ACM22 not repaintedДелал данный скрипт для FORTS.Идеально подойдет тем,кто использует трейлинг стопы.В основе стратегии лежит RSI.Как по мне,хорошая вещь для проверки стратегии и ее оптимизиации.На скрине 50 контрактов,так что не сильно радуйтесь,а просто делите на 50 и получите показатели на 1 контракт.
Script make for futures on MICEX.U can change paramets of RSI,traling stop and stop loss .On a ps 50 futures USDollar-russian ruble.Use for testing and optimisation.
Поиск скриптов по запросу "Futures"
Vertical Horizontal Filter BacktestVertical Horizontal Filter was initiated by Adam White. It was first published
in a magazine called “Issues of Futures” in August, 1991. The Vertical Horizontal
Filter (VHF) is a very common Indicator used by traders to find out the Phase of
a Price Trend. Normally, a price trend can be in a Trending Phase or a Congestion
Phase/Choppy Movement Phase. Adam White created this particular Technical Indicator
to determine whether prices are trending in a particular direction or are they going
through a transitional period. He used it to measure the range of Futures available
in the market.
You can change long to short in the Input Settings
WARNING:
- For purpose educate only
- This script to change bars colors.
Vertical Horizontal Filter Strategy Vertical Horizontal Filter was initiated by Adam White. It was first published
in a magazine called “Issues of Futures” in August, 1991. The Vertical Horizontal
Filter (VHF) is a very common Indicator used by traders to find out the Phase of
a Price Trend. Normally, a price trend can be in a Trending Phase or a Congestion
Phase/Choppy Movement Phase. Adam White created this particular Technical Indicator
to determine whether prices are trending in a particular direction or are they going
through a transitional period. He used it to measure the range of Futures available
in the market.
WARNING:
- This script to change bars colors.
Vertical Horizontal Filter Vertical Horizontal Filter was initiated by Adam White. It was first published
in a magazine called “Issues of Futures” in August, 1991. The Vertical Horizontal
Filter (VHF) is a very common Indicator used by traders to find out the Phase of
a Price Trend. Normally, a price trend can be in a Trending Phase or a Congestion
Phase/Choppy Movement Phase. Adam White created this particular Technical Indicator
to determine whether prices are trending in a particular direction or are they going
through a transitional period. He used it to measure the range of Futures available
in the market.
BKSqueezeThis is a price volatility compression and expansion indicator that uses the ratio of the Bollinger Band and Keltner Ratio.
Red segments indicate extreme price volatility compression that can be ideal entry points for stock/futures/forex and/or options positions.
Aqua segments indicate price volatility is expanding.
Blue segments indicate price volatility is compressing - can be used as an exit point or partial scale out point.
Note that the indicator doesn't indicate direction. One suggestion is to use the DMI indicator for this purpose - really depends on how early you enter the trade.
Suggest using a time period of 15 bars for volatile stocks, such as TSLA for example, otherwise a period of 20 bars suits most stocks/futures/forex symbols.
T7 JNSARJNSAR stands for Just Nifty -0.14% Stop & Reverse. This is a Trend Following Daily Bar Trading System for NIFTY -0.14% . Original idea belongs to ILLANGO @ I coded the pine version of this system based on a request from @stocksonfire. Use it at your own risk after validation at your end. Neither me or my company is responsible for any losses you may incur using this system. Hope you like this system and enjoy trading it !!!
Updated V3 code for the T7 JNSAR system earlier published here V2 and here V1
Following updates made to the code
1. Added a 22 Period Simple moving average filter over and above the standard JNSAR value for generating trading signals. This simple filter reduces the whipsaw trades drastically along with similar improvements in the max draw down and overall profitability of the system. The SMA filter is turned ON by default but can be turned OFF by user through the settings window.
2. Backtest option is now turned ON by default.
Also am republishing the trading rules here again with some modification
1. Go Long when the daily close is above the JNSAR line. Go Short when the daily close is below the JNSAR line. JNSAR line is the varying green line overlayed over the price chart. Once a signal comes at market close enter in the direction of the signal @ market price @ next day market open.
2. Trade only Nifty -0.14% Index. This system was developed and backtested only for NIFTY -0.14% Index. So trade in its Futures or Options, as you may deem fit. My recommendation is to choose futures for simplicity. If you want to reduce the trading cost and go with options, trade with deep in the money options, preferably 2 strikes far from the spot price.
3. Trade all signals. Markets trend only 30-35% of the time and hence the system is only accurate to that extend. But system tends to make enough money, in this small trending window, to keep the overall profitability in good health. But one never knows when a big trend may come and when it comes its absolutely imperative that you take it. To ensure that, trade all signals and don't be choosy about what signals you are going to trade. Also I wouldn't recommend using your own analysis to trade this system. Too many drivers will crash the car.
4. Like all trend following systems, this system will have many whipsaws during flat markets along with large trade and account drawdowns. Also some months and even years may not be profitable. But to trade this system profitably, it is necessary to take these in one's stride and keep trading. As the backtester results from 1990 to 2017 proves, this system is profitable overall thus far. Take confidence from that objective fact.
5. Trade with only that amount of money you can afford to loose. Initial capital that you need to have to trade one lot of NIFTY -0.14% should be atleast - (Margin Money required to take and hold 1 lot position + maximum drawdown amount per lot)*1.2. Be prepared to add more if need be, but the above formula will give a rough idea of what you need to have to start trading and be in the game always.
6. Place an After Market Order @ Market Price with your broker after market close so that you get to execute the trade next trading day @ Market open to capture near similar price as the daily open price seen on the chart. This execution mode will give you the best chance to minimize the slippage and mimic the backtester results as closely as practically possible.
7. Follow all the 6 rules above religiously, as if your life depends on it. If you cant, then don't trade this system; You will certainly loose money.
Happy Trading !!! As always am looking out for your valuable feedback.
T7 JNSARUpdated code for the T7 JNSAR system earlier published here -
Following updates made to the code
1. Buy / Sell arrows now appear when the corresponding conditions are met.
2. Support for Heikin-Ashi Candles added
3. Different Backtesting Position Sizing Algorithms added for evaluation
Also am republishing the trading rules here again with some modification
1. Go Long when the daily close is above the JNSAR line. Go Short when the daily close is below the JNSAR line. JNSAR line is the varying green line overlayed over the price chart. Once a signal comes at market close enter in the direction of the signal @ market price @ next day market open.
2. Trade only Nifty Index. This system was developed and backtested only for NIFTY Index. So trade in its Futures or Options, as you may deem fit. My recommendation is to choose futures for simplicity. If you want to reduce the trading cost and go with options, trade with deep in the money options, preferably 2 strikes far from the spot price.
3. Trade all signals. Markets trend only 30-35% of the time and hence the system is only accurate to that extend. But system tends to make enough money, in this small trending window, to keep the overall profitability in good health. But one never knows when a big trend may come and when it comes its absolutely imperative that you take it. To ensure that, trade all signals and don't be choosy about what signals you are going to trade. Also I wouldn't recommend using your own analysis to trade this system. Too many drivers will crash the car.
4. Like all trend following systems, this system will have many whipsaws during flat markets along with large trade and account drawdowns. Also some months and even years may not be profitable. But to trade this system profitably, it is necessary to take these in one's stride and keep trading. As the backtester results from 1990 to 2016 proves, this system is profitable overall thus far. Take confidence from that objective fact.
5. Trade with only that amount of money you can afford to loose. Initial capital that you need to have to trade one lot of NIFTY should be atleast - (Margin Money required to take and hold 1 lot position + maximum drawdown amount per lot)*1.2. Be prepared to add more if need be, but the above formula will give a rough idea of what you need to have to start trading and be in the game always.
6. Place an After Market Order @ Market Price with your broker after market close so that you get to execute the trade next trading day @ Market open to capture near similar price as the daily open price seen on the chart. This execution mode will give you the best chance to minimise the slippage and mimic the backtester results as closely as practically possible.
7. Follow all the 6 rules above religiously, as if your life depends on it. If you cant, then don't trade this system; You will certainly loose money.
