Pivot Points - Camarilla. Gives 6 different option for pivot points. Camarilla - Classic - Fibonacci etc.
Time frame. Auto or fixed time option.
Label Position. Left - Right.
Label Vertical Position. Above - center - below.
Label offset. Option.
Label Vertical offset. Option.
Line width and style option.
Line color option.
Индикаторы и стратегии
Jays indicatorA multi timeframe emas and trends on same chart.
By default the current timeframe is selected and additionally weekly ema/trend and monthly ema is added.
Wolf Alpha Sentinel🎯 Why Wolf Alpha Sentinel?
-BOS & CHoCH Triggers: Break of Structure (BOS) and Change of Character (CHoCH) are not just labels; they are the core trading signals that mark the start of a trend or a true shift in market direction. Thanks to the displacement filter, only real, high-volume breakouts are highlighted.
-Deep Reversal Zone (1.272 – 1.414): Goes beyond standard Fibonacci levels. The 1.272 – 1.414 range—where price sweeps liquidity and reaches an “extreme overbought/oversold” condition—is marked as the most critical reversal area.
-Optimal Trade Entry (OTE): Automatically boxes the institutional pullback zones between 0.62 – 0.79.
-Mitigation Logic: Tested zones fade out visually, allowing you to instantly see which areas are still fresh and actionable.
🐺 Sniper Strategy: 55-Minute HTF + 3-Minute LTF
To extract maximum performance from this indicator, a Top-Down Analysis approach is recommended:
-Macro Bias (55 Minutes): The indicator continuously tracks the 55-minute market structure in the background. When you see a BOS or CHoCH label on your chart, you are officially a “hunter” in that direction.
-Entry Timeframe (3 Minutes): Once the primary direction is defined, switch your chart to the 3-minute timeframe.
-Deep Liquidity Hunt: Wait for price to retrace into the 1.272 – 1.414 (Deep Reversal) or OTE zones defined by the 55-minute structure, using 3-minute candles.
-Trigger: When price taps into these deep zones, execute the trade based on a micro structure break or a clear candlestick formation on the 3-minute chart.
Why 55m & 3m?
-55 Minutes: Reveals the true intentions of large players (Smart Money) and filters out market noise.
-3 Minutes: Tightens your stop distance and maximizes your risk-to-reward ratio. Entering on the 3-minute chart from a 55-minute zone is like riding an elephant with the risk of an ant.
💡 Strategy Summary
This indicator is built on the logic of price clearing liquidity in the 1.272 – 1.414 zone and then joining the main trend through a BOS/CHoCH continuation move.
BOS/CHoCH Impulsive Move Detector #12.2Includes all updates. This indicator includes all BOS & CHoCH impulses and identifies impulses of greater than 5% and differentiates between longs and shorts.
Mine Shaft + Drift + Ore Pocket Detector (Gap+Touch)Mine Shaft + Drift + Ore Pocket Detector (Gap+Touch) — Full Description (v1.6.1, Pine v6)
*Experimental - *Test Phase*
1) What this indicator is intended to do
This indicator attempts to algorithmically discover “mine shaft” price structure on a chart by:
Collecting structural anchor points (gaps and optionally pivots),
Generating candidate trend “rails” (centerline + parallel upper/lower borders) from pairs of anchors,
Fitting an optimal channel width around each candidate centerline,
Scoring candidates based on how well price action conforms to the channel (touches + containment),
Selecting and rendering:
the main shaft channel (primary),
additional drifts (secondary shafts per direction),
And then detecting Ore Pockets: time locations where multiple selected lines intersect (time confluence / intersection clustering).
The conceptual model is:
A shaft = a best-fit channel that price respects over time (the “main tunnel”).
Drifts = alternate channels close in quality to the main shaft (secondary tunnels).
Ore pockets = future/past time coordinates where multiple channels’ centerlines intersect densely (confluence in time, not necessarily in price).
2) What it is doing right now (current behavior)
In its current form, the script does a bounded, performance-limited scan:
It stores a limited number of anchor points in arrays.
It only considers a bounded number of recent anchors per direction.
It constructs candidate lines from anchor pairs and evaluates channel fitness using sampled bars.
On the last bar, it selects top candidates per direction and draws:
a “main” channel per mode (single best overall, or separate up/down),
plus optional drift channels,
plus ore pocket markers.
It is producing meaningful channels and drifts, but it is currently more likely to lock onto a strong “local” shaft than the one macro shaft spanning the entire market structure.
3) Core mechanics (how the script finds shafts)
3.1 Anchor generation (what points it uses)
Anchors are the “support points” used to build candidate shaft centerlines.
Two anchor families are supported:
A) Gap anchors (from your selected gap mode)
These attempt to capture “displacement events” and their boundaries/mids.
B) Pivot anchors (optional structural anchors)
These use pivots to inject macro structure points that are not strictly gap-based.
All anchors are stored as:
anchorX: bar_index of anchor
anchorY: price of anchor
anchorD: direction flag (+1 for up, -1 for down)
Anchors are capped by maxAnchors with FIFO trimming.
3.2 Candidate generation (how it produces centerlines)
For each direction (+1 and -1):
Collect “recent” anchors of that direction within lookbackBars (bounded to maxDirAnchors).
For each pair of anchors (x1,y1) and (x2,y2) that satisfy:
spacing within ,
slope sign consistent with direction,
Construct the line equation:
slope m and intercept b
Fit a channel width w around that line (via width mode).
Score it (touches + inside count minus width penalty).
Keep the top K rails (K = driftCount+1 typically).
3.3 Scoring model (what “best” means right now)
For a candidate centerline:
At sampled bars (stride sampling), compute:
channel top = y(x) + w
channel bot = y(x) - w
Evaluate:
Inside: candle range fits within the channel ± tolerance
Touches: high near top border, low near bottom border (within tolerance)
Score formula:
score = insideCount * insideWeight
+ touchCount * touchWeight
- (w / ATR) * widthPenalty
So:
Higher inside and touch counts increase score
Wider channels are penalized (in ATR units) to avoid “cheating” via enormous width
3.4 Width fitting (how the channel thickness is chosen)
Width is either:
Fit (scan widths): scans widths between a min width and a max deviation cap and selects the best scoring width.
