Clean CPR v7.0 (Call & Put)// --------------------------------------------------------------------
// DESCRIPTION
// --------------------------------------------------------------------
// Clean CPR v7.1 is a multi-module trading and analysis toolkit built
// around Central Pivot Range (CPR) for intraday and swing trading.
//
// Core features:
// • Daily / Weekly / Monthly CPR with fills, labels and price display
// • Automatic CPR width classification (Super Narrow → Wide)
// • Visual alert when today’s CPR is WIDE (“WIDE CPR TODAY”)
// • Trade filtering: Wide CPR days are blocked from new entries
// • Pivot-based Support & Resistance (R1–R5, S1–S5, optional historical)
// • Developing CPR and Developing R1 / S1 levels
// • Previous Session High/Low with optional shaded zones
// • Dual Donchian Channels with auto-alignment coloring
// • Anchored Day-Open VWAP
// • Initial Balance (first hour range)
// • CPR + ATR + EMA + Fundamentals information table
// • Integrated 1H Call & Put breakout strategy with Supertrend, ADX,
// ATR trailing stop, targets, gap handling and time filters
//
// This script is designed as a single dashboard combining market bias,
// volatility, structure, and execution logic in one indicator.
// --------------------------------------------------------------------
Экспоненциальное скользящее среднее (EMA)
Multi Moving Averages (EMA / SMA Toggle) ConfigurableMulti Moving Averages (EMA / SMA Toggle) is a lightweight and highly configurable indicator designed to plot up to three moving averages on your chart with a clean and minimalist input panel.
The indicator allows you to switch seamlessly between Exponential Moving Averages (EMA) and Simple Moving Averages (SMA) using a single toggle, while preserving the same lengths, sources, and visual settings. Each moving average can be independently shown or hidden and fully customized for color, line width, and plot style.
This tool is ideal for traders who rely on multiple moving averages for trend identification, dynamic support and resistance, pullback analysis, and crossover-based strategies, while keeping their charts uncluttered and easy to read.
Key Features
Plot up to three moving averages
Global EMA / SMA toggle
Individual show / hide control for each MA
Customizable length, source, color, width, and style
Minimalist input layout with low scrolling
Fully compatible with the Style panel
Whether you prefer fast-reacting EMAs or smoother SMAs, this indicator adapts instantly to your workflow without requiring multiple indicators or duplicate settings.
EMA 1h-4h-1d-ATRThis indicator shows a specific EMA across three timeframes: 1H, 4H, and 1Dm. Additionally, it displays the ATR x 2 with its maximum and minimum values.
Multi-TF MA Master (10 MA or EMAs)Tired of adding multiple scripts just to see a few moving averages? This all-in-one tool lets you run up to 10 fully customizable MAs—including SMA, EMA, and independent timeframes like 200W or 150M—within a single indicator.
Dual HTF EMAMulti-timeframe Exponential Moving Average (EMA) indicator plots two separate higher timeframe (HTF) EMAs of your choice. Displays four EMAs per HTF while providing optional background coloring (bullish/bearish). The background coloring occurs when two EMA's cross per HTF. User can select two of the four EMAs to determine the trend direction as they cross creating the background color.
User can configure timeframe, EMA lengths, EMA cross and background, source, and visibility; separately for each timeframe.
Default lengths are 9, 21, 50, 200 with source as closed and EMA cross background from EMA 1 and EMA 3. Also clear visual distinction using thick solid lines for HTF 1 and thin dashed lines for HTF 2.
Uses request.security() with gaps=barmerge.gaps_on to avoid staircase effects on lower timeframes.
This script is ideal for multi-timeframe analysis, helping traders align shorter-term price movements with broader trends from higher timeframes without cluttering the chart.
SENTINEL LITE by Pips0mnianSentinel Lite — Learning Mode is an educational indicator designed to help beginner traders develop discipline and chart-reading skills.
It highlights high-quality learning setups using:
• Trend alignment (EMA 200, 21, 50)
• EMA pullback behavior
• Strong candle confirmation
• Basic market structure
• London and New York session filtering
• Chop avoidance
This tool is not a signal service or automated strategy.
It is designed for practice, journaling, and skill-building.
Best used on:
• XAUUSD (Gold)
• 5-minute timeframe
• London & New York sessions
⚠️ Educational use only. No financial advice.