Happy Trading !!! As always am looking out for your valuable feedback.
T7 JNSARJNSAR stands for Just Nifty Stop & Reverse. This is a trend following daily bar trading system for NIFTY. Original idea belongs to ILLANGO @ I coded the pine version of this system based on a request from @stocksonfire. Use it at your own risk after validation at your end. Neither me or my company is responsible for any losses you may incur using this system. Hope you like this system and enjoy trading it !!!
While trading this system you must follow these simple rules.
1. Go Long when the daily close is above the JNSAR line. Go Short when the daily close is below the JNSAR line. JNSAR line is the varying green line overlayed over the price chart. Once a signal comes at market close enter in the direction of the signal @ market price @ next day market open.
2. Trade only Nifty Index. This system was developed and backtested only for NIFTY Index. So trade in its Futures or Options, as you may deem fit. My recommendation is to choose futures for simplicity. If you want to reduce the trading cost and go with options, trade with deep in the money options, preferably 2 strikes far from the spot price.
3. Trade all signals. Markets trend only 30-35% of the time and hence the system is only accurate to that extend. But system tends to make enough money, in this small trending window, to keep the overall profitability in good health. But one never knows when a big trend may come and when it comes its absolutely imperative that you take it. To ensure that, trade all signals and don't be choosy about what signals you are going to trade. Also I wouldn't recommend using your own analysis to trade this system. Too many drivers will crash the car.
4. Like all trend following systems, this system will have many whipsaws during flat markets along with large trade and account drawdowns. Also some months and even years may not be profitable. But to trade this system profitably, it is necessary to take these in one's stride and keep trading. As the backtester results from 1990 to 2016 proves, this system is profitable overall thus far. Take confidence from that objective fact.
5. Initial capital that you need to have to trade one lot of NIFTY should be atleast - (Margin Money required to take and hold 1 lot position + maximum drawdown amount per lot)*1.2. Be prepared to add more if need be, but the above formula will give a rough idea of what you need to have to start trading and be in the game always.
6. Follow all the 5 rules above religiously as if your life depends on it. If you cant, then don't trade this system; You will certainly loose money.
Accumulation Swing Index The Accumulation Swing Index is a cumulative total of the Swing Index.
The Accumulation Swing Index was developed by Welles Wilder.
The SwingIndex function was developed to help cut through the maze of
Open, High, Low and Close prices to indicate the real strength and direction
of the market. The Swing Index function looks at the Open, High, Low and
Close values for a two-bar period. The theory is that there are four cross-bar
and one intra-bar comparisons that are strong indicators of an up or down day.
The Swing Index returns a number between -100 and 100. If the factors point toward
an up day, then the function value will be positive and vice versa. In this way,
the Swing Index gives us definite short-term swing points, and it can be used to
supplement other methods as a breakout indicator. A breakout is indicated when the
value of the Accumulation Swing Index (ASI) exceeds the ASI value on the day when a
previous significant High Swing Point was made. A downside breakout is indicated when
the value of the ASI drops below the ASI value on a day when a previous significant
low swing point was made.
Since only futures have a relative daily limit value, this function only makes sense
when applied to a futures contract. If you use this function and it only plots a zero
flat line, check the Daily Limit value.
Accumulation Swing Index (ASI) The Accumulation Swing Index is a cumulative total of the Swing Index.
The Accumulation Swing Index was developed by Welles Wilder.
The SwingIndex function was developed to help cut through the maze of
Open, High, Low and Close prices to indicate the real strength and direction
of the market. The Swing Index function looks at the Open, High, Low and
Close values for a two-bar period. The theory is that there are four cross-bar
and one intra-bar comparisons that are strong indicators of an up or down day.
The Swing Index returns a number between -100 and 100. If the factors point toward
an up day, then the function value will be positive and vice versa. In this way,
the Swing Index gives us definite short-term swing points, and it can be used to
supplement other methods as a breakout indicator. A breakout is indicated when the
value of the Accumulation Swing Index (ASI) exceeds the ASI value on the day when a
previous significant High Swing Point was made. A downside breakout is indicated when
the value of the ASI drops below the ASI value on a day when a previous significant
low swing point was made.
Since only futures have a relative daily limit value, this function only makes sense
when applied to a futures contract. If you use this function and it only plots a zero
flat line, check the Daily Limit value.
HTR Reclaim Hunter
🏹 HTR Reclaim Hunter
(1H Execution + Zones + 4H Bias)
HTR Reclaim Hunter is a trend-continuation indicator designed to identify high-probability pullback & reclaim entries using multi-timeframe bias, EMA structure, and dynamic reclaim zones.
This indicator is best suited for swing trading and intraday continuation setups, especially in trending markets.
🔑 CORE CONCEPT
Trade WITH the higher-timeframe trend.
Enter on pullbacks.
Confirm strength on reclaim.
HTR Reclaim Hunter combines:
4H trend bias
1H execution logic
EMA reclaim structure
Supply & demand reclaim zones
Built-in SL / TP visualization
🧭 RECOMMENDED SETTINGS
Best timeframe: 1H (designed for this)
Markets: Stocks, Crypto, Futures, Forex
Works best in: Trending markets (not chop)
📊 WHAT YOU SEE ON THE CHART
🔹 EMA Structure
EMA 50 (green): Trend filter
EMA 9 (colored): Momentum & pullback guide
🔹 Reclaim Zones
Green boxes: Support / demand zones
Red boxes: Resistance / supply zones
These zones highlight areas where price previously reacted and may reclaim.
🔹 Trade Signals
LONG label: Bullish reclaim setup
SHORT label: Bearish reclaim setup
🔹 Risk Levels (Optional)
Stop Loss (Red)
TP1 (Orange)
TP2 (Green)
🟢 LONG TRADE RULES
A LONG signal appears when ALL of the following are true:
4H trend is bullish
Price above 4H EMA 50
EMA 50 is rising
1H trend is bullish
Price above EMA 50
EMA 9 above EMA 50
Pullback occurs
Price pulls back below EMA 9
Reaches or taps EMA 50
Reclaim confirmation
Strong bullish candle closes back above EMA 9
Candle is not a doji
Signal prints
A green LONG label appears
👉 This indicates a trend continuation entry, not a reversal.
🔴 SHORT TRADE RULES
A SHORT signal appears when ALL of the following are true:
4H trend is bearish
Price below 4H EMA 50
EMA 50 is falling
1H trend is bearish
Price below EMA 50
EMA 9 below EMA 50
Pullback occurs
Price pulls back above EMA 9
Reaches or taps EMA 50
Reclaim confirmation
Strong bearish candle closes back below EMA 9
Candle is not a doji
Signal prints
A red SHORT label appears
🛑 STOP LOSS & TAKE PROFIT
When enabled, the indicator automatically plots:
Stop Loss
Based on recent swing high / low
TP1
1R (1× risk)
TP2
Configurable runner target (default 2R)
These are visual guides only — always manage risk according to your plan.
⚠️ IMPORTANT NOTES
This indicator is not meant for ranging or choppy markets
Best results occur when:
EMA 50 is clearly sloped
Price respects reclaim zones
Always confirm with:
Market structure
Volume
Higher-timeframe context
🔔 ALERTS
Alerts are available for:
HRH LONG
HRH SHORT
Alerts trigger on confirmed reclaim signals, not on every pullback.
❗ DISCLAIMER
This indicator is for educational purposes only.
It does not provide financial advice.
Always test and manage risk appropriately.
🏹 FINAL TIP
HTR Reclaim Hunter works best when you are patient.
Skip chop.
Wait for clean trends.
Hunt only high-quality reclaims.
If you want, I can also:
Write a short description version
Create a “Quick Start” section
Add example captions for screenshots
Help you choose TradingView tags & category
trend-following
ema reclaim
pullback strategy
multi-timeframe
price action
NSDT LatticeThis script automatically detects the Open price once the Futures markets open (6PM Eastern Time) and plots Support/Resistance levels based on the "Ticks Between Levels" that the trader enters in the settings.
