Dual Best MA Strategy AnalyzerDual Best MA Strategy Analyzer (Lookback Window)
What it does
This indicator scans a range of moving-average lengths and finds the single best MA for long crossovers and the single best MA for short crossunders over a fixed lookback window. It then plots those two “winner” MAs on your chart:
Best Long MA (green): The MA length that would have made the highest total profit using a simple “price crosses above MA → long; exit on cross back below” logic.
Best Short MA (red): The MA length that would have made the highest total profit using “price crosses below MA → short; exit on cross back above.”
You can switch between SMA and EMA, set the min/max length, choose a step size, and define the lookback window used for evaluation.
How it works (brief)
For each candidate MA length between Min MA Length and Max MA Length (stepping by Step Size), the script:
Builds the MA (SMA or EMA).
Simulates a naïve crossover strategy over the last Lookback Window candles:
Long model: enter on crossover, exit on crossunder.
Short model: enter on crossunder, exit on crossover.
Sums simple P&L in price units (no compounding, no fees/slippage).
Picks the best long and best short lengths by total P&L and plots those two MAs.
Note: Long and short are evaluated independently. The script plots MAs only; it doesn’t open positions.
Inputs
Min MA Length / Max MA Length – Bounds for MA search.
Step Size – Spacing between tested lengths (e.g., 10 tests 10, 20, 30…).
Use EMA instead of SMA – Toggle average type.
Lookback Window (candles) – Number of bars used to score each MA. Needs enough history to be meaningful.
What the plots mean
Best Long MA (green): If price crosses above this line (historically), that MA length produced the best long-side results over the lookback.
Best Short MA (red): If price crosses below this line (historically), that MA length produced the best short-side results.
These lines can change over time as new bars enter the lookback window. Think of them as adaptive “what worked best recently” guides, not fixed signals.
Practical tips
Timeframe matters: Run it on the timeframe you trade; the “best” length on 1h won’t match 1m or 1D.
Step size trade-off: Smaller steps = more precision but heavier compute. Larger steps = faster scans, coarser choices.
Use with confirmation: Combine with structure, volume, or volatility filters. This is a single-factor tester.
Normalization: P&L is in raw price units. For cross-symbol comparison, consider using one symbol at a time (or adapt the script to percent P&L).
Limitations & assumptions
No fees, funding, slippage, or position sizing.
Simple “in/out” on the next crossover; no stops/targets/filters.
Results rely on lookback choice and will repaint historically as the “best” length is re-selected with new data (the plot is adaptive, not forward-fixed).
The script tests up to ~101 candidates internally (bounded by your min/max/step).
Good uses
Quickly discover a recently effective MA length for trend following.
Compare SMA vs EMA performance on your market/timeframe.
Build a playbook: note which lengths tend to win in certain regimes (trending vs choppy).
Not included (by design)
Alerts, entries/exits, or a full strategy report. It’s an analyzer/overlay.
If you want alerts, you can add simple conditions like:
ta.crossover(close, plotLongMA) for potential long interest
ta.crossunder(close, plotShortMA) for potential short interest
Changelog / Notes
v1: Initial release. Array-based scanner, SMA/EMA toggle, adaptive long/short best MA plots, user-set lookback.
Disclaimer
This is educational tooling, not financial advice. Test thoroughly and use proper risk management.
Индикаторы и стратегии
Smarter Money Concepts Dashboard [PhenLabs]📊Smarter Money Concepts Dashboard
Version: PineScript™v6
📌Description
The Smarter Money Concepts Dashboard is a comprehensive institutional trading analysis tool that combines six of our most powerful smarter money concepts indicators into one unified suite. This advanced system automatically detects and visualizes Fair Value Gaps, Inverted FVGs, Order Blocks, Wyckoff Springs/Upthrusts, Wick Rejection patterns, and ICT Market Structure analysis.
Built for serious traders who need institutional-grade market analysis, this dashboard eliminates subjective interpretation by automatically identifying where smart money is likely positioned. The integrated real-time dashboard provides instant status updates on all active patterns, making it easy to monitor market conditions at a glance.
🚀Points of Innovation
● Multi-Module Integration: Six different SMC concepts unified in one comprehensive system
● Real-Time Dashboard Display: Live tracking of all active patterns with customizable positioning
● Advanced Volume Filtering: Institutional volume confirmation across all pattern types
● Automated Pattern Management: Smart memory system prevents chart clutter while maintaining relevant zones
● Probability-Based Wyckoff Detection: Mathematical probability calculations for spring/upthrust patterns
● Dual FVG System: Both standard and inverted Fair Value Gap detection with equilibrium analysis
🔧Core Components
● Fair Value Gap Engine: Detects standard FVGs with volume confirmation and equilibrium line analysis
● Inverted FVG Module: Advanced IFVG detection using RVI momentum filtering for inversion confirmation
● Order Block System: Institutional order block identification with customizable mitigation methods
● Wyckoff Pattern Recognition: Automated spring and upthrust detection with probability scoring
● Wick Rejection Analysis: High-probability reversal patterns based on wick-to-body ratios
● ICT Market Structure: Simplified institutional concepts with commitment tracking
🔥Key Features
● Comprehensive Pattern Detection: All major SMC concepts in one indicator with automatic identification
● Volume-Confirmed Signals: Multiple volume filters ensure only institutional-grade patterns are highlighted
● Interactive Dashboard: Real-time status display with active pattern counts and module status
● Smart Memory Management: Automatic cleanup of old patterns while preserving relevant market zones
● Full Alert System: Complete notification coverage for all pattern types and signal generations
● Customizable Display Options: Adjustable colors, transparency, and positioning for all visual elements
🎨Visualization
● Color-Coded Zones: Distinct color schemes for bullish/bearish patterns across all modules
● Dynamic Box Extensions: Automatically extending zones until mitigation or invalidation
● Equilibrium Lines: Fair Value Gap midpoint analysis with dotted line visualization
● Signal Markers: Clear spring/upthrust signals with directional arrows and probability indicators
● Dashboard Table: Professional-grade status panel with module activation and pattern counts
● Candle Coloring: Wick rejection highlighting with transparency-based visual emphasis
📖Usage Guidelines
Fair Value Gap Settings
● Days to Analyze: Default 15, Range 1-100 - Controls historical FVG detection period
