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BigNuts Hindenburg Omen ClustersStrict Classic Signals with Daily Accuracy A strict, classic Hindenburg Omen detector that identifies individual market breadth "omens" and confirms clusters (multiple signals in a lookback window) as stronger warnings of potential vulnerability. All calculations are based on daily NYSE data for perfect accuracy — even when viewed on weekly, monthly, or intraday charts. Key Signal Conditions (Classic/Strict Rules)NYSE Composite (^NYA) above its 50-day SMA (uptrend). New 52-week highs and lows both > 2.4% of total issues traded (default threshold, adjustable). McClellan Oscillator negative. Optional (enabled by default): New highs ≤ 2× new lows (divergence rule).
Индикатор Pine Script®
от Big_Nuts
BFAS76 Charts - ORB V5.1 BFAS76 Charts - ORB V5.1 | Opening Range Breakout Strategy ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ OVERVIEW A professional grade Opening Range Breakout (ORB) indicator with multi layer filtering, dynamic trade management, and full automation support. Designed for intraday traders seeking high probability setups with institutional level risk control. ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ CORE STRATEGY The indicator identifies the Opening Range (high/low) during a configurable time window, then trades breakouts above/below that range when all confluence filters align. • LONG Entry: Price breaks above ORB High + all filters bullish • SHORT Entry: Price breaks below ORB Low + all filters bearish ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ ENTRY FILTERS (Multi-Layer Confluence) 1. EMA Crossover (9/21) - LONG: EMA 9 > EMA 21 - SHORT: EMA 9 < EMA 21 2. EMA 50 Filter (Optional) - LONG: Close > EMA 50 - SHORT: Close < EMA 50 3. EMA 238 Filter (Optional) - LONG: Close > EMA 238 - SHORT: Close < EMA 238 4. Weekly VWAP Filter (Optional) - LONG: Close > Weekly VWAP - SHORT: Close < Weekly VWAP 5. Volume Confirmation - Current volume > 5 period average volume 6. Range Validation - ORB range must exceed minimum threshold 7. Time Window - Entries only allowed before configurable hour limit ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ TRADE MANAGEMENT Stop Loss Modes: • ATR Based: Entry ± (ATR × Multiplier) • Swing Based: Recent swing high/low Take Profit Levels: • TP1: Configurable R:R (default 1:1) • TP2: Configurable R:R (default 1:3) Trailing Stop Logic: • Activates after TP1 is hit • Moves to Break-Even (or TP1 level) • Dynamic trailing using ATR multiplier Position Policies: • Lock: Hold until SL/TP exit • Flip: Allow direction reversal • Pyramid: Allow same direction additions ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ VISUAL FEATURES • ORB High/Low/Mid levels • Entry, SL, TP1, TP2, TSL lines and labels • Daily High/Low historical levels with gradient • Weekly VWAP and Anchored VWAP • EMA ribbon (9, 21, 50, 238) • Buy/Sell signal markers • Bullish/Bearish context arrows ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ ALERTS SYSTEM Telegram Style Alerts: • New Entry (with Entry, SL, TP1, TP2, Risk) • TP1 Hit (partial close reminder) • Trade Closed (SL, TP2, or TSL with exit price) PineConnector Automation: • Full integration for MT4/MT5 execution • Entry, modify SL, and close commands • JSON or Key Value message format ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ RECOMMENDED SETTINGS Timeframe: 5M, 15M (Intraday) Markets: Forex, Indices, Crypto Session: London/New York open Default ORB Window: • Start: 15:30 (UTC+1) • Duration: 15 minutes • Entry Limit: Before 24:00 ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ DISCLAIMER This indicator is for educational purposes only. Past performance does not guarantee future results. Always use proper risk management and test thoroughly before live trading. ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ © BFAS76 Charts | @BFAS76
Индикатор Pine Script®
от BFAS76
Bob's Matrix 2.0 - Signal StrengthSuggested Title: Institutional Matrix & Signal Strength Description: This indicator is a comprehensive battle station designed for high-precision institutional trading, based on Smart Money Concepts (SMC) and Fractal Timeframe Confluence. Its primary goal is to eliminate subjectivity and confirm market direction through total data alignment. How does it work? The indicator analyzes in real-time the Bias of 5 key timeframes: Daily (D1), 4 Hours (H4), 1 Hour (H1), 15 Minutes (15M), and 5 Minutes (5M). It uses a price-action logic comparing opening and closing prices to determine who controls the order flow at every level of the market. Key Features: Institutional Matrix: A dynamic visual panel showing Bullish (BULL) or Bearish (BEAR) bias across all fractals. Signal Strength: A proprietary algorithm that calculates the percentage of confluence between all timeframes. 100% / 0%: Full institutional alignment (High Probability). 40% - 60%: Accumulation or retracement zone (Indecision). SMC Optimized: Ideal for confirming entries after a Liquidity Sweep, a CHoCH (Change of Character), or when mitigating an Order Block. Manipulation Detection: Easily identify when lower timeframes (M5/M15) are fighting the major trend, helping you avoid common market traps. How to Trade it: For professional execution, follow the Institutional Cascade workflow: Check the Daily bias to establish the master direction. Wait for the H1 setup to align with the Daily trend. Look for your entry trigger on M5/M15 only when the Signal Strength exceeds 80%, ensuring you are trading alongside "Smart Money." "The market is a device for transferring money from the impatient to the patient."
Индикатор Pine Script®
от JorgeG255
PREZ~QT Dividers+killzonesPREZ~QT Dividers by Timeframe is a lightweight chart utility based on Daye's Quarterly Theory that automatically displays the most relevant time-based dividers depending on the timeframe you are viewing. The indicator adapts dynamically, keeping your chart clean while still showing the higher-timeframe structure that matters. How it works The script automatically maps dividers to specific timeframes for: *Micro cycle * 90-Minute cycle * Daily cycle * Weekly cycle * Monthly cycle * Yearly cycle Each divider is drawn as a vertical line at the exact opening of the higher-timeframe period, helping you visually align intraday price action with key market structure shifts. Why use it * Keeps charts clean and uncluttered * Automatically adjusts when you change timeframes * Helps identify micro, 90 minute, daily, weekly, monthly and yearly quarters * Ideal for intraday traders, swing traders, and ICT & Daye's Quarterly theory traders * No manual switching or multiple indicators needed Best use cases * Time-based trading * Time & price confluence * Market structure analysis * Gold, FX, indices, and futures trading Notes * Designed for exact timeframe matching (no interpolation) * Quarter dividers are configurable via inputs * Built using Pine Script v5
Индикатор Pine Script®
от ennisreid01
Price Displacement Model👑 ✝️ Title: Price Displacement Model Description: The Price Displacement Model is a market structure indicator designed to identify validated bullish and bearish reversal points using price displacement from running extremes. Signals are generated only when price moves a minimum user-defined distance away from a prior extreme and alternates direction, helping filter noise and prevent repeated same-side signals. This displacement-based approach focuses on structural shifts rather than fixed pivots or lagging fractals, making it adaptable across multiple timeframes. All shapes plotted stem from the same unique trigger, price displacement, allowing all aspects of your structure to be in sync. Key Features: • Price Displacement Confirmation: Reversals require price to move beyond a configurable threshold from the running high or low. • Break Source Control: Choose between Close-based or Wick-based confirmation for conservative or responsive behavior. • Candle Direction Filtering: Demand requires bullish candles; Supply requires bearish candles. • Internal Market Structure Labels: Automatically classifies swings as HH, HL, LH, or LL based on prior confirmed structure. • ZigZag Structure Visualization: Draws non-repainting zigzag lines connecting confirmed swing points only. • Price displacement automatically plots supply and demand zones for your reference • Internal Displacement Input Combined with External Input gives a 2-tier perspective of market structure • Alerts: Built-in alert conditions for bullish (Demand) and bearish (Supply) reversals. Inputs & Settings: • Toggle Internal Displacement Candle Overlay & Bar Colors • Internal Price Displacement Threshold • External Price Displacement Threshold • Break Source (Close or Wick) • ZigZag Line Color • ZigZag Line Width • Supply/Demand zones toggle and color Usage: This indicator helps traders: • Identify meaningful structural reversals driven by price displacement • Track alternating Supply and Demand zones within market structure • Distinguish higher highs/lows from lower highs/lows in real time • Use structural signals as confirmation alongside higher-timeframe bias or other tools Technical Notes: • Signals are structure confirmations, not trade entries. • The zigzag and labels are derived only from confirmed reversals and do not repaint historical structure. • Works on standard OHLC charts. Non-standard chart types (Heikin Ashi, Renko, etc.) may alter displacement behavior. • Past structural signals do not guarantee future market performance.
