loading it on Daily+ charts will throw an explicit error rather than silently doing nothing.
Commission/slippage defaults are generic starting points (0.05% commission, 2 ticks slippage) — tune these to match your actual broker/instrument before trusting backtest P&L numbers.
All filters can be disabled individually if you want to isolate and test the raw breakout logic, or strip it down to a simpler ORB system.
Strategy
Indicator
Probabilistic ICT Order Blocks [3D] | GainzAlgoOverview
This indicator is ICT order blocks with a twist: each block gets a machine-learning-based probability score, a 3D-shaded look, and a live win-rate dashboard so you can see if the concept is actually working on your instrument, not just where the zones are.
What are order blocks?
An order block is the last opposing candle before a strong impulsive move, the last down-candle before price rips higher, or the last up-candle before it dumps. The idea: that candle marks where large orders got filled, so price often returns to "retest" it before continuing. This script auto-detects those zones off swing structure breaks (market structure shifts).
How it works
Detects bullish/bearish structure shifts and marks the originating candle as an order block.
A gradient-boosted ML model (trained live on RSI, MFI, ATR%, and volume z-score) scores each block with a probability of continuation, shown right on the box.
Blocks that get fully invalidated are deleted automatically, and new blocks can't overlap existing ones so there is no clutter.
A dashboard tracks real win/loss counts separately for bull and bear blocks, so the win rate is measured, not assumed.
3D-shaded rendering makes zones easier to read at a glance.
How to trade with it:
Wait for price to return into a block (a "retest").
Check the probability % — higher = more historical continuation odds per the model.
Look for confirmation (rejection wick, lower-timeframe shift) before entering in the block's direction.
Invalidation = a full close through the opposite side of the block. Treat that as your stop.
Use the dashboard win rate to judge whether the current instrument/timeframe combo is actually favorable before trading it live.
Settings Guide
As with all of our indicators, the settings allows for customization to your preferences. Here is a breakdown:
Swing Detection Length — how many bars define a swing high/low. Lower = more (and smaller) order blocks; higher = fewer, more significant ones.
Max Displayed Blocks (Per Type) — cap on how many bull/bear blocks show at once, oldest gets dropped first.
Delete OB on Full Invalidation — auto-removes a block the moment price fully closes through it, so dead zones don't clutter the chart.
Machine Learning Training Lookback — how much history the model trains on each retrain cycle. More = smoother/slower-adapting probabilities; less = more reactive to recent conditions.
Retrain Frequency (Bars) — how often the model retrains. Lower = fresher but more compute-heavy; higher = more stable scores.
Bullish/Bearish OB Color — self-explanatory, sets zone colors.
3D Depth Shift (Bars/Ticks) — controls the offset of the "rear" face that creates the 3D look. Bigger = more pronounced depth effect.
Show Dashboard — toggles the win-rate table on/off.
Position / Text Size — where the dashboard sits and how big the text is.
Show Win/Loss Markers on Chart — toggles the triangle (win) / X (loss) shapes that mark resolved blocks.
Concluding thoughts
This isn't a signal generator, it's a structured way to see ICT order blocks with actual odds attached instead of guessing. Backtest the win rate on your market first, then use it as confluence with your own read of price action.
Indicator
Strategy
Session Liquidity Architecture [MQLSoftware]Session Liquidity Architecture reads the trading day as a repeating structure of sessions — and instead of restating fixed session folklore, it measures how the instrument on your chart actually behaves inside that structure.
Most session tools draw boxes and stop there. This indicator adds three algorithmic elements on top of the session-box base, and every number it prints is derived from the chart's own history.
Key Features
Self-calibrating session range model — every completed session range is ranked as a percentile of that session's own trailing distribution. The active session shows a live read: current range, % of its median, and the percentile it has already reached. No pip or point thresholds, no magic numbers — the model adapts to any symbol and timeframe by construction.
Session liquidity state machine — each session's High and Low arm at session close and are then tracked through explicit states: armed → swept → rejected or accepted. A sweep is only registered on a confirmed bar; the rejection read compares the sweep bar's close against the level. Levels that survive until the next same-session open are marked expired.
Measured base rates — the panel reports observed frequencies from the loaded history: how often London actually sweeps the Asia High or Low on this chart, how often New York sweeps the London extremes, and how often price closes back inside after each sweep. These are counted events with the sample size shown (n), not assumptions — and below a minimum sample the panel says "collecting" instead of quoting a percentage.
Three configurable sessions (Asia, London, New York) with per-session IANA timezones, so daylight-saving shifts are handled automatically.
Previous Day High / Low tracked through the same armed → swept state machine.
Day separators, per-session colors, and a compact statistics panel.
Core Concept — what is original here
Session boxes are common. The original contribution of this script is that it treats the session map as a measurement problem :
1. Percentile-ranked session ranges. A "big" or "quiet" session is only meaningful relative to that session's own recent distribution. Ranking the live range against the last N completed ranges of the same session produces a self-calibrating expansion read that works identically on FX majors, indices, or crypto — without any instrument-specific settings.
2. A liquidity state machine instead of static lines. Session extremes are treated as objects with a lifecycle (armed, swept, rejected/accepted, expired). Because state transitions happen only on confirmed bars, the sweep history you see on the chart is exactly the history the statistics are built from.
3. Base rates instead of narratives. The common claims about session behavior ("London takes out the Asia range", "the sweep reverses") become testable numbers here. A counted event is strictly defined: a sweep is the first confirmed-bar break of an armed level while the later session is active, and it counts as "rejected" when the sweep bar closes back inside the level. On some instruments the measured frequencies are strongly asymmetric; on others (for example 24/7 crypto) they hover near a coin flip — and the panel will honestly show you that. The point is to replace assumption with measurement on the exact chart you trade.
Anatomy of the Display
Session boxes — one box per session per day, labelled with the session name; completed boxes append the final range and its percentile (e.g. "LONDON 0.00421 · P63").
Level lines — each session's High/Low extends right from the moment it arms at session close. A red ✕ mark shows where it was swept. Untouched levels turn dotted when they expire at the next same-session open.
PDH / PDL — dashed lines for the previous day's extremes, same sweep marking.
Statistics panel — one row per session (live or last range + percentile, and the state of its levels; states shown during a live session are prefixed "prev" because they belong to the previous cycle), followed by the measured base-rate block with sample sizes.
Notes on Repainting
Sweep events, rejection reads, base-rate counters and all alerts fire on confirmed bars only and do not repaint.
Session boxes, the live range and the live percentile update intrabar while a session is open — they are visual context for the current session, not signals.
No security() calls, no lookahead: everything is computed from the chart's own bars.
Boxes and level lines are drawing objects anchored to past bars by design (a session box spans its session, a level line starts at the bar of the extreme). This affects only how history is displayed, never the event logic.
Typical Analysis Workflow
Check the panel: how much of its typical range has the active session already used? A session at 40% of median is quiet by its own history; one at P90 has already been unusually wide for that session. These numbers describe the distribution so far — they do not predict what the next bar will do.
Watch the armed levels from the prior session and the previous day: they are the objective reference points the state machine is tracking.
When a sweep prints, read the rejection/acceptance tag and compare it with the measured base rate for that exact scenario on this chart.
Configuration
Session hours and timezone per session (defaults: Tokyo 09:00–18:00 JST, London 08:00–17:00 UK, New York 09:30–16:00 ET). Futures/FX traders can widen them or repurpose a slot as a killzone.
