Two Take Profit StrategyThis script is for research purposes only. I am not a financial advisor.
Entry Condition
This strategy is based on two take profit targets and scaling out strategy. The entry rule is very simple. Whenever the EMA crossover WMA, the long trade is taken and vice versa.
Take Profit and Stop Loss
The first take profit is set at 20 pips above the long entry and the second take profit is set at 40 pips above the long entry. Meanwhile, the stop loss is set at 20 pips below the long entry.
Money Management
When the first take profit is achieved, half of the position is closed. The rest of the position is open to achieve either second take profit or stop loss.
There are three outcomes when using this strategy. Let's say you enter the trade with 200 lot size and you are risking 2% of your equity.
1. The first outcome is when the price hits stop loss, you lose the entire 2%.
2. The second outcome is when the price hits the first take profit and you close half of your position. Meaning that you have gained 1%. Then you let the trade running and eventually it hits stop loss. The total loss is 0% because the remaining lot size which is 200/2=100 times by 20pips is 1%. You have gained the earlier 1% and then loss 1%. At this point, you are at break even.
3. The third outcome is similar to the second out but instead of hiring stop loss, the trade is running to your favor and hits the second take profit.
Therefore, you gained 1% from the first take profit and you gained another 2% for the second take profit. Your total gained is 3%
Summary
The reason behind this strategy is to minimize risk. with normal strategy, you only have two outcomes which are either win or loss. With this strategy, you have three outcomes which are win, loss or break even.
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Liquidity Sentiment Profile | LUPENIndicator Guide: Liquidity Sentiment Profile (LSP).
What is the LSP?
The Liquidity Sentiment Profile (LSP) is a "Next-Generation" oscillator designed to look beyond simple price action. While standard indicators (like RSI or MACD) primarily focus on where a candle closes, the LSP analyzes the micro-structure of the entire candle—specifically the relationship between the candle's Body, its Wicks (Shadows), and the Volume.
The Core Philosophy:
Wicks tell the truth: A long lower wick indicates that sellers pushed the price down, but buyers aggressively absorbed that liquidity and pushed it back up.
That is hidden bullish strength.
Volume validates intent: A price move with low volume is noise. A price move (or wick rejection) with high volume is a commitment by institutional players.
The LSP calculates a "Sentiment Score" between -100 and +100 based on these factors.
How to Read the Visuals
The Colors (Intensity)
color: Light Green - Bullish Acceleration. Buyers are in control, and momentum is increasing. This is the ideal time to be in a Long trade.
color: Dark Green - Bullish Deceleration. Buyers are still in control (price is likely rising), but the momentum is fading. This is a warning sign to tighten stop-losses or take profits.
color: Light Red - Bearish Acceleration. Sellers are dominating, and panic is increasing. This is the ideal time to be Short.
color: Dark Red - Bearish Deceleration. Sellers are still in control, but the downward pressure is exhausted. Be careful with new short positions.
The Lines & Fills
The Main Line: The actual LSP sentiment value.
The Yellow Signal Line: A smoothed average of the sentiment.
The Core Fill: The colored area between the Main Line and the Signal Line. When this area "glows", the trend is strong. When it dims (Dark), the trend is weak. Bearish Deceleration. Sellers are still in control, but the downward pressure is exhausted. Be careful with new short positions.
The Lines & Fills
The Main Line: The actual LSP sentiment value.
The Yellow Signal Line: A smoothed average of the sentiment.
The Core Fill: The colored area between the Main Line and the Signal Line. When this area "glows" (Neon), the trend is strong. When it dims (Dark), the trend is weak.
How to Use It (Trading Strategies)
Strategy A: The "Power Cross" (Trend Entry)
Use this for entering trends when the market wakes up.
Long Entry: Wait for the LSP line to cross ABOVE the Yellow Signal Line.
Confirmation: The fill color must turn Neon Green.
Short Entry: Wait for the LSP line to cross BELOW the Yellow Signal Line.
Confirmation: The fill color must turn Neon Red.
Strategy B: The "Absorption" Play (Reversals)
This is where the LSP shines. It detects when liquidity is being absorbed before price turns.
Bullish Absorption: The Price makes a Lower Low, but the LSP makes a Higher Low. This happens because the LSP detects the Volume on the Lower Wicks (buyers absorbing selling pressure). This is a high-probability reversal signal.
Bearish Absorption: The Price makes a Higher High, but the LSP makes a Lower High. The volume on the Upper Wicks suggests sellers are absorbing the buy orders.
Strategy C: The "Dimming" Exit (Risk Management)
Don't wait for the price to crash to exit a trade.
If you are in a Long trade (Neon Green) and the color instantly shifts to Dark Green, it means the "fuel" is running out. Consider taking partial profits or moving your Stop Loss to break even.
Standard oscillators (like RSI) often give false signals during strong trends (showing "Overbought" while price keeps going up). The LSP avoids this because it weights Volume and Wicks. If price goes up and volume increases, the LSP stays Neon Green, telling you the move is genuine, not just overextended.
[SM-021] Gaussian Trend System [Optimized]This script is a comprehensive trend-following strategy centered around a Gaussian Channel. It is designed to capture significant market movements while filtering out noise during consolidation phases. This version (v2) introduces code optimizations using Pine Script v6 Arrays and a new Intraday Time Control feature.
1. Core Methodology & Math
The foundation of this strategy is the Gaussian Filter, originally conceptualized by @DonovanWall.
Gaussian Poles: Unlike standard moving averages (SMA/EMA), this filter uses "poles" (referencing signal processing logic) to reduce lag while maintaining smoothness.
Array Optimization: In this specific iteration, the f_pole function has been refactored to utilize Pine Script Arrays. This improves calculation efficiency and rendering speed compared to recursive variable calls, especially when calculating deep historical data.
Channel Logic: The strategy calculates a "Filtered True Range" to create High and Low bands around the main Gaussian line.
Long Entry: Price closes above the High Band.
Short Entry: Price closes below the Low Band.
2. Signal Filtering (Confluence)
To reduce false signals common in trend-following systems, the strategy employs a "confluence" approach using three additional layers:
Baseline Filter: A 200-period (customizable) EMA or SMA acts as a regime filter. Longs are only taken above the baseline; Shorts only below.
ADX Filter (Volatility): The Average Directional Index (ADX) is used to measure trend strength. If the ADX is below a user-defined threshold (default: 20), the market is considered "choppy," and new entries are blocked.
Momentum Check: A Stochastic RSI check ensures that momentum aligns with the breakout direction.
3. NEW: Intraday Session Filter
Per user requests, a time-based filter has been added to restrict trading activity to specific market sessions (e.g., the New York Open).
How it works: Users can toggle a checkbox to enable/disable the filter.
Configuration: You can define a specific time range (Default: 09:30 - 16:00) and a specific Timezone (Default: New York).
Logic: The strategy longCondition and shortCondition now check if the current bar's timestamp falls within this window. If outside the window, no new entries are generated, though existing trades are managed normally.
4. Risk Management
The strategy relies on volatility-based exits rather than fixed percentage stops:
ATR Stop Loss: A multiple of the Average True Range (ATR) is calculated at the moment of entry to set a dynamic Stop Loss.
ATR Take Profit: An optional Reward-to-Risk (RR) ratio can be set to place a Take Profit target relative to the Stop Loss distance.
Band Exit: If the trend reverses and price crosses the opposite band, the trade is closed immediately to prevent large drawdowns.
Credits & Attribution
Original Gaussian Logic: Developed by @DonovanWalll. This script utilizes his mathematical formula for the pole filters.
Strategy Wrapper & Array Refactor: Developed by @sebamarghella.
Community Request: The Intraday Session Filter was added to assist traders focusing on specific liquidity windows.
Disclaimer: This strategy is for educational purposes. Past performance is not indicative of future results. Please use the settings menu to adjust the Session Time and Risk parameters to fit your specific asset class.
ORB Strategy: Extensions & Custom SL (EOD & Live Lines)That's a great request. Since you've now built a complex Pine Script Strategy with several user-configurable risk management, targeting, and exit options, the description should focus on the systematic rules used for entering, managing, and exiting trades.
Here is a clear, written description of the trading strategy you have built:
Trading Strategy Description: ORB Extension Breakout with Custom Stop, Live Tracking, and EOD Exit
This strategy is a systematic, momentum-based system designed for intraday trading. It operates on the principle of an Opening Range Breakout (ORB), utilizing the initial market consolidation to project high-probability targets, while offering multiple methods for managing risk and enforcing a mandatory end-of-day closure.
1. Market Identification (The Opening Range)
The strategy first defines the market's initial boundaries and volatility:
Session Window: The strategy calculates the Opening Range (OR) over a user-defined time period (default: 9:30 AM to 10:30 AM New York Time).
ORB Levels: Two key price levels are established and locked once the time window closes:
Wick High/Low: The absolute highest and lowest prices of the session. These serve as the entry trigger lines.
Body High/Low (Shaded Range): The highest and lowest open/close prices of the session. The height of this range is used as the basis for calculating all targets and stops.
2. Entry Rule (The Breakout)
The strategy waits passively for a breakout that confirms direction and ensures the move has not yet reached its immediate target.
Trigger Condition: A trade is signaled when a candle closes either:
Above the Wick High (for a Long entry).
Below the Wick Low (for a Short entry).
Constraint (Fresh Breakout): The entry is invalidated if the breakout candle's price action (High for Long, Low for Short) has already touched or surpassed the projected Take Profit (0.5 Extension) level before the candle closes.
Execution: The entry is a Market Order executed on the candle that meets the trigger conditions, subject to a user-defined Entry Delay (default 0 bars).
Direction Control: The user can select to trade Long Only, Short Only, or Both.
3. Exit and Risk Management
All trades are placed with simultaneous Take Profit and Stop Loss orders (a bracket order) upon entry.
A. Take Profit (TP)
The Take Profit is set at the 0.5 Extension of the Shaded Range (Body Range).
Calculation: The distance from the Body High/Low to the TP level is exactly 50% of the total height of the Shaded Range.
B. Stop Loss (SL)
The Stop Loss is dynamically calculated based on a user-selected method for risk control:
Range 0.5 (Body Range): The SL is placed an equal distance (0.5 times the Body Range height) outside the opposite side of the Body Range.
ATR Multiple: The Stop Loss distance is calculated as a user-defined Multiplier times the Average True Range (ATR).
Recent Swing Low/High: The Stop Loss is placed based on a structural low (for Long) or high (for Short) within a user-defined lookback period.
C. End-of-Day (EOD) Exit
Any open position is forced closed at the market price if it is still open when the user-defined closing time (default: 16:00 HHMM) is reached. This prevents carrying intraday risk overnight.
4. Visualization
The strategy includes comprehensive visual cues for analysis:
ORB Drawing: Displays the Wick High/Low and the shaded Body Range.
Breakout Signals: Highlights the specific bar where the validated entry signal occurs.
Closed Trades: Draws persistent lines for the Entry and Exit prices of the last few closed trades.
Live Open Trades: Draws persistent lines for the current Entry Price, active Take Profit Level, and active Stop Loss Level for any open position.
Momentum by Trading BiZonesSqueeze Momentum Indicator with EMA
Overview
The Squeeze Momentum Indicator with EMA is a powerful technical analysis tool that combines the original Squeeze Momentum concept with an Exponential Moving Average (EMA) overlay. This enhanced version helps traders identify market momentum, volatility contractions (squeezes), and potential trend reversals with greater precision.
Core Concept
The indicator operates on the principle of volatility contraction and expansion:
Squeeze Phase: When Bollinger Bands move inside the Keltner Channel, indicating low volatility and potential energy buildup
Expansion Phase: When momentum breaks out of the squeeze, signaling potential directional moves
Key Components
1. Squeeze Momentum Calculation
Formula: Momentum = Linear Regression(Close - Average Price)
Where Average Price = (Highest High + Lowest Low + SMA(Close)) / 3
Visualization: Histogram bars showing positive (green) and negative (red) momentum
Zero Line: Represents equilibrium point between buyers and sellers
2. EMA Overlay
Purpose: Smooths momentum values to identify underlying trends
Customization:
Adjustable period (default: 20)
Toggle on/off display
Customizable color and line thickness
Cross Signals: Buy/sell signals when momentum crosses above/below EMA
3. Volatility Bands
Bollinger Bands (20-period, 2 standard deviations)
Keltner Channels (20-period, 1.5 ATR multiplier)
Squeeze Detection: Visual background shading when BB are inside KC
Trading Signals
Buy Signals (Green Upward Triangle)
Momentum histogram crosses ABOVE EMA line
Occurs during or after squeeze release
Confirmed by expanding histogram bars
Sell Signals (Red Downward Triangle)
Momentum histogram crosses BELOW EMA line
Often precedes market downturns
Watch for increasing negative momentum
Squeeze Warnings (Gray Background)
Market in low volatility state
Prepare for potential breakout
Direction indicated by momentum bias
Indicator Settings
Main Parameters
Length: Period for calculations (default: 20)
Show EMA: Toggle EMA visibility
EMA Period: Smoothing period for EMA
Visual Settings
Histogram color-coding based on momentum direction
EMA line color and thickness
Signal marker size and visibility
Squeeze zone background display
Practical Applications
Trend Identification
Uptrend: Consistently positive momentum with EMA support
Downtrend: Consistently negative momentum with EMA resistance
Range-bound: Oscillating around zero line
Entry/Exit Points
Conservative Entry: Wait for squeeze release + EMA crossover
Aggressive Entry: Anticipate breakout during squeeze
Exit: Opposite crossover or momentum divergence
Risk Management
Use squeeze zones as warning periods
EMA crossovers as confirmation signals
Combine with support/resistance levels
Advanced Interpretation
Momentum Strength
Strong Bullish: Tall green bars above EMA
Weak Bullish: Short green bars near EMA
Strong Bearish: Tall red bars below EMA
Weak Bearish: Short red bars near EMA
Divergence Detection
Price makes higher high, momentum makes lower high → Bearish divergence
Price makes lower low, momentum makes higher low → Bullish divergence
Squeeze Characteristics
Long squeezes: More potential energy
Frequent squeezes: Choppy market conditions
No squeezes: High volatility, trending markets
Recommended Timeframes
Scalping: 1-15 minute charts
Day Trading: 15-minute to 4-hour charts
Swing Trading: 4-hour to daily charts
Position Trading: Daily to weekly charts
Best Practices
Confirmation
Use with volume indicators
Check higher timeframe direction
Wait for candle close confirmation
Filtering Signals
Ignore signals during extreme volatility
Require minimum bar size for crossovers
Consider market context (news, sessions)
Combination Suggestions
With RSI: Confirm overbought/oversold conditions
With Volume Profile: Identify high-volume nodes
With Support/Resistance: Key level reactions
With Trend Lines: Breakout confirmations
Limitations
Lagging indicator (based on past data)
Works best in trending markets
May give false signals in ranging markets
Requires proper risk management
Conclusion
The Squeeze Momentum Indicator with EMA provides a comprehensive view of market dynamics by combining volatility analysis, momentum measurement, and trend smoothing. Its visual clarity and customizable parameters make it suitable for traders of all experience levels seeking to identify high-probability trading opportunities during volatility contractions and expansions.
Adaptive Genesis Engine [AGE]ADAPTIVE GENESIS ENGINE (AGE)
Pure Signal Evolution Through Genetic Algorithms
Where Darwin Meets Technical Analysis
🧬 WHAT YOU'RE GETTING - THE PURE INDICATOR
This is a technical analysis indicator - it generates signals, visualizes probability, and shows you the evolutionary process in real-time. This is NOT a strategy with automatic execution - it's a sophisticated signal generation system that you control .
What This Indicator Does:
Generates Long/Short entry signals with probability scores (35-88% range)
Evolves a population of up to 12 competing strategies using genetic algorithms
Validates strategies through walk-forward optimization (train/test cycles)
Visualizes signal quality through premium gradient clouds and confidence halos
Displays comprehensive metrics via enhanced dashboard
Provides alerts for entries and exits
Works on any timeframe, any instrument, any broker
What This Indicator Does NOT Do:
Execute trades automatically
Manage positions or calculate position sizes
Place orders on your behalf
Make trading decisions for you
This is pure signal intelligence. AGE tells you when and how confident it is. You decide whether and how much to trade.
🔬 THE SCIENCE: GENETIC ALGORITHMS MEET TECHNICAL ANALYSIS
What Makes This Different - The Evolutionary Foundation
Most indicators are static - they use the same parameters forever, regardless of market conditions. AGE is alive . It maintains a population of competing strategies that evolve, adapt, and improve through natural selection principles:
Birth: New strategies spawn through crossover breeding (combining DNA from fit parents) plus random mutation for exploration
Life: Each strategy trades virtually via shadow portfolios, accumulating wins/losses, tracking drawdown, and building performance history
Selection: Strategies are ranked by comprehensive fitness scoring (win rate, expectancy, drawdown control, signal efficiency)
Death: Weak strategies are culled periodically, with elite performers (top 2 by default) protected from removal
Evolution: The gene pool continuously improves as successful traits propagate and unsuccessful ones die out
This is not curve-fitting. Each new strategy must prove itself on out-of-sample data through walk-forward validation before being trusted for live signals.
🧪 THE DNA: WHAT EVOLVES
Every strategy carries a 10-gene chromosome controlling how it interprets market data:
Signal Sensitivity Genes
Entropy Sensitivity (0.5-2.0): Weight given to market order/disorder calculations. Low values = conservative, require strong directional clarity. High values = aggressive, act on weaker order signals.
Momentum Sensitivity (0.5-2.0): Weight given to RSI/ROC/MACD composite. Controls responsiveness to momentum shifts vs. mean-reversion setups.
Structure Sensitivity (0.5-2.0): Weight given to support/resistance positioning. Determines how much price location within swing range matters.
Probability Adjustment Genes
Probability Boost (-0.10 to +0.10): Inherent bias toward aggressive (+) or conservative (-) entries. Acts as personality trait - some strategies naturally optimistic, others pessimistic.
Trend Strength Requirement (0.3-0.8): Minimum trend conviction needed before signaling. Higher values = only trades strong trends, lower values = acts in weak/sideways markets.
Volume Filter (0.5-1.5): Strictness of volume confirmation. Higher values = requires strong volume, lower values = volume less important.
Risk Management Genes
ATR Multiplier (1.5-4.0): Base volatility scaling for all price levels. Controls whether strategy uses tight or wide stops/targets relative to ATR.
Stop Multiplier (1.0-2.5): Stop loss tightness. Lower values = aggressive profit protection, higher values = more breathing room.
Target Multiplier (1.5-4.0): Profit target ambition. Lower values = quick scalping exits, higher values = swing trading holds.
Adaptation Gene
Regime Adaptation (0.0-1.0): How much strategy adjusts behavior based on detected market regime (trending/volatile/choppy). Higher values = more reactive to regime changes.
The Magic: AGE doesn't just try random combinations. Through tournament selection and fitness-weighted crossover, successful gene combinations spread through the population while unsuccessful ones fade away. Over 50-100 bars, you'll see the population converge toward genes that work for YOUR instrument and timeframe.
📊 THE SIGNAL ENGINE: THREE-LAYER SYNTHESIS
Before any strategy generates a signal, AGE calculates probability through multi-indicator confluence:
Layer 1 - Market Entropy (Information Theory)
Measures whether price movements exhibit directional order or random walk characteristics:
The Math:
Shannon Entropy = -Σ(p × log(p))
Market Order = 1 - (Entropy / 0.693)
What It Means:
High entropy = choppy, random market → low confidence signals
Low entropy = directional market → high confidence signals
Direction determined by up-move vs down-move dominance over lookback period (default: 20 bars)
Signal Output: -1.0 to +1.0 (bearish order to bullish order)
Layer 2 - Momentum Synthesis
Combines three momentum indicators into single composite score:
Components:
RSI (40% weight): Normalized to -1/+1 scale using (RSI-50)/50
Rate of Change (30% weight): Percentage change over lookback (default: 14 bars), clamped to ±1
MACD Histogram (30% weight): Fast(12) - Slow(26), normalized by ATR
Why This Matters: RSI catches mean-reversion opportunities, ROC catches raw momentum, MACD catches momentum divergence. Weighting favors RSI for reliability while keeping other perspectives.
Signal Output: -1.0 to +1.0 (strong bearish to strong bullish)
Layer 3 - Structure Analysis
Evaluates price position within swing range (default: 50-bar lookback):
Position Classification:
Bottom 20% of range = Support Zone → bullish bounce potential
Top 20% of range = Resistance Zone → bearish rejection potential
Middle 60% = Neutral Zone → breakout/breakdown monitoring
Signal Logic:
At support + bullish candle = +0.7 (strong buy setup)
At resistance + bearish candle = -0.7 (strong sell setup)
Breaking above range highs = +0.5 (breakout confirmation)
Breaking below range lows = -0.5 (breakdown confirmation)
Consolidation within range = ±0.3 (weak directional bias)
Signal Output: -1.0 to +1.0 (bearish structure to bullish structure)
Confluence Voting System
Each layer casts a vote (Long/Short/Neutral). The system requires minimum 2-of-3 agreement (configurable 1-3) before generating a signal:
Examples:
Entropy: Bullish, Momentum: Bullish, Structure: Neutral → Signal generated (2 long votes)
Entropy: Bearish, Momentum: Neutral, Structure: Neutral → No signal (only 1 short vote)
All three bullish → Signal generated with +5% probability bonus
This is the key to quality. Single indicators give too many false signals. Triple confirmation dramatically improves accuracy.
📈 PROBABILITY CALCULATION: HOW CONFIDENCE IS MEASURED
Base Probability:
Raw_Prob = 50% + (Average_Signal_Strength × 25%)
Then AGE applies strategic adjustments:
Trend Alignment:
Signal with trend: +4%
Signal against strong trend: -8%
Weak/no trend: no adjustment
Regime Adaptation:
Trending market (efficiency >50%, moderate vol): +3%
Volatile market (vol ratio >1.5x): -5%
Choppy market (low efficiency): -2%
Volume Confirmation:
Volume > 70% of 20-bar SMA: no change
Volume below threshold: -3%
Volatility State (DVS Ratio):
High vol (>1.8x baseline): -4% (reduce confidence in chaos)
Low vol (<0.7x baseline): -2% (markets can whipsaw in compression)
Moderate elevated vol (1.0-1.3x): +2% (trending conditions emerging)
Confluence Bonus:
All 3 indicators agree: +5%
2 of 3 agree: +2%
Strategy Gene Adjustment:
Probability Boost gene: -10% to +10%
Regime Adaptation gene: scales regime adjustments by 0-100%
Final Probability: Clamped between 35% (minimum) and 88% (maximum)
Why These Ranges?
Below 35% = too uncertain, better not to signal
Above 88% = unrealistic, creates overconfidence
Sweet spot: 65-80% for quality entries
🔄 THE SHADOW PORTFOLIO SYSTEM: HOW STRATEGIES COMPETE
Each active strategy maintains a virtual trading account that executes in parallel with real-time data:
Shadow Trading Mechanics
Entry Logic:
Calculate signal direction, probability, and confluence using strategy's unique DNA
Check if signal meets quality gate:
Probability ≥ configured minimum threshold (default: 65%)
Confluence ≥ configured minimum (default: 2 of 3)
Direction is not zero (must be long or short, not neutral)
Verify signal persistence:
Base requirement: 2 bars (configurable 1-5)
Adapts based on probability: high-prob signals (75%+) enter 1 bar faster, low-prob signals need 1 bar more
Adjusts for regime: trending markets reduce persistence by 1, volatile markets add 1
Apply additional filters:
Trend strength must exceed strategy's requirement gene
Regime filter: if volatile market detected, probability must be 72%+ to override
Volume confirmation required (volume > 70% of average)
If all conditions met for required persistence bars, enter shadow position at current close price
Position Management:
Entry Price: Recorded at close of entry bar
Stop Loss: ATR-based distance = ATR × ATR_Mult (gene) × Stop_Mult (gene) × DVS_Ratio
Take Profit: ATR-based distance = ATR × ATR_Mult (gene) × Target_Mult (gene) × DVS_Ratio
Position: +1 (long) or -1 (short), only one at a time per strategy
Exit Logic:
Check if price hit stop (on low) or target (on high) on current bar
Record trade outcome in R-multiples (profit/loss normalized by ATR)
Update performance metrics:
Total trades counter incremented
Wins counter (if profit > 0)
Cumulative P&L updated
Peak equity tracked (for drawdown calculation)
Maximum drawdown from peak recorded
Enter cooldown period (default: 8 bars, configurable 3-20) before next entry allowed
Reset signal age counter to zero
Walk-Forward Tracking:
During position lifecycle, trades are categorized:
Training Phase (first 250 bars): Trade counted toward training metrics
Testing Phase (next 75 bars): Trade counted toward testing metrics (out-of-sample)
Live Phase (after WFO period): Trade counted toward overall metrics
Why Shadow Portfolios?
