Absorption Detector Pro Absorption Detector Pro
Absorption Detector Pro finds high-quality "absorption" bars — spots where aggressive volume hits the market but price fails to move proportionally, and instead reverses and closes strongly against the initial push. This is the classic effort-vs-result signature used in order-flow and volume-spread-analysis (VSA) trading: big effort (volume), little result (range), and a rejection close. The script layers PVSRA candle context, liquidity-sweep detection, trend filtering, a self-adjusting percentile ranking, and an optional intrabar buy/sell delta check on top of that core idea to cut down on noise and surface only the strongest candidates.
How it works
Absorption Score — for every bar, volume relative to its average (volume ratio) is divided by range relative to its average (range ratio). A high score means unusually large volume produced an unusually small candle — a sign of absorption.
Percentile Ranking — rather than using a single fixed cutoff, the score is ranked against the last N bars (percentile rank window, default 100) and only scores in the top X% (default 90th percentile) qualify. This lets the indicator self-adjust across symbols and timeframes instead of relying on one static threshold.
PVSRA Candle Context — each candle is classified as climax volume, above-average volume, or normal, based on volume and volume×range vs. their recent averages. Candles are optionally painted with these PVSRA colors for quick visual context, and climax volume can be required for a signal.
Liquidity Sweep — the script can require that the signal bar poked beyond the recent swing high/low before reversing (a stop-hunt/sweep pattern), which is a common precursor to genuine absorption.
Trend Filter — signals can be required to occur against the prevailing trend (price vs. a moving average), since absorption is most meaningful as a reversal/exhaustion signal rather than mid-trend noise.
Order Flow Delta (optional) — using request.security_lower_tf, the script can pull intrabar buy/sell volume from a lower timeframe (default 1-minute) and require that the net delta actually confirms the proposed direction (e.g., net selling on a bullish absorption bar that still closes strong).
Cooldown — a minimum bar count between signals prevents clustered, repetitive triggers during choppy conditions.
A bullish or bearish absorption signal only fires when all enabled gates pass together: elevated volume, a score above both the floor and the percentile threshold, correct close position in the bar's range, (optionally) climax volume, a liquidity sweep, trend alignment, and delta confirmation.
Reading the indicator
Triangle markers below/above bars mark bullish/bearish absorption signals.
Labels (optional) show the absorption score multiple and its percentile rank at the moment of signal.
Background highlight (optional) shades the signal bar.
Candle colors (optional, PVSRA) show climax volume, above-average volume, and normal volume at a glance, independent of signals.
Diagnostics table (top-right, optional) shows live volume ratio, range ratio, absorption score, percentile rank vs. the required threshold, climax status, sweep status, trend context, and bars since the last signal — useful for understanding why a bar did or didn't qualify.
Suggested use
This is a reversal/exhaustion tool, best used where volume and order flow context matter — e.g., around key support/resistance, session highs/lows, or after an extended directional move:
Use the diagnostics table while tuning inputs for a given symbol/timeframe, since default thresholds are a starting point, not a universal setting.
Start with default settings (climax volume + sweep required, trend filter on) for fewer, higher-conviction signals; relax individual gates (in the Signal Quality group) to see more candidates.
Combine with your own structure analysis (support/resistance, higher-timeframe trend) and risk management — this indicator identifies where volume and price disagree, not a complete trade plan.
The optional delta confirmation adds real intrabar buy/sell context but requests lower-timeframe data, so it will be slower to calculate and is best kept off unless you specifically want that extra filter.
Inputs
Core Absorption — averaging lookback, minimum volume ratio floor, minimum absorption score floor, close-in-range threshold
Signal Quality — percentile ranking window, minimum score percentile, require climax volume, require liquidity sweep (+ lookback), require trend context (+ MA length), cooldown bars between signals
PVSRA Candles — lookback, climax/above-average volume multipliers, candle coloring toggle and colors
Order Flow Confirmation (optional) — toggle and lower timeframe for intrabar delta
Visuals — labels, background highlight, diagnostics table, marker colors
Alerts
Two alert conditions are built in:
Bullish Absorption — swept lows, climax volume, compressed range, strong close
Bearish Absorption — swept highs, climax volume, compressed range, strong close Indicator
ATR & Bar Range Stop Dashboard
# Title
**ATR & Bar Range Stop Dashboard**
## About this script
**ATR & Bar Range Stop Dashboard** is a volatility-based trade-planning tool designed to provide a quick estimate of reasonable stop-loss distance based on the current market's recent price movement.
Rather than using an arbitrary fixed stop distance, the indicator measures recent volatility using either:
* **Average True Range (ATR)**, or
* **Average Bar Range (High − Low)**
and calculates hypothetical long and short stop prices around the current market price or an optional manually entered reference price.
The purpose of the indicator is not to generate entries or trading signals. It is intended to provide a **volatility reference for stop placement and trade planning**.
A structural stop should still be based on the price level at which the trade thesis becomes invalid. This tool can then be used to evaluate whether that structural stop is unusually tight or wide relative to recent market volatility.
---
## How it works
The script calculates two measures of recent price movement:
**Average Bar Range**
This is the simple average of each candle's:
`High - Low`
over the selected lookback period.
The default lookback is **20 completed bars**.
**Average True Range**
ATR measures True Range over the selected ATR lookback period.
The default is:
`ATR(14)`
The script uses **completed bars for the volatility calculations** so the baseline is not continually distorted by the currently developing candle.
The user can select either **ATR** or **Bar Range** as the basis for the calculated Average Stop.
The basic stop distance is:
`Average Stop = Selected Volatility Measure × Stop Multiplier`
The default multiplier is **1.0x**.
---
## Stop calculations
The dashboard calculates hypothetical stops on both sides of the reference price.
**Long Stop**
`Reference Price - Average Stop - Buffer`
**Short Stop**
`Reference Price + Average Stop + Buffer`
Final stop prices are rounded to the symbol's valid minimum tick increment.
The calculated stops are intended as **volatility-based reference levels**, not automatic recommendations to place an order at those exact prices.
---
## Adaptive buffer
An additional buffer places the calculated stop slightly outside the raw volatility boundary.
### Futures
In Auto mode, the futures buffer is:
`max(2 ticks, 10% of Average Stop)`
with an adjustable maximum buffer percentage.
The default maximum is **25% of Average Stop**.
This provides a small minimum buffer in lower-volatility conditions while allowing the buffer to expand as volatility increases.
### Stocks and ETFs
The default Auto buffer is:
`10% of Average Stop`
subject to the same adjustable maximum buffer percentage.
### Manual buffer
Users can disable Auto mode and specify the buffer directly in **number of ticks**.
---
## Timeframe behavior
By default, all volatility calculations use the **current chart timeframe**.
For example:
* 2-minute chart → 2-minute volatility
* 5-minute chart → 5-minute volatility
* 15-minute chart → 15-minute volatility
* Daily chart → daily volatility
A **Manual Timeframe Override** is also available when the trader wants the dashboard to reference volatility from a different timeframe.
For example, a trader executing on a 2-minute chart may choose to calculate the stop using 5-minute volatility.
---
## Reference price
By default, the script calculates the hypothetical stop levels from the **current market price**.
An optional **Manual Entry Price** can be enabled.
This is useful after entering a trade or when planning an entry at a specific price because the stop calculations remain anchored to that reference price rather than moving continuously with the market.
The dashboard still displays the live Current Price separately.
---
## Dashboard modes
### Minimal
Designed for active trading and displays only:
* Current Price
* Average Stop and its basis
* Long Stop
* Short Stop
The **Long Stop is displayed in green** and the **Short Stop in red** for quick identification.
### Full
Displays additional volatility information:
* Average Bar Range
* ATR
* Current Bar Range
* Current Bar / Average Bar ratio
* Current Price
* Average Stop and calculation basis
* Buffer
* Long Stop
* Short Stop
---
## Display options
The dashboard can be customized using:
**Table Size**
* Tiny
* Small
* Normal
* Large
* Huge
**Horizontal Placement**
* Left
* Center
* Right
**Vertical Placement**
* Top
* Middle
* Bottom
These controls provide all nine standard PulseWire table-placement combinations.
---
## Suggested interpretation
The indicator is most useful as a **context tool rather than a mechanical stop system**.
For example, if a proposed structural stop is only 0.3 ATR away from the entry while normal bars are already considerably larger than that distance, the stop may be vulnerable to ordinary market noise.