The trader can also chose to set their own Custom Start Price should they wish to. For example: If they want to use the New York session Open price (for RTH) instead of the Asia session Open price (ETH).
You can change the colors and thickness of the lines, as well as the numbers of levels plotted.
GMS EMA'sGMS EMA’s is a clean, structure-focused indicator designed to help traders understand trend direction, market structure, and momentum shifts without cluttering the chart.
This indicator combines key exponential moving averages with internal and external market structure, Break of Structure (BOS), and Change of Character (CHOCH) logic to support discretionary, price-action-based trading.
It does not provide buy or sell signals. Instead, it helps traders read the market clearly and make informed decisions.
🔹 What’s Included
9 / 20 / 200 EMA system
Toggle each EMA on or off to match your trading style.
Internal & External Structure Detection
Clearly labeled swing highs and lows:
ISH / ISL (internal)
ESH / ESL (external)
Break of Structure (BOS)
Identifies structure continuation in the direction of the trend.
Change of Character (CHOCH)
Highlights potential shifts in momentum and early trend transitions.
Custom Structure Mode
View internal structure, external structure, or both.
Clean, candle-based visualization
No oscillators, no separate panels, no zigzag lines.
🔹 Who This Indicator Is For
Price-action traders
Structure-based traders
Forex, indices, crypto, and futures traders
Traders using top-down analysis
Traders who prefer clarity over complexity
🔹 How to Use
Use the 200 EMA and external structure to determine market bias.
Look for BOS to confirm trend continuation.
Use internal structure to refine entries.
Treat CHOCH as a warning, not a signal.
🔹 Philosophy
GMS EMA’s is built on the idea that less information leads to better decisions.
It’s designed to support discipline, awareness, and structure-based thinking — not to replace it.
Disclaimer:
This indicator is for educational purposes only and does not constitute financial advice. Always manage risk appropriately.
Abertura do Dia juscy# Complete Description of TradingView Code: "Daily Open + Moving Averages"
## Overview
This is an advanced TradingView indicator (Pine Script v5) that combines multiple visual elements and technical analysis tools focused on the daily opening price. The indicator is highly customizable and allows traders to quickly visualize key levels based on the daily opening price, plus includes optional moving averages.
## Structure and Main Functionalities
### 1. **Initial Settings**
- **Indicator name**: "Daily Open + Moving Averages"
- **Overlay**: True (draws directly on the price chart)
- **Maximum lines**: 500 (to avoid system overload)
### 2. **Visual Elements Based on Daily Open**
#### **Dynamic Vertical Line**
- Drawn on the first candle of each day
- Automatically adjusts its height to reflect the daily high and low
- Updated in real-time as new extremes form
- Customizable color and transparency
#### **Horizontal Opening Line**
- Dashed line marking the daily opening price
- Extends horizontally throughout the entire session
- Serves as reference for percentage movements
#### **Percentage Levels**
- Four levels calculated relative to the opening:
- +0.5% (green/up)
- +1.0% (green/up)
- -0.5% (red/down)
- -1.0% (red/down)
- Useful for identifying nearby support/resistance zones
#### **Daily VWAP (Volume Weighted Average Price)**
- Calculates volume-weighted average price for each day
- Optional (can be disabled for better performance)
- Updated in real-time during the session
### 3. **Moving Averages System**
The indicator includes 7 popular moving averages:
- **EMA 9**: 9-period exponential moving average (short-term)
- **SMA 12**: 12-period simple moving average
- **SMA 21**: 21-period simple moving average (common in strategies)
- **SMA 34**: 34-period simple moving average
- **SMA 55**: 55-period simple moving average (medium-term)
- **SMA 89**: 89-period simple moving average
- **SMA 200**: 200-period simple moving average (long-term)
Each moving average can be individually enabled/disabled and has customizable colors.
### 4. **Technical Architecture**
#### **Daily State Management**
- Uses `ta.change(time("D"))` to detect new days
- Stores key variables: `daily_open`, `daily_high`, `daily_low`
- Tracks opening bar index (`day_start_bar`)
#### **Array System for Lines**
- Uses arrays (`array.new_line()`) to store and manage graphic lines
- Allows efficient updating of visual elements
- Avoids accumulation of unnecessary graphic objects
#### **Update Logic**
- **During the day**: Updates extremes and VWAP
- **Day change**: Reinitializes variables and creates new elements
- **Last candle**: Extends horizontal lines to end of chart
#### **Performance Control**
- Use of `barstate.islastconfirmedhistory` and `barstate.isrealtime` for optimization
- Conditional creation of visual elements
- Implicit cleanup through replacement of old lines
### 5. **User Interface**
#### **Organized Configuration Groups**
1. **General Settings**: Line transparency and thickness
2. **Visual Elements**: Controls for each graphic component
3. **Moving Averages**: Enable/disable each moving average
4. **Colors**: Complete color customization for all elements
#### **Display Options**
All functionalities can be enabled/disabled:
- Vertical and horizontal lines
- Percentage levels
- VWAP
- Each moving average individually
### 6. **Practical Applications**
#### **For Day Traders**
- Quick identification of daily open as reference level
- Visualization of ±0.5% and ±1.0% zones for targets and stops
- VWAP as dynamic support/resistance level
#### **For Swing Traders**
- Multiple moving averages for trend analysis
- Daily context on important levels
- Combination of intraday and position analysis
#### **For Technical Analysis**
- Study of reactions at opening price
- Identification of daily trading ranges
- Level confluence (opening + moving averages)
### 7. **Design Advantages**
- **Modular**: Each component can be disabled
- **Efficient**: Careful management of graphic resources
- **Customizable**: Adjustable colors, thicknesses, and visibility
- **Real-time**: Automatically updates during session
- **Multi-timeframe**: Useful across various timeframes (from 1 minute to daily)
### 8. **Usage Considerations**
- Best performance on liquid assets
- Most useful in markets with defined openings (stocks, futures)
- Can be combined with other indicators
- Recommended to use alongside volume analysis
This indicator serves as a complete visual "workstation," providing multiple layers of information in a single overlay, facilitating decision-making based on key levels derived from the daily opening price.
ES Sessions - Asia / London / NY / Break This indicator draws clean, outline-only session boxes for ES futures, covering Asia, London, New York (RTH), Overnight, and the Daily Break.
Most session indicators add too much visual noise. Heavy background shading, overlapping colors, excessive lines, or extra calculations clutter the chart and distract from price. This script is intentionally different.
Each session is displayed as a simple price range outline showing the high and low of the session, with a single label placed at the top center. There is no background shading and no unnecessary highlights or metrics.
Sessions are defined using CME Central Time so they remain accurate, while Trading View automatically converts them to your chart’s local time.
The goal is clarity. See where each session starts and ends, understand its range, and keep the focus on price action without distraction.
Ideal for traders who want structure without clutter.
Socials - @burntledger
[codapro] PressureBox Breakout Engine
PressureBox Breakout Engine
Donchian Compression + ATR Threshold + Volume Pressure Blend
Just dropped a powerful new tool built using the CodaPro Pine Script modular system — designed to visually identify compression zones and trigger breakout alerts using a blend of price action, volatility, and volume pressure.
Optimized Settings Used in This Post (5-min Chart)
These settings are tuned specifically for /MNQ and /MYM and worked beautifully during the major breakout at 09:25 EST today:
Donchian Length: 8
ATR Length: 13
ATR Multiplier: 3.1
ATR SMA Threshold Length: 21
Max Extend Bars: 55
Base Red Transparency: 82
Border Transparency: 35
MFI Length: 25
CMF Length: 55
Blend Weight: 0.5 (MFI/CMF equally weighted)
How It Works:
Compression Detection: When the Donchian channel width falls below a dynamic ATR-based threshold, a red compression box appears.
Volume Pressure Shading: The red box shade intensifies based on a custom volume pressure calculation, blending MFI + CMF.
Breakout Flags: Once price breaks out of the compression zone — and pressure conditions align — it paints BUY or SELL flags using ATR offsets.
Midline Plot: A midline is drawn inside the box to help assess which side the breakout is favoring.