Fixed ATR Envelope: uses a fixed width derived from ATR (currently hard-coded to a 2.0 ATR envelope in your present draft).
Fixed Max Deviation: width is max observed deviation from line in sampled window.
This matters because “macro shaft” detection is strongly influenced by whether the width-fitting is allowed to expand enough to contain large historical moves, without being penalized into losing to a smaller local shaft.
3.5 Rendering (what gets drawn)
For any selected rail, it draws:
Upper border line (top rail)
Lower border line (bottom rail)
Optional centerline (main only)
Optional fill between borders (main only)
Label at current bar with touches and inside count
Drifts render similarly but without main-only features (depending on flags).
3.6 Ore Pocket detection (time confluence)
Ore pockets are not “price zones” directly.
They are computed as follows:
Collect selected centerlines (m,b) for:
the main selected shaft(s),
and all drift centerlines (both directions if present)
For each pair of selected lines, compute intersection x-coordinate:
x* = (b2 - b1) / (m1 - m2)
Only keep intersections within:
Cluster intersections by time proximity (clusterBars)
Mark the strongest clusters (highest counts) as “Ore Pocket” vertical dotted lines with labels.
Interpretation:
A dense cluster indicates many selected rails converge around a similar time coordinate.
It is a “time confluence” hypothesis point.
4) Full settings reference (what each setting is for)
01) Gap Anchors
Gap Mode
FVG (3-candle)
Uses a classic 3-candle fair value gap pattern:
Up gap if low > high
Down gap if high < low
Anchors are derived from the gap boundaries.
Candle Gap (open-close)
Gap based on open vs close of the same bar with a tick threshold.
Candle Gap (open-prev close)
Gap based on open vs close with a tick threshold.
Gap Threshold (ticks)
Only used for the candle gap modes.
Controls the minimum gap size required to register an anchor.
Anchor Price
Boundary: anchors at one gap boundary (more “structural edge”)
Mid: anchors at midpoint of the gap (more “center of displacement”)
Include Pivot Anchors (structure)
When enabled, adds pivots as additional anchors to stabilize macro detection.
Pivot Length
Pivot sensitivity (how many bars left/right define a pivot).
Larger values = fewer, more structural pivots.
02) Channel Fit + Touch Scoring
Lookback Bars
The historical window used to:
filter which anchors are considered “recent enough”
evaluate channel fitness (sampled evaluation)
Larger lookback tends to favor macro shafts, but also increases computational risk (mitigated by evalBars and stride).
ATR Length
ATR period used for tolerance and width penalty scaling.
Tolerance (ATR mult)
Defines how close price must be to a rail to count as “touch” and how strict the “inside channel” containment is.
Higher tolerance = easier to score high on touch/inside.
Min Border Touches (keep rail)
Minimum number of border touches required before a candidate is even eligible.
Score: Inside Weight
Weight of inside count in score.
Score: Border Touch Weight
Weight of border touches in score.
This is a strong driver of “shaft-like” behavior.
Score: Width Penalty (in ATRs)
Penalizes wide channels relative to ATR.
Higher penalty biases toward narrow/local shafts.
03) Performance Controls
Max Stored Anchors (global)
Maximum anchor points kept in memory arrays.
Too low can cause loss of macro structure; too high increases candidate noise.
Max Anchors / Direction (scan)
Hard cap on how many anchors are used in candidate generation per direction.
Critical: this strongly influences whether macro shaft can be found, because if you only keep the most recent anchors, you lose the early-structure anchor points.
Eval Bars (max)
Maximum historical bars actually evaluated for scoring.
Even if lookbackBars is large, evaluation is capped here.
Eval Stride (sample every N bars)
Sampling step for evaluation.
Larger stride = faster but less accurate scoring.
04) Candidate Generation
Min Anchor Spacing (bars)
Minimum distance between the two anchors used to define a candidate line.
Prevents micro-noise lines from being evaluated.
Max Anchor Spacing (bars)
Maximum distance between the two anchors used to define a candidate line.
If this is too low, you cannot generate truly macro candidate lines.
05) Shaft + Drift Display
Main Shaft Mode
Best Overall (Single Shaft): chooses one best rail among Up/Down and draws it as main.
Up Only: show only the best upward rail.
Down Only: show only the best downward rail.
Up + Down: show both main up rail and main down rail simultaneously.
Show Ascending Shaft
Toggles rendering for the “up” main shaft (when mode allows it).
Show Descending Shaft
Toggles rendering for the “down” main shaft (when mode allows it).
Drifts per Direction
Number of additional top-ranked rails to draw per direction (after the best one).
Extend Lines
Right: extend lines to the right only.
Both: extend both left and right.
Fill Main Shaft Channel
Fill between upper and lower borders for main shaft.
Main Shaft Fill Transparency
Transparency level for main fill.
Show Main Shaft Centerline
Draw the dashed centerline for the main shaft.
06) Ore Pocket (Intersection-Time Confluence)
Show Ore Pockets (Time Confluence)
Enables ore pocket discovery and rendering.
Intersection Window Forward (bars)
How far into the future intersections are considered.
Intersection Window Backward (bars)
How far into the past intersections are considered.
Cluster Radius (bars)
How close in time intersections must be to merge into a cluster.
Min Intersections per Cluster
Minimum cluster count required before a pocket is shown.
Max Pocket Markers
Limit how many pocket clusters are drawn.
07) Visual Controls
Show Gap Anchors
Displays the gap anchor dots for debugging.
Show Pivot Anchors
Displays pivot anchor dots for debugging.
5) How to use it (practical workflow)
Step A — Confirm anchor behavior
Turn on Show Gap Anchors.
Choose your Gap Mode.
Verify you are seeing anchors where you expect (displacement boundaries).
If anchors are sparse:
Reduce gap threshold (ticks) for candle-gap modes
Enable pivots to inject structure
Increase lookbackBars and maxAnchors so early anchors are not dropped
Step B — Get stable main shaft candidate discovery
Enable Include Pivot Anchors with a medium pivotLen.
Use Fit (scan widths) initially.
Increase Max Anchors / Direction (scan) so you’re not only using recent anchors.
Increase Max Anchor Spacing so macro pairs are eligible.
If you keep getting only local shafts:
That is usually because the candidate pool does not include enough old anchors, or the maxSpacing prevents long-span lines.
