MES Etap 0EN:
One indicator replacing seven. Designed for learning to read the market and exporting clean data for AI analysis.
What's inside:
Session VWAP with standard deviation bands (1σ, 2σ)
EMA 8, 20, 50, 200 with proper column names in CSV export
ATR(14) and RVOL (relative volume) in Data Window
Cross-asset data: VIX, NQ, RTY, US10Y, DXY on every candle
Live data table in the top-right corner (optional)
Why this exists:
PulseWire's CSV export labels default EMA indicators as "Plot". Four EMAs = four "Plot" columns and you can't tell which is which. This indicator solves that: every column has a readable name (EMA_8, EMA_20, VWAP, ATR_14, VIX, NQ...). One export = complete data record ready for analysis.
Who it's for:
MES/ES traders building an R&D system with AI. Readers of the "Bractwo Rynku" book series. Anyone who wants clean, labeled data exports from PulseWire.
Editable parameters:
EMA, ATR, RVOL periods, VWAP band multipliers, toggle table and bands on/off.
Takes 1 indicator slot. On Essential plan (limit 5) you still have room for Volume and more.
Open source. Repo: github.com/Badmike81/bractworynku-etap0
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OB + Big Trades Signal# OB + Big Trades Signal Indicator
## Overview
The **OB + Big Trades Signal** indicator combines three powerful concepts into a single, clean signal layer: **Volume-based Order Blocks**, a **Big Trades (Whale) Detector**, and a **Daily VWAP filter**. A signal is only generated when all three conditions align — significantly reducing noise and increasing the quality of each entry.
---
## How It Works
### 1. Order Blocks with Volume
Order Blocks are price zones where a consolidation phase was followed by a strong breakout candle with above-average volume. These zones represent areas where institutional participants placed significant orders, and price tends to react when revisiting them.
- **Bullish Order Block** — forms when a consolidation is broken to the upside with high volume. Marks potential support / demand zones.
- **Bearish Order Block** — forms when a consolidation is broken to the downside with high volume. Marks potential resistance / supply zones.
Order Blocks are automatically removed ("mitigated") when price trades through them, keeping the chart clean and relevant.
### 2. Big Trades Detector
The Big Trades component analyzes intrabar volume intensity using a statistical model. It splits each candle's volume into estimated **buy pressure** and **sell pressure** based on the candle's close position within its range. A trade is classified as a "Big Trade" when its volume deviates significantly from the recent average — specifically beyond a configurable multiple of the standard deviation (sigma).
- **Big Buy** — abnormally high buying pressure on the current bar
- **Big Sell** — abnormally high selling pressure on the current bar
Three tiers of intensity are detected (T1, T2, T3), with T3 representing the most extreme whale activity.
### 3. Daily VWAP Filter
The Volume Weighted Average Price (VWAP) resets every day at 00:00 UTC. It acts as a directional bias filter:
- Price **above** VWAP → bullish bias → only Long signals are allowed
- Price **below** VWAP → bearish bias → only Short signals are allowed
---
## Signal Logic
| Signal | Conditions Required |
|--------|-------------------|
| **LONG** | Big Buy detected + Price near/inside a Bullish Order Block + Price above Daily VWAP |
| **SHORT** | Big Sell detected + Price near/inside a Bearish Order Block + Price below Daily VWAP |
All three conditions must be true simultaneously for a signal to appear.