Conversely, a structural stop several ATRs away may indicate that the trade requires unusually large risk relative to current volatility.
The indicator does not determine whether the underlying trade setup is valid.
A practical workflow is:
1. Identify the trade setup.
2. Determine the price level that structurally invalidates the setup.
3. Compare that distance with the dashboard's volatility-based Average Stop.
4. Determine whether the structural stop allows acceptable risk.
5. Adjust position size rather than artificially tightening a structurally necessary stop.
---
## Default settings
**Volatility**
* Average Bar Range Length: `20`
* ATR Length: `14`
**Stop**
* Stop Basis: `ATR`
* Stop Multiplier: `1.0x`
**Buffer**
* Mode: `Auto`
* Auto Buffer: `10%`
* Futures Minimum Buffer: `2 ticks`
* Maximum Auto Buffer: `25%`
**Timeframe**
* Current chart timeframe
**Display**
* Minimal
* Small
* Top Right
All parameters are configurable.
---
## Important notes
This indicator:
* Does **not** generate buy or sell signals.
* Does **not** determine market direction.
* Does **not** automatically identify structural invalidation.
* Does **not** determine position size.
* Does **not** guarantee that a calculated stop will avoid being triggered.
* Is intended as a volatility and trade-planning tool.
ATR and average bar range describe **recent historical volatility**. Future volatility can change rapidly, particularly around economic releases, earnings, market opens, news events, or periods of reduced liquidity.
Traders should use the calculated levels together with market structure, risk management, and their own trading methodology.
---
# Release notes — Version 1.0
**Initial release**
* Added ATR-based stop-distance calculation.
* Added Average Bar Range alternative to ATR.
* Added configurable stop multiplier.
* Uses completed bars for baseline volatility calculations.
* Added automatic chart-timeframe detection.
* Added optional manual timeframe override.
* Added live Current Price display.
* Added optional Manual Entry Price for fixed stop calculations.
* Added automatic futures and equity buffer logic.
* Futures Auto Buffer defaults to the greater of 2 ticks or 10% of Average Stop.
* Stocks and ETFs default to a 10% Average Stop buffer.
* Added adjustable maximum Auto Buffer.
* Added manual tick-based buffer override.
* Added Long and Short stop price calculations rounded to valid minimum tick increments.
* Added Minimal and Full dashboard modes.
* Average Stop clearly identifies whether ATR or Bar Range is being used.
* Added configurable table size.
* Added Left / Center / Right and Top / Middle / Bottom table positioning.
* Added green Long Stop and red Short Stop highlighting.
Indicator
Volatility Corridor - Quantized Equilibrium LevelsMost range and channel tools slide. The midline is a moving average, so it moves on every bar, and the levels drawn from it move with it. That makes them fine as a trend read and close to useless as levels, because the level you looked at ten bars ago is no longer where you left it.
Volatility Corridor does the opposite. It holds still, and then it jumps.
HOW THE CORRIDOR IS BUILT
An equilibrium anchor sits at the centre of the corridor. Once placed, it is frozen. It does not drift, it does not smooth, it does not respond to anything at all until price closes more than one volatility step away from it.
When that happens, the anchor jumps by a whole number of steps in the direction of the breach, lands at the new location, re-measures its step size from ATR at that exact moment, and freezes again.
Three bands are drawn one step apart above the anchor and three below, giving seven horizontal levels: S3, S2, S1, EQ, R1, R2, R3. Because the anchor and the step are both frozen between jumps, every one of those levels is a genuine flat horizontal line for the entire life of the corridor. Across a chart the result is a staircase of stable shelves rather than a wave, and the jump bars are marked so the history of the structure is readable at a glance.
The quantization matters. The anchor moves by whole steps, never by fractions, so successive corridors line up on a common grid instead of drifting off it. When price returns to an area it traded weeks ago, the corridor tends to rebuild on the same shelves rather than near them.
WHAT IS ON THE CHART
Seven stepline levels, thickest at the equilibrium.
Six filled bands between them, darkening toward the outer edges, so the corridor reads instantly without inspecting a single number.
Candles tinted by their position inside the corridor, running from the lower colour at the bottom edge through neutral at equilibrium to the upper colour at the top.
Background tint whenever price is trading fully outside the corridor.
Price labels on every level at the right edge, in four selectable sizes.
Jump markers at the top and bottom of the pane showing every bar the corridor re-anchored, and in which direction.
SETUPS
Two setups are defined, and either can be switched off.
Reversion. Price has pushed into the outer band and closes back inside it while still on its own side of equilibrium. The stop is the far outer level, and the targets are the levels above: equilibrium first, then the next band, then the one after that. The reasoning is that a corridor that is holding will pull price back toward its centre, and the level structure already provides the map for that journey.
Breakout. Price closes fully beyond the outer level of the corridor. The stop is the first level back inside, and the targets are projected one, two and three steps beyond the corridor edge, on the same grid the corridor itself uses.
In both cases the stop and the targets are structural levels, not multiples of risk. Nothing is placed at an arbitrary distance. The stop is where the structure would be wrong, and the targets are the next shelves on the grid.
Only one setup is tracked at a time. A new signal cannot silently replace an unresolved one.
The panel keeps a record of whether the first target or the stop was reached first, and prints collecting rather than a percentage until the sample is large enough to mean anything. That number is a narrow measurement of one mechanical rule, not a backtest, and it says nothing about what a trader who moved a stop or scaled out would have achieved.
SETTINGS
Step Size is the one dial that matters. It sets the width of a single band in ATR terms, and therefore how far price must travel to force a jump. Larger values give wider, rarer, more significant corridors. Smaller values give a tighter grid that re-anchors often.
Volatility Length sets the ATR lookback used to measure a step at each anchor. Longer is more stable.
Everything else is cosmetic: fills, candle painting, label size, level thickness, background tint.
REPAINTING
The anchor, the step size, the jumps, the setups and the alerts all evaluate on confirmed bars only. A level that is drawn is final for the life of the corridor and is never moved retroactively. The script requests no higher timeframe data.
READING IT
Equilibrium is the fair value the corridor is currently defending. Price oscillating around it is a market with no directional decision.
The outer bands are where the current corridor stops being an adequate description of price. Price reaching them means one of two things is about to happen: it is rejected and the corridor holds, or it closes through and the whole structure jumps to a new shelf. Both are tradable and both have a setup defined for them.
A corridor that survives many bars is a market that has agreed on value. A rapid sequence of jumps in one direction is a trend, and the jump markers make that sequence obvious even when the candles do not.
This is an analysis tool, not financial advice, and not a trading system. The setups are two mechanically defined patterns, and no pattern has an edge on its own. Use it with your own risk management and position sizing. Indicator
ATR Stop Loss Calibrator - Volatility Exit LadderATR Stop Loss Calibrator - Volatility Exit Ladder is an ATR-based exit-reference overlay designed to compare multiple volatility-scaled price distances from a user-selected reference.
The script does not generate entries, market-direction signals, take-profit targets, position sizes, trade recommendations, or broker orders. The terms "Long" and "Short" only identify whether an ATR distance is drawn below or above the active reference price.
Its primary purpose is to help users study how different ATR multipliers, reference models, ATR update policies, and ratcheting methods affect potential exit-reference levels.
Core calculation
The script first calculates True Range as:
True Range = max(
High - Low,
abs(High - Previous Close),
abs(Low - Previous Close)
)
The selected smoothing method is then applied to True Range to calculate ATR.
The available ATR smoothing methods are:
Wilder RMA
EMA
SMA
WMA
Each ladder level is calculated from the active reference price and the ATR value currently in use:
Long Tier n = Reference - ATR Used x Tier Multiplier n
Short Tier n = Reference + ATR Used x Tier Multiplier n
The default multipliers are:
Tier 1 = 1.0 ATR
Tier 2 = 2.0 ATR
Tier 3 = 3.0 ATR
Users can freely modify all three multipliers.
The script keeps the effective tiers in strictly ascending order. If the entered values are out of sequence, the levels are normalized using a minimum 0.05 ATR separation. The readout reports when this normalization has occurred.
Core tier
One of the three tiers can be selected as the Core reference tier.
The Core tier:
Receives the strongest visual emphasis
Is used for the Long and Short cushion calculations
Is used by the reach-state logic
Is used by the core-level alert conditions
The other two tiers remain visible as secondary reference distances.
