Adaptive ML Trailing Stop [BOSWaves]Adaptive ML Trailing Stop – Regime-Aware Risk Control with KAMA Adaptation and Pattern-Based Intelligence
Overview
Adaptive ML Trailing Stop is a regime-sensitive trailing stop and risk control system that adjusts stop placement dynamically as market behavior shifts, using efficiency-based smoothing and pattern-informed biasing.
Instead of operating with fixed ATR offsets or rigid trailing rules, stop distance, responsiveness, and directional treatment are continuously recalculated using market efficiency, volatility conditions, and historical pattern resemblance.
This creates a live trailing structure that responds immediately to regime change - contracting during orderly directional movement, relaxing during rotational conditions, and applying probabilistic refinement when pattern confidence is present.
Price is therefore assessed relative to adaptive, condition-aware trailing boundaries rather than static stop levels.
Conceptual Framework
Adaptive ML Trailing Stop is founded on the idea that effective risk control depends on regime context rather than price location alone.
Conventional trailing mechanisms apply constant volatility multipliers, which often results in trend suppression or delayed exits. This framework replaces static logic with adaptive behavior shaped by efficiency state and observed historical outcomes.
Three core principles guide the design:
Stop distance should adjust in proportion to market efficiency.
Smoothing behavior must respond to regime changes.
Trailing logic benefits from probabilistic context instead of fixed rules.
This shifts trailing stops from rigid exit tools into adaptive, regime-responsive risk boundaries.
Theoretical Foundation
The indicator combines adaptive averaging techniques, volatility-based distance modeling, and similarity-weighted pattern analysis.
Kaufman’s Adaptive Moving Average (KAMA) is used to quantify directional efficiency, allowing smoothing intensity and stop behavior to scale with trend quality. Average True Range (ATR) defines the volatility reference, while a K-Nearest Neighbors (KNN) process evaluates historical price patterns to introduce directional weighting when appropriate.
Three internal systems operate in tandem:
KAMA Efficiency Engine : Evaluates directional efficiency to distinguish structured trends from range conditions and modulate smoothing and stop behavior.
Adaptive ATR Stop Engine : Expands or contracts ATR-derived stop distance based on efficiency, tightening during strong trends and widening in low-efficiency environments.
KNN Pattern Influence Layer : Applies distance-weighted historical pattern outcomes to subtly influence stop placement on both sides.
This design allows stop behavior to evolve with market context rather than reacting mechanically to price changes.
How It Works
Adaptive ML Trailing Stop evaluates price through a sequence of adaptive processes:
Efficiency-Based Regime Identification : KAMA efficiency determines whether conditions favor trend continuation or rotational movement, influencing stop sensitivity.
Volatility-Responsive Scaling : ATR-based stop distance adjusts automatically as efficiency rises or falls.
Pattern-Weighted Adjustment : KNN compares recent price sequences to historical analogs, applying confidence-based bias to stop positioning.
Adaptive Stop Smoothing : Long and short stop levels are smoothed using KAMA logic to maintain structural stability while remaining responsive.
Directional Trailing Enforcement : Stops advance only in the direction of the prevailing regime, preserving invalidation structure.
Gradient Distance Visualization : Gradient fills reflect the relative distance between price and the active stop.
Controlled Interaction Markers : Diamond markers highlight meaningful stop interactions, filtered through cooldown logic to reduce clustering.
Together, these elements form a continuously adapting trailing stop system rather than a fixed exit mechanism.
Interpretation
Adaptive ML Trailing Stop should be interpreted as a dynamic risk envelope:
Long Stop (Green) : Acts as the downside invalidation level during bullish regimes, tightening as efficiency improves.
Short Stop (Red) : Serves as the upside invalidation level during bearish regimes, adjusting width based on efficiency and volatility.
Trend State Changes : Regime flips occur only after confirmed stop breaches, filtering temporary price spikes.
Gradient Depth : Deeper gradient penetration indicates increased extension from the stop rather than imminent reversal.
Pattern Influence : KNN weighting affects stop behavior only when historical agreement is strong and remains neutral otherwise.
Distance, efficiency, and context outweigh isolated price interactions.
Signal Logic & Visual Cues
Adaptive ML Trailing Stop presents two primary visual signals:
Trend Transition Circles : Display when price crosses the opposing trailing stop, confirming a regime change rather than anticipating one.
Stop Interaction Diamonds : Indicate controlled contact with the active stop, subject to cooldown filtering to avoid excessive signals.
Alert generation is limited to confirmed trend transitions to maintain clarity.
Strategy Integration
Adaptive ML Trailing Stop fits within trend-following and risk-managed trading approaches:
Dynamic Risk Framing : Use adaptive stops as evolving invalidation levels instead of fixed exits.
Directional Alignment : Base execution on confirmed regime state rather than speculative reversals.
Efficiency-Based Tolerance : Allow greater price fluctuation during inefficient movement while enforcing tighter control during clean trends.
Pattern-Guided Refinement : Let KNN influence adjust sensitivity without overriding core structure.
Multi-Timeframe Context : Apply higher-timeframe efficiency states to inform lower-timeframe stop responsiveness.
Technical Implementation Details
Core Engine : KAMA-based efficiency measurement with adaptive smoothing
Volatility Model : ATR-derived stop distance scaled by regime
Machine Learning Layer : Distance-weighted KNN with confidence modulation
Visualization : Directional trailing stops with layered gradient fills
Signal Logic : Regime-based transitions and controlled interaction markers
Performance Profile : Optimized for real-time chart execution
Optimal Application Parameters
Timeframe Guidance:
1 - 5 min : Tight adaptive trailing for short-term momentum control
15 - 60 min : Structured intraday trend supervision
4H - Daily : Higher-timeframe regime monitoring
Suggested Baseline Configuration:
KAMA Length : 20
Fast/Slow Periods : 15 / 50
ATR Period : 21
Base ATR Multiplier : 2.5
Adaptive Strength : 1.0
KNN Neighbors : 7
KNN Influence : 0.2
These suggested parameters should be used as a baseline; their effectiveness depends on the asset volatility, liquidity, and preferred entry frequency, so fine-tuning is expected for optimal performance.
Parameter Calibration Notes
Use the following adjustments to refine behavior without altering the core logic:
Excessive chop or overreaction : Increase KAMA Length, Slow Period, and ATR Period to reinforce regime filtering.