---
## Settings
### Order Blocks
| Parameter | Description |
|-----------|-------------|
| Consolidation Lookback | Number of bars to evaluate for consolidation detection |
| Breakout Threshold % | Minimum breakout strength required to form an Order Block |
| Maximum Order Blocks | Maximum number of active Order Blocks shown on the chart |
| OB Proximity % | How close (in %) price must be to an Order Block to trigger a signal |
### Volume (Order Blocks)
| Parameter | Description |
|-----------|-------------|
| Volume Calculation Method | Simple, Relative, or Weighted volume comparison |
| Volume Lookback Period | Lookback for average volume calculation |
| Volume Threshold Multiplier | Minimum volume multiple required to confirm an Order Block |
### Big Trades Detector
| Parameter | Description |
|-----------|-------------|
| Lookback Period | Baseline period for statistical volume analysis |
| Sensitivity (Sigma) | Standard deviation multiplier — higher = fewer but more extreme signals |
### VWAP & Display
| Parameter | Description |
|-----------|-------------|
| Show Daily VWAP | Toggle VWAP line visibility |
| VWAP Color | Color of the VWAP line |
| Show Order Blocks | Toggle Order Block boxes on/off |
### Signal Labels
| Parameter | Description |
|-----------|-------------|
| Long / Short Label Color | Background color of the signal label |
| Long / Short Text Color | Text color of the signal label |
| Label Size | Tiny / Small / Normal / Large / Huge |
| Background Highlight | Tints the bar background when a signal fires |
### Alert Options
| Parameter | Description |
|-----------|-------------|
| Signal Direction | Filter alerts to Long + Short, Only Long, or Only Short |
| Push Notification | Sends a push alert via `alert()` directly — no manual alert setup needed |
| Enable Time Window | Restricts alerts to a defined time range |
| From / To Hour & Minute (UTC) | Start and end of the active alert window in UTC |
> **Time zone note:** The time window runs in UTC. Adjust for your local time zone when setting the hours (e.g. CET = UTC+1, so subtract 1 hour).
---
## Alerts Available
The indicator provides **9 alert conditions** selectable in the PulseWire alert dialog:
1. `LONG – OB + Big Buy + VWAP` — Full Long signal (all filters active)
2. `SHORT – OB + Big Sell + VWAP` — Full Short signal (all filters active)
3. `Signal (Long or Short)` — Either direction
4. `Big Buy detected (unfiltered)` — Big Buy only, no OB/VWAP filter
5. `Big Sell detected (unfiltered)` — Big Sell only, no OB/VWAP filter
6. `Price in Bullish OB Zone (above VWAP)` — Price enters demand zone
7. `Price in Bearish OB Zone (below VWAP)` — Price enters supply zone
8. `Price crosses VWAP upward` — Bullish VWAP crossover
9. `Price crosses VWAP downward` — Bearish VWAP crossover
All signal alerts include an **anti-spam filter** — each alert fires only once per bar regardless of how many ticks meet the condition.
---
## Tips & Recommendations
- **Timeframe:** Works best on 5m–1h charts. Lower timeframes produce more signals; higher timeframes produce fewer but more significant ones.
- **Sensitivity tuning:** Start with Sigma = 3.0. Increase to 3.5–4.0 for stricter, less frequent signals. Decrease to 2.0–2.5 for more activity.
- **OB Proximity:** Set tighter (0.05–0.10%) for precise entries, wider (0.20–0.30%) if you want signals slightly ahead of the zone.
- **Push alerts:** Enable the Push Notification toggle and set your time window to only receive alerts during your active trading hours — no noise outside your session.
- **Combine with trend context:** For best results, trade Long signals during uptrends and Short signals during downtrends on a higher timeframe.
---
## Disclaimer
This indicator is a tool to assist analysis and does not constitute financial advice. Past signal performance is not indicative of future results. Always use proper risk management.
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VWAP Rejection + CISD AlertVWAP Rejection + CISD Alert — Full Backtest Table + Entry Time Window
This powerful intraday ICT-style indicator automatically detects high-probability VWAP Rejection + CISD setups and gives you everything you need to trade them with precise risk management.
Strategy Rules (all must align):
VWAP Rejection: Candle body fully above VWAP (bullish) or below VWAP (bearish) with a wick touching VWAP.
CISD Confirmation: Strong reversal candle after minimum consecutive opposite candles (default 2), breaking the prior high/low, and occurring within max bars after rejection (default 2).
Extra Filters:
CISD candle must open above VWAP (longs) or below VWAP (shorts).
CISD candle must close above/below your chosen Moving Average (SMA/EMA/WMA/VWMA – fully adjustable).
Entry: At the open of the very next candle after CISD confirmation.
Stop Loss: Choose between:
Open of the CISD candle (original)
Extreme wick of the VWAP rejection candle (low for longs / high for shorts)
Take Profit: User-defined multiplier (default 2R) from entry.