SMC Precision Master# SMC Precision Master - Professional Smart Money Analysis
## Overview
SMC Precision Master combines Smart Money Concepts (SMC) methodology with institutional trading tools to create a multi-factor confluence system for discretionary trading. This indicator integrates Order Blocks, Fair Value Gaps, Premium/Discount zones, Market Structure, Ichimoku Cloud, Fibonacci retracements, and Previous Day levels into a unified analytical framework.
---
## Why This Combination? (Mashup Justification)
**The Problem with Single Indicators:**
- Order Blocks alone may trigger in Premium zones (low probability buy zones)
- Fair Value Gaps without supply/demand context lack directional bias
- Premium/Discount zones alone don't provide precise entry levels
- Market Structure can break repeatedly in ranging conditions
**The Solution - Multi-Factor Confluence:**
This mashup creates a **filtering system** where multiple independent factors must align before highlighting high-probability setups. Each component validates the others:
1. **Market Structure** (BOS/MSS/CHoCH) → Determines allowed trade direction
2. **Premium/Discount Zones** → Validates institutional buy/sell context
3. **Order Blocks + FVG** → Identifies precise entry zones with overlap
4. **Fibonacci OTE** → Targets the 61.8-78.6% optimal entry range
5. **Ichimoku Cloud** → Confirms higher timeframe trend alignment
6. **Previous Day Levels** → Adds ICT reference points for bias
**Result:** The indicator only shows high-confluence setups where 3-5 factors simultaneously confirm, significantly reducing false signals compared to using components separately.
---
## How It Works - Technical Methodology
### Order Block Detection (3-Criteria System)
**Criterion 1 - Pattern:**
- Bullish OB: Bearish candle (close < open) before upward impulse
- Bearish OB: Bullish candle (close > open) before downward impulse
**Criterion 2 - Impulse Validation:**
- Standard Mode: Impulse high > OB high (bullish) or low < OB low (bearish)
- Strict Mode: Impulse must fully engulf OB candle
**Criterion 3 - Volatility Filter:**
Displacement = |Impulse Close - OB extremity|
Minimum Required = ATR(14) × Multiplier (default 0.5)
Valid if: Displacement ≥ Minimum
**Mitigation:** OBs tracked until price reaches 50% midpoint (Close or Wick-based).
---
### Fair Value Gap Calculation
**Detection Logic:**
Bullish FVG:
Gap = Current Low - High
Valid if: Gap > ATR(14) × 0.3 AND no candle overlap
Bearish FVG:
Gap = Low - Current High
Valid if: Gap > ATR(14) × 0.3 AND no candle overlap
**Visualization:** 13 layered boxes per FVG to emphasize liquidity void depth.
**Mitigation:** FVG removed when price fully crosses the gap zone.
---
### Premium/Discount Zones
**Calculation:**
Range Source (configurable):
Daily: request.security("D", high/low)
Weekly: request.security("W", high/low)
Monthly: request.security("M", high/low)
Trailing: Updates on each BOS
5-Zone Fibonacci Mode:
Strong Premium: 78.6% - 100%
Premium: 61.8% - 78.6% (OTE zone)
Equilibrium: 38.2% - 61.8%
Discount: 23.6% - 38.2%
Strong Discount: 0% - 23.6%
**Purpose:** Institutional context - buy in Discount, sell in Premium.
---
### Market Structure (BOS/MSS/CHoCH)
**Logic:**
Swing Detection: ta.pivothigh/pivotlow with adjustable length (default 10)
BOS (Break of Structure):
Price breaks last swing high in uptrend = continuation
Price breaks last swing low in downtrend = continuation
MSS (Market Structure Shift):
BOS occurs opposite to current trend = reversal signal
CHoCH (Change of Character):