Stops feel overly permissive : Reduce the Base ATR Multiplier to tighten invalidation boundaries.
Frequent false regime shifts : Increase KNN Neighbors to demand stronger historical agreement.
Delayed adaptation : Decrease KAMA Length and Fast Period to improve responsiveness during regime change.
Adjustments should be incremental and evaluated over multiple market cycles rather than isolated sessions.
Performance Characteristics
High Effectiveness:
Markets exhibiting sustained directional efficiency
Instruments with recurring structural behavior
Trend-oriented, risk-managed strategies
Reduced Effectiveness:
Highly erratic or event-driven price action
Illiquid markets with unreliable volatility readings
Integration Guidelines
Confluence : Combine with BOSWaves structure or trend indicators
Discipline : Follow adaptive stop behavior rather than forcing exits
Risk Framing : Treat stops as adaptive boundaries, not forecasts
Regime Awareness : Always interpret stop behavior within efficiency context
Disclaimer
Adaptive ML Trailing Stop is a professional-grade adaptive risk and regime management tool. It does not forecast price movement and does not guarantee profitability. Results depend on market conditions, parameter selection, and disciplined execution. BOSWaves recommends deploying this indicator within a broader analytical framework that incorporates structure, volatility, and contextual risk management.
Индикаторы и стратегии
SD-Range Oscillator | QuantEdgeBSD-Range Oscillator | QuantEdgeB
🔍 Overview
SD-Range Oscillator | QuantEdgeB (SDRO) is a normalized momentum oscillator that compresses a low-lag trend core into a 0–100 style range using standard-deviation (SD) bands. It builds a smooth baseline from a fast triple-smoothed average, wraps it with ±2×SD volatility bounds, then normalizes the core value inside that envelope. Clear Long/Short regimes trigger when the normalized value crosses user-defined thresholds, with optional labels, regime-colored candles, and intuitive filled zones.
✨ Key Features
1.⚡ Low-Lag Core (Triple-Smooth Engine)
- Uses a fast, low-lag triple-smoothed average as the oscillator’s primary signal input.
- Helps keep momentum readings responsive while filtering noise.
2. 📏 SD Volatility Envelope (±2×SD)
- Builds a volatility channel around a smoothed baseline using standard deviation.
- Automatically adapts to changing market turbulence.
3. 🧮 Normalized Range Output
- Converts the core signal into a normalized value by mapping it between the upper/lower SD bounds.
- Makes readings consistent across assets and timeframes.
4. 🎯 Threshold-Based Regimes
- Long when the normalized value exceeds the Long threshold.
- Short when it falls below the Short threshold.
- Includes an additional safety filter to reduce “forced” longs when price is already extended near the upper envelope.
5. 🎨 Visual Clarity & Zones
- Regime-colored oscillator line and candles.
- Filled SD bands around the baseline for quick volatility context.
- Optional highlight fills between the oscillator and thresholds to show active long/short phases.
- Extra OB/OS background zones for quick overextension awareness.
6. 🔔 Signals & Alerts
- Optional “Long/Short” labels on confirmed regime flips.
- Alert conditions fire on long/short regime crossovers.
💼 Use Cases
• Momentum Confirmation: Validate breakouts by requiring SDRO to hold above the Long threshold.
• Mean-Reversion Awareness: Watch for extreme normalized readings near upper/lower bounds.
• Regime Filtering: Use SDRO state (Long/Short/Neutral) to filter trades from other systems.
• Cross-Market Comparison: Normalization makes it easier to compare momentum across different tickers.
🎯 For Who
• Trend traders who want a clean momentum filter with adaptive volatility context.
• System builders needing a simple regime variable (1 / -1 / neutral) to gate entries.
• Discretionary traders who like visual confirmation (fills, candle coloring, threshold zones).
• Multi-asset traders who benefit from normalized, comparable oscillator readings.
⚙️ Default Settings
• TEMA Period: 7
• Base Length (SMMA): 25
• Long Threshold: 55
• Short Threshold: 45
• SD Multiplier: 2× (fixed in code)
• Color Mode: Alpha
• Color Transparency: 60
• Labels: Off by default
📌 Conclusion
SD-Range Oscillator | QuantEdgeB blends a low-lag triple-smoothed core with an adaptive SD envelope to produce a normalized, easy-to-read momentum signal. With clear threshold regimes, volatility-aware context, and strong visuals (fills + candle coloring), SDRO helps separate meaningful momentum shifts from noise across any asset or timeframe.
🔹 Disclaimer: Past performance is not indicative of future results. Always backtest and align settings with your risk tolerance and objectives before live trading.
🔹 Strategic Advice: Always backtest, optimize, and align parameters with your trading objectives and risk tolerance before live trading.
Whale Pivots ProWhale Pivots Pro
Institutional Pivot, Volume & Strength Analysis Tool
Whale Pivots Pro is an advanced market-structure and participation analysis tool designed to highlight institutional pivot zones, whale activity, and buyer/seller strength across Forex, Crypto, Stocks, and Futures.
Whale Pivots Pro combines price structure, volume expansion, and divergence-based strength modeling to help traders identify high-impact pivot levels, trend continuation, and potential reversals with precision.
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Whale Pivot Zones
Whale Pivots represent key price levels where large participants are likely active.
These pivots are derived from multi-bar price structure combined with volume confirmation, highlighting areas where institutions accumulate or distribute.
Pivot Classification
Whale Pivots are categorized by aggressiveness:
• Hyper-Aggressive
• Aggressive
• Measured
• Passive
• Or All (combined view)
Each category reflects how forcefully price and volume align, helping traders filter between early, confirmed, and defensive institutional behavior.
Pivot zones are visualized using:
• Colored horizontal levels
• Filled zones between key levels
• Clear bullish and bearish separation
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Buyer / Seller Strength (BE / SE Labels)
The script includes a Buyer–Seller Strength Engine that evaluates:
• Price movement
• Delta-style volume pressure
• Trend context
• Divergence between price and participation
Labels
• BE (Bearish Exhaustion)
• SE (Sell-side / Bullish Exhaustion)
These labels appear only when strict structural and strength conditions are met.