Step C — Tune scoring so the “whole-structure” shaft wins
If the script picks a small local channel instead of the macro channel:
Increase insideWeight relative to touchWeight (macro channels tend to contain longer structure even with fewer perfect “touches”)
Reduce widthPenalty, because macro channels may need to be wider to accommodate historical volatility
Increase lookbackBars and evalBars to make “whole-structure fit” matter
Step D — Drifts as secondary shafts
Once main shaft is good:
Increase Drifts per Direction
Validate that drifts represent meaningful alternate sub-shafts rather than noisy duplicates.
If drifts look too similar:
This is expected if many candidates differ only slightly; future refinements should diversify drift selection (see “what still needs done”).
Step E — Ore pockets interpretation
Ore pockets indicate time confluence of multiple rails.
Use them as:
“Time windows to watch”
Not as deterministic price levels
Tune:
clusterBars (cluster tightness)
minClusterSize (signal strength)
6) What still needs done (explicit backlog)
The macro “main mining shaft channel” spanning the entire market structure, and
Smaller shafts/drifts nested inside the macro structure.
To accomplish that, the current algorithm needs additional architecture. Concretely:
A) True multi-scale / hierarchical discovery (primary missing feature)
Right now: one pass, one lookback, one score objective.
Still Needed:
Macro pass: discover a primary shaft using a very long evaluation window and anchor set.
Micro pass(es): discover drifts/secondary shafts using:
residuals (distance from macro centerline),
or segmented time windows (regime partitions),
or anchor subsets constrained to local regions.
This is the single biggest reason we are not consistently getting the full-structure shaft.
B) Anchor retention strategy for macro detection
Right now:
anchors are FIFO capped and direction scanning uses “recent anchors only.”
To reliably find 10-year shafts we need:
an option to store/retain representative anchors across the entire history, not only the most recent ones.
Examples of necessary improvements:
“Stratified anchor sampling” across time (keep some old anchors even when maxAnchors is hit)
“Macro anchor bank” (separate storage for pivots or major gaps)
C) Candidate generation constraints must support macro lines
If we want a shaft spanning the whole structure:
maxSpacing must allow it
the candidate pool must contain anchors far apart in time
So the algorithm needs:
better selection of anchor pairs for long-span candidates (e.g., include earliest/oldest anchors + newest anchors deliberately, not accidentally)
D) Drift diversification
Right now drifts are “next best by score,” which often yields near-duplicates.
We want:
“diverse” secondary shafts:
enforce minimum angular difference,
enforce minimum offset difference,
or penalize candidates too similar to the already-selected shaft.
E) Width fitting logic for macro channels
Macro channels often require:
either a higher width cap,
or a different penalty profile.
Current width penalty is simple and can bias against macro channels.
Needed:
width penalty that scales by timescale or by total evaluated bars,
or separate macro/micro scoring.
F) Ore pocket semantics enhancement (optional but aligned)
Currently pockets are time intersections only.
If you want “pocket zones,” improvements could include:
projecting intersection price and drawing a zone box,
clustering in (time, price) space instead of only time,
adding “importance” weighting based on which lines intersect (macro line intersections weighted higher).
7) Known limitations (current version)
Heavy compute only runs on last bar (good for performance), but means:
changes in anchors/parameters can reselect rails abruptly
Candidate set is bounded; macro shaft can be missed if not in pool
Drift selection can be redundant
Ore pockets are time clusters, not price clusters
btall//@version=5
strategy("AR | AlphaEdge Pro (No-Repaint) v1.0",
overlay=true,
initial_capital=100000,
commission_type=strategy.commission.percent,
commission_value=0.04,
slippage=1,
pyramiding=0,
calc_on_order_fills=true,
calc_on_every_tick=false,
process_orders_on_close=true)
//━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━
// Inputs
//━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━
grp1 = "Trend + Signals"
useHTF = input.bool(true, "Use Higher TF Trend Filter", group=grp1)
htf = input.timeframe("240", "Higher Timeframe", group=grp1)
htfEmaLen = input.int(200, "HTF EMA Length", minval=1, group=grp1)
emaFastLen = input.int(21, "Fast EMA", minval=1, group=grp1)
emaSlowLen = input.int(55, "Slow EMA", minval=1, group=grp1)
stAtrLen = input.int(10, "Supertrend ATR Length", minval=1, group=grp1)
stFactor = input.float(3.0, "Supertrend Factor", minval=0.1, step=0.1, group=grp1)
rsiLen = input.int(14, "RSI Length", minval=1, group=grp1)
rsiBull = input.int(52, "RSI Bull Threshold", minval=1, maxval=99, group=grp1)
rsiBear = input.int(48, "RSI Bear Threshold", minval=1, maxval=99, group=grp1)
useVolFilter = input.bool(true, "Use Volume Filter", group=grp1)
volLen = input.int(20, "Volume SMA Length", minval=1, group=grp1)
volMult = input.float(1.2, "Volume Multiplier", minval=0.1, step=0.1, group=grp1)
grp2 = "Risk Management (ATR)"
atrLen = input.int(14, "ATR Length", minval=1, group=grp2)
slAtrMult = input.float(1.6, "Stop = ATR x", minval=0.1, step=0.1, group=grp2)
rr = input.float(2.0, "Risk:Reward (TP)", minval=0.1, step=0.1, group=grp2)
useRiskPct = input.bool(true, "Dynamic Position Size by Risk %", group=grp2)
riskPct = input.float(1.0, "Risk % of Equity per Trade", minval=0.05, step=0.05, group=grp2)
maxPosPct = input.float(20.0, "Max Position % of Equity Cap", minval=1.0, step=1.0, group=grp2)
grp3 = "Breakeven + Session"
useBE = input.bool(true, "Move Stop to Breakeven", group=grp3)
beTriggerATR = input.float(1.0, "Trigger After +ATR x", minval=0.1, step=0.1, group=grp3)
beOffsetATR = input.float(0.05, "BE Offset (ATR x)", minval=0.0, step=0.01, group=grp3)
useSession = input.bool(false, "Trade Only in Session", group=grp3)
sess = input.session("1000-1500", "Session (exchange time)", group=grp3)
//━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━
// Helper / Filters
//━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━
inSession = not useSession or not na(time(timeframe.period, sess))