This makes it possible to compare a primary exit-distance assumption against tighter and wider alternatives without treating every line as equally important.
Reference models
The script provides six reference models.
1. Confirmed bar step
This is the default model.
It uses the selected source value from the previous completed bar together with the previous completed ATR value.
With the default Close source, the levels are recalculated from the prior bar's confirmed close.
This mode updates once per completed bar and is intended for users who prefer stable, confirmed-bar reference values.
2. Live rolling
This model uses the selected source value and developing ATR value from the current bar.
The levels can therefore move while the realtime bar is open.
This mode is intended for users who deliberately want an intrabar volatility ruler rather than a completed-bar reference.
3. Daily snapshot
This model creates a reference at the beginning of each new daily period.
The reference can use either:
The new period's opening price
The previous chart bar's closing price
4. Weekly snapshot
This model uses the same snapshot process at the beginning of each new weekly period.
5. Monthly snapshot
This model uses the same snapshot process at the beginning of each new monthly period.
6. Manual anchor
This model allows the user to enter an independent reference price and start time.
The anchor begins on the first chart bar whose opening time is at or after the selected timestamp.
This can be used to study ATR distances from a price chosen through the user's own analysis. The script does not decide where the manual reference should be placed.
ATR behavior for locked references
Daily, Weekly, Monthly, and Manual references are locked-reference models.
For these models, the ATR value can operate in one of three ways.
Frozen at anchor
The ATR captured when the reference begins remains fixed until the reference resets.
This creates a stable volatility unit for the entire reference cycle.
Confirmed each bar
The reference price remains locked, while the ATR distance is recalculated from the previous completed bar.
This allows the ladder width to adapt to confirmed changes in volatility without moving the underlying reference price.
Live each bar
The reference price remains locked, while the developing ATR value is used.
The ladder can therefore expand or contract while the realtime bar is open.
Exit-distance behavior
Locked-reference models also provide three level behaviors.
1. Non-ratcheting ladder
Each level remains a direct ATR distance from the locked reference.
The levels may still change if Confirmed each bar or Live each bar is selected as the ATR update policy.
2. Immediate ratchet
The ratchet activates as soon as the reference cycle begins.
For the Long side, the script tracks the highest favorable price reached after the anchor and allows the levels to move upward, but not downward.
For the Short side, the script tracks the lowest favorable price reached after the anchor and allows the levels to move downward, but not upward.
3. Delayed ratchet
The ratchet remains inactive until price has moved favorably by a user-selected number of anchor ATR units.
The activation distance is measured from the locked reference using the ATR captured when the reference cycle began.
After activation, the Long levels can only tighten upward and the Short levels can only tighten downward.
Ratchet update timing
Ratchet calculations can use either:
Confirmed bars
Live extremes
Confirmed bars update the favorable extreme and ratchet levels only after a bar closes.
Live extremes allow the ratchet to respond to the developing high or low of the current realtime bar.
Reach evaluation
The selected Core tier can be evaluated using either Close or Wick logic.
Close mode
A Long Core level is considered reached when the closing price is at or below the level.
A Short Core level is considered reached when the closing price is at or above the level.
Wick mode
A Long Core level is considered reached when the bar's low touches or crosses the level.
A Short Core level is considered reached when the bar's high touches or crosses the level.
Confirmed-bar events are enabled by default.
When confirmed-bar ratcheting is used, the current bar is evaluated against the level that existed before that bar was completed. The script does not tighten a level from the current bar's favorable extreme and then assume that the same bar subsequently reached that newly calculated level.
This avoids making an unsupported assumption about whether the bar's high or low occurred first.
The detailed readout can distinguish between:
Not reached
Wick reached
Close beyond
Visual design
The default chart view uses a compact current-level projection rail near the latest bars.
It does not draw six full-width historical bands across the entire chart by default.
The rail includes:
A dashed reference level
Three optional Long-side ATR levels
Three optional Short-side ATR levels
A solid, visually emphasized Core tier
Dotted or dashed secondary tiers
A compact vertical spine connecting each side's visible levels
The Long side uses cyan by default.
The Short side uses pink by default.
The active reference uses yellow by default.
All colors, line widths, visible tiers, rail length, right extension, tag size, and display options can be modified.
Right-edge tags
The default Core only setting displays no more than three primary tags:
Reference
Long Core
Short Core
An All tiers mode is available for users who want to inspect every individual level.
The tags can also be disabled.
Historical research view
The historical ATR path is disabled by default to preserve candle visibility.
When enabled, it displays the recent history of the reference and selected tiers over a user-defined number of bars.
An optional historical ribbon can be added between the reference and the selected Core tier.
The historical view is intended for research and comparison. The compact current rail remains the default presentation.
Readout
The compact readout summarizes:
Active reference price
ATR value in use
ATR as a percentage of the reference
Selected Core tier and multiplier
Long Core price and remaining cushion in ATR units
Short Core price and remaining cushion in ATR units
Current display status
The detailed layout additionally shows:
Reference model
Locked-reference behavior
Ratchet activation state
Core-level reach state
The panel location and text size can be changed from the settings.
Data Window outputs
The script provides the following research values in PulseWire's Data Window:
Active reference
ATR used
ATR as a percentage of the reference
Long Tier 1
Long Tier 2
Long Tier 3
Short Tier 1
Short Tier 2
Short Tier 3
Long Core
Short Core
Long cushion in ATR units
Short cushion in ATR units
These outputs allow users to inspect exact numerical values without adding more text to the chart or indicator status line.
Alerts
The following alert conditions are available:
Long ATR Core reference reached
Short ATR Core reference reached
Any displayed ATR Core reference reached
Long delayed ratchet activated
Short delayed ratchet activated
Locked ATR reference reset
Reach alerts follow the selected Close or Wick test and the Confirmed-bar events setting.
Suggested workflow
1. Select whether to display Both sides, Long only, or Short only.
2. Choose the reference model that matches the intended study.
3. Select the ATR length and smoothing method.
4. Enter three ATR multipliers and choose the primary Core tier.
5. For Daily, Weekly, Monthly, or Manual references, select the ATR update policy and optional ratchet behavior.
6. Select Close or Wick reach evaluation.
7. Keep Confirmed-bar events enabled when stable completed-bar alerts are preferred.
8. Use the compact current rail for normal chart viewing.
9. Enable the historical path only when reviewing how the levels behaved across recent bars.
Example research configurations
Confirmed bar step can be used to compare current price with ATR distances calculated from the prior completed bar.
Daily snapshot with Frozen at anchor can be used to maintain one fixed volatility unit from the daily period open or previous close.
Manual anchor with Delayed ratchet can be used to study how an independently selected reference would behave after a favorable ATR-based excursion.
These are research configurations, not trade recommendations.
Default configuration
The default configuration uses:
Both Long and Short sides
Confirmed bar step
Close as the rolling reference source
ATR length 14
Wilder RMA smoothing
1.0, 2.0, and 3.0 ATR tiers
Tier 2 as the Core tier
Non-ratcheting behavior
Close-based reach evaluation
Confirmed-bar events
Current projection rail enabled
Historical path disabled
Reach markers disabled
Core-only right-edge tags
Compact readout
Calculation behavior
The default Confirmed bar step model uses completed-bar source and ATR values.
The default confirmed event setting also waits for the bar to close before generating a reach event.
Live rolling, Live each bar, Live extremes, or disabling confirmed-bar events intentionally allows values or event states to change while the realtime bar is developing.
The lines projected to the right side of the latest bar are visual extensions only. They do not access future prices or future chart data.
Limitations
ATR is a backward-looking measurement of historical price range. It does not predict future volatility, market direction, reversal probability, or execution quality.
The displayed levels are analytical references. They are not stop orders and are not transmitted to a broker.
Actual order execution may differ from a displayed level because of gaps, spread, slippage, liquidity, market closures, broker rules, or instrument-specific contract conditions.
Results depend on the chart symbol, timeframe, available price history, exchange calendar, and data feed.
Synthetic chart types can produce levels from synthetic OHLC values rather than directly traded prices. Standard price charts are preferable when the levels are being compared with executable market prices.
A narrower ATR multiple is not automatically better, and a wider multiple is not automatically safer. Appropriate distances depend on the user's method, holding period, instrument, risk limits, and execution environment.
"Calibrator" refers to the visual comparison of user-selected ATR distances. The script does not optimize settings, score multipliers, or identify a best parameter.