No lookahead bias (uses only data available at the bar)
Realistic execution simulation (entry on close, stop/target checks on high/low)
Independent performance tracking for true fitness comparison
Allows safe experimentation without risking capital
Each strategy learns from its own experience
🏆 FITNESS SCORING: HOW STRATEGIES ARE RANKED
Fitness is not just win rate. AGE uses a comprehensive multi-factor scoring system:
Core Metrics (Minimum 3 trades required)
Win Rate (30% of fitness):
WinRate = Wins / TotalTrades
Normalized directly (0.0-1.0 scale)
Total P&L (30% of fitness):
Normalized_PnL = (PnL + 300) / 600
Clamped 0.0-1.0. Assumes P&L range of -300R to +300R for normalization scale.
Expectancy (25% of fitness):
Expectancy = Total_PnL / Total_Trades
Normalized_Expectancy = (Expectancy + 30) / 60
Clamped 0.0-1.0. Rewards consistency of profit per trade.
Drawdown Control (15% of fitness):
Normalized_DD = 1 - (Max_Drawdown / 15)
Clamped 0.0-1.0. Penalizes strategies that suffer large equity retracements from peak.
Sample Size Adjustment
Quality Factor:
<50 trades: 1.0 (full weight, small sample)
50-100 trades: 0.95 (slight penalty for medium sample)
100 trades: 0.85 (larger penalty for large sample)
Why penalize more trades? Prevents strategies from gaming the system by taking hundreds of tiny trades to inflate statistics. Favors quality over quantity.
Bonus Adjustments
Walk-Forward Validation Bonus:
if (WFO_Validated):
Fitness += (WFO_Efficiency - 0.5) × 0.1
Strategies proven on out-of-sample data receive up to +10% fitness boost based on test/train efficiency ratio.
Signal Efficiency Bonus (if diagnostics enabled):
if (Signals_Evaluated > 10):
Pass_Rate = Signals_Passed / Signals_Evaluated
Fitness += (Pass_Rate - 0.1) × 0.05
Rewards strategies that generate high-quality signals passing the quality gate, not just profitable trades.
Final Fitness: Clamped at 0.0 minimum (prevents negative fitness values)
Result: Elite strategies typically achieve 0.50-0.75 fitness. Anything above 0.60 is excellent. Below 0.30 is prime candidate for culling.
🔬 WALK-FORWARD OPTIMIZATION: ANTI-OVERFITTING PROTECTION
This is what separates AGE from curve-fitted garbage indicators.
The Three-Phase Process
Every new strategy undergoes a rigorous validation lifecycle:
Phase 1 - Training Window (First 250 bars, configurable 100-500):
Strategy trades normally via shadow portfolio
All trades count toward training performance metrics
System learns which gene combinations produce profitable patterns
Tracks independently: Training_Trades, Training_Wins, Training_PnL
Phase 2 - Testing Window (Next 75 bars, configurable 30-200):
Strategy continues trading without any parameter changes
Trades now count toward testing performance metrics (separate tracking)
This is out-of-sample data - strategy has never seen these bars during "optimization"
Tracks independently: Testing_Trades, Testing_Wins, Testing_PnL
Phase 3 - Validation Check:
Minimum_Trades = 5 (configurable 3-15)
IF (Train_Trades >= Minimum AND Test_Trades >= Minimum):
WR_Efficiency = Test_WinRate / Train_WinRate
Expectancy_Efficiency = Test_Expectancy / Train_Expectancy
WFO_Efficiency = (WR_Efficiency + Expectancy_Efficiency) / 2
IF (WFO_Efficiency >= 0.55): // configurable 0.3-0.9
Strategy.Validated = TRUE
Strategy receives fitness bonus
ELSE:
Strategy receives 30% fitness penalty
ELSE:
Validation deferred (insufficient trades in one or both periods)
What Validation Means
Validated Strategy (Green "✓ VAL" in dashboard):
Performed at least 55% as well on unseen data compared to training data
Gets fitness bonus: +(efficiency - 0.5) × 0.1
Receives priority during tournament selection for breeding
More likely to be chosen as active trading strategy
Unvalidated Strategy (Orange "○ TRAIN" in dashboard):
Failed to maintain performance on test data (likely curve-fitted to training period)
Receives 30% fitness penalty (0.7x multiplier)
Makes strategy prime candidate for culling
Can still trade but with lower selection probability
Insufficient Data (continues collecting):
Hasn't completed both training and testing periods yet
OR hasn't achieved minimum trade count in both periods
Validation check deferred until requirements met
Why 55% Efficiency Threshold?
If a strategy earned 10R during training but only 5.5R during testing, it still proved an edge exists beyond random luck. Requiring 100% efficiency would be unrealistic - market conditions change between periods. But requiring >50% ensures the strategy didn't completely degrade on fresh data.
The Protection: Strategies that work great on historical data but fail on new data are automatically identified and penalized. This prevents the population from being polluted by overfitted strategies that would fail in live trading.
🌊 DYNAMIC VOLATILITY SCALING (DVS): ADAPTIVE STOP/TARGET PLACEMENT
AGE doesn't use fixed stop distances. It adapts to current volatility conditions in real-time.
Four Volatility Measurement Methods
1. ATR Ratio (Simple Method):
Current_Vol = ATR(14) / Close
Baseline_Vol = SMA(Current_Vol, 100)
Ratio = Current_Vol / Baseline_Vol
Basic comparison of current ATR to 100-bar moving average baseline.
2. Parkinson (High-Low Range Based):
For each bar: HL = log(High / Low)
Parkinson_Vol = sqrt(Σ(HL²) / (4 × Period × log(2)))
More stable than close-to-close volatility. Captures intraday range expansion without overnight gap noise.
3. Garman-Klass (OHLC Based):
HL_Term = 0.5 × ²
CO_Term = (2×log(2) - 1) × ²
GK_Vol = sqrt(Σ(HL_Term - CO_Term) / Period)
Most sophisticated estimator. Incorporates all four price points (open, high, low, close) plus gap information.
4. Ensemble Method (Default - Median of All Three):
Ratio_1 = ATR_Current / ATR_Baseline
Ratio_2 = Parkinson_Current / Parkinson_Baseline
Ratio_3 = GK_Current / GK_Baseline
DVS_Ratio = Median(Ratio_1, Ratio_2, Ratio_3)
Why Ensemble?
Takes median to avoid outliers and false spikes
If ATR jumps but range-based methods stay calm, median prevents overreaction
If one method fails, other two compensate
Most robust approach across different market conditions
Sensitivity Scaling
Scaled_Ratio = (Raw_Ratio) ^ Sensitivity
Sensitivity 0.3: Cube root - heavily dampens volatility impact
Sensitivity 0.5: Square root - moderate dampening
Sensitivity 0.7 (Default): Balanced response to volatility changes
Sensitivity 1.0: Linear - full 1:1 volatility impact
Sensitivity 1.5: Exponential - amplified response to volatility spikes
Safety Clamps: Final DVS Ratio always clamped between 0.5x and 2.5x baseline to prevent extreme position sizing or stop placement errors.
How DVS Affects Shadow Trading
Every strategy's stop and target distances are multiplied by the current DVS ratio:
Stop Loss Distance:
Stop_Distance = ATR × ATR_Mult (gene) × Stop_Mult (gene) × DVS_Ratio
Take Profit Distance:
Target_Distance = ATR × ATR_Mult (gene) × Target_Mult (gene) × DVS_Ratio
Example Scenario:
ATR = 10 points
Strategy's ATR_Mult gene = 2.5
Strategy's Stop_Mult gene = 1.5
Strategy's Target_Mult gene = 2.5
DVS_Ratio = 1.4 (40% above baseline volatility - market heating up)
Stop = 10 × 2.5 × 1.5 × 1.4 = 52.5 points (vs. 37.5 in normal vol)
Target = 10 × 2.5 × 2.5 × 1.4 = 87.5 points (vs. 62.5 in normal vol)
Result:
During volatility spikes: Stops automatically widen to avoid noise-based exits, targets extend for bigger moves
During calm periods: Stops tighten for better risk/reward, targets compress for realistic profit-taking
Strategies adapt risk management to match current market behavior
🧬 THE EVOLUTIONARY CYCLE: SPAWN, COMPETE, CULL
Initialization (Bar 1)
AGE begins with 4 seed strategies (if evolution enabled):
Seed Strategy #0 (Balanced):
All sensitivities at 1.0 (neutral)
Zero probability boost
Moderate trend requirement (0.4)
Standard ATR/stop/target multiples (2.5/1.5/2.5)
Mid-level regime adaptation (0.5)
Seed Strategy #1 (Momentum-Focused):
Lower entropy sensitivity (0.7), higher momentum (1.5)
Slight probability boost (+0.03)
Higher trend requirement (0.5)
Tighter stops (1.3), wider targets (3.0)
Seed Strategy #2 (Entropy-Driven):
Higher entropy sensitivity (1.5), lower momentum (0.8)
Slight probability penalty (-0.02)
More trend tolerant (0.6)
Wider stops (1.8), standard targets (2.5)
Seed Strategy #3 (Structure-Based):
Balanced entropy/momentum (0.8/0.9), high structure (1.4)
Slight probability boost (+0.02)
Lower trend requirement (0.35)
Moderate risk parameters (1.6/2.8)
All seeds start with WFO validation bypassed if WFO is disabled, or must validate if enabled.
Spawning New Strategies
Timing (Adaptive):
Historical phase: Every 30 bars (configurable 10-100)
Live phase: Every 200 bars (configurable 100-500)
Automatically switches to live timing when barstate.isrealtime triggers
Conditions:
Current population < max population limit (default: 8, configurable 4-12)
At least 2 active strategies exist (need parents)
Available slot in population array
Selection Process:
Run tournament selection 3 times with different seeds
Each tournament: randomly sample active strategies, pick highest fitness
Best from 3 tournaments becomes Parent 1
Repeat independently for Parent 2
Ensures fit parents but maintains diversity
Crossover Breeding:
For each of 10 genes:
Parent1_Fitness = fitness
Parent2_Fitness = fitness
Weight1 = Parent1_Fitness / (Parent1_Fitness + Parent2_Fitness)
Gene1 = parent1's value
Gene2 = parent2's value
Child_Gene = Weight1 × Gene1 + (1 - Weight1) × Gene2
Fitness-weighted crossover ensures fitter parent contributes more genetic material.
Mutation:
For each gene in child:
IF (random < mutation_rate):
Gene_Range = GENE_MAX - GENE_MIN
Noise = (random - 0.5) × 2 × mutation_strength × Gene_Range
Mutated_Gene = Clamp(Child_Gene + Noise, GENE_MIN, GENE_MAX)
Historical mutation rate: 20% (aggressive exploration)
Live mutation rate: 8% (conservative stability)
Mutation strength: 12% of gene range (configurable 5-25%)
Initialization of New Strategy:
Unique ID assigned (total_spawned counter)
Parent ID recorded
Generation = max(parent generations) + 1
Birth bar recorded (for age tracking)
All performance metrics zeroed
Shadow portfolio reset
WFO validation flag set to false (must prove itself)
Result: New strategy with hybrid DNA enters population, begins trading in next bar.
Competition (Every Bar)
All active strategies:
Calculate their signal based on unique DNA
Check quality gate with their thresholds
Manage shadow positions (entries/exits)
Update performance metrics
Recalculate fitness score
Track WFO validation progress
Strategies compete indirectly through fitness ranking - no direct interaction.
Culling Weak Strategies
Timing (Adaptive):
Historical phase: Every 60 bars (configurable 20-200, should be 2x spawn interval)
Live phase: Every 400 bars (configurable 200-1000, should be 2x spawn interval)
Minimum Adaptation Score (MAS):
Initial MAS = 0.10
MAS decays: MAS × 0.995 every cull cycle
Minimum MAS = 0.03 (floor)
MAS represents the "survival threshold" - strategies below this fitness level are vulnerable.
Culling Conditions (ALL must be true):
Population > minimum population (default: 3, configurable 2-4)
At least one strategy has fitness < MAS
Strategy's age > culling interval (prevents premature culling of new strategies)
Strategy is not in top N elite (default: 2, configurable 1-3)
Culling Process:
Find worst strategy:
For each active strategy:
IF (age > cull_interval):
Fitness = base_fitness
IF (not WFO_validated AND WFO_enabled):
Fitness × 0.7 // 30% penalty for unvalidated
IF (Fitness < MAS AND Fitness < worst_fitness_found):
worst_strategy = this_strategy
worst_fitness = Fitness
IF (worst_strategy found):
Count elite strategies with fitness > worst_fitness
IF (elite_count >= elite_preservation_count):
Deactivate worst_strategy (set active flag = false)
Increment total_culled counter
Elite Protection:
Even if a strategy's fitness falls below MAS, it survives if fewer than N strategies are better. This prevents culling when population is generally weak.
Result: Weak strategies removed from population, freeing slots for new spawns. Gene pool improves over time.
Selection for Display (Every Bar)
AGE chooses one strategy to display signals:
Best fitness = -1
Selected = none
For each active strategy:
Fitness = base_fitness
IF (WFO_validated):
Fitness × 1.3 // 30% bonus for validated strategies
IF (Fitness > best_fitness):
best_fitness = Fitness
selected_strategy = this_strategy
Display selected strategy's signals on chart
Result: Only the highest-fitness (optionally validated-boosted) strategy's signals appear as chart markers. Other strategies trade invisibly in shadow portfolios.
🎨 PREMIUM VISUALIZATION SYSTEM
AGE includes sophisticated visual feedback that standard indicators lack:
1. Gradient Probability Cloud (Optional, Default: ON)
Multi-layer gradient showing signal buildup 2-3 bars before entry:
Activation Conditions:
Signal persistence > 0 (same directional signal held for multiple bars)
Signal probability ≥ minimum threshold (65% by default)
Signal hasn't yet executed (still in "forming" state)
Visual Construction:
7 gradient layers by default (configurable 3-15)
Each layer is a line-fill pair (top line, bottom line, filled between)
Layer spacing: 0.3 to 1.0 × ATR above/below price
Outer layers = faint, inner layers = bright
Color transitions from base to intense based on layer position
Transparency scales with probability (high prob = more opaque)
Color Selection:
Long signals: Gradient from theme.gradient_bull_mid to theme.gradient_bull_strong
Short signals: Gradient from theme.gradient_bear_mid to theme.gradient_bear_strong
Base transparency: 92%, reduces by up to 8% for high-probability setups
Dynamic Behavior:
Cloud grows/shrinks as signal persistence increases/decreases
Redraws every bar while signal is forming
Disappears when signal executes or invalidates
Performance Note: Computationally expensive due to linefill objects. Disable or reduce layers if chart performance degrades.
2. Population Fitness Ribbon (Optional, Default: ON)
Histogram showing fitness distribution across active strategies:
Activation: Only draws on last bar (barstate.islast) to avoid historical clutter
Visual Construction:
10 histogram layers by default (configurable 5-20)
Plots 50 bars back from current bar
Positioned below price at: lowest_low(100) - 1.5×ATR (doesn't interfere with price action)
Each layer represents a fitness threshold (evenly spaced min to max fitness)
Layer Logic:
For layer_num from 0 to ribbon_layers:
Fitness_threshold = min_fitness + (max_fitness - min_fitness) × (layer / layers)
Count strategies with fitness ≥ threshold
Height = ATR × 0.15 × (count / total_active)
Y_position = base_level + ATR × 0.2 × layer
Color = Gradient from weak to strong based on layer position
Line_width = Scaled by height (taller = thicker)
Visual Feedback:
Tall, bright ribbon = healthy population, many fit strategies at high fitness levels
Short, dim ribbon = weak population, few strategies achieving good fitness
Ribbon compression (layers close together) = population converging to similar fitness
Ribbon spread = diverse fitness range, active selection pressure
Use Case: Quick visual health check without opening dashboard. Ribbon growing upward over time = population improving.
3. Confidence Halo (Optional, Default: ON)
Circular polyline around entry signals showing probability strength:
Activation: Draws when new position opens (shadow_position changes from 0 to ±1)
Visual Construction:
20-segment polyline forming approximate circle
Center: Low - 0.5×ATR (long) or High + 0.5×ATR (short)
Radius: 0.3×ATR (low confidence) to 1.0×ATR (elite confidence)
Scales with: (probability - min_probability) / (1.0 - min_probability)
Color Coding:
Elite (85%+): Cyan (theme.conf_elite), large radius, minimal transparency (40%)
Strong (75-85%): Strong green (theme.conf_strong), medium radius, moderate transparency (50%)
Good (65-75%): Good green (theme.conf_good), smaller radius, more transparent (60%)
Moderate (<65%): Moderate green (theme.conf_moderate), tiny radius, very transparent (70%)
Technical Detail:
Uses chart.point array with index-based positioning
5-bar horizontal spread for circular appearance (±5 bars from entry)
Curved=false (Pine Script polyline limitation)
Fill color matches line color but more transparent (88% vs line's transparency)
Purpose: Instant visual probability assessment. No need to check dashboard - halo size/brightness tells the story.
4. Evolution Event Markers (Optional, Default: ON)
Visual indicators of genetic algorithm activity:
Spawn Markers (Diamond, Cyan):
Plots when total_spawned increases on current bar
Location: bottom of chart (location.bottom)
Color: theme.spawn_marker (cyan/bright blue)
Size: tiny
Indicates new strategy just entered population
Cull Markers (X-Cross, Red):
Plots when total_culled increases on current bar
Location: bottom of chart (location.bottom)
Color: theme.cull_marker (red/pink)
Size: tiny
Indicates weak strategy just removed from population
What It Tells You:
Frequent spawning early = population building, active exploration
Frequent culling early = high selection pressure, weak strategies dying fast
Balanced spawn/cull = healthy evolutionary churn
No markers for long periods = stable population (evolution plateaued or optimal genes found)
5. Entry/Exit Markers
Clear visual signals for selected strategy's trades:
Long Entry (Triangle Up, Green):
Plots when selected strategy opens long position (position changes 0 → +1)
Location: below bar (location.belowbar)
Color: theme.long_primary (green/cyan depending on theme)
Transparency: Scales with probability:
Elite (85%+): 0% (fully opaque)
Strong (75-85%): 10%
Good (65-75%): 20%
Acceptable (55-65%): 35%
Size: small
Short Entry (Triangle Down, Red):
Plots when selected strategy opens short position (position changes 0 → -1)
Location: above bar (location.abovebar)
Color: theme.short_primary (red/pink depending on theme)
Transparency: Same scaling as long entries
Size: small
Exit (X-Cross, Orange):
Plots when selected strategy closes position (position changes ±1 → 0)
Location: absolute (at actual exit price if stop/target lines enabled)
Color: theme.exit_color (orange/yellow depending on theme)
Transparency: 0% (fully opaque)
Size: tiny
Result: Clean, probability-scaled markers that don't clutter chart but convey essential information.
6. Stop Loss & Take Profit Lines (Optional, Default: ON)
Visual representation of shadow portfolio risk levels:
Stop Loss Line:
Plots when selected strategy has active position
Level: shadow_stop value from selected strategy
Color: theme.short_primary with 60% transparency (red/pink, subtle)
Width: 2
Style: plot.style_linebr (breaks when no position)
Take Profit Line:
Plots when selected strategy has active position
Level: shadow_target value from selected strategy
Color: theme.long_primary with 60% transparency (green, subtle)
Width: 2
Style: plot.style_linebr (breaks when no position)
Purpose:
Shows where shadow portfolio would exit for stop/target
Helps visualize strategy's risk/reward ratio
Useful for manual traders to set similar levels
Disable for cleaner chart (recommended for presentations)
7. Dynamic Trend EMA
Gradient-colored trend line that visualizes trend strength:
Calculation:
EMA(close, trend_length) - default 50 period (configurable 20-100)
Slope calculated over 10 bars: (current_ema - ema ) / ema × 100
Color Logic:
Trend_direction:
Slope > 0.1% = Bullish (1)
Slope < -0.1% = Bearish (-1)
Otherwise = Neutral (0)
Trend_strength = abs(slope)
Color = Gradient between:
- Neutral color (gray/purple)
- Strong bullish (bright green) if direction = 1
- Strong bearish (bright red) if direction = -1
Gradient factor = trend_strength (0 to 1+ scale)
Visual Behavior:
Faint gray/purple = weak/no trend (choppy conditions)
Light green/red = emerging trend (low strength)
Bright green/red = strong trend (high conviction)
Color intensity = trend strength magnitude
Transparency: 50% (subtle, doesn't overpower price action)
Purpose: Subconscious awareness of trend state without checking dashboard or indicators.
8. Regime Background Tinting (Subtle)
Ultra-low opacity background color indicating detected market regime:
Regime Detection:
Efficiency = directional_movement / total_range (over trend_length bars)
Vol_ratio = current_volatility / average_volatility
IF (efficiency > 0.5 AND vol_ratio < 1.3):
Regime = Trending (1)
ELSE IF (vol_ratio > 1.5):
Regime = Volatile (2)
ELSE:
Regime = Choppy (0)
Background Colors:
Trending: theme.regime_trending (dark green, 92-93% transparency)
Volatile: theme.regime_volatile (dark red, 93% transparency)
Choppy: No tint (normal background)
Purpose:
Subliminal regime awareness
Helps explain why signals are/aren't generating
Trending = ideal conditions for AGE
Volatile = fewer signals, higher thresholds applied
Choppy = mixed signals, lower confidence
Important: Extremely subtle by design. Not meant to be obvious, just subconscious context.
📊 ENHANCED DASHBOARD
Comprehensive real-time metrics in single organized panel (top-right position):
Dashboard Structure (5 columns × 14 rows)
Header Row:
Column 0: "🧬 AGE PRO" + phase indicator (🔴 LIVE or ⏪ HIST)
Column 1: "POPULATION"
Column 2: "PERFORMANCE"
Column 3: "CURRENT SIGNAL"
Column 4: "ACTIVE STRATEGY"
Column 0: Market State
Regime (📈 TREND / 🌊 CHAOS / ➖ CHOP)
DVS Ratio (current volatility scaling factor, format: #.##)
Trend Direction (▲ BULL / ▼ BEAR / ➖ FLAT with color coding)
Trend Strength (0-100 scale, format: #.##)
Column 1: Population Metrics
Active strategies (count / max_population)
Validated strategies (WFO passed / active total)
Current generation number
Total spawned (all-time strategy births)
Total culled (all-time strategy deaths)
Column 2: Aggregate Performance
Total trades across all active strategies
Aggregate win rate (%) - color-coded:
Green (>55%)
Orange (45-55%)
Red (<45%)
Total P&L in R-multiples - color-coded by positive/negative
Best fitness score in population (format: #.###)
MAS - Minimum Adaptation Score (cull threshold, format: #.###)
Column 3: Current Signal Status
Status indicator:
"▲ LONG" (green) if selected strategy in long position
"▼ SHORT" (red) if selected strategy in short position
"⏳ FORMING" (orange) if signal persisting but not yet executed
"○ WAITING" (gray) if no active signal
Confidence percentage (0-100%, format: #.#%)
Quality assessment:
"🔥 ELITE" (cyan) for 85%+ probability
"✓ STRONG" (bright green) for 75-85%
"○ GOOD" (green) for 65-75%
"- LOW" (dim) for <65%
Confluence score (X/3 format)
Signal age:
"X bars" if signal forming
"IN TRADE" if position active
"---" if no signal
Column 4: Selected Strategy Details
Strategy ID number (#X format)
Validation status:
"✓ VAL" (green) if WFO validated
"○ TRAIN" (orange) if still in training/testing phase
Generation number (GX format)
Personal fitness score (format: #.### with color coding)
Trade count
P&L and win rate (format: #.#R (##%) with color coding)
Color Scheme:
Panel background: theme.panel_bg (dark, low opacity)
Panel headers: theme.panel_header (slightly lighter)
Primary text: theme.text_primary (bright, high contrast)
Secondary text: theme.text_secondary (dim, lower contrast)
Positive metrics: theme.metric_positive (green)
Warning metrics: theme.metric_warning (orange)
Negative metrics: theme.metric_negative (red)
Special markers: theme.validated_marker, theme.spawn_marker
Update Frequency: Only on barstate.islast (current bar) to minimize CPU usage
Purpose:
Quick overview of entire system state
No need to check multiple indicators
Trading decisions informed by population health, regime state, and signal quality
Transparency into what AGE is thinking
🔍 DIAGNOSTICS PANEL (Optional, Default: OFF)
Detailed signal quality tracking for optimization and debugging:
Panel Structure (3 columns × 8 rows)
Position: Bottom-right corner (doesn't interfere with main dashboard)
Header Row:
Column 0: "🔍 DIAGNOSTICS"
Column 1: "COUNT"
Column 2: "%"
Metrics Tracked (for selected strategy only):
Total Evaluated:
Every signal that passed initial calculation (direction ≠ 0)
Represents total opportunities considered
✓ Passed:
Signals that passed quality gate and executed
Green color coding
Percentage of evaluated signals
Rejection Breakdown:
⨯ Probability:
Rejected because probability < minimum threshold
Most common rejection reason typically
⨯ Confluence:
Rejected because confluence < minimum required (e.g., only 1 of 3 indicators agreed)
⨯ Trend:
Rejected because signal opposed strong trend
Indicates counter-trend protection working
⨯ Regime:
Rejected because volatile regime detected and probability wasn't high enough to override
Shows regime filter in action
⨯ Volume:
Rejected because volume < 70% of 20-bar average
Indicates volume confirmation requirement
Color Coding:
Passed count: Green (success metric)
Rejection counts: Red (failure metrics)
Percentages: Gray (neutral, informational)
Performance Cost: Slight CPU overhead for tracking counters. Disable when not actively optimizing settings.