Индикатор Pine Script®
от The_Forex_Steward
GS Fibonacci Retracement Dynamic Anchor [Buy/Sell]GS Fibonacci Retracement Dynamic Anchor: Institutional Reversal Logic The GS Fibonacci Retracement Dynamic Anchor is a high-precision Fibonacci tool designed for various assets including Stocks, Forex, and Options. Instead of static lines that become irrelevant as price moves, this script uses a rolling lookback engine to find the absolute Current Range . It then projects a "live grid" starting exactly from the highest and lowest bar indices. How the Signals Work (Careful Entry): This script does not just signal because a line was touched. It uses a Validation Phase : The Pocket Entry: For a BUY signal, price must first dip into the "Golden Pocket" (below the 61.8% line). For a SELL signal, price must rise into the "Premium Pocket" (above 38.2%). The Verification: The arrow only appears when the price closes back across the 50% Median Line . This confirms that the trend has truly shifted and the high/low is locked in. Does this Redraw? The Lines: Yes. The lines are Dynamic . If the market makes a higher high, the Fibonacci levels will automatically recalculate and shift up. This ensures you are always looking at the most current mathematical reality. The Signals (Arrows): NO. The BUY and SELL arrows are calculated based on bar closes. Once an arrow appears on a closed candle, the logic is locked to that historical data. Main Trading Applications: Forex & Stocks: Ideal for catching "Mean Reversion." When a stock is overextended and enters the Premium Zone, the GS SELL signal helps you exit or short before the drop back to the median. Options: The GS BUY signals represent "Deep Discount" entries where the Greeks (Delta/Theta) are most favorable for a bounce. Equities/Funds: High-reliability signals for long-term investors to find "The Bottom" of a 75-day consolidation. Key Features: Institutional Ratios: Tracks the 21.0, 38.2, 50.0, 61.8, and 79.0 levels—the specific decimals used by automated trading algorithms. Dynamic Anchor Dashboard: Real-time tracking of whether the price is in a "Premium" (Expensive) or "Discount" (Cheap) state. Alert Ready: Fully integrated alert conditions for both Bullish and Bearish confirmations. Points to Note: Trend Strength: If the market is in a "Super Trend" (making new highs every 3 bars), the anchors will shift frequently. In these cases, wait for the price to stop making new anchors before trusting the 50% reclaim. Lookback Setting: The 75-bar default is the "Sweet Spot" for most traders. Shortening it to 30 will make it a scalping tool; lengthening it to 200 will make it a macro-trend tool.
Индикатор Pine Script®
от Finis233
1
iQPro AlchemiQ Architecture Inst** PRO AlchemiQ Architecture Inst** is a premier institutional mapping suite designed to digitize the transition from market equilibrium to trend ignition. Unlike standard indicators that rely on lagging averages or generic pivots, this system utilizes a "Glass Box" architecture—the **MMiQ Chronos-Engine**—to encode a proprietary manual mapping style used to define Institutional Dealing Ranges and Fractal Expansions. This final iteration introduces the **MMiQM Intelligence HUD**, a dynamic dashboard that evolves market structure analysis from simple visual lines to real-time algorithmic state detection. It does not just count signals; it triangulates the geometric relationship between Price, Time, and Structure to interpret the market's hidden geometry. This script is released as **Invite-Only** to protect the specific mathematical tuning of the **Goldbach Variable** and **Feigenbaum Constants** and proprietary "iQ-Mapping" sequences used in its projection logic, offering a controlled analytical edge for professional traders. ### Why This Script is Original and Adds Value * **Unequivocal Originality:** This is not a "mashup" of open-source codes. While it utilizes the concept of ZigZags for trend visualization, the core logic is driven by a proprietary **Quantum Seed** detection algorithm. This algorithm scans for specific "Zero Entropy" states—moments of extreme price compression validated by volume-weighted ATR thresholds—which generic indicators cannot detect. * **Logic-Driven Intelligence :** Most dashboards simply count candles. The **MMiQM Intelligence HUD** runs a real-time triangulation algorithm. It compares the slope and position of three distinct ZigZag arrays to determine a "Fractal Flow" bias, calculates the exact "Premium/Discount" percentage within the active Dealing Range, and alerts operators when price is physically inside a PD Array. * **Substantiated Uniqueness:** The projection logic does not use standard Fibonacci levels. Instead, it utilizes a custom **"Chaos Vector"** based on Feigenbaum Constants and a proprietary **iQ Fractal Sequence**. These calculations are derived from chaos theory to identify where trends structurally exhaust ("The Terminus"), rather than where they simply "pause." * **Synergistic Integration:** The script integrates three distinct analytical dimensions into one coherent map: 1. **Fractal Flow:** A triple-tier market structure analysis (Micro, Minor, Major). 2. **Dealing Range:** A dynamic container based on **Goldbach partitions** acting as magnetic friction points. 3. **Smart PD Arrays:** A memory-efficient system that tracks arrays automatically "mitigating" them when price invalidates the zone to prevent chart clutter. * **Invite-Only Justification:** The value of this tool lies in the precision of the **Goldbach Po3 Constants** and **Quantum Synergy** ratios, as well as the specific tuning of the "Fractal Flow" triangulation. Publicly exposing these constants in open source would degrade their alpha. The invite-only status ensures the integrity of these specific mathematical sequences is regarding as intellectual property. ### Key Features * **MMiQM Intelligence HUD:** A sophisticated on-screen panel that provides an instant "Health Check" of the market: * **Fractal Flow:** Displays "BULLISH" or "BEARISH" bias by analyzing the alignment of Micro, Minor, and Major market swings. * **Range Position:** Instantly calculates if you are in "PREMIUM" or "DISCOUNT" territory relative to the current dealing range. * **Array State:** Alerts you if price is currently "IN FVG" or "IN OB," removing the need to squint at the chart. * **ZZ Convergence:** Identifies moments when all three fractal degrees converge at a single price point. * **Quantum Seed Detection (Chronos Engine):** Identifies the exact origin of a move () by scanning for volatility contractions followed by momentum ignition. This creates a static "anchor" for the entire trade setup. * **AlchemiQ Projection Matrix:** Automatically draws forward projections using the **iQ Fractal Sequence**. Includes the "EQ Zone" and "Terminus" extensions, aiding in taking profits at statistically significant exhaustion points. * **Dynamic Dealing Range (Goldbach Lattice):** Projects a forward dealing range divided by proprietary Goldbach ratios. These levels serve as high-probability rotation points for internal liquidity sweeps. * **Smart PD & HTF Arrays:** Detects and Includes a "Mitigation Engine" that visualizes exactly when an array has been capitalized on, reducing noise. ### How It Works **Conceptually**, the script operates on the physics principle of *potential vs. kinetic energy*, filtered through an intelligent interpreter: 1. **Compression (The Engine):** The script waits for a "Seed" event—a tightening of the price range where volatility drops (potential energy builds). 2. **Ignition:** When price breaks this seed with sufficient volume (checked against a Volume MA), the "Chronos Engine" validates the move. 3. **Expansion:** Once validated, the script projects the expected energy release using non-linear math. It uses the Seed multiplied by specific iQ Mapping constants to predict where the move will run out of energy. 