● Volume Filter: Enables institutional volume confirmation for gap validity
● Min Volume Ratio: Default 1.5 - Minimum volume spike required for gap recognition
● Show Equilibrium Lines: Displays FVG midpoint analysis for precise entry targeting
Order Block Configuration
● Scan Range: Default 25 bars - Lookback period for structure break identification
● Volume Filter: Institutional volume confirmation for order block validation
● Mitigation Method: Wick or Close-based invalidation for different trading styles
● Min Volume Ratio: Default 1.5 - Volume threshold for significant order block formation
Wyckoff Analysis Parameters
● S/R Lookback: Default 20 - Support/resistance calculation period for spring/upthrust detection
● Volume Spike Multiplier: Default 1.5 - Required volume increase for pattern confirmation
● Probability Threshold: Default 0.7 - Minimum probability score for signal generation
● ATR Recovery Period: Default 5 - Price recovery calculation for pattern strength assessment
Market Structure Settings
● Auto-Detect Zones: Automatic identification of high-volume thin zones
● Proximity Threshold: Default 0.20% - Price proximity requirements for zone interaction
● Test Window: Default 20 bars - Time period for zone commitment calculation
Display Customization
● Dashboard Position: Four corner options for optimal chart layout
● Text Size: Scalable from Tiny to Large for different screen configurations
● Pattern Colors: Full customization of all bullish and bearish zone colors
✅Best Use Cases
● Swing Trading: Identify major institutional zones for multi-day position entries
● Day Trading: Precise intraday entries at Fair Value Gaps and Order Block boundaries
● Trend Analysis: Market structure confirmation for directional bias establishment
● Risk Management: Clear invalidation levels provided by all pattern boundaries
● Multi-Timeframe Analysis: Works across all timeframes from 1-minute to monthly charts
⚠️Limitations
● Market Condition Dependency: Performance varies between trending and ranging market environments
● Volume Data Requirements: Requires accurate volume data for optimal pattern confirmation
● Lagging Nature: Some patterns confirmed after initial price movement has begun
● Pattern Density: High-volatility markets may generate excessive pattern signals
● Educational Tool: Requires understanding of smart money concepts for effective application
💡What Makes This Unique
● Complete SMC Integration: First indicator to combine all major smart money concepts comprehensively
● Real-Time Dashboard: Instant visual feedback on all active institutional patterns
● Advanced Volume Analysis: Multi-layered volume confirmation across all detection modules
● Probability-Based Signals: Mathematical approach to Wyckoff pattern recognition accuracy
● Professional Memory Management: Sophisticated pattern cleanup without losing market relevance
🔬How It Works
1. Pattern Detection Phase:
● Multi-timeframe scanning for institutional footprints across all enabled modules
● Volume analysis integration confirms patterns meet institutional trading criteria
● Real-time pattern validation ensures only high-probability setups are displayed
2. Signal Generation Process:
● Automated zone creation with precise boundary definitions for each pattern type
● Dynamic extension system maintains relevance until mitigation or invalidation occurs
● Alert system activation provides immediate notification of new pattern formations
3. Dashboard Update Cycle:
● Live status monitoring tracks all active patterns and module states continuously
● Pattern count updates provide instant feedback on current market condition density
● Commitment tracking for market structure analysis shows institutional engagement levels
💡Note:
This indicator represents institutional trading concepts and should be used as part of a comprehensive trading strategy. Pattern recognition accuracy improves with understanding of smart money principles. Combine with proper risk management and multiple confirmation methods for optimal results.
Implied Volatility RangeThe Implied Volatility Range is a forward-looking tool that transforms option market data into probability ranges for future prices. Based on the lognormal distribution of asset prices assumed in modern option pricing models, it converts the implied volatility curve into a volatility cone with dynamic labels that show the market’s expectations for the price distribution at a specific point in time. At the selected future date, it displays projected price levels and their percentage change from today’s close across 1, 2, and 3 standard deviation (σ) ranges:
1σ range = ~68.2% probability the price will remain within this range.
2σ range = ~95.4% probability the price will remain within this range.
3σ range = ~99.7% probability the price will remain within this range.
What makes this indicator especially useful is its ability to incorporate implied volatility skew. When only ATM IV (%) is entered, the indicator displays the standard Black–Scholes lognormal distribution. By adding High IV (%) and Low IV (%) values tied to strikes above and below the current price, the indicator interpolates between these inputs to approximate the implied volatility skew. This adjustment produces a market-implied probability distribution that indicates whether the option market is leaning bullish or bearish, based on the data entered in the menu:
ATM IV (%) = Implied volatility at the current spot price (at-the-money).
High IV (%) = Implied volatility at a strike above the current spot price.
High Strike = Strike price corresponding to the High IV input (OTM call).
Low IV (%) = Implied volatility at a strike below the current spot price.
Low Strike = Strike price corresponding to the Low IV input (OTM put).
Expiration (Day, Month, Year) = Option expiration date for the projection.
Once these inputs are entered, the indicator calculates implied probability ranges and, if both High IV and Low IV values are provided, adjusts for skew to approximate the option market’s distribution. If no implied volatility data is supplied, the indicator defaults to a lognormal distribution based on historical volatility, using past realized volatility over the same forward horizon. This keeps the tool functional even without implied volatility inputs, though in that case the output represents only an approximation of ATM IV, not the actual market view.
In summary, the Implied Volatility Range is a powerful tool that translates implied volatility inputs into a clear and practical estimate of the market’s expectations for future prices. It allows traders to visualize the probability of price ranges while also highlighting directional bias, a dimension often difficult to interpret from traditional implied volatility charts. It should be emphasized, however, that this tool reflects only the market’s expectations at a specific point in time, which may change as new information and trading activity reshape implied volatility.