How to Use Diagnostics
Scenario 1: Too Few Signals
Evaluated: 200
Passed: 10 (5%)
⨯ Probability: 120 (60%)
⨯ Confluence: 40 (20%)
⨯ Others: 30 (15%)
Diagnosis: Probability threshold too high for this strategy's DNA.
Solution: Lower min probability from 65% to 60%, or allow strategy more time to evolve better DNA.
Scenario 2: Too Many False Signals
Evaluated: 200
Passed: 80 (40%)
Strategy win rate: 45%
Diagnosis: Quality gate too loose, letting low-quality signals through.
Solution: Raise min probability to 70%, or increase min confluence to 3 (all indicators must agree).
Scenario 3: Regime-Specific Issues
⨯ Regime: 90 (45% of rejections)
Diagnosis: Frequent volatile regime detection blocking otherwise good signals.
Solution: Either accept fewer trades during chaos (recommended), or disable regime filter if you want signals regardless of market state.
Optimization Workflow:
Enable diagnostics
Run 200+ bars
Analyze rejection patterns
Adjust settings based on data
Re-run and compare pass rate
Disable diagnostics when satisfied
⚙️ CONFIGURATION GUIDE
🧬 Evolution Engine Settings
Enable AGE Evolution (Default: ON):
ON: Full genetic algorithm (recommended for best results)
OFF: Uses only 4 seed strategies, no spawning/culling (static population for comparison testing)
Max Population (4-12, Default: 8):
Higher = more diversity, more exploration, slower performance
Lower = faster computation, less exploration, risk of premature convergence
Sweet spot: 6-8 for most use cases
4 = minimum for meaningful evolution
12 = maximum before diminishing returns
Min Population (2-4, Default: 3):
Safety floor - system never culls below this count
Prevents population extinction during harsh selection
Should be at least half of max population
Elite Preservation (1-3, Default: 2):
Top N performers completely immune to culling
Ensures best genes always survive
1 = minimal protection, aggressive selection
2 = balanced (recommended)
3 = conservative, slower gene pool turnover
Historical: Spawn Interval (10-100, Default: 30):
Bars between spawning new strategies during historical data
Lower = faster evolution, more exploration
Higher = slower evolution, more evaluation time per strategy
30 bars = ~1-2 hours on 15min chart
Historical: Cull Interval (20-200, Default: 60):
Bars between culling weak strategies during historical data
Should be 2x spawn interval for balanced churn
Lower = aggressive selection pressure
Higher = patient evaluation
Live: Spawn Interval (100-500, Default: 200):
Bars between spawning during live trading
Much slower than historical for stability
Prevents population chaos during live trading
200 bars = ~1.5 trading days on 15min chart
Live: Cull Interval (200-1000, Default: 400):
Bars between culling during live trading
Should be 2x live spawn interval
Conservative removal during live trading
Historical: Mutation Rate (0.05-0.40, Default: 0.20):
Probability each gene mutates during breeding (20% = 2 out of 10 genes on average)
Higher = more exploration, slower convergence
Lower = more exploitation, faster convergence but risk of local optima
20% balances exploration vs exploitation
Live: Mutation Rate (0.02-0.20, Default: 0.08):
Mutation rate during live trading
Much lower for stability (don't want population to suddenly degrade)
8% = mostly inherits parent genes with small tweaks
Mutation Strength (0.05-0.25, Default: 0.12):
How much genes change when mutated (% of gene's total range)
0.05 = tiny nudges (fine-tuning)
0.12 = moderate jumps (recommended)
0.25 = large leaps (aggressive exploration)
Example: If gene range is 0.5-2.0, 12% strength = ±0.18 possible change
📈 Signal Quality Settings
Min Signal Probability (0.55-0.80, Default: 0.65):
Quality gate threshold - signals below this never generate
0.55-0.60 = More signals, accept lower confidence (higher risk)
0.65 = Institutional-grade balance (recommended)
0.70-0.75 = Fewer but higher-quality signals (conservative)
0.80+ = Very selective, very few signals (ultra-conservative)
Min Confluence Score (1-3, Default: 2):
Required indicator agreement before signal generates
1 = Any single indicator can trigger (not recommended - too many false signals)
2 = Requires 2 of 3 indicators agree (RECOMMENDED for balance)
3 = All 3 must agree (very selective, few signals, high quality)
Base Persistence Bars (1-5, Default: 2):
Base bars signal must persist before entry
System adapts automatically:
High probability signals (75%+) enter 1 bar faster
Low probability signals (<68%) need 1 bar more
Trending regime: -1 bar (faster entries)
Volatile regime: +1 bar (more confirmation)
1 = Immediate entry after quality gate (responsive but prone to whipsaw)
2 = Balanced confirmation (recommended)
3-5 = Patient confirmation (slower but more reliable)
Cooldown After Trade (3-20, Default: 8):
Bars to wait after exit before next entry allowed
Prevents overtrading and revenge trading
3 = Minimal cooldown (active trading)
8 = Balanced (recommended)
15-20 = Conservative (position trading)
Entropy Length (10-50, Default: 20):
Lookback period for market order/disorder calculation
Lower = more responsive to regime changes (noisy)
Higher = more stable regime detection (laggy)
20 = works across most timeframes
Momentum Length (5-30, Default: 14):
Period for RSI/ROC calculations
14 = standard (RSI default)
Lower = more signals, less reliable
Higher = fewer signals, more reliable
Structure Length (20-100, Default: 50):
Lookback for support/resistance swing range
20 = short-term swings (day trading)
50 = medium-term structure (recommended)
100 = major structure (position trading)
Trend EMA Length (20-100, Default: 50):
EMA period for trend detection and direction bias
20 = short-term trend (responsive)
50 = medium-term trend (recommended)
100 = long-term trend (position trading)
ATR Period (5-30, Default: 14):
Period for volatility measurement
14 = standard ATR
Lower = more responsive to vol changes
Higher = smoother vol calculation
📊 Volatility Scaling (DVS) Settings
Enable DVS (Default: ON):
Dynamic volatility scaling for adaptive stop/target placement
Highly recommended to leave ON
OFF only for testing fixed-distance stops
DVS Method (Default: Ensemble):
ATR Ratio: Simple, fast, single-method (good for beginners)
Parkinson: High-low range based (good for intraday)
Garman-Klass: OHLC based (sophisticated, considers gaps)
Ensemble: Median of all three (RECOMMENDED - most robust)
DVS Memory (20-200, Default: 100):
Lookback for baseline volatility comparison
20 = very responsive to vol changes (can overreact)
100 = balanced adaptation (recommended)
200 = slow, stable baseline (minimizes false vol signals)
DVS Sensitivity (0.3-1.5, Default: 0.7):
How much volatility affects scaling (power-law exponent)
0.3 = Conservative, heavily dampens vol impact (cube root)
0.5 = Moderate dampening (square root)
0.7 = Balanced response (recommended)
1.0 = Linear, full 1:1 vol response
1.5 = Aggressive, amplified response (exponential)
🔬 Walk-Forward Optimization Settings
Enable WFO (Default: ON):
Out-of-sample validation to prevent overfitting
Highly recommended to leave ON
OFF only for testing or if you want unvalidated strategies
Training Window (100-500, Default: 250):
Bars for in-sample optimization
100 = fast validation, less data (risky)
250 = balanced (recommended) - about 1-2 months on daily, 1-2 weeks on 15min
500 = patient validation, more data (conservative)
Testing Window (30-200, Default: 75):
Bars for out-of-sample validation
Should be ~30% of training window
30 = minimal test (fast validation)
75 = balanced (recommended)
200 = extensive test (very conservative)
Min Trades for Validation (3-15, Default: 5):
Required trades in BOTH training AND testing periods
3 = minimal sample (risky, fast validation)
5 = balanced (recommended)
10+ = conservative (slow validation, high confidence)
WFO Efficiency Threshold (0.3-0.9, Default: 0.55):
Minimum test/train performance ratio required
0.30 = Very loose (test must be 30% as good as training)
0.55 = Balanced (recommended) - test must be 55% as good
0.70+ = Strict (test must closely match training)
Higher = fewer validated strategies, lower risk of overfitting
🎨 Premium Visuals Settings
Visual Theme:
Neon Genesis: Cyberpunk aesthetic (cyan/magenta/purple)
Carbon Fiber: Industrial look (blue/red/gray)
Quantum Blue: Quantum computing (blue/purple/pink)
Aurora: Northern lights (teal/orange/purple)
⚡ Gradient Probability Cloud (Default: ON):
Multi-layer gradient showing signal buildup
Turn OFF if chart lags or for cleaner look
Cloud Gradient Layers (3-15, Default: 7):
More layers = smoother gradient, more CPU intensive
Fewer layers = faster, blockier appearance
🎗️ Population Fitness Ribbon (Default: ON):
Histogram showing fitness distribution
Turn OFF for cleaner chart
Ribbon Layers (5-20, Default: 10):
More layers = finer fitness detail
Fewer layers = simpler histogram
⭕ Signal Confidence Halo (Default: ON):
Circular indicator around entry signals
Size/brightness scales with probability
Minimal performance cost
🔬 Evolution Event Markers (Default: ON):
Diamond (spawn) and X (cull) markers
Shows genetic algorithm activity
Minimal performance cost
🎯 Stop/Target Lines (Default: ON):
Shows shadow portfolio stop/target levels
Turn OFF for cleaner chart (recommended for screenshots/presentations)
📊 Enhanced Dashboard (Default: ON):
Comprehensive metrics panel
Should stay ON unless you want zero overlays
🔍 Diagnostics Panel (Default: OFF):
Detailed signal rejection tracking
Turn ON when optimizing settings
Turn OFF during normal use (slight performance cost)
📈 USAGE WORKFLOW - HOW TO USE THIS INDICATOR
Phase 1: Initial Setup & Learning
Add AGE to your chart
Recommended timeframes: 15min, 30min, 1H (best signal-to-noise ratio)
Works on: 5min (day trading), 4H (swing trading), Daily (position trading)
Load 1000+ bars for sufficient evolution history
Let the population evolve (100+ bars minimum)
First 50 bars: Random exploration, poor results expected
Bars 50-150: Population converging, fitness improving
Bars 150+: Stable performance, validated strategies emerging
Watch the dashboard metrics
Population should grow toward max capacity
Generation number should advance regularly
Validated strategies counter should increase
Best fitness should trend upward toward 0.50-0.70 range
Observe evolution markers
Diamond markers (cyan) = new strategies spawning
X markers (red) = weak strategies being culled
Frequent early activity = healthy evolution
Activity slowing = population stabilizing
Be patient. Evolution takes time. Don't judge performance before 150+ bars.
Phase 2: Signal Observation
Watch signals form
Gradient cloud builds up 2-3 bars before entry
Cloud brightness = probability strength
Cloud thickness = signal persistence
Check signal quality
Look at confidence halo size when entry marker appears
Large bright halo = elite setup (85%+)
Medium halo = strong setup (75-85%)
Small halo = good setup (65-75%)
Verify market conditions
Check trend EMA color (green = uptrend, red = downtrend, gray = choppy)
Check background tint (green = trending, red = volatile, clear = choppy)
Trending background + aligned signal = ideal conditions
Review dashboard signal status
Current Signal column shows:
Status (Long/Short/Forming/Waiting)
Confidence % (actual probability value)
Quality assessment (Elite/Strong/Good)
Confluence score (2/3 or 3/3 preferred)
Only signals meeting ALL quality gates appear on chart. If you're not seeing signals, population is either still learning or market conditions aren't suitable.
Phase 3: Manual Trading Execution
When Long Signal Fires:
Verify confidence level (dashboard or halo size)
Confirm trend alignment (EMA sloping up, green color)
Check regime (preferably trending or choppy, avoid volatile)
Enter long manually on your broker platform
Set stop loss at displayed stop line level (if lines enabled), or use your own risk management
Set take profit at displayed target line level, or trail manually
Monitor position - exit if X marker appears (signal reversal)
When Short Signal Fires:
Same verification process
Confirm downtrend (EMA sloping down, red color)
Enter short manually
Use displayed stop/target levels or your own
AGE tells you WHEN and HOW CONFIDENT. You decide WHETHER and HOW MUCH.
Phase 4: Set Up Alerts (Never Miss a Signal)
Right-click on indicator name in legend
Select "Add Alert"
Choose condition:
"AGE Long" = Long entry signal fired
"AGE Short" = Short entry signal fired
"AGE Exit" = Position reversal/exit signal
Set notification method:
Sound alert (popup on chart)
Email notification
Webhook to phone/trading platform
Mobile app push notification
Name the alert (e.g., "AGE BTCUSD 15min Long")
Save alert
Recommended: Set alerts for both long and short, enable mobile push notifications. You'll get alerted in real-time even if not watching charts.
Phase 5: Monitor Population Health
Weekly Review:
Check dashboard Population column:
Active count should be near max (6-8 of 8)
Validated count should be >50% of active
Generation should be advancing (1-2 per week typical)
Check dashboard Performance column:
Aggregate win rate should be >50% (target: 55-65%)
Total P&L should be positive (may fluctuate)
Best fitness should be >0.50 (target: 0.55-0.70)
MAS should be declining slowly (normal adaptation)
Check Active Strategy column:
Selected strategy should be validated (✓ VAL)
Personal fitness should match best fitness
Trade count should be accumulating
Win rate should be >50%
Warning Signs:
Zero validated strategies after 300+ bars = settings too strict or market unsuitable
Best fitness stuck <0.30 = population struggling, consider parameter adjustment
No spawning/culling for 200+ bars = evolution stalled (may be optimal or need reset)
Aggregate win rate <45% sustained = system not working on this instrument/timeframe
Health Check Pass:
50%+ strategies validated
Best fitness >0.50
Aggregate win rate >52%
Regular spawn/cull activity
Selected strategy validated
Phase 6: Optimization (If Needed)
Enable Diagnostics Panel (bottom-right) for data-driven tuning:
Problem: Too Few Signals
Evaluated: 200
Passed: 8 (4%)
⨯ Probability: 140 (70%)
Solutions:
Lower min probability: 65% → 60% or 55%
Reduce min confluence: 2 → 1
Lower base persistence: 2 → 1
Increase mutation rate temporarily to explore new genes
Check if regime filter is blocking signals (⨯ Regime high?)
Problem: Too Many False Signals
Evaluated: 200
Passed: 90 (45%)
Win rate: 42%
Solutions:
Raise min probability: 65% → 70% or 75%
Increase min confluence: 2 → 3
Raise base persistence: 2 → 3
Enable WFO if disabled (validates strategies before use)
Check if volume filter is being ignored (⨯ Volume low?)
Problem: Counter-Trend Losses
⨯ Trend: 5 (only 5% rejected)
Losses often occur against trend
Solutions:
System should already filter trend opposition
May need stronger trend requirement
Consider only taking signals aligned with higher timeframe trend
Use longer trend EMA (50 → 100)
Problem: Volatile Market Whipsaws
⨯ Regime: 100 (50% rejected by volatile regime)
Still getting stopped out frequently
Solutions:
System is correctly blocking volatile signals
Losses happening because vol filter isn't strict enough
Consider not trading during volatile periods (respect the regime)
Or disable regime filter and accept higher risk
Optimization Workflow:
Enable diagnostics
Run 200+ bars with current settings
Analyze rejection patterns and win rate
Make ONE change at a time (scientific method)
Re-run 200+ bars and compare results
Keep change if improvement, revert if worse
Disable diagnostics when satisfied
Never change multiple parameters at once - you won't know what worked.
Phase 7: Multi-Instrument Deployment
AGE learns independently on each chart:
Recommended Strategy:
Deploy AGE on 3-5 different instruments
Different asset classes ideal (e.g., ES futures, EURUSD, BTCUSD, SPY, Gold)
Each learns optimal strategies for that instrument's personality
Take signals from all 5 charts
Natural diversification reduces overall risk
Why This Works:
When one market is choppy, others may be trending
Different instruments respond to different news/catalysts
Portfolio-level win rate more stable than single-instrument
Evolution explores different parameter spaces on each chart
Setup:
Same settings across all charts (or customize if preferred)
Set alerts for all
Take every validated signal across all instruments
Position size based on total account (don't overleverage any single signal)
⚠️ REALISTIC EXPECTATIONS - CRITICAL READING
What AGE Can Do
✅ Generate probability-weighted signals using genetic algorithms
✅ Evolve strategies in real-time through natural selection
✅ Validate strategies on out-of-sample data (walk-forward optimization)
✅ Adapt to changing market conditions automatically over time
✅ Provide comprehensive metrics on population health and signal quality
✅ Work on any instrument, any timeframe, any broker
✅ Improve over time as weak strategies are culled and fit strategies breed
What AGE Cannot Do
❌ Win every trade (typical win rate: 55-65% at best)
❌ Predict the future with certainty (markets are probabilistic, not deterministic)
❌ Work perfectly from bar 1 (needs 100-150 bars to learn and stabilize)
❌ Guarantee profits under all market conditions
❌ Replace your trading discipline and risk management
❌ Execute trades automatically (this is an indicator, not a strategy)
❌ Prevent all losses (drawdowns are normal and expected)
❌ Adapt instantly to regime changes (re-learning takes 50-100 bars)
Performance Realities
Typical Performance After Evolution Stabilizes (150+ bars):
Win Rate: 55-65% (excellent for trend-following systems)
Profit Factor: 1.5-2.5 (realistic for validated strategies)
Signal Frequency: 5-15 signals per 100 bars (quality over quantity)
Drawdown Periods: 20-40% of time in equity retracement (normal trading reality)
Max Consecutive Losses: 5-8 losses possible even with 60% win rate (probability says this is normal)
Evolution Timeline:
Bars 0-50: Random exploration, learning phase - poor results expected, don't judge yet
Bars 50-150: Population converging, fitness climbing - results improving
Bars 150-300: Stable performance, most strategies validated - consistent results
Bars 300+: Mature population, optimal genes dominant - best results
Market Condition Dependency:
Trending Markets: AGE excels - clear directional moves, high-probability setups
Choppy Markets: AGE struggles - fewer signals generated, lower win rate
Volatile Markets: AGE cautious - higher rejection rate, wider stops, fewer trades
Market Regime Changes:
When market shifts from trending to choppy overnight
Validated strategies can become temporarily invalidated
AGE will adapt through evolution, but not instantly
Expect 50-100 bar re-learning period after major regime shifts
Fitness may temporarily drop then recover
This is NOT a holy grail. It's a sophisticated signal generator that learns and adapts using genetic algorithms. Your success depends on:
Patience during learning periods (don't abandon after 3 losses)
Proper position sizing (risk 0.5-2% per trade, not 10%)
Following signals consistently (cherry-picking defeats statistical edge)
Not abandoning system prematurely (give it 200+ bars minimum)
Understanding probability (60% win rate means 40% of trades WILL lose)
Respecting market conditions (trending = trade more, choppy = trade less)
Managing emotions (AGE is emotionless, you need to be too)
Expected Drawdowns:
Single-strategy max DD: 10-20% of equity (normal)
Portfolio across multiple instruments: 5-15% (diversification helps)
Losing streaks: 3-5 consecutive losses expected periodically
No indicator eliminates risk. AGE manages risk through:
Quality gates (rejecting low-probability signals)
Confluence requirements (multi-indicator confirmation)
Persistence requirements (no knee-jerk reactions)
Regime awareness (reduced trading in chaos)
Walk-forward validation (preventing overfitting)
But it cannot prevent all losses. That's inherent to trading.
🔧 TECHNICAL SPECIFICATIONS
Platform: TradingView Pine Script v5
Indicator Type: Overlay indicator (plots on price chart)
Execution Type: Signals only - no automatic order placement
Computational Load:
Moderate to High (genetic algorithms + shadow portfolios)
8 strategies × shadow portfolio simulation = significant computation
Premium visuals add additional load (gradient cloud, fitness ribbon)
TradingView Resource Limits (Built-in Caps):
Max Bars Back: 500 (sufficient for WFO and evolution)
Max Labels: 100 (plenty for entry/exit markers)
Max Lines: 150 (adequate for stop/target lines)
Max Boxes: 50 (not heavily used)
Max Polylines: 100 (confidence halos)
Recommended Chart Settings:
Timeframe: 15min to 1H (optimal signal/noise balance)
5min: Works but noisier, more signals
4H/Daily: Works but fewer signals
Bars Loaded: 1000+ (ensures sufficient evolution history)
Replay Mode: Excellent for testing without risk
Performance Optimization Tips:
Disable gradient cloud if chart lags (most CPU intensive visual)
Disable fitness ribbon if still laggy
Reduce cloud layers from 7 to 3
Reduce ribbon layers from 10 to 5
Turn off diagnostics panel unless actively tuning
Close other heavy indicators to free resources
Browser/Platform Compatibility:
Works on all modern browsers (Chrome, Firefox, Safari, Edge)
Mobile app supported (full functionality on phone/tablet)
Desktop app supported (best performance)
Web version supported (may be slower on older computers)
Data Requirements:
Real-time or delayed data both work
No special data feeds required
Works with TradingView's standard data
Historical + live data seamlessly integrated
🎓 THEORETICAL FOUNDATIONS
AGE synthesizes advanced concepts from multiple disciplines:
Evolutionary Computation
Genetic Algorithms (Holland, 1975): Population-based optimization through natural selection metaphor
Tournament Selection: Fitness-based parent selection with diversity preservation
Crossover Operators: Fitness-weighted gene recombination from two parents
Mutation Operators: Random gene perturbation for exploration of new parameter space
Elitism: Preservation of top N performers to prevent loss of best solutions
Adaptive Parameters: Different mutation rates for historical vs. live phases
Technical Analysis
Support/Resistance: Price structure within swing ranges
Trend Following: EMA-based directional bias
Momentum Analysis: RSI, ROC, MACD composite indicators
Volatility Analysis: ATR-based risk scaling
Volume Confirmation: Trade activity validation
Information Theory
Shannon Entropy (1948): Quantification of market order vs. disorder
Signal-to-Noise Ratio: Directional information vs. random walk
Information Content: How much "information" a price move contains
Statistics & Probability
Walk-Forward Analysis: Rolling in-sample/out-of-sample optimization
Out-of-Sample Validation: Testing on unseen data to prevent overfitting
Monte Carlo Principles: Shadow portfolio simulation with realistic execution
Expectancy Theory: Win rate × avg win - loss rate × avg loss
Probability Distributions: Signal confidence quantification
Risk Management
ATR-Based Stops: Volatility-normalized risk per trade
Volatility Regime Detection: Market state classification (trending/choppy/volatile)
Drawdown Control: Peak-to-trough equity measurement
R-Multiple Normalization: Performance measurement in risk units
Machine Learning Concepts
Online Learning: Continuous adaptation as new data arrives
Fitness Functions: Multi-objective optimization (win rate + expectancy + drawdown)
Exploration vs. Exploitation: Balance between trying new strategies and using proven ones
Overfitting Prevention: Walk-forward validation as regularization
Novel Contribution:
AGE is the first TradingView indicator to apply genetic algorithms to real-time indicator parameter optimization while maintaining strict anti-overfitting controls through walk-forward validation.