This indicator is provided for analytical and educational use. It does not constitute investment, financial, or trading advice. All analysis, risk decisions, and order placement remain the user's responsibility. Indicator
Session Micro-Structure Shift & Range Equilibrium RadarOverview and Purpose
The Session Micro-Structure Shift and Range Equilibrium Radar is an open source technical analysis indicator designed for intraday traders utilizing ICT and Smart Money Concepts (SMC). It automates the tracking of key trading sessions like Asia, London, and New York, measures range equilibrium, and filters for structural shifts combined with Fair Value Gap (FVG) retests.
How the Indicator Works and Mathematical Logic
1. Session Range and Equilibrium Computation:
The script plots distinct session ranges for Asia (20:00 to 00:00 UTC-4), London (02:00 to 06:00 UTC-4), and New York (08:00 to 12:00 UTC-4). For each active session, the 50 percent Equilibrium level is dynamically plotted using the average of session high and session low.
2. Liquidity Sweep Detection:
The algorithm continuously checks whether price sweeps the previous session high or low liquidity levels.
3. ATR Filtered Displacement and MSS Confirmation:
Following a sweep, a Micro-Structure Shift (MSS) is validated only when a displacement candle forms. Displacement is verified using a 14 period Average True Range filter where the candle body size exceeds 0.8 times the ATR value. The bar must close beyond the active session equilibrium line to mark a true MSS.
4. Fair Value Gap (FVG) Identification and Alert Engine:
When an MSS is confirmed, the script checks for a 3 candle imbalance and draws an active zone box. To avoid signal spam, exactly one alert per session is triggered when price taps into the FVG zone.
Trading Interpretation and Application
Valid Setup (FVG Tap):
When price sweeps a session extreme, confirms an MSS across the Equilibrium level, and retraces to tap the highlighted FVG zone, a valid trade setup occurs. Traders typically place stop losses at the recent swing low or high and target a minimum 1 to 2.5 Risk to Reward ratio.
Invalidated or Unfilled Setup (Missed FVG):
If price performs all required steps like sweep and MSS but fails to retest or tap the FVG box before expanding away, no alert triggers, and the setup is treated as unfilled to protect capital.
Disclaimer
This script is strictly for educational and chart analysis purposes. It does not provide financial advice or direct trading signals. Always manage risk responsibly and perform backtesting across your chosen trading pairs.
Indicator
Systematic Deviation HarvesterThe Systematic Deviation Harvester is a structural asset accumulation engine designed to exploit extreme peak-to-trough price dislocations. Instead of relying on mathematical oscillators or moving averages, this strategy isolates pure structural alpha by measuring real-time percentage contractions from a rolling annual high-water mark.
Operating strictly on a daily resolution, the system treats deep market corrections as mathematical discounts, mechanically scaling into assets during cascading sell-offs and liquidating the aggregate basket via a unified trailing profit target.
🏛️ Core Algorithmic Pillars
1. Trailing High-Water Mark Engine
The system maintains a rolling, state-retaining benchmark of the asset's structural peak.
- Annual Anchor: At the open of the first trading bar of each calendar year, the benchmark resets to prevent structural anchoring bias.
- Peak Registration: If the market prints a higher high during the year, the benchmark dynamically adjusts to the new ceiling, resetting the downside calculation logic.
2. Asymmetric Scale-In Matrix
When market panic drives price away from the annual ceiling, the engine deploys capital across two independent structural tiers. While the strategy permits position stacking over time, an internal state machine prevents over-exposure or execution spam:
- Alpha 1 Allocation (Minor Drop): Triggers an initial capital deployment (e.g., 5% of account equity) when price crosses the secondary correction threshold.
- Alpha 2 Allocation (Major Drop): Triggers a heavier, secondary capital deployment (e.g., 10% of account equity) only if a systemic liquidation cascades into deep discount territory.
3. State Interlocks & Re-Armament Handlers
To prevent the engine from repeatedly buying into a declining market on consecutive bars, the strategy utilizes strict execution flags (minor_triggered and major_triggered). Once a tier is filled, it is locked. The engine governs its multi-cycle stacking through two user-selectable reset rules:
- Clean Slate Mode (Standard): Entry flags remain completely locked until a trailing exit is achieved and total position exposure reads exactly zero. Once flat, the entry flags clear for a fresh cycle.
- Rally Reset Mode (Optional): Clears the entry locks mid-cycle if the market stages a significant recovery rally from its local bottom (e.g., drawdown shrinks back to 1%). This allows the engine to unlock the entry tiers and stack new positions if the market rolls over again before hitting a full profit take.
4. The Omega Master Exit
Position liquidation is never managed on an individual trade level. Instead, the strategy treats the compounded portfolio as a unified basket:
- Composite Average Price Tracker: The engine continuously tracks the volume-weighted average cost base across all active scale-in tiers.
- Tick-Precision Trailing Stop: Once the market rallies past a specified percentage above the composite average cost, the engine activates a trailing stop. It converts percentage parameters into discrete price ticks (syminfo.mintick) to trail the macro-recovery, capturing maximum extension while protecting capital against sudden re-tests of the lows.
⚙️ Interface Parameters & Customization
- Drawdown Thresholds: User-definable percentage boundaries for minor/major entry triggers and recovery reset thresholds.
- True Compounding Sizing: Dynamic capital sizing that computes exact share counts based on real-time equity fluctuations rather than static cash values.
- Unified Compounding Exit: Custom configurations for trailing activation thresholds and peak-to-exit retraction steps.
🚀 Setup & Deployment Guide
1. Timeframe Selection: Open a clean chart and explicitly set the resolution to Daily (1D).
2. Apply Engine: Add the script to your chart. The baseline metrics are pre-configured for broad market index equity tracking.
3. Calibrate Thresholds: Open the inputs settings panel. For high-volatility large-caps, expand the Minor Drop and Major Drop fields proportionally to accommodate wider structural swings.
4. Select Risk Profile: Choose your exposure rule. Toggle Enable Rally Reset Rule ON for aggressive, high-frequency compounding, or leave it OFF for conservative, single-cycle wave trading.
📊 Methodological Constraints (Read Before Backtesting)
- Timeframe Enforced: Designed and structurally locked to the Daily (1D) interval. Intraday testing will render calculation flags inactive.
- Backtest Fidelity: Built using process_orders_on_close = true. This prevents the "look-ahead" backtesting bias common in default script architectures by ensuring orders are strictly filled at the confirmed closing print of a daily candle.
🏁
The Systematic Deviation Harvester is engineered strictly for high-conviction, structural bull-market assets that exhibit long-term macro growth profiles. Because the architecture relies entirely on scaling into deep price contractions relative to annual benchmarks, its structural alpha depends heavily on the underlying asset eventually recovering and charting new highs. It should be deployed exclusively on resilient, secularly expanding markets, such as major index ETFs or high-conviction large-cap equities, where deep corrections represent clear mathematical discounts rather than terminal structural decay. Strategy
Ultimate Risk Manager - Position Sizing and Trade LevelsUltimate Risk Manager is a pre-trade risk planner built around one idea: sizing and stop placement should
be decided before the trade, from the market's own volatility, on any instrument you trade. It aims to be
the last position-sizing tool you need to install — one engine for FX (both 5-decimal and JPY 3-decimal
pairs), crypto, stocks, metals, index CFDs and futures.
It does not generate buy or sell signals and it does not predict anything. You bring the analysis; it
draws the map and does the arithmetic.
WHAT IT DOES
You choose a direction, an execution mode (Market, Limit or Stop order) and — for pending orders — an
entry price taken from your own analysis: an order block, a session high or low, a fair value gap, a
support level, whatever your process produces. The tool then:
- derives the stop from the Average Daily Range (ADR) of completed daily bars, at a configurable share
of that range (default 33%);
- projects up to three take-profit levels at the R multiples you choose;
- sizes the position from your account balance, risk percentage and the instrument's contract
specifications, converting the quote currency into your account currency automatically;
- shows how much of an average day the market has ALREADY travelled today (the "range budget"), so you
can judge whether there is room left for the plan;
- draws every level on the chart with its price, distance and suggested size, and summarises the whole
plan in one panel.