Key Features:
Supports real-time box building
Visually adaptive to volume shifts
Includes optional Overlap % Plot and Pressure Signal Plot
Customizable Donchian source (wicks or closes)
Use Cases:
Ideal for traders looking to identify pre-breakout compression
Works great on micro futures like /MNQ, /MYM, /MCL, /MGC
Can also be applied to equities, crypto, and FX with minor tuning
Disclaimer:
This tool was created using the CodaPro Pine Script indicator design engine — an architecture system for building visual signal overlays and automated alerts.
It is provided for educational and informational purposes only and is not financial advice. Always test thoroughly before using in live market conditions.
BTC Scalping 3m | Supertrend + MACD Squeeze (NY) [v6 FINAL]BTC 3-Minute Scalping Strategy
Supertrend Bias + MACD Squeeze (New York Session)
This is a fully mechanical BTC scalping strategy designed to capture short momentum bursts that occur when volatility expands in the direction of the higher-timeframe trend.
The strategy combines trend confirmation, volatility compression/expansion, and strict session filtering to reduce noise and improve consistency.
How It Works
Trend Bias
Uses a 15-minute Supertrend to define market direction.
Trades are taken only in the direction of the higher-timeframe trend.
Counter-trend signals are ignored.
Timing & Entry
Executes on the 3-minute chart.
Waits for volatility compression using a LazyBear-style MACD Squeeze.
Enters only when the squeeze releases and momentum turns positive.
Entry occurs on candle close above the execution-timeframe Supertrend.
Session Filter
Trades only during the New York session (13:00–21:00 UTC).
This avoids low-liquidity periods and reduces false breakouts.
Risk & Exits
Dynamic stop-loss placed at the execution-timeframe Supertrend.
Risk is calculated using the actual filled entry price for accurate R-based exits.
Primary profit target is 0.5R, optimized for scalping.
Positions are exited immediately if:
Price closes against Supertrend
Supertrend flips direction
Momentum (MACD histogram) turns negative
Trades are typically short-lived (1–3 candles), keeping exposure minimal.
Key Characteristics
Non-repainting logic
Fully rule-based (no discretion)
High win-rate, low-RR scalping profile
Designed for BTC futures/perpetuals
Optimized for New York session volatility
Usage Notes
Run on BTC 3-minute charts
Best results during active NY hours
Performance will vary by exchange, fees, and slippage
This strategy is intended for education and testing, not financial advice
Summary
This strategy focuses on trading volatility expansion aligned with trend, using Supertrend for structure and MACD Squeeze for timing. By restricting trades to high-liquidity hours and enforcing strict exits, it aims for consistent, repeatable scalps rather than large directional bets.
Advanced Volume & Liquidity SuiteThe Institutional Code is an advanced trading system designed to reveal the footprint of "Smart Money" in the Futures and Indices markets. Unlike traditional indicators that track price, this algorithm tracks Real Volume and Liquidity, comparing retail data with institutional (CME) data to identify zones of manipulation and absorption.
This script transforms your chart into an institutional command board, ideal for trading NQ (Nasdaq), ES (S&P 500), and YM (Dow Jones) with surgical precision.
NIFTY 5m Bull Ratio + SL/TP Trackersimple, practical Bull Ratio formula tailored for NIFTY (index or NIFTY futures) on a 5-minute timeframe.
Nth Candle movement🔷 Indicator Name
Nth candle movement – Nth Candle Projection & Dynamic EMA System
________________________________________
🔷 Short Description
Nth candle movement is an advanced price-based indicator that uses Nth candle mathematics, percentage projections, and a dynamic EMA system to visualize intraday structure and evolving market momentum.
________________________________________
🔷 Overview
Nth candle movement combines time-based Nth candle logic, percentage offset zones, and a stage-based dynamic EMA to help traders understand how price behaves around mathematically derived reference points.
Instead of using fixed indicators, this script dynamically adapts to:
• Day structure
• Time progression
• Price reaction around calculated levels
The indicator automatically resets every new trading day, ensuring fresh, non-repainting levels.
________________________________________
🔷 Core Concepts Used
• Nth candle calculation based on day of month
• Percentage-based expansion and contraction zones
• 0.2611% precision micro-levels
• Dynamic EMA length that evolves with time
• Angle-inspired mathematical projections
________________________________________
🔷 Key Features
🔹 Nth Candle Projection Systems (4 Systems)
• Four independent Nth systems based on angle mathematics
• Automatically captures the Nth candle close
• Projects:
o Upper & lower percentage zones
o Precision 0.2611% levels
• Daily auto-reset (no clutter)
Each system can be individually enabled or disabled.
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🔹 Visual Zone Highlighting
• Upper and lower projection bands
• Color-filled zones for better clarity
• Clean object management (lines, labels, fills)
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🔹 Nth Marker Labels
• Optional Nth candle markers
• Helps visually identify the exact calculation point
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🔹 Dynamic EMA System (Angle-Based)
• EMA length dynamically changes as market progresses
• Uses multiple Nth stages to shift EMA behaviour
• Color-coded EMA reflects the active mathematical phase
This allows traders to see momentum transitions instead of guessing them.
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🔷 How to Use
1. Apply the indicator on any intraday or higher timeframe
2. Observe Nth candle markers and projected zones
3. Watch how price reacts inside or outside the zones
4. Use the Dynamic EMA color and slope as momentum guidance
5. Combine with price action or confirmation logic for entries
⚠️ This is a decision-support tool, not a buy/sell signal generator.
This indicator is for educational and informational purposes only.
It does not constitute financial advice.
Trading involves risk, and past performance does not guarantee future results.
Always do your own analysis before entering any trade.
________________________________________
🔷 Best Use Cases
• Intraday structure analysis
• Volatility expansion tracking
• Time-based price reaction studies
• Momentum phase identification
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🔷 Timeframe Compatibility
✅ Works on all timeframes
Best suited for:
• 3m, 5m, 15m (Intraday)
• 1H, 4H (Swing structure)
________________________________________
🔷 Asset Compatibility
✔ Stocks
✔ Indices
✔ Forex
✔ Crypto
✔ Futures
Hull DMI - MattesHull DMI - Mattes
A Directional Movement Index enhanced with Hull Moving Average smoothing for refined trend detection.
This indicator reimagines the classic Directional Movement Index (DMI) by incorporating Hull Moving Average (HMA) smoothing on high and low prices. It calculates the +DI and -DI components based on changes in these hulled values, then derives the ADX for trend strength. The core plot displays the difference between +DI and -DI, colored to indicate bullish (blue) or bearish (purple) dominance when ADX is rising. Additionally, it overlays colored candles on the price chart to visually represent the prevailing trend direction.
Key Features:
Hull-Smoothed Inputs: Applies HMA to highs and lows before computing directional changes, reducing noise and lag compared to standard DMI.
Customizable Lengths: Adjustable periods for HMA, DI, and ADX smoothing to suit various timeframes and assets.
Trend Visualization: Plots DI difference with dynamic coloring and overlays trend-colored candles for at-a-glance analysis.
Alert Conditions: Built-in alerts for long (bullish) and short (bearish) signals when conditions shift.
How It Differs from Standard DMI/ADX:
Unlike the traditional DMI, which uses raw price changes and true range, this version employs Hull Moving Averages on highs and lows for smoother, more responsive directional calculations. This minimizes whipsaws in choppy markets while preserving sensitivity to genuine trends. The ADX is integrated to filter signals, ensuring color changes and alerts only occur during strengthening trends, setting it apart from basic oscillator-based indicators. Why It's Useful:
Enhanced Trend Identification: The HMA smoothing provides clearer signals in volatile environments, helping traders spot emerging trends earlier.
Visual Clarity: Colored DI plot and candle overlays make it easy to interpret market bias without cluttering the chart.
Versatility: Suitable for stocks, forex, crypto, and more; excels in trend-following strategies or as a filter for other systems.
Risk Management Aid: By focusing on ADX-confirmed moves, it reduces false signals, potentially improving win rates in systematic trading.