Most "adaptive" indicators simply recalibrate lookback periods or thresholds. AGE evolves entirely new strategies through competitive selection - it's not parameter tuning, it's Darwinian evolution of trading logic itself.
The combination of:
Genetic algorithm population management
Shadow portfolio simulation for realistic fitness evaluation
Walk-forward validation to prevent overfitting
Multi-indicator confluence for signal quality
Dynamic volatility scaling for adaptive risk
...creates a system that genuinely learns and improves over time while avoiding the curse of curve-fitting that plagues most optimization approaches.
🏗️ DEVELOPMENT NOTES
This project represents months of intensive development, facing significant technical challenges:
Challenge 1: Making Genetics Actually Work
Early versions spawned garbage strategies that polluted the gene pool:
Random gene combinations produced nonsensical parameter sets
Weak strategies survived too long, dragging down population
No clear convergence toward optimal solutions
Solution:
Comprehensive fitness scoring (4 factors: win rate, P&L, expectancy, drawdown)
Elite preservation (top 2 always protected)
Walk-forward validation (unproven strategies penalized 30%)
Tournament selection (fitness-weighted breeding)
Adaptive culling (MAS decay creates increasing selection pressure)
Challenge 2: Balancing Evolution Speed vs. Stability
Too fast = population chaos, no convergence. Too slow = can't adapt to regime changes.
Solution:
Dual-phase timing: Fast evolution during historical (30/60 bar intervals), slow during live (200/400 bar intervals)
Adaptive mutation rates: 20% historical, 8% live
Spawn/cull ratio: Always 2:1 to prevent population collapse
Challenge 3: Shadow Portfolio Accuracy
Needed realistic trade simulation without lookahead bias:
Can't peek at future bars for exits
Must track multiple portfolios simultaneously
Stop/target checks must use bar's high/low correctly
Solution:
Entry on close (realistic)
Exit checks on current bar's high/low (realistic)
Independent position tracking per strategy
Cooldown periods to prevent unrealistic rapid re-entry
ATR-normalized P&L (R-multiples) for fair comparison across volatility regimes
Challenge 4: Pine Script Compilation Limits
Hit TradingView's execution limits multiple times:
Too many array operations
Too many variables
Too complex conditional logic
Solution:
Optimized data structures (single DNA array instead of 8 separate arrays)
Minimal visual overlays (only essential plots)
Efficient fitness calculations (vectorized where possible)
Strategic use of barstate.islast to minimize dashboard updates
Challenge 5: Walk-Forward Implementation
Standard WFO is difficult in Pine Script:
Can't easily "roll forward" through historical data
Can't re-optimize strategies mid-stream
Must work in real-time streaming environment
Solution:
Age-based phase detection (first 250 bars = training, next 75 = testing)
Separate metric tracking for train vs. test
Efficiency calculation at fixed interval (after test period completes)
Validation flag persists for strategy lifetime
Challenge 6: Signal Quality Control
Early versions generated too many signals with poor win rates:
Single indicators produced excessive noise
No trend alignment
No regime awareness
Instant entries on single-bar spikes
Solution:
Three-layer confluence system (entropy + momentum + structure)
Minimum 2-of-3 agreement requirement
Trend alignment checks (penalty for counter-trend)
Regime-based probability adjustments
Persistence requirements (signals must hold multiple bars)
Volume confirmation
Quality gate (probability + confluence thresholds)
The Result
A system that:
Truly evolves (not just parameter sweeps)
Truly validates (out-of-sample testing)
Truly adapts (ongoing competition and breeding)
Stays within TradingView's platform constraints
Provides institutional-quality signals
Maintains transparency (full metrics dashboard)
Development time: 3+ months of iterative refinement
Lines of code: ~1500 (highly optimized)
Test instruments: ES, NQ, EURUSD, BTCUSD, SPY, AAPL
Test timeframes: 5min, 15min, 1H, Daily
🎯 FINAL WORDS
The Adaptive Genesis Engine is not just another indicator - it's a living system that learns, adapts, and improves through the same principles that drive biological evolution. Every bar it observes adds to its experience. Every strategy it spawns explores new parameter combinations. Every strategy it culls removes weakness from the gene pool.
This is evolution in action on your charts.
You're not getting a static formula locked in time. You're getting a system that thinks , that competes , that survives through natural selection. The strongest strategies rise to the top. The weakest die. The gene pool improves generation after generation.
AGE doesn't claim to predict the future - it adapts to whatever the future brings. When markets shift from trending to choppy, from calm to volatile, from bullish to bearish - AGE evolves new strategies suited to the new regime.
Use it on any instrument. Any timeframe. Any market condition. AGE will adapt.
This indicator gives you the pure signal intelligence. How you choose to act on it - position sizing, risk management, execution discipline - that's your responsibility. AGE tells you when and how confident . You decide whether and how much .
Trust the process. Respect the evolution. Let Darwin work.
"In markets, as in nature, it is not the strongest strategies that survive, nor the most intelligent - but those most responsive to change."
Taking you to school. — Dskyz, Trade with insight. Trade with anticipation.
— Happy Holiday's
DCA Ladder CalculatorThis script is a DCA (Dollar-Cost Averaging) Ladder Calculator with Risk & Leverage Management baked in.
It’s designed for both LONG and SHORT positions, and helps you:
🎯 Strategically scale into positions across multiple entry points
🔐 Control risk exposure via defined capital allocation
⚖️ Utilize leverage responsibly — for efficiency, not destruction
🧮 Visualize risk, stop loss level, and entry distribution
🔁 Adapt to trend reversals or key zones, especially when combined with reversal indicators or higher timeframe signals
🧠 How It Works
This tool takes a capital allocation approach to building a ladder of positions:
1. You define:
- Portfolio value
- Risk per trade (as %)
- Leverage
- Number of DCA levels
- Entry multiplier (e.g. 1x, 2x, 4x...)
2. The script then:
- Calculates total margin to risk = Portfolio × Risk %
- Calculates total leveraged position size = Margin × Leverage
- Distributes entries according to exponential weights (1x, 2x, 4x...), totaling 7 for 3 levels
- Calculates per-entry:
- Entry price (based on price zone spacing)
- Multiplier
- Exact margin per entry
- Leverage per entry (margin × leverage)
- Computes:
- Average entry price (margin-weighted)
- Approximate stop loss level based on recent ATR and price structure
- % drawdown to SL
- Total margin and position size
3. Displays all this in a clean on-chart table.
📈 How to Use It
1. Apply the indicator to a chart (default: 1D — ideal for clean zones).
2. Configure your:
- Portfolio Value (total trading capital)
- Risk per Trade (%) (your acceptable loss)
- Leverage (exchange or strategy-based)
- DCA Levels (e.g. 3 = anchor + 2 entries)
- Multiplier (typically 2.0 for doubling)
3. Choose LONG or SHORT mode depending on direction.
4. The table will show:
- Entry price ladder
- Margin used per entry
- Total position size
- Approx. stop loss (where your full risk is defined)
Use in conjunction with price action, S/R zones, trendline breaks, volume divergence, or reversal indicators.
✅ Best Practices for Using This Tool
- Leverage is a tool, not a weapon. Use it to scale smartly — not recklessly.
- Use fewer, higher-conviction entries. Don’t blindly ladder; combine with price structure and signals.
- Stick to your risk percent. Never risk more than you can afford to lose. Let this calculator enforce discipline.
- Combine with other confirmation tools, like RSI divergence, momentum shifts, OB zones, etc.
- Avoid martingale-style over-exposure. This is not a gambling tool — it’s for capital efficiency.
🛡️ What This Tool Does NOT Do
- This is not a trade signal indicator.
- It does not place trades or auto-manage positions.
- It does not replace personal responsibility or strategy — it's a tool to help apply structure.
⚠️ Disclaimer
This script is for educational and informational purposes only.
It does not constitute financial advice, nor is it a recommendation to buy or sell any financial instrument.
Always consult a licensed financial advisor before making investment decisions.
Use of leverage involves high risk and can lead to substantial losses.
The author and publisher assume no liability for any trading losses resulting from use of this script.
Quantum Ribbon Lite📊 WHAT IS IT?
Quantum Ribbon Lite is a trend trading indicator built on a 5-layer exponential moving average ribbon system. It analyzes price momentum, volume, and ribbon alignment to generate entry signals with pre-calculated stop loss and take profit levels.
The indicator is designed for traders who want a straightforward approach to trend trading without managing complex configurations.
🔧 HOW IT WORKS
The Ribbon System
The indicator uses 5 pairs of EMAs (10 moving averages total) that create colored "clouds" on your chart:
Blue/Teal ribbons indicate bullish alignment
Red/Pink ribbons indicate bearish alignment
Mixed colors indicate neutral or transitional periods
The ribbon spacing automatically adjusts from a fast EMA (21) to a slow EMA (60), creating layers that show trend strength and direction.
Signal Generation
Signals appear when multiple conditions align:
For LONG signals:
Fast EMAs are above slow EMAs
Price momentum is positive and strong (> 0.5 ATR)
Volume is above average (> 1.1x average)
Ribbon confirms bullish state
Minimum confidence threshold met (filters weak setups)
For SHORT signals:
Fast EMAs are below slow EMAs
Price momentum is negative and strong
Volume is above average
Ribbon confirms bearish state
Minimum confidence threshold met
📈 VISUAL COMPONENTS
Entry Signals
Green "BUY" label = Long entry signal at candle close
Red "SELL" label = Short entry signal at candle close
Signals only trigger on confirmed candle closes (no repainting).
Risk Management Lines
Three lines appear when you have an active position:
White dotted line = Entry price
Red dotted line = Stop loss level
Green dotted line = Take profit target
Performance Dashboard
The stats table shows:
Current position status (In Long/Short or Waiting for signal)
Entry, stop, and target prices when in a trade
Win/loss record
Win rate percentage with color coding
⚙️ SETTINGS
1. Signal Sensitivity (1-10)
Controls the minimum time between signals (cooldown period):
1 = 2 bars between signals (most frequent)
5 = 10 bars between signals (balanced)
10 = 20 bars between signals (most selective)
Lower values generate more signals, higher values filter for better setups.
2. Stop Loss Distance
Determines how stops are calculated using ATR (Average True Range):
Tight = 1.5x ATR from entry
Normal = 2.0x ATR from entry
Wide = 2.5x ATR from entry
ATR adapts to market volatility, so stops are tighter in calm markets and wider in volatile markets.
3. Take Profit Target
Sets your risk-to-reward ratio:
1.5R = Target is 1.5 times your risk
2R = Target is 2 times your risk
3R = Target is 3 times your risk
Example: With a $100 stop distance and 2R setting, your take profit will be $200 away from entry.
4. Show Stats Table
Toggle to show/hide the performance dashboard in the top-right corner.
5. Show Risk Lines
Toggle to show/hide the entry/stop/target lines on the chart.
📋 HOW TO USE
Step 1: Apply to Chart
Add the indicator to your preferred instrument and timeframe (daily recommended).
Step 2: Wait for Signal
A BUY or SELL label will appear on the chart when conditions align.
Step 3: Enter Position
Enter at the close of the signal candle in the indicated direction.
Step 4: Set Risk Parameters Use the displayed lines:
Red line = Your stop loss
Green line = Your take profit
Step 5: Hold Position
Wait for the position to hit either the stop or target. No new signals will appear while you're in a position.
Step 6: Review Results
Check the stats table to track your win rate and adjust settings if needed.
🎯 RISK MANAGEMENT
Stop Loss Calculation
Stops are based on ATR (Average True Range) which measures recent price volatility:
In quiet markets: Stops are placed closer to entry
In volatile markets: Stops are placed further away
This adaptive approach helps prevent stop-hunting while maintaining appropriate risk levels.
Take Profit Calculation
Targets are calculated as a multiple of your stop distance:
If stop is 50 points away and you use 2R, target is 100 points away
Maintains consistent risk-reward ratios across all trades
Required Win Rates To break even after fees:
1.5R requires ~40% win rate
2R requires ~34% win rate
3R requires ~25% win rate
📊 RECOMMENDED USAGE
Timeframes:
Daily charts show strongest performance in testing
4H and 1H timeframes work but may have lower win rates
Lower timeframes generate more signals but reduced quality
Markets:
Works on all instruments: Stocks, Forex, Crypto, Futures, Indices
Best suited for trending markets
May generate false signals in tight ranges or choppy conditions
Session Opening Range Breakout (ORBO)This strategy automates a classic Opening Range Breakout (ORBO) approach: it builds a price range for the first minutes after the market opens, then looks for strong breakouts above or below that range to catch early directional moves.
Concept
The idea behind ORBO is simple:
The first minutes after the session open are often highly informative.
Price forms an “opening range” that acts as a mini support/resistance zone.
A clean breakout beyond this zone can lead to high-momentum moves.
This script turns that logic into a fully backtestable strategy in TradingView.
How the strategy works
Opening Range Session
Default session: 09:30–09:50 (exchange time)
During this window, the script tracks:
orHigh → highest high within the session
orLow → lowest low within the session
This forms your Opening Range for the day.
Breakout Logic (after the window ends)
Once the defined session ends:
Long Entry:
If the close crosses above the Opening Range High (orHigh),
→ strategy.entry("OR Long", strategy.long) is triggered.
Short Entry:
If the close crosses below the Opening Range Low (orLow),
→ strategy.entry("OR Short", strategy.short) is triggered.
Only one opening range per day is considered, which keeps the logic clean and easy to interpret.
Daily Reset
At the start of a new trading day, the script resets:
orHigh := na
orLow := na
A fresh Opening Range is then built using the next session’s 09:30–09:50 candles.
This ensures entries are always based on today’s structure, not yesterday’s.
Visuals & Inputs
Inputs:
Opening range session → default: "0930-0950"
Show OR levels → toggle visibility of OR High / Low lines
Fill range body → optional shaded zone between OR High and OR Low
Chart visuals:
A green line marks the Opening Range High.
A red line marks the Opening Range Low.
Optional yellow fill highlights the entire OR zone.
Background shading during the session shows when the range is currently being built.
These visuals make it easy to see:
Where the OR sits relative to current price
How clean / noisy the breakout was
How often price respects or rejects the opening zone
Backtesting & Optimization
Because this is written as a strategy():
You can use TradingView’s Strategy Tester to view:
Win rate
Net profit
Drawdown
Profit factor
Equity curve
Ideas to experiment with:
Change the session window (e.g., 09:15–09:45, 10:00–10:30)
Apply to different:
Markets: indices, FX, crypto, stocks
Timeframes: 1m / 5m / 15m
Add your own:
Stop Loss & Take Profit levels
Time filters (only trade certain days / times)
Volatility filters (e.g., ATR, range size thresholds)
Higher-timeframe trend filter (e.g., only take longs above 200 EMA)
Gap-Up Momentum Screener (S.S)
ENGLISH-VERSION
1) TradingView Gap Screener (for US stocks)
➤ Conditions
Gap-Up ≥ +3% (large gaps indicate institutional pressure)
Pre-market volume ≥ 150% of the 20-day average
RS line > 50
Price > 50 SMA
Market cap ≥ 1 billion USD
No penny stocks
2) Minervini Gap-Entry Strategy (Swing Trading)
This is a variant specifically optimized for gaps + momentum.
A) Setup Criteria
The stock must meet the following conditions:
Gap-Up ≥ +3%
First retracement ≤ 30% of the gap
High relative strength (RS line rising)
Volume on the gap day > 2× average
Price above 20 EMA, 50 SMA, 150 SMA, 200 SMA
No immediate resistance within 2–5%
B) Entry Setups
Entry 1: First Pullback Entry (FPE)
Wait for the first 1–3 day consolidation.
Entry → Breakout of the small range.
Stop → Below the low of the pullback.
Rule: No entry on the gap day itself.
Entry 2: High Tight Flag above the Gap
Stock rises > 10% after the gap
Then forms a 3–8 day sideways phase
Entry → Break above the flag’s high
Stop → Below the flag base
Entry 3: ORB Entry (Opening Range Breakout, 30 minutes)
Very effective for strong gaps.
Wait 30 minutes after the market opens
Entry → Break above the high of these first 30 minutes
Stop → Below the 30-minute low
C) Stop Levels
For FPE: 4–8%
For ORB: 1–2 × ATR(14)
For flags: 3–5%
D) Add Rules
Only if the stock continues showing strong volume:
Add on every new 3–5 day high
Add only above half-range levels
Maximum 3 adds
3) Early-Warning Module (Setup forming but not ready for entry)
This module marks stocks that are forming a setup but are not yet buyable.
➤ Criteria
Gap-Up ≥ 3%
Strong volume
Stock pulls back and consolidates (1–5 bars)
BUT no breakout yet
4) Exact Entry Checklist (Minervini-style, optimized for gaps)
Checklist before entry:
Gap ≥ +3%
20 EMA rising
Volume > 2× average
RS line rising
Price > 50 SMA
Pullback not deeper than 30% of the gap
3+ green signals from the Early-Warning diamonds
If all 7 are fulfilled → green light.
5) How to apply the strategy in daily practice
Morning (08:00–09:00)
Check the screener
Build your watchlist
Identify gaps
US Market Open (15:30)
Monitor the Early-Warning module
Sort gap momentum opportunities
16:00–17:00
Enter: First Pullback / ORB / Flag
Set stops
Determine position size based on risk
After 20:00
Check volume strength
If momentum fades → no more adds
Liquidity Trend & Squeeze RadarThe Liquidity Trend & Squeeze Radar is a comprehensive trading system designed to visualize the three most critical components of price action: Trend, Volatility, and Momentum. The core philosophy of this tool is to identify periods of market "compression" (low volatility), where energy builds up, and then signal when that energy is released (expansion) for a potential breakout trade. It combines an EMA Cloud for trend direction with a TTM-style Squeeze indicator and a linear regression momentum filter.
Key Components
Trend Cloud (Structure) This component identifies the overall market bias. It uses a Fast EMA and a Slow EMA to create a shaded "Cloud."
Uptrend: The Fast EMA is above the Slow EMA. The Cloud is shaded green (default).
Downtrend: The Fast EMA is below the Slow EMA. The Cloud is shaded red (default).
Usage: Generally, traders should look to take Long signals only when the Trend Cloud is bullish and Short signals when the Trend Cloud is bearish.
Volatility Radar (The Squeeze) This logic detects when the market enters a period of low volatility. It calculates this by comparing Bollinger Bands (Expansion) against Keltner Channels (Average Range).
Squeeze Active: When the Bollinger Bands narrow and go inside the Keltner Channels, a "Squeeze" is active. This is represented by gray dots plotted along the Fast EMA and gray-colored price candles.
Usage: Do not trade during a Squeeze. This indicates indecision and chop. Treat this as a "Wait" signal while potential energy builds.
Momentum Filter (Hidden Logic) While the Squeeze is active, the script calculates the underlying momentum using Linear Regression. This predicts the likely direction of the breakout before it happens. This data is displayed in the Dashboard.
Breakout Signals (Fire) When the Squeeze condition ends (volatility expands), the script checks the Momentum filter.
Bullish Breakout: If the Squeeze ends and Momentum is positive, a triangle pointing up is plotted below the bar.
Bearish Breakout: If the Squeeze ends and Momentum is negative, a triangle pointing down is plotted above the bar.
Status Dashboard A table located in the top-right corner provides a real-time summary of the market state without needing to interpret the chart visuals manually. It lists the current Trend direction, Volatility state (Squeeze vs. Expansion), and Momentum value (Positive vs. Negative).
How to Trade This Indicator
Step 1: Identify the Trend Observe the background Cloud. Ensure you are trading in the direction of the dominant flow. If the Cloud is green, favor Longs. If red, favor Shorts.
Step 2: Wait for the Squeeze Look for the gray dots to appear on the moving average line and for the candles to turn gray. This indicates the market is resting and building energy. During this phase, you are stalking the trade. Avoid entering positions while the gray dots remain visible.
Step 3: The Breakout (The Trigger) Wait for the gray dots to disappear. This means the Squeeze has "Fired."
Long Entry: Look for a Triangle Up signal. Ideally, this should occur when the Trend Cloud is green.
Short Entry: Look for a Triangle Down signal. Ideally, this should occur when the Trend Cloud is red.
Step 4: Confirmation Check the Dashboard table. High-probability trades occur when all three metrics align (e.g., Trend is BULL, Volatility is EXPANSION, and Momentum is POSITIVE).
Settings Guide
Trend Structure:
Fast/Slow EMA Length: Adjusts the sensitivity of the Trend Cloud. Higher numbers effectively smooth out noise but react slower to trend changes.
Show Trend Cloud: Toggles the shaded area between EMAs on or off.
Volatility Radar:
Bollinger/Keltner Settings: These define the Squeeze sensitivity.
Keltner Mult: The most important setting. The default is 1.5. Lowering this to 1.0 will make the Squeeze harder to trigger (requiring extreme compression), leading to fewer but potentially more explosive signals.
Momentum:
Momentum Length: The lookback period for the linear regression calculation used to determine breakout direction.
Visuals:
Colorize Candles: Paints the price bars based on the current state (Gray for Squeeze, Green/Red for Trend).
Show Dashboard: Toggles the visibility of the data table.
Disclaimer This indicator and guide are for educational and informational purposes only. They do not constitute financial, investment, or trading advice. Trading in financial markets involves a significant risk of loss and is not suitable for every investor. Past performance of any trading system or methodology is not necessarily indicative of future results. The user assumes all responsibility for any trades made using this tool. Always use proper risk management.