HOW THE SIZING WORKS
One formula covers every asset class:
size = (balance x risk%) / (stop distance x units per lot x quote-to-account rate)
Units per lot are auto-detected (100,000 for FX, point value for futures, 1 for shares and coins) and can
be overridden, because brokers differ — gold is 100 oz at most brokers and 10 at some. The value in use
and the conversion rate applied are always printed in the panel so you can verify both against your
broker's specifications in seconds. If the conversion rate is unavailable, the size reads "—" and the
panel says why: this tool never shows a silently wrong number.
Pip distances are derived from the quote currency, not from a list of ticker names, so every JPY cross is
handled correctly regardless of broker symbol suffixes.
FREEZE MODE
By default the plan follows price — it is a moving ruler. Enable "Freeze setup until SL / TP" to lock the
current plan into a tracked setup: entry, stop, targets and size stay put, anchored at the bar where you
froze them. The freeze resolves only when price touches the stop or a target, and then a fresh plan is
captured automatically. Fill, stop and target alerts exist only in freeze mode, because alerting on a
moving ruler would be noise.
The freeze lifecycle runs on confirmed bars using completed OHLC, so it does not repaint. On a bar whose
range spans both the stop and a target, the stop is scored first — the conservative reading.
HOW TO USE IT
1. Set your account balance, account currency and risk percentage. The script cannot read your broker
equity; you own the balance number and should update it each session.
2. Pick a direction and an execution mode. For Limit or Stop orders, set the entry price from your own
analysis. The panel will flag an entry placed on the wrong side of price for its mode.
3. Read the plan: stop, targets, size, money at risk, and the range budget.
4. Optionally freeze the setup and create the three freeze alerts ("entry filled", "stop hit",
"target hit") using PulseWire's alert dialog.
5. Verify the units-per-lot and the conversion rate shown in the panel against your broker before
placing any real order.
CALIBRATING THE STOP — READ THIS BEFORE JUDGING THE DEFAULTS
The 33% ADR default is calibrated for PRECISION trading: limit entries placed at premium or discount
extremes of the range, where the location of the entry itself absorbs most of the adverse travel. If that
is your style, a third of an average day is meaningful room.
Entries taken mid-flow are a different situation. Stop orders and instant market executions typically
need a LARGER share of the ADR to survive ordinary intraday noise, because they enter where the market is
already moving. If you trade breakouts or at-market, widen the stop percentage before concluding anything
about the tool.
The ADR itself is measured over completed daily bars only (never the forming day), with a selectable
basis: the classic High-Low range, or Close-to-Close drift for methods calibrated to it.
WHAT IT IS NOT
This is a planning and sizing tool, not a strategy and not advice. It will not tell you where to enter —
that is your analysis, and the quality of the plan depends entirely on the quality of the level you feed
it. Average ranges describe the past; any given day can exceed or fall short of them. Position sizes are
suggestions computed from the inputs you set, and contract specifications vary by broker: always verify
against your broker before trading.
DISCLAIMER
For educational purposes only. Nothing here is financial, investment or trading advice, and no outcome is
guaranteed. You are solely responsible for your own analysis, decisions and risk. Indicator
ATR Chandelier StopTrade Control Adaptive ATR Chandelier Stop
The Trade Control Adaptive ATR Chandelier Stop is a volatility based trailing stop designed for swing and position traders who want a more objective way to manage exits and protect gains.
Instead of applying the same fixed percentage stop to every stock, the indicator uses Average True Range, or ATR, to account for how much each symbol typically moves. More volatile stocks receive wider stop levels, while lower volatility stocks receive tighter stop levels.
How it works
For long positions, the trailing stop is calculated as:
Highest high over the selected lookback period minus ATR multiplied by the selected multiplier
With the default settings, the calculation is:
22 bar highest high minus 3 times the 14 bar ATR
This creates a stop that hangs below the stock’s recent high, which is why it is called a Chandelier stop.
As the stock makes new highs, the stop can move higher. During normal pullbacks, the stop generally does not move lower while the bullish trend remains intact.
When price closes below the trailing stop, the indicator changes to a bearish state and begins plotting the corresponding stop above price.
Default settings
ATR Length: 14
Price Lookback: 22
ATR Multiplier: 3.0
Automatic Volatility Adjustment: Off by default
These settings are intended as a balanced starting point for swing and position traders using the daily chart and holding trades for several weeks to several months.
Adaptive volatility option
The optional adaptive setting adjusts the ATR multiplier based on ATR as a percentage of the stock price.
When enabled, the indicator gives highly volatile stocks additional room and may tighten the stop for lower volatility stocks. The standard 3 ATR setting remains the default for traders who prefer a simpler and more consistent approach.
Best uses
The indicator is designed for:
• Swing trading
• Position trading
• Trend following
• Managing profitable trades
• Reducing emotional exit decisions
• Monitoring individual stocks or watchlists
It is generally most useful on the daily timeframe.
Alert condition
The script includes an alert condition for a confirmed daily close below the trailing stop.
Recommended PulseWire alert settings:
Condition: Daily Close Below ATR Stop
Interval: 1D
Trigger: Once per bar close
The alert is designed to trigger when the trend first changes from bullish to bearish. It does not repeatedly alert every day while price remains below the stop.
Important considerations
The Trade Control Adaptive ATR Chandelier Stop is a trade management tool, not a complete trading strategy.
Traders should also consider technical support and resistance, entry price, position size, maximum acceptable loss, earnings risk, gap risk, and overall market conditions.
A stock can gap below the plotted stop, particularly around earnings or major news. The indicator does not guarantee execution at the displayed price. Indicator
[GYTS-CE] Kinetic Trend Envelope (adaptive trailing stop)Kinetic Trend Envelope (Community Edition)
🌸 Part of GoemonYae Trading System (GYTS) 🌸
🌸 --------- INTRODUCTION --------- 🌸
💮 What is the Kinetic Trend Envelope?
The Kinetic Trend Envelope (KTE) is an adaptive directional trailing stop in the lineage of SuperTrend, rebuilt around the premise that volatility is kinetic energy . It measures per-bar motion with five academically grounded volatility estimators, then widens the envelope as energy rises and contracts it as motion settles.
In an uptrend, the lower band ratchets higher and never retreats; in a downtrend, the upper band ratchets lower. The direction changes when the active stop is breached, after which the opposite side becomes the new trailing stop.
💮 Why Use This Indicator?
Conventional trailing stops typically combine a price anchor with one symmetric ATR-derived width. The KTE extends that model with:
Asymmetric volatility profiling — Bullish- and bearish-candle volatility shape the upper and lower bands independently.
Three direction-switch methods — High/low, close, or a smoothed estimator controls flip sensitivity without moving the band anchor.
Five volatility estimators — ATR plus Parkinson, Garman-Klass, Rogers-Satchell, and Yang-Zhang covers different treatments of gaps, drift, and intrabar range.
The outputs are calibrated to a common width basis, so Volatility Factor remains interpretable across estimators and price scales. Fine adjustment may still be useful, but switching estimators should not require re-tuning by orders of magnitude.
↑ The KTE on a trending instrument. The thick line is the active trailing stop; the thin line shows the opposing side of the envelope. Both expand and contract with market energy.
↑ KTE beside PulseWire's built-in SuperTrend, both using ATR with a 10-bar lookback. KTE's asymmetric profile changes how each side responds to directional volatility while the monotonic active band avoids premature loosening.
🌸 --------- HOW IT WORKS --------- 🌸
💮 Core Concept
The bands share a smoothed price estimator as their anchor, but use separate volatility profiles:
Upper band = estimator + (factor × bullish-candle volatility)
Lower band = estimator − (factor × bearish-candle volatility)
In a bullish state, the lower band is active and can only rise. In a bearish state, the upper band is active and can only fall. This monotonic constraint prevents a live trailing stop from loosening within the trend.
The selected direction-switch method changes only the breach test. It does not change the smoothed estimator anchoring the envelope, so a wick-sensitive trigger cannot drag the bands around with the wick.
💮 The Five Volatility Estimators
Each estimator reads a different part of the OHLC bar:
ATR (Wilder, 1978) — Familiar baseline that handles gaps through true range.
Parkinson (1980) — Uses high-low range; efficient under continuous, low-drift conditions.
Garman-Klass (1980) — Adds open-close information; favours continuous sessions without material gaps.
Rogers-Satchell (1991) — Drift-independent and well suited to trending, continuously traded instruments.
Yang-Zhang (2000) — Combines overnight gaps, open-close movement, and Rogers-Satchell; the gap-aware default.