Strength-Based Coloring
Each label is color-coded by strength level:
• Weak → Low conviction
• Normal → Moderate participation
• Strong → High institutional conviction
Strength is calculated on a 0–100 scale, combining price divergence and participation divergence.
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Trend & Context Awareness
Whale Pivots Pro is trend-aware, meaning:
• Bullish signals are favored in bullish structure
• Bearish signals are favored in bearish structure
• False counter-trend signals are filtered
This makes the tool effective for:
• Trend continuation trading
• Pullback entries
• Reversal identification near institutional pivots
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Multi-Market Volume Intelligence (Ultra Data)
When enabled, Ultra Data Mode aggregates volume from multiple exchanges and brokers, providing a broader view of true market participation, especially useful for:
• Forex
• Crypto
• Synthetic symbols
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Key Use Cases
Identify institutional pivot zones
Track whale accumulation & distribution
Confirm trend continuation vs exhaustion
Improve entries, exits, and invalidation levels
Filter low-quality signals using participation strength
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Closed-Source & Proprietar y
Whale Pivots Pro uses custom, proprietary algorithms combining:
• Multi-bar structural pivots
• Volume-weighted confirmation
• Divergence-based strength modeling
• Market-aware filtering
To protect this methodology from duplication or misuse, the script is released as closed-source.
This is a market-structure and decision-support tool, not a buy/sell signal generator.
It is designed to provide context, not standalone trade entries.
For best results, always combine this tool with Market Balance, Imbalance, and Price Discovery analysis, along with Buy-Side and Sell-Side Passive Order levels, to properly assess:
• Market acceptance vs initiative activity
• Continuation vs exhaustion
• Breakout, retracement, or reversal conditions
Bal - ImBal MAPBal – ImBal MAP
Market Balance, Imbalance & Price Discovery Tool
Bal – ImBal MAP is a market structure framework built on Market Balance, Market Imbalance, and Price Discovery concepts.
It is designed for all commodity futures and equities, where price continuously alternates between acceptance, imbalance, and discovery.
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What is Bal – ImBal MAP?
Bal – ImBal MAP is a contextual market structure tool, It helps traders objectively identify:
1. Market Balance (Acceptance)
2. Market Imbalance (Initiative Activity)
3. Price Discovery (Expansion / Trend Phase)
It is especially effective on:
• Futures (ES, NQ, CL, GC, ZB, etc.)
• Highly liquid equities and indices
• Any auction-based market
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Market Balance (BAL)
Market Balance occurs when price is accepted by both buyers and sellers, resulting in two-sided trade.
Balance Area Mapping
The tool:
• Draws Balance Areas using blue lines
• Clearly marks:
o Upper Balance Limit
o Lower Balance Limit
• When a balance area shifts:
o Visually indicates whether the shift is bullish or bearish
o Applies color-coded Balance Area Shifts (BA Shift) based on direction
Balance areas represent value acceptance zones, where mean-reversion behavior dominates.
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Market Imbalance (IMBAL)
Market Imbalance begins when one side takes control, breaking acceptance and initiating directional movement.
Imbalance Conditions
Imbalance is identified by:
• Break of the balance range
• Break of Buyside Passive Orders
• Break of Sellside Passive Orders
• Reversal from either side when price fails to break:
o Buyside Passive Orders
o Sellside Passive Orders
These events signal a transition from responsive behavior to initiative activity.
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Price Discovery (DISCOVERY)
Price Discovery is the process of exploring new value, where no prior market reference exists and price operates outside established balance areas.
Discovery Identification & Management
The tool is designed to:
• Identify when price is in discovery
• Detect when discovery ends
• Determine when a new Balance or Imbalance forms
• Support both:
o Continuation trades during discovery
o Reversion trades once discovery exhausts
Visual Representation
• Blue-colored boxes mark the Price Discovery phase
• As market flow becomes clearer, box colors dynamically change:
o Light Green → Bullish discovery
o Pink → Bearish discovery
This visual shift helps assess:
• Directional conviction
• Strength of initiative activity
• Transition back into Balance or Imbalance
Discovery Reference Lines (Extended Levels)
• After discovery, the tool extends key reference lines
• These act as decision points for:
o Breakout continuation
o Retracement entries
o Reversal target zones
• Lines are plotted as:
o Bold Green (bullish discovery)
o Bold Red (bearish discovery)
These levels define:
• Risk management zones
• Continuation confirmation
• Potential exhaustion and reversal areas
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Point of Balance (POB)
The Point of Balance (POB) represents the price level of maximum acceptance, where buyers and sellers are most actively engaged.
POB Visualization
• Displayed as a yellow horizontal line
• Automatically labeled at the active balance level
• Updates dynamically as balance evolves
Market Significance
The POB acts as the core reference point for:
• Buyer and seller presence
• Key auction activity
• Acceptance vs rejection behavior
POB – Market Gravity Concept
The POB acts as the gravitational center of the Bal–ImBal MAP.
Unless strong initiative activity is present, price tends to:
• Rotate back toward the POB
• Rebalance around value
• Re-establish two-sided trade
This makes POB critical for:
• Mean reversion during imbalance
• Measuring directional conviction when price moves away from value
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IM Mark – Imbalance Candles
The IM Mark identifies imbalance candlessignalinginitiative activity.
Logic
An IM Mark appears when:
• A candle shows imbalance relative to recent candles
• Activity and directional intent increase
Contextual Significance
• Inside balance → early initiative / potential imbalance
• Outside balance or discovery → strong directional imbalance and continuation
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Bar Colors – Trend & Market Movement Identification
Bars use three intensity levels for both directions:
Bullish (Green)
• Light → Low buyer participation
• Normal → Moderate participation
• Bold → Strong initiative buying
Bearish (Red)
• Light → Low seller participation
• Normal → Moderate participation
• Bold → Strong initiative selling
Bar colors reveal:
• Participation strength
• Movement quality
• Initiative vs responsive behavior
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Buyside&Sellside Passive Orders
Key liquidity zones where institutions / large participants are positioned.