Visuals & Tools:
Small REJ↑ / REJ↓ labels on rejection candles
Large lime/fuchsia CISD↑ / CISD↓ triangles on confirmation
Detailed ENTRY LONG/SHORT labels showing exact Open, SL, and TP prices
Horizontal lines (Entry dashed blue, SL red, TP green) starting at the CISD candle and automatically stopping when price hits SL or TP
Yellow TP and Blue SL hit triangles marking exact exit candles
Live Performance Table (top-right) showing:
Total Trades
Wins / Losses
Win Rate %
Current TP Multiplier
Key Inputs:
CISD Settings: Min consecutive candles, Max bars after rejection
Risk Management: TP Multiplier, SL Placement (2 options)
Moving Average Filter: Length + Type (SMA/EMA/WMA/VWMA)
Time Filter: Entry Time Window (default 8:00–11:00 AM EST)
Visual toggles for labels, lines, and CISD shapes
Alerts:
Set alerts on “CISD Confirmed → LONG Setup” or “SHORT Setup”.
Alerts fire the moment the CISD candle closes — perfect timing to enter at the next open.
Ideal for 1m–15m charts on indices, forex, and futures. Combines classic VWAP rejection with ICT CISD concepts plus strict filters for cleaner, higher-probability trades. Indicator
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EOL Labs - Paragon HUD v2.2 Heads-Up Display for Trade Readiness─────────────────────────────────────────────────────────────
🧪 EOL Labs • Paragon HUD v2.2 — Heads-Up Display for Trade Readiness
─────────────────────────────────────────────────────────────
A three-stage trade readiness system that walks you through
the setup process — PREP, ARM, FIRE — so you never jump the
gun on a trade that hasn't fully confirmed.
▸ HOW IT WORKS
PREP — Conditions are aligning. Bias, slope, and filters
agree that a move may be developing near VWAP.
ARM — Price has crossed VWAP in the expected direction.
Setup is loaded. Wait for the trigger.
FIRE — EMA crossover confirms entry. Execute.
▸ KEY FEATURES
• Three-stage state machine (PREP → ARM → FIRE)
• VWAP proximity band for entries near fair value
• T3-smoothed slope confirmation with configurable lookback
• Higher-timeframe T3 directional gate (longs require HTF
upslope, shorts require HTF downslope — symmetric logic)
• OBV momentum filter with optional dynamic volume gate
• ATR-based stop loss and risk-multiple take profit levels
• Live SL/TP lines on chart (active side only, not spammed)
• Floating HUD panel: state, side, entry, SL, TP, R:R, timer
• Bar countdown timer shows seconds until current bar closes
• Static alertcondition() for PulseWire alert dialogs
• Dynamic alert() with price levels for webhook automation
▸ RECOMMENDED SETTINGS
Works on any instrument and timeframe. Designed for intraday
trading on 1m–15m charts with a 60m HTF confirmation gate.
Default parameters are tuned for general use — adjust the
Bias Gate and ATR Stop multiplier for your instrument's
volatility profile.
▸ NON-REPAINTING
The HTF security call uses the close + lookahead_on
pattern to ensure confirmed-only higher-timeframe data.
Dynamic alerts fire only on barstate.isconfirmed. Indicator
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Advanced Engine: RVOL and Price ActionThis is an Enhanced version of SuperTrend and Volume Oscillator, utilising the Relative Volume and ZScore to give precise signals. This works well with Indicies and most stocks. Chose Chart TF as 10 mins
1. System Overview
The v6.12 Engine is a dual-timeframe algorithmic system. It utilizes the Chart Timeframe (CTF) to establish macro trend, mean-reversion boundaries, and structural momentum. Simultaneously, it runs a background 1-Minute Timeframe (1m TF) engine to analyze absolute volume expansion and micro-order flow delta.
The system features dynamic toggles allowing it to act as a strict trend-follower, a VWAP mean-reversion scalper, or a high-velocity volume breakout catcher.