Statistical efficiency does not guarantee a visibly tighter stop. At slow Adaptation Speed settings, long averaging makes the estimators look similar; at fast settings, their different treatments of gaps, drift, and range become more visible. Choose according to the instrument's behaviour rather than expecting one estimator always to produce the narrowest band.
↑ ATR and Yang-Zhang at Adaptation Speed 2. The long profile memory (low speed) smooths away most of the difference, so the two envelopes nearly overlap.
↑ ATR and Yang-Zhang at Adaptation Speed 8. The short profile memory (high speed) exposes their different volatility readings, producing visibly distinct envelope widths.
💮 Asymmetric Volatility Profiling and Adaptation Speed
The KTE stores volatility from bullish and bearish candles separately. Bullish samples determine the upper width; bearish samples determine the lower width. This allows the two sides to respond differently when upward and downward motion carry different energy.
Adaptation Speed controls the memory of this profile, not the speed of the price estimator and not the distance of the stop by itself. Its 1–10 scale maps logarithmically to an internal window:
Speed 3 — approximately 878 bars: stable and slow to re-weight
Default 3.5 — approximately 570 bars: general-purpose smoothing
Speed 8 — approximately 11 bars: highly responsive to recent volatility
Speed 10 — approximately 2 bars: extremely reactive and noisy
Faster does not necessarily mean closer to price. During a volatility burst, a fast profile recognises the expansion sooner and may widen the band sharply. Because the active stop cannot loosen, it can then remain flat until the estimator catches up. A slow profile dilutes the same burst across much more history, so its narrower band may appear to follow price faster.
This is why two instances matched during a calm period can separate during a shock, especially when they also use different Volatility Factor values. Compare Adaptation Speed with the same factor first; matching lines in one regime does not make two configurations equivalent elsewhere.
The profiles are also direction-conditioned: bullish samples are replaced by later bullish candles and bearish samples by later bearish candles. A recent high-volatility sample can therefore persist through a run of opposite-colour candles, producing deliberate step-like plateaux in the relevant band.
↑ Asymmetric profiling in action: the upper and lower widths respond independently to bullish- and bearish-candle volatility.
💮 Direction Switch Methods
The breach source sets the balance between responsiveness and false flips:
On high/low — Uses the current bar's wick and can switch on the breach bar. Fastest and most sensitive to noise.
On close — Uses the previous confirmed close; the switch appears on the following bar.
On estimator — Uses the previous smoothed estimator; the most conservative default, also switching on the following bar.
↑ The three switch methods share the same band geometry but change direction at different times.
🌸 --------- KEY FEATURES --------- 🌸
💮 Eight Estimator Filters
The configurable price anchor includes:
Ultimate Smoother, 2- or 3-pole — Low-noise, near-zero-lag passband response; the 2-pole version is the default.
Super Smoother, 2- or 3-pole — Ehlers low-pass filters for progressively stronger smoothing.
BiQuad — Second-order low-pass filter with an adjustable Q-factor.
ADXvma — Adapts to trend strength and tends to flatten in ranges.
MAMA — Cycle-adaptive MESA moving average.
A2RMA — Adaptive recursive moving average with adjustable gamma.
They are provided by the open-source FiltersToolkit library.
💮 Visual Layering
The display separates function from context:
Active band — Thick directional trailing-stop line
Opposing band — Thin reference for the inactive side
Channel fill — Visual separation between the estimator and each band
Estimator — Optional smoothed anchor
Palette, light/dark mode, widths, and transparencies can be adjusted independently.
🌸 --------- USAGE GUIDE --------- 🌸
💮 Getting Started
Start with the defaults, observe several calm and volatile regimes, and change one dimension at a time:
Tune Volatility Factor for the preferred stop distance.
Tune Adaptation Speed for how quickly width should respond to regime changes.
Choose the direction-switch method for the preferred confirmation level.
Change the volatility estimator only when its assumptions better fit the instrument.
💮 Choosing a Volatility Estimator
Gapped equities — Yang-Zhang accounts for overnight movement.
Trending 24/7 markets — Rogers-Satchell is drift-independent without a separate gap component.
Continuous, range-led markets — Parkinson or Garman-Klass offers efficient range-based measurement under their assumptions.
Familiar baseline — ATR provides conventional true-range behaviour.
On continuous instruments, Rogers-Satchell and Yang-Zhang may look very similar because there are few gaps to distinguish them. Use the Volatility Toolkit to compare their raw behaviour on the intended instrument.
↑ Three estimators compared on one instrument, each reading a different combination of OHLC information.
💮 Tuning Width and Responsiveness
These controls solve different problems:
Volatility Factor — Sets the distance per unit of measured volatility.
Adaptation Speed — Sets the memory of the bullish/bearish profile; faster can widen the stop sooner during shocks.
Volatility Lookback — Sets how quickly the underlying per-bar volatility estimate changes.
Estimator Lookback — Sets the smoothness of the price anchor.
Use symptoms to guide adjustment:
Frequent flips on minor pullbacks — Increase Volatility Factor or use a more conservative switch method (e.g. "on estimator").
Excessive give-back — Decrease Volatility Factor or use a more responsive switch method (e.g. "on high/low").
Width reacts too slowly to regime changes — Increase Adaptation Speed or reduce Volatility Lookback.
Bands become erratic during shocks — Reduce Adaptation Speed or increase Volatility Lookback.
↑ A tight factor follows price more closely and flips more often; a loose factor tolerates larger pullbacks.
💮 Trading Applications
Discretionary trailing stop — Move a protective stop with the active band as it tightens.
Trend confirmation — Accept long signals only during a bullish KTE state, and short signals only while bearish.
Exit timing — Treat a direction change as an exit when the trade thesis is trend-following.
💮 Integration with GYTS Suite
The visible bands and estimator can be selected as sources by compatible Pine scripts. Two packed streams are also exposed:
🔗 STREAM KTE 🪜 Trailing Stoploss — Positive lower-band value in a bullish state; negative upper-band value in a bearish state.
🔗 STREAM KTE 🪜 Mechanism — Encodes the switch method and scale-invariant estimator relationship for compatible consumers.
The KTE is, first and foremost, a trailing stop, and these streams are built for stop management. The Order Orchestrator strategy consumes the Trailing Stoploss and Mechanism streams together : the first supplies the active stop level and its direction, the second makes the strategy's trailing-exit runner follow whatever switch method and estimator you set here. So the stop is configured once, in the KTE.
Beyond that primary role, the signed trailing-stop stream can also serve as a trend signal, since its sign flips with direction: it can be read through sign and magnitude as an entry/exit signal, including by Flux Composer . The KTE can also be paired with Market Regime Detector so flips are acted on only when the broader regime supports trend-following behaviour.
🌸 --------- LIMITATIONS --------- 🌸
Trailing-stop latency — Every trailing stop gives back some of the move between the trend extreme and the eventual breach.
Whipsaws in ranges — Low-energy chop can produce repeated flips; a regime filter may help when ranging conditions dominate.
Fast adaptation can widen the stop — Higher Adaptation Speed means faster volatility response, not guaranteed proximity to price.
Direction-conditioned memory — A bullish or bearish outlier remains in its own profile until enough matching-direction samples replace it, which can create plateaux after shocks.
Warm-up and sample size — Long profile windows need sufficient chart history; strongly one-sided markets may leave one side with few recent samples.
🌸 --------- CREDITS --------- 🌸
💮 Academic Sources
Wilder, J. W. (1978). New Concepts in Technical Trading Systems . Trend Research.
Parkinson, M. (1980). The Extreme Value Method for Estimating the Variance of the Rate of Return. Journal of Business, 53 (1), 61–65. DOI
Garman, M. B., & Klass, M. J. (1980). On the Estimation of Security Price Volatilities from Historical Data. Journal of Business, 53 (1), 67–78. DOI
Rogers, L. C. G., & Satchell, S. E. (1991). Estimating Variance from High, Low and Closing Prices. Annals of Applied Probability, 1 (4), 504–512. DOI
Yang, D., & Zhang, Q. (2000). Drift-Independent Volatility Estimation Based on High, Low, Open, and Close Prices. Journal of Business, 73 (3), 477–491. DOI
Ehlers, J. F. (2024). The Ultimate Smoother. Technical Analysis of Stocks & Commodities , 2024-04. TASC
Ehlers, J. F. (2004). Cybernetic Analysis for Stocks and Futures . Wiley. Covers SuperSmoother, MAMA and more.