Visual Marking
• Color-coded labels
• Matching boxes
• Extended horizontal lines
Imbalance Logic
• Break → liquidity consumed, continuation likely
• Failure → defended liquidity, reversal or rotation expected
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Pivot Points – Trend & Reversal Reference
• Marked with bold black arrows
• Identify key swing highs and lows
Trend Logic
• Trend remains intact until a pivot is broken
Reversal Significance
• Pivot breaks confirm:
o Trend reversal
o Failure of continuation
o Shift back into balance
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Why the Script Is Closed-Source
Bal – ImBalance MAP uses a custom, self-protected market-structure framework combining balance mapping, imbalance detection, and discovery sequencing.
It includes proprietary logic for:
• Balance area shifting
• Passive order detection
• IM candle validation
• Discovery tracking
• POB gravity modeling
• Pivot-based trend validation
• Participation and initiative filters
To protect this original methodology from duplication and reverse-engineering, the source code is intentionally closed-source, ensuring consistency, integrity, and performance.
Momentum Echo Oscillator [Community Edition]Concept: The Momentum Echo Oscillator (MEO) is a modern take on classical momentum oscillators. Most indicators only look at the "now". MEO introduces the concept of Momentum Echoes—historical momentum harmonics that are weighted and blended back into the current price velocity.
Why use MEO? Standard momentum tools (like ROC or RSI) can be very "jittery" or noisy. By integrating historical echoes, MEO provides a smoother, more rhythmic representation of price flow, making it easier to spot genuine trend reversals.
Key Elements:
Primary Momentum: The immediate speed of price.
Echo Harmonics: Two adjustable lookback points that act as a "memory" for the indicator, filtering out false breakouts.
Dynamic Histogram: Visualizes the gap between the Echo Engine and the Trigger Line, highlighting acceleration and deceleration.
Settings:
Echo Weight: Adjust how much "memory" you want the indicator to have.
Smoothing: Clean up the signals for higher timeframes.
This is an open-source tool for the TradingView community. Enjoy!
S&P Discipline SystemS&P Discipline System - User Guide By Macro-Guy
Welcome to the S&P Discipline System. This indicator is designed to enforce trading discipline, help you avoid "chasing" the market, and ensure you only trade when high-probability conditions align.
Follow me (Macro-Guy) on TradingView for script updates and market insights.
WHAT THIS INDICATOR DOES
Session Filtering: Identifies optimal US trading hours (Blue Tint).
Entry Zones: Signals pullbacks to the 21-period Moving Average (Yellow Line).
Short Protection: A built-in filter to stop you from shorting into "oversold" or "strong trend" conditions.
Risk Management: Provides ATR-based and Swing-based stop loss levels.
QUICK START GUIDE
Apply to Chart: Best used on SPX, SPY, ES, or US500.
Check the Status Table: Located in the top-right.
Green Action: Good to go.
Red Action: Stay out/Wait.
Wait for Signals:
Green "BUY ZONE": Look for long entries.
Red "SHORT ZONE": Look for short entries.
Muted Labels: Setup is forming but it is currently outside US Session hours.
UNDERSTANDING THE VISUALS Background Colors:
Light Green: Bullish trend; favor longs.
Light Red: Bearish trend; shorts permitted.
Gray: Choppy market; exercise caution.
Blue Tint: Active US trading session.
Orange Tint: Outside US hours (Observe only).
Moving Averages:
Yellow (21 MA): The primary entry zone for pullbacks.
Blue (50 MA): Intermediate trend filter.
White (200 MA): Major institutional trend direction.
THE SHORT FILTER (IMPORTANT) To prevent "shorting the bottom," the indicator only permits shorts when:
Price is below the 50 MA.
The 21 MA and 50 MA are both sloping down.
RSI is between 45-65. If the table says "NO SHORTS," do not fight the algorithm.
HOW TO TRADE THE SYSTEM For Longs:
Wait for Green background (Bullish).
Price must pull back to the Yellow 21 MA line.
"BUY ZONE" label must appear during the US Session (Blue tint).
Enter Long. Place stop at the Red Circle or Orange Cross.
For Shorts:
Wait for Red background (Bearish).
Price must bounce up to the Yellow 21 MA line.
Table must show "SHORTS OK" in green.
Enter Short. Place stop at the Red Circle or Orange Cross.
SETTING UP ALERTS
Right-click chart > Add Alert.
Select S&P Discipline System as the condition.
Choose: Buy Zone - US Session or Short Zone - US Session.
DISCLAIMER This indicator is a tool to assist with discipline and timing. It does not guarantee profits. Always manage your risk and never trade more than you can afford to lose. Past performance does not guarantee future results.
Happy Trading!
Quantum Elasticity Overview: Quantum Elasticity is a sophisticated Mean Reversion Engine based on the law of statistical probability. It models market price action as an elastic system that revolves around a dynamic equilibrium point (Linear Regression).
The Core Logic: Markets are rarely efficient. When price deviates significantly from its historical mean, it creates "Statistical Tension." This script measures that tension using dynamic standard deviation envelopes (Sigma Bands).
Equilibrium: The center line represents the fair value of the asset.
Elasticity Zones: When price enters the "Extreme" bands, the probability of a snap-back towards the mean increases exponentially.
Unique Features:
Non-Lagging Linear Regression: Unlike SMA/EMA, our equilibrium line adapts to the slope of the trend without the heavy lag of traditional indicators.
Dynamic Tension Index: The built-in HUD displays the real-time elasticity of the market, helping traders identify exhaustion points.
Reversion Alerts: "REVERT" signals appear when the market reaches a 1.5x Sigma deviation, indicating a critical oversold/overbought state.
How to obtain access: This is an "Invite-only" script. To gain access, please visit my profile or send a private message for subscription details.
ICT ORB Killzones by MaxN (15 / 30m)Trading session London, Asia, New York
orb 15/30 min selectable breakout zones with buy/sell signals
Fractal Chaos & Kalman Trajectory Overview: The Fractal Chaos & Kalman Trajectory is a professional-grade market regime detection tool designed to distinguish between efficient trends and random market noise. Unlike traditional moving averages that suffer from significant lag, this script utilizes a Kalman Filter to estimate the price's true trajectory in real-time.
Core Methodology:
Kalman Filter Engine: An iterative mathematical process that minimizes the mean square error of the price data, providing a smooth line that reacts faster than EMA/SMA.
Hurst Exponent (Fractal Dynamics): This script calculates the fractal dimension of the market.
H > 0.5 (Trend): Indicates persistent market memory; the trend is likely to continue.