emaFast = ta.ema(close, emaFastLen)
emaSlow = ta.ema(close, emaSlowLen)
rsi = ta.rsi(close, rsiLen)
atr = ta.atr(atrLen)
volOk = not useVolFilter or (volume > ta.sma(volume, volLen) * volMult)
// Supertrend
= ta.supertrend(stFactor, stAtrLen) // stDir: 1 bullish, -1 bearish (TradingView behavior)
stBull = stDir == 1
stBear = stDir == -1
// HTF trend (lookahead_off to reduce repaint risk on historical vs realtime behavior)
htfEma = request.security(syminfo.tickerid, htf, ta.ema(close, htfEmaLen), barmerge.gaps_off, barmerge.lookahead_off)
htfBull = close >= htfEma
htfBear = close <= htfEma
trendOkLong = not useHTF or htfBull
trendOkShort = not useHTF or htfBear
//━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━
// Entry Conditions (confirmed bar to avoid “intrabar” surprises)
//━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━
longSignal = barstate.isconfirmed and inSession and trendOkLong and stBull and close > emaFast and emaFast > emaSlow and rsi >= rsiBull and volOk
shortSignal = barstate.isconfirmed and inSession and trendOkShort and stBear and close < emaFast and emaFast < emaSlow and rsi <= rsiBear and volOk
//━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━
// Position sizing by ATR stop distance (approx; works best on stocks/spot)
//━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━
f_posQty(_stopDist) =>
// Risk capital = equity * riskPct%
riskCapital = strategy.equity * (riskPct / 100.0)
// Qty to risk roughly riskCapital if stop hits
rawQty = _stopDist > 0 ? (riskCapital / _stopDist) : 0.0
// Cap position size by maxPosPct% of equity
maxPositionValue = strategy.equity * (maxPosPct / 100.0)
maxQty = close > 0 ? (maxPositionValue / close) : rawQty
qty = math.max(0.0, math.min(rawQty, maxQty))
qty
stopDist = atr * slAtrMult
qty = useRiskPct ? f_posQty(stopDist) : na
//━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━
// Entries
//━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━
if (longSignal and strategy.position_size <= 0)
strategy.entry("L", strategy.long, qty=useRiskPct ? qty : na)
if (shortSignal and strategy.position_size >= 0)
strategy.entry("S", strategy.short, qty=useRiskPct ? qty : na)
//━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━
// Exits (ATR SL/TP + optional Breakeven)
//━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━
isLong = strategy.position_size > 0
isShort = strategy.position_size < 0
entry = strategy.position_avg_price
longSL = entry - stopDist
longTP = entry + stopDist * rr
shortSL = entry + stopDist
shortTP = entry - stopDist * rr
// Breakeven logic
beTrig = atr * beTriggerATR
beOff = atr * beOffsetATR
if isLong and useBE
// if price moved in our favor enough -> raise stop to entry (+offset)
if (close - entry) >= beTrig
longSL := math.max(longSL, entry + beOff)
if isShort and useBE
if (entry - close) >= beTrig
shortSL := math.min(shortSL, entry - beOff)
// Submit exits every bar so they update dynamically
strategy.exit("XL", from_entry="L", stop=longSL, limit=longTP, when=isLong)
strategy.exit("XS", from_entry="S", stop=shortSL, limit=shortTP, when=isShort)
//━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━
// Visuals + Alerts
//━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━
plot(emaFast, "EMA Fast", linewidth=2)
plot(emaSlow, "EMA Slow", linewidth=2)
plot(stLine, "Supertrend", linewidth=2)
plot(useHTF ? htfEma : na, "HTF EMA", linewidth=2)
plotshape(longSignal, title="Long Signal", style=shape.triangleup, location=location.belowbar, size=size.tiny, text="L")
plotshape(shortSignal, title="Short Signal", style=shape.triangledown, location=location.abovebar, size=size.tiny, text="S")
alertcondition(longSignal, title="AlphaEdge Long", message="AlphaEdge LONG on {{ticker}} @ {{close}}")
alertcondition(shortSignal, title="AlphaEdge Short", message="AlphaEdge SHORT on {{ticker}} @ {{close}}")
Bollinger Bands with 3SD Volume SegmentationPurpose
This script provides a structured way to analyze how real traded volume distributes across the different volatility zones defined by Bollinger Bands with three standard deviations, it reveals where activity concentrates, how pressure shifts between buyers and sellers, and how market participation behaves as price moves through expanding or contracting volatility regimes. The tool turns the bands into a mechanical segmentation system that exposes the microstructure hidden inside each volatility layer.
How it works
The script calculates Bollinger Bands at one, two, and three standard deviations, then assigns every bar’s volume to the correct volatility zone based on where price closed, it reconstructs buy and sell volume from candle behavior, computes delta as the difference between them, and aggregates these values over the chosen lookback window. Each zone displays total volume, delta, and a dominance percentage that expresses how strongly buyers or sellers controlled that region, all updated dynamically on the most recent bar. For example, if the Mid–U1 zone shows 28,450 contracts with a –2,728 delta and –9.59% dominance, that indicates mild seller control in a normally balanced rotation area, while the L1–Mid zone showing 10,606 contracts, +1,816 delta, and 17.12% dominance signals buyers absorbing pressure and defending the pullback.
Rationale
Volatility zones behave like natural boundaries where liquidity concentrates, where traders commit, hesitate, or get trapped, and where expansions or reversals often originate, so segmenting volume and delta by these zones provides a clearer picture of intent and pressure than raw volume alone. By quantifying how much buying or selling occurred in each volatility layer, the script helps identify continuation, absorption, exhaustion, and imbalance, giving traders a mechanical, objective map of market behavior rather than relying on subjective interpretation.
10am Candle Boxes 10am Candle Boxes" that creates visual boxes around specific candlesticks at particular times of day.
What it does:
The script highlights individual candles that occur at specific times (default: 10:00 AM) by drawing boxes around them. It categorizes and color-codes these candles based on the day of the week.
Key features:
Dual Time Set System: Supports two independent time settings (Set 1 and Set 2), allowing you to track candles at two different times simultaneously. Each set can be enabled/disabled independently.