Bull Flag & Flat Top Breakout DetectorBull Flag & Flat Top Detector - Quick Reference Guide
Pattern Overview
🚩 Bull Flag
╱╲
╱ ╲ ← Pullback (2-5 red candles)
╱ ╲
╱ ╲____
╱ ╲
│ │
│ THE POLE │ ← Strong upward move (3+ green candles)
│ │
└──────────────┘
What to look for:
Strong initial move (the "pole") - 3+ green candles, 3%+ move
Brief pullback - 2-5 candles, less than 50% retracement
Pullback should "drift" lower, not crash
Entry on first candle to make new high after pullback
📊 Flat Top Breakout
════════════════ ← Resistance (multiple touches)
↑ ↑ ↑
╱╲ ╱╲ ╱╲
╱ ╲╱ ╲╱ ╲ ← Consolidation
╱ ╲
╱ ╲
What to look for:
Multiple touches of same resistance level (2+)
Tight consolidation range
Each failed breakout builds pressure
Entry on convincing break above resistance with volume
Signal Types
SignalShapeColorMeaningBull Flag Breakout▲ TriangleLimeEntry signal - go longFlat Top Breakout◆ DiamondAquaEntry signal - go longBear Flag Breakout▼ TriangleRedShort entry (if enabled)Pattern Forming🚩 FlagFaded GreenBull flag developingPattern Forming■ SquareFaded BlueFlat top developing
Level Lines Explained
LineColorStyleMeaningEntryLimeSolidBreakout trigger priceStop LossRedDashedExit if price falls hereTarget 1AquaDottedFirst profit target (2R)Target 2YellowDottedSecond profit target (3R)
Info Table Reference
FieldWhat It ShowsBull FlagScanning / Forming 🚩 / Breakout ✓Flat TopScanning / Forming 📊 / Breakout ✓PullbackCandle count + retracement %Rel VolumeCurrent bar vs averageEMA 20Above ✓ or Below ✗VWAPAbove ✓ or Below ✗Green StreakConsecutive green candles (pole)ResistanceTouch count for flat top
Trading Checklist
Before Entry ✅
Pattern status shows "FORMING" or "BREAKOUT"
Price above EMA (table shows ✓)
Price above VWAP (table shows ✓)
Relative volume 1.5x+ (ideally 2x+)
Stock is in play (up 5%+ on day, has catalyst)
Market direction supportive (not fighting trend)
Entry Execution
Wait for breakout candle to form
Confirm volume spike on breakout
Enter as close to entry line as possible
Set stop loss at red dashed line
Know your target levels
Trade Management
If no immediate follow-through → consider exit ("breakout or bailout")
Take 50% off at Target 1
Move stop to breakeven
Let remainder run toward Target 2
Exit fully if price returns below entry
Bull Flag Quality Checklist
Pole Quality:
FactorIdealAcceptableAvoidGreen candles5+3-4Less than 3Move size10%+3-10%Less than 3%VolumeIncreasingSteadyDecliningCandle bodiesLargeMediumSmall/doji
Pullback Quality:
FactorIdealAcceptableAvoidCandle count2-34-56+RetracementUnder 38%38-50%Over 50%VolumeDecliningSteadyIncreasingCharacterOrderly driftChoppySharp drop
Flat Top Quality Checklist
FactorGood SetupWeak SetupTouches3+ at same levelOnly 2, widely spacedToleranceVery tight (0.2%)Loose (1%+)Duration5-15 barsToo short or too longVolumeDrying upErraticPrior trendUpSideways/down
Common Mistakes to Avoid
❌ Entering too early
Wait for actual breakout, not anticipation
"Forming" ≠ "Breakout"
❌ Ignoring volume
No volume = likely false breakout
Require 1.5x+ relative volume minimum
❌ Fighting the trend
Check EMA and VWAP status
Both should be ✓ for high probability
❌ Wide stops
Stop should be below pullback low
If stop is too wide, skip the trade
❌ Holding losers
"Breakout or bailout" - if it doesn't work, exit
Failed breakouts often reverse hard
❌ Chasing extended moves
If you missed entry, wait for next pattern
Don't chase 5+ candles after breakout
Risk Management Rules
Position Sizing
Risk Amount = Account × Risk % (typically 1-2%)
Position Size = Risk Amount ÷ (Entry - Stop)
Example:
Account: $25,000
Risk: 1% = $250
Entry: $5.00
Stop: $4.70
Risk per share: $0.30
Position Size: $250 ÷ $0.30 = 833 shares
Risk-Reward Targets
TargetR MultipleExample (risk $0.30)Target 12:1+$0.60 ($5.60)Target 23:1+$0.90 ($5.90)
Timeframe Guide
TimeframeProsConsBest For1-minMore patterns, precise entryNoisy, false signalsScalping5-minGood balance, cleaner patternsFewer signalsDay trading15-minHigh quality patternsMiss fast movesSwing entries
Settings Quick Reference
Default Settings (Balanced)
Pole: 3 candles, 3% move
Pullback: 2-5 candles, 50% max retrace
Volume: 1.5x required
Filters: EMA + VWAP ON
Aggressive Settings
Pole: 2 candles, 2% move
Pullback: 2-6 candles, 60% max retrace
Volume: 1.2x required
Filters: VWAP OFF
Conservative Settings
Pole: 4 candles, 5% move
Pullback: 2-4 candles, 40% max retrace
Volume: 2.0x required
Filters: Both ON
Alert Setup
Recommended Alerts
"Bull Flag Forming"
Get early warning as pattern develops
Prepare your position size and levels
"Bull Flag Breakout"
Primary entry alert
React quickly when triggered
"Any Bullish Breakout"
Catch both bull flags and flat tops
Good for watchlist scanning
Alert Setup Steps
Right-click chart → Add Alert
Condition: Select "Bull Flag & Flat Top Breakout Detector"
Choose alert type from dropdown
Set expiration and notification method
Troubleshooting
Q: Patterns not detecting?
Lower the Min Pole Move % setting
Reduce Min Pole Candles requirement
Check that price is in acceptable range
Q: Too many false signals?
Increase volume multiplier to 2.0x
Enable both EMA and VWAP filters
Increase Min Pole Move %
Q: Levels not showing?
Enable "Show Entry Line", "Show Stop Loss", "Show Targets"
Check "Max Patterns to Display" setting
Q: Info table not visible?
Enable "Show Info Table" in settings
Try different table position
Pattern Combinations
Best Setups (A+ Quality)
Bull flag on a gap day (Gap & Go → Bull Flag)
Flat top at pre-market high resistance
Pattern forming above VWAP with 5x+ volume
Avoid These
Bull flag below VWAP
Flat top in downtrending stock
Low volume patterns
Patterns late in the day (after 2pm)
Daily Routine
Pre-Market (7-9am)
Build watchlist of gappers (5%+, high volume)
Apply indicator to top 3-5 candidates
Note pre-market levels
Market Open (9:30-10:30am)
Watch for "FORMING" status on watchlist
Prepare entries as patterns develop
Execute on breakout signals
Manage trades according to plan
Midday (10:30am-2pm)
Look for second-wave patterns
Be more selective (less momentum)
Consider tighter stops
Close (2-4pm)
Generally avoid new patterns
Manage existing positions
Review day's trades
Trend Mastery:The Calzolaio Way🌕 Find the God Candle. Capture the gains. Create passive income.
Fellow F.I.R.E. Decibels, disciples of the Calzolaio Way—welcome to the sacred toolkit. This indicator, "SulLaLuna 💵 Trend Mastery:The Calzolaio Way🚀," is forged from the elite SulLaLuna stack, drawing wisdom from Market Wizards like Michael Marcus (who turned $30k into $80M through disciplined trend riding) and Oliver Velez's pristine strategies for profiting on every trade. It's not just lines on a chart—it's your architectural blueprint for financial sovereignty, where data meets divine timing to build the cathedral of Project Calzolaio.
We trade math, not emotion. We honor timeframes. Confluence is King. This indicator deploys the Zero-Lag SMA (ZLSMA), Hull-based M2 (global money supply as a macro trend oracle), ATR-smart stops, and multi-TF alignments to ritualize God Candle setups. Backtested across asset classes, it's modular for your playbooks—small risks, compounding gains, passive income streams.
Why This Indicator is Awesome: The Divine Confluence Engine
In the spirit of "Use Only the Best," this tool synthesizes proven SulLaLuna indicators like ZLSMA, Adaptive Trend Finder, and Momentum HUD with Velez's lessons on trend reversals, support/resistance, and psychology of fear. Here's why it reigns supreme:
1. Global M2 Hull: Macro Trend Oracle
Scaled M2 (summed from major economies like US, EU, JP) via Hull MA captures the "big picture" (Velez Ch. 2). It flips colors as S/R—green for support (bullish bounce zones), red for resistance (bearish ceilings), orange neutral. Like Marcus spotting commodity booms, it signals when liquidity sweeps ignite God Candles. Extend it for future price projections, honoring "How a Trend Ends" (Velez Ch. 5).
2. ZLSMA + ATR Smart Stops: Surgical Precision
Zero-Lag SMA (faster than standard MAs) crosses M2 for entries, with ATR bands for initial stops (2x mult) and trails (1x mult). This embodies "Trade Small. Lose Smaller."—risk ≤1-2% per trade, pre-planned exits. Flip markers (↑/↓) alert divine timing, filtering noise like Velez's "First Pullback" setups.
3. HTF & Multi-TF Dashboard: Timeframe Alignments are Sacred
Show HTF M2 (e.g., Daily) with custom styles/colors. Multi-TF lines (4H, D, W, M) dash across your chart, labeled right-edge with 🚀 (bull) or 🛸 (bear). A confluence table (top-right) scores alignments: Strong Bull (≥3 green), Strong Bear, or Mixed. This is "Confluence is King"—no single signal rules; seek 4+ star scores like Rogers buying value in hysteria.
4. Background & Ribbon: Visual Divine Guidance
Slope-based bgcolor (green bull, red bear) for at-a-glance bias. M2 Ribbon (EMA cloud) flips triangles for macro shifts, ritualizing climactic reversals (Velez Ch. 7).
5. Composite Probability: High-Prob God Candle Hunter
Scores (0-100%) blend 8 factors: price/ZLSMA vs M2, TF slopes, ribbon. Threshold (70%) + pivot zone (near M2/ATR) + optional cross filters for HP signals. Labels show "%" dynamically—alerts fire when confluence ≥4, echoing Schwartz's champion edge: "Everybody Gets What They Want" (Seykota wisdom).
6. Alerts & Rituals Built-In
M2 flips, entries/exits, HP longs/shorts—log them in your journal. Weekly reviews dissect anomalies, as per our Operational Framework.
This isn't hype—it's audited excellence. Backtest it: High confluence crushes drawdowns, compounding like Bielfeldt's T-bond mastery from Peoria. We build together; share wins in the F.I.R.E. Decibel forum.
Suggested Strategy: The SulLaLuna M2 Confluence Playbook
Honor the Risk Triad: Position ↓ if leverage/timeframe ↑; scale ↑ only on ≥4 confluence. Align with "God Candle" hunts—rare explosives reverse-engineered for passive streams.
1. Pre-Trade Checklist (Before Every Entry)
- Trend Alignment: D/4H/1H M2 slopes agree? Table shows Strong Bull/Bear?
- Signal on 15m: ZLSMA crosses M2 in confluence zone (near pivot/ATR bands).
- Volume + Divergence**: Supported by volume (use HUD if added); score ≥70%.
- SL/TP Setup: ATR-based stop; TP at structure/2-3R reward (Velez Reward:Risk).
- HTF Agrees: Monthly bull for longs; avoid counter-trend unless climactic (Ch. 7).
Confluence Score: Rate 1-5 stars. <3? Stand aside. Log emotional state—no adrenaline.
2. Execution Protocol
- Entry: On HP Long/Short triangle (e.g., ZLSMA > M2, score 80%+, monthly bull). Use limits; favor longs above M2 support.
- Position Size: ≤1-2% risk. Example: $10k account, 1% risk = $100 SL distance → size accordingly.
- Trail Stops: Move to trail band after 1R profit; let winners run like Kovner's world trades.
- Asset Classes**: Forex/stocks/crypto—test M2's macro edge on EURUSD or NASDAQ (Velez Ch. 6 reviews).
Ritualize: "When we find the God Candele, we don’t just ride it—we ritualize it." Screenshot + reason.
3. Post-Trade Ritual
- Document: Result, confluence score, lessons. Update journal.
- Exits: Hit stop/exit cross? Or trail locks gains.
- Weekly Audit: Wins/losses, anomalies. Adjust params (e.g., M2 length 55 default).
4. Risk Triad in Action
- Low TF (15m)? Smaller size.
- High Leverage? Tiny positions.
- Confluence ≥4 + HTF support? Scale hold for passive compounding.
Example Setup: God Candle Long
- Chart: 15m EURUSD.
- M2 Hull green (support), ZLSMA crossover, 4H/D/W bull (table: Strong Bull).
- HP Long (85% score) near pivot.
- Entry: Limit at cross; SL below ATR lower; TP at next resistance.
- Outcome: Capture 2R gain; trail for more if trend day (Velez Ch. 5).
Community > Ego: Test, share signals in Discord. Backtest in Pine Script for algo evolution.
We are architects of redemption. Each trade bricks the cathedral. Trade the micro, flow with the macro. When alignments converge, we act—with discipline, data, and divine purpose.
Market Energy & Direction DashboardMarket Energy & Direction Dashboard - Daytrading
Overview
A comprehensive real-time market internals dashboard that combines NYSE TICK, NYSE Advance-Decline (ADD) momentum, VIX direction, and relative volume into a single visual traffic light system with intelligent signal synthesis. Designed for active daytraders who need instant confirmation of market direction and energy based on momentum alignment across all major internals.
What It Does
This indicator synthesizes multiple market internals using directional momentum analysis rather than static thresholds to provide clear, actionable signals:
• Traffic Light System: Single glance confirmation of market state
o Bright Green: Maximum bullish - all internals aligned (TICK + ADD rising + VIX falling + volume)
o Bright Red: Maximum bearish - all internals aligned (TICK + ADD falling + VIX rising + volume)
o Yellow: Exhaustion warning - TICK at extremes, potential reversal imminent
o Moderate Colors: Partial alignment - some confirmation but not complete
o Gray: Choppy, neutral, or conflicting signals
• Real-Time Dashboard displays:
o Current TICK value with exhaustion warnings
o Current ADD with directional momentum indicator (↑ rising = breadth improving, ↓ falling = breadth deteriorating, ± compression)
o VIX level with directional indicator (↓ declining = bullish, ↑ rising = bearish, ± compression = neutral)
o Relative volume (current vs 20-period average)
o Composite status message synthesizing all data into clear directional summary
Key Features
✓ Momentum-based analysis - all indicators show direction/change, not just levels ✓ Intelligent signal hierarchy from "Maximum" to "Moderate" based on internal alignment ✓ ADD directional momentum - catches breadth shifts early, works in all market conditions ✓ VIX directional analysis - shows if fear is increasing, decreasing, or stagnant ✓ Color-coded traffic light for instant decision making ✓ Detects TICK/ADD divergences (conflicting signals = caution) ✓ Exhaustion warnings at extreme TICK levels (±1000+) ✓ Composite status messages - "Maximum Bull", "Strong Bull", "Moderate Bull", etc. ✓ Customizable thresholds for all parameters ✓ Moveable dashboard (9 position options) ✓ Built-in alerts for all signal strengths, exhaustion, and divergences
How To Use
Setup:
1. Add indicator to your main trading chart (SPY, ES, NQ, etc.)
2. Default settings work well for most traders, but you can customize:
o TICK Extreme Level (default 1000)
o ADD Compression Threshold (default 100 - detects when breadth is stagnant)
o VIX Elevated Level (default 20)
o VIX Compression Threshold (default 2% - detects low volatility)
o Volume Threshold (default 1.5x average)
3. Position dashboard wherever convenient on your chart
Reading The Signals:
Signal Hierarchy (Strongest to Weakest):
MAXIMUM SIGNALS ⭐ (Brightest colors - All 4 internals aligned)
• "✓ MAXIMUM BULL": TICK bullish + ADD rising (↑) + VIX falling (↓) + Volume elevated
o This is the holy grail setup - all momentum aligned, highest conviction longs
• "✓ MAXIMUM BEAR": TICK bearish + ADD falling (↓) + VIX rising (↑) + Volume elevated
o Perfect storm bearish - all momentum aligned, highest conviction shorts
STRONG SIGNALS (Bright colors - Core internals aligned)
• "✓ STRONG BULL": TICK bullish + ADD rising (↑)
o Strong confirmation even without VIX/volume - breadth supporting the move
• "✓ STRONG BEAR": TICK bearish + ADD falling (↓)
o Strong confirmation - both momentum and breadth deteriorating
MODERATE SIGNALS (Faded colors - Partial confirmation)
• "MODERATE BULL": TICK bullish but ADD not confirming direction
o Proceed with caution - momentum present but breadth questionable
• "MODERATE BEAR": TICK bearish but ADD not confirming direction
o Proceed with caution - selling but breadth not fully participating
WARNING SIGNALS
• "⚠ EXHAUSTION" (Yellow): TICK at ±1000+ extremes
o Potential reversal zone - prepare to fade or take profits
o Often marks blow-off tops or capitulation bottoms
NEUTRAL/AVOID
• "CHOPPY/NEUTRAL" (Gray): Conflicting signals or low conviction
o Stay out or reduce size significantly
Individual Indicator Interpretation:
TICK:
• Green: Bullish momentum (>+300)
• Red: Bearish momentum (<-300)
• Yellow: Exhaustion (±1000+)
• Gray: Neutral
ADD (Advance-Decline):
• Green (↑): Breadth improving - more stocks participating in the move
• Red (↓): Breadth deteriorating - fewer stocks participating
• Gray (±): Breadth stagnant - no clear participation trend
VIX:
• Green (↓): Fear declining - healthy environment for rallies
• Red (↑): Fear rising - risk-off mode, supports downward moves
• Gray (±): Volatility compression - often precedes explosive moves
Volume:
• Green: High conviction (>1.5x average)
• Gray: Low conviction
Trading Strategy:
1. Wait for "MAXIMUM" or "STRONG" signals for highest probability entries
o Maximum signals = go full size with confidence
o Strong signals = good conviction, normal position sizing
2. Confirm directional alignment:
o For longs: Want ADD ↑ (rising) and VIX ↓ (falling)
o For shorts: Want ADD ↓ (falling) and VIX ↑ (rising)
3. Use exhaustion warnings (yellow) to:
o Take profits on existing positions
o Prepare counter-trend entries
o Tighten stops
4. Avoid "MODERATE" signals unless you have strong conviction from other analysis
o These work best as confirmation for existing setups
o Not strong enough to initiate new positions alone
5. Never trade "CHOPPY/NEUTRAL" signals
o Gray means stay out - preserve capital
o Wait for clear alignment
6. Watch for divergences:
o Price making new highs but ADD ↓ (falling) = distribution warning
o Price making new lows but ADD ↑ (rising) = potential bottom
o Divergence alert will notify you
Best Practices:
• Use on 1-5 minute charts for daytrading
• Combine with your price action or technical setup (support/resistance, trendlines, patterns)
• The dashboard confirms when to take your setup, not what setup to take
• Most effective during regular market hours (9:30 AM - 4:00 PM ET) when volume is present
• The strongest edge comes from "MAXIMUM" signals - wait for these for best risk/reward
• Pay special attention to ADD direction - it's the most predictive breadth indicator
• VIX compression (gray ±) often signals upcoming volatility expansion - prepare for bigger moves
Customization Option
All thresholds are adjustable in settings:
• TICK Extreme: Higher = fewer exhaustion warnings (try 1200-1500 for less sensitivity)
• ADD Compression Threshold: Change detection sensitivity
o Default 100 = balanced
o Lower (50) = more sensitive to small breadth changes
o Higher (200-300) = only shows major breadth shifts
• VIX Elevated: Adjust for current volatility regime (15-25 typical range)
• VIX Compression Threshold:
o Default 2% = balanced
o Lower (0.5-1%) = catches subtle VIX changes
o Higher (3-5%) = only shows significant VIX moves
• Volume Threshold: Lower for quieter stocks/times, higher for more confirmation
Alerts Available
• Maximum Bullish: All 4 internals aligned bullish (TICK + ADD↑ + VIX↓ + Volume)
• Maximum Bearish: All 4 internals aligned bearish (TICK + ADD↓ + VIX↑ + Volume)
• Strong Bullish: TICK bullish + ADD rising
• Strong Bearish: TICK bearish + ADD falling
• Exhaustion Warning: TICK at extreme levels
• Divergence Warning: TICK and ADD directions conflicting
Understanding the Signal Synthesis
The indicator uses intelligent logic to combine all internals:
"MAXIMUM" Signals require:
• TICK direction (bullish/bearish)
• ADD momentum (rising/falling) in same direction
• VIX direction (falling for bulls, rising for bears)
• Volume elevated (>1.5x average)
"STRONG" Signals require:
• TICK direction (bullish/bearish)
• ADD momentum (rising/falling) in same direction
• (VIX and volume are bonuses but not required)
"MODERATE" Signals:
• TICK showing direction
• But ADD not confirming or contradicting
• Weakest actionable signal
This hierarchy ensures you know exactly how much conviction the market has behind any move.
Technical Details
• Pulls real-time data from NYSE TICK (USI:TICK), NYSE ADD (USI:ADD), and CBOE VIX
• ADD direction calculated using bar-to-bar change with compression detection
• VIX direction calculated using bar-to-bar percentage change
• Volume calculation uses 20-period simple moving average
• Dashboard updates every bar
• No repainting - all calculations based on closed bar data
Who This Is For
• Active daytraders of stocks, futures (ES/NQ), and options
• Scalpers needing quick directional confirmation with multiple internal alignment
• Swing traders looking to time intraday entries with maximum confluence
• Volatility traders who monitor VIX behavior
• Market makers and professionals who trade based on breadth and internals
• Anyone who monitors market internals but wants intelligent synthesis vs raw data
Tips For Success
Trading Philosophy:
• Quality over quantity - wait for "MAXIMUM" signals for best results
• One "MAXIMUM" signal trade is worth five "MODERATE" signal trades
• Gray/neutral is not a sign of missing opportunity - it's protecting your capital
Signal Confidence Levels:
1. MAXIMUM (95%+ confidence) - Trade these aggressively with full size
2. STRONG (80-85% confidence) - Trade these with normal position sizing
3. MODERATE (60-70% confidence) - Only if confirmed by strong technical setup
4. CHOPPY/NEUTRAL - Do not trade, wait for clarity
Advanced Techniques:
• Breadth divergences: Watch for price making new highs while ADD shows ↓ (falling) = major warning
• VIX/Price divergences: Rallies with rising VIX (↑) are usually false moves
• Volume confirmation: "MAXIMUM" signals with 2x+ volume are the absolute best
• Compression zones: When both ADD and VIX show compression (±), expect explosive breakout soon
• Sequential signals: Back-to-back "MAXIMUM" signals in same direction = strong trending day
Common Patterns:
• Opening surge with "MAXIMUM BULL" that shifts to "EXHAUSTION" (yellow) = fade the high
• Selloff with "MAXIMUM BEAR" followed by ADD ↑ (rising) divergence = potential reversal
• Choppy morning followed by "MAXIMUM" signal afternoon = best trending opportunity
Example Scenarios
Perfect Bull Entry:
• Bright green signal box
• TICK: +650
• ADD: +1200 (↑)
• VIX: 18.30 (↓)
• Volume: 2.3x
• Status: "✓ MAXIMUM BULL" → ALL SYSTEMS GO - Take aggressive long positions
Strong Bull (Good Confidence):
• Green signal box (slightly less bright)
• TICK: +500
• ADD: +800 (↑)
• VIX: 19.50 (±)
• Volume: 1.2x
• Status: "✓ STRONG BULL" → Good long setup - breadth confirming even without VIX/volume
Caution Bull (Moderate):
• Faded green signal box
• TICK: +400
• ADD: +900 (↓)
• VIX: 20.10 (↑)
• Volume: 0.9x
• Status: "MODERATE BULL" → CAUTION - TICK bullish but breadth deteriorating and VIX rising = weak rally
Exhaustion Warning:
• Yellow signal box
• TICK: +1350 ⚠
• ADD: +2100 (↑)
• VIX: 17.20 (↓)
• Volume: 1.8x
• Status: "⚠ EXHAUSTION" → Take profits or prepare to fade - TICK overextended despite good internals
Divergence Setup (Potential Reversal):
• Faded green signal
• TICK: +300
• ADD: +1800 (↓)
• VIX: 21.50 (↑)
• Volume: 1.6x
• Status: "MODERATE BULL" → WARNING - Price rallying but breadth collapsing and fear rising = distribution
Perfect Bear Entry:
• Bright red signal box
• TICK: -780
• ADD: -1600 (↓)
• VIX: 24.80 (↑)
• Volume: 2.5x
• Status: "✓ MAXIMUM BEAR" → Perfect short setup - all momentum bearish with conviction
Compression (Wait Mode):
• Gray signal box
• TICK: +50
• ADD: -200 (±)
• VIX: 16.40 (±)
• Volume: 0.7x
• Status: "CHOPPY/NEUTRAL" → STAY OUT - Volatility compression, no conviction, await breakout
Performance Optimization
Best Market Conditions:
• Works excellent in trending markets (up or down)
• Particularly powerful during high-volume sessions (first/last hours)
• "MAXIMUM" signals most reliable during 9:45-11:00 AM and 2:00-3:30 PM ET
Less Effective During:
• Lunch period (11:30 AM - 1:30 PM) - lower volume reduces signal quality
• Low-volatility environments - compression signals dominate
• Major news events in first 5 minutes - wait for internals to stabilize
Recommended Use Cases:
• Scalping: Trade only "MAXIMUM" signals for quick 5-15 minute moves
• Daytrading: Use "MAXIMUM" and "STRONG" signals for position entries
• Swing entries: Use "MAXIMUM" signals for optimal intraday entry timing
• Exit timing: Use "EXHAUSTION" (yellow) warnings to take profits
________________________________________
Pro Tip: Create a dedicated workspace with this indicator on SPY/ES/NQ charts. Set alerts for "MAXIMUM BULL", "MAXIMUM BEAR", and "EXHAUSTION" signals. Most professional traders only trade the "MAXIMUM" setups and ignore everything else - this alone can dramatically improve win rates.