Rendering depth, box transparency, day separators, PDH/PDL on/off.
Sweep marks: Minimal (small ✕ text) or Pill, and how many days of marks to keep.
Stats lookback (sessions) for the percentile model; panel position and text size.
Markets and Timeframes
Intraday timeframes only (the script tells you if the chart is not intraday). Best readability from 5m to 1h. Works on FX, indices, futures, stocks and crypto — on 24/7 markets the session definitions matter more than the defaults, so adjust the hours to your venue.
Alerts
Liquidity swept — any session extreme or PDH/PDL taken (confirmed bar). The alert() message names the exact level and outcome, e.g. "EURUSD 60 — liquidity swept: ASIA H (rejected)".
Session range expansion — the active session crossed the 80th percentile of its own history.
Session opened.
This is a visual analytical tool for chart reading and session-structure context. It does not generate buy/sell signals, does not execute trades, and does not provide financial advice. Indicator
Jurik Velocity Index Approximation🚀 JURIK VELOCITY INDEX APPROXIMATION (VEL)
The Jurik Velocity Index Approximation (VEL), engineered by gunebak4n, is an advanced, ultra-smooth, zero-lag momentum oscillator framework designed for PulseWire. Built upon the legendary signal-processing principles conceptualized by Mark Jurik (Jurik Research), this open-source implementation transforms classical price momentum into a noise-free, highly responsive velocity curve that pinpoints trend direction, momentum shifts, and market acceleration with surgical precision.
Classical momentum indicators suffer from a severe noise-versus-lag tradeoff: raw rate-of-change lines zig-zag violently, producing false alarms, while standard smoothing filters (such as moving averages) introduce unacceptable signal lag that degrades trade timing. VEL solves this by routing raw price momentum through an integrated Jurik Moving Average (JMA) engine. The result is an exceptionally smooth, lag-free velocity curve that detects directional reversals well ahead of traditional trend indicators.
💡 CORE DESIGN PRINCIPLES
🧭 Zero-Lag Smooth Momentum Engine
Classical momentum relies on raw price differentials, resulting in high-frequency noise. VEL strips out market chatter without adding lag, revealing the true underlying velocity of price movement.
🎛️ JMA Adaptive Filtering Engine
By passing the momentum input through a multi-stage Jurik filter, market noise is suppressed while preserving sharp turning points and critical reversal signals.
🎚️ Modular Phase & Power Control
Provides modular fine-tuning controls:
• Phase (-100 to +100): Adjusts the balance between lag reduction and overshoot prevention. Positive values accelerate responsiveness for fast-moving markets, while negative values yield smoother curves.
• Power: Controls the acceleration exponent of the smoothing curve, allowing traders to customize how aggressively the filter adapts to price velocity.
💡 KEY FEATURES
• ATR Normalization Engine: Optional volatility normalization scales momentum relative to ATR, making VEL scale-independent across Crypto, Forex, Equities, and Indices.
• Momentum Acceleration Histogram: Displays the difference between VEL and a secondary JMA signal line in a faded, visually discreet histogram to measure true momentum acceleration and deceleration.
• Multi-Timeframe (MTF) Integration: Fetch higher-timeframe velocity directly onto your execution chart for seamless macro trend alignment.
• Automated Divergence Detection: Built-in pivot scanner detects Bullish and Bearish divergences between price action and velocity oscillations.
• Dynamic Trend & Bar Coloring: Automatically colors chart price bars and the VEL curve based on real-time momentum direction.
• Comprehensive Alert Engine: Equipped with pre-configured, non-repainting alertcondition events for zero crossovers, signal crossovers, and divergence alerts.
🔬 MATHEMATICAL ARCHITECTURE
• Raw Momentum = Price - Price
• Volatility Scaling = (Enable ATR Norm) ? (Raw Momentum / ATR(14)) * 100 : Raw Momentum
• Derive Beta & Alpha Coefficients from Length and Power
• Apply Multi-Stage Recursive JMA Filter with Phase Ratio adjustment
• JMA(Normalized Momentum) => Primary VEL Output
• Signal Line = JMA(VEL, Signal Length, Signal Phase, Signal Power)
• Acceleration Histogram = VEL - Signal Line
🛠️ USAGE FRAMEWORK
1. Zero Line Crossovers (Velocity Shift)
• VEL Crossing Above 0: Confirms positive price velocity (bullish momentum). Focus on long entries or trend continuations.
• VEL Crossing Below 0: Confirms negative price velocity (bearish momentum). Focus on short entries or trend continuations.
2. Histogram Slopes (Momentum Acceleration)
• Expanding Histogram: Indicates accelerating momentum in the current trend direction.
• Shrinking Histogram: Early warning of momentum decay before price actually turns.
3. Divergence Analysis
• Bullish Divergence: Lower price lows paired with higher VEL lows indicate seller exhaustion and an impending bullish reversal.
• Bearish Divergence: Higher price highs paired with lower VEL highs indicate buyer exhaustion and an impending bearish reversal.
⚙️ SYSTEM CHARACTERISTICS
• Zero Repainting: All calculations strictly evaluate on closed historical bar states.
• Fully Parameterized Inputs: Customize period length, phase, power, ATR normalization, MTF timeframes, divergence lookbacks, bar coloring, and color themes.
• Asset-Agnostic Engine: Operates with scale-independent precision across Equities, Forex, Crypto, Commodities, Futures, and Indices.
• Clean & Modern UI: Built to Pine Script v6 standards and optimized for visual clarity on both dark and light chart themes.
📌 CREDIT & ATTRIBUTION
The Jurik Velocity Index Approximation script is engineered and published by gunebak4n on PulseWire.
This indicator is based on the mathematical concepts of the Jurik Velocity Index (VEL) originally conceptualized by Mark Jurik (Jurik Research).
⚠️ DISCLAIMER
This script is an open-source community implementation and mathematical approximation of the VEL concept. It is not affiliated with, officially supported by, or endorsed by Mark Jurik or Jurik Research. This indicator is a technical analysis visualization tool and does not provide financial advice, automated trading signals, or profit guarantees. Always perform thorough backtesting and practice strict risk management. Indicator
Indicator
Indicator
Indicator
Alpha Reversion Pro v2.3 - Safi EditionAlpha Reversion Pro v2.3 - Safi Edition is a regime-aware mean-reversion strategy built around controlled aggression.
The idea is simple:
Do not buy every dip.
Buy selected dips only when the broader market regime is supportive.
This strategy uses a macro regime filter, defaulted to QQQ versus its 200-period SMA on the daily timeframe. When the macro regime is favorable, the script allows staged dip entries on the chart symbol. When the regime turns defensive, the system stops buying and can exit the position.
This is my Safi-style trading workflow:
Wait for fear.
Buy controlled pullbacks.
Scale in with predefined account exposure.
Exit when the mean-reversion move matures.
Respect cash as a position.
Core features:
1. Macro regime filter
The strategy checks whether the selected macro symbol is above or below its 200-period SMA.
2. Bullish and inverse instrument modes
Use Bullish instrument mode for QQQ, SPY, TQQQ, SOXL, NVDA, AMD, and similar bullish instruments.
Use Inverse instrument mode for SQQQ, SOXS, and other inverse ETF tests.
3. Deep dip entries
The deep dip model uses a short RSI to identify aggressive downside exhaustion.