This Hull DMI variant offers several practical advantages that can directly improve trading decisions and performance:
Reduced Lag with Smoother Signals: By applying Hull Moving Average smoothing to highs and lows, the indicator responds faster to genuine trend changes than the standard DMI while filtering out much of the noise that causes false signals in ranging or choppy markets. Traders get earlier entries into trending moves without excessive whipsaws.
Built-in Trend Strength Filter: The optional ADX confirmation (enabled by default) ensures bullish signals and blue coloring only activate when trend strength is increasing (ADX rising). This helps traders avoid entering long positions during weakening or sideways trends, focusing capital on higher-probability setups.
Clear Visual Bias at a Glance: The single oscillator line (+DI – -DI) centered on zero, combined with dynamic blue/purple coloring and full candle overlay on the price chart, instantly shows the dominant trend direction. No need to interpret multiple lines—traders can quickly assess market bias across multiple charts or timeframes.
Versatile Across Markets and Styles: Works effectively on stocks, forex, futures, and cryptocurrencies. Trend-following traders can use it standalone for entries/exits, swing traders can use it for bias confirmation, and scalpers/day traders benefit on lower timeframes due to the reduced lag.
Improved Risk Management: By prioritizing ADX-confirmed directional moves, the indicator naturally filters low-conviction setups. This can lead to higher win rates and better risk-reward ratios when used systematically, especially when combined with proper stop-loss placement below/above recent swings.
Easy Integration: Built-in alert conditions and simple long/short logic make it straightforward to incorporate into automated strategies, watchlists, or as a confirming filter alongside other indicators (e.g., moving averages, RSI, volume profile).
Customizable Sensitivity: Separate inputs for Hull length, DI period, and ADX smoothing allow traders to optimize the indicator for specific assets, volatility regimes, or personal trading horizons—making it adaptable rather than one-size-fits-all.
Signals & Interpretation
The oscillator plots the difference between +DI and -DI (positive = bullish dominance, negative = bearish).
Bullish Signal (Long): +DI crosses above -DI, and (if ADX confirmation enabled) ADX is rising — triggers blue coloring, candle overlay, and long alert.
Bearish Signal (Short): -DI crosses above +DI — triggers purple coloring, candle overlay, and short alert.
Zero line acts as neutrality; crossings indicate potential trend shifts.
Best used in trending markets; ADX rising filter helps avoid whipsaws.
// Example Usage in Strategy
strategy("Hull DMI Strategy Example", overlay=true)
if L
strategy.entry("Long", strategy.long)
if S
strategy.entry("Short", strategy.short)
Great Inventions Require great care
Disclaimer: This indicator is provided for educational and informational purposes only and should not be considered as financial advice. Past performance is not indicative of future results. Always backtest thoroughly on your specific assets and timeframes, and consult a qualified financial advisor before making trading decisions. The author assumes no responsibility for any losses incurred from its use.
Market Regime | NY Session Killzones Indicator [ApexLegion]Market Regime | NY Session Killzones Indicator
Introduction and Theoretical Background
The Market Regime | NY Session Killzones indicator is designed exclusively for New York market hours (07:00-16:00 ET). Unlike universal indicators that attempt to function across disparate global sessions, this tool employs session-specific calibration to target the distinct liquidity characteristics of the NY trading day: Pre-Market structural formation (08:00-09:30), the Morning breakout window (09:30-12:00), and the Afternoon Killzone (13:30-16:00)—periods when institutional order flow exhibits the highest concentration and most definable technical structure. By restricting its operational scope to these statistically significant time windows, the indicator focuses on signal relevance while filtering the noise inherent in lower-liquidity overnight or extended-hours trading environments.
I. TECHNICAL RATIONALE: THE PRINCIPLE OF CONTEXTUAL FUSION
1. The Limitation of Acontextual Indicators
Traditional technical indicators often fail because they treat every bar and every market session equally, applying static thresholds (e.g., RSI > 70) without regard for the underlying market structure or liquidity environment. However, institutional volume and market volatility are highly dependent on the time of day (session) and the prevailing long-term risk environment.
This indicator was developed to address this "contextual deficit" by fusing three distinct yet interdependent analytical layers:
• Time and Structure (Macro): Identifying high-probability trading windows (Killzones) and critical structural levels (Pre-Market Range, PDH/PDL).
• Volatility and Scoring (Engine): Normalizing intraday momentum against annual volatility data to create an objective, statistically grounded AI Score.
• Risk Management (Execution): Implementing dynamic, volatility-adjusted Stop Loss (SL) and Take Profit (TP) parameters based on the Average True Range (ATR).
2. The Mandate for 252-Day Normalization (Z-Score)
What makes this tool unique is its 252-day Z-Score normalization engine that transforms raw momentum readings into statistically grounded probability scores, allowing the same indicator to deliver consistent, context-aware signals across any timeframe—from 1-minute scalping to 1-hour swing trades—without manual recalibration.
THE PROBLEM OF SCALE INVARIANCE
A high Relative Strength Index (RSI) reading on a 1-minute chart has a completely different market implication than a high RSI reading on a Daily chart. Simple percentage-based thresholds (like 70 or 30) do not provide true contextual significance. A sudden spike in momentum may look extreme on a 5-minute chart, but if it is statistically insignificant compared to the overall volatility of the last year, it may be a poor signal.
THE SOLUTION: CROSS-TIMEFRAME Z-SCORE NORMALIZATION
This indicator utilizes the Pine Script function request.security to reference the Daily timeframe for calculating the mean (μ) and standard deviation (σ) of a momentum oscillator (RSI) over the past 252 trading days (one year).
The indicator then calculates the Z-Score (Z) for the current bar's raw momentum (x): Z = (x - μ) / σ
Core Implementation: float raw_rsi = ta.rsi(close, 14) // x
= request.security(syminfo.tickerid, "D",
, // σ (252 days)
lookahead=barmerge.lookahead_on)
float cur_rsi_norm = d_rsi_std != 0 ? (raw_rsi - d_rsi_mean) / d_rsi_std : 0.0 // Z
This score provides an objective measurement of current intraday momentum significance by evaluating its statistical extremity against the yearly baseline of daily momentum. This standardized approach provides the scoring engine with consistent, global contextual information, independent of the chart's current viewing timeframe.
II. CORE COMPONENTS AND TECHNICAL ANALYSIS BREAKDOWN
1. TIME AND SESSION ANALYSIS (KILLZONES AND BIAS)
The indicator visually segments the trading day based on New York (NY) trading sessions, aligning the analysis with periods of high institutional liquidity events.
Pre-Market (PRE)
• Function: Defines the range before the core market opens. This range establishes structural support and resistance levels (PMH/PML).
• Technical Implementation: Uses a dedicated Session input (ny_pre_sess). The High and Low values (pm_h_val/pm_l_val) within this session are stored and plotted for structural reference.
• Smart Extension Logic: PMH/PML lines are automatically extended until the next Pre-Market session begins, providing continuous support/resistance references overnight.
NY Killzones (AM/PM)
• Function: Highlights high-probability volatility windows where institutional liquidity is expected to be highest (e.g., NY open, lunch, NY close).
• Technical Implementation: Separate session inputs (kz_ny_am, kz_ny_pm) are utilized to draw translucent background fills, providing a clear visual cue for timing.
Market Regime Bias
• Function: Determines the initial directional premise for the trading day. The bias is confirmed when the price breaks either the Pre-Market High (PMH) or the Pre-Market Low (PML).
• Technical Implementation: Involves the comparison of the close price against the predefined structural levels (check_h for PMH, check_l for PML). The variable active_bias is set to Bullish or Bearish upon confirmed breakout.
Trend Bar Coloring
• Function: Applies a visual cue to the bars based on the established regime (Bullish=Cyan, Bearish=Red). This visual filter helps mitigate noise from counter-trend candles.
• Technical Implementation: The Pine Script barcolor() function is tied directly to the value of the determined active_bias.