Three-Category Classification: Each candle is categorized as:
Tuesday candles (orange by default)
First Thursday of the month (purple by default)
All other days (blue by default)
Box Visualization: For each qualifying candle, the script creates:
A colored box extending from the candle body (open to close)
The box extends indefinitely to the right (365 days)
A horizontal midline through the center of the box
Midline color indicates candle direction: green (bullish), red (bearish), black (neutral/doji)
Extensive Customization Options for each category:
Box fill color and transparency
Border color and style
Midline thickness, style (solid/dashed/dotted)
Toggle visibility on/off
Adjustable lookback period (how many days of boxes to show)
Timezone Adjustment: Includes a UTC offset input to adapt the time detection to different timezones.
Smart Cleanup: Automatically removes old boxes based on configurable time limits (default: 10 days for Tuesday/Others, 300 days for First Thursday).
This appears to be a trading tool for marking and tracking key price levels at specific times of day, possibly used for identifying support/resistance zones or monitoring specific session opens/closes. The special emphasis on first Thursday of the month suggests it may be used for tracking important economic releases or recurring events.
BOS, CHoCH and CISD [theEccentricTrader]█ OVERVIEW
This open-source indicator plots Break of Structure (BOS), Change of Character (CHoCH) and Change in State of Delivery (CISD) events directly on the chart and provides optional alerts for each condition.
All conditions are built around my primitive swing logic and are confirmed at candle close to avoid repainting.
The script is designed as a research tool, not a trading strategy. It does not generate entries, exits, targets or risk management rules. Its purpose is to make objectively defined market structure events visible, reproducible and testable across markets and timeframes.
█ CONCEPTS
Green and Red Candles
A green candle is defined as a candle that closes at or above its open.
A red candle is defined as a candle that closes below its open.
Swing Highs and Swing Lows
A swing high is defined as a green candle, or a series of consecutive green candles, followed by a single red candle that completes the swing and forms the peak.
A swing low is defined as a red candle, or a series of consecutive red candles, followed by a single green candle that completes the swing and forms the trough.
Peak and Trough Prices
The peak price of a complete swing high is either the high of the red candle that completes the swing or the high of the preceding green candle, depending on which is higher.
The trough price of a complete swing low is either the low of the green candle that completes the swing or the low of the preceding red candle, depending on which is lower.
Basic Uptrends and Downtrends
Basic uptrends, henceforth referred to as uptrends, are formed when the most recent trough is higher than the preceding trough.
Basic downtrends, henceforth referred to as downtrends, are formed when the most recent peak is lower than the preceding peak.
Break of Structure (BOS)
A BOS occurs when price continues in the direction of the prevailing trend by breaking beyond the most recent peak or trough price. BOS implies trend continuation through structural expansion.
BOS Up occurs during an uptrend when price closes above the most recent peak.
BOS Down occurs during a downtrend when price closes below the most recent trough.
Change of Character (CHoCH)
A CHoCH occurs during an uptrend or downtrend when price breaks the most recent peak or trough price in the opposite direction to the prevailing trend, without fully reversing the higher-level trend structure. CHoCH implies early structural weakness or internal rotation rather than confirmed trend reversal.
CHoCH Up occurs during a downtrend when price closes above the most recent peak but remains below the preceding peak.
CHoCH Down occurs during an uptrend when price closes below the most recent trough but remains above the preceding trough.
Change in State of Delivery (CISD)
A CISD occurs when price breaks the most recent peak or trough price. CISD isolates pure structural displacement, independent of trend classification.
CISD Up occurs when price closes above the most recent peak without regard for trend state.
CISD Down occurs when price closes below the most recent trough without regard for trend state.
█ VISUAL OUTPUTS
Labels
Labels are plotted at the candle where each condition is confirmed.
Users can change the label colours and sizes via indicator Settings/Inputs/LABELS.
Event Lines
Horizontal dashed lines mark the peak or trough that was broken.
Trend Lines
Trend lines are drawn to contextualise trend direction for appropriate structural events.
█ ALERTS
Optional alerts are provided for all conditions. By default, all alerts are set to false.
Users can apply alerts via Indicator Settings/Inputs/ALERTS.
VPQ - Momen Medhat📊 VPQ Oscillator - Proprietary Volume Profile Intelligence
Advanced Volume Analysis Through Proprietary Mathematical Modeling
🎯 Why VPQ Is Different From Standard Volume Profile Tools
The VPQ Oscillator is not a standard Volume Profile indicator. While many indicators display volume histograms or basic POC/VAH/VAL levels, VPQ employs a proprietary mathematical framework to transform raw volume distribution data into actionable intelligence.
🔬 Core Innovations That Justify Premium Access:
1. Proprietary Volume Location Score (VLS) Algorithm
VPQ uses an original mathematical model that calculates precise price positioning relative to volume-weighted fair value. This is not a simple "above/below POC" calculation - it's a multi-factor equation that considers:
Non-linear distance weighting from Value Area boundaries
Gradient-based positioning within Value Area zones
Dynamic scaling based on range volatility
Proprietary normalization to maintain consistency across all market conditions
2. Adaptive Node Intelligence System
Unlike static Volume Profile displays, VPQ features a real-time node classification engine that:
Identifies High Volume Nodes (HVN) vs Low Volume Nodes (LVN) using advanced percentile analysis
Applies proprietary dampening coefficients (0.6x) at HVN zones to signal mean-reversion probability
Applies proprietary amplification factors (1.4x) at LVN zones to signal breakout probability
Dynamically recalculates these weightings on every bar based on current volume distribution
3. Multi-Dimensional Volume Distribution Engine
VPQ processes volume data through a custom binning algorithm that:
Distributes volume across price levels using proportional overlap calculations (not available in standard Volume Profile)
Handles intra-bar volume allocation with precision weighting
Maintains computational efficiency for real-time analysis
Scales seamlessly across any timeframe or instrument
4. Cross-Timeframe Volume Integration
Proprietary logic seamlessly merges higher timeframe institutional volume analysis into current timeframe decision-making, solving the common problem of Volume Profile desynchronization across timeframes.
5. Oscillator Normalization Technology
Original mathematical transformation that converts complex Volume Profile data into a normalized -100 to +100 scale while preserving volume distribution nuances and maintaining signal integrity across all market conditions.