Extremum Range MA Crossover Strategy1. Principle of Work & Strategy Logic ⚙️📈
Main idea: The strategy tries to catch the moment of a breakout from a price consolidation range (flat) and the start of a new trend. It combines two key elements:
Moving Average (MA) 📉: Acts as a dynamic support/resistance level and trend filter.
Range Extremes (Range High/Low) 🔺🔻: Define the borders of the recent price channel or consolidation.
The strategy does not attempt to catch absolute tops and bottoms. Instead, it enters an already formed move after the breakout, expecting continuation.
Type: Trend-following, momentum-based.
Timeframes: Works on different TFs (H1, H4, D), but best suited for H4 and higher, where breakouts are more meaningful.
2. Justification of Indicators & Settings ⚙️
A. Moving Average (MA) 📊
Why used: Core of the strategy. It smooths price fluctuations and helps define the trend. The price (via extremes) must cross the MA → signals a potential trend shift or strengthening.
Parameters:
maLength = 20: Default length (≈ one trading month, 20-21 days). Good balance between sensitivity & smoothing.
Lower TF → reduce (10–14).
Higher TF → increase (50).
maSource: Defines price source (default = Close). Alternatives (HL2, HLC3) → smoother, less noisy MA.
maType: Default = EMA (Exponential MA).
Why EMA? Faster reaction to recent price changes vs SMA → useful for breakout strategies.
Other options:
SMA 🟦 – classic, slowest.
WMA 🟨 – weights recent data stronger.
HMA 🟩 – near-zero lag, but “nervous,” more false signals.
DEMA/TEMA 🟧 – even faster & more sensitive than EMA.
VWMA 🔊 – volume-weighted.
ZLEMA ⏱ – reduced lag.
👉 Choice = tradeoff between speed of reaction & false signals.
B. Range Extremes (Previous High/Low) 📏
Why used: Define borders of recent trading range.
prevHigh = local resistance.
prevLow = local support.
Break of these levels on close = trigger.
Parameters:
lookbackPeriod = 5: Searches for highest high / lowest low of last 5 candles. Very recent range.
Higher value (10–20) → wider, stronger ranges but rarer signals.
3. Entry & Exit Rules 🎯
Long signals (BUY) 🟢📈
Condition (longCondition): Previous Low crosses MA from below upwards.
→ Price bounced from the bottom & strong enough to push range border above MA.
Execution: Auto-close short (if any) → open long.
Short signals (SELL) 🔴📉
Condition (shortCondition): Previous High crosses MA from above downwards.
→ Price rejected from the top, upper border failed above MA.
Execution: Auto-close long (if any) → open short.
Exit conditions 🚪
Exit Long (exitLongCondition): Close below prevLow.
→ Uptrend likely ended, range shifts down.
Exit Short (exitShortCondition): Close above prevHigh.
→ Downtrend likely ended, range shifts up.
⚠️ Important: Exit = only on candle close beyond extremes (not just wick).
4. Trading Settings ⚒️
overlay = true → indicators shown on chart.
initial_capital = 10000 💵.
default_qty_type = strategy.cash, default_qty_value = 100 → trades fixed $100 per order (not lots). Can switch to % of equity.
commission_type = strategy.commission.percent, commission_value = 0.1 → default broker fee = 0.1%. Adjust for your broker!
slippage = 3 → slippage = 3 ticks. Adjust to asset liquidity.
currency = USD.
margin_long = 100, margin_short = 100 → no leverage (100% margin).
5. Visualization on Chart 📊
The strategy draws 3 lines:
🔵 MA line (thickness 2).
🔴 Previous High (last N candles).
🟢 Previous Low (last N candles).
Also: entry/exit arrows & equity curve shown in backtest.
Disclaimer ⚠️📌
Risk Warning: This description & code are for educational purposes only. Not financial advice. Trading (Forex, Stocks, Crypto) carries high risk and may lead to full capital loss. You trade at your own risk.
Testing: Always backtest & demo test first. Past results ≠ future profits.
Responsibility: Author of this strategy & description is not responsible for your trading decisions or losses.
Liquidity Pro Map [ChartPrime]⯁ OVERVIEW
Liquidity Pro Map is a market-structure tool that simulates liquidity distribution by splitting price history into buy-side and sell-side profiles. Using candle volume and the standard deviation of close, the indicator builds two mirrored volume maps on the right-hand side of the chart. It also extends liquidity levels backwards in time until they are crossed by price, allowing you to see which zones remain untouched and where liquidity is most likely resting. Cumulative skew lines and highlighted POC levels give additional clarity on imbalance between buyers and sellers.
⯁ KEY FEATURES
Dual Liquidity Profiles: The chart is divided into buy-side (green) and sell-side (red) liquidity profiles, letting you instantly compare both sides of order flow.
Level Extension Logic: Each liquidity level is extended back in time until price crosses it. If not crossed, it persists all the way to the indicator’s lookback period, marking zones that remain “untapped.”
Dynamic Binning with Standard Deviation: The indicator distributes candle volumes into bins using close-price deviation, creating a more realistic liquidity map than static price levels.
priceDeviation = ta.stdev(close, 25) * 2
priceReference = close > open ? low - priceDeviation : high + priceDeviation
Cumulative Volume Skew Lines: Polylines on the right-hand side show the aggregated buy and sell volume profiles, making it easy to spot imbalance.
POC Identification: Highest-volume levels on both sides are marked as POC (Point of Control) , providing key zones of interest.
Clear Color Coding: Gradient shading intensifies with volume concentration—dark teal/green for buy zones, dark pink/red for sell zones.
⯁ HOW IT WORKS (UNDER THE HOOD)
Volume Distribution: Each bar’s volume is assigned to a price bin based on its reference price (close ± standard deviation offset).
Buy vs. Sell Splitting: If bins above last close price, volume is allocated to sell-side liquidity; otherwise, it’s allocated to buy-side liquidity.
Level Extension: Boxes marking liquidity bins extend back until crossed by price. If uncrossed, they anchor all the way to the start of the lookback window.