2. Core Mathematical Components
A. Chart Timeframe (CTF) Indicators
SuperTrend (Macro Bias): ATR-based trailing envelope. (ATR: 10, Multiplier: 3.0).
Toggle:Ignore SuperTrend forces the internal state to true to allow pure VWAP mean-reversion trades.
VWAP (Intraday Baseline): Session-anchored Volume Weighted Average Price based on Typical Price (hlc3).
Volume Oscillator (Structural Momentum): Measures acceleration of trading volume.
VolOsc = 100 \times \frac{EMA(Volume, 5) - EMA(Volume, 10)}{EMA(Volume, 10)}
Requirement: Must be rising/falling over 2 consecutive bars.
Stochastic RSI (Price Velocity): Averaged %K and %D lines.
Requirement: Must be rising/falling over 2 consecutive bars, unless "Stuck" at extremities (< 1 or > 99).
B.1-Minute (1m TF) Indicators
Calculated independently of the chart timeframe using exact 1-minute tick data.
Relative Volume (RVOL): Compares the current 1m volume against the historical average volume for that exact same minute over the last N days (Default: 10 days).
Trigger (isHighRVOL): RVOL > 1.5.
Smoothed Delta Z-Score: Calculates the difference between buying volume and selling volume within the 1-minute candle, normalizes it into a Z-Score, and applies a 3-period Simple Moving Average.
Trigger (isZBull): Smoothed Z-Score is rising AND 1m Price is Bullish (Close > Open).
Trigger (isZBear): Smoothed Z-Score is rising AND 1m Price is Bearish (Close < Open).
3. Strict Entry Criteria
The engine evaluates signals via logical OR gates between sub-routines. If any of the following sub-routines return true, a trade is executed.
A. Long (BUY) Triggers
All Long entries strictly require the execution candle to be Green (Close > Open). If the 1m Sniper Filter is enabled, all Standard, Stuck, and Override entries must also have a Bullish 1m Z-Score (isZBull).
Standard Buy: SuperTrend Green + Price > VWAP + VolOsc Rising + StochRSI Rising.
Stuck Buy: StochRSI < 1 (bypassing slope) + SuperTrend Green + Price > VWAP + VolOsc Rising.
Oversold Override Buy: StochRSI < 20 + StochRSI Rising + VolOsc Rising + Price > VWAP (Overrides Red SuperTrend).
RVOL Breakout (If Enabled): Price > VWAP + SuperTrend Green + isHighRVOL + isZBull (Bypasses CTF VolOsc and StochRSI).
B. Short (SELL) Triggers
All Short entries strictly require the execution candle to be Red (Close < Open). If the 1m Sniper Filter is enabled, all Standard, Stuck, and Override entries must also have a Bearish 1m Z-Score (isZBear).
Standard Sell: SuperTrend Red + Price < VWAP + VolOsc Falling + StochRSI Falling.
Stuck Sell: StochRSI > 99 (bypassing slope) + SuperTrend Red + Price < VWAP + VolOsc Falling.
Overbought Override Sell: StochRSI > 80 + StochRSI Falling + VolOsc Falling + Price < VWAP (Overrides Green SuperTrend).
RVOL Breakout (If Enabled): Price < VWAP + SuperTrend Red + isHighRVOL + isZBear (Bypasses CTF VolOsc and StochRSI).
4. Strict Exit Criteria
The engine manages risk and flattens positions based on the following autonomous triggers:
Stop-and-Reverse (Standard): If an opposing valid entry signal fires while a position is open, the engine simultaneously calculates realized PnL, flips the state directly to the opposite direction, and updates the entry price.
VWAP Early Exit (If Enabled): Exits a trade prior to a full momentum reversal if the entire body of the candle closes across the VWAP line against the trade direction.
Long Exit: max(open, close) < VWAP
Short Exit: min(open, close) > VWAP
1m Micro-Divergence Exit (If Enabled): Exits a trade immediately if micro-order flow violently shifts against the position, regardless of the chart timeframe structure.
Long Exit: isHighRVOL AND isZBear.
Short Exit: isHighRVOL AND isZBull.