💡 What You Get That Free Indicators Don't Provide
❌ Standard Volume Profile Indicators:
Static histogram displays that clutter charts
Basic POC/VAH/VAL lines without context
No signal weighting or node intelligence
Manual interpretation required
Single timeframe limitation
No actionable scoring system
✅ VPQ Oscillator:
Clean oscillator format - No chart clutter, instant visual clarity
Intelligent scoring - Single number tells you exactly where price stands
Adaptive weighting - Automatically adjusts for mean-reversion vs breakout scenarios
Multi-timeframe ready - Analyze institutional volume from any timeframe
Actionable thresholds - Built-in buy/sell zones with alert capabilities
Proprietary algorithms - Mathematical models not found in public domain
📈 Professional Trading Applications
Mean Reversion Trading
VPQ's proprietary HVN detection and dampening algorithm identifies high-probability reversal zones with precision. When VPQ reaches extremes (±70) at HVN areas, the adaptive weighting signals optimal mean-reversion entries.
Breakout Trading
The LVN amplification system highlights low-volume breakout zones where momentum is likely to accelerate. VPQ automatically increases signal strength at these critical levels.
Value-Based Position Management
Know instantly if you're entering at a discount or premium. VPQ's proprietary scoring eliminates guesswork - positive readings confirm discount entries, negative readings confirm premium exits.
Multi-Timeframe Analysis
VPQ's cross-timeframe integration allows you to maintain institutional perspective (4H, Daily) while executing on shorter timeframes (5m, 15m) - a capability requiring complex manual analysis with standard Volume Profile tools.
Divergence Detection
VPQ's oscillator format makes it easy to spot divergences between price and volume distribution - a powerful reversal signal invisible in traditional Volume Profile displays.
⚙️ Professional-Grade Configuration
Volume Profile Engine:
Timeframe selection for institutional volume perspective
Adjustable lookback period (20-2000 bars)
Configurable bin count for precision control
Value Area percentage customization
HVN/LVN threshold optimization
Display Intelligence:
Zone-based color coding (automatic or manual)
Background zone highlighting
Customizable reference lines
Professional info label with live metrics
Alert System:
Zero-cross alerts (entering discount/premium zones)
Threshold alerts (deep discount/premium signals)
Extreme level alerts (±50 zones)
Fully customizable notification settings
🎓 Understanding the VPQ Scale
+100 to +50: Extreme Discount - Price significantly below volume-weighted fair value
+50 to 0: Discount Zone - Price below fair value, favors long positions
0: Fair Value Equilibrium - Price at Point of Control
0 to -50: Premium Zone - Price above fair value, favors short positions
-50 to -100: Extreme Premium - Price significantly above volume-weighted fair value
Zone Indicators:
HVN: High Volume Node detected - Expect mean reversion behavior
LVN: Low Volume Node detected - Expect breakout/continuation behavior
VA: Value Area - Normal trading range behavior
💼 Why Professional Traders Choose VPQ
Institutional-Grade Analysis
VPQ processes volume data using the same concepts institutional traders use to identify fair value, but packages it in an accessible, real-time format.
Time Efficiency
What would take minutes of manual Volume Profile analysis happens instantly with VPQ. The proprietary scoring system eliminates interpretation ambiguity.
Edge Preservation
The adaptive node weighting system provides an analytical edge not available in standard Volume Profile tools - knowing when to fade extremes (HVN) vs trade breakouts (LVN).
Clean Workflow
No chart clutter, no complex histogram interpretation, no manual calculations. Just one clean oscillator that tells you everything you need to know about volume-based fair value.
Versatile Integration
Works with any trading style - scalping, day trading, swing trading. Combines seamlessly with technical analysis, price action, or systematic strategies.
🔧 Technical Specifications
Code Base: 100% original Pine Script v6 implementation
Calculation Method: Proprietary multi-stage algorithm with adaptive weighting
Update Frequency: Real-time with every new bar
Performance: Optimized for institutional-grade analysis (5000+ bars)
Compatibility: Works on all instruments and timeframes
📊 Recommended Workflow
Set VPQ timeframe to 30min-4H for institutional volume context
Identify current zone (discount/premium) and type (HVN/LVN/VA)
Wait for extreme readings (±50) for best risk/reward
Combine with your preferred confirmation method
Use built-in alerts to catch key threshold crosses
Adjust position sizing based on VPQ zone strength
🔐 Access and Support
This is an invite-only indicator featuring proprietary algorithms developed through extensive research and testing. Access is granted to serious traders who understand the value of advanced volume analysis tools.
What's Included:
Full access to VPQ Oscillator with all features
Regular updates and improvements
Optimized performance for real-time trading
Professional-grade volume analysis unavailable elsewhere
⚠️ Risk Disclosure
This indicator is a professional trading tool and requires proper understanding of volume analysis concepts. It should be used as part of a complete trading plan with appropriate risk management. Past performance does not guarantee future results. Trading involves substantial risk of loss.
📝 Version Information
Current Version: 1.0 (February 2026)
Pine Script: v6
Developer: Momen Medhat
License: Proprietary (Invite-Only)
SMC One Candle + AMD Bias (CT Focus)This indicator is a specialized Smart Money Concepts (SMC) tool designed for QQQ on the 5-minute chart. It fuses Tony Trades' "One Candle Rule" execution with the AMD (Accumulation, Manipulation, Distribution) cycle logic found in your previous CRT Pro V2 script.
The primary goal of this indicator is to identify high-probability entries during the Purge Window (9:00 AM – 11:30 AM CT) by detecting when price manipulates morning liquidity before expanding in the direction of the daily bias.
## Core Components
### 1. Master Candle Range (Accumulation)
Timeframe: 05:00 AM – 09:00 AM CT.
Function: It automatically plots the Master High (CRH) and Master Low (CRL). This represents the "Accumulation" phase where orders are built up before the New York open.
### 2. The One Candle Zone (Execution)
Timeframe: 08:35 AM CT (The 5-minute candle immediately following the high-volatility open).
Function: It creates a blue "Value Zone" based on Tony Trades’ logic. This zone acts as the ultimate filter—price must reclaim or break this zone to confirm that the "Manipulation" phase is over and the "Distribution" has begun.