4. Shallow trend-pullback entries
The shallow pullback model allows entries while price remains above a trend filter.
5. 25% staged allocation
The default setup buys 25% of account value per signal, with up to four total buys. This allows the system to reach a 100% maximum account position in four planned steps.
6. Clean BUY and SELL markers
BUY markers show the buy signal, the share price, and the percentage of account value currently in the trade.
SELL markers show the sell signal, the share price, trade P/L percentage, remaining account percentage still in the trade, and cash percentage.
7. Compact trading summary
The trading summary shows position state, account percentage in trade, cash percentage, buy slots used, macro regime, action, average entry, stop/risk, open P/L, win rate, profit factor, return/drawdown, closed trades, and average bars held.
8. Risk controls
The strategy includes a configurable hard stop and optional macro-regime exit.
Suggested use cases:
- QQQ daily swing testing
- TQQQ daily or 4H aggressive leveraged ETF swing testing
- SOXL daily or 4H semiconductor pullback testing
- SPY daily or weekly mean-reversion testing
- SQQQ or SOXS bearish-regime testing using Inverse instrument mode
Suggested starting settings:
For TQQQ:
- Chart timeframe: Daily or 4H
- Instrument Mode: Bullish instrument
- Macro Regime Symbol: QQQ
- Macro Regime Timeframe: D
- Allocation Per Buy: 25%
- Maximum Total Buys: 4
- Maximum Account Exposure: 100%
- Hard Stop: 6% to 10%
For SOXL:
- Chart timeframe: Daily or 4H
- Instrument Mode: Bullish instrument
- Macro Regime Symbol: SMH
- Macro Regime Timeframe: D
- Allocation Per Buy: 10% to 25%
- Maximum Total Buys: 2 to 4
- Hard Stop: 8% to 12%
For SQQQ:
- Chart timeframe: Daily or 4H
- Instrument Mode: Inverse instrument
- Macro Regime Symbol: QQQ
- Macro Regime Timeframe: D
For SOXS:
- Chart timeframe: Daily or 4H
- Instrument Mode: Inverse instrument
- Macro Regime Symbol: SMH
- Macro Regime Timeframe: D
The chart is intentionally clean by default. Only BUY/SELL markers and the trading summary box are shown. Optional stop, exit SMA, and trend SMA plots can be turned on in settings.
Important notes:
- This script is for education, research, backtesting, and paper-trading.
- It is not financial advice.
- Historical results do not guarantee future performance.
- Strategy results depend on symbol, timeframe, slippage, spread, commission, liquidity, and settings.
- Leveraged ETFs such as TQQQ, SQQQ, SOXL, and SOXS can move quickly and may experience large drawdowns.
- Always test the script on your own symbol, timeframe, and cost assumptions.
- Use regular candles for Strategy Tester results. Non-standard candles can distort backtests.
Signature:
Built by Safi for controlled-aggression mean reversion.
QQQ is the traffic light. Risk comes first. Cash is a position.
Release Notes - v2.3
- Converted the strategy to Pine Script v6.
- Preserved the original Alpha Reversion Pro regime-aware dip-buying concept.
- Added 25% per-buy allocation as the default.
- Added four-buy maximum structure for up to 100% account exposure.
- Added Maximum Account Exposure input.
- Updated BUY markers to show only buy price and total account percentage currently in the trade.
- Updated SELL markers to show sell price, P/L percentage, remaining percentage in the trade, and cash percentage.
- Removed dollar cost from markers.
- Added Bullish instrument and Inverse instrument modes.
- Added fail-safe auto-sized trading summary table.
- Added table controls for position, text size, colors, transparency, and displayed sections.
- Kept the chart clean by default with only BUY/SELL markers and the trading summary box visible.
- Kept optional stop line, exit SMA, and trend SMA plots off by default.
- Added alert conditions for BUY dip, SELL setup, and hard-stop touch. Strategy
DNSE VN301!, Keltner Break Out Strategy"Keltner Channel Breakout with SMA Trend Filter" is a trend-following breakout strategy designed to capture strong directional price movements after volatility expansions. The strategy uses the Keltner Channel, constructed from an EMA(20) and ATR(10), to identify bullish breakouts when price closes above the upper channel and bearish breakouts when price closes below the lower channel.
To improve signal quality, the strategy incorporates an optional SMA(200) trend filter, allowing Long trades only when the SMA is rising and Short trades only when it is falling. By combining volatility-based breakout detection with long-term trend confirmation, the strategy seeks to reduce false signals during ranging markets while participating in sustained intraday trends. It also includes configurable stop loss, take profit, trading session filters, and automatic end-of-day position closure for disciplined risk management.
Strategy settings and configuration:
Chart timeframe: recommended 1-minute chart
Position size: 3 contracts
Keltner EMA length: 20
ATR length: 10
ATR multiplier: 2.0
SMA length: 200
Stop loss: 10 points
Take profit: 20 points
SMA trend filter: On / Off
Take profit: On / Off
Time filter: On / Off
Trading session: 09:00 – 14:30
Trade direction: Long / Short / Both
Default script settings:
The strategy calculates the Keltner Channel using EMA(20) and ATR(10). The upper band is calculated by adding ATR multiplied by 2.0 to EMA(20). The lower band is calculated by subtracting ATR multiplied by 2.0 from EMA(20).
When the closing price breaks above the upper Keltner band, buying pressure may be taking control. When the closing price breaks below the lower Keltner band, selling pressure may be taking control.
When the SMA(200) trend filter is enabled, the script only allows Long trades when SMA(200) is rising and only allows Short trades when SMA(200) is falling. When the SMA filter is disabled, the strategy can trade both directions based only on Keltner Channel breakout signals.
Entry and exit rules:
Long entry:
Closing price > Upper Keltner Channel band
AND SMA(200) is rising, if the SMA filter is enabled
AND the signal appears during the trading session
AND trade direction allows Long entries
Long exit:
Stop loss: 10 points from entry price
Take profit: 20 points from entry price, if enabled
Opposite breakout signal appears
Reversal when a valid Short signal appears
Automatic position close at the end of the trading session
Short entry:
Closing price < Lower Keltner Channel band
AND SMA(200) is falling, if the SMA filter is enabled
AND the signal appears during the trading session
AND trade direction allows Short entries
Short exit:
Stop loss: 10 points from entry price
Take profit: 20 points from entry price, if enabled
Opposite breakout signal appears
Reversal when a valid Long signal appears
Automatic position close at the end of the trading session
Risk disclaimer:
Futures trading involves a high level of risk and prices can move sharply. This script is provided for reference, research, and backtesting purposes only. Users should fully understand derivatives trading, their own risk tolerance, and the strategy logic before applying it to live trading.
All investment decisions are the responsibility of the user. phaisinh.online is not responsible for any losses arising from the use of this strategy in real trading. Past performance does not guarantee future results.
_____________________________________________________________________
"Keltner Channel Breakout với Bộ lọc Xu hướng SMA" là chiến lược giao dịch theo xu hướng (trend-following) được thiết kế để nắm bắt các nhịp biến động mạnh của giá sau khi thị trường mở rộng biên độ dao động. Chiến lược sử dụng Keltner Channel, được xây dựng từ EMA(20) và ATR(10), để xác định tín hiệu bứt phá tăng khi giá đóng cửa vượt lên trên dải trên và tín hiệu bứt phá giảm khi giá đóng cửa xuống dưới dải dưới của kênh.