H < 0.5 (Mean Reversion): Indicates anti-persistent behavior; the price is likely to revert to the mean.
H = 0.5 (Chaos): Represents Brownian motion; the market is purely random.
How to Use:
AWAKE Signals: Occur when the market breaks out of a chaotic state (Hurst > 0.5) and aligns with the Kalman Trajectory.
Trend Zones: Highlighted backgrounds indicate high-conviction trend environments.
Bar Coloring: Grey bars indicate a "Wait" zone where the market is either random or mean-reverting.
This script is closed-source to protect the proprietary integration of these two quantitative methods.
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ICT ORB Killzones by MaxN (15 / 30m)Trading session open/close with first 15/30 min orbs
will just have to adjust time zones to your current time line
GMT +0
I use
Asia 23.00 - 06.00
London 07.00 - 16.00
New York 12.00 - 22.00
TwinSmooth ATR Bands | QuantEdgeBTwinSmooth ATR Bands | QuantEdgeB
🔍 Overview
TwinSmooth ATR Bands | QuantEdgeB is a dual-smoothing, ATR-adaptive trend filter that blends two complementary smoothing engines into a single baseline, then builds dynamic ATR bands around it to detect decisive breakouts. When price closes above the upper band it triggers a Long regime; when it closes below the lower band it flips to Short—otherwise it stays neutral. The script enhances clarity with regime-colored candles, an active-band fill, and an optional on-chart backtest table.
✨ Key Features
1. 🧠 Twin-Smooth Baseline (Dual Engine Blend)
- Computes two separate smoothed baselines (a slower “smooth” leg + a faster “responsive” leg).
- Blends them into a single midpoint baseline for balanced stability + speed.
- Applies an extra EMA smoothing pass to produce a clean trend_base.
2. 📏 ATR Volatility Bands
- Builds upper/lower bands using ATR × multiplier around the trend_base.
- Bands expand in volatile conditions and contract when markets quiet down—auto-adapting without manual tweaks.
3. ⚡ Clear Breakout Regime Logic
- Long when close > upperBand.
- Short when close < lowerBand.
- Neutral otherwise (no forced signals inside the band zone).
4. 🎨 Visual Clarity
- Plots only the active band (lower band in long regime, upper band in short regime).
- Fills between active band and price for instant regime context.
- Colors candles to match the current state (bullish / bearish / neutral).
- Multiple color palettes + transparency control.
💼 Use Cases
• Trend Confirmation Filter: Use the regime as a higher-confidence trend gate for entries from other indicators.
• Breakout/Breakdown Trigger: Trade closes outside ATR bands to catch momentum expansions.
• Volatility-Aware Stops/Targets: Bands naturally reflect volatility, making them useful as adaptive reference levels.
• Multi-Timeframe Alignment: Confirm higher-timeframe regime before executing on lower timeframes.
🎯 For Who
• Trend Traders who want clean regime shifts without constant whipsaw.
• Breakout Traders who prefer confirmation via ATR expansion rather than raw MA crossovers.
• System Builders needing a simple, robust “state engine” (Long / Short / Neutral) to plug into larger strategies.
• Analysts who want quick on-chart validation with a backtest table.
⚙️ Default Settings
• SMMA Length (Base Smooth Leg): 24
• TEMA Length (Base Responsive Leg): 8
• EMA Extra Smoothing: 14
• ATR Length: 14
• ATR Multiplier: 1.1
• Color Mode: Alpha
• Color Transparency: 30
• Backtest Table: On (toggleable)
• Backtest Start Date: 09 Oct 2017
• Labels: Off by default
📌 Conclusion
TwinSmooth ATR Bands | QuantEdgeB merges a dual-speed smoothing core into a single trend baseline, then wraps it with ATR-based bands to deliver clean, volatility-adjusted breakout signals. With regime coloring, active-band plotting, and optional backtest stats, it’s a compact, readable tool for spotting momentum shifts and trend continuation across any market and timeframe.
🔹 Disclaimer: Past performance is not indicative of future results. Always backtest and align settings with your risk tolerance and objectives before live trading.
🔹 Strategic Advice: Always backtest, optimize, and align parameters with your trading objectives and risk tolerance before live trading.
Lot Size Calculator (Entry + SL) GOLDLot Size Calculator (Entry + SL)
This indicator helps traders calculate the correct position size (lots) based on risk management, using a fixed account balance and risk percentage per trade.
By providing an Entry Price and Stop-Loss Price, the script automatically computes:
Dollar risk per trade
Stop-loss distance
Risk per unit
Total position size in units
Final position size in lots (rounded to broker-compatible steps)
How It Works
Define your Account Balance.
Set your Risk % per trade (e.g., 1%).
Choose your Entry Price:
Manual input, or
Use the current market price.
Enter your Stop-Loss Price.
The indicator calculates the maximum lot size so that your loss at SL equals your predefined risk.
Key Features
Uses TradingView’s syminfo.pointvalue for accurate instrument pricing
Supports any market (Forex, indices, commodities, crypto)
Custom units per lot (FX standard, mini, micro, or custom CFD contracts)
roker-friendly lot rounding
Clean table display for quick decision-making
Ideal for traders who:
Follow strict fixed-percentage risk management
Want consistent position sizing
Trade multiple instruments with different contract sizes
This tool ensures every trade risks the same percentage of capital, regardless of stop-loss distance.
Market Acceptance Zones [Interakktive]Market Acceptance Zones (MAZ) identifies statistical price acceptance — areas where the market reaches agreement and price rotates rather than trends.
Unlike traditional support/resistance tools, MAZ does not assume where price "should" react. Instead, it highlights regions where multiple internal conditions confirm balance: directional efficiency drops, effort approximately equals result, volatility contracts, and participation remains stable.
This is a market-state diagnostic tool, not a signal generator.
█ WHAT THE ZONES REPRESENT
MAZ (ATF) — Chart Timeframe Acceptance
A MAZ marks an area where price displayed rotational behaviour and the auction temporarily agreed on value. These zones often act as compression regions, fair-price areas, or boundaries of consolidation where impulsive follow-through is less likely.