Cumulative Polylines: As bins are stacked, cumulative buy and sell values form skew polylines plotted at the right edge.
POC Levels: The highest-volume bin on each side is highlighted with labels and arrows, marking where the heaviest liquidity is concentrated.
⯁ USAGE
Use buy/sell profiles to see where liquidity is likely resting. Green shelves suggest potential support zones; red shelves suggest resistance or sell liquidity pools.
Watch untouched extended levels —these often become magnets for price as liquidity is swept.
Track POC levels as primary liquidity targets, where reactions or fakeouts are most common.
Compare cumulative skew lines to judge which side dominates in volume. Heavy buy skew may indicate absorption of sell pressure, and vice versa.
Adjust lookback period to switch between intraday liquidity maps and larger swing-based profiles.
Use separator feature to hide bins borders for better visual clarity.
Use as a confluence tool with OBs, support/resistance, and liquidity sweep setups.
⯁ CONCLUSION
Liquidity Pro Map transforms candle volume into a structured simulation of where liquidity may rest across the chart. By dividing buy vs. sell profiles, extending untouched levels, and marking cumulative skew and POC, it equips traders with a clear visual map of potential liquidity pools. This allows for better anticipation of sweeps, reversals, and areas of high market activity.
Structural Liquidity Signals [BullByte]Structural Liquidity Signals (SFP, FVG, BOS, AVWAP)
Short description
Detects liquidity sweeps (SFPs) at pivots and PD/W levels, highlights the latest FVG, tracks AVWAP stretch, arms percentile extremes, and triggers after confirmed micro BOS.
Full description
What this tool does
Structural Liquidity Signals shows where price likely tapped liquidity (stop clusters), then waits for structure to actually change before it prints a trigger. It spots:
Liquidity sweeps (SFPs) at recent pivots and at prior day/week highs/lows.
The latest Fair Value Gap (FVG) that often “pulls” price or serves as a reaction zone.
How far price is stretched from two VWAP anchors (one from the latest impulse, one from today’s session), scaled by ATR so it adapts to volatility.
A “percentile” extreme of an internal score. At extremes the script “arms” a setup; it only triggers after a small break of structure (BOS) on a closed bar.
Originality and design rationale, why it’s not “just a mashup”
This is not a mashup for its own sake. It’s a purpose-built flow that links where liquidity is likely to rest with how structure actually changes:
- Liquidity location: We focus on areas where stops commonly cluster—recent pivots and prior day/week highs/lows—then detect sweeps (SFPs) when price wicks beyond and closes back inside.
- Displacement context: We track the last Fair Value Gap (FVG) to account for recent inefficiency that often acts as a magnet or reaction zone.
- Stretch measurement: We anchor VWAP to the latest N-bar impulse and to the Daily session, then normalize stretch by ATR to assess dislocation consistently across assets/timeframes.
- Composite exhaustion: We combine stretch, wick skew, and volume surprise, then bend the result with a tanh transform so extremes are bounded and comparable.
- Dynamic extremes and discipline: Rather than triggering on every sweep, we “arm” at statistical extremes via percent-rank and only fire after a confirmed micro Break of Structure (BOS). This separates “interesting” from “actionable.”
Key concepts
SFP (liquidity sweep): A candle briefly trades beyond a level (where stops sit) and closes back inside. We detect these at:
Pivots (recent swing highs/lows confirmed by “left/right” bars).
Prior Day/Week High/Low (PDH/PDL/PWH/PWL).
FVG (Fair Value Gap): A small 3‑bar gap (bar2 high vs bar1 low, or vice versa). The latest gap often acts like a magnet or reaction zone. We track the most recent Up/Down gap and whether price is inside it.
AVWAP stretch: Distance from an Anchored VWAP divided by ATR (volatility). We use:
Impulse AVWAP: resets on each new N‑bar high/low.
Daily AVWAP: resets each new session.
PR (Percentile Rank): Where the current internal score sits versus its own recent history (0..100). We arm shorts at high PR, longs at low PR.
Micro BOS: A small break of the recent high (for longs) or low (for shorts). This is the “go/no‑go” confirmation.
How the parts work together
Find likely liquidity grabs (SFPs) at pivots and PD/W levels.
Add context from the latest FVG and AVWAP stretch (how far price is from “fair”).
Build a bounded score (so different markets/timeframes are comparable) and compute its percentile (PR).
Arm at extremes (high PR → short candidate; low PR → long candidate).
Only print a trigger after a micro BOS, on a closed bar, with spacing/cooldown rules.
What you see on the chart (legend)
Lines:
Teal line = Impulse AVWAP (resets on new N‑bar extreme).
Aqua line = Daily AVWAP (resets each session).
PDH/PDL/PWH/PWL = prior day/week levels (toggle on/off).
Zones:
Greenish box = latest Up FVG; Reddish box = latest Down FVG.
The shading/border changes after price trades back through it.
SFP labels:
SFP‑P = SFP at Pivot (dotted line marks that pivot’s price).
SFP‑L = SFP at Level (at PDH/PDL/PWH/PWL).
Throttle: To reduce clutter, SFPs are rate‑limited per direction.
Triggers:
Triangle up = long trigger after BOS; triangle down = short trigger after BOS.
Optional badge shows direction and PR at the moment of trigger.
Optional Trigger Zone is an ATR‑sized box around the trigger bar’s close (for visualization only).
Background:
Light green/red shading = a long/short setup is “armed” (not a trigger).
Dashboard (Mini/Pro) — what each item means
PR: Percentile of the internal score (0..100). Near 0 = bullish extreme, near 100 = bearish extreme.
Gauge: Text bar that mirrors PR.
State: Idle, Armed Long (with a countdown), or Armed Short.
Cooldown: Bars remaining before a new setup can arm after a trigger.
Bars Since / Last Px: How long since last trigger and its price.
FVG: Whether price is in the latest Up/Down FVG.
Imp/Day VWAP Dist, PD Dist(ATR): Distance from those references in ATR units.
ATR% (Gate), Trend(HTF): Status of optional regime filters (volatility/trend).