2. VOLATILITY NORMALIZED SCORING ENGINE
The internal scoring mechanism accumulates points from multiple market factors to determine the strength and validity of a signal. The purpose is to apply a robust filtering mechanism before generating an entry.
The score accumulation logic is based on the following factors:
• Market Bias Alignment (+3 Points): Points are awarded for conformance with the determined active_bias (Bullish/Bearish).
• VWAP Alignment (+2 Points): Assesses the position of the current price relative to the Volume-Weighted Average Price (VWAP). Alignment suggests conformity with the average institutional transaction price.
• Volume Anomaly (+2 Points): Detects a price move accompanied by an abnormally high relative volume (odd_vol_spike). This suggests potential institutional participation or significant order flow.
• VIX Integration (+2 Points): A score derived from the CBOE VIX index, assessing overall market stability and stress. Stable VIX levels add points, while high VIX levels (stress regimes) remove points or prevent signal generation entirely.
• ML Probability Score (+3 Points): This is the core predictive engine. It utilizes a Log-Manhattan Distance Kernel to compare the current market state against historical volatility patterns. The script implements a Log-linear distance formula (log(1 + |Δ|) ). This approach mathematically dampens the impact of extreme volatility spikes (outliers), ensuring that the similarity score reflects true structural alignment rather than transient market noise.
Core Technical Logic (Z-Score Normalization)
float cur_rsi_norm = d_rsi_std != 0 ? (raw_rsi - d_rsi_mean) / d_rsi_std : 0.0
• Technical Purpose: This line calculates the Z-Score (cur_rsi_norm) of the current momentum oscillator reading (raw_rsi) by normalizing it against the mean (d_rsi_mean) and standard deviation (d_rsi_std) derived from 252 days of Daily momentum data. If the standard deviation is zero (market is perfectly flat), it safely returns 0.0 to prevent division by zero runtime errors. This allows the AI's probability score to be based on the current signal's significance within the context of the entire trading year.
3. EXECUTION AND RISK MANAGEMENT (ATR MODEL)
The indicator utilizes the Average True Range (ATR) volatility model. This helps risk management scale dynamically with market volatility by allowing users to define TP/SL distances independently based on the current ATR.
Stop Loss Multiplier (sl_mult)
• Function: Sets the Stop Loss (SL) distance as a configurable multiple of the current ATR (e.g., 1.5 × ATR).
• Technical Logic: The price level is calculated as: last_sl_price := close - (atr_val * sl_mult). The mathematical sign is reversed for short trades.
Take Profit Multiplier (tp_mult)
• Function: Sets the Take Profit (TP) distance as a configurable multiple of the current ATR (e.g., 3.0 × ATR).
• Technical Logic: The price level is calculated as: last_tp_price := close + (atr_val * tp_mult). The mathematical sign is reversed for short trades.
Structural SL Option
• Function: Provides an override to the ATR-based SL calculation. When enabled, it forces the Stop Loss to the Pre-Market High/Low (PMH/PML) level, aligning the stop with a key institutional structural boundary.
• Technical Logic: The indicator checks the use_struct_sl input. If true, the calculated last_sl_price is overridden with either pm_h_val or pm_l_val, dependent on the specific trade direction.
Trend Continuation Logic
• Function: Enables signal generation in established, strong trends (typically in the Afternoon session) based on follow-through momentum (a new high/low of the previous bar) combined with a high Signal Score, rather than exclusively relying on the initial PMH/PML breakout.
• Technical Logic: For a long signal, the is_cont_long logic specifically requires checks like active_bias == s_bull AND close > high , confirming follow-through momentum within the established regime.
Smart Snapping & Cleanup (16:00 Market Close)
• Function: To maintain chart cleanliness, all trade boxes (TP/SL), AI Prediction zones, Killzone overlays (NY AM/PM), and Liquidity lines (PDH/PDL) are automatically "snapped" and cut off precisely at 16:00 NY Time (Market Close).
• Technical Logic: When is_market_close condition is met (hour == 16 and minute == 0), the script executes cleanup logic that:
◦ Closes active trades and evaluates final P&L
◦ Snaps all TP/SL box widths to current bar
◦ Truncates AI Prediction ghost boxes at market close
◦ Cuts off NY AM/PM Killzone background fills
◦ Terminates PDH/PDL line extensions
◦ Prevents visual clutter from extending into post-market sessions
4. LIQUIDITY AND STRUCTURAL ANALYSIS
The indicator plots key structural levels that serve as high-probability magnet zones or areas of potential liquidity absorption.
• Pre-Market High/Low (PMH/PML): These are the high and low established during the configured pre-market session (ny_pre_sess). They define the primary structural breakout level for the day, often serving as the initial market inflection point or the key entry level for the morning session.
• PDH (Previous Day High): The high of the calendar day immediately preceding the current bar. This represents a key Liquidity Pool; large orders are often placed above this level, making it a frequent target for stop hunts or liquidity absorption by market makers.
• PDL (Previous Day Low): The low of the calendar day immediately preceding the current bar. This also represents a key Liquidity Pool and a high-probability reversal or accumulation point, particularly during the Killzones.
FIFO Array Management
The indicator uses FIFO (First-In-First-Out) array structures to manage liquidity lines and labels, automatically deleting the oldest objects when the count exceeds 500 to comply with drawing object limits.
5. AI PREDICTION BOX (PREDICTIVE MODEL)
Function: Analyzes AI scores and volatility to project predicted killzone ranges and duration with asymmetric directional bias.
A. DIRECTIONAL BIAS (ASYMMETRIC EXPANSION)
The prediction model calculates directional probability using the ML kernel's 252-day Normalized RSI (Z-Score) and Relative Volume (RVOL). The prediction box dynamically adjusts its range based on this probability to provide immediate visual feedback on high-probability direction.
Bullish Scenario (ml_prob > 1.0):
• Upper Range: Expands significantly (1.5x multiplier) to show the aggressive upside target
• Lower Range: Tightens (0.5x multiplier) to show the invalidation level
• Visual Intent: The box is visibly skewed upward, immediately communicating bullish bias without requiring numerical analysis.
Bearish Scenario (ml_prob < -1.0):
• Upper Range: Tightens (0.5x multiplier) to show the invalidation level
• Lower Range: Expands significantly (1.5x multiplier) to show the aggressive downside target
• Visual Intent: The box is visibly skewed downward, immediately communicating bearish bias.
Neutral Scenario (-1.0 < ml_prob < 1.0):
Both ranges use balanced multipliers, creating a symmetrical box that indicates uncertainty.
B. DYNAMIC VOLATILITY BOOSTER (SESSION-BASED ADAPTATION)
The prediction box adjusts its volatility multiplier based on the current session and market conditions to account for intraday volatility patterns.
AM Session (Morning: 07:00-12:00):
• Base Multiplier: 1.0x (Neutral Base)
• Logic: Morning sessions often contain false breakouts and noise. The base multiplier starts neutral to avoid over-projecting during consolidation.
• Trend Booster: Multiplier jumps to 1.5x when:
Price > London Session Open AND AI is Bullish (ml_prob > 0), OR
Price < London Session Open AND AI is Bearish (ml_prob < 0)
• Logic: When the London trend (typically 03:00-08:00 NY time) aligns with the AI model's directional conviction, the indicator aggressively targets higher volatility expansion. This filters for "institutional follow-through" rather than random morning chop.
PM Session (Afternoon: 13:00-16:00):
• Fixed Multiplier: 1.8x
• Logic: The PM session, particularly the 13:30-16:00 ICT Silver Bullet window, often contains the "True Move" of the day. A higher baseline multiplier is applied to emphasize this session's significance over morning noise.
Safety Floor:
A minimum range of 0.2% of the current price is enforced regardless of volatility conditions.
• Purpose: Maintains the prediction box visibility during extreme low-volatility consolidation periods where ATR might collapse to near-zero values.
Volatility Clamp Protection:
Maximum volatility is capped at three times the current ATR value. During flash crashes, circuit breaker halts, or large overnight gaps, raw volatility calculations can spike to extreme levels. This clamp prevents prediction boxes from expanding to unrealistic widths.