Price touches but doesn't break previous swing = early warning
---
### Ichimoku Cloud (Multi-Timeframe)
**Calculation:**
Tenkan = (9-high + 9-low) / 2
Kijun = (26-high + 26-low) / 2
Senkou A = (Tenkan + Kijun) / 2
Senkou B = (52-high + 52-low) / 2
MTF: request.security() for higher timeframe if specified
Cloud color: Green if Senkou A ≥ B, Red otherwise
**Filter:** Price above cloud = bullish, below = bearish, in cloud = neutral.
---
### Fibonacci Auto-Retracement
**Method:**
SwingHigh = ta.highest(high, 80)
SwingLow = ta.lowest(low, 80)
Range = SwingHigh - SwingLow
Levels: 0%, 23.6%, 38.2%, 50%, 61.8%, 78.6%, 100%
OTE Zone Box: 61.8% - 78.6% projected forward
---
### Previous Day Levels (ICT)
**Calculation:**
PDH = request.security("D", high, lookahead=on)
PDL = request.security("D", low, lookahead=on)
PDM = (PDH + PDL) / 2
Daily Bias:
Close > PDM = Bullish
Close < PDM = Bearish
Break PDH/PDL = Strong bias confirmation
---
## Dashboard - Real-Time Confluence Tracking
Displays current market state:
- **Trend:** Current structure (Bullish/Bearish/Neutral)
- **HTF Bias:** Higher timeframe direction
- **OB:** Active Order Block status
- **FVG:** Active Fair Value Gap status
- **OB+FVG:** Confluence confirmation (✓ = overlap)
- **P/D Zone:** Current Premium/Discount position
- **Fib OTE:** Inside 61.8-78.6% zone or not
- **Daily Bias:** ICT daily directional bias
- **RSI(14):** Oversold/Neutral/Overbought
- **Ichimoku:** Price position vs cloud
---
## How to Use
### Trading Workflow
**1. Market Context (Dashboard Check)**
- Identify trend direction (Trend + HTF Bias)
- Check Premium/Discount position
- Verify daily bias alignment
**2. Zone Identification**
- Locate active Order Blocks matching trend
- Check for FVG overlap (OB+FVG = ✓)
- Verify zone is in correct P/D area (LONG = Discount, SHORT = Premium)
**3. Entry Confirmation**
- Price enters identified OB zone
- Preferably within Fibonacci OTE zone
- Ichimoku cloud alignment (if enabled)
- Structure break in entry direction
**4. Risk Management**
- Stop: Outside OB zone + buffer
- Target: Opposite P/D zone or next OB
- Risk: 1-2% per trade maximum
---
## Settings Adjustment by Timeframe
**M1-M5 Scalping:**
- Swing Length: 5-7
- OB Filter: ATR 0.3x
- P/D Mode: Daily Range
**M15-H1 Day Trading:**
- Swing Length: 10 (default)
- OB Filter: ATR 0.5x (default)
- P/D Mode: Daily Range
**H4-D1 Swing Trading:**
- Swing Length: 15-20
- OB Filter: ATR 0.7-1.0x
- P/D Mode: Weekly/Monthly Range
---
## Key Features
✅ Anti-repaint: All signals confirmed on bar close
✅ Configurable filters: ATR/CMR for OB validation
✅ Multi-mode P/D: Daily/Weekly/Monthly/Trailing
✅ MTF Ichimoku: Use higher timeframe cloud on lower TF
✅ Complete alerts: BOS, OB formation, CHoCH
✅ Memory management: Auto-cleanup of old zones
---
## Important Notes
- This is an analytical tool, not a signal generator
- Requires understanding of SMC concepts
- Always use proper risk management
- Backtest before live trading
- No indicator guarantees profits
---
## Technical Specifications
- Pine Script™ v6
- Overlay: Yes
- Max Boxes: 500 | Max Lines: 150 | Max Labels: 150
- Repainting: No (barstate.isconfirmed)
---
© 2025-2026
5EMA or SMA VWMA by Money farmer5 (EMA/SMA) + VWMA by Money farmer.
It has 5 Moving Averages, which you can select as optional.
It has Volume Weighted Moving Averages VWMA.
MACD + EMA200 MTF - WEBHOOK FIXEDHi guys, works best with USDCHF
Default settings fit for me, you can tweak how much you want.
With default settings works well for 15min and 1min time-frame, for other time-frames, you need to tweak.
EMA Crossover Candle Color - 9/21A simple visual trend highlighter for intraday/day trading. This overlay indicator plots a fast 9-period EMA (orange) and a slower 21-period EMA (blue). Candles turn green on the exact bar where the 9 EMA crosses above the 21 EMA (bullish momentum shift), and red when the 9 EMA crosses below the 21 EMA (bearish shift). Otherwise, candles remain default. Great for spotting quick trend changes, momentum entries, or filtering chop on 5-min charts (or any timeframe). Pairs well with VWAP, volume, or price action for confluence.