Use ATF MAZs to:
- Identify rotational environments
- Avoid chasing price inside balance
- Frame consolidation prior to expansion
MAZ • HTF / MAZ • 2/3 — Multi-Timeframe Acceptance (AMTF)
When Multi-Timeframe mode is enabled, MAZ evaluates acceptance on:
- The chart timeframe
- Two higher structural timeframes
If the minimum consensus threshold is met (default: 2 of 3), the zone is classified as AMTF. These zones represent stronger agreement and typically decay more slowly than single-timeframe acceptance.
AMTF zones are structurally stronger and are useful for:
- Higher-quality rotation areas
- Pullback framing within trends
- Context alignment across timeframes
H • MAZ — Historic Acceptance Zones
Historic MAZs represent older acceptance that has transitioned out of active relevance. These zones are hidden by default and can be enabled to provide long-term memory context.
█ AUTO MULTI-TIMEFRAME LOGIC
When MTF Mode is set to Auto, MAZ uses a deterministic structural mapping based on the current chart timeframe:
- 5m → 15m + 1H
- 15m → 1H + 4H
- 1H → 4H + 1D
- 4H → 1D + 1W
- 1D → 1W + 1M
This ensures consistent higher-timeframe context without manual configuration. Advanced users may switch to Manual mode to define custom timeframes.
█ ZONE LIFECYCLE
MAZ zones are dynamic and maintain an internal lifecycle:
- Active — Acceptance remains relevant
- Aging — Acceptance quality is degrading
- Historic — Retained only for memory context
Zones track price interaction and re-acceptance, which can stabilise or strengthen them. Weak or stale zones are automatically removed to keep the chart clean.
█ HOW TRADERS USE MAZ
MAZ is designed to provide structure, not entries.
Common applications include:
- Avoiding chop when price is inside acceptance
- Framing expansion after clean breaks from MAZ
- Identifying higher-quality rotational pullbacks (AMTF zones)
- Defining objective invalidation using zone boundaries
█ SETTINGS OVERVIEW
Market Acceptance Zones — Core
- Acceptance Lookback
- ATR Length
- Zone Frequency (Conservative / Balanced / Aggressive)
Market Acceptance Zones — Zones
- Maximum Zones
- Fade & Stale Bars
- Historic Zone Visibility (default OFF)
Market Acceptance Zones — Timeframes
- MTF Mode (Off / Auto / Manual)
- Manual Higher Timeframes
- Minimum Consensus Requirement
Market Acceptance Zones — Visuals
- Neon / Muted Theme
- Zone Labels & Consensus Detail
- Optional Midline Display
█ DISCLAIMER
This indicator is a market context and diagnostic tool only.
It does not generate trade signals, entries, or exits.
Past acceptance behaviour does not guarantee future price action.
Always combine with independent analysis and proper risk management.
Next-Gen Market Signal Dashboard Key Features:
Trend Detection: EMA50 and EMA200 highlight bullish and bearish trends with subtle background coloring.
Momentum Indicators: RSI, MACD, and Stochastic Oscillator confirm signal strength and market momentum.
Volatility Filter: ATR ensures signals are only triggered during active market conditions.
Visual Signals: Animated triangles and colored backgrounds for LONG (green) and SHORT (red) signals.
Take Profit / Stop Loss: Automatic, elegant TP and SL lines to guide trades.
Compact Multi-Indicator Panel: Displays RSI, MACD, Stochastic, and ATR with color-coded strength indicators.
Mini-Guide: Integrated panel explanations help quickly interpret signals without confusion.
Alerts: Built-in alerts for all LONG and SHORT signals.
Inducement [Kodexius]Inducement is a market structure overlay indicator designed to help you contextualize liquidity driven pullbacks inside an established structural trend. Rather than treating every sweep or wick as equal, it frames “inducement” as a selective event that tends to appear after structure has shifted and price is engineering a retracement to attract late participants, clear nearby liquidity, and create fuel for continuation.
At a high level, the script separates price action into two layers:
External (macro) structure to define meaningful swing points and detect structural shifts (Break of Structure).
Internal (micro) structure to locate the more subtle swing levels that are commonly targeted during retracements.
Once a valid structural break establishes directional context, the indicator looks for a characteristic internal level raid that occurs without invalidating the broader structure (i.e., structure remains “protected”). When that raid is followed by evidence of intent/continuation (displacement style behavior), the event is marked as an inducement and plotted directly on the chart.
The result is a clean, rules based way to highlight high probability “pullback bait” zones helping you distinguish between random noise and a retracement that is more consistent with structured continuation behavior.
🔹 Features
🔸 Dual Layer Swing Engine (Internal vs External)
Internal and external swing detection work together to separate micro structure from macro structure. Internal swings capture nearer term pivot behavior, while external swings define the larger structural framework. Sensitivity can be tuned through swing length inputs, and historical depth can be managed to keep the chart clean and performance stable.
🔸 Break of Structure (BOS) Context Filter
BOS acts as a context gate that defines the active directional regime. Rather than generating signals in isolation, inducement evaluation is tied to structural context, enabling cleaner interpretation of “what matters now” versus what is simply historical noise.
🔸 Structure Protection (Invalidation Awareness)
A key differentiator is the emphasis on structure staying intact. Inducement candidates are only considered while the relevant macro framework remains protected. This helps filter out pullback like events that are actually part of a reversal or breakdown sequence, keeping attention aligned with continuation friendly conditions.
🔸 Inducement Detection With Optional Sweep Strictness
Inducements are derived from internal levels that form around post break retracement behavior levels that are commonly “targeted” during pullbacks. You can choose a stricter interpretation (e.g., close confirmation) for stronger validation, or a more permissive interpretation if you prefer to capture wick based raids while still requiring follow through behavior.
🔸 Intent / Displacement Confirmation (Volatility Aware)
To reduce false positives from shallow noise, the script incorporates a volatility aware confirmation layer. This helps ensure the marked event is not just a minor sweep, but is followed by behavior more consistent with directional commitment improving selectivity across different assets and market conditions.
🔸 Clean On Chart Visualization (BOS + IDM Levels)
The overlay is designed to be readable and practical: BOS levels are presented clearly, and inducements are marked with distinct level styling and labeling (bullish vs bearish). The visual output aims to support fast decision making without overwhelming the chart.
Bullish IDM:
Bearish IDM:
🔸 Chart Hygiene Controls (Limit Visible History)
You can limit how many historical inducements remain visible to prevent clutter especially helpful on lower timeframes or long sessions. This keeps focus on the most relevant, recent structural narrative.