How to use it (step‑by‑step)
Keep the Safety toggles ON (default): triggers/visuals on bar‑close, optional confirmed HTF for trend slope.
Choose timeframe:
Intraday (5m–1h) or Swing (1h–4h). On very fast/thin charts, enable Performance mode and raise spacing/cooldown.
Watch the dashboard:
When PR reaches an extreme and an SFP context is present, the background shades (armed).
Wait for the trigger triangle:
It prints only after a micro BOS on a closed bar and after spacing/cooldown checks.
Use the Trigger Zone box as a visual reference only:
This script never tells you to buy/sell. Apply your own plan for entry, stop, and sizing.
Example:
Bullish: Sweep under PDL (SFP‑L) and reclaim; PR in lower tail arms long; BOS up confirms → long trigger on bar close (ATR-sized trigger zone shown).
Bearish: Sweep above PDH/pivot (SFP‑L/P) and reject; PR in upper tail arms short; BOS down confirms → short trigger on bar close (ATR-sized trigger zone shown).
Settings guide (with “when to adjust”)
Safety & Stability (defaults ON)
Confirm triggers at bar close, Draw visuals at bar close: Keep ON for clean, stable prints.
Use confirmed HTF values: Applies to HTF trend slope only; keeps it from changing until the HTF bar closes.
Performance mode: Turn ON if your chart is busy or laggy.
Core & Context
ATR Length: Bigger = smoother distances; smaller = more reactive.
Impulse AVWAP Anchor: Larger = fewer resets; smaller = resets more often.
Show Daily AVWAP: ON if you want session context.
Use last FVG in logic: ON to include FVG context in arming/score.
Show PDH/PDL/PWH/PWL: ON to see prior day/week levels that often attract sweeps.
Liquidity & Microstructure
Pivot Left/Right: Higher values = stronger/rarer pivots.
Min Wick Ratio (0..1): Higher = only more pronounced SFP wicks qualify.
BOS length: Larger = stricter BOS; smaller = quicker confirmations.
Signal persistence: Keeps SFP context alive for a few bars to avoid flicker.
Signal Gating
Percent‑Rank Lookback: Larger = more stable extremes; smaller = more reactive extremes.
Arm thresholds (qHi/qLo): Move closer to 0.5 to see more arms; move toward 0/1 to see fewer arms.
TTL, Cooldown, Min bars and Min ATR distance: Space out triggers so you’re not reacting to minor noise.
Regime Filters (optional)
ATR percentile gate: Only allow triggers when volatility is at/above a set percentile.
HTF trend gate: Only allow longs when the HTF slope is up (and shorts when it’s down), above a minimum slope.
Visuals & UX
Only show “important” SFPs: Filters pivot SFPs by Volume Z and |Impulse stretch|.
Trigger badges/history and Max badge count: Control label clutter.
Compact labels: Toggle SFP‑P/L vs full names.
Dashboard mode and position; Dark theme.
Reading PR (the built‑in “oscillator”)
PR ~ 0–10: Potential bullish extreme (long side can arm).
PR ~ 90–100: Potential bearish extreme (short side can arm).
Important: “Armed” ≠ “Enter.” A trigger still needs a micro BOS on a closed bar and spacing/cooldown to pass.
Repainting, confirmations, and HTF notes
By default, prints wait for the bar to close; this reduces repaint‑like effects.
Pivot SFPs only appear after the pivot confirms (after the chosen “right” bars).
PD/W levels come from the prior completed candles and do not change intraday.
If you enable confirmed HTF values, the HTF slope will not change until its higher‑timeframe bar completes (safer but slightly delayed).
Performance tips
If labels/zones clutter or the chart lags:
Turn ON Performance mode.
Hide FVG or the Trigger Zone.
Reduce badge history or turn badge history off.
If price scaling looks compressed:
Keep optional “score”/“PR” plots OFF (they overlay price and can affect scaling).
Alerts (neutral)
Structural Liquidity: LONG TRIGGER
Structural Liquidity: SHORT TRIGGER
These fire when a trigger condition is met on a confirmed bar (with defaults).
Limitations and risk
Not every sweep/extreme reverses; false triggers occur, especially on thin markets and low timeframes.
This indicator does not provide entries, exits, or position sizing—use your own plan and risk control.
Educational/informational only; no financial advice.
License and credits
© BullByte - MPL 2.0. Open‑source for learning and research.
Built from repeated observations of how liquidity runs, imbalance (FVG), and distance from “fair” (AVWAPs) combine, and how a small BOS often marks the moment structure actually shifts.
Fixed Asset TurnoverFixed Asset Turnover (FAT) measures how efficiently a company uses its fixed assets (Property, Plant & Equipment – PPE) to generate revenue. It shows how many times the company “turns over” its fixed assets in a period relative to revenue.
High FAT: Assets are used efficiently; the company generates more revenue per unit of fixed assets.
Low FAT: Fixed assets are underutilized; the company may have invested too much in assets that don’t produce sufficient revenue.
Formula:
Fixed Asset Turnover=Total Revenue/Average Net Fixed Assets
What it tells you:
Indicates asset efficiency in generating sales.
Useful to compare companies within the same industry (because asset intensity varies by sector).
Helps identify whether a company is over-invested in fixed assets or underutilizing them.
How to use it:
Trend Analysis:
Track FAT over time for the same company to see if asset utilization is improving.
Benchmarking:
Compare FAT against competitors or industry averages.
Investment Decisions:
Higher FAT usually suggests more efficient operations, but context matters (e.g., heavy-capital industries naturally have lower FAT).
PolyFilter [BackQuant]PolyFilter
A flexible, low-lag trend filter with three smoothing engines—optimized for clean bias, fewer whipsaws, and clear alerting.
What it does
PolyFilter draws a single “intelligent” baseline that adapts to price while suppressing noise. You choose the engine— Fractional MA , Ehlers 2-Pole Super Smoother , or a Multi-Kernel blend . The line can color itself by slope (trend) or by position vs price (above/below), and you get four ready-made alerts for flips and crosses.