EMA CloudEMA Cloud
Description
EMA Cloud is a clean, highly customizable indicator that visualizes the relationship between 8-period and 21-period moving averages as a dynamic cloud overlay. Perfect for identifying trends, momentum shifts, and potential entry/exit zones at a glance.
🔑 Key Features
Dual EMA Support – Choose between EMA or SMA for both moving averages
Visual Cloud Overlay – Shaded cloud between EMA 8 and EMA 21 with customizable colors:
🟢 Bullish Cloud (green) when EMA 8 > EMA 21
🔴 Bearish Cloud (red) when EMA 8 < EMA 21
Adjustable Parameters – Customize EMA lengths, line widths, and cloud transparency
Toggle Display Options – Show/hide the cloud or EMA lines independently
Comprehensive Alert System – Get notified on:
EMA 8 crossing above/below EMA 21
Price crossing above/below EMA 8
Price crossing above/below EMA 21
📈 How to Use
Trend Identification – Green cloud indicates bullish momentum; red cloud signals bearish momentum
Entry Signals – Look for cloud color changes (crossovers) as potential entry points
Support/Resistance – The EMA lines within the cloud can act as dynamic support/resistance levels
Confirmation Tool – Combine with price action or other indicators for confluence
⚙️ Settings
Setting Description
EMA Type EMA or SMA
EMA 8 & 21 Length Customizable period lengths
Cloud Transparency Adjust opacity (0-100%)
Line Width Thickness of EMA lines
Colors Fully customizable bullish/bearish colors
Alerts 6 configurable alert conditions
💡 Best Practices
Works on all timeframes and all assets (stocks, forex, crypto, futures)
Lower timeframes: Use for scalping and intraday trades
Higher timeframes: Ideal for swing trading and trend following
Combine with volume analysis for stronger signals
x5-smooth-ema[t90]Overview
The x5 Smoothed EMA Flow is a trend-visualization tool designed to filter out market "noise" by applying a secondary smoothing layer to a base Exponential Moving Average (EMA).
How to Use
Trend Filtering: The "Flow" helps identify the true trend. When the ribbon is expanding and colored for a bullish trend, it signals strong, sustained momentum.
Noise Reduction: Unlike a standard EMA which can "whipsaw" during consolidation, the double-smoothed layers stay smoother for longer, helping traders stay in a position during minor pullbacks.
Trend Confirmation: Use the alignment of all smoothing layers to confirm a trend. When all layers transition to the same color, it indicates a high-probability trend shift.
Dynamic Support/Resistance: The ribbon acts as a depth-based support or resistance zone. Price often reacts to the "core" of the flow before continuing its primary move.
Settings
Source: Choose the price source (Close, HL2, etc.) for the initial calculation.
Base Length: Adjust the sensitivity. Shorter lengths are better for scalping; longer lengths are optimized for swing trading.
Color Settings: Fully customizable Bull and Bear colors to match your chart theme.
Disclaimer: This indicator is for educational purposes only. Moving averages are lagging indicators and should be used in conjunction with other forms of analysis. Past performance is not indicative of future results.
MARKET REGIME INDICATOR The indicator’s main function is to apply a moving average (MA) from a different symbol. It can be used to identify the broader trend in crypto or stocks.
For the selected symbol, the chart turns:
Green when price is above the MA
Red when price is below the MA
You can choose:
The type of MA
The length (period)
The indicator also plots the highest and lowest levels on the selected symbol to help identify potential turning points.
It also includes an optional trend confirmation feature:
Off
On
MTF EMA Trend Table (50/100/200)Using the MTF EMA Trend Table for Supply & Demand Trading
This document explains how to use the Multi‑Timeframe EMA Trend Table as part of a supply and demand trading strategy.
The indicator displays the trend direction (Bullish or Bearish) for EMA 50, 100, and 200 across the following timeframes: 5m, 15m, 30m, 1h, 4h, 1d, and 1w.
---------------------------------------------
1. What the Indicator Shows
---------------------------------------------
The EMA Trend Table instantly reveals whether price is trading above or below the EMA 50/100/200 on multiple timeframes.
• Price above EMA = Bullish trend
• Price below EMA = Bearish trend
This allows you to identify trend alignment across all key timeframes.