### 3. Multi-Timeframe Daily Bias
Calculation: It tracks the midpoint (Equilibrium) of the previous day's range.
Premium/Discount:
Bullish (Discount): Price is trading above the daily midpoint.
Bearish (Premium): Price is trading below the daily midpoint.
Logic: Signals are filtered by this bias to ensure you are always trading with the higher-timeframe flow.
## Signal Logic Descriptions
### SMC Long (Bullish Distribution)
A Long signal is generated when:
Bias: The Daily Bias is Bullish.
Manipulation: Price has ideally swept the Master Low (CRL) during the open.
The Trigger: A 5-minute candle closes above the 08:35 AM "One Candle" High.
Confirmation: This suggests shorts are trapped and Smart Money is distributing price toward the Previous Day High (PDH).
### SMC Short (Bearish Distribution)
A Short signal is generated when:
Bias: The Daily Bias is Bearish.
Manipulation: Price has ideally swept the Master High (CRH).
The Trigger: A 5-minute candle closes below the 08:35 AM "One Candle" Low.
Confirmation: This confirms a rejection of the opening range, signaling a move toward the Previous Day Low (PDL) or the current Low of Day.
## Visual Guide
Blue Box: The One Candle Zone (Tony Trades' "Line in the Sand").
Gray Stepline: The Master Candle Range (0500–0900 CT).
Yellow Background: The Purge Window (0900–1130 CT), where your logic dictates the highest probability of a successful trade.
Labels: Real-time Daily Bias updates in the top right corner.
Custom ADR DRC's - FOR DR USERS"Custom ADR DRC's" for tracking and visualizing trading session ranges.
What it does:
The script tracks the ADR (Asian Dream Range) session, which runs from 7:30 PM to 8:25 PM Eastern Time. It analyzes price action during this session and creates visual boxes on the chart to highlight key price levels.
Key features:
Session Tracking: Monitors the 55-minute ADR session and records all candlestick data (opens, closes, highs, lows) during this period.
Smart Box Creation: After the session ends, it analyzes the candle patterns and creates up to two boxes:
Upper box ("U"): Marks high-of-body to high-of-wick range
Lower box ("L"): Marks low-of-body to low-of-wick range
Pattern Detection: The script includes sophisticated logic to detect:
"Push candles" (when the first candle dominates the session direction)
Consecutive patterns (multiple candles stacking at extremes)
These patterns determine whether to show upper box, lower box, or both
Flexible Display Options:
Choose which days of the week to display (Monday-Sunday)
Color-code each day differently
Highlight the first Sunday and Wednesday ADR of each month in a special color
Extend boxes to the right or just to current candle
Customizable labels and positioning
Historical View: Shows a configurable number of past sessions (default 20) with automatic cleanup of older boxes.
This appears to be a trading tool for identifying key price ranges during the Asian session that traders might use for support/resistance levels or breakout trading strategies.
FVG w/ Correlated ConfirmationThis Pine Script indicator detects Fair Value Gaps (FVGs) on your chart—price gaps between candles where no trading occurred, often signaling potential support or resistance zones. It highlights bullish FVGs (gap ups) and bearish FVGs (gap downs) as colored boxes directly on the chart. The indicator also optionally confirms these FVGs by checking if a correlated asset (e.g., NASDAQ:NDX) shows a similar FVG, increasing confidence. Midpoint lines inside the boxes can be displayed to mark the center of the gap.
Boxes are anchored to the exact candles where the FVG forms and extend rightwards by a user-defined number of bars, remaining fixed and not sliding as new bars form. Correlated FVGs add an extra layer of confirmation from related markets, improving reliability and reducing false signals.
MA Labels (Fully Custom, Padded)On screen reminder of whatever you want. I use it remember what MA line colors are.
Volume Reversal Candle - QQDDHighlights when a reversal candle has an increase in volume than the previous candle
Pelarus | Actual Engulfing CandlesActual Engulfing Candles. Saw a bunch of scripts that claimed to show engulfing candles, none of them were good, so I made one myself. Cheers
AAROALGOs [AaroAlgo V.5]🔥 AARO ALGO – Smart Trading Indicator
AARO ALGO ek advanced price-action & trend-based trading indicator hai, jo intraday, scalping aur swing trading ke liye specially design kiya gaya hai.
Ye algo trend, momentum, volatility aur multi-timeframe confirmation ko combine karta hai, jisse high-probability BUY & SELL signals milte hain.
SOL Flow + MRThis script is a simple confluence indicator for SOL trading on a 10min or 15min chart.
It checks:
3 hour EMA ribbon bias (bullish or bearish, using Heikin Ashi closes)
Current chart's mean reversion z-score (default length 100, ±2.0 levels)
Alerts fire when they align:
3H bearish ribbon + overbought z-score → short setup
3H bullish ribbon + oversold z-score → long setup
It shows the z-score line, HTF bias background color, OB/OS levels, signal triangles, a small status table, and TradingView ready alerts.
Yellow candleHeikin-Ashi Momentum Breakout (Yellow Candle Indicator)
Overview:
The Yellow Candle Indicator is a technical analysis tool designed to identify potential trend reversals or momentum shifts by combining Heikin-Ashi price action with a Simple Moving Average (SMA) and Rate of Change (ROC) filter.
This script is specifically engineered to filter out market noise and highlight high-probability entry points when price action crosses its mean value under controlled volatility.
Methodology:
The script utilizes request.security to fetch data from a Heikin-Ashi candlestick perspective, regardless of the chart type you are using. It relies on three core conditions to plot a signal:
1. Mean Reversion Cross: It detects a crossover between the Heikin-Ashi Close and a short-term SMA.
2. Momentum Constraint: It uses the Rate of Change (ROC) to ensure the move isn't overextended. If the ROC is below the user-defined limit, it confirms a stable breakout.
3. Breakout Level: Once a "Yellow Candle" is identified, the script plots a horizontal breakout line based on the Heikin-Ashi High of that specific candle, serving as a dynamic resistance level.
Key Features:
• Heikin-Ashi Integration: Optimized for smoother trend identification.
• Customizable Momentum Filter: Users can adjust the mom_limit to suit different market conditions.
• Visual Breakout Lines: Automatically plots the breakout level for easier trade management.