What it plots
PolyFilter line — your smoothed trend baseline (width set by “Line Width”).
Optional candle & background coloring — choose: color by trend slope or by whether price is above/below the filter.
Signal markers — Arrows with L/S when the slope flips or when price crosses the line (if you enable shapes/alerts).
How the three engines differ
Fractional MA (experimental) — A power-law weighting of past bars (heavier focus on the most recent samples without throwing away history). The Adaptation Speed acts like the “fraction” exponent (default 0.618). Lower values lean more on recent bars; higher values spread weight further back.
Ehlers 2-Pole Super Smoother — Classic low-lag IIR smoother that aggressively reduces high-frequency noise while preserving turns. Great default when you want a steady, responsive baseline with minimal parameter fuss.
Multi-Kernel — A 70/30 blend of a Gaussian window and an exponential kernel. The Gaussian contributes smooth structure; the exponential adds a hint of responsiveness. Useful for assets that oscillate but still trend.
Reading the colors
Trend mode (default) — Line & candles turn green while the filter is rising (signal > signal ) and red while it’s falling.
Above/Below mode — Line & candles reflect price’s position relative to the filter: green when price > filter, red when price < filter. This is handy if you treat the filter like a dynamic “fair value” or bias line.
Inputs you’ll actually use
Calculation Settings
Price Source — Default HLC/3. Switch to Close for stricter trend, or HLC3/HL2 to soften single-print spikes.
Filter Length — Window/period for all engines. Shorter = snappier turns; longer = smoother line.
Adaptation Speed — Only affects Fractional MA . Lower it for faster, more local weighting; raise it for smoother, more global weighting.
Filter Type — Pick one of: Fractional MA, Ehlers 2-Pole, Multi-Kernel.
UI & Plotting
Color based off… — Choose Trend (slope) or > or < Close (position vs price).
Long/Short Colors — Customize bull/bear hues to your theme.
Show Filter Line / Paint candles / Color background — Visual toggles for the line, bars, and backdrop.
Line Width — Make the filter stand out (2–3 works well on most charts).
Signals & Alerts
PolyFilter Trend Up — Slope flips upward (the filter crosses above its prior value). Good for early continuation entries or stop-tightening on shorts.
PolyFilter Trend Down — Slope flips downward. Often used to scale out longs or rotate bias.
PolyFilter Above Price — The filter line crosses up through price (filter > price). This can confirm that mean has “caught up” after a pullback.
PolyFilter Below Price — The filter line crosses down through price (filter < price). Useful to confirm momentum loss on bounces.
Quick starts (suggested presets)
Intraday (5–15m, crypto or indices) — Ehlers 2-Pole, Length 55–80. Trend coloring ON, candle paint ON. Look for pullbacks to a rising filter; avoid fading a falling one.
Swing (1H–4H) — Multi-Kernel, Length 80–120. Background color OFF (cleaner), candle paint ON. Add a higher-TF confirmation (e.g., 4H filter rising when you trade 1H).
Range-prone FX — Fractional MA, Length 70–100, Adaptation ~0.55–0.70. Consider Above/Below mode to trade mean reversion to the line with a strict risk cap.
How to use it in practice
Bias line — Trade in the direction of the filter slope; stand aside when it flattens and color chops back and forth.
Dynamic support/resistance — Treat the line as a moving value area. In trends, entries often appear on shallow tags of the line with structure confluence.
Regime switch — When the filter flips and holds color for several bars, tighten stops on the opposing side and look for first pullback in the new color.
Stacking filters — Many users run PolyFilter on the active chart and a slower instance (longer length) on a higher timeframe as a “macro bias” guardrail.
Tuning tips
If you see too many flips, lengthen the filter or switch to Multi-Kernel.
If turns feel late, shorten the filter or try Ehlers 2-Pole for lower lag.
On thin or very noisy symbols, prefer HLC3 as the source and longer lengths.
Performance note: very large lengths increase computation time for the Multi-Kernel and Fractional engines. Start moderate and scale up only if needed.
Summary
PolyFilter gives you a single, trustworthy baseline that you can read at a glance—either as a pure trend line (slope coloring) or as a dynamic “above/below fair value” reference. Pick the engine that matches your market’s personality, set a sensible length, and let the color and alerts guide bias, entries on pullbacks, and risk on reversals.
Dynamic FIB Retracement Dynamic FIB Retracement.
Description:
This indicator automatically plots dynamic Fibonacci retracement levels (0.382, 0.5, 0.618) based on the highest high and lowest low of the selected lookback period on the current timeframe. It also provides Buy Above / Sell Below signals at the 0.5 Fibonacci level with trend confirmation, making it easier to spot high-probability trade setups.
Key Features:
Dynamic Fibonacci Levels – Automatically calculates 0.382, 0.5, and 0.618 retracements based on recent price action.
Trend Filter Confirmation – Signals only trigger in the direction of the trend using an EMA-based trend filter (user-adjustable).
Customizable Lookback – Choose how many bars the script should use to detect the high and low for Fibonacci levels.
Visual Alerts – Signals are displayed directly on the chart with triangles, and alerts can be configured for both Buy and Sell events.
Easy to Use – Works on any timeframe and updates automatically as price moves.
Inputs:
Lookback Bars: Determines the number of bars to calculate high and low for Fibonacci levels.
EMA Length: Sets the period for EMA used in trend filtering signals.
Use Cases:
Identify potential retracement zones for entries and exits.
Filter trades in the direction of the trend for higher accuracy.
Quick visualization of key Fibonacci levels for swing or intraday trading.
How to Use:
Apply the indicator to your chart.
Adjust the lookback period and EMA length to match your trading style.
Watch for Buy Above / Sell Below signals near the 0.5 Fibonacci level aligned with the trend.
Optionally, set alerts for automatic notifications when signals occur.
Options Straddle Strategy Backtester 140% APR for 2025This script provides the most convenient manual tool for backtesting a straddle stagy in options.