---------------------------------------------
2. Why EMAs Matter in Supply & Demand Trading
---------------------------------------------
Supply & Demand zones show where institutions previously bought or sold aggressively. To trade these zones effectively, you must confirm higher‑timeframe trend direction.
The EMA table prevents low‑probability trades by keeping you aligned with institutional flow.
---------------------------------------------
3. How to Use the Indicator for Supply & Demand Trading
---------------------------------------------
Step 1 — Identify Higher‑Timeframe Bias (4H, 1D, 1W)
• Bullish alignment (all green) → Trade demand zones only.
• Bearish alignment (all red) → Trade supply zones only.
Step 2 — Use 1H, 30M, 15M for Setup Timing
These mid‑timeframes help you determine when a pullback is nearing completion.
Step 3 — Trigger Entry on the 5M EMA Flip
Once price enters a supply or demand zone, wait for the 5m EMA trend to flip in your direction before entering.
---------------------------------------------
4. How to Judge Zone Strength Using EMAs
---------------------------------------------
Strong Demand Zone Characteristics:
• Price above EMA200 on 1H+
• Zone forms above EMA200
• Pullback touches EMA50 or EMA100
Strong Supply Zone Characteristics:
• Price below EMA200 on 1H+
• Zone forms below EMA200
• Pullback touches EMA50 or EMA100
---------------------------------------------
5. Full Trade Example
---------------------------------------------
Higher timeframes are bullish: 1W, 1D, 4H all green.
Price pulls back into a 15m demand zone.
5m flips from Bearish → Bullish.
This is the entry confirmation.
---------------------------------------------
6. Why This Indicator Improves Your Trading
---------------------------------------------
• Confirms trend direction
• Shows alignment across timeframes
• Helps avoid counter‑trend traps
• Improves zone accuracy and confidence
• Enhances timing using the 5m EMA flip
This combination is ideal for institutional‑style supply and demand trading.
Fibonacci EMA/SMA SystemFibonacci EMA/SMA System
Overview
A clean, customizable moving average indicator built around Fibonacci-based EMA and SMA stacks. Designed for trend identification across multiple timeframes using mathematically harmonious period lengths. Enable one or more stacks based on your trading timeframe. Use Fast + Core for intraday/swing. Add Macro for higher timeframe context.
Stacks
Fast (8/13/21) — Momentum, short-term trend
Core (21/34/55) — Pullbacks, swing trading
Full Trend (13/21/34/55/89) — Trend strength, compression/expansion
Macro (55/89/144) — Position trading, regime context
Standard (20/50/100/200) — Traditional reference levels
Options
MA Type — EMA or SMA
Price Source — Close, HL2, HLC3, OHLC4, etc.
Uniform Color — Apply single color to all active lines
Individual Colors — Set unique color per line in each stack
Line Style — Solid or Dotted
Line Width — 1–4 pixels
Fill — Shaded area between outer EMAs
Labels — Period numbers displayed at line ends
Daily 5 & 20 (Session Lines)Daily 5 & 20 Moving Average Levels
This indicator plots the Daily 5-period and Daily 20-period moving averages as horizontal levels on any timeframe. Each level starts at the first bar of the trading day and extends only to the current price, keeping the chart clean and focused on the active session.
The levels update once per day using confirmed daily data and are designed to act as intraday bias, support, and resistance references. Labels are aligned on the right side for a minimal, institutional-style presentation.
Useful for:
Intraday trading on lower timeframes
Identifying daily trend bias
Mean reversion and pullback setups
Futures, stocks, ETFs, and options
No future extension, no repainting, and no unnecessary clutter.
-Golden Zone Family
EMA Trend with 21 Pullback entriesEMA Trend with 21 Pullback Entries
This indicator visualizes a multi-timeframe EMA stack (9, 21, 50, 200 periods) to identify the prevailing trend direction and highlights potential pullback entries toward the 21-period EMA when the trend is intact.
Key features:
• Background coloring indicates full EMA alignment: darker green for bullish stack (9 > 21 > 50 > 200), darker red for bearish.
• Lighter background tints show pullback zones where price has retraced to/near the 21 EMA while the overall trend remains aligned.