4. **Interpretation (The HUD):** Simultaneously, the dashboard loops through three ZigZag arrays (Micro, Minor, Major). If all three align, it signals a "Strong Bias." If price crosses the 50% mark of the generated range, the state shifts from "Discount" to "Premium." ### How to Use It 1. **Add to Chart:** Search for " PRO AlchemiQ Architecture Inst" in your Invite-Only scripts tab. 2. **Monitor the HUD:** * Look for **"Fractal Flow"** to match your trade idea (e.g., Green "BULLISH" text). * Ensure **"Range Position"** favors your entry (e.g., Buying in "DISCOUNT"). * Wait for **"Array State"** to read "IN FVG" or "IN OB" for precise timing. 3. **Visual Analysis:** * **The Box:** Look for the colored **Seed Box**. Green indicates bullish ignition; Red indicates bearish. * **The Lines:** Target the cyan projection lines. The dashed lines represent "Travel Zones," while the solid lines represent "Reaction/Terminus Zones." * **The Arrays:** Look for price to return to colored Order Blocks or FVGs inside the Dealing Range for entries. 4. **Risk Management:** This tool provides structural invalidation points (the opposite side of the Seed). We recommend risking no more than 1-2% per trade, utilizing the Seed box as a clear invalidation level. ### Signals & Alerts * **Visual Signals:** * **Seed Break:** A fresh Green/Red box appears, signaling a new Dealing Range has begun. * **Terminus Hit:** Price reaching the 13.1 or 4.669 extension often signals a reversal or rotation. * **Mitigation:** An active PD Array (Bright Color) turns muted/grey when price closes beyond its 50% threshold, signaling the liquidity is taken. * **Alerts:** Users can set alerts on the `Any function call` capability or specifically map alerts to the "Seed Created" condition to be notified of new volatility expansions. ### Access & Usage Notes Access & Intellectual Property **Invite-Only Access**: This script is available exclusively to verified users of Premium MarketMakeriQ Access. It is released as an invite-only tool to ensure controlled distribution and protect the proprietary logic meant for our community. **Security**: Access is granted strictly for personal use within the community. Attempting to reverse-engineer the script, decompile the code, or share the underlying logic will result in the immediate and permanent revocation of access to all MarketMakeriQ tools. **How to Join**: Please refer to the Author's Instructions below to verify your membership and request authorization. **Disclaimer**: For educational and analytical purposes only. Trading involves significant risk. Past performance is not indicative of future results. No financial advice is provided. Copyright: © 2026 MarketMakeriQ(MarketMakerlQ) | iQ Alchemy. All rights reserved. Logic protected under MPL 2.0 where applicable.
Индикатор Pine Script®
от MarketMakerlQ
Planetary Aspects [BlueprintResearch]█ Planetary Aspects is a focused-pair aspect detector for financial astrology. Select any two celestial bodies — planets, luminaries, or lunar nodes — and the indicator identifies every aspect passage directly on your chart, with exact-moment markers, background orb bands, and forward-looking projections. Designed as the on-chart companion to Natal & Transit Planetary Aspect Table , which displays the full cross-aspect matrix in table form. Use both together for complete aspect coverage: the table for the big picture and this indicator for deep analysis of a single pair. Supports both geocentric and heliocentric coordinates with high-accuracy ephemeris calculations. Powered by the open-source Blueprint Ephemeris library (VSOP87D + ELP2000-82 + Meeus) — all planetary positions computed directly in Pine Script, no external data required. Validated against NASA's DE440 ephemeris: all bodies under 0.1° RMS (Sun 0.004°, planets 0.005°–0.017°, Moon 0.062°, Pluto 0.059°). What is an aspect? An aspect is a specific angular separation between two celestial bodies as viewed from Earth (geocentric) or the Sun (heliocentric). When two planets reach an exact aspect angle — such as 0° (conjunction), 90° (square), or 180° (opposition) — astrologers consider it a moment of significance. Financial astrologers use these geometric alignments as potential timing markers for trend changes, volatility shifts, or turning points in price action. █ FEATURES Dual Mode Operation • Transit Aspects — Compare two currently transiting planets in real time • Natal Aspects — Compare a transiting planet against a natal (first-trade) position, with 20+ built-in presets for crypto, commodities, currencies, bonds, and indexes 13 Configurable Aspect Types • Major: ☌ Conjunction · ☍ Opposition · △ Trine · □ Square · ⚹ Sextile • Minor: ⚺ Semi-Sextile · ⚻ Quincunx · ∠ Semi-Square · ⚼ Sesquiquadrate · Q Quintile · bQ Biquintile · S Septile · N Novile • Each aspect has its own toggle, orb (1°–15°), and color 12 Celestial Bodies • ☉ Sun · ☽ Moon · ☿ Mercury · ♀ Venus · ♂ Mars · ♃ Jupiter · ♄ Saturn · ♅ Uranus · ♆ Neptune · ♇ Pluto • ☊ North Node · ☋ South Node (mean lunar nodes) Visual System • Exact-moment markers — Aspect symbol labels placed at the precise bar where the orb begins widening (inflection point), with retrograde ℞ notation • Background orb bands — Gradient-transparency bgcolor that intensifies as the aspect tightens toward exact • Future projections — Dashed lines, date labels, and gradient orb boxes extending up to 500 bars into the future • Zodiac positions — Tooltips show each planet's sign, degree, and arc-minute (e.g., 15°30' ♈) • Info table — Compact top-right summary showing mode, pair, coordinate system, and active aspects at a glance Smart Detection • Exact-moment dedup prevents duplicate labels within the same aspect passage • Retrograde re-approach detection — if a planet retrogrades back into orb, a new label fires • Confirmed-bar alerts — alerts only fire on confirmed bars to prevent repainting • Geocentric/heliocentric toggle with a single checkbox █ HOW TO USE 1. Choose Transit Aspects or Natal Aspects mode. 2. Select Planet A and Planet B from the dropdowns. In Natal mode, Planet A is the transiting body and Planet B is the natal position. 3. If using Natal mode, select a preset first-trade date or enter a custom one. Presets include BTC, ETH, DOGE, NYSE, DJIA, S&P 500, Gold, Crude Oil, Wheat, and more. 4. Enable or disable individual aspects and adjust orbs to your preference. Aspects (conjunction through sextile) are enabled by default; minor aspects are disabled by default. 5. Optionally enable future projections to view upcoming aspect passages before they occur. 6. Set up alerts via TradingView's alert dialog — the indicator provides a non-repainting "Exact Aspect Detected" condition. █ NOTES Geocentric elongation Constraints In geocentric mode, inferior planets (those orbiting closer to the Sun than Earth) have a maximum angular separation from the Sun: • ☉ Sun ↔ ☿ Mercury — max ~28° (only conjunction is reliably possible) • ☉ Sun ↔ ♀ Venus — max ~47° (conjunction through semi-square) • ☿ Mercury ↔ ♀ Venus — max ~75° (conjunction through quintile) Aspects beyond these limits (e.g., Sun–Mercury opposition) will never occur. This is an astronomical reality, not a bug. All other planet pairs can form any aspect. In heliocentric mode, these constraints do not apply. Lunar Nodes This indicator uses mean lunar nodes. By definition, the North Node (☊) and South Node (☋) are always 180° apart, so the ☊ ↔ ☋ pair is automatically skipped — their opposition is permanent, not a transient event. Companion Indicator For a complete cross-aspect matrix of all planets at once, use Natal & Transit Planetary Aspect Table with this indicator. The table shows every active aspect across all planet pairs; this indicator provides detailed on-chart analysis for the specific pair you want to study. █ KNOWN LIMITATIONS & TIPS • TradingView limits drawing objects to 500 per category (lines, labels, boxes). On long histories — such as the full DJIA dataset — you may hit this cap. If labels run out, the background color should persist. • On weekly and monthly timeframes, fast-moving planets (Sun, Mercury, Venus) can pass through an entire orb window within a single bar. Consider widening the orb or dropping to daily for these pairs. • Future projections are computed on the last bar only and increase processing time at higher look-ahead values. █ CREDITS Built on the open-source Blueprint Ephemeris library by BlueprintResearch.