Để nâng cao chất lượng tín hiệu, chiến lược tích hợp bộ lọc xu hướng SMA(200) (có thể bật/tắt), chỉ cho phép mở vị thế Long khi SMA đang hướng lên và vị thế Short khi SMA đang hướng xuống. Bằng cách kết hợp tín hiệu breakout dựa trên biến động với xác nhận xu hướng dài hạn, chiến lược hướng tới việc giảm các tín hiệu nhiễu trong giai đoạn thị trường đi ngang, đồng thời tận dụng hiệu quả các xu hướng mạnh trong giao dịch trong ngày. Ngoài ra, chiến lược còn hỗ trợ các tính năng quản trị rủi ro như Stop Loss, Take Profit, bộ lọc thời gian giao dịch và tự động đóng vị thế trước khi kết thúc phiên để tránh rủi ro qua đêm.
Cài đặt & cấu hình chiến lược:
Biểu đồ: khuyến nghị khung 1 phút
Khối lượng giao dịch: 3 hợp đồng
Chu kỳ EMA Keltner: 20
Chu kỳ ATR: 10
Hệ số nhân ATR: 2.0
Chu kỳ SMA: 200
Cắt lỗ: 10 điểm
Chốt lời: 20 điểm
Bộ lọc xu hướng SMA: Bật / Tắt
Dùng chốt lời: Bật / Tắt
Bộ lọc giờ: Bật / Tắt
Khung giờ giao dịch: 09:00 – 14:30
Chiều giao dịch: Mua / Bán / Cả hai
Cài đặt mặc định của script:
Chiến lược tính toán Keltner Channel dựa trên đường EMA(20) và độ biến động ATR(10). Dải trên được tính bằng EMA(20) cộng ATR nhân hệ số 2.0. Dải dưới được tính bằng EMA(20) trừ ATR nhân hệ số 2.0.
Khi giá đóng cửa vượt lên trên dải trên Keltner, lực mua có thể đang chiếm ưu thế. Khi giá đóng cửa phá xuống dưới dải dưới Keltner, lực bán có thể đang chiếm ưu thế.
Khi bật bộ lọc xu hướng SMA(200), script chỉ cho phép lệnh Mua khi SMA(200) dốc lên và chỉ cho phép lệnh Bán khi SMA(200) dốc xuống. Khi tắt bộ lọc SMA, chiến lược có thể giao dịch cả hai chiều chỉ dựa trên tín hiệu breakout của Keltner Channel.
Điều kiện vào và thoát lệnh:
Vào lệnh Mua:
Giá đóng cửa > Dải trên Keltner Channel
VÀ SMA(200) dốc lên, nếu bật bộ lọc SMA
VÀ tín hiệu xuất hiện trong khung giờ giao dịch
VÀ chiều giao dịch cho phép lệnh Mua
Thoát lệnh Mua:
Cắt lỗ: 10 điểm từ giá vào lệnh
Chốt lời: 20 điểm từ giá vào lệnh, nếu bật
Có tín hiệu breakout ngược chiều
Đảo chiều khi xuất hiện tín hiệu Bán hợp lệ
Tự động đóng lệnh khi hết khung giờ giao dịch
Vào lệnh Bán:
Giá đóng cửa < Dải dưới Keltner Channel
VÀ SMA(200) dốc xuống, nếu bật bộ lọc SMA
VÀ tín hiệu xuất hiện trong khung giờ giao dịch
VÀ chiều giao dịch cho phép lệnh Bán
Thoát lệnh Bán:
Cắt lỗ: 10 điểm từ giá vào lệnh
Chốt lời: 20 điểm từ giá vào lệnh, nếu bật
Có tín hiệu breakout ngược chiều
Đảo chiều khi xuất hiện tín hiệu Mua hợp lệ
Tự động đóng lệnh khi hết khung giờ giao dịch
Tuyên bố rủi ro:
Giao dịch hợp đồng tương lai có mức độ rủi ro cao và giá có thể biến động mạnh. Script này chỉ phục vụ mục đích tham khảo, nghiên cứu và kiểm thử. Người dùng cần hiểu rõ giao dịch phái sinh, khẩu vị rủi ro cá nhân và logic của chiến lược trước khi áp dụng vào giao dịch thực tế.
Mọi quyết định đầu tư thuộc trách nhiệm của người dùng. phaisinh.online không chịu trách nhiệm cho bất kỳ khoản lỗ nào phát sinh từ việc sử dụng chiến lược này trong giao dịch thực tế. Hiệu quả trong quá khứ không đảm bảo kết quả trong tương lai.
Strategy
ATR%(Volatility index) by ogudoraATR% (Volatility Index) — Volatility Heat & Tradability Gauge
█ OVERVIEW
This indicator answers one question at a glance: "Is this stock hard to trade right now?"
It plots the stock's ATR% (ATR ÷ Close × 100) as a volatility heat line, compares it against up to two market indices (Nikkei 225, NK225 Mini Futures, JP225 CFD, NASDAQ, SOX), and combines everything into a simple O/X verdict displayed in a single label or table.
█ KEY FEATURES
1. Individual ATR% Heat Line
The stock's ATR% is colored by level: cyan (normal), orange (caution, default 7%), red (STOP, default 9%). Dashed/solid threshold lines are drawn on the pane.
2. Index Zone (Fixed Lower Band)
Index ATR% is compressed into a dedicated zone at the bottom of the pane, so the individual line (usually 3%+) and the index line (usually under 2%) never overlap or distort each other's scale. Display is compressed, but all calculations, alerts, and label values always use the REAL index ATR%.
The index line itself is heat-colored by real value: white (calm, under 2%), orange (danger, 2%+), red (extreme danger, 3%+).
3. O/X Verdict
One line tells you everything: "Stock O Index X" style marks.
- Stock X = ATR% is high AND accelerating, or above the STOP line
- Index X = index ATR% is accelerating sharply (reversal warning) or above the danger line
Any X → red background (avoid new entries). All O + confirmed volatility decline → green background (calm regime).
4. Volatility Slope Detection
The slope of ATR% (current minus N bars ago, smoothed) classifies the regime:
- Rising volatility (slope above deadband)
- Confirmed decline (N consecutive down days — filters out zigzag "one good day" noise)
- Over-calm (ATR% below 2%): excessive complacency, one-sided optimism → reversal risk, alert only
5. Hidden Turbulence Detection
Detects days where ATR% still looks "comfortable" but the intraday range spikes above its average (default 1.8×) — the classic topping-zone zigzag pattern that ATR alone misses. Alert only, no chart clutter.
6. Two Display Modes
- Unified label: verdict + stock + index values in one bubble
- Table: fixed at top-right, row background = line color
█ ALERTS
- Stock ATR% high & accelerating (avoid entry)
- Confirmed volatility decline
- Over-calm (reversal caution)
- Hidden turbulence (calm ATR% but range spike)
- Index ATR% sharp acceleration (1 & 2)
- Index danger / extreme-danger line crossovers (1 & 2)
- Stock ATR% STOP line crossover
█ SETTINGS
- ATR Period (default 10, matching Supertrend 10/1)
- Stock caution / STOP thresholds (7% / 9%)
- Slope lookback, smoothing, deadband, consecutive-decline count
- Index selection ×2, danger / extreme thresholds, acceleration deadband
- Index zone height and scaling
- MA (SMA/EMA) overlay for both stock and index ATR%
- Daily-only display option
█ HOW TO USE
Green background / all O: volatility is calming — normal trading conditions.