💮 Inspiration
Thanks to Trendoscope for inspiring us with the Supertrend - Ladder ATR (2021). It derives long-side stop distance from bearish-candle ATR and short-side distance from bullish-candle ATR, which is one of the mechanisms that we tried to develop further with the KTE.
💮 Libraries Used
FiltersToolkit — Ultimate Smoother, Super Smoother, BiQuad, ADXvma, MAMA, and A2RMA
VolatilityToolkit — Parkinson, Garman-Klass, Rogers-Satchell, and Yang-Zhang estimators
MathTransform — Logarithmic scaling for Adaptation Speed
ColourUtilities — Palette management and light/dark-mode colour adjustment
Indicator
Indicator
Strategy
ATR Trailing Stop ProTitle:
ATR Trailing Stop Pro — Long & Short | Close/Wick Filter | Alerts | Risk %
Description:
A fully-featured ATR-based trailing stop anchored to a specific entry date and price — built for traders who want to manage an open position with a clean, rules-based stop rather than a signal generator.
Unlike generic ATR stop indicators that run on every bar from the beginning of the chart, this one starts exactly where your trade did.
Features
🔴 Long & Short — trails upward for longs, downward for shorts
📅 Entry date & price — set your exact entry point; leave price at 0 to use the day's close automatically
📊 ATR-based trailing — stop only ever moves in your favour, never against you
🕯️ Close vs wick stop-out — choose whether a close below the stop triggers it, or any wick (reduces false exits on volatile assets like BTC/crypto)
🏷️ Chart labels — marks your entry price and stop-out point directly on the chart
📋 Info table — live overlay showing entry price, current stop level, risk % from entry, and trade direction
🔔 Built-in alert — set it once and get notified when your stop is hit without watching the chart
How to use
Add the indicator to a daily chart
Open settings and enter your entry year, month, day
Enter your entry price or leave at 0 to use that day's close
Select Long or Short
Adjust the ATR multiplier to suit your risk tolerance (higher = wider stop, less noise)
Toggle Close mode on if you want to avoid getting stopped out by intraday wicks
Set an alert on the indicator for hands-off monitoring
Works on any asset — stocks, crypto, forex, commodities. Designed and tested on Bitcoin daily. For best results use on the 1D timeframe. Indicator
Indicator
Indicator
Pvt Fibo S&R to Target 12Pvt Fibo S&R to Target 12 is an institutional-grade breakout and automated target management engine built completely on classical Daily/Weekly/Monthly Pivot Points and Fibonacci Support/Resistance (S/R) levels.
Instead of chasing lagging signals, this script monitors the heavy institutional liquidity pools yoked tightly to major horizontal key levels. By processing live price action through three selectable algorithmic breakout frameworks simultaneously, it provides non-repainting, highly optimized breakout signals coupled with an automated 2-tier take-profit sequence.
🎯 The 3 Multi-Mode Algorithmic Breakout Engines
To adapt to varying market environments, the script operates 3 distinct breakout styles (all active by default to maximize strategic flexibility):
Mode 1 (Volume & Candle Anatomy Expansion): Triggers only when the main pivot line is violated by a candle with significant volume (surpassing its 20-period SMA) and a tightly packed, dominant body ratio (Marubozu style). This mode filters out low-volume institutional retail traps (fakeouts).
Mode 2 (Direct Raw Momentum Breakout): Fires immediately upon a raw crossover/crossunder of the key horizontal line. It completely strips away filters to capitalize on sudden, news-driven, hyper-aggressive market expansions where speed is paramount.
Mode 3 (Safe-Zone Hold Confirmation): A strict trend-verification system designed for conservative execution. Rather than reacting to the initial breach, it tracks market absorption by requiring the price to successfully close and hold on the breakout side for X consecutive bars without slipping back across the line.
💰 Automated Target Lifecycle Management (Target 1-2)
The script is natively engineered with a stateful order sequence controller optimized for webhook routers like WunderTrading. It eliminates manual intervention by actively trailing the position's lifecycle:
The Entry: When any selected Mode condition is met, an entry signal (L1/L2/L3 or S1/S2/S3) prints visually on the chart and triggers the entry webhook message.
Target 1 (Partial Take-Profit): The exact moment the live price breaches the first major Fibonacci extension line (R1 for Longs, S1 for Shorts), a TARGET-1 alert fires. This allows automated bots to scale out partially or move stops to break-even.
Target 2 (Take-Profit & Position Liquidation): When the price strikes the primary institutional target line (R2 for Longs, S2 for Shorts), a TARGET-2 alert fires. Simultaneously, the internal position script state completely resets to zero, terminating the trade lifecycle securely without needing to wait for a lagging opposite signal.
🛠️ Key UI Parameters for Fine-Tuning
Pivot Calculation Period: Shift smoothly between D (Daily), W (Weekly), or M (Monthly) horizontal levels. Daily/Weekly lines are highly recommended for intraday timeframes.
Volume Multiplier: Increase this value (e.g., 1.8 or 2.0) to restrict Mode 1 signals only to massive, institutional-sized volume anomalies.
Min Candle Body Ratio (%): Filter out indecisive dojis or long-wick candles by demanding a solid, determined candle structure during breakout tests.
Safe-Zone Bar Count (X): Adjust the number of consecutive candle closes required for Mode 3 validation before entering.
⚡ Best Testing Environments & Timeframes
Top Performing Timeframes: * 15-Minute (15m) and 1-Hour (1h) charts provide the ultimate balance between asset noise reduction and massive intra-week trend capture.
5-Minute (5m) charts work excellent for scalpers, provided you raise the Volume Multiplier to counter micro-fakeouts.
Optimal Trading Assets: * Cryptocurrencies: High-momentum majors (BTC, ETH) that experience explosive expansion out of tight sideways consolidation ranges.
Indices & Commodities: NASDAQ (NAS100), S&P500, and GOLD (XAU/USD) due to their aggressive trend continuity when major daily key levels break.
Forex Major Pairs: EUR/USD, GBP/USD, and USD/JPY during high-liquidity New York and London session overlaps. Indicator
Indicator
Apex Volatility Flow [Pineify]Apex Volatility Flow ATR Chandelier Oscillator
Apex Volatility Flow converts ATR-based Chandelier behavior into a normalized 0-100 oscillator. It tracks flow above or below 50, and marks ATR contraction when volatility falls below a longer baseline.
Key Features
Chandelier-style direction logic using extremes and ATR distance.
Bullish/bearish oscillator coloring around the 50-line bias filter.
Squeeze dots and alerts for compression and flow crosses.
How It Works
The script begins with Average True Range . A long reference uses recent highs minus ATR times the multiplier, while a short reference uses recent lows plus ATR times the multiplier. The anchors blend close-based and wick extremes to reduce one-bar distortion.
A close above the short reference is bullish; a close below the long reference is bearish.
The active level is tracked, then its range resets when direction changes.
The active level is normalized, smoothed with an SMA, and compared with 50.
A squeeze appears when ATR is below 80% of a longer ATR baseline.
How the Components Work Together
The Chandelier logic supplies trend context, while the oscillator scale helps compare charts. Squeeze dots stay separate because compression can break either way; read them with flow crosses, 50-line retests, and price structure.
Trading Ideas and Insights
Bullish continuation may be worth studying when flow holds above 50 and compression releases.
Bearish crosses below 50 can whipsaw in strong uptrends; follow-through matters.
During extended squeezes, confirm direction with structure, volume, or higher-timeframe trend.
Unique Aspects
It turns Chandelier-style stops into a compact oscillator instead of a price overlay.
Normalization resets on direction changes, avoiding stale values from the prior move.
How to Use
Add the indicator to a liquid market and timeframe.
Use 50 as the main bullish/bearish flow reference.
Treat squeeze dots as compression context, not standalone entries.
Use the built-in alert conditions for crosses or squeeze events.
Customization
Volatility Length (default: 22) - Controls ATR and anchors. Higher values smooth but react later.
ATR Multiplier (default: 3.0) - Sets stop distance. Higher values reduce flips but delay regime changes.
Oscillator Smoothing (default: 4) - Smooths the output. Higher values reduce noise but add lag.
Colors - Adjust bullish, bearish, and squeeze marker colors.