• Entry signals (green triangle up for long, red triangle down for short) appear only when:
- Price crosses back over/under the 21 EMA (bounce confirmation),
- The 21 EMA is sloping in the trade direction (momentum filter),
- The full EMA stack confirms the trend.
• Exit signals (small x-cross) trigger on a close crossing back through the 21 EMA against the prior trend bar — useful as a basic trailing exit or warning.
How it works (concept):
The system combines trend filtering (stacked EMAs for hierarchy) with classic pullback trading: in an uptrend, wait for price to dip toward support (21 EMA), then enter on recovery with momentum confirmation. The reverse applies in downtrends. This reduces entries against the dominant trend and filters out many ranging-market whipsaws.
Usage tips:
- Best suited for trending markets on higher timeframes (1H, 4H, Daily recommended; lower TFs often produce more noise/false signals).
- Trade only in the direction of the strong background color.
- Use entry triangles as alert triggers or visual cues — combine with your own risk management (stops below recent lows for longs, etc.).
- Exits are conservative; you may prefer to hold until trend breaks (e.g., EMA50 cross) or use trailing methods.
Limitations & notes:
- Like all EMA-based systems, it lags in choppy/range-bound conditions and can produce false signals during low-volatility periods or sharp reversals.
- No volume, volatility, or additional filters are included — consider adding RSI, volume confirmation, or support/resistance manually.
- This is a visual aid and filtering tool only — not financial advice, no performance guarantees. Always back test thoroughly on your assets/timeframes and use proper position sizing.
Open-source under default Mozilla Public License 2.0. Feel free to study, modify, or build upon it while respecting Trading View's reuse guidelines.
Ripster EMA Clouds with MTFCredits & Origins:
This script is a modification of the widely popular EMA Clouds system originally created by @Ripster47. Full credit goes to him for the strategy and original concept. This version simply adds a quality-of-life feature for traders who use multi-timeframe analysis.
What is this Indicator?
The Ripster EMA Clouds system uses overlapping Exponential Moving Averages (EMAs) to visualize trends, momentum, and dynamic support/resistance zones. The "clouds" differ in color to indicate bullish or bearish trends, acting as a visual guide for keeping you on the right side of the trade.
What is New in This Version? (MTF Capability)
The standard version of this indicator calculates EMAs based on your current chart timeframe. If you switch from a 10-minute chart to a 1-minute chart, the clouds change completely.
I have added a "Fixed Timeframe" variable/input that allows you to "lock" the clouds to a specific timeframe, regardless of what chart you are viewing.
Why is this useful? This allows for true Multi-Timeframe (MTF) scalping.
Example: You can set the clouds to look at the 10-minute trend (identifying major support levels) but execute your entries on a 1-minute chart.
The clouds will remain locked to the 10-minute data, giving you the "big picture" view while you trade the micro-movements.
How to Use
Open the indicator settings.
Go to the Inputs tab.
Find the "Fixed Timeframe" option at the top.
Leave Empty (Default): The indicator behaves exactly like the original (adjusts to your chart).
Select a Timeframe (e.g., 10 Minutes): The clouds will lock to the 10-minute EMAs, even if you switch your chart to 1-minute or 5-seconds.
Note on Visuals When viewing Higher Timeframe (HTF) clouds on a Lower Timeframe (LTF) chart, the clouds will appear to have a "stepped" or "ladder-like" appearance. This is normal and accurate. It represents the single EMA value holding constant for that entire higher-timeframe period. This helps you see the true support level rather than a smoothed, repainted line.
8 EMA. 21 EMA. VWAP This trio is popular for momentum, scalping, and trend-following on 1m–15m charts (stocks, futures, indices).
1. Trend & Bias Filter
• Overall bullish when: Price > VWAP and 8 EMA > 21 EMA
• Overall bearish when: Price < VWAP and 8 EMA < 21 EMA
VWAP adds volume context — many ignore EMA signals against the VWAP side.
2. Crossover Signals (Primary Entries)
• Bullish crossover: 8 EMA crosses above 21 EMA → potential long (especially if price is already above VWAP)
• Bearish crossover: 8 EMA crosses below 21 EMA → potential short (especially if price is below VWAP)
VWAP confirmation reduces whipsaws: only take longs above VWAP, shorts below it.
3. Pullback / Retest Entries (Higher Probability)
• In an uptrend (price > VWAP, 8 > 21): Wait for dips to the 8 EMA (or sometimes 21 EMA) → buy the bounce.