Red background / any X: volatility is high and rising, or the market index is destabilizing — consider pausing new entries.
White index line turning orange or red: market-wide volatility regime shift — tighten risk regardless of how the individual stock looks.
This is a risk-filter tool, not a buy/sell signal generator. It is designed to be used alongside your own entry/exit system. Indicator
Martin Ratio Asset Screener [TrendAdvantage]Martin Ratio Asset Screener
Advanced Downside & Recovery Profiler
تقييم الأصول وفقًا لنسبة مارتن
أداة متقدمة لتحليل الهبوط والتعافي
English documentation is followed by the Arabic translation below.
الشرح باللغة العربية متوفر في الجزء السفلي من هذه الصفحة
█ OVERVIEW
This screener is designed to compare multiple assets over an identical observation window. Martin Ratio values are intended for relative ranking within the selected universe rather than as universal standalone scores.
█ WHAT IS THE MARTIN RATIO?
The Martin Ratio is an advanced, risk-adjusted performance metric that evaluates an asset's return relative to both the magnitude and duration of its historical drawdowns. By utilizing the Ulcer Index (UI) as its risk proxy, it penalizes how deep an asset falls and how long it remains underwater.
It builds on the Ulcer Index, developed by Peter G. Martin and published together with Byron B. McCann in their 1989 book, "The Investor's Guide to Fidelity Funds". This indicator serves as a screening framework to identify assets that historically generated higher returns relative to their drawdown burden, rather than those that subject a portfolio to significant drawdowns, both in magnitude and duration.
█ WHY THE MARTIN RATIO IS DIFFERENT
Martin recognized a fundamental flaw in the Sharpe Ratio: it uses standard deviation as a proxy for risk, which penalizes all volatility equally — including sudden, sharp moves to the upside. For trend-following strategies or high-growth portfolios, an upward move artificially inflates standard deviation, making the strategy appear riskier than it actually is.
Unlike common risk-adjusted metrics that use standard deviation as a measure of risk, the Martin Ratio uses the Ulcer Index (UI) as its denominator. The Sortino Ratio addresses part of this problem by focusing only on downside volatility. However, downside volatility measures magnitude only, while drawdown has two components: magnitude and duration.
The Ulcer Index measures how far an asset falls below its previous highs and how persistently it remains below those highs. It therefore captures an important dimension of investment risk that conventional volatility measures can miss: the depth and persistence of capital drawdowns.
A portfolio that falls 10% and quickly recovers presents a very different investment from one that falls 10% and remains underwater for an extended period. Because the Ulcer Index is calculated from the sequence of drawdowns from prior peaks, prolonged drawdowns continue contributing to the measure until recovery occurs.
Significance of Drawdown Depth and Persistence
• Capital lock-up risk: Capital tied up in a prolonged drawdown cannot easily be
redeployed without realizing a loss.
• Behavioral risk: The deeper and longer a drawdown persists, the greater the
possibility that an investor abandons the position before recovery.
• Compounding drag: Time spent recovering previous losses is time during which
capital is not advancing beyond its former peak.
A higher Martin Ratio indicates that an asset generated more return per unit of historical drawdown burden over the selected period.
█ MATHEMATICAL FORMULA
The traditional Martin Ratio is expressed as:
`Martin Ratio = (Ra - Rf) / Ulcer Index`
Where:
• Ra: Annualized return of the portfolio, asset, or strategy.
• Rf: Risk-free rate of return.
• Ulcer Index: The root mean square of percentage drawdowns from previous
historical peaks. Lower Ulcer Index values indicate a shallower and/or less
persistent drawdown profile.
█ IMPLEMENTATION USED IN THIS SCREENER
The Martin Ratio shown by this screener uses total return over the selected lookback period rather than annualized return:
`Martin Ratio = Lookback Return / Ulcer Index`
The risk-free rate is also excluded. Because every ticker in the screener is evaluated using the same timeframe and identical lookback length, the resulting values can be used for direct comparison and ranking within the selected universe. This simplified implementation is designed primarily as a relative asset-ranking tool, rather than as a reproduction of the traditional annualized Martin Ratio.
█ HOW THE SCREENER COMPARES ASSETS
Comparison between assets follows a consistent four-step framework:
1 — Use an Identical Lookback Window — All selected tickers are evaluated
using the same timeframe and lookback length in days. This is essential for
meaningful comparison because changing either parameter changes the return
horizon and the drawdown history being measured.
2 — Calculate Lookback Return — The total buy-and-hold return is
calculated for each ticker over the selected lookback period.
3 — Calculate the Ulcer Index — For each ticker, the script identifies
the running historical peak within the calculation sequence, measures each
closing price's percentage drawdown from that peak, squares those values,
averages them, and takes the square root. The result is the ticker's Ulcer
Index over the selected period.
4 — Calculate and Rank the Martin Ratio — The lookback return is divided
by the ticker's Ulcer Index. Higher values indicate a more favorable
combination of return and drawdown over the selected measurement period.
█ OPERATIONAL NOTES
The lookback period should be sufficiently long to capture a meaningful range of market conditions, such as a drawdown and recovery. Very short windows can produce unstable or misleading ratios, particularly when an asset has experienced little or no meaningful drawdown.
As a general starting point:
• Minimum: approximately 180 calendar days (~6 months)
• Preferred: 365 calendar days (1 year) or more
These are practical guidelines rather than statistically derived minimums. The appropriate lookback depends on the asset and intended investment horizon. Lookback periods spanning several years or more may exceed the available historical data for some tickers — particularly recently listed assets — resulting in N/A values.
This screener computes each ticker's metrics over an identical calendar-day window — not a fixed bar count — so a given lookback (e.g., 300 days) covers the same 300 calendar days for equities, cryptocurrencies, or forex alike, regardless of how many bars each one produces in that span on a given timeframe. This makes lookback settings directly comparable across asset classes, independent of the chart's timeframe.
One dependency remains: the host chart being viewed governs when the screener's internal calculation updates. If the host chart is a restricted-session equity (or similar), tickers from continuously-traded markets like crypto may not accumulate enough calendar history to populate, and can show N/A even within a supported lookback window. When mixing asset classes in the same table, view the screener from a crypto or forex chart to ensure prices are populated across all assets.
█ MARTIN RATIO THRESHOLD
The threshold used by the screener is a visual ranking aid, not a statistically validated cutoff. Table colors are interpreted as follows:
• Above threshold: Green
• Between 0 and the threshold: Grey
• Below 0: Red
The threshold is intended solely as a visual aid for ranking assets rather than a universal definition of a "good" Martin Ratio. Martin Ratio values are most meaningful when comparing securities calculated using the same methodology, timeframe, and lookback period. Because the implementation used here is based on non-annualized lookback returns, values should not be treated as universal absolute benchmarks across different timeframe and lookback configurations. For practical use, the threshold can be calibrated to the characteristics of the user's own watch list or investment universe.
█ INTERPRETATION
Each ticker's row includes the following metrics:
• Total Return — Cumulative percentage return over the selected
lookback period.
• Ann. Ret — Annualized return (CAGR) over the same period, shown for
reference only; it does not influence the Martin Ratio or the ranking.