EMA Trend Pro [Hedging & Fixed Risk]
This strategy is a comprehensive trend-following system designed to capture significant market movements while strictly managing risk. It combines multiple Exponential Moving Averages (EMAs) for trend identification, ADX for trend strength filtering, and Volume confirmation to reduce false signals.
Key Features:
Hedging Mode Compatible: The script is designed to handle Long and Short positions independently. This is ideal for markets where trends can reverse quickly or for traders who prefer hedging logic (requires hedging=true in strategy settings).
Professional Risk Management: Unlike standard strategies that use fixed contract sizes, this script calculates Position Size based on Risk. You can define a fixed risk per trade (e.g., 1% of equity or $100 fixed risk). The script automatically adjusts the lot size based on the Stop Loss distance (ATR).
Multi-Stage Take Profit: The strategy scales out positions at 3 different levels (TP1, TP2, TP3) to lock in profits while letting the remaining position ride the trend.
Strategy Logic:
Trend Identification:
Long Entry: EMA 7 > EMA 14 > EMA 21 > EMA 144 (Bullish Alignment).
Short Entry: EMA 7 < EMA 14 < EMA 21 < EMA 144 (Bearish Alignment).
Filters:
ADX Filter: Entries are only taken if ADX (14) > Threshold (default 20) to ensure the market is trending, avoiding chopping ranging markets.
Volume Filter: Current volume must exceed the 20-period SMA volume by 10% to confirm momentum.
Exits & Trade Management:
Stop Loss: Dynamic SL based on ATR (e.g., 1.8x ATR).
Breakeven: Once TP1 is hit, the Stop Loss is automatically moved to Breakeven to protect capital.
Take Profits:
TP1: 1x Risk Distance (30% pos)
TP2: 2x Risk Distance (50% pos)
TP3: 3x Risk Distance (Remaining pos)
Settings Guide:
Risk Type: Choose between "Percent" (of equity) or "Fixed Amount" (USD).
Risk Value: Input your desired risk (e.g., 1.0 for 1% risk).
Fee %: Set your exchange's Taker fee (e.g., 0.05 or 0.06) for accurate backtesting.
ADX Threshold: Adjust to filter out noise (Higher = Stricter trend requirement).
Disclaimer: This script is for educational and backtesting purposes only. Past performance does not guarantee future results. Please use proper risk management.
(CRT) MTF Candle Range Theory Model# 🚀 **CASH Pro MTF – Candle Range Theory (CRT) Indicator**
**The Smart Money ICT Setup Detector** 🔥
Hey Traders!
Here is the **ultimate Pine Script indicator** that automatically detects one of the most powerful Smart Money / ICT setups: **Candle Range Theory (CRT)**
---
### What is Candle Range Theory – CRT?
**CRT** is a high-probability price action model based on **liquidity grabs** and **range expansion**.
Price loves to:
1️⃣ Raid the low/high of the previous candle (take stop-losses)
2️⃣ Then reverse and run to the opposite side of the range (or beyond)
When this happens near a **key higher-timeframe level**, magic happens!
### Bullish CRT Model
- Price touches a **strong HTF support**
- Previous candle closes near that support
- Next candle **sweeps the low** (grabs liquidity)
- Current candle **closes above the raided low AND breaks the high** of the sweep candle
**Result → Aggressive bullish move expected!**
**Entry:** On close above the high (or on retest + MSS)
**Stop Loss:** Below the swept low
**Take Profit:** CRT High or next liquidity pool
### Bearish CRT Model
- Price touches a **strong HTF resistance**
- Previous candle closes near resistance
- Next candle **sweeps the high** (grabs buy stops)
- Current candle **closes below the raided high AND breaks the low** of the sweep candle
**Result → Strong bearish expansion!**
**Entry:** On close below the low
**Stop Loss:** Above the swept high
**Take Profit:** CRT Low or next downside liquidity
This whole setup can form in **just 3 candles**… or sometimes more if price consolidates after the sweep.
---
### Why This Indicator is Special
This is **NOT** a simple 3-candle pattern scanner!
This is a **true CRT + MTF confluence beast** with:
- **Multi-Timeframe Confirmation** (default 4H – fully customizable)
- **Built-in RSI Filter** (avoid fake moves in overbought/oversold)
- **Day-2 High/Low Levels** automatically drawn (the exact CRT range!)
- **Clean “LONG” / “SHORT” labels** right on the candle (no ugly arrows or offset)
- **Background highlight** on signal
- **Fully grouped inputs** – super clean settings panel
---
### Features at a Glance
| Feature | Included |
|--------------------------------|----------|
| Higher Timeframe Confirmation | Yes |
| RSI Overbought/Oversold Filter | Yes |
| Day-2 High/Low Lines + Labels | Yes |
| Clean Text Signals (no offset) | Yes |
| Background Highlight | Yes |
| Fully Customizable Colors & Text| Yes |
| Works on All Markets & TFs | Yes |
---
### How to Use
1. Add the indicator to your chart
2. Wait for a **LONG** or **SHORT** label to appear
3. Confirm price is near a **key HTF level** (order block, FVG, etc.)
4. Enter on close or retest (your choice)
5. Manage risk with the drawn Day-2 levels
**Pro Tip:** Combine with ICT Market Structure Shift (MSS) or Fair Value Gaps for even higher accuracy!
Universal Scalper Indicator [Crypto/Forex/Gold]Universal Scalper Pro is an all-in-one scalping system designed for the 15-Minute Timeframe. It automates the analysis of trend, volatility, and risk management into a single, high-contrast dashboard.
Unlike standard crossover indicators, this system filters out low-volatility "noise" using a built-in ADX engine and automatically calculates dynamic Stop Loss and Take Profit levels based on market volatility (ATR).
It is engineered to work universally on:
Crypto (BTC, ETH, SOL, Altcoins)
Commodities (Gold, Silver, Oil)
Forex (Major & Minor Pairs)
Stocks (High volume tech stocks like NVDA, TSLA)
📈 How It Works (The Strategy)
1. The Trend Engine (9/21 EMA) The core logic utilizes a Fast (9) and Slow (21) Exponential Moving Average crossover.
Bullish Signal: The 9 EMA crosses above the 21 EMA.
Bearish Signal: The 9 EMA crosses below the 21 EMA. This specific combination is chosen for its responsiveness to 15-minute intraday trends.
2. The Noise Filter (ADX > 15) To prevent "whipsaws" (fake signals during sideways markets), the script includes a Volatility Filter based on the Average Directional Index (ADX).
Signals are rejected if the ADX is below 15.
This ensures you only receive alerts when there is sufficient momentum to sustain a move.
3. Dynamic Risk Management (ATR) The script uses the Average True Range (ATR) to calculate Stop Loss and Take Profit levels that adapt to the specific asset's volatility.
Stop Loss: Placed at 1.5x ATR from the entry. (Tight enough to preserve capital, wide enough to survive standard market noise).
Take Profit: Placed at 2.0x ATR from the entry. (Provides a healthy 1:1.3 Risk/Reward ratio).
🚀 Key Features
Universal Dashboard: A bottom-right panel displays the live Trend Status, Entry Price, Stop Loss, and Take Profit. It automatically formats decimals for any asset (e.g., 2 decimals for Gold, 5 for Forex, 8 for Crypto).
"Sticky" Memory: The dashboard retains the prices of the last valid signal, allowing you to manage your trade even after the signal candle closes.
Trend Cloud: A visual Green/Red zone between the EMAs helps you instantly identify the market bias.
Unified Alerts: A single alert setup ("Any alert() function call") sends the Asset Name, Entry, SL, and TP directly to your phone.
🛠️ How to Use
Timeframe: Set your chart to 15 Minutes (15m).
Wait for the Signal: Look for the "BUY" (Green) or "SELL" (Red) label on the chart.
Check the Dashboard: Ensure the "STATUS" is BULLISH (for buys) or BEARISH (for sells). If the status says "WAIT", do not trade.
Execute: Enter the trade using the exact Stop Loss and Take Profit levels shown on the dashboard.
⚠️ Risk Disclaimer
Trading financial markets involves high risk and may not be suitable for all investors. This indicator is a technical analysis tool and does not constitute financial advice. Past performance is not indicative of future results. Always practice with a demo account before trading real capital.
Bifurcation Zone - CAEBifurcation Zone — Cognitive Adversarial Engine (BZ-CAE)
Bifurcation Zone — CAE (BZ-CAE) is a next-generation divergence detection system enhanced by a Cognitive Adversarial Engine that evaluates both sides of every potential trade before presenting signals. Unlike traditional divergence indicators that show every price-oscillator disagreement regardless of context, BZ-CAE applies comprehensive market-state intelligence to identify only the divergences that occur in favorable conditions with genuine probability edges.
The system identifies structural bifurcation points — critical junctures where price and momentum disagree, signaling potential reversals or continuations — then validates these opportunities through five interconnected intelligence layers: Trend Conviction Scoring , Directional Momentum Alignment , Multi-Factor Exhaustion Modeling , Adversarial Validation , and Confidence Scoring . The result is a selective, context-aware signal system that filters noise and highlights high-probability setups.
This is not a "buy the arrow" indicator. It's a decision support framework that teaches you how to read market state, evaluate divergence quality, and make informed trading decisions based on quantified intelligence rather than hope.
What Sets BZ-CAE Apart: Technical Architecture
The Problem With Traditional Divergence Indicators
Most divergence indicators operate on a simple rule: if price makes a higher high and RSI makes a lower high, show a bearish signal. If price makes a lower low and RSI makes a higher low, show a bullish signal. This creates several critical problems:
Context Blindness : They show counter-trend signals in powerful trends that rarely reverse, leading to repeated losses as you fade momentum.
Signal Spam : Every minor price-oscillator disagreement generates an alert, overwhelming you with low-quality setups and creating analysis paralysis.
No Quality Ranking : All signals are treated identically. A marginal divergence in choppy conditions receives the same visual treatment as a high-conviction setup at a major exhaustion point.
Single-Sided Evaluation : They ask "Is this a good long?" without checking if the short case is overwhelmingly stronger, leading you into obvious bad trades.
Static Configuration : You manually choose RSI 14 or Stochastic 14 and hope it works, with no systematic way to validate if that's optimal for your instrument.
BZ-CAE's Solution: Cognitive Adversarial Intelligence
BZ-CAE solves these problems through an integrated five-layer intelligence architecture:
1. Trend Conviction Score (TCS) — 0 to 1 Scale
Most indicators check if ADX is above 25 to determine "trending" conditions. This binary approach misses nuance. TCS is a weighted composite metric:
Formula : 0.35 × normalize(ADX, 10, 35) + 0.35 × structural_strength + 0.30 × htf_alignment
Structural Strength : 10-bar SMA of consecutive directional bars. Captures persistence — are bulls or bears consistently winning?
HTF Alignment : Multi-timeframe EMA stacking (20/50/100/200). When all EMAs align in the same direction, you're in institutional trend territory.
Purpose : Quantifies how "locked in" the trend is. When TCS exceeds your threshold (default 0.80), the system knows to avoid counter-trend trades unless other factors override.
Interpretation :
TCS > 0.85: Very strong trend — counter-trading is extremely high risk
TCS 0.70-0.85: Strong trend — favor continuation, require exhaustion for reversals
TCS 0.50-0.70: Moderate trend — context matters, both directions viable
TCS < 0.50: Weak/choppy — reversals more viable, range-bound conditions
2. Directional Momentum Alignment (DMA) — ATR-Normalized
Formula : (EMA21 - EMA55) / ATR14
This isn't just "price above EMA" — it's a regime-aware momentum gauge. The same $100 price movement reads completely differently in high-volatility crypto versus low-volatility forex. By normalizing with ATR, DMA adapts its interpretation to current market conditions.
Purpose : Quantifies the directional "force" behind current price action. Positive = bullish push, negative = bearish push. Magnitude = strength.
Interpretation :
DMA > 0.7: Strong bullish momentum — bearish divergences risky
DMA 0.3 to 0.7: Moderate bullish bias
DMA -0.3 to 0.3: Balanced/choppy conditions
DMA -0.7 to -0.3: Moderate bearish bias
DMA < -0.7: Strong bearish momentum — bullish divergences risky
3. Multi-Factor Exhaustion Modeling — 0 to 1 Probability
Single-metric exhaustion detection (like "RSI > 80") misses complex market states. BZ-CAE aggregates five independent exhaustion signals:
Volume Spikes : Current volume versus 50-bar average
2.5x average: 0.25 weight
2.0x average: 0.15 weight
1.5x average: 0.10 weight
Divergence Present : The fact that a divergence exists contributes 0.30 weight — structural momentum disagreement is itself an exhaustion signal.
RSI Extremes : Captures oscillator climax zones
RSI > 80 or < 20: 0.25 weight
RSI > 75 or < 25: 0.15 weight
Pin Bar Detection : Identifies rejection candles (2:1 wick-to-body ratio, indicating failed breakout attempts): 0.15 weight
Extended Runs : Consecutive bars above/below EMA20 without pullback
30+ bars: 0.15 weight (market hasn't paused to consolidate)
Total exhaustion score is the sum of all applicable weights, capped at 1.0.
Purpose : Detects when strong trends become vulnerable to reversal. High exhaustion can override trend filters, allowing counter-trend trades at genuine turning points that basic indicators would miss.
Interpretation :
Exhaustion > 0.75: High probability of climax — yellow background shading alerts you visually
Exhaustion 0.50-0.75: Moderate overextension — watch for confirmation
Exhaustion < 0.50: Fresh move — trend can continue, counter-trend trades higher risk
4. Adversarial Validation — Game Theory Applied to Trading
This is BZ-CAE's signature innovation. Before approving any signal, the engine quantifies BOTH sides of the trade simultaneously:
For Bullish Divergences , it calculates:
Bull Case Score (0-1+) :
Distance below EMA20 (pullback quality): up to 0.25
Bullish EMA alignment (close > EMA20 > EMA50): 0.25
Oversold RSI (< 40): 0.25
Volume confirmation (> 1.2x average): 0.25
Bear Case Score (0-1+) :
Price below EMA50 (structural weakness): 0.30
Very oversold RSI (< 30, indicating knife-catching): 0.20
Differential = Bull Case - Bear Case
If differential < -0.10 (default threshold), the bear case is dominating — signal is BLOCKED or ANNOTATED.
For Bearish Divergences , the logic inverts (Bear Case vs Bull Case).
Purpose : Prevents trades where you're fighting obvious strength in the opposite direction. This is institutional-grade risk management — don't just evaluate your trade, evaluate the counter-trade simultaneously.
Why This Matters : You might see a bullish divergence at a local low, but if price is deeply below major support EMAs with strong bearish momentum, you're catching a falling knife. The adversarial check catches this and blocks the signal.
5. Confidence Scoring — 0 to 1 Quality Assessment
Every signal that passes initial filters receives a comprehensive quality score:
Formula :
0.30 × normalize(TCS) // Trend context
+ 0.25 × normalize(|DMA|) // Momentum magnitude
+ 0.20 × pullback_quality // Entry distance from EMA20
+ 0.15 × state_quality // ADX + alignment + structure
+ 0.10 × divergence_strength // Slope separation magnitude
+ adversarial_bonus (0-0.30) // Your side's advantage
Purpose : Ranks setup quality for filtering and position sizing decisions. You can set a minimum confidence threshold (default 0.35) to ensure only quality setups reach your chart.
Interpretation :
Confidence > 0.70: Premium setup — consider increased position size
Confidence 0.50-0.70: Good quality — standard size
Confidence 0.35-0.50: Acceptable — reduced size or skip if conservative
Confidence < 0.35: Marginal — blocked in Filtering mode, annotated in Advisory mode
CAE Operating Modes: Learning vs Enforcement
Off : Disables all CAE logic. Raw divergence pipeline only. Use for baseline comparison.
Advisory : Shows ALL signals regardless of CAE evaluation, but annotates signals that WOULD be blocked with specific warnings (e.g., "Bull: strong downtrend (TCS=0.87)" or "Adversarial bearish"). This is your learning mode — see CAE's decision logic in action without missing educational opportunities.
Filtering : Actively blocks low-quality signals. Only setups that pass all enabled gates (Trend Filter, Adversarial Validation, Confidence Gating) reach your chart. This is your live trading mode — trust the system to enforce discipline.
CAE Filter Gates: Three-Layer Protection
When CAE is enabled, signals must pass through three independent gates (each can be toggled on/off):
Gate 1: Strong Trend Filter
If TCS ≥ tcs_threshold (default 0.80)
And signal is counter-trend (bullish in downtrend or bearish in uptrend)
And exhaustion < exhaustion_required (default 0.50)
Then: BLOCK signal
Logic: Don't fade strong trends unless the move is clearly overextended
Gate 2: Adversarial Validation
Calculate both bull case and bear case scores
If opposing case dominates by more than adv_threshold (default 0.10)
Then: BLOCK signal
Logic: Avoid trades where you're fighting obvious strength in the opposite direction
Gate 3: Confidence Gating
Calculate composite confidence score (0-1)
If confidence < min_confidence (default 0.35)
Then: In Filtering mode, BLOCK signal; in Advisory mode, ANNOTATE with warning
Logic: Only take setups with minimum quality threshold
All three gates work together. A signal must pass ALL enabled gates to fire.
Visual Intelligence System
Bifurcation Zones (Supply/Demand Blocks)
When a divergence signal fires, BZ-CAE draws a semi-transparent box extending 15 bars forward from the signal pivot:
Demand Zones (Bullish) : Theme-colored box (cyan in Cyberpunk, blue in Professional, etc.) labeled "Demand" — marks where smart money likely placed buy orders as price diverged at the low.
Supply Zones (Bearish) : Theme-colored box (magenta in Cyberpunk, orange in Professional) labeled "Supply" — marks where smart money likely placed sell orders as price diverged at the high.
Theory : Divergences represent institutional disagreement with the crowd. The crowd pushed price to an extreme (new high or low), but momentum (oscillator) is waning, indicating smart money is taking the opposite side. These zones mark order placement areas that become future support/resistance.
Use Cases :
Exit targets: Take profit when price returns to opposite-side zone
Re-entry levels: If price returns to your entry zone, consider adding
Stop placement: Place stops just beyond your zone (below demand, above supply)
Auto-Cleanup : System keeps the last 20 zones to prevent chart clutter.
Adversarial Bar Coloring — Real-Time Market Debate Heatmap
Each bar is colored based on the Bull Case vs Bear Case differential:
Strong Bull Advantage (diff > 0.3): Full theme bull color (e.g., cyan)
Moderate Bull Advantage (diff > 0.1): 50% transparency bull
Neutral (diff -0.1 to 0.1): Gray/neutral theme
Moderate Bear Advantage (diff < -0.1): 50% transparency bear
Strong Bear Advantage (diff < -0.3): Full theme bear color (e.g., magenta)
This creates a real-time visual heatmap showing which side is "winning" the market debate. When bars flip from cyan to magenta (or vice versa), you're witnessing a shift in adversarial advantage — a leading indicator of potential momentum changes.
Exhaustion Shading
When exhaustion score exceeds 0.75, the chart background displays a semi-transparent yellow highlight. This immediate visual warning alerts you that the current move is at high risk of reversal, even if trend indicators remain strong.
Visual Themes — Six Aesthetic Options
Cyberpunk : Cyan/Magenta/Yellow — High contrast, neon aesthetic, excellent for dark-themed trading environments
Professional : Blue/Orange/Green — Corporate color palette, suitable for presentations and professional documentation
Ocean : Teal/Red/Cyan — Aquatic palette, calming for extended monitoring sessions
Fire : Orange/Red/Coral — Warm aggressive colors, high energy
Matrix : Green/Red/Lime — Code aesthetic, homage to classic hacker visuals
Monochrome : White/Gray — Minimal distraction, maximum focus on price action
All visual elements (signal markers, zones, bar colors, dashboard) adapt to your selected theme.
Divergence Engine — Core Detection System
What Are Divergences?
Divergences occur when price action and momentum indicators disagree, creating structural tension that often resolves in a change of direction:
Regular Divergence (Reversal Signal) :
Bearish Regular : Price makes higher high, oscillator makes lower high → Potential trend reversal down
Bullish Regular : Price makes lower low, oscillator makes higher low → Potential trend reversal up
Hidden Divergence (Continuation Signal) :
Bearish Hidden : Price makes lower high, oscillator makes higher high → Downtrend continuation
Bullish Hidden : Price makes higher low, oscillator makes lower low → Uptrend continuation
Both types can be enabled/disabled independently in settings.
Pivot Detection Methods
BZ-CAE uses symmetric pivot detection with separate lookback and lookforward periods (default 5/5):
Pivot High : Bar where high > all highs within lookback range AND high > all highs within lookforward range
Pivot Low : Bar where low < all lows within lookback range AND low < all lows within lookforward range
This ensures structural validity — the pivot must be a clear local extreme, not just a minor wiggle.
Divergence Validation Requirements
For a divergence to be confirmed, it must satisfy:
Slope Disagreement : Price slope and oscillator slope must move in opposite directions (for regular divs) or same direction with inverted highs/lows (for hidden divs)
Minimum Slope Change : |osc_slope| > min_slope_change / 100 (default 1.0) — filters weak, marginal divergences
Maximum Lookback Range : Pivots must be within max_lookback bars (default 60) — prevents ancient, irrelevant divergences
ATR-Normalized Strength : Divergence strength = min(|price_slope| × |osc_slope| × 10, 1.0) — quantifies the magnitude of disagreement in volatility context
Regular divergences receive 1.0× weight; hidden divergences receive 0.8× weight (slightly less reliable historically).
Oscillator Options — Five Professional Indicators
RSI (Relative Strength Index) : Classic overbought/oversold momentum indicator. Best for: General purpose divergence detection across all instruments.
Stochastic : Range-bound %K momentum comparing close to high-low range. Best for: Mean reversion strategies and range-bound markets.
CCI (Commodity Channel Index) : Measures deviation from statistical mean, auto-normalized to 0-100 scale. Best for: Cyclical instruments and commodities.
MFI (Money Flow Index) : Volume-weighted RSI incorporating money flow. Best for: Volume-driven markets like stocks and crypto.
Williams %R : Inverse stochastic looking back over period, auto-adjusted to 0-100. Best for: Reversal detection at extremes.
Each oscillator has adjustable length (2-200, default 14) and smoothing (1-20, default 1). You also set overbought (50-100, default 70) and oversold (0-50, default 30) thresholds.
Signal Timing Modes — Understanding Repainting
BZ-CAE offers two timing policies with complete transparency about repainting behavior:
Realtime (1-bar, peak-anchored)
How It Works :
Detects peaks 1 bar ago using pattern: high > high AND high > high
Signal prints on the NEXT bar after peak detection (bar_index)
Visual marker anchors to the actual PEAK bar (bar_index - 1, offset -1)
Signal locks in when bar CONFIRMS (closes)
Repainting Behavior :
On the FORMING bar (before close), the peak condition may change as new prices arrive
Once bar CLOSES (barstate.isconfirmed), signal is locked permanently
This is preview/early warning behavior by design
Best For :
Active monitoring and immediate alerts
Learning the system (seeing signals develop in real-time)
Responsive entry if you're watching the chart live
Confirmed (lookforward)
How It Works :
Uses Pine Script's built-in ta.pivothigh() and ta.pivotlow() functions
Requires full pivot validation period (lookback + lookforward bars)
Signal prints pivot_lookforward bars after the actual peak (default 5-bar delay)
Visual marker anchors to the actual peak bar (offset -pivot_lookforward)
No Repainting Behavior
Best For :
Backtesting and historical analysis
Conservative entries requiring full confirmation
Automated trading systems
Swing trading with larger timeframes
Tradeoff :
Delayed entry by pivot_lookforward bars (typically 5 bars)
On a 5-minute chart, this is a 25-minute delay
On a 4-hour chart, this is a 20-hour delay
Recommendation : Use Confirmed for backtesting to verify system performance honestly. Use Realtime for live monitoring only if you're actively watching the chart and understand pre-confirmation repainting behavior.