🔸 Designed for Confluence Based Trading Workflows
This indicator is best used as a context + trigger assistant, not a standalone entry system. It integrates naturally with higher timeframe bias, session logic, supply/demand mapping, execution models, and risk planning providing structure aligned pullback references you can combine with your own confirmations.
Simple VWMA Smooth | QuantEdgeBSimple VWMA Smooth (SVS) | QuantEdgeB
🔍 What Is Simple VWMA Smooth?
SVS is a smoothed, volume-aware trend filter that blends a Gaussian-pre-filtered, low-lag moving average with dynamic standard-deviation bands. It identifies trends by measuring when price moves decisively above or below a VWMA (Volume-Weighted Moving Average) baseline—filtering out noise while letting high-volume moves carry more influence than low-volume noise.
⚙️ Core Components
1) DEMA Pre-Filter
A double-EMA smoothing step to reduce initial noise before further processing.
2) Gaussian Smoothing
Applies a small-kernel Gaussian filter to produce a cleaner input series that suppresses rapid spikes.
3) VWMA Baseline (Volume-Weighted Average)
Computes a moving average where each bar is weighted by volume, so the baseline tracks “meaningful” price moves more than low-liquidity fluctuations.
• In high volume → the baseline reacts more to those candles
• In low volume → price changes have less impact
4) Volatility Bands
Surrounds the VWMA line with ± N × SD bands (separate multipliers for upper and lower) to capture current market volatility, creating dynamic thresholds for trend detection.
5) Trend Signal
• Long when price closes above the upper band
• Short when price closes below the lower band
• Otherwise neutral
💡 Why It’s Special
• Volume-Validated Responsiveness: VWMA prioritizes moves backed by volume, helping reduce signals caused by thin-market noise.
• Multi-Stage Filtering: The DEMA → Gaussian → VWMA sequence suppresses noise while keeping trend structure clear.
• Asymmetric Bands: Separate multipliers for upper/lower bands let you tune bullish vs bearish sensitivity independently.
• Visual Clarity: Color-coded candles and filled bands highlight trending phases at a glance, while backtest tables quantify performance.
📊 Backtest Mode
SVS includes an optional backtest table, enabling traders to assess historical effectiveness before using it live.
Backtest Metrics Displayed:
• Equity Max Drawdown
• Profit Factor
• Sharpe Ratio
• Sortino Ratio
• Omega Ratio
• Half Kelly
• Total Trades & Win Rate
💼 Ideal Use Cases
• Trend Identification: Spot cleaner trend starts/exits across stocks, FX, or crypto with reduced lag and fewer false breakouts.
• Volume Regimes: Helps distinguish “real” moves (high participation) from weak moves (low participation).
• Multitimeframe Alignment: Confirm direction across timeframes before entries.
• System Building Block: Use as a volume-aware filter inside broader strategies.
🎨 Default Configuration
• DEMA Length: 7
• Gaussian Kernel: length = 4, sigma = 2.0
• VWMA Length: 14
• Volatility Bands: SD length = 40
📌 In Summary
Simple VWMA Smooth | QuantEdgeB is a volume-weighted, noise-suppressed trend filter that combines DEMA smoothing, Gaussian filtering, a VWMA baseline, and dynamic SD bands to separate genuine directional moves from market noise—across any asset or timeframe.
🔹 Disclaimer : Past performance is not indicative of future results. Always backtest and align settings with your risk tolerance and objectives before live trading.
🔹 Strategic Advice : Always backtest, optimize, and align parameters with your trading objectives and risk tolerance before live trading.
RSI Divergence + MTF Table FinalInstitutional RSI Divergence & MTF Confluence Heatmap
Overview
The Institutional RSI Divergence & MTF Confluence Heatmap is a professional-grade analytical tool designed for high-precision traders. It combines Automated RSI Divergence Detection with a Multi-Timeframe (MTF) Heatmap Table, allowing you to monitor market momentum across 8 different timeframes (from 1-minute to 1-day) without ever switching charts.
Key Features
🔍 Automated Divergence Detection: Instantly identifies Regular Bullish and Bearish divergences on the RSI oscillator, marking them with clear "Bull" and "Bear" labels.
📊 MTF Heatmap Grid: A real-time monitoring table that tracks RSI values across: 1m, 5m, 15m, 30m, 1h, 4h, 12h, and 1D.
🎨 Dynamic "Institutional" Color Logic: The table uses a sophisticated color-coded system to highlight extreme exhaustion and momentum:
Ultra Overbought (RSI > 90): Bright Red (Extreme Reversal Zone).
Overbought (RSI > 80): Orange (High Momentum/Caution).
Oversold (RSI < 26): Lime Green (Potential Accumulation).
Neutral: Gray (Consolidation).
🛠️ Flexible Layout Engine: Toggle between Vertical or Horizontal layouts to fit your chart workspace perfectly.
🚀 Pine Script v6 Optimized: Built with the latest TradingView engine for ultra-fast performance and minimal lag.
Trading Strategy: The Power of Confluence
Cross-Timeframe Confirmation: The strongest reversals occur when multiple timeframes (e.g., 15m, 1h, and 4h) all turn Orange/Red or Lime simultaneously. This represents a massive momentum exhaustion.
Divergence Validation: Use the table to see if a detected "Bull" divergence on your current timeframe is backed by "Oversold" conditions on higher timeframes.
Institutional Sniping: Combined with Demand/Supply zones, this script helps you "snipe" entries at the exact moment market momentum peaks or bottoms out.
Settings & Customization
Toggle Compact Mode: Display a minimal version of the table for a cleaner interface.
Custom Thresholds: Modify RSI levels to suit your specific trading style (Scalping vs. Swing Trading).
Table Position: Move the heatmap to any corner of your screen (Top Right, Bottom Left, etc.).
How to Install
Copy the code into your Pine Editor.
Click Save and Add to Chart.
Use the Settings menu to adjust the layout and colors to your preference.