• DD (Days) — The number of calendar days from peak to trough of the
single largest (deepest) drawdown observed in the window.
• DD % — The magnitude of largest drawdown, expressed as a percentage
decline from its prior peak.
• Time in DD % — The percentage of calendar days across the entire
lookback window during which the asset was trading below its prior peaks, in
any drawdown — not limited to the single largest one.
• Ulcer Index — A measure of drawdown depth and duration combined,
calculated as the root-mean-square of percentage drawdowns across every day
in the window. Unlike DD %, which reflects only the single worst decline, the
Ulcer Index captures the cumulative "pain" of all drawdowns the asset
experienced — larger and more persistent drawdowns increase the Ulcer Index.
• Martin Ratio — Total Return divided by the Ulcer Index, measuring
return earned per unit of drawdown intensity.
Within an identically configured comparison:
• Higher Martin Ratio → More return relative to the historical drawdown
burden.
• Lower positive Martin Ratio → Positive return, but with a less favorable
drawdown profile.
• Negative Martin Ratio → Negative return over the selected lookback period.
The screener is therefore best used as a cross-sectional ranking tool for identifying which assets have delivered the strongest return relative to the depth and persistence of their drawdowns over the same observation window.
█ DISCLAIMER
This script is published for educational and informational purposes only and does not constitute financial or investment advice. The Martin Ratio relies entirely on historical price data; past drawdown depth, duration, and recovery speed are not indicative of future results. Always conduct your own research and practice proper risk management before making investment decisions.
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الشرح باللغة العربية
هذا التطبيق مصمم لمقارنة أصول متعددة عبر فترة حساب متطابقة. يُقصد بقيم نسبة مارتن أن تُستخدم للترتيب النسبي داخل مجموعة الأصول المختارة، وليس كقيم مطلقة قائمة بذاتها
█ ما هي نسبة مارتن؟
نسبة مارتن هي مقياس متقدم للأداء، يقيّم عائد الأصول المالية مقارنةً بكلٍ من حجم ومدة تراجعاتها التاريخية. ومن خلال استخدام مؤشر شدة التراجع كمقياس للمخاطر، فإنها تأخذ في الاعتبار مدى عمق هبوط الأصول المالية وطول الفترة التي تظل فيها دون قممها السابقة
تعتمد نسبة مارتن على مؤشر شدة التراجع، الذي طوّره بيتر ج. مارتن ونُشر بالاشتراك مع بايرون ب. ماكان في كتابهما الصادر عام 1989، "دليل المستثمر إلى صناديق فيديليتي". ويعمل هذا المؤشر كإطار لفحص الأصول بهدف تحديد الأصول الأكثر مرونة وقدرةً على تنمية رأس المال بكفاءة، بدلاً من الأصول التي تعرّض المحفظة لتراجعات كبيرة من حيث الحجم والمدة
█ لماذا تختلف نسبة مارتن؟
أدرك مارتن وجود عيب جوهري في نسبة شارب، إذ تستخدم الانحراف المعياري كمقياس للمخاطر، وهو ما يعامل جميع أنواع التقلبات بنفس الأسلوب بما في ذلك التحركات الصعودية المفاجئة والحادة. وفي استراتيجيات تتبع الاتجاه أو المحافظ مرتفعة النمو، قد تؤدي الحركة الصعودية إلى رفع الانحراف المعياري بشكل مصطنع، مما يجعل الاستراتيجية تبدو أكثر خطورة مما هي عليه فعلياً
وعلى خلاف المقاييس الشائعة التي تستخدم الانحراف المعياري لقياس المخاطر، تستخدم نسبة مارتن مؤشر شدة التراجع في المقام. وتُعالج نسبة سورتينو جزءاً من هذه المشكلة من خلال التركيز فقط على تقلبات الجانب السلبي، إلا أن تقلبات الجانب السلبي تقيس حجم التقلبات فقط، بينما يتكون التراجع من عنصرين: الحجم والمدة
يقيس مؤشر شدة التراجع مدى هبوط الأصول المالية عن قممها السابقة ومدى استمرارها دون تلك القمم. ولذلك فهو يلتقط بُعداً مهماً من مخاطر الاستثمار قد لا تعكسه مقاييس التقلب التقليدية، وهو حجم تراجعات رأس المال ومدة الفترة الزمنية للتراجعات
وتختلف المحفظة التي تهبط بنسبة 10% ثم تتعافى سريعاً اختلافاً جوهرياً عن محفظة تهبط بالنسبة نفسها وتظل دون قمتها السابقة لفترة ممتدة. وبما أن مؤشر شدة التراجع يُحسب من تسلسل التراجعات عن القمم السابقة، فإن التراجعات الممتدة تواصل التأثير في قيمة المؤشر حتى حدوث التعافي
أهمية عمق التراجع واستمراره
• مخاطر تجميد رأس المال: يصعب إعادة توظيف رأس المال العالق في تراجع ممتد دون تحقيق خسارة فعلية
• المخاطر السلوكية: كلما كان التراجع أعمق وأطول، زادت احتمالية تخلي المستثمر عن المركز قبل حدوث التعافي
• عبء التعافي على النمو المركب: الوقت المستغرق في تعويض الخسائر السابقة هو وقت لا يتجاوز فيه رأس المال قمته السابقة، أي تمتد فترة طويلة قبل تحقيق الأرباح الفعلية
تشير نسبة مارتن المرتفعة إلى أن الأصل حقق عائداً أكبر مقابل كل وحدة من عبء التراجع التاريخي خلال الفترة المحددة
█ الصيغة الرياضية
تحسب نسبة مارتن التقليدية كالتالي
نسبة مارتن = (العائد السنوي − العائد الخالي من المخاطر) ÷ مؤشر شدة التراجع
حيث
مؤشر شدة التراجع: الجذر التربيعي لمتوسط مربعات نسب التراجع عن القمم التاريخية السابقة. وتشير القيم الأقل للمؤشر إلى تراجعات أقل عمقاً و/أو أقصر استمراراً
█ حساب نسبة مارتن في التطبيق المستخدم الحالي
تستخدم نسبة مارتن المعروضة في هذا التطبيق إجمالي العائد خلال فترة الحساب المحددة بدلاً من العائد السنوي
`نسبة مارتن = عائد فترة الحساب ÷ مؤشر شدة التراجع`
كما يتم استبعاد معدل العائد الخالي من المخاطر. ونظراً إلى أن كل رمز في التطبيق يُقيَّم باستخدام الإطار الزمني (تايم فريم) نفسه وطول فترة الحساب نفسها، يمكن استخدام القيم الناتجة للمقارنة المباشرة والترتيب داخل مجموعة الأصول المختارة. صُمم هذا التطبيق المبسط أساساً كأداة للتصنيف النسبي للأصول، وليس كإعادة حساب لنسبة مارتن التقليدية المحسوبة على أساس سنوي