Conclusion
Apex Volatility Flow is for traders who want ATR and Chandelier-style context in one oscillator pane. It can help organize flow bias and compression, but should be combined with structure and risk management. It uses no higher-timeframe security calls; live-bar values may still change before close.
Indicator
Indicator
Strategy Sensitivity MatrixThe Strategy Sensitivity Matrix is an institutional-grade backtesting tool designed to evaluate the robustness and parameter sensitivity of trend-following strategies. It enables users to compare the historical performance of a broad range of parameter combinations across multiple metrics to assess the overall stability of the selected strategy. The model displays the complete backtest landscape in a structured, color-coded matrix that allows investors to quickly identify robust parameter regions and evaluate historical performance stability across parameter combinations.
At its core, the matrix systematically evaluates a wide range of parameter combinations, where every individual cell represents the backtest result for one unique parameter configuration. Users can switch between volatility-based strategies and moving-average strategies. In volatility mode, the matrix rows represent volatility lengths and the matrix columns represent volatility factors. In crossover mode, the rows represent fast moving-average lengths and the columns represent slow moving-average lengths. Supported volatility types include the Average True Range (ATR), Standard Deviation (SD), and Mean Absolute Deviation (MAD). Supported moving-average types include the Exponential Moving Average (EMA), Simple Moving Average (SMA), Wilder’s Moving Average (RMA), and Weighted Moving Average (WMA). Supported display metrics include:
CAGR = Compounded Annual Growth Rate.
Sharpe = CAGR per unit of standard deviation.
Sortino = CAGR per unit of downside deviation.
Martin = CAGR relative to the Ulcer Index (UI).
Calmar = CAGR relative to maximum drawdown.
Max DD = Largest peak-to-trough decline in value.
Alpha (α) = Excess annualized risk-adjusted returns.
Expectancy = Average expected return per trade.
Profit Factor = Total gross profit per unit of losses.
Win Rate = Ratio of profitable trades to total trades.
Trades/Year = Average number of trades per year.
The matrix follows an intuitive percentile-based coloring framework that dynamically compares the relative performance and stability of all parameter combinations. Stronger values above or equal to the matrix median are highlighted in green, with bright green representing the top 10% of all parameter combinations. Weaker values below the matrix median are highlighted in orange, while red represents objectively weak performance based on the selected metric. Broad clusters of consistently strong results generally suggest lower parameter sensitivity and potentially greater robustness, while isolated peaks generally suggest elevated parameter sensitivity.
The summary table displayed above the matrix provides a broader distribution-level statistical overview of results across all parameter combinations. This structure allows investors to evaluate whether strong historical performance appears statistically widespread or narrowly concentrated across the parameter landscape. Stable parameter landscapes generally exhibit lower standard deviation, similar median and average values, and smaller performance gaps between the best and top 10% parameter combinations. The summary table includes the following sections:
Start = Start month and year of the selected backtest period.
End = End month and year of the selected backtest period.
Metric = Performance metric currently displayed in the matrix.
B&H = Buy-and-hold performance for the selected metric.
Best = Best-performing parameter combination in the matrix.
Top 10% = Average value of the top 10% parameter combinations.
Median = Median value across all parameter combinations.
Average = Average value across all parameter combinations.
Std Dev = Standard deviation of all parameter combinations.
≥ B&H = Percentage of combinations equal or better than B&H.
In summary, the Strategy Sensitivity Matrix is a powerful robustness analysis tool designed to help investors make data-driven decisions when evaluating parameter combinations across trend-following strategies. By evaluating the full parameter landscape, investors can quickly determine whether strong historical performance appears broadly distributed across stable parameter regions or narrowly concentrated within isolated parameter combinations. While historical robustness can provide valuable insight into past market behavior over the selected backtest period, users should remain mindful that market structures evolve over time and that historically stable parameter regions may not necessarily persist in future market conditions. Indicator
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Volatility Stop SelectorThe Volatility Stop Selector is a comprehensive trend-following tool designed to automatically identify the optimal volatility stop strategy. It features adjustable parameters and an integrated backtester that delivers institutional-grade insights into the recommended strategy. The model continuously adapts to new data in real time by evaluating multiple volatility length and factor combinations, determining the best-performing configuration, and presenting the backtest results in a clear, color-coded table that benchmarks performance against the buy-and-hold strategy.
At its core, the model systematically backtests a wide range of volatility stop combinations to identify the configuration that maximizes the selected optimization metric. Users can choose to optimize for absolute returns or risk-adjusted returns using metrics such as the Sharpe, Sortino, Martin, or Calmar ratios. The Martin ratio is particularly well suited for volatility-based risk management strategies, as it evaluates returns relative to the Ulcer Index, capturing both the depth and duration of drawdowns and therefore favoring smoother equity curves. Alternatively, users can enable manual optimization to test custom volatility length and factor settings and view the corresponding backtest results. The label displays the Compounded Annual Growth Rate (CAGR) of the strategy, with the buy-and-hold CAGR in parentheses for comparison. The table presents the backtest results based on the volatility length and factor displayed at the top:
Sharpe = CAGR per unit of standard deviation.
Sortino = CAGR per unit of downside deviation.
Calmar = CAGR relative to maximum drawdown.
Max DD = Largest peak-to-trough decline in value.
Beta (β) = Return sensitivity relative to buy-and-hold.
Alpha (α) = Excess annualized risk-adjusted returns.
Win Rate = Ratio of profitable trades to total trades.
Profit Factor = Total gross profit per unit of losses.
Expectancy = Average expected return per trade.
Trades/Year = Average number of trades per year.
This indicator is designed with flexibility in mind, enabling users to specify the start date of the backtesting period, the preferred volatility type, and the price source. Supported volatility types include the Average True Range (ATR), Standard Deviation (SD), and Mean Absolute Deviation (MAD). Supported price sources include Close, Heikin Ashi, HL2, HLC3, and OHLC4. To minimize overfitting, users can define constraints such as a minimum and maximum number of trades per year, as well as an optional optimization margin that prioritizes more robust combinations by requiring more reactive combinations to exceed this threshold. The table follows an intuitive color-coded logic that enables quick performance comparison against buy-and-hold (B&H):
Sharpe = Green indicates better than B&H, while red indicates worse.
Sortino = Green indicates better than B&H, while red indicates worse.
Calmar = Green indicates better than B&H, while red indicates worse.
Max DD = Green indicates better than B&H, while red indicates worse.
Beta (β) = Green indicates better than B&H, while red indicates worse.
Alpha (α) = Green indicates above 0%, while red indicates below 0%.
Win Rate = Green indicates above 50%, while red indicates below 50%.
Profit Factor = Green indicates above 2, while red indicates below 1.
Expectancy = Green indicates above 0%, while red indicates below 0%.
In summary, the Volatility Stop Selector is a powerful tool designed to help investors make data-driven decisions when selecting volatility-based trend-following strategies. By optimizing for risk-adjusted returns, investors can identify the best configurations using institutional-grade metrics. While results are based on the selected historical period, users should be mindful of overfitting, as past results may not persist under future market conditions. Since the model continuously recalibrates to incorporate new data, the recommended length and factor may evolve over time. Indicator
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SPY VVIX VIX Buy Hold Sell SystemSPY VVIX VIX Buy Hold Sell System is a volatility-regime-based decision tool designed to help traders classify SPY conditions into BUY, HOLD, or SELL / DEFEND.
The system uses VVIX, VIX, SPY trend, and a Range Filter to identify when volatility risk is calm, rising, or dangerous.
BUY SPY:
This signal appears when SPY is in a bullish trend, the Range Filter confirms upward movement, VVIX is calm and falling, and VIX is not rising. This suggests volatility risk is contained and long SPY exposure is favored.
HOLD:
This signal means the SPY trend remains constructive, but the volatility backdrop is not strong enough for aggressive fresh buying. Existing positions may be held, but caution is advised.
SELL / DEFEND:
This signal appears when VVIX rises strongly, VIX confirms risk expansion, VVIX reaches danger or panic levels, or SPY trend weakens. Traders may consider selling SPY, reducing exposure, tightening stops, or defending with hedges such as puts or collars.
VVIX is treated as an early warning indicator because it measures the volatility of volatility. Rising VVIX can warn that the options market is preparing for future volatility expansion before SPY fully reacts.
This script is intended as a decision-support tool, not financial advice. Use with risk management, position sizing, and additional confirmation. Indicator