• Alert Ready: Includes a built-in alert condition for real-time notifications.
Usage Tip:
This indicator is best used on trending timeframes (15m, 1h, 4h). Traders often look for a candle close above the yellow line as a confirmation for a bullish continuation.
HVN Boundary Assist FRVP + ATR Tempo Auto TF Defaults (LOCKED)This indicator is a structure-assist tool, not a signal generator. It is designed to standardize High-Volume Node (HVN) boundary placement and evaluation when using TradingView’s Fixed Range Volume Profile (FRVP) on weekly and monthly timeframes.
The script does not attempt to discover HVNs automatically. The trader selects the HVN visually using FRVP and inputs the HVN center (effective VPOC). From there, the script applies consistent, rules-based logic to define boundaries, track interaction, and prevent lower-timeframe levels from conflicting with higher-timeframe structure.
What the indicator does
1. Standardizes HVN boundary placement
Using the active timeframe’s ATR, the indicator identifies the first candle that regains tempo on each side of the HVN center.
A valid boundary requires:
A bar range ≥ a fixed fraction of ATR
A close that breaks prior rotational overlap
The close of that candle becomes the candidate HVN high or low. Wicks are ignored for structure.
2. Automatically adapts to timeframe
The indicator enforces locked system defaults:
Weekly: 0.33 ATR expansion, 10-bar overlap lookback
Monthly: 0.25 ATR expansion, 8-bar overlap lookback
These values adjust automatically based on chart timeframe, eliminating discretionary tuning.
3. Tracks retests without redefining structure
HVN interaction is tracked via wick touches within a tight ATR-based tolerance.
Retests are informational only and never move boundaries. This captures recognition and rejection behavior without violating close-based structure rules.
4. Ranks HVN strength (0–3)
Each HVN is scored using:
Tightness relative to ATR
Relative volume confirmation
Presence of at least one retest
This produces a simple, comparable strength ranking without overfitting.
5. Enforces clean monthly → weekly nesting
An optional monthly gate restricts weekly logic to operate only inside a defined monthly HVN.
If conflicts arise, monthly structure always overrides weekly, preventing level overlap and structural ambiguity.
What the indicator does NOT do
It does not read FRVP data (TradingView limitation)
It does not auto-detect HVNs
It does not generate trade signals
It exists to remove subjectivity and inconsistency from HVN boundary placement and evaluation.
Intended use
Apply FRVP and visually identify the HVN
Enter the HVN center price into the indicator
Let the script define precise boundaries and interaction metrics
Use monthly HVNs as structural rails and weekly HVNs for execution
Design philosophy
Structure is defined by closes and volatility, not wicks
Retests measure recognition, not acceptance
Higher timeframe structure always dominates
This tool enforces those rules mechanically so the trader doesn’t have to.
Aaro ALGOs [AaroAlgo V.5]🔥 AARO ALGO – Smart Trading Indicator
AARO ALGO ek advanced price-action & trend-based trading indicator hai, jo intraday, scalping aur swing trading ke liye specially design kiya gaya hai.
Ye algo trend, momentum, volatility aur multi-timeframe confirmation ko combine karta hai, jisse high-probability BUY & SELL signals milte hain.
Group 2: Weekly Regime ClassifierThis indicator classifies the weekly market regime inside monthly value so you know whether to rotate, wait, prepare for expansion, or stand aside before looking for daily trades.
Purpose: Decide whether the market is rotating, compressing, attempting to escape value, or should be avoided entirely.
What this script does
This script analyzes weekly price behavior in the context of your manually defined monthly value area. Its job is to classify the current weekly regime so you know which type of trade logic is even allowed, before you look at daily setups.
It answers one question:
“What kind of environment am I dealing with right now?”
It does not generate trades. It does not choose entries or exits. It tells you whether conditions favor:
value rotation,
expansion attempts,
waiting, or
standing aside due to instability.
How it works (in simple terms)
The script always evaluates weekly candles, even if you apply it to a daily chart.
It uses four ideas:
1. Monthly value containment
All weekly analysis is framed by your monthly VAH and VAL.
If weekly closes are outside monthly value, that matters.
If weekly closes are inside monthly value, that matters differently.
The monthly levels are manual inputs and never auto-calculated.
2. Weekly alternation (instability check)
The script checks the last 6 weekly candles:
If most candles flip direction back and forth, the environment is unstable.
This is labeled “Neutral – heavy alternation”.
In this state, trades should be skipped unless conditions are perfect.
This acts as a sector-level permission filter.
3. Weekly regime classification
Based on quantified rules, the script assigns one regime:
ROTATING (Roadmap A default)
Price is staying inside monthly value and weekly ranges are normal.
This favors mean-reversion and value-to-value trades.
COMPRESSING (Wait)
Weekly ranges and volume are shrinking while price remains inside value.
This signals energy building, but no trade yet.
ESCAPING (Roadmap B on deck)
Weekly closes cluster near one edge of monthly value and show progress toward breaking out.
This sets up possible expansion trades, pending daily confirmation.
WAIT / NEUTRAL
Conditions do not clearly support rotation or expansion.
No bias is assumed.
4. Edge proximity and progress
The script also reports whether price is:
near monthly VAH,
near monthly VAL,
or not near an edge.
For escaping regimes, it checks that price is actually moving closer to the edge, not drifting sideways.
What you see on the chart
Optional background shading by regime (informational only)
Optional monthly and weekly level lines (display only)
A dashboard showing:
current weekly regime,
alternation status,
edge proximity,
weekly RangeRatio,
weekly VolumeRatio,
flip count,
freshness of weekly levels
Nothing on the chart triggers trades or alerts.
How you’re meant to use it
Run this after Group 1
Group 1 answers: Can I trade at all?
Group 2 answers: What type of trading makes sense?
Use the regime to choose a roadmap
ROTATING → value rotation logic (Roadmap A)
ESCAPING → watch for expansion logic (Roadmap B)
COMPRESSING → wait
NEUTRAL → skip unless exceptional
Only then drop to the daily chart
Daily execution rules apply only if the weekly regime allows them.
What this script deliberately does NOT do
No entries
No exits
No targets
No stop logic
No automatic level calculation
No intraday analysis
It does not tell you what to trade.
It tells you what kind of environment you’re in.