█ كيف تقارن أداة التقييم بين الأصول
تتبع المقارنة بين الأصول إطاراً ثابتاً من أربع خطوات
استخدام فترة حساب متطابقة — تُقيَّم جميع الرموز المختارة باستخدام الإطار الزمني نفسه وطول فترة الحساب نفسها. وهذا ضروري لإجراء مقارنة ذات معنى، لأن تغيير أي من هذين المتغيرين يغيّر أفق العائد وسجل التراجعات محل القياس
حساب عائد فترة الحساب — يُحسب إجمالي عائد الشراء والاحتفاظ لكل رمز خلال فترة الحساب المحددة
حساب مؤشر شدة التراجع — لكل رمز: تحديد القمة التاريخية المتغيرة ضمن تسلسل الحساب، قياس نسبة تراجع كل سعر إغلاق عن تلك القمة، تربيع قيم التراجع، حساب متوسط مربعات التراجعات، ثم أخذ الجذر التربيعي. والنتيجة هي قيمة مؤشر شدة التراجع للرمز خلال الفترة المحددة
حساب نسبة مارتن وترتيبها — يُقسم عائد فترة الحساب على مؤشر شدة التراجع الخاص بالرمز. تشير القيم الأعلى إلى مزيج أكثر ملاءمة بين العائد والتراجع خلال فترة القياس المحددة
█ ملاحظات الاستخدام
ينبغي أن تكون فترة الحساب طويلة بما يكفي لتغطية فترة ذات دلالة من ظروف السوق، مثل فترة تراجع وتعافٍ لاحق. فترات الحساب القصيرة جدًا قد تُنتج نسبًا غير مستقرة أو مضللة، خاصة عندما لا يكون الأصل قد شهد تراجعًا ذا دلالة
كنقطة بداية عامة
• الحد الأدنى: نحو 180 يومًا تقويميًا (حوالي 6 أشهر)
• المُفضَّل: 365 يومًا تقويميًا (سنة واحدة) أو أكثر
هذه إرشادات عملية وليست حدودًا دنيا مُشتقة إحصائيًا. تعتمد فترة الحساب المناسبة على فئة الأصل والأفق الاستثماري المقصود. قد تتجاوز فترات الحساب الممتدة لعدة سنوات أو أكثر البيانات التاريخية المتاحة لبعض الرموز — خاصة الأصول المُدرجة حديثًا — مما يؤدي إلى ظهور قيم غير متاح
يحسب هذا التطبيق مقاييس كل رمز عبر فترة حساب متطابقة من الأيام التقويمية — وليس عددًا ثابتًا من الشموع — بحيث تغطي فترة حساب معينة (مثل 300 يوم) نفس الـ300 يوم التقويمي سواء للسهم أو للعملة الرقمية أو للعملات الفوركس، بصرف النظر عن عدد الشموع التي يُنتجها كل منها خلال تلك الفترة على أي إطار زمني معين. وهذا يجعل إعدادات فترة الحساب قابلة للمقارنة مباشرة عبر فئات الأصول المختلفة، بمعزل عن الإطار الزمني للرسم البياني
يبقى اعتماد واحد قائمًا: الرسم البياني المعروض الذي تُشاهد الجدول من خلاله هو ما يحدد توقيت تحديث الحساب الداخلي للتطبيق. فإذا كان الرسم البياني لسهم ذي جلسات تداول محدودة (أو ما شابه)، فقد لا تتمكن الرموز من أسواق مستمرة التداول مثل العملات الرقمية من تجميع سجل تقويمي كافٍ، وقد تظهر بقيمة "غير متاح" حتى ضمن فترة حساب مدعومة. عند الجمع بين فئات أصول مختلفة في الجدول نفسه، يُنصح بمشاهدة الجدول من رسم بياني لعملة رقمية أو فوركس لتجنب هذه المشكلة
█ الحد المرجعي لنسبة مارتن
حد اللون الأخضر لنسبة مارتن المستخدم في التطبيق هو وسيلة بصرية للمساعدة في الترتيب، وليس حداً فاصلاً مثبتاً إحصائياً. تُفسَّر ألوان الجدول على النحو التالي
• أعلى من الحد: أخضر
• بين الصفر والحد: رمادي
• أقل من الصفر: أحمر
ينبغي التعامل مع الحد باعتباره مستوى مرجعياً قابلاً للتعديل، وليس تعريفاً عاماً لما يُعد نسبة مارتن جيدة. تكون قيم نسبة مارتن أكثر دلالة عند مقارنة أوراق مالية حُسبت باستخدام المنهجية والإطار الزمني وفترة الحساب نفسها. ونظراً إلى أن التطبيق المستخدم هنا يعتمد على عوائد فترة الحساب غير محسوبة على أساس سنوي، فلا ينبغي اعتبار القيم معايير مطلقة عامة عبر إعدادات مختلفة للأطر الزمنية وفترات الحساب. للاستخدام العملي، يمكن معايرة الحد بما يتناسب مع خصائص الأصول المالية المرصودة أو مجموعة الأصول الاستثمارية الخاصة بالمستخدم
█ تفسير نسبة مارتن
يتضمن الجدول المقاييس التالية لكل رمز
العائد الإجمالي — العائد المئوي التراكمي خلال فترة الحساب المحددة
العائد السنوي — عائد النمو السنوي المركب لنفس الفترة، يُعرض للاطلاع فقط، ولا يؤثر على نسبة مارتن أو على الترتيب
أقصى تراجع (أيام) — عدد الأيام التقويمية من القمة إلى القاع لأكبر (أعمق) تراجع لوحظ خلال الفترة
% أقصى تراجع — حجم التراجع الأكبر، معبَّرًا عنه كنسبة انخفاض مئوية من قمته السابقة
% فترة التراجع — النسبة المئوية للأيام التقويمية عبر فترة الحساب بأكملها التي كان فيها الأصل يتداول دون قمة سابقة، في أي تراجع وليس مقتصرًا على التراجع الأكبر فقط
مؤشر شدة التراجع — مقياس يجمع بين عمق التراجع ومدته، ويُحسب كجذر تربيعي لمتوسط مربعات نسب التراجع عبر كل يوم في الفترة. وخلافًا لـ % أقصى تراجع، الذي يعكس فقط التراجع الأكبر، يعبّر مؤشر شدة التراجع عن التراكم الكلي "لمعاناة" الأصل من كل التراجعات التي مر بها فكلما كانت التراجعات أكبر وأطول أمدًا، ارتفعت قيمة المؤشر
نسبة مارتن — العائد الإجمالي مقسومًا على مؤشر شدة التراجع، وتقيس العائد المُحقق مقابل كل وحدة من "معاناة" التراجع
ضمن مقارنة بإعدادات متطابقة
• نسبة مارتن الأعلى ← عائد أكبر مقارنةً بعبء التراجع التاريخي
• نسبة مارتن الموجبة المنخفضة ← عائد موجب، لكن مع ملف تراجع أقل ملاءمة
• نسبة مارتن السالبة ← عائد سالب خلال فترة الحساب المحددة
لذا، يُعد هذا التطبيق أداة مثالية للترتيب المقطعي لتحديد الأصول التي حققت أقوى عائد مقارنةً بعمق وديمومة تراجعاتها خلال نفس فترة الحساب
█ إخلاء المسؤولية
يُنشر هذا السكربت لأغراض تعليمية ومعلوماتية فقط، ولا يُعد نصيحة مالية أو استثمارية. تعتمد نسبة مارتن بالكامل على بيانات الأسعار التاريخية، ولا يُعد عمق التراجع أو مدته أو سرعة التعافي في الماضي مؤشراً على النتائج المستقبلية. احرص دائماً على إجراء أبحاثك الخاصة وتطبيق إدارة سليمة للمخاطر قبل اتخاذ أي قرارات استثمارية
Indicator
Indicator
Session & Multi-Timeframe Market Map# Session & Multi-Timeframe Market Map
A comprehensive, visual-only market structure indicator that maps the levels
serious intraday traders actually watch — session ranges, the opening range,
higher-timeframe highs/lows, and completed weekday liquidity — all in one
clean, fully customizable overlay.