Signal Spacing System — Anti-Spam Architecture
Even after CAE filtering, raw divergences can cluster. The spacing system enforces separation:
Three Independent Filters
1. Min Bars Between ANY Signals (default 12):
Prevents rapid-fire clustering across both directions
If last signal (bull or bear) was within N bars, block new signal
Ensures breathing room between all setups
2. Min Bars Between SAME-SIDE Signals (default 24, optional enforcement):
Prevents bull-bull or bear-bear spam
Separate tracking for bullish and bearish signal timelines
Toggle enforcement on/off
3. Min ATR Distance From Last Signal (default 0, optional):
Requires price to move N × ATR from last signal location
Ensures meaningful price movement between setups
0 = disabled, 0.5-2.0 = typical range for enabled
All three filters work independently. A signal must pass ALL enabled filters to proceed.
Practical Guidance :
Scalping (1-5m) : Any 6-10, Same-side 12-20, ATR 0-0.5
Day Trading (15m-1H) : Any 12, Same-side 24, ATR 0-1.0
Swing Trading (4H-D) : Any 20-30, Same-side 40-60, ATR 1.0-2.0
Dashboard — Real-Time Control Center
The dashboard (toggleable, four corner positions, three sizes) provides comprehensive system intelligence:
Oscillator Section
Current oscillator type and value
State: OVERBOUGHT / OVERSOLD / NEUTRAL (color-coded)
Length parameter
Cognitive Engine Section
TCS (Trend Conviction Score) :
Current value with emoji state indicator
🔥 = Strong trend (>0.75)
📊 = Moderate trend (0.50-0.75)
〰️ = Weak/choppy (<0.50)
Color: Red if above threshold (trend filter active), yellow if moderate, green if weak
DMA (Directional Momentum Alignment) :
Current value with emoji direction indicator
🐂 = Bullish momentum (>0.5)
⚖️ = Balanced (-0.5 to 0.5)
🐻 = Bearish momentum (<-0.5)
Color: Green if bullish, red if bearish
Exhaustion :
Current value with emoji warning indicator
⚠️ = High exhaustion (>0.75)
🟡 = Moderate (0.50-0.75)
✓ = Low (<0.50)
Color: Red if high, yellow if moderate, green if low
Pullback :
Quality of current distance from EMA20
Values >0.6 are ideal entry zones (not too close, not too far)
Bull Case / Bear Case (if Adversarial enabled):
Current scores for both sides of the market debate
Differential with emoji indicator:
📈 = Bull advantage (>0.2)
➡️ = Balanced (-0.2 to 0.2)
📉 = Bear advantage (<-0.2)
Last Signal Metrics Section (New Feature)
When a signal fires, this section captures and displays:
Signal type (BULL or BEAR)
Bars elapsed since signal
Confidence % at time of signal
TCS value at signal time
DMA value at signal time
Purpose : Provides a historical reference for learning. You can see what the market state looked like when the last signal fired, helping you correlate outcomes with conditions.
Statistics Section
Total Signals : Lifetime count across session
Blocked Signals : Count and percentage (filter effectiveness metric)
Bull Signals : Total bullish divergences
Bear Signals : Total bearish divergences
Purpose : System health monitoring. If blocked % is very high (>60%), filters may be too strict. If very low (<10%), filters may be too loose.
Advisory Annotations
When CAE Mode = Advisory, this section displays warnings for signals that would be blocked in Filtering mode:
Examples:
"Bull spacing: wait 8 bars"
"Bear: strong uptrend (TCS=0.87)"
"Adversarial bearish"
"Low confidence 32%"
Multiple warnings can stack, separated by " | ". This teaches you CAE's decision logic transparently.
How to Use BZ-CAE — Complete Workflow
Phase 1: Initial Setup (First Session)
Apply BZ-CAE to your chart
Select your preferred Visual Theme (Cyberpunk recommended for visibility)
Set Signal Timing to "Confirmed (lookforward)" for learning
Choose your Oscillator Type (RSI recommended for general use, length 14)
Set Overbought/Oversold to 70/30 (standard)
Enable both Regular Divergence and Hidden Divergence
Set Pivot Lookback/Lookforward to 5/5 (balanced structure)
Enable CAE Intelligence
Set CAE Mode to "Advisory" (learning mode)
Enable all three CAE filters: Strong Trend Filter , Adversarial Validation , Confidence Gating
Enable Show Dashboard , position Top Right, size Normal
Enable Draw Bifurcation Zones and Adversarial Bar Coloring
Phase 2: Learning Period (Weeks 1-2)
Goal : Understand how CAE evaluates market state and filters signals.
Activities :
Watch the dashboard during signals :
Note TCS values when counter-trend signals fail — this teaches you the trend strength threshold for your instrument
Observe exhaustion patterns at actual turning points — learn when overextension truly matters
Study adversarial differential at signal times — see when opposing cases dominate
Review blocked signals (orange X-crosses):
In Advisory mode, you see everything — signals that would pass AND signals that would be blocked
Check the advisory annotations to understand why CAE would block
Track outcomes: Were the blocks correct? Did those signals fail?
Use Last Signal Metrics :
After each signal, check the dashboard capture of confidence, TCS, and DMA
Journal these values alongside trade outcomes
Identify patterns: Do confidence >0.70 signals work better? Does your instrument respect TCS >0.85?
Understand your instrument's "personality" :
Trending instruments (indices, major forex) may need TCS threshold 0.85-0.90
Choppy instruments (low-cap stocks, exotic pairs) may work best with TCS 0.70-0.75
High-volatility instruments (crypto) may need wider spacing
Low-volatility instruments may need tighter spacing
Phase 3: Calibration (Weeks 3-4)
Goal : Optimize settings for your specific instrument, timeframe, and style.
Calibration Checklist :
Min Confidence Threshold :
Review confidence distribution in your signal journal
Identify the confidence level below which signals consistently fail
Set min_confidence slightly above that level
Day trading : 0.35-0.45
Swing trading : 0.40-0.55
Scalping : 0.30-0.40
TCS Threshold :
Find the TCS level where counter-trend signals consistently get stopped out
Set tcs_threshold at or slightly below that level
Trending instruments : 0.85-0.90
Mixed instruments : 0.80-0.85
Choppy instruments : 0.75-0.80
Exhaustion Override Level :
Identify exhaustion readings that marked genuine reversals
Set exhaustion_required just below the average
Typical range : 0.45-0.55
Adversarial Threshold :
Default 0.10 works for most instruments
If you find CAE is too conservative (blocking good trades), raise to 0.15-0.20
If signals are still getting caught in opposing momentum, lower to 0.07-0.09
Spacing Parameters :
Count bars between quality signals in your journal
Set min bars ANY to ~60% of that average
Set min bars SAME-SIDE to ~120% of that average
Scalping : Any 6-10, Same 12-20
Day trading : Any 12, Same 24
Swing : Any 20-30, Same 40-60
Oscillator Selection :
Try different oscillators for 1-2 weeks each
Track win rate and average winner/loser by oscillator type
RSI : Best for general use, clear OB/OS
Stochastic : Best for range-bound, mean reversion
MFI : Best for volume-driven markets
CCI : Best for cyclical instruments
Williams %R : Best for reversal detection
Phase 4: Live Deployment
Goal : Disciplined execution with proven, calibrated system.
Settings Changes :
Switch CAE Mode from Advisory to Filtering
System now actively blocks low-quality signals
Only setups passing all gates reach your chart
Keep Signal Timing on Confirmed for conservative entries
OR switch to Realtime if you're actively monitoring and want faster entries (accept pre-confirmation repaint risk)
Use your calibrated thresholds from Phase 3
Enable high-confidence alerts: "⭐ High Confidence Bullish/Bearish" (>0.70)
Trading Discipline Rules :
Respect Blocked Signals :
If CAE blocks a trade you wanted to take, TRUST THE SYSTEM
Don't manually override — if you consistently disagree, return to Phase 2/3 calibration
The block exists because market state failed intelligence checks
Confidence-Based Position Sizing :
Confidence >0.70: Standard or increased size (e.g., 1.5-2.0% risk)
Confidence 0.50-0.70: Standard size (e.g., 1.0% risk)
Confidence 0.35-0.50: Reduced size (e.g., 0.5% risk) or skip if conservative
TCS-Based Management :
High TCS + counter-trend signal: Use tight stops, quick exits (you're fading momentum)
Low TCS + reversal signal: Use wider stops, trail aggressively (genuine reversal potential)
Exhaustion Awareness :
Exhaustion >0.75 (yellow shading): Market is overextended, reversal risk is elevated — consider early exit or tighter trailing stops even on winning trades
Exhaustion <0.30: Continuation bias — hold for larger move, wide trailing stops
Adversarial Context :
Strong differential against you (e.g., bullish signal with bear diff <-0.2): Use very tight stops, consider skipping
Strong differential with you (e.g., bullish signal with bull diff >0.2): Trail aggressively, this is your tailwind
Practical Settings by Timeframe & Style
Scalping (1-5 Minute Charts)
Objective : High frequency, tight stops, quick reversals in fast-moving markets.
Oscillator :
Type: RSI or Stochastic (fast response to quick moves)
Length: 9-11 (more responsive than standard 14)
Smoothing: 1 (no lag)
OB/OS: 65/35 (looser thresholds ensure frequent crossings in fast conditions)
Divergence :
Pivot Lookback/Lookforward: 3/3 (tight structure, catch small swings)
Max Lookback: 40-50 bars (recent structure only)
Min Slope Change: 0.8-1.0 (don't be overly strict)
CAE :
Mode: Advisory first (learn), then Filtering
Min Confidence: 0.30-0.35 (lower bar for speed, accept more signals)
TCS Threshold: 0.70-0.75 (allow more counter-trend opportunities)
Exhaustion Required: 0.45-0.50 (moderate override)
Strong Trend Filter: ON (still respect major intraday trends)
Adversarial: ON (critical for scalping protection — catches bad entries quickly)
Spacing :
Min Bars ANY: 6-10 (fast pace, many setups)
Min Bars SAME-SIDE: 12-20 (prevent clustering)
Min ATR Distance: 0 or 0.5 (loose)
Timing : Realtime (speed over precision, but understand repaint risk)
Visuals :
Signal Size: Tiny (chart clarity in busy conditions)
Show Zones: Optional (can clutter on low timeframes)
Bar Coloring: ON (helps read momentum shifts quickly)
Dashboard: Small size (corner reference, not main focus)
Key Consideration : Scalping generates noise. Even with CAE, expect lower win rate (45-55%) but aim for favorable R:R (2:1 or better). Size conservatively.
Day Trading (15-Minute to 1-Hour Charts)
Objective : Balance quality and frequency. Standard divergence trading approach.
Oscillator :
Type: RSI or MFI (proven reliability, volume confirmation with MFI)
Length: 14 (industry standard, well-studied)
Smoothing: 1-2
OB/OS: 70/30 (classic levels)
Divergence :
Pivot Lookback/Lookforward: 5/5 (balanced structure)
Max Lookback: 60 bars
Min Slope Change: 1.0 (standard strictness)
CAE :
Mode: Filtering (enforce discipline from the start after brief Advisory learning)
Min Confidence: 0.35-0.45 (quality filter without being too restrictive)
TCS Threshold: 0.80-0.85 (respect strong trends)
Exhaustion Required: 0.50 (balanced override threshold)
Strong Trend Filter: ON
Adversarial: ON
Confidence Gating: ON (all three filters active)
Spacing :
Min Bars ANY: 12 (breathing room between all setups)
Min Bars SAME-SIDE: 24 (prevent bull/bear clusters)
Min ATR Distance: 0-1.0 (optional refinement, typically 0.5-1.0)
Timing : Confirmed (1-bar delay for reliability, no repainting)
Visuals :
Signal Size: Tiny or Small
Show Zones: ON (useful reference for exits/re-entries)
Bar Coloring: ON (context awareness)
Dashboard: Normal size (full visibility)
Key Consideration : This is the "sweet spot" timeframe for BZ-CAE. Market structure is clear, CAE has sufficient data, and signal frequency is manageable. Expect 55-65% win rate with proper execution.
Swing Trading (4-Hour to Daily Charts)
Objective : Quality over quantity. High conviction only. Larger stops and targets.
Oscillator :
Type: RSI or CCI (robust on higher timeframes, smooth longer waves)
Length: 14-21 (capture larger momentum swings)
Smoothing: 1-3
OB/OS: 70/30 or 75/25 (strict extremes)
Divergence :
Pivot Lookback/Lookforward: 5/5 or 7/7 (structural purity, major swings only)
Max Lookback: 80-100 bars (broader historical context)
Min Slope Change: 1.2-1.5 (require strong, undeniable divergence)
CAE :
Mode: Filtering (strict enforcement, premium setups only)
Min Confidence: 0.40-0.55 (high bar for entry)
TCS Threshold: 0.85-0.95 (very strong trend protection — don't fade established HTF trends)
Exhaustion Required: 0.50-0.60 (higher bar for override — only extreme exhaustion justifies counter-trend)
Strong Trend Filter: ON (critical on HTF)
Adversarial: ON (avoid obvious bad trades)
Confidence Gating: ON (quality gate essential)
Spacing :
Min Bars ANY: 20-30 (substantial separation)
Min Bars SAME-SIDE: 40-60 (significant breathing room)
Min ATR Distance: 1.0-2.0 (require meaningful price movement)
Timing : Confirmed (purity over speed, zero repaint for swing accuracy)
Visuals :
Signal Size: Small or Normal (clear markers on zoomed-out view)
Show Zones: ON (important HTF levels)
Bar Coloring: ON (long-term trend awareness)
Dashboard: Normal or Large (comprehensive analysis)
Key Consideration : Swing signals are rare but powerful. Expect 2-5 signals per month per instrument. Win rate should be 60-70%+ due to stringent filtering. Position size can be larger given confidence.
Dashboard Interpretation Reference
TCS (Trend Conviction Score) States
0.00-0.50: Weak/Choppy
Emoji: 〰️
Color: Green/cyan
Meaning: No established trend. Range-bound or consolidating. Both reversal and continuation signals viable.
Action: Reversals (regular divs) are safer. Use wider profit targets (market has room to move). Consider mean reversion strategies.
0.50-0.75: Moderate Trend
Emoji: 📊
Color: Yellow/neutral
Meaning: Developing trend but not locked in. Context matters significantly.
Action: Check DMA and exhaustion. If DMA confirms trend and exhaustion is low, favor continuation (hidden divs). If exhaustion is high, reversals are viable.
0.75-0.85: Strong Trend
Emoji: 🔥
Color: Orange/warning
Meaning: Well-established trend with persistence. Counter-trend is high risk.
Action: Require exhaustion >0.50 for counter-trend entries. Favor continuation signals. Use tight stops on counter-trend attempts.
0.85-1.00: Very Strong Trend
Emoji: 🔥🔥
Color: Red/danger (if counter-trading)
Meaning: Locked-in institutional trend. Extremely high risk to fade.
Action: Avoid counter-trend unless exhaustion >0.75 (yellow shading). Focus exclusively on continuation opportunities. Momentum is king here.
DMA (Directional Momentum Alignment) Zones
-2.0 to -1.0: Strong Bearish Momentum
Emoji: 🐻🐻
Color: Dark red
Meaning: Powerful downside force. Sellers are in control.
Action: Bullish divergences are counter-momentum (high risk). Bearish divergences are with-momentum (lower risk). Size down on longs.
-0.5 to 0.5: Neutral/Balanced
Emoji: ⚖️
Color: Gray/neutral
Meaning: No strong directional bias. Choppy or consolidating.
Action: Both directions have similar probability. Focus on confidence score and adversarial differential for edge.
1.0 to 2.0: Strong Bullish Momentum
Emoji: 🐂🐂
Color: Bright green/cyan
Meaning: Powerful upside force. Buyers are in control.
Action: Bearish divergences are counter-momentum (high risk). Bullish divergences are with-momentum (lower risk). Size down on shorts.
Exhaustion States
0.00-0.50: Fresh Move
Emoji: ✓
Color: Green
Meaning: Trend is healthy, not overextended. Room to run.
Action: Counter-trend trades are premature. Favor continuation. Hold winners for larger moves. Avoid early exits.
0.50-0.75: Mature Move
Emoji: 🟡
Color: Yellow
Meaning: Move is aging. Watch for signs of climax.
Action: Tighten trailing stops on winning trades. Be ready for reversals. Don't add to positions aggressively.
0.75-0.85: High Exhaustion
Emoji: ⚠️
Color: Orange
Background: Yellow shading appears
Meaning: Move is overextended. Reversal risk elevated significantly.
Action: Counter-trend reversals are higher probability. Consider early exits on with-trend positions. Size up on reversal divergences (if CAE allows).
0.85-1.00: Critical Exhaustion
Emoji: ⚠️⚠️
Color: Red
Background: Yellow shading intensifies
Meaning: Climax conditions. Reversal imminent or underway.
Action: Aggressive reversal trades justified. Exit all with-trend positions. This is where major turns occur.
Confidence Score Tiers
0.00-0.30: Low Quality
Color: Red
Status: Blocked in Filtering mode
Action: Skip entirely. Setup lacks fundamental quality across multiple factors.
0.30-0.50: Moderate Quality
Color: Yellow/orange
Status: Marginal — passes in Filtering only if >min_confidence
Action: Reduced position size (0.5-0.75% risk). Tight stops. Conservative profit targets. Skip if you're selective.
0.50-0.70: High Quality
Color: Green/cyan
Status: Good setup across most quality factors
Action: Standard position size (1.0-1.5% risk). Normal stops and targets. This is your bread-and-butter trade.
0.70-1.00: Premium Quality
Color: Bright green/gold
Status: Exceptional setup — all factors aligned
Visual: Double confidence ring appears
Action: Consider increased position size (1.5-2.0% risk, maximum). Wider stops. Larger targets. High probability of success. These are rare — capitalize when they appear.
Adversarial Differential Interpretation
Bull Differential > 0.3 :
Visual: Strong cyan/green bar colors
Meaning: Bull case strongly dominates. Buyers have clear advantage.
Action: Bullish divergences favored (with-advantage). Bearish divergences face headwind (reduce size or skip). Momentum is bullish.
Bull Differential 0.1 to 0.3 :
Visual: Moderate cyan/green transparency
Meaning: Moderate bull advantage. Buyers have edge but not overwhelming.
Action: Both directions viable. Slight bias toward longs.
Differential -0.1 to 0.1 :
Visual: Gray/neutral bars
Meaning: Balanced debate. No clear advantage either side.
Action: Rely on other factors (confidence, TCS, exhaustion) for direction. Adversarial is neutral.
Bear Differential -0.3 to -0.1 :
Visual: Moderate red/magenta transparency
Meaning: Moderate bear advantage. Sellers have edge but not overwhelming.
Action: Both directions viable. Slight bias toward shorts.
Bear Differential < -0.3 :
Visual: Strong red/magenta bar colors
Meaning: Bear case strongly dominates. Sellers have clear advantage.
Action: Bearish divergences favored (with-advantage). Bullish divergences face headwind (reduce size or skip). Momentum is bearish.
Last Signal Metrics — Post-Trade Analysis
After a signal fires, dashboard captures:
Type : BULL or BEAR
Bars Ago : How long since signal (updates every bar)
Confidence : What was the quality score at signal time
TCS : What was trend conviction at signal time
DMA : What was momentum alignment at signal time
Use Case : Post-trade journaling and learning.
Example: "BULL signal 12 bars ago. Confidence: 68%, TCS: 0.42, DMA: -0.85"
Analysis : This was a bullish reversal (regular div) with good confidence, weak trend (TCS), but strong bearish momentum (DMA). The bet was that momentum would reverse — a counter-momentum play requiring exhaustion confirmation. Check if exhaustion was high at that time to justify the entry.
Track patterns:
Do your best trades have confidence >0.65?
Do low-TCS signals (<0.50) work better for you?
Are you more successful with-momentum (DMA aligned with signal) or counter-momentum?
Troubleshooting Guide
Problem: No Signals Appearing
Symptoms : Chart loads, dashboard shows metrics, but no divergence signals fire.
Diagnosis Checklist :
Check dashboard oscillator value : Is it crossing OB/OS levels (70/30)? If oscillator stays in 40-60 range constantly, it can't reach extremes needed for divergence detection.
Are pivots forming? : Look for local swing highs/lows on your chart. If price is in tight consolidation, pivots may not meet lookback/lookforward requirements.
Is spacing too tight? : Check "Last Signal" metrics — how many bars since last signal? If <12 and your min_bars_ANY is 12, spacing filter is blocking.
Is CAE blocking everything? : Check dashboard Statistics section — what's the blocked signal count? High blocks indicate overly strict filters.
Solutions :
Loosen OB/OS Temporarily :
Try 65/35 to verify divergence detection works
If signals appear, the issue was threshold strictness
Gradually tighten back to 67/33, then 70/30 as appropriate
Lower Min Confidence :
Try 0.25-0.30 (diagnostic level)
If signals appear, filter was too strict
Raise gradually to find sweet spot (0.35-0.45 typical)
Disable Strong Trend Filter Temporarily :
Turn off in CAE settings
If signals appear, TCS threshold was blocking everything
Re-enable and lower TCS_threshold to 0.70-0.75
Reduce Min Slope Change :
Try 0.7-0.8 (from default 1.0)
Allows weaker divergences through
Helpful on low-volatility instruments
Widen Spacing :
Set min_bars_ANY to 6-8
Set min_bars_SAME_SIDE to 12-16
Reduces time between allowed signals
Check Timing Mode :
If using Confirmed, remember there's a pivot_lookforward delay (5+ bars)
Switch to Realtime temporarily to verify system is working
Realtime has no delay but repaints
Verify Oscillator Settings :
Length 14 is standard but might not fit all instruments
Try length 9-11 for faster response
Try length 18-21 for slower, smoother response
Problem: Too Many Signals (Signal Spam)
Symptoms : Dashboard shows 50+ signals in Statistics, confidence scores mostly <0.40, signals clustering close together.
Solutions :
Raise Min Confidence :
Try 0.40-0.50 (quality filter)
Blocks bottom-tier setups
Targets top 50-60% of divergences only
Tighten OB/OS :
Use 70/30 or 75/25
Requires more extreme oscillator readings
Reduces false divergences in mid-range
Increase Min Slope Change :
Try 1.2-1.5 (from default 1.0)
Requires stronger, more obvious divergences
Filters marginal slope disagreements
Raise TCS Threshold :
Try 0.85-0.90 (from default 0.80)
Stricter trend filter blocks more counter-trend attempts
Favors only strongest trend alignment
Enable ALL CAE Gates :
Turn on Trend Filter + Adversarial + Confidence
Triple-layer protection
Blocks aggressively — expect 20-40% reduction in signals
Widen Spacing :
min_bars_ANY: 15-20 (from 12)
min_bars_SAME_SIDE: 30-40 (from 24)
Creates substantial breathing room
Switch to Confirmed Timing :
Removes realtime preview noise
Ensures full pivot validation
5-bar delay filters many false starts
Problem: Signals in Strong Trends Get Stopped Out
Symptoms : You take a bullish divergence in a downtrend (or bearish in uptrend), and it immediately fails. Dashboard showed high TCS at the time.
Analysis : This is INTENDED behavior — CAE is protecting you from low-probability counter-trend trades.
Understanding :
Check Last Signal Metrics in dashboard — what was TCS when signal fired?
If TCS was >0.85 and signal was counter-trend, CAE correctly identified it as high risk
Strong trends rarely reverse cleanly without major exhaustion
Your losses here are the system working as designed (blocking bad odds)
If You Want to Override (Not Recommended) :
Lower TCS_threshold to 0.70-0.75 (allows more counter-trend)
Lower exhaustion_required to 0.40 (easier override)
Disable Strong Trend Filter entirely (very risky)
Better Approach :
TRUST THE FILTER — it's preventing costly mistakes
Wait for exhaustion >0.75 (yellow shading) before counter-trending strong TCS
Focus on continuation signals (hidden divs) in high-TCS environments
Use Advisory mode to see what CAE is blocking and learn from outcomes
Problem: Adversarial Blocking Seems Wrong
Symptoms : You see a divergence that "looks good" visually, but CAE blocks with "Adversarial bearish/bullish" warning.