Suggested Tags
#RSI #Divergence #MTF #Heatmap #Institutional #PineScriptV6 #MultiTimeframe
HS:- HA+BIAS📝 Daily Bias + Heikin Ashi Step Line (Notes)
1️⃣ Indicator Purpose
Combines Daily Market Bias with Heikin Ashi Average
Displays HA average as a STEP LINE WITH BREAKS
HA line changes color based on bias
Works on any timeframe
Bias logic is always calculated from Daily data
2️⃣ Heikin Ashi Calculation
Uses Heikin Ashi candles internally
Does not change chart candles
Formula used:
HA Average = (HA Open + HA Close) / 2
Provides a smoother price reference than normal candles
3️⃣ Daily Reference Levels
Uses previous day:
High
Low
These levels define market structure
Fetched using Daily timeframe regardless of chart timeframe
4️⃣ Positive Bias Condition (Bullish)
Bias becomes POSITIVE only when both conditions are true:
Today Close > Previous Day High
Today Low > Previous Day Low
📌 Indicates strong bullish control
5️⃣ Negative Bias Condition (Bearish)
Bias becomes NEGATIVE only when both conditions are true:
Today Close < Previous Day Low
Today High < Previous Day High
📌 Indicates strong bearish control
6️⃣ Bias Hold Rule (Most Important)
Bias does NOT flip frequently
Bias remains unchanged until:
Both opposite conditions are satisfied
Prevents false signals during sideways markets
Bias Values:
+1 → Positive
-1 → Negative
0 → Neutral
7️⃣ Bias Memory Concept
Bias is stored using a state variable
Previous bias is carried forward when no condition is met
Ensures stable trend direction
kamonosukeThe stop loss is always set at the short-term resistance zone.
If there is no clear resistance level nearby, we zoom out to a higher timeframe and set the target at a key mid-to-long-term level.
Once the setup is complete, we simply wait to see if price moves as expected.
When the target is reached and broken, we take profit and close the trade.
ChoCh Pattern with Trading Levels + Candlestick PatternsBuilt for smart money traders and market structure enthusiasts, the ChoCh Pattern indicator identifies powerful Change of Character reversals with precision. Features intelligent swing point detection, automated risk-reward level plotting, and comprehensive performance tracking to optimize your trading edge in any market condition.
Smart Money Structure Detection - Identifies bullish and bearish Change of Character patterns based market structure analysis and Candlestick patterns Detection,Eliot Waves with T levels
Automated Entry & Exit Levels - Generates entry points with 4 customizable take-profit targets (TP1-TP4) and stop-loss placement based
Real-Time Performance Dashboard - Tracks hit rates for all TP levels, stop-loss statistics, and cumulative P&L across all signals
Visual Trade Management - Clear buy/sell arrows, color-coded level lines, and dynamic price labels for effortless trade execution
Traders seeking systematic risk management with multiple profit targets
Price By Time - Momentum Flow : Pretty Edition - Aurora BorealisThe Price By Time: Momentum Flow indicator provides a visual representation of market momentum using a colored glow around the price line.
Teal-Green indicates upward (bullish) momentum,
Violet indicates downward (bearish) momentum,
and Pale Blue represents neutral or weak momentum.
The brightness of the glow reflects trend strength, with brighter glows indicating stronger momentum and a likely trend continuation, while fading glows suggest weakening momentum or a potential reversal. Changes in color serve as visual cues for possible trend shifts.
Traders can use this indicator to confirm trend direction, identify optimal entry and exit points, and anticipate changes in momentum, ideally in combination with other technical tools such as support/resistance levels, RSI, or MACD for more robust analysis.
Dragon Flow Arrows (LITE)🚀 DRAGON FLOW ARROWS | Smart Trend Engine + Clean Reversal Arrows
A lightweight but highly-optimized trend system designed for clean charts, powerful visual signals, and no-noise directional flow. Built for traders who want simplicity, clarity, and professional-level momentum-filtered signals without over-complication.
🔥 Dragon Channel (Clean 3-Line Ribbon)
A smooth adaptive channel formed from ATR + EMA, giving you structural trend zones without clutter.
✅ Dragon Flow Gradient
A horizontal, color-shifted flow:
🟢 Bull flow → green glow
🔴 Bear flow → red glow
Automatic blend based on trend direction
Smooth visual transitions (no vertical stripes)
✅ Momentum-Filtered Arrows
BUY/SELL arrows only print when:
Price breaks outside the Dragon Channel
Momentum confirms (RSI + MACD filters)
Trend flips → one clean arrow per direction
✅ Smart Header Panel
At the top of your chart:
📌 Trend: Uptrend / Downtrend / Neutral
⚡ Impulse Strength: Weak / Normal / Strong
📊 How to Use
Entry:
- BUY Setup
Price moving above baseline
Dragon Flow turns bullish (cyan side)
Arrow appears below channel
- SELL Setup
Price breaks below baseline
Dragon Flow turns bearish (magenta side)
Arrow pops above channel
Exit / Filter:
Opposite arrow
Flow color shift
Trend panel flips
Works on Forex, Crypto, Stocks, Indices — all timeframes (just adjust the channel length).
Happy trading!
Trade Secrets by Pratik - Dual Intraday StrategyThe "Trade Secrets by Pratik" strategy is a high-momentum, dual-direction trading system designed to capture explosive moves after brief market pullbacks. It relies on a rigorous combination of trend-following moving averages and a strength filter.
1. Core Concept
The strategy identifies "Clean Pullbacks"—brief pauses in a strong trend where the price stays strictly away from the short-term average (10 EMA). This indicates extreme momentum, as buyers (in an uptrend) or sellers (in a downtrend) are too aggressive to allow a deeper correction.
2. Technical Filters
Trend Direction: Price must be above both 10 and 35 EMAs for Buys, and below both for Sells.
Strength Filter (RSI): Requires an RSI > 60 for Longs (to ensure high demand) and RSI < 40 for Shorts (to ensure heavy selling pressure).
3. Trade Execution
The Setup: Look for a "Floating Candle"—a Red candle for Buys or a Green candle for Sells that does not touch the 10 EMA.
The Trigger: A trade is entered only if the very next candle breaks the "Setup Candle's" high (Buy) or low (Sell).
Risk-Reward: Aim for a fixed 1:3 Ratio, ensuring that one winner covers three losing trades.
4. Safety Logic
The system includes a "No-Same-Candle-Exit" rule, preventing the script from triggering a Stop Loss on the same bar as the Entry. This filters out immediate price "whipsaws" and ensures the trade has room to develop.