Cutoff Exit (Smart No-Entry): If a standard reversal signal fires after the No Entry Hour (Default: 14:45), the engine uses it to EXIT the current trade but strictly blocks the new entry leg.
EOD Square-Off (If Enabled): Hard flattens any remaining open positions at the exact close of the designated EOD candle (Default: 15:10) to secure intraday margins.
5. System Accounting & Webhook Outputs
Continuous Open PnL: The tradeState (-1, 0, 1) and entryPrice lock on execution. If swing trading (EOD Close disabled), floating PnL carries over across sessions.
Daily Realized PnL: Hard-resets to 0.0 at the first bar of a new calendar day. The previous day's total realized points are stamped to the Pine Logs.
Webhook Payload: The system fires strictly validated JSON strings to the configured endpoint at alert.freq_once_per_bar_close:
{"action": "BUY", "ticker": "...", "price": 0.00, "exchange": "..."}
{"action": "SELL", "ticker": "...", "price": 0.00, "exchange": "..."}
{"action": "EXIT", "ticker": "...", "price": 0.00, "exchange": "..."}
{"action": "SQUARE_OFF", "ticker": "...", "price": 0.00, "exchange": "..."}
Indicator
Fair Value ZonesSee where today's true fair price is — and exactly how far the market has stretched from it.
Every trading session produces a single price that reflects where the majority of money actually changed hands. Large institutional traders — funds, banks, and market makers — reference this level constantly. When price drifts too far above or below it, it has a strong tendency to snap back. This indicator draws that fair value line and the stretch zones around it, reset fresh at the start of each session.
──── What You're Looking At ────
Gold line (centre) — the fair value line . This is the volume-weighted average price for the period. It represents the price that the most money was transacted at — the level large participants regard as "fair" on this day.
Blue bands (Band 1) — price is one standard move away from fair value. Normal pullbacks commonly find support or resistance in this zone.
Purple bands (Band 2) — price is significantly stretched. Reversions toward the fair value line are common from here.
Red bands (Band 3, optional) — price is extremely extended. These are rare but high-probability mean-reversion zones.
──── How to Read It ────
When price is above the fair value line , buyers are in control for the session. On dips, the fair value line tends to act as support — a level where buying interest resumes.
When price is below the fair value line , sellers are in control. On rallies, the fair value line tends to act as resistance — a ceiling where selling pressure reappears.
When price reaches Band 2 or Band 3 , it has moved far from where most of the day's volume was transacted. These levels mark potential exhaustion zones — especially when paired with a reversal candle.
Price returning to the fair value line from an outer band is called a mean reversion . On low-trend, range-bound days, this is one of the most reliable patterns available.
──── Settings ────
VWAP Settings
Source — the price input for the calculation. Default: average of high, low, and close (HLC3), which is the standard convention.
Reset Period — when to start a fresh calculation from zero:
Session — resets at the open of each trading day. Best for intraday timeframes (1-minute to 1-hour).
Week — resets every Monday. Best for swing traders holding multi-day positions.
Month — resets at the start of each calendar month. Best for position traders and investors.
VWAP Color / Width — visual customisation for the fair value line.
Band 1 / Band 2 / Band 3
Show — toggle each band level on or off individually.
× SD — the multiplier that sets how wide each band is. Default: 1×, 2×, 3× standard deviation. The bands widen automatically as price moves become larger — they adapt to the market's volatility for that session.
Color — independent color per band level.
Visuals
Show Band Fills — shades the area inside each band pair with a light fill, making the zones easier to see at a glance.
──── Alerts ────
Cross Above Fair Value — price crossed above the fair value line
Cross Below Fair Value — price crossed below the fair value line
Above +1 SD Band — price moved into the first upper stretch zone
Below -1 SD Band — price moved into the first lower stretch zone
Above +2 SD Band — price is significantly extended above fair value
Below -2 SD Band — price is significantly extended below fair value
──── Tips ────
This indicator is most effective on intraday timeframes (1m–1h) with Session reset, and on daily charts with Week or Month reset. It is not designed for use on weekly or monthly timeframes.
On strongly trending days, price may hold above the fair value line all session without returning to it — the line rises to meet price as more volume trades higher. Do not try to fade every move away from the line on a trending day.