Technical Implementation:
f_get_ai_multipliers(float _prob) =>
float _abs_prob = math.abs(_prob)
float _range_mult = 1.0
float _dur_mult = 1.0
if _abs_prob > 30
_range_mult := 1.8
else if _abs_prob > 10
_range_mult := 1.2
else
_range_mult := 0.7
C. PRACTICAL INTERPRETATION
• Wide Upper Range + Tight Lower Range: Strong bullish conviction. The model expects significant upside with limited downside risk.
• Tight Upper Range + Wide Lower Range: Strong bearish conviction. The model expects significant downside with limited upside.
• Symmetrical Range: Neutral/uncertain market. Wait for directional confirmation before entry.
• Large Box (Extended Duration): High-confidence prediction expecting sustained movement.
• Small Box (Short Duration): Low-confidence or choppy conditions. Expect quick resolution.
III. PRACTICAL USAGE GUIDE: METHODOLOGY AND EXECUTION
A. ESTABLISHING TRADING CONTEXT (THE THREE CHECKS)
The primary goal of the dashboard is to filter out low-probability trade setups before they occur.
• Timeframe Selection: Although the core AI is normalized to the Daily context, the indicator performs optimally on intraday timeframes (e.g., 5m, 15m) where session-based volatility is most pronounced.
• PHASE Check (Timing): Always confirm the current phase. The highest probability signals typically occur within the visually highlighted NY AM/PM Killzones because this is when institutional liquidity and volume are at their peak. Signals outside these zones should be treated with skepticism.
• MARKET REGIME Check (Bias): Ensure the signal (BUY/SELL arrow) aligns with the established MARKET REGIME bias (BULLISH/BEARISH). Counter-bias signals are technically allowed if the score is high, but they represent a higher risk trade.
• VIX REGIME Check (Risk): Review the VIX REGIME for overall market stress. Periods marked DANGER (high VIX) indicate elevated volatility and market uncertainty. During DANGER regimes, reducing position size or choosing a wider SL Multiplier is advisable.
B. DASHBOARD INTERPRETATION (THE REAL-TIME STATUS DISPLAY)
The indicator features a non-intrusive dashboard that provides real-time, context-aware information based on the core analytical engines.
PHASE: (PRE-MARKET, NY-AM, LUNCH, NY-PM)
• Meaning: Indicates the current institutional session time. This is derived from the customizable session inputs.
• Interpretation: Signals generated during NY-AM or NY-PM (Killzones) are generally considered higher-probability due to increased institutional participation and liquidity.
MARKET REGIME: (BULLISH, BEARISH, NEUTRAL)
• Meaning: The established directional bias for the trading day, confirmed by the price breaking above the Pre-Market High (PMH) or below the Pre-Market Low (PML).
• Interpretation: Trading with the established regime (e.g., taking a BUY signal when the regime is BULLISH) is the primary method. NEUTRAL indicates that the PMH/PML boundary has not yet been broken, suggesting market ambiguity.
VIX REGIME: (STABLE, DANGER)
• Meaning: A measure of overall market stress and stability, based on the CBOE VIX index integration. The thresholds (20.0 and 35.0 default) are customizable by the user.
• Interpretation: STABLE indicates stable volatility, favoring momentum trades. DANGER (VIX > 35.0) indicates extreme stress; signals generated in this environment require caution and often necessitate smaller position sizing.
SIGNAL SCORE: (0 to 10+ Points)
• Meaning: The accumulated score derived from the VOLATILITY NORMALIZED AI SCORING ENGINE, factoring in bias, VWAP alignment, volume, and the Z-Score probability.
• Interpretation: The indicator generates a signal when this score meets or exceeds the Minimum Entry Score (default 3). A higher score (e.g., 7+) indicates greater statistical confluence and a stronger potential entry.
AI PROBABILITY: (Bull/Bear %)
• Meaning: Directional probability derived from the ML kernel, expressed as a percentage with Bull/Bear label.
• Interpretation: Higher absolute values (>20%) indicate stronger directional conviction from the ML model.
LIVE METRICS SECTION:
• STATUS: Shows current trade state (LONG, SHORT, or INACTIVE)
• ENTRY: Displays the entry price for active trades
• TARGET: Shows the calculated Take Profit level
• ROI | KILL ZONE:
◦ For Active Trades: Displays real-time P&L percentage during NY session hours.
◦ At Market Close (16:00 NY): Since this is a NY session-specific indicator, any active position is automatically evaluated and closed at 16:00. The final result (VALIDATED or INVALIDATED) is determined based on whether the trade reached profit or loss at market close.
◦ Result Persistence: The killzone result (VALIDATED/INVALIDATED) remains displayed on the dashboard until the next NY AM KILLZONE session begins, providing a clear performance reference for the previous trading day.
Note: If a trade is still trending at 16:00, it will be force-closed and evaluated at that moment, as the indicator operates strictly within NY trading hours.
C. SIGNAL GENERATION AND ENTRY LOGIC
The indicator generates signals based on two distinct technical setups, both of which require the accumulated SIGNAL SCORE to be above the configured Minimum Entry Score.
Breakout Entry
• Trigger Condition: Price closes beyond the Pre-Market High (PMH) or Low (PML).
• Rationale: This setup targets the initial directional movement for the day. A breakout confirms the institutional bias by decisively breaking the first major structural boundary, making the signal high-probability.
Continuation Entry
• Trigger Condition: The market is already in an established regime (e.g., BULLISH), and the price closes above the high (or below the low) of the previous bar, while the SIGNAL SCORE remains high. Requires the Allow Trend Continuation parameter to be active.
• Rationale: This setup targets follow-through trades, typically in the afternoon session, capturing momentum after the morning's direction has been confirmed. This filters for sustainability in the established trend.
Execution: Execute the trade immediately upon the close of the bar that prints the BUY or SELL signal arrow.
D. MANAGING RISK AND EXITS
1. RISK PARAMETER SELECTION
The indicator immediately draws the dynamic TP/SL zones upon entry.
• Volatility-Based (Recommended Default): By setting the SL Multiplier (e.g., 1.5) and the TP Multiplier (e.g., 3.0), the indicator enforces a constant, dynamically sized risk-to-reward ratio (e.g., 1:2 in this example). This helps that risk management scales proportionally with the current market volatility (ATR).
• Structural Override: Selecting the Use Structural SL parameter fixes the stop-loss not to the ATR calculation, but to the more significant structural level of the PMH or PML. This is utilized by traders who favor institutional entry rules where the stop is placed behind the liquidity boundary.
2. EXIT METHODS
• Hard Exit: Price hits the visual TP or SL box boundary.
• Soft Exit (Momentum Decay Filter): If the trade is active and the SIGNAL SCORE drops below the Exit Score Threshold (default 3), it indicates that the momentum supporting the trade has significantly collapsed. This serves as a momentum decay filter, prompting the user to consider a manual early exit even if the SL/TP levels have not been hit, thereby preserving capital during low-momentum consolidation.
• Market Close Auto-Exit: At 16:00 NY time, any active trade is automatically closed and classified as VALIDATED (profit) or INVALIDATED (loss) based on current price vs. entry price.
IV. PARAMETER REFERENCE AND CONFIGURATION
A. GLOBAL SETTINGS
• Language (String, Default: English): Selects the language for the dashboard and notification text. Options: English, Korean, Chinese, Spanish, Portuguese, Russian, Ukrainian, Vietnamese.
B. SESSION TIMES (3 BOX SYSTEM)
• PRE-MARKET (Session, Default: 0800-0930): Defines the session range used for Pre-Market High/Low (PMH/PML) structural calculation.
• REGULAR (Morning) (Session, Default: 0930-1200): Defines the core Morning trading session.
• AFTERNOON (PM) (Session, Default: 1300-1600): Defines the main Afternoon trading session.
• Timezone (String, Default: America/New_York): Sets the timezone for all session and time-based calculations.
C. NY KILLZONES (OVERLAYS)
• Show NY Killzones (Bool, Default: True): Toggles the translucent background fills that highlight high-probability trading times (Killzones).