The straddle is when you buy a call and a put option at the same price and the expiration date. You profit when the price movement at expiry (8 am UTC) in either directions surpass the price of the premium paid. The price of opening this straddle on ETH is always 1.6% of the current ETH price including fees.
In my example I use ETH options, I am buying a straddle at 8:30 UTC every day with the next day expiration date. In the script it looks like I am opening a long position on ETH at 8:30 and then close it the next days. We need to use 1 minute chart, chart time set to UTC for exact results and deep back testing function to go back in time.
Once the system generates a trade report - we need to download it and go to the list of trades sections, there we do the following:
1) remove all long entry lines leaving only long exit lines that have all the information we need.
2) We add one column that calculates the cost of premium for every trade: Position size*1.6%=cost of premium with fees.
3)We add a second column copying all Net PNL in USDT changing negative amounts to positive - since it doesn't matter for us which direction the move was towards.
The results are quite impressive: If you were buying straddles during 2025 that is not ended yet you will get 69% return on investment (11K paid in premiums, 19K return, 8K net profit). 2024 and 2025 combined: 53% (29 K, 45 K, and 15 profits).
Moreover, since you have the date of the trade in the table you can filter the results further to figure out if trading on some days is less profitable. Interestingly trades from Sun to Mon given are not profitable at -15% and most profitable days are Mon to Tue - 103%, Friday to Sat - 102 %. So if we remove Sun to Monday trades we will be at 89% for the first 221 days of the year or 140% APR.
Advanced CRSI with Buy/Sell SignalsThis is a custom indicator based on the Connor's RSI (CRSI) concept. It's designed to identify overbought and oversold conditions to generate potential buy and sell signals.
How it works: The indicator is a composite of three components:
RSI of Price: A standard RSI calculation on the closing price.
RSI of Up/Down Streaks: An RSI on consecutive up or down closes, which helps measure momentum.
Percentage Rank of ROC: This component measures the rate of change and is used to identify strong moves.
Features:
Plots the combined CRSI value.
Visualizes buy and sell signals directly on the chart using colored triangles.
Includes adjustable oversold and overbought levels for customization.
Provides alerts for potential trading signals.
Ideal for: Swing traders and day traders looking for an oscillator to confirm entry and exit points.
VB Bots Watchlist 2025 — RangesOf course. Here is a complete Pine Script v6 indicator for TradingView that displays the On-Balance Volume (OBV) for a selectable list of the top 50 Binance coins by market capitalization.
You can copy and paste this code directly into your Pine Editor in TradingView.
Key Features:
Pine Script Version 6: Written in the latest version of Pine Script.
Dropdown Menu: Easily select which of the top 50 coins you want to see the OBV for from the indicator's settings.
Independent Data: The OBV is calculated for the selected coin, regardless of the chart you are currently viewing.
Clear Plot: Displays the OBV in a separate pane for easy analysis.
Black DragonUse the RSI bands; when the price touches the upper band, it tends to go down, and when the price touches the lower band, it tends to go up. Pay attention to enter a trade only when a reversal candle appears; suitable for scalping on the M15 timeframe.
SMA-CrossOver This indicator is dedicated to the "Trader Overseas" channel.
It's a pullback trading strategy that the channel owner shares for free on YouTube.
Filter 1: Use the 200 SMA as an "Uptrend" or "Downtrend" filter.
Filter 2: When all SMAs line up,
to confirm "Uptrend" or "Downtrend."
Short-term MA = SMA14
Medium-term MA = SMA50 (with a buffer channel).
The example image shows an "Uptrend."
When all SMAs line up, there's a "Bull" signal.
(SMA21 crosses above SMA50.)
Strategy: Wait for an "ENTRY" when the price pulls back into the zone.
1. Short Pullback Zone = SMA14 - SMA50
2. Deep Pullback Zone = SMA50 + Buffer Channel
May be used in conjunction with Price Action as an additional filter.
Additional Explanation: "CrossOver" signals
"Bull" or "Bear" Signals indicate an "up" or "down" crossover of SMA21 and SMA50.
"Bull" or "Bear" signal may be used as "Exit" for the position trade.
But beware of false signals if the trend is sideways.
Each of the SMA can adjust value.
Probability Density Function (rus)KZ Indicator (Probability Density Function)
KZ estimates price move probabilities using a normal distribution model. It automatically detects trend direction, volatility level, and strength, then visualizes the likelihood of reaching an upside or downside target.
✅ Auto-adjusts for different timeframes
✅ Plots green (long) and red (short) probability zones
✅ Shows suggested target, stop-loss, and limit order
✅ Ideal for identifying high-probability entry zones
Advanced Version Available
An advanced version of the KZ script is available with:
🎯 Precise entry/exit signals
🕵️ Liquidity zone detection
🔄 Multi-timeframe signal confirmation
🛑 Dynamic stop-loss based on volatility
🔔 Built-in alerts for signal triggers
📩 DM me to get access to the advanced script version.
✅ Автоматически адаптируется под таймфрейм
✅ Показывает зелёную (лонг) и красную (шорт) области вероятности
✅ Отображает рекомендуемые цель, стоп-лосс и лимитный ордер
✅ Отлично подходит для поиска точек входа с высокой вероятностью
Доступна продвинутая версия скрипта KZ, включающая:
🎯 Точные сигналы входа/выхода
🕵️ Обнаружение зон ликвидности
🔄 Подтверждение сигналов с других таймфреймов
🛑 Динамический стоп-лосс на основе волатильности
🔔 Алерты на сигналы
EMA+HHV-ATR Trail By SrinuGreen “BUY: ” below bars.
Red “SELL: ” above bars.
Alerts also include the triggered close price.
Combined Signal EMA + HHV-ATR Trail (Srinu)Green “BUY: ” below bars.
Red “SELL: ” above bars.
Alerts also include the triggered close price.