The highest probability mean-reversion setups occur when price reaches Band 2 or beyond and shows a clear rejection candle — a long wick, an engulfing candle, or a pin bar pointing back toward fair value.
In choppy or low-volume sessions , the bands stay tight and price oscillates around fair value. These are ideal conditions for fading extremes back to the centre line.
Combine with the Trend Alignment Ribbon : trade in the direction the trend indicator confirms, and use pullbacks to the fair value line as your entry point.
Indicator
VWAP [crlmx] Flexible Volume Weighted Average Price (VWAP) for clean
volume-weighted fair value benchmark and trend direction.
Key Features
- Adjustable VWAP Anchor
- 30min, 1H, 2H, 4H, 8H, 12H, D, W, M, Q, Y
- Sessions New York, London, Asia, with adjustable time
- Clean session breaks, no skews in VWAP line
- Period limit fearure (default 3) hides older periods
- Streamlined inputs/UI brought to you by crlmx
Trading Applications
- Intraday anchors (30min-12H): scalping and day trading
- Daily anchor: traditional intraday analysis
- Weekly/Monthly/Quarterly: swing trading context
- Yearly: long-term fair value
- Configuration examples:
Scalping: 30min-1H anchor | Limit: 5-10 | Bands: On | Multiplier: 1.0-1.5
Intraday: Day anchor | Limit: 3-5 | Bands: On | Multiplier: 1.0-2.0
Swing: Week-Month | Limit: 3-5 | Bands: Off | VWAP line only
Position: Quarter-Year | Limit: 3 | Bands: Off | Fair value reference
Version History
v1.56 (Latest - 22 Feb 2026)
- VWAP display limit feature: shows set amount of periods
- Added Market Sessions
- Streamlined input panel organisation
Indicator
VWAP Confluencia 3x (DIA, SEMANA, ANCORADA)VWAP Confluence 3x Daily · Weekly · Anchored
Purpose
A pragmatic VWAP suite for execution and risk management. It plots three institutional reference lines: Daily VWAP, Weekly VWAP, and an Anchored VWAP (AVWAP) starting from a user defined event (news, earnings, session open, swing high/low).
Why it matters
VWAP is the market’s “fair price” weighted by where volume actually traded. Confluence across timeframes and events turns noisy charts into actionable bias and clean levels.
What it does
Daily VWAP — resets each trading day; intraday “fair value.”
Weekly VWAP — resets each week; swing context and larger player defense.
Anchored VWAP — starts at a precise timestamp you set (e.g., news release).
Price source toggle — Typical Price
(𝐻+𝐿+𝐶)/3
(H+L+C)/3 or Close.
Visibility switches — enable/disable each line independently.
Anchor marker — labels the first bar of the AVWAP.
Inputs
Show Daily VWAP (on/off)
Show Weekly VWAP (on/off)
Show Anchored VWAP (on/off)
Price Source: Typical (H+L+C)/3 or Close
Anchor Time: timestamp of your event (uses the chart/exchange timezone)
How to anchor to a news event
Find the exact release time as shown in your chart’s timezone.
Open the indicator settings → set Anchor Time to that minute.
The AVWAP begins at that bar and accumulates forward.
Playbook (examples, not signals)
Strong long bias: price above Daily and Weekly VWAP; AVWAP reclaimed after news.
Strong short bias: price below Daily and Weekly; AVWAP reject after news.
Mean revert zones: price stretches far from the active VWAPs and snaps back; size around VWAP with tight risk.
Targets: opposite VWAP, prior day/week highs/lows, or liquidity pools near AVWAP.
Best used with
Session highs/lows, liquidity sweeps, volume profile, and time-of-day filters.
Notes & limitations
Works best on markets with reliable volume (equities, futures, liquid crypto). FX spot uses synthetic volume interpret accordingly.
Anchor Time respects the chart’s timezone. Convert news times before setting.
This is an indicator, not a backtestable strategy. No trade advice.
Disclaimer
For educational purposes only. Trading involves risk. Do your own research and manage risk responsibly. Indicator