## What it does
**Session ranges**
- Asia, London, New York, and New York AM session boxes, each independently
toggleable, with high/low lines and labels for Asia and London
- Configurable session windows and timezone (DST handled automatically)
**Opening Range (ORB)**
- The 08:00–08:15 AM ET opening range, built from underlying 1-minute data
regardless of your chart's timeframe — so the range is accurate even on a
5m or 15m chart
- Freezes at 08:15, stays visible with an optional midpoint line through
11:00 AM
**Higher-timeframe levels**
- Previous hour, 4-hour, day, and week highs/lows, each using only the
previous fully completed candle — never the developing one
- Automatically re-anchors when each timeframe rolls over
**Weekday liquidity**
- Monday through Friday highs/lows for the current trading week, appearing
once each day is fully complete — a cumulative map of the week's
liquidity without a moving, incomplete "today" level
**Design**
- Independent color, line style, and visibility controls for every level
family
- Configurable label size, spacing, and lane offsets to prevent overlapping
text when levels sit close together
- Bounded object history — older session instances render faded and are
automatically cleaned up, so the chart never silently hits PulseWire's
drawing object limits
## What it deliberately doesn't do
This is a pure reference tool — it contains no trading logic of any kind:
no signals, no entries or exits, no setups, no alerts, no scoring, and no
external dependencies of any kind. It reads only the chart's own price and
time data and draws what's already there. Nothing here tells you what to
trade — it shows you where the market has already been.
## Design principles
- **Non-repainting by construction.** Every higher-timeframe value uses the
official Pine v6 pattern (` ` offset + `lookahead_on`), showing only
fully completed candles — behavior is identical on historical and live
bars.
- **No approximation.** Session-precision levels (session boxes, ORB,
hourly) are suppressed on timeframes coarse enough to make them
inaccurate, rather than silently drawing a wrong range.
- **Bounded, not leaking.** Every drawing family uses trimmed arrays with a
configurable retention count, so object counts never grow unbounded
across sessions, days, or weeks.
- **Update in place.** Active objects are moved and resized rather than
deleted and recreated every bar, keeping the script efficient even with
many levels enabled simultaneously.
## Ideal use cases
- Traders who build their read of the market around session structure and
liquidity levels rather than indicator-driven signals
- Anyone who wants a single, clean reference map instead of five separate
indicators competing for chart space
- A foundation others can build entry/exit logic on top of — the levels are
exposed cleanly enough to reference in a companion strategy script
---
*Built by Pedro Silva — Pine Script v6 development for custom indicators,
alert systems, and backtesting tools. Open for custom work.* Indicator
Pump Detector Pro🚀 Pump Detector Pro by (@Madrimov_trade)
Pump Detector Pro is a market-structure and momentum-based indicator designed primarily for swing and position-style trades on low- to mid-cap altcoins.
It is best suited for the 2H, 4H, and 1D timeframes, with the goal of identifying potential reversal and continuation setups before a strong expansion or pump.
The indicator combines multiple forms of confluence:
💧 Liquidity Sweeps — identifies potential liquidity grabs around important highs and lows
🔄 CHoCH (Change of Character) — helps identify potential market-structure reversals
📈 BOS (Break of Structure) — identifies potential continuation moves
📊 Volume Confirmation — looks for increased participation behind the move
🟦 Liquidity Voids / FVGs — highlights areas of inefficient price movement
💦 BSL / SSL Levels — Buy-Side and Sell-Side Liquidity areas
🟢 BUY / SELL Signals — generated from structural and volume confluence
🎯 TP / SL Levels — provides dynamic trade-management levels based on ATR and market structure
🧭 How to Use
1️⃣ Find the Right Coin
Start by looking for a low- or mid-cap altcoin that has either:
📉 Experienced a significant dump and is now stabilizing, or
↔️ Been consolidating in a range for an extended period
Avoid chasing coins that have already made a large move upward.
The best setups generally appear when price has spent enough time building a base or recovering after a major decline.
2️⃣ Wait for a Liquidity Sweep 💧
Look for price to sweep liquidity below an important low or consolidation range.
This can indicate that sell-side liquidity has been taken before a potential reversal.
⚠️ A liquidity sweep alone is not an entry signal. Wait for further confirmation.
3️⃣ Wait for CHoCH / BOS 🔄
After the liquidity sweep, wait for a bullish CHoCH (Change of Character) or BOS (Break of Structure).
This is used as confirmation that market structure is beginning to shift in the bullish direction.
4️⃣ Wait for the BUY Signal 🟢
Once the structure confirms, wait for the indicator's BUY signal.
The strongest setups are when the following align:
📉 Dump / Long Consolidation → 💧 Liquidity Sweep → 🔄 Bullish CHoCH/BOS → 📊 Volume Confirmation → 🟢 BUY
Do not enter simply because a BUY label appears. Always consider the broader price structure and the location of the signal.
🎯 Trade Management
For potential pump setups, look for a minimum target of approximately 1.5× the entry price when the market structure and liquidity allow it.
For stop-loss placement, consider:
🛑 The lowest point of the consolidation/range, or
📐 A stop based on your planned risk-to-reward ratio
Always define your invalidation level before entering the trade.
The indicator's built-in TP/SL levels are dynamic and based on ATR and market structure. They should be treated as a guide rather than a guaranteed exit strategy.
🚫 What to Ignore
❌ Ignore BUY Signals at the Top
Avoid BUY signals that appear after price has already made a large pump or is trading near a major resistance/high.
A signal is not automatically a good trade just because it says "BUY."
❌ Ignore SELL Signals After a Major Dump
Be cautious with SELL signals when price has already experienced a significant decline and is consolidating near its All-Time Low (ATL) or a major historical support area.
Selling after an extended dump can mean entering late into the move.
⚠️ Don't Trade Signals Blindly
The indicator is designed to help identify potential opportunities, not to guarantee profitable trades.
Always consider:
📊 Market structure
💧 Liquidity
📈 Volume
🕐 Higher-timeframe trend
🧱 Support and resistance
🌐 Overall crypto market conditions
⚖️ Risk-to-reward ratio
📰 Coin-specific news and fundamentals
⏱️ Recommended Timeframes
🥇 Primary: 4H
🥈 Secondary: 2H
🔎 Higher-Timeframe Confirmation: 1D
The indicator is primarily designed for low- and mid-cap altcoins, especially assets that can experience rapid volatility and strong expansion moves.
📝 Simple Strategy
1️⃣ Find a dumped or long-consolidating low/mid-cap altcoin.
↓
2️⃣ Wait for a liquidity sweep. 💧
↓
3️⃣ Wait for bullish CHoCH/BOS. 🔄
↓
4️⃣ Wait for BUY + volume confirmation. 🟢
↓
5️⃣ Enter only if the setup has sufficient upside potential. 🚀
↓
6️⃣ Set your stop below the invalidation/consolidation low. 🛑
↓
7️⃣ Target at least ~1.5× when market structure supports it. 🎯
⚠️ Important
This indicator is a technical analysis tool, not financial advice. No indicator can predict pumps with certainty.
Always manage your risk, use proper position sizing, and never risk more than you can afford to lose. Indicator