Индикатор Pine Script®
от BlueprintResearch
3
ARVEX Scenario EngineARVEX Scenario Engine is a scenario-based market context tool that builds a locked “probability corridor” and dual target zones using recent swing behavior and volatility. It is designed for market analysis and context. It does not provide financial advice and should not be used as a standalone decision system. ⸻ What you see on the chart • Probability Corridor (LOCK): a forward corridor that stays fixed until price touches the top/bottom boundary • Inner/Outer corridor bands: median vs. extreme swing expectations (volatility-aware) • Dual Target Zones: • Z1 = conservative target zone • Z2 = aggressive target zone • Dynamic themes & gradients: Neo / Ice / Sunset styling • Touch markers (optional): TOP / BOT labels when a boundary is confirmed • Info label: quick explanation + corridor state ⸻ How it works (high level) • Detects validated swing pivots (with an ATR-based noise filter) • Learns typical move size + duration from recent swings (median + upper percentile) • Projects a forward corridor whose width adapts to volatility and learned swing stats • Optional EMA trend bias can make the corridor asymmetric (more room in trend direction) • The corridor is locked until: • price touches TOP/BOT (wick or close, configurable), or • the corridor expires after N bars • On touch/expiry, the engine anchors a new reference point and rebuilds the scenario ⸻ Settings (quick guide) • Learning Swings: more = smoother / slower adaptation • Min Swing Filter (ATR x): higher = fewer pivots / less noise • Expire After Bars: how long the scenario stays active without a touch • Touch Mode: wick = more sensitive, close = stricter confirmation • Targets: Z1/Z2 widths and multipliers control conservative vs aggressive zones ⸻ Alerts (optional) If enabled, alerts can notify when: • the corridor TOP is touched (new analysis anchor) • the corridor BOTTOM is touched (new analysis anchor) ⸻ Notes / Disclaimer This tool visualizes scenario frameworks based on past swing behavior. Outcomes are probabilistic and vary by symbol/timeframe. Always use your own confirmation and risk controls.
Индикатор Pine Script®
от ARVEXalgo
Full 24H Hourly Volatility & BiasA statistical dashboard designed for intraday futures traders (ES/NQ) to identify the "personality" of each trading hour. It processes price data over a user-defined lookback period (default: 20 days) to calculate average volatility and directional bias for every hour of the 24-hour trading cycle, broken down by major sessions (Asia, London, New York). Core Features: 1. Full 24-Hour Coverage: Tracks statistics from the futures open (18:00 NY) through the Asian and London sessions, ending at the New York close (16:00 NY). Rows are color-coded by session for instant context: Blue (Asia), Orange (London), Green (New York). 2. Volatility Heatmap (Avg Range): Calculates the average High-Low range for each hour. Uses a dynamic color gradient (Green to Red) to highlight low-volatility "chop zones" vs. high-volatility "power hours." 3. Directional Bias (Bull %): Displays the probability of each hour closing Green vs. Red. Color-coded to highlight statistical edges: Green (>55% bullish), Red (<45% bearish/bullish), or Yellow (Neutral/Random). 4. Expectancy Levels (Avg Bull / Avg Bear): Avg Bull: The average point move when the hour closes Green. Avg Bear: The average point move when the hour closes Red. It helps traders set realistic profit targets based on the specific hour's historical behavior (e.g., aiming for 20 pts in a slow Asia hour vs. 60 pts in a NY opening hour). How It Helps Traders: 1. Avoid "Dead" Hours: Identifies low-volume times (typically lunch hours or late Asia) where price action is choppy and unreliable. 2. Filter Setups: If a specific hour has a 70% Bearish historical bias, traders can use this to filter out weak long setups or increase confidence in short setups. 3. Optimize Targets: Provides data-driven take-profit levels based on recent volatility rather than arbitrary numbers. Settings: Lookback Period: Adjustable (Default: 20 days) to capture recent market regimes. Timezone: Defaults to America/New_York for alignment with US Futures sessions. Text Size: Customizable table size for different screen resolutions.
Индикатор Pine Script®
от volatility_Viking
EDGE ATLAS WHAT IS EDGE ATLAS? EDGE ATLAS is a multi-factor market environment scanner. It does not generate buy or sell signals. Instead, it answers a more fundamental question that most traders skip entirely: "Is this a good environment to trade right now — and if so, what type of strategy fits these conditions?" The indicator fuses four independent market dimensions into a single composite EDGE Score (0–100), assigns a letter grade (A through F), classifies the current regime (TREND, RANGE, or NEUTRAL), determines directional bias, and recommends a strategy type — all displayed in a compact, repositionable HUD overlay. Most indicators measure one thing. A moving average measures trend. Bollinger Bands measure volatility. Volume indicators measure participation. Each one gives you a single dimension of a multi-dimensional problem. EDGE ATLAS combines all four dimensions simultaneously so you can see the full picture before committing capital. ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ THE SCORING MODEL — HOW THE EDGE SCORE IS CALCULATED The EDGE Score is a weighted composite of four independent measurements. Each component is normalized to a 0–1 scale before weighting, ensuring that no single dimension can dominate the final score regardless of instrument or timeframe. COMPONENT 1 — PLAY EDGE (45% of total score) This is the largest component because it answers the most important question: is there a strong, tradeable pattern right now? The indicator calculates two separate edge measurements and takes the larger of the two: Play Edge = max(Trend Strength, Range Fade Edge) This dual-path design means the score remains high whenever ANY strong play exists — whether the market is trending cleanly or sitting at a mean-reversion extreme. Trend Strength is itself a three-factor composite: Trend Strength = 0.45 x Efficiency Ratio + 0.35 x ADX (normalized) + 0.20 x Slope Magnitude - Efficiency Ratio (Kaufman): Measures directional efficiency of price movement over N bars. A value of 1.0 means price moved in a perfectly straight line. A value near 0 means price went nowhere despite lots of bar-to-bar movement. This is the core chop filter. - ADX (normalized): The classic Wilder Average Directional Index, normalized to a 0–1 scale where ADX below 15 maps to 0 and ADX above 35 maps to 1. Measures the strength of any directional movement regardless of direction. - Slope Magnitude: The absolute slope of the Anchor EMA, normalized by ATR. This captures how aggressively the trend center-of-gravity is moving. A flat EMA produces 0. A steeply angled EMA produces values approaching 1. Range Fade Edge measures mean-reversion opportunity: Range Fade Edge = (1 - Trend Strength) x Deviation Edge Deviation Edge activates when price deviates from the Anchor EMA by more than the ATR deviation threshold (default: 0.90 ATR). The further price stretches beyond that threshold, the higher the Range Fade Edge becomes — but only when Trend Strength is LOW. This prevents the indicator from suggesting mean-reversion trades during a strong trend. WHY THREE SUB-FACTORS FOR TREND? Using a single trend indicator creates fragility. ADX can stay high during volatile chop. Efficiency Ratio can briefly spike during a single large candle. EMA slope can lag during fast reversals. By combining all three with different weights, the Trend Strength reading becomes robust against the failure mode of any single measurement. When all three agree, you have genuine trend conviction. When they diverge, the score drops — which is exactly what should happen in ambiguous conditions. COMPONENT 2 — VOLATILITY QUALITY (20% of total score) Not all volatility is equal. This component measures whether current volatility is in a "tradeable" range by comparing the current ATR against a long-run ATR baseline (100-period EMA of ATR by default). The scoring curve works as follows: - ATR is 70%–160% of baseline: Score = 1.0 (normal, healthy volatility) - ATR is below 70% of baseline: Score decreases linearly (compressed, pre-breakout — unpredictable) - ATR is above 160% of baseline: Score decreases inversely (expanded, chaotic — hard to manage risk) This reflects a practical reality: compressed volatility often precedes explosive moves where stops get blown, and extreme volatility makes position sizing and stop placement unreliable. The best trading environments have active but not extreme price movement. COMPONENT 3 — PARTICIPATION (20% of total score) Current volume divided by its moving average, clamped to a 0–1 scale. A ratio of 2.0 (double the average volume) maps to a perfect score of 1.0. Average volume maps to 0.5. Below-average volume maps below 0.5. Higher participation means the current price action is backed by real market activity rather than thin-market noise. Breakouts on high volume are more likely to follow through. Trends on declining volume are more likely to fail. This component captures that dynamic. NO-VOLUME HANDLING: On instruments where volume data is unavailable (forex pairs, some indices, certain data feeds), this component automatically defaults to a neutral 0.5 score and the HUD displays "N/A" in the Participation row. This prevents false score inflation or deflation on symbols where volume simply does not exist. COMPONENT 4 — MEAN PROXIMITY (15% of total score) Calculated as: Mean Proximity = 1 / (1 + |deviation from EMA in ATR units|) This produces a smooth decay curve: price sitting exactly on the EMA scores 1.0. Price one ATR away scores 0.5. Price two ATRs away scores 0.33. And so on. This component serves a specific purpose within TREND regimes: it rewards entries that are close to the trend's center of gravity (the EMA) where risk/reward is most favorable, rather than entries at extended prices where a pullback is statistically overdue. Note that this component has the LOWEST weight (15%) by design, and it works in counterbalance with the Range Fade Edge in the Play Edge component. When price is far from the EMA, Mean Proximity decreases — but if the regime is RANGE, Range Fade Edge increases. The two effects partially offset each other, which is intentional. The net result is that the total score captures whether the current distance from the mean represents opportunity (range fade) or risk (overextended trend entry). FINAL SCORE ASSEMBLY: EDGE Score = 100 x (0.45 x Play Edge + 0.20 x Volatility Quality + 0.20 x Participation + 0.15 x Mean Proximity) The result is an integer from 0 to 100. Higher is better. The score does not predict direction — it measures environment quality. ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ GRADING SCALE A (score 80 or above) — Exceptional environment. Multiple dimensions are aligned. High conviction. B (score 65–79) — Good environment. Most dimensions are favorable. Standard risk is appropriate. C (score 50–64) — Marginal. Some dimensions are favorable but others are not. Reduce exposure or be very selective. D (score 35–49) — Poor. Most dimensions are unfavorable. The odds are not in your favor. F (score below 35) — No detectable edge. Conditions are choppy, illiquid, or chaotic. The recommended action is to do nothing. All grade thresholds are adjustable in settings to match your personal risk tolerance. ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ REGIME CLASSIFICATION The TrendScore (the Trend Strength component described above) is compared against two thresholds to classify the market into one of three regimes: TREND — TrendScore exceeds the upper threshold (default: 0.65). Price is moving efficiently in one direction with confirming momentum. The indicator assigns directional bias by following the slope of the Anchor EMA: upward slope = LONG bias, downward slope = SHORT bias. RANGE — TrendScore falls below the lower threshold (default: 0.35). Price movement is choppy and non-directional. The indicator assigns directional bias ONLY when price has deviated beyond the ATR deviation threshold from the Anchor EMA, and the bias points BACK toward the EMA (mean reversion). If price is ranging but near the EMA, no bias is assigned because there is no mean-reversion edge yet. NEUTRAL — TrendScore is between the two thresholds. The market is in transition — potentially shifting from trend to range or vice versa. No directional bias is assigned. The recommended action is to wait for clarity. The gap between the TREND and RANGE thresholds creates a deliberate dead zone. This is a feature, not a limitation. Markets spend significant time in transitional states where neither trend-following nor mean-reversion strategies perform well. The NEUTRAL classification prevents the indicator from forcing a read on ambiguous conditions. ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ STRATEGY RECOMMENDATIONS Based on the current grade and regime, the HUD displays one of six strategy suggestions: A or B + TREND + LONG bias : MOMENTUM LONG — Conditions favor trend-following on the long side A or B + TREND + SHORT bias : MOMENTUM SHORT — Conditions favor trend-following on the short side A or B + RANGE + LONG bias : MEAN REV LONG — Conditions favor buying the dip back toward the mean A or B + RANGE + SHORT bias : MEAN REV SHORT — Conditions favor selling the rally back toward the mean A or B + no bias : WAIT FOR BIAS — Environment is good but no directional edge yet C grade : REDUCE SIZE — Marginal conditions; if you trade, trade small D or F grade : SIT OUT — Conditions do not support any strategy type These recommendations tell you WHAT TYPE of strategy fits the current environment. They do not tell you WHERE to enter, where to place stops, or when to exit. Those decisions remain yours. The value of EDGE ATLAS is in filtering out the environments where your strategies are statistically unlikely to perform, regardless of how good the individual setup looks. ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ THE HUD DASHBOARD The overlay table displays eight rows of information organized into two tiers: PRIMARY (what to act on): Header row — Score (0–100) and letter grade, color-coded from green (A) to red (F) Regime — TREND / RANGE / NEUTRAL with regime-appropriate background color Bias — Directional arrow (up/down) or dash for no bias Play — The specific directional play in plain language Strategy — Actionable recommendation with color-coded background TRANSPARENCY (why the score is what it is): Trend — TrendScore sub-component (0.00 to 1.00) Vol Q — Volatility Quality sub-component (0.00 to 1.00) Partic — Participation sub-component (0.00 to 1.00, or N/A if volume unavailable) The transparency tier is what makes EDGE ATLAS a learning tool, not a black box. When the score drops from B to D, you can immediately see which dimension degraded. Did the trend weaken? Did volume dry up? Did volatility spike to abnormal levels? This feedback loop teaches you to read market structure over time, not just follow a number. HUD customization: - Repositionable to any of 6 screen positions (all four corners plus middle-left and middle-right) - Three text sizes (Tiny, Small, Normal) to fit any monitor and chart layout - Fully toggleable — hide the HUD entirely if you prefer only the background tint or badge ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ ADDITIONAL VISUAL FEATURES Background Tint — A subtle color wash behind candles reflecting the current regime and bias. Green tones for bullish trend, red tones for bearish trend, blue tones for range with long bias, orange tones for range with short bias, neutral gray for no bias. This gives you instant visual context without adding any lines or shapes to the chart. Toggleable in settings. Candle Tint — Colors candles by directional bias. Off by default to keep charts clean. Enable it when you want bias direction visible at a glance without reading the HUD. Last-Bar Badge — A floating label positioned on the most recent bar showing the grade, regime, direction arrow, and score in a compact format. Automatically positions above candles for long bias, below candles for short bias. Toggleable. Anchor EMA — The EMA line used internally for all regime and deviation calculations. Hidden by default because the indicator's value is in the composite analysis, not the moving average itself. Enable it if you want to visually confirm where the "center of gravity" sits. Data Window Output — The raw EDGE Score is exposed as a plot in TradingView's Data Window. This means other Pine scripts can reference it as a source input, enabling you to build strategies or additional indicators that use the EDGE Score as a filter. ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ ALERTS Seven built-in alert conditions cover all major state changes: Regime Change — Fires when the market shifts between TREND, RANGE, and NEUTRAL Trend Long — New momentum long setup detected (regime shifted to TREND with upward bias) Trend Short — New momentum short setup detected (regime shifted to TREND with downward bias) Fade Long — New mean-reversion long setup detected (RANGE regime, price stretched below mean) Fade Short — New mean-reversion short setup detected (RANGE regime, price stretched above mean) Upgraded to A — Score crossed above the A-grade threshold Grade Below C — Score dropped below the C-grade threshold (risk-off warning) ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ SETTINGS REFERENCE Core Settings: - Source: Price source for calculations. Default is close. HL2 or HLC3 reduces noise on volatile instruments. - Anchor EMA Length (default 50): The central moving average used for regime detection, slope measurement, and deviation calculation. Use shorter values (20–30) for day trading, 50 for swing trading, 100+ for position trading. - ATR Length (default 14): Standard Wilder ATR period. Normalizes all measurements so the indicator works identically across instruments with different price magnitudes. - Volume MA Length (default 20): Baseline for the participation ratio. Current volume is compared against this moving average. Regime Detection: - Efficiency Ratio Length (default 20): Lookback for the Kaufman ER. Shorter values react faster to regime changes but produce more noise. - ADX Length (default 14): Wilder ADX smoothing period. Higher values produce a more stable reading. - ATR Baseline Length (default 100): Long-run volatility reference for the Volatility Quality component. - TREND Threshold (default 0.65): TrendScore must exceed this to classify as TREND. Raise for stricter detection. - RANGE Threshold (default 0.35): TrendScore must fall below this to classify as RANGE. Lower for stricter detection. - Deviation Threshold (default 0.90 ATR): Minimum distance from the EMA before range bias activates. Raise to only fade extreme deviations. Grading Scale: - A/B/C thresholds are fully adjustable. The D threshold is fixed at 35. Below 35 is always F. Visual Settings: - Toggle each visual element independently (HUD, background, candles, badge, EMA) - Reposition HUD to 6 screen locations - Scale HUD text across 3 sizes ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ HOW TO USE THIS — PRACTICAL WORKFLOWS For Beginners: 1. Add EDGE ATLAS to your chart. 2. Look at the grade. If it says A or B, the market is in a good state for trading. If it says D or F, close the chart and come back later. This single habit will eliminate a large percentage of losing trades that come from forcing setups in hostile environments. 3. Read the Strategy row. It will tell you whether to look for momentum (trend-following) or mean-reversion (fade) setups, and in which direction. Do not look for momentum setups when it says MEAN REV, and do not try to pick tops/bottoms when it says MOMENTUM. For Intermediate Traders: 1. Use the regime classification to match your strategy type. If you have a breakout strategy, only deploy it during TREND regimes. If you have a support/resistance bounce strategy, only deploy it during RANGE regimes. Track your win rate in each regime separately — the difference will be significant. 2. Use the sub-scores as early warning. When the Trend sub-score starts declining from 0.80 toward 0.50, the trend is weakening BEFORE the regime officially shifts. This gives you time to tighten stops or take partial profits. 3. Set alerts for grade changes. An "Upgraded to A" alert on your watchlist symbols tells you where the best environments are forming. A "Grade Below C" alert on open positions warns you that conditions are deteriorating. For Advanced / Quantitative Traders: 1. Reference the EDGE Score from the Data Window as a source input in your own strategies. Use it as a position-sizing multiplier: full size on A-grade, half size on C-grade, flat on F-grade. 2. Backtest your existing strategy with and without the regime filter. Run your entries only when EDGE ATLAS shows the matching regime (TREND entries only in TREND, mean-reversion entries only in RANGE) and compare the equity curve. 3. Examine the individual sub-scores to build more granular filters. For example, you might find that your specific strategy performs best when Trend > 0.70 AND Participation > 0.60, regardless of the other components. ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ IMPORTANT DISCLAIMERS - This indicator does NOT repaint. All calculations use confirmed bar data. No future data is referenced. - This is NOT a signal generator. It does not tell you when to buy or sell. It tells you whether the current environment supports trading and what type of strategy is appropriate. Entry and exit decisions remain entirely yours. - Works on all instruments (stocks, forex, crypto, futures, indices) and all timeframes. Automatically adapts to instruments without volume data. - The scoring weights (45/20/20/15) are derived from established quantitative principles and are not curve-fitted to any specific market, symbol, or time period. - Past performance of any scoring system does not guarantee future results. Always use proper risk management regardless of the indicated grade.
Индикатор Pine Script®
от Finntech1
Defyler 15m ORB// This Pine Script® code is subject to the terms of the Mozilla Public License 2.0 at mozilla.org // © jeffparker341 //@version=6 indicator("Defyler ORB", overlay=true, max_labels_count=500, max_boxes_count=500) // ===================== // Inputs // ===================== sess = input.session("0930-1600", "RTH Session") showAfterHours = input.bool(false, "Extend Past RTH Close") // Range visuals bandColor = input.color(color.new(color.teal, 85), "Range Fill") hiLineColor = input.color(color.new(color.white, 0), "High Line") loLineColor = input.color(color.new(color.white, 0), "Low Line") lineWidth = input.int(2, "Range Line Width", minval=1, maxval=4) // Chart-TF VWAP showHourlyVWAP = input.bool(true, "Show VWAP (Chart TF)") hVwapColor = input.color(color.new(color.yellow, 0), "VWAP Color") hVwapWidth = input.int(2, "VWAP Width", minval=1, maxval=4) // Debug / markers showBreakMarks = input.bool(true, "Show Break Markers (BRK)") showReclaimMk = input.bool(true, "Show Reclaim Markers (T/R)") showEntryLabel = input.bool(true, "Show Entry Labels") showExitLabel = input.bool(true, "Show Exit Labels") breakUpColor = input.color(color.new(color.lime, 0), "BRK Up Color") breakDnColor = input.color(color.new(color.red, 0), "BRK Down Color") reclUpColor = input.color(color.new(color.aqua, 0), "Reclaim Long Color") reclDnColor = input.color(color.new(color.fuchsia, 0), "Reclaim Short Color") // Trade enable enableLong = input.bool(true, "Enable Long Trades") enableShort = input.bool(true, "Enable Short Trades") // Break→Reclaim tuning reclaimTolPct = input.float(10.0, "Reclaim proximity (% of 30m range)", minval=0.0, step=0.5) // Filters useVWAPFilter = input.bool(true, "Require VWAP Alignment (Long>VWAP, Short Confirm)") confirmBufferTicks = input.int(0, "Confirm Buffer (ticks)", minval=0, maxval=100) // ===================== // 30m Trend Projection (recommended ON) // ===================== useTrendProjection30m = input.bool(true, "Use 30m Trend Projection for TP/SL") projLen30m = input.int(30, "30m Trend Length", minval=5, maxval=200) projBars30m = input.int(2, "Project N 30m Bars Ahead", minval=1, maxval=12) minProjATR = input.float(0.75, "Min Projection (x 30m ATR)", minval=0.0, step=0.05) // Risk model (applies to base move, projected or fallback) slPct = input.float(50.0, "SL = % of Base", minval=0.1, step=0.1) tpPct = input.float(100.0,"TP = % of Base", minval=0.1, step=0.1) // Make boxes larger overall (SL/TP distances) boxSizeMult = input.float(1.65, "Order Box Size Multiplier", minval=0.5, maxval=3.0, step=0.05) // Fallback base mode (only used when projection is OFF) fallbackBase = input.string("VWAPDistance", "Fallback Base (when projection OFF)", options= ) atrLen = input.int(14, "ATR Length (fallback)", minval=1) atrTf = input.string("5", "ATR Timeframe (fallback)", options= ) minBaseMode = input.string("ATR", "Min Base Floor Type (fallback)", options= ) minBasePct30m = input.float(10.0, "Min Base = % of 30m Range", minval=0.0, step=1.0) // Trade box visuals riskBoxColor = input.color(color.new(color.red, 85), "Risk Box Fill") rewardBoxColor = input.color(color.new(color.lime, 88), "Reward Box Fill") boxBorderColor = input.color(color.new(color.white, 80), "Box Border") // ===================== // Session flags // ===================== inSess = not na(time(timeframe.period, sess)) newDay = ta.change(time("D")) != 0 // ===================== // VWAP (Chart timeframe; auto-adapts to selected TF) // ===================== chartVWAP = ta.vwap(hlc3) showVW = showHourlyVWAP and (inSess or showAfterHours) plot(showVW ? chartVWAP : na, "VWAP", color=hVwapColor, linewidth=hVwapWidth, style=plot.style_line) // ===================== // First 30m RTH candle high/low (computed on 30m series) // ===================== rth30_firstBar = request.security( syminfo.tickerid, "30", (not na(time("30", sess))) and (na(time("30", sess)) ), barmerge.gaps_off, barmerge.lookahead_off ) rth30_high = request.security(syminfo.tickerid, "30", high, barmerge.gaps_off, barmerge.lookahead_off) rth30_low = request.security(syminfo.tickerid, "30", low, barmerge.gaps_off, barmerge.lookahead_off) // Range state var float firstHi = na var float firstLo = na var bool locked = false if newDay firstHi := na firstLo := na locked := false if rth30_firstBar and not locked firstHi := rth30_high firstLo := rth30_low locked := true showRange = locked and (inSess or showAfterHours) // Range plots rangeHi = showRange ? firstHi : na rangeLo = showRange ? firstLo : na pHi = plot(rangeHi, "First 30m High", color=hiLineColor, linewidth=lineWidth, style=plot.style_linebr) pLo = plot(rangeLo, "First 30m Low", color=loLineColor, linewidth=lineWidth, style=plot.style_linebr) fill(pHi, pLo, color=bandColor, title="First 30m Range Fill") // ===================== // 30m Trend Projection (points) // ===================== atr30 = request.security(syminfo.tickerid, "30", ta.atr(14), barmerge.gaps_off, barmerge.lookahead_off) lr30 = request.security(syminfo.tickerid, "30", ta.linreg(close, projLen30m, 0), barmerge.gaps_off, barmerge.lookahead_off) lr30_prev = request.security(syminfo.tickerid, "30", ta.linreg(close, projLen30m, 0) , barmerge.gaps_off, barmerge.lookahead_off) slope30 = lr30 - lr30_prev projMoveRaw = math.abs(slope30) * projBars30m projFloor = atr30 * minProjATR projMove = math.max(projMoveRaw, projFloor) // ===================== // Break → Reclaim state machine // ===================== var bool armedLong = true var bool armedShort = true var bool longBroken = false var bool longTouched = false var bool shortBroken = false var bool shortTouched = false range30 = locked ? (firstHi - firstLo) : na tol = (not na(range30) ? range30 * (reclaimTolPct / 100.0) : na) // Daily reset if newDay armedLong := true armedShort := true longBroken := false longTouched := false shortBroken := false shortTouched := false // Re-arm ONLY when price closes back inside the 30m range insideRange = locked and barstate.isconfirmed and close <= firstHi and close >= firstLo if insideRange armedLong := true armedShort := true longBroken := false longTouched := false shortBroken := false shortTouched := false // VWAP alignment (chart TF VWAP) allowLong = not useVWAPFilter or close > chartVWAP allowShort = not useVWAPFilter or close < chartVWAP // Break (confirmed close) brkUp = showRange and barstate.isconfirmed and armedLong and close > firstHi and allowLong brkDn = showRange and barstate.isconfirmed and armedShort and close < firstLo and allowShort if brkUp longBroken := true longTouched := false if brkDn shortBroken := true shortTouched := false // Touch zone after break longTouch = showRange and longBroken and armedLong and not longTouched and not na(tol) and low <= (firstHi + tol) if longTouch longTouched := true shortTouch = showRange and shortBroken and armedShort and not shortTouched and not na(tol) and high >= (firstLo - tol) if shortTouch shortTouched := true // Reclaim/confirm (confirmed close back through boundary) longReclaim = showRange and barstate.isconfirmed and armedLong and longBroken and longTouched and close > firstHi and allowLong shortReclaim = showRange and barstate.isconfirmed and armedShort and shortBroken and shortTouched and close < firstLo and allowShort if requireCandleDir longReclaim := longReclaim and close > open shortReclaim := shortReclaim and close < open // Markers plotshape(showBreakMarks and brkUp, title="BRK Up", style=shape.triangleup, location=location.belowbar, size=size.tiny, color=breakUpColor, text="BRK↑") plotshape(showBreakMarks and brkDn, title="BRK Down", style=shape.triangledown, location=location.abovebar, size=size.tiny, color=breakDnColor, text="BRK↓") plotshape(showReclaimMk and longTouch, title="Touch Long", style=shape.circle, location=location.belowbar, size=size.tiny, color=reclUpColor, text="T") plotshape(showReclaimMk and shortTouch, title="Touch Short", style=shape.circle, location=location.abovebar, size=size.tiny, color=reclDnColor, text="T") plotshape(showReclaimMk and longReclaim, title="Reclaim Long", style=shape.diamond, location=location.belowbar, size=size.tiny, color=reclUpColor, text="R") plotshape(showReclaimMk and shortReclaim, title="Reclaim Short", style=shape.diamond, location=location.abovebar, size=size.tiny, color=reclDnColor, text="R") // ===================== // Two-Stage Entry setup state // ===================== var bool hasSetup = false var int setupDir = 0 var float setupHi = na var float setupLo = na // Reset setup daily if newDay hasSetup := false setupDir := 0 setupHi := na setupLo := na // If price goes back inside the ORB range, invalidate any pending setup if hasSetup and insideRange hasSetup := false setupDir := 0 setupHi := na setupLo := na // Capture setup on reclaim (instead of entering immediately when Two-Stage is ON) if useTwoStageEntry and not hasSetup and not na(firstHi) and not na(firstLo) if enableLong and not hasSetup and longReclaim hasSetup := true setupDir := 1 setupHi := high setupLo := low if enableShort and not hasSetup and shortReclaim hasSetup := true setupDir := -1 setupHi := high setupLo := low // Confirm conditions (follow-through beyond reclaim candle extreme + optional buffer) buf = confirmBufferTicks * syminfo.mintick confirmLong = useTwoStageEntry and hasSetup and setupDir == 1 and barstate.isconfirmed and close > (setupHi + buf) and allowLong confirmShort = useTwoStageEntry and hasSetup and setupDir == -1 and barstate.isconfirmed and close < (setupLo - buf) and allowShort // ===================== // Fallback sizing helpers (only used if projection OFF) // ===================== breakerRange = high - low atrBase = request.security(syminfo.tickerid, atrTf, ta.atr(atrLen), barmerge.gaps_off, barmerge.lookahead_off) f_base_fallback(entry) => float b = na if fallbackBase == "30mRange" b := range30 else if fallbackBase == "BreakerRange" b := breakerRange else if fallbackBase == "ATR" b := atrBase else b := math.abs(entry - chartVWAP) b f_floor_fallback() => float f = 0.0 if minBaseMode == "None" f := 0.0 else if minBaseMode == "ATR" f := atrBase else f := (not na(range30) ? range30 * (minBasePct30m / 100.0) : 0.0) f f_baseEff(entry) => float b = useTrendProjection30m ? projMove : math.max(f_base_fallback(entry), f_floor_fallback()) b // ===================== // Box helper (bar_index anchored; scales/pans/zooms correctly) // ===================== f_make_box(_box, _leftBar, _rightBar, _top, _bot, _bg) => box _b = _box if na(_b) _b := box.new(left=_leftBar, right=_rightBar, top=_top, bottom=_bot, xloc=xloc.bar_index, bgcolor=_bg, border_color=boxBorderColor) else box.set_left(_b, _leftBar) box.set_right(_b, _rightBar) box.set_top(_b, _top) box.set_bottom(_b, _bot) _b // ===================== // Trade state + boxes // ===================== var int dir = 0 var bool active = false var float entryPx = na var float slPx = na var float tpPx = na var int entryBarIndex = na var box riskBox = na var box rewardBox = na if newDay dir := 0 active := false entryPx := na slPx := na tpPx := na entryBarIndex := na riskBox := na rewardBox := na // Signals: // - If Two-Stage is ON: entry only on confirmLong/confirmShort // - If Two-Stage is OFF: old behavior (enter on reclaim) longSignal = enableLong and not active and (useTwoStageEntry ? confirmLong : longReclaim) shortSignal = enableShort and not active and (useTwoStageEntry ? confirmShort : shortReclaim) // Once confirmation happens (or if we entered), clear pending setup if (confirmLong or confirmShort) and useTwoStageEntry hasSetup := false setupDir := 0 setupHi := na setupLo := na if longSignal dir := 1 active := true entryPx := close entryBarIndex := bar_index baseEff = f_baseEff(entryPx) * boxSizeMult slPx := entryPx - baseEff * (slPct / 100.0) tpPx := entryPx + baseEff * (tpPct / 100.0) armedLong := false longBroken := false longTouched := false riskBox := na rewardBox := na riskBox := f_make_box(riskBox, entryBarIndex, bar_index, entryPx, slPx, riskBoxColor) rewardBox := f_make_box(rewardBox, entryBarIndex, bar_index, tpPx, entryPx, rewardBoxColor) if showEntryLabel label.new(bar_index, low, "LONG Entry", style=label.style_label_up, textcolor=color.white) if shortSignal dir := -1 active := true entryPx := close entryBarIndex := bar_index baseEff = f_baseEff(entryPx) * boxSizeMult slPx := entryPx + baseEff * (slPct / 100.0) tpPx := entryPx - baseEff * (tpPct / 100.0) armedShort := false shortBroken := false shortTouched := false riskBox := na rewardBox := na riskBox := f_make_box(riskBox, entryBarIndex, bar_index, slPx, entryPx, riskBoxColor) rewardBox := f_make_box(rewardBox, entryBarIndex, bar_index, entryPx, tpPx, rewardBoxColor) if showEntryLabel label.new(bar_index, high, "SHORT Entry", style=label.style_label_down, textcolor=color.white) // Extend boxes while active if active and not na(entryBarIndex) if dir == 1 riskBox := f_make_box(riskBox, entryBarIndex, bar_index, entryPx, slPx, riskBoxColor) rewardBox := f_make_box(rewardBox, entryBarIndex, bar_index, tpPx, entryPx, rewardBoxColor) else if dir == -1 riskBox := f_make_box(riskBox, entryBarIndex, bar_index, slPx, entryPx, riskBoxColor) rewardBox := f_make_box(rewardBox, entryBarIndex, bar_index, entryPx, tpPx, rewardBoxColor) // Exit detection only AFTER entry bar canExit = active and not na(entryBarIndex) and bar_index > entryBarIndex hitTP = canExit and ((dir == 1 and high >= tpPx) or (dir == -1 and low <= tpPx)) hitSL = canExit and ((dir == 1 and low <= slPx) or (dir == -1 and high >= slPx)) exitNow = hitTP or hitSL exitIsSL = hitSL if exitNow if showExitLabel label.new(bar_index, exitIsSL ? slPx : tpPx, exitIsSL ? "EXIT SL" : "EXIT TP", style=label.style_label_left, textcolor=color.white) // Freeze boxes at this bar and leave them on chart if not na(riskBox) box.set_right(riskBox, bar_index) if not na(rewardBox) box.set_right(rewardBox, bar_index) // Clear trade state (boxes remain) dir := 0 active := false entryPx := na slPx := na tpPx := na entryBarIndex := na riskBox := na rewardBox := na
Индикатор Pine Script®
от jeffparker341
Adaptive Harmonic Forecast [LuxAlgo]The Adaptive Harmonic Forecast indicator decomposes price action into multiple cyclical components and a linear trend to forecast future market movement. By extracting the most dominant frequencies from recent price data, the tool projects a multi-harmonic model into the future to identify potential reversal points and trend continuations. 🔶 USAGE The indicator provides a mathematical projection of price action based on the assumption that markets exhibit cyclical behavior. Users can utilize the forecast to anticipate upcoming shifts in momentum or to identify the underlying trend direction. It is important to note that the forecast is dynamic and recalculates on the most recent bar; therefore, it is best used to confirm momentum shifts when price action aligns with the projected harmonic direction. 🔹 Historical Fit & Forecast The script displays a solid line over the historical lookback period, representing how well the harmonic model fits the actual price data. Beyond the current bar, a dotted line extends the forecast. This forecast is color-coded: green represents projected upward movement, while red represents projected downward movement. The forecast should be viewed primarily as a timing tool rather than an exact price target, as it projects where the "rhythm" of the market is heading based on current harmonics. 🔹 Trend Line & Reversal Markers A linear trend line is calculated alongside the sinusoids to show the overall bias (slope) of the lookback period. Additionally, the indicator can plot reversal markers (dots) at the specific points where the forecasted cycles reach a peak or trough. These markers highlight potential future turning points where the composite cycles converge to create a local maximum or minimum. 🔹 Detected Cycles Table The "Detected Cycles" dashboard allows traders to identify if current price action is dominated by short-term "noise" cycles or larger "structural" cycles. By observing the period lengths (in bars), users can determine the frequency of market swings. If the detected periods are small relative to the lookback, the market is in a high-frequency state; if they are large, the market is exhibiting more stable, long-term cyclicality. 🔶 DETAILS The script operates through a two-step mathematical process involving spectral analysis and matrix-based regression: Periodogram Logic (Cycle Detection): The indicator first detrends the data within the lookback window using a linear fit. It then performs a spectral analysis by scanning a range of periods to calculate "spectral power" (the correlation between price and a specific frequency). It identifies "spectral peaks" where price variance is most concentrated, ensuring that only the most meaningful cycles are selected for modeling rather than random noise. Multi-Harmonic OLS Regression: Once the dominant periods are identified, the script uses Ordinary Least Squares (OLS) regression to solve for the coefficients of a linear combination of basis functions. Specifically, it constructs a model consisting of multiple sine and cosine waves (representing the cycles) and a first-order polynomial (representing the trend). By solving the normal equation using matrix math, the script finds the optimal amplitudes and phases that minimize the squared error against historical price. This composite model is then solved for future time coordinates to create the extrapolation. 🔶 SETTINGS 🔹 Settings Fit Lookback (N): Determines the number of historical bars used to analyze cycles and fit the model. Extrapolation Bars: Sets how many bars into the future the forecast should extend. Number of Sinusoids: The maximum number of individual cycles to include in the composite model (1-10). 🔹 Automatic Cycle Detection Min Period: The shortest cycle length (in bars) the algorithm is allowed to detect. 🔹 Visuals Show Reversal Dots: Toggles the markers at forecasted local highs and lows. Dot Size: Adjusts the visual scale of the reversal markers. Show Detected Periods: Toggles the data table showing the lengths of the dominant cycles. 🔹 Trend Line Show Trend Line: Toggles the display of the underlying linear regression line. Trend Line Color: Sets the color for the historical and projected trend line.
Индикатор Pine Script®
от LuxAlgo
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