• In a downtrend: Wait for rallies to the 8 EMA → short the rejection.
VWAP often acts as a magnet or pivot — price gravitating toward it can signal mean-reversion trades.
McGinley Dynamic + MA FilterMcGinley Dynamic + MA Filter Long/Short Gauge
Author: Simon20cent
Purpose:
Provides a fast, adaptive trend indicator using the McGinley Dynamic, with an optional moving average filter for stronger confirmation of LONG or SHORT bias. Designed to give clear visual signals without cluttering the chart.
How it Works:
McGinley Dynamic: tracks price direction adaptively.
Price above MD → bullish
Price below MD → bearish
Optional MA Filter: confirms trend using a chosen SMA or EMA.
LONG only if MD > MA
SHORT only if MD < MA
Visual Signals:
Line: McGinley Dynamic (colored by bias)
Optional MA line: blue reference
Background color: green = LONG, red = SHORT
Labels: optional “LONG” / “SHORT” above/below bars
Customization Options:
MD period
MA type (SMA/EMA) and period
Show/hide lines and labels
Enable/disable MA filter
Use Cases:
Quick trend bias detection
Entry filter for trades (aligns MD and MA)
Works on any timeframe for scalping, intraday, or swing setups
Key Advantage:
Adaptive, low-lag trend detection with optional confirmation, giving a clean and clear long/short gauge.
VIX Crossing# VIX Crossing Strategy
## Overview
VIX Crossing is a quantitative trading strategy that combines volatility signals from the VIX index with trend confirmation from the Nasdaq-100 (NDX) to generate long entry signals. The strategy employs multiple exit conditions to manage risk and lock in profits systematically.
## Strategy Logic
### Entry Condition
The strategy initiates a long position when:
- **VIX Crossunder**: The VIX closing price crosses below its 5-bar simple moving average (SMA), signaling a decrease in implied volatility
- **AND NDX Confirmation**: The Nasdaq-100 closes above its 21-bar exponential moving average (EMA), confirming uptrend strength
This dual-signal approach reduces false entries by requiring both volatility normalization and positive market momentum.
### Exit Conditions
The strategy automatically closes positions when any of the following conditions are met:
1. **VIX Crossover (Volatility Exit)**: VIX closes above its SMA, indicating rising volatility
2. **Time-Based Exit**: Position is force-closed after 10 bars from entry, preventing prolonged drawdowns
3. **Take-Profit Exit**: Position closes when unrealized profit exceeds $3,000 per contract
4. **Stop-Loss Exit**: Position closes when unrealized loss exceeds $1,500 per contract
Exit conditions are evaluated each bar while the position is open, with explicit logging of the exit reason for trade analysis.
## Configuration Parameters
| Parameter | Default | Purpose |
|-----------|---------|---------|
| VIX SMA Length | 5 | Smoothing period for VIX volatility baseline |
| NDX EMA Length | 21 | Smoothing period for Nasdaq-100 trend confirmation |
| Force Close After X Bars | 10 | Maximum holding period in bars |
| TP Amount per Contract | $3,000 | Profit target per contract |
| SL Amount per Contract | $1,500 | Loss limit per contract |
## Risk Management Features
- **Position Sizing**: Capital allocation based on profit/loss per contract rather than fixed units, allowing for scalable risk
- **Dual Risk Controls**: Combined time-based and price-based exits prevent extended exposure
- **Profit Asymmetry**: 2:1 profit-to-loss ratio encourages risk/reward discipline
- **Contract-Based Accounting**: Profit targets and stop losses scale with position size
## Capital Requirements
- **Initial Capital**: $50,000
- **Commission**: $3 per contract (cash-based)
- **Instrument**: Designed for index-based derivatives or equities with liquid options markets
## Technical Indicators Used
- Simple Moving Average (SMA) for VIX smoothing
- Exponential Moving Average (EMA) for NDX trend detection
- Crossover/Crossunder detection for signal generation
## Underlying Assumptions
1. VIX crossunder events represent mean-reversion opportunities in Nasdaq-heavy portfolios
2. NDX EMA confirmation filters out uncorrelated volatility spikes
3. 10-bar holding period aligns with typical mean-reversion timeframes
4. Contract-based profit targets accommodate varying leverage levels