MACD Split (Top/Bottom)📘 Script Explanation – MACD Split (Top/Bottom)
Purpose
Splits MACD into two separate panels for better visibility:
Top panel → MACD line (orange) & Signal line (black)
Bottom panel → Histogram (colored line) & Histogram EMA (black)
Color Rules for Histogram
Above 0 & Rising → Light Green
Above 0 & Falling → Dark Green
Below 0 & Falling → Dark Red
Below 0 & Rising → Light Red
Histogram EMA → Black
Zero Line
A gray dashed baseline is drawn at 0 for reference.
How to Use
Add the indicator twice.
Set the first one’s Mode = Top.
Set the second one’s Mode = Bottom.
Save as a template → next time, both panels load together.
MACD Split (Top/Bottom)MACD Split Indicator Explanation
This script separates the MACD into two clean panels:
Top Panel (Mode = Top)
Plots the MACD line and the Signal line.
Used to analyze crossovers and trend direction.
Bottom Panel (Mode = Bottom)
Plots the Histogram (MACD – Signal) and its EMA smoothing.
Used to analyze momentum strength and early shifts.
You can load the same indicator twice:
Set one to Top mode → shows only MACD & Signal lines.
Set the other to Bottom mode → shows only Histogram & EMA.
This way, you get a clear split view without overlapping everything in one chart.
EMA+RSI Buy/Sell with Fibonacci GuideSingle-Instance EUR/USD & GBP/USD Trend+MACD ATR EA
Purpose:
This EA is designed for automated Forex trading on EUR/USD and GBP/USD. It identifies trend-based trading opportunities, dynamically calculates position sizes based on your available capital and risk percentage, and manages trades with ATR-based stop-loss and take-profit levels, including optional trailing stops.
Key Features:
Auto Pair Selection:
Compares the trend strength of EUR/USD vs GBP/USD using a combination of EMA slopes and MACD direction.
Automatically trades the stronger trending pair.
Trend & Signal Detection:
Uses Fast EMA / Slow EMA crossover for trend direction.
Confirms trend with MACD line vs signal line.
Generates long and short signals only when trend and MACD align.
Dynamic SL/TP:
Stop-loss and take-profit are calculated based on ATR (Average True Range).
Supports optional trailing stops to lock in profits.
Position Sizing:
Automatically calculates micro-lot sizes based on your capital and risk percentage.
Ensures risk per trade does not exceed the defined % of your account equity.
Chart Visualization:
Plots Fast EMA / Slow EMA.
Displays SL and TP levels on the chart.
Shows a label indicating the active pair currently being traded.
Alerts:
Generates alerts for long and short signals.
Can be used with TradingView alerts to notify or trigger webhooks.
Single Strategy Instance:
Fully compatible with Pine Script v6.
Only one strategy instance runs on the chart to prevent “too many strategies” errors.
DEV (%)Deviation from MMA5 (%)
- MMA = (High + Low) / 2
- Calculates 5-day SMA of MMA (MMA5)
- Plots deviation (%) of current Mid Price from MMA5
- Above 0% → price above MMA5
- Below 0% → price below MMA5
Piano Frequency LevelsPiano Frequency Levels
This indicator applies the mathematical principles of musical harmony to market analysis, creating support and resistance levels based on authentic piano frequency ratios. Drawing from centuries-old musical theory, it maps the precise mathematical relationships between piano keys to price levels.
How It Works: The indicator uses the exact frequency ratios from equal temperament tuning - the same mathematical system that makes pianos sound harmonious. Each level represents an actual piano key frequency, scaled proportionally to your chosen anchor price.
Key Features:
• Piano-Based Ratios: Uses authentic 12-tone equal temperament frequency relationships (1.05946 ratio between semitones)
• Directional Intelligence: Automatically creates ascending levels from lows (resistance) or descending levels from highs (support)
• Musical Note Labels: Optional display of actual piano key names (C4, D#5, F6, etc.) alongside price levels
• Black Key Subdivisions: Toggle authentic sharp/flat keys between natural notes for additional precision
• Octave Color Coding: Each musical octave displays in a different color for easy visual identification
• Anchor Reference: Bright green line clearly marks your C-note reference point
Musical Foundation: Every level corresponds to an actual piano key. The anchor point represents "C" (the musical root), with levels progressing through the natural musical sequence: C, D, E, F, G, A, B, then repeating in higher octaves. This creates proportional spacing that mirrors the harmonic relationships musicians have used for centuries.
Usage:
1. Set your anchor to a significant market high or low
2. Choose your desired number of levels (typically 12-24 for 1-2 octaves)
3. Enable "Add Black Keys" for additional intermediate levels
4. Enable "Show Note Names" to see which piano key each level represents
The Theory: Musical harmony is based on precise mathematical ratios that create pleasing relationships between frequencies. These same mathematical principles may manifest in market movements, as price action often exhibits proportional relationships similar to musical intervals.
Unique Advantages:
• Based on established mathematical principles rather than arbitrary ratios
• Provides both major levels (white keys) and intermediate levels (black keys)
• Automatically adapts direction based on anchor type (high vs low)
• Maintains authentic musical relationships across all timeframes and price ranges
Important Note: This indicator presents a theoretical framework for market analysis. Like all technical analysis tools, it should be used in conjunction with other forms of analysis and proper risk management. The musical ratios provide a unique perspective on potential support and resistance levels, but past performance does not guarantee future results.
Transform your charts into a musical instrument and discover the hidden harmonies in market movements.
MMAMMA (Midpoint Moving Average)
Similar to SMA but calculated using (High + Low) / 2 instead of Close.
Helps reduce noise by smoothing out candlestick wicks.
Useful for identifying trend direction, support/resistance, and combining with other indicators.
Moving averages applied: 5, 10, 20, 50, 100, 200
Short-term: 5, 10, 20 → captures quick price action
Mid-term: 50, 100 → identifies medium trend
Long-term: 200 → widely used global trend benchmark
Color Scheme (Red → Orange → Yellow → Green → Blue → Navy)
Red: 5 / Orange: 10 / Yellow: 20 / Green: 50 / Blue: 100 / Navy: 200
Transparency: 50% → keeps chart clean when lines overlap
Line Thickness: 1 → minimal, non-intrusive visual