• NY AM Killzone (Session, Default: 0700-1000): Defines the specific time window for the first key liquidity surge (Open overlap).
• NY PM Killzone (Session, Default: 1330-1600): Defines the afternoon liquidity window, aligned with the ICT Silver Bullet and PM Trend entry timing.
• Allow Entry in Killzones (Bool, Default: True): Enables or disables signal generation specifically during the defined Killzone hours.
• Activate AI Prediction Box (Bool, Default: True): Toggles the drawing of the predicted target range boxes on the chart.
D. CORE SCORING ENGINE
• Minimum Entry Score (Int, Default: 3): The lowest accumulated score required for a Buy/Sell signal to be generated and plotted.
• Allow Trend Continuation (Bool, Default: True): Enables the secondary entry logic that fires signals based on momentum in an established trend.
• Force Ignore Volume (Bool, Default: False): Overrides the volume checks in the scoring engine. Useful for markets where volume data is unreliable or nonexistent.
• Force Show Signals (Ignore Score) (Bool, Default: False): Debug mode that displays all signals regardless of score threshold.
• Integrate CBOE:VIX (Bool, Default: True): Enables the connection to the VIX index for market stress assessment.
• Stable VIX (<) (Float, Default: 20.0): VIX level below which market stress is considered low (increases score).
• Stress VIX (>) (Float, Default: 35.0): VIX level above which market stress is considered high (decreases score/flags DANGER).
• Use ML Probability (Bool, Default: True): Activates the volatility-normalized AI Z-Score kernel. Disabling this removes the cross-timeframe normalization filter.
• Max Learning History (Int, Default: 2000): Maximum number of bars stored in the ML training arrays.
• Normalization Lookback (252 Days) (Int, Default: 252): The number of DAILY bars used to calculate the Z-Score mean and standard deviation (representing approximately 1 year of data).
E. RISK MANAGEMENT (ATR MODEL)
• Use Structural SL (Bool, Default: False): Overrides the ATR-based Stop Loss distance to use the Pre-Market High/Low as the fixed stop level.
• Stop Loss Multiplier (x ATR) (Float, Default: 1.5): Defines the Stop Loss distance in multiples of the current Average True Range (ATR).
• Take Profit Multiplier (x ATR) (Float, Default: 3.0): Defines the Take Profit distance in multiples of the current Average True Range (ATR).
• Exit Score Threshold (<) (Int, Default: 3): The minimum score below which an active trade is flagged for a Soft Exit due to momentum collapse.
F. VISUAL SETTINGS
• Show Dashboard (Bool, Default: True): Toggles the real-time data panel.
• Show NY Killzones (Bool, Default: True): Toggles killzone background fills.
• Show TP/SL Zones (Bool, Default: True): Toggles the drawing of Take Profit and Stop Loss boxes.
• Show Pre-Market Extensions (Bool, Default: True): Extends PM High/Low lines across the entire chart for support/resistance reference.
• Activate AI Prediction Box (Bool, Default: True): Enable or disable the predictive range projection.
• Light Mode Optimization (Bool, Default: True): Toggles dashboard and plot colors for optimal visibility on white (light) chart backgrounds.
• Enforce Trend Coloring (Bool, Default: True): Forces candle colors based on Market Regime (Bullish=Cyan, Bearish=Pink) to emphasize trend direction.
• Label Size (String, Default: Normal): Options: Tiny, Small, Normal.
G. LIQUIDITY POOLS (PDH/PDL)
• Show Liquidity Lines (Bool, Default: True): Toggles the display of the Previous Day High (PDH) and Low (PDL) lines.
• Liquidity High Color (Color, Default: Green): Color setting for the PDH line.
• Liquidity Low Color (Color, Default: Red): Color setting for the PDL line.
🔔 ALERT CONFIGURATION GUIDE
The indicator is equipped with specific alert conditions.
How to Set Up an Alert:
Click the "Alert" (Clock icon) in the top TradingView toolbar.
Select "Market Regime NY Session " from the Condition dropdown menu.
Choose one of the specific trigger conditions below depending on your strategy:
🚀 Available Alert Conditions
1. BUY (Long Entry)
Trigger: Fires immediately when a confirmed Bullish Setup is detected.
Conditions: Market Bias is Bullish (or valid Continuation) + Signal Score ≥ Minimum Entry Score.
Usage: Use this alert to open new Long positions or close existing Short positions.
2. SELL (Short Entry)
Trigger: Fires immediately when a confirmed Bearish Setup is detected.
Conditions: Market Bias is Bearish (or valid Continuation) + Signal Score ≥ Minimum Entry Score.
Usage: Use this alert to open new Short positions or close existing Long positions.
V. IMPORTANT TECHNICAL LIMITATIONS
⚠️ Intraday Only (Timeframe Compatibility)
This indicator is strictly designed for Intraday Timeframes (1m to 4h).
Daily/Weekly Charts: The session logic (e.g., "09:30-16:00") cannot function on Daily bars because a single bar encompasses the entire session. Session boxes, TP/SL zones, and AI prediction boxes will NOT draw on the Daily timeframe. Only the PDH/PDL liquidity lines remain visible on Daily charts. This is expected behavior, not a limitation.
Maximum Supported Timeframe: All visual components (session boxes, killzone overlays, TP/SL zones, AI prediction boxes) are displayed up to the 4-hour timeframe. Above this timeframe, only PDH/PDL lines and the dashboard remain functional.
⚠️ Drawing Object Limit (Max 500)
A single script can display a maximum of 500 drawing objects (boxes/lines) simultaneously.
On lower timeframes (e.g., 1-minute), where many signals and session boxes are generated, older history (typically beyond 10-14 days) will automatically disappear to make room for new real-time data.
For deeper historical backtesting visualization, switch to higher timeframes (e.g., 15m, 1h).
The indicator implements FIFO array management to comply with this limit while maintaining the most recent and relevant visual data.
VI. PRACTICAL TRADING TIPS AND BEST PRACTICES
• Killzone Confirmation: The highest statistical validity is observed when a high-score signal occurs directly within a visible NY AM/PM Killzone. Use the Killzones as a strict time filter.
• Liquidity Awareness (PDH/PDL): Treat the Previous Day High (PDH) and Low (PDL) lines as magnets. If your dynamic Take Profit (TP) is placed just above PDH, consider adjusting your target slightly below PDH or utilizing the Soft Exit, as liquidity absorption at these levels often results in sudden, sharp reversals that stop out a trade just before the target is reached.
• VIX as a Position Sizer: During DANGER VIX regimes, the resulting high volatility means the ATR value will be large. It is prudent to either reduce the SL Multiplier or, more commonly, reduce the overall position size to maintain a constant currency risk exposure per trade.
• Continuation Filter Timing: Trend Continuation signals are most effective during the Afternoon (PM) session when the morning's directional breakout has had time to establish a strong, clear, and sustainable trend. Avoid using them in the initial AM session when the direction is still being contested.
• 16:00 Market Close Rule: All trades, boxes, and lines are automatically cleaned up at 16:00 NY time. This prevents overnight chart clutter and maintains visual clarity.
VII. DISCLAIMER & RISK WARNINGS
• Educational Purpose Only
This indicator, including all associated code, documentation, and visual outputs, is provided strictly for educational and informational purposes. It does not constitute financial advice, investment recommendations, or a solicitation to buy or sell any financial instruments.
• No Guarantee of Performance
Past performance is not indicative of future results. All metrics displayed on the dashboard (including "ROI" and trade results) are theoretical calculations based on historical data. These figures do not account for real-world trading factors such as slippage, liquidity gaps, spread costs, or broker commissions.
• High-Risk Warning
Trading cryptocurrencies, futures, and leveraged financial products involves a substantial risk of loss. The use of leverage can amplify both gains and losses. Users acknowledge that they are solely responsible for their trading decisions and should conduct independent due diligence before executing any trades.
• Software Limitations
The software is provided "as is" without warranty. Users should be aware that market data feeds on analysis platforms may experience latency or outages, which can affect signal generation accuracy.