Diagnosis :
Check dashboard Bull Case and Bear Case scores at that moment
Look at Differential value
Check adversarial bar colors — was there strong coloring against your intended direction?
Understanding :
Adversarial catches "obvious" opposing momentum that's easy to miss
Example: Bullish divergence at a local low, BUT price is deeply below EMA50, bearish momentum is strong, and RSI shows knife-catching conditions
Bull Case might be 0.20 while Bear Case is 0.55
Differential = -0.35, far beyond threshold
Block is CORRECT — you'd be fighting overwhelming opposing flow
If You Disagree Consistently
Review blocked signals on chart — scroll back and check outcomes
Did those blocked signals actually work, or did they fail as adversarial predicted?
Raise adv_threshold to 0.15-0.20 (more permissive, allows closer battles)
Disable Adversarial Validation temporarily (diagnostic) to isolate its effect
Use Advisory mode to learn adversarial patterns over 50-100 signals
Remember : Adversarial is conservative BY DESIGN. It prevents "obvious" bad trades where you're fighting strong strength the other way.
Problem: Dashboard Not Showing or Incomplete
Solutions :
Toggle "Show Dashboard" to ON in settings
Try different dashboard sizes (Small/Normal/Large)
Try different positions (Top Left/Right, Bottom Left/Right) — might be off-screen
Some sections require CAE Enable = ON (Cognitive Engine section won't appear if CAE is disabled)
Statistics section requires at least 1 lifetime signal to populate
Check that visual theme is set (dashboard colors adapt to theme)
Problem: Performance Lag, Chart Freezing
Symptoms : Chart loading is slow, indicator calculations cause delays, pinch-to-zoom lags.
Diagnosis : Visual features are computationally expensive, especially adversarial bar coloring (recalculates every bar).
Solutions (In Order of Impact) :
Disable Adversarial Bar Coloring (MOST EXPENSIVE):
Turn OFF "Adversarial Bar Coloring" in settings
This is the single biggest performance drain
Immediate improvement
Reduce Vertical Lines :
Lower "Keep last N vertical lines" to 20-30
Or set to 0 to disable entirely
Moderate improvement
Disable Bifurcation Zones :
Turn OFF "Draw Bifurcation Zones"
Reduces box drawing calculations
Moderate improvement
Set Dashboard Size to Small :
Smaller dashboard = fewer cells = less rendering
Minor improvement
Use Shorter Max Lookback :
Reduce max_lookback to 40-50 (from 60+)
Fewer bars to scan for divergences
Minor improvement
Disable Exhaustion Shading :
Turn OFF "Show Market State"
Removes background coloring calculations
Minor improvement
Extreme Performance Mode :
Disable ALL visual enhancements
Keep only triangle markers
Dashboard Small or OFF
Use Minimal theme if available
Problem: Realtime Signals Repainting
Symptoms : You see a signal appear, but on next bar it disappears or moves.
Explanation :
Realtime mode detects peaks 1 bar ago: high > high AND high > high
On the FORMING bar (before close), this condition can change as new prices arrive
Example: At 10:05, high (10:04 bar) was 100, current high is 99 → peak detected
At 10:05:30, new high of 101 arrives → peak condition breaks → signal disappears
At 10:06 (bar close), final high is 101 → no peak at 10:04 anymore → signal gone permanently
This is expected behavior for realtime responsiveness. You get preview/early warning, but it's not locked until bar confirms.
Solutions :
Use Confirmed Timing :
Switch to "Confirmed (lookforward)" mode
ZERO repainting — pivot must be fully validated
5-bar delay (pivot_lookforward)
What you see in history is exactly what would have appeared live
Accept Realtime Repaint as Tradeoff :
Keep Realtime mode for speed and alerts
Understand that pre-confirmation signals may vanish
Only trade signals that CONFIRM at bar close (check barstate.isconfirmed)
Use for live monitoring, NOT for backtesting
Trade Only After Confirmation :
In Realtime mode, wait 1 full bar after signal appears before entering
If signal survives that bar close, it's locked
This adds 1-bar delay but removes repaint risk
Recommendation : Use Confirmed for backtesting and conservative trading. Use Realtime only for active monitoring with full understanding of preview behavior.
Risk Management Integration
BZ-CAE is a signal generation system, not a complete trading strategy. You must integrate proper risk management:
Position Sizing by Confidence
Confidence 0.70-1.00 (Premium) :
Risk: 1.5-2.0% of account (MAXIMUM)
Reasoning: High-quality setup across all factors
Still cap at 2% — even premium setups can fail
Confidence 0.50-0.70 (High Quality) :
Risk: 1.0-1.5% of account
Reasoning: Standard good setup
Your bread-and-butter risk level
Confidence 0.35-0.50 (Moderate Quality) :
Risk: 0.5-1.0% of account
Reasoning: Marginal setup, passes minimum threshold
Reduce size or skip if you're selective
Confidence <0.35 (Low Quality) :
Risk: 0% (blocked in Filtering mode)
Reasoning: Insufficient quality factors
System protects you by not showing these
Stop Placement Strategies
For Reversal Signals (Regular Divergences) :
Place stop beyond the divergence pivot plus buffer
Bullish : Stop below the divergence low - 1.0-1.5 × ATR
Bearish : Stop above the divergence high + 1.0-1.5 × ATR
Reasoning: If price breaks the pivot, divergence structure is invalidated
For Continuation Signals (Hidden Divergences) :
Place stop beyond recent swing in opposite direction
Bullish continuation : Stop below recent swing low (not the divergence pivot itself)
Bearish continuation : Stop above recent swing high
Reasoning: You're trading with trend, allow more breathing room
ATR-Based Stops :
1.5-2.0 × ATR is standard
Scale by timeframe:
Scalping (1-5m): 1.0-1.5 × ATR (tight)
Day trading (15m-1H): 1.5-2.0 × ATR (balanced)
Swing (4H-D): 2.0-3.0 × ATR (wide)
Never Use Fixed Dollar/Pip Stops :
Markets have different volatility
50-pip stop on EUR/USD ≠ 50-pip stop on GBP/JPY
Always normalize by ATR or pivot structure
Profit Targets and Scaling
Primary Target :
2-3 × ATR from entry (minimum 2:1 reward-risk)
Example : Entry at 100, ATR = 2, stop at 97 (1.5 × ATR) → target at 106 (3 × ATR) = 2:1 R:R
Scaling Out Strategy :
Take 50% off at 1.5 × ATR (secure partial profit)
Move stop to breakeven
Trail remaining 50% with 1.0 × ATR trailing stop
Let winners run if trend persists
Targets by Confidence :
High Confidence (>0.70) : Aggressive targets (3-4 × ATR), trail wider (1.5 × ATR)
Standard Confidence (0.50-0.70) : Normal targets (2-3 × ATR), standard trail (1.0 × ATR)
Low Confidence (0.35-0.50) : Conservative targets (1.5-2 × ATR), tight trail (0.75 × ATR)
Use Bifurcation Zones :
If opposite-side zone is visible on chart (from previous signal), use it as target
Example : Bullish signal at 100, prior supply zone at 110 → use 110 as target
Zones mark institutional resistance/support
Exhaustion-Based Exits :
If you're in a trade and exhaustion >0.75 develops (yellow shading), consider early exit
Market is overextended — reversal risk is high
Take profit even if target not reached
Trade Management by TCS
High TCS + Counter-Trend Trade (Risky) :
Use very tight stops (1.0-1.5 × ATR)
Conservative targets (1.5-2 × ATR)
Quick exit if trade doesn't work immediately
You're fading momentum — respect it
Low TCS + Reversal Trade (Safer) :
Use wider stops (2.0-2.5 × ATR)
Aggressive targets (3-4 × ATR)
Trail with patience
Genuine reversal potential in weak trend
High TCS + Continuation Trade (Safest) :
Standard stops (1.5-2.0 × ATR)
Very aggressive targets (4-5 × ATR)
Trail wide (1.5-2.0 × ATR)
You're with institutional momentum — let it run
Educational Value — Learning Machine Intelligence
BZ-CAE is designed as a learning platform, not just a tool:
Advisory Mode as Teacher
Most indicators are binary: signal or no signal. You don't learn WHY certain setups are better.
BZ-CAE's Advisory mode shows you EVERY potential divergence, then annotates the ones that would be blocked in Filtering mode with specific reasons:
"Bull: strong downtrend (TCS=0.87)" teaches you that TCS >0.85 makes counter-trend very risky
"Adversarial bearish" teaches you that the opposing case was dominating
"Low confidence 32%" teaches you that the setup lacked quality across multiple factors
"Bull spacing: wait 8 bars" teaches you that signals need breathing room
After 50-100 signals in Advisory mode, you internalize the CAE's decision logic. You start seeing these factors yourself BEFORE the indicator does.
Dashboard Transparency
Most "intelligent" indicators are black boxes — you don't know how they make decisions.
BZ-CAE shows you ALL metrics in real-time:
TCS tells you trend strength
DMA tells you momentum alignment
Exhaustion tells you overextension
Adversarial shows both sides of the debate
Confidence shows composite quality
You learn to interpret market state holistically, a skill applicable to ANY trading system beyond this indicator.
Divergence Quality Education
Not all divergences are equal. BZ-CAE teaches you which conditions produce high-probability setups:
Quality divergence : Regular bullish div at a low, TCS <0.50 (weak trend), exhaustion >0.75 (overextended), positive adversarial differential, confidence >0.70
Low-quality divergence : Regular bearish div at a high, TCS >0.85 (strong uptrend), exhaustion <0.30 (not overextended), negative adversarial differential, confidence <0.40
After using the system, you can evaluate divergences manually with similar intelligence.
Risk Management Discipline
Confidence-based position sizing teaches you to adjust risk based on setup quality, not emotions:
Beginners often size all trades identically
Or worse, size UP on marginal setups to "make up" for losses
BZ-CAE forces systematic sizing: premium setups get larger size, marginal setups get smaller size
This creates a probabilistic approach where your edge compounds over time.
What This Indicator Is NOT
Complete transparency about limitations and positioning:
Not a Prediction System
BZ-CAE does not predict future prices. It identifies structural divergences (price-momentum disagreements) and assesses current market state (trend, exhaustion, adversarial conditions). It tells you WHEN conditions favor a potential reversal or continuation, not WHAT WILL HAPPEN.
Markets are probabilistic. Even premium-confidence setups fail ~30-40% of the time. The system improves your probability distribution over many trades — it doesn't eliminate risk.
Not Fully Automated
This is a decision support tool, not a trading robot. You must:
Execute trades manually based on signals
Manage positions (stops, targets, trailing)
Apply discretionary judgment (news events, liquidity, context)
Integrate with your broader strategy and risk rules
The confidence scores guide position sizing, but YOU determine final risk allocation based on your account size, risk tolerance, and portfolio context.
Not Beginner-Friendly
BZ-CAE requires understanding of:
Divergence trading concepts (regular vs hidden, reversal vs continuation)
Market state interpretation (trend vs range, momentum, exhaustion)
Basic technical analysis (pivots, support/resistance, EMAs)
Risk management fundamentals (position sizing, stops, R:R)
This is designed for intermediate to advanced traders willing to invest time learning the system. If you want "buy the arrow" simplicity, this isn't the tool.
Not a Holy Grail
There is no perfect indicator. BZ-CAE filters noise and improves signal quality significantly, but:
Losing trades are inevitable (even at 70% win rate, 30% still fail)
Market conditions change rapidly (yesterday's strong trend becomes today's chop)
Black swan events occur (fundamentals override technicals)
Execution matters (slippage, fees, emotional discipline)
The system provides an EDGE, not a guarantee. Your job is to execute that edge consistently with proper risk management over hundreds of trades.
Not Financial Advice
BZ-CAE is an educational and analytical tool. All trading decisions are your responsibility. Past performance (backtested or live) does not guarantee future results. Only risk capital you can afford to lose. Consult a licensed financial advisor for investment advice specific to your situation.
Ideal Market Conditions
Best Performance Characteristics
Liquid Instruments :
Major forex pairs (EUR/USD, GBP/USD, USD/JPY)
Large-cap stocks and index ETFs (SPY, QQQ, AAPL, MSFT)
High-volume crypto (BTC, ETH)
Major commodities (Gold, Oil, Natural Gas)
Reasoning: Clean price structure, clear pivots, meaningful oscillator behavior
Trending with Consolidations :
Markets that trend for 20-40 bars, then consolidate 10-20 bars, repeat
Creates divergences at consolidation boundaries (reversals) and within trends (continuations)
Both regular and hidden divs find opportunities
5-Minute to Daily Timeframes :
Below 5m: too much noise, false pivots, CAE metrics unstable
Above daily: too few signals, edge diminishes (fundamentals dominate)
Sweet spot: 15m to 4H for most traders
Consistent Volume and Participation :
Regular trading sessions (not holidays or thin markets)
Predictable volatility patterns
Avoid instruments with sudden gaps or circuit breakers
Challenging Conditions
Extremely Low Liquidity :
Penny stocks, exotic forex pairs, low-volume crypto
Erratic pivots, unreliable oscillator readings
CAE metrics can't assess market state properly
Very Low Timeframes (1-Minute or Below) :
Dominated by market microstructure noise
Divergences are everywhere but meaningless
CAE filtering helps but still unreliable
Extended Sideways Consolidation :
100+ bars of tight range with no clear pivots
Oscillator hugs midpoint (45-55 range)
No divergences to detect
Fundamentally-Driven Gap Markets :
Earnings releases, economic data, geopolitical events
Price gaps over stops and targets
Technical structure breaks down
Recommendation: Disable trading around known events
Calculation Methodology — Technical Depth
For users who want to understand the math:
Oscillator Computation
Each oscillator type calculates differently, but all normalize to 0-100:
RSI : ta.rsi(close, length) — Standard Relative Strength Index
Stochastic : ta.stoch(high, low, close, length) — %K calculation
CCI : (ta.cci(hlc3, length) + 100) / 2 — Normalized from -100/+100 to 0-100
MFI : ta.mfi(hlc3, length) — Volume-weighted RSI equivalent
Williams %R : ta.wpr(length) + 100 — Inverted stochastic adjusted to 0-100
Smoothing: If smoothing > 1, apply ta.sma(oscillator, smoothing)
Divergence Detection Algorithm
Identify Pivots :
Price high pivot: ta.pivothigh(high, lookback, lookforward)
Price low pivot: ta.pivotlow(low, lookback, lookforward)
Oscillator high pivot: ta.pivothigh(osc, lookback, lookforward)
Oscillator low pivot: ta.pivotlow(osc, lookback, lookforward)
Store Recent Pivots :
Maintain arrays of last 10 pivots with bar indices
When new pivot confirmed, unshift to array, pop oldest if >10
Scan for Slope Disagreements :
Loop through last 5 pivots
For each pair (current pivot, historical pivot):
Check if within max_lookback bars
Calculate slopes: (current - historical) / bars_between
Regular bearish: price_slope > 0, osc_slope < 0, |osc_slope| > min_threshold
Regular bullish: price_slope < 0, osc_slope > 0, |osc_slope| > min_threshold
Hidden bearish: price_slope < 0, osc_slope > 0, osc_slope > min_threshold
Hidden bullish: price_slope > 0, osc_slope < 0, |osc_slope| > min_threshold
Important Disclaimers and Terms
Performance Disclosure
Past performance, whether backtested or live-traded, does not guarantee future results. Markets change. What works today may not work tomorrow. Hypothetical or simulated performance results have inherent limitations and do not represent actual trading.
Risk of Loss
Trading involves substantial risk of loss. Only trade with risk capital you can afford to lose entirely. The high degree of leverage often available in trading can work against you as well as for you. Leveraged trading may result in losses exceeding your initial deposit.
Not Financial Advice
BZ-CAE is an educational and analytical tool for technical analysis. It is not financial advice, investment advice, or a recommendation to buy or sell any security or instrument. All trading decisions are your sole responsibility. Consult a licensed financial advisor for advice specific to your circumstances.
Technical Indicator Limitations
BZ-CAE is a technical analysis tool based on price and volume data. It does not account for:
Fundamental analysis (earnings, economic data, financial health)
Market sentiment and positioning
Geopolitical events and news
Liquidity conditions and market microstructure changes
Regulatory changes or exchange rules
Integrate with broader analysis and strategy. Do not rely solely on technical indicators for trading decisions.
Repainting Acknowledgment
As disclosed throughout this documentation:
Realtime mode may repaint on forming bars before confirmation (by design for preview functionality)
Confirmed mode has zero repainting (fully validated pivots only)
Choose timing mode appropriate for your use case. Understand the tradeoffs.
Testing Recommendation
ALWAYS test on demo/paper accounts before committing real capital. Validate the indicator's behavior on your specific instruments and timeframes. Learn the system thoroughly in Advisory mode before using Filtering mode.
Learning Resources :
In-indicator tooltips (hover over setting names for detailed explanations)
This comprehensive publishing statement (save for reference)
User guide in script comments (top of code)
Final Word — Philosophy of BZ-CAE
BZ-CAE is not designed to replace your judgment — it's designed to enhance it.
The indicator identifies structural inflection points (bifurcations) where price and momentum disagree. The Cognitive Engine evaluates market state to determine if this disagreement is meaningful or noise. The Adversarial model debates both sides of the trade to catch obvious bad setups. The Confidence system ranks quality so you can choose your risk appetite.
But YOU still execute. YOU still manage risk. YOU still learn from outcomes.
This is intelligence amplification, not intelligence replacement.
Use Advisory mode to learn how expert traders evaluate market state. Use Filtering mode to enforce discipline when emotions run high. Use the dashboard to develop a systematic approach to reading markets. Use confidence scores to size positions probabilistically.
The system provides an edge. Your job is to execute that edge with discipline, patience, and proper risk management over hundreds of trades.
Markets are probabilistic. No system wins every trade. But a systematic edge + disciplined execution + proper risk management compounds over time. That's the path to consistent profitability. BZ-CAE gives you the edge. The discipline and risk management are on you.
Taking you to school. — Dskyz, Trade with insight. Trade with anticipation.
ATH대비 지정하락률에 도착 시 매수 - 장기홀딩 선물 전략(ATH Drawdown Re-Buy Long Only)본 스크립트는 과거 하락 데이터를 이용하여, 정해진 하락 %가 발생하는 경우 자기 자본의 정해진 %만큼을 진입하게 설계되어진 스트레티지입니다.
레버리지를 사용할 수 있으며 기본적으로 셋팅해둔 값이 내장되어있습니다.(자유롭게 바꿔서 쓰시면 됩니다.) 추가적으로 2번의 진입 외에도 다른 진입 기준, 진입 %를 설정하실 수 있으며 - ChatGPT에게 요청하면 수정해줄 것입니다.
실제 사용용도로는 KillSwitch 기능을 꺼주세요. 바 돋보기 기능을 켜주세요.
ATH Drawdown Re-Buy Long Only 전략 설명
1. 전략 개요
ATH Drawdown Re-Buy Long Only 전략은 자산의 역대 최고가(ATH, All-Time High)를 기준으로 한 하락폭(드로우다운)을 활용하여,
특정 구간마다 단계적으로 롱 포지션을 구축하는 자동 재매수(Long Only) 전략입니다.
본 전략은 다음과 같은 목적을 가지고 설계되었습니다.
급격한 조정 구간에서 체계적인 분할 매수 및 레버리지 활용
ATH를 기준으로 한 명확한 진입 규칙 제공
실시간으로
평단가
레버리지
청산가 추정
계좌 MDD
수익률
등을 시각적으로 제공하여 리스크와 포지션 상태를 직관적으로 확인할 수 있도록 지원
※ 본 전략은 교육·연구·백테스트 용도로 제공되며,
어떠한 형태의 투자 권유 또는 수익을 보장하지 않습니다.
2. 전략의 핵심 개념
2-1. ATH(역대 최고가) 기준 드로우다운
전략은 차트 상에서 항상 가장 높은 고가(High)를 ATH로 기록합니다.
새로운 고점이 형성될 때마다 ATH를 갱신하고, 해당 ATH를 기준으로 다음을 계산합니다.
현재 바의 저가(Low)가 ATH에서 몇 % 하락했는지
현재 바의 종가(Close)가 ATH에서 몇 % 하락했는지
그리고 사전에 설정한 두 개의 드로우다운 구간에서 매수를 수행합니다.
1차 진입 구간: ATH 대비 X% 하락 시
2차 진입 구간: ATH 대비 Y% 하락 시
각 구간은 ATH가 새로 갱신될 때마다 한 번씩만 작동하며,
새로운 ATH가 생성되면 다시 “1차 / 2차 진입 가능 상태”로 초기화됩니다.
2-2. 첫 포지션 100% / 300% 특수 규칙
이 전략의 중요한 특징은 **“첫 포지션 진입 시의 예외 규칙”**입니다.
전략이 현재 어떠한 포지션도 들고 있지 않은 상태에서
최초로 롱 포지션을 진입하는 시점(첫 포지션)에 대해:
기본적으로는 **자산의 100%**를 기준으로 포지션을 구축하지만,
만약 그 순간의 가격이 ATH 대비 설정값 이상(예: 약 –72.5% 이상 하락한 상황) 이라면
→ 자산의 300% 규모로 첫 포지션을 진입하도록 설계되어 있습니다.
이 규칙은 다음과 같이 동작합니다.
첫 진입이 1차 드로우다운 구간에서 발생하든,
첫 진입이 2차 드로우다운 구간에서 발생하든,
현재 하락폭이 설정된 기준 이상(예: –72.5% 이상) 이라면
→ “이 정도 하락이면 첫 진입부터 더 공격적으로 들어간다”는 의미로 300% 규모로 진입
그 이하의 하락폭이라면
→ 첫 진입은 100% 규모로 제한
즉, 전략은 다음 두 가지 모드로 동작합니다.
일반적인 상황의 첫 진입: 자산의 100%
심각한 드로우다운 구간에서의 첫 진입: 자산의 300%
이 특수 규칙은 깊은 하락에서는 공격적으로, 평소에는 상대적으로 보수적으로 진입하도록 설계된 것입니다.
3. 전략 동작 구조
3-1. 매수 조건
차트 상 High 기준으로 ATH를 추적합니다.
각 바마다 해당 ATH에서의 하락률을 계산합니다.
사용자가 설정한 두 개의 드로우다운 구간(예시):
1차 구간: 예를 들어 ATH – 50%
2차 구간: 예를 들어 ATH – 72.5%
각 구간에 대해 다음과 같은 조건을 확인합니다.
“이번 ATH 구간에서 아직 해당 구간 매수를 한 적이 없는 상태”이고,
현재 바의 저가(Low)가 해당 구간 가격 이하를 찍는 순간
→ 해당 바에서 매수 조건 충족으로 간주
실제 주문은:
해당 구간 가격에 맞춰 롱 포지션 진입(리밋/시장가 기반 시뮬레이션) 으로 처리됩니다.
3-2. ATH 갱신과 진입 기회 리셋
차트 상에서 새로운 고점(High)이 기존 ATH를 넘어서는 순간,
ATH가 갱신되고,
1차 / 2차 진입 여부를 나타내는 내부 플래그가 초기화됩니다.
이를 통해, 시장이 새로운 고점을 돌파해 나갈 때마다,
해당 구간에서 다시 한 번씩 1차·2차 드로우다운 진입 기회를 갖게 됩니다.
4. 포지션 사이징 및 레버리지
4-1. 계좌 자산(Equity) 기준 포지션 크기 결정
전략은 현재 계좌 자산을 다음과 같이 정의하여 사용합니다.
현재 자산 = 초기 자본 + 실현 손익 + 미실현 손익
각 진입 구간에서의 포지션 가치는 다음과 같이 결정됩니다.
1차 진입 구간:
“자산의 몇 %를 사용할지”를 설정값으로 입력
설정된 퍼센트를 계좌 자산에 곱한 뒤,
다시 전략 내 레버리지 배수(Leverage) 를 곱하여 실제 포지션 가치를 계산
2차 진입 구간:
동일한 방식으로, 독립된 퍼센트 설정값을 사용
즉, 포지션 가치는 다음과 같이 계산됩니다.
포지션 가치 = 현재 자산 × (해당 구간 설정 % / 100) × 레버리지 배수
그리고 이를 해당 구간의 진입 가격으로 나누어 실제 수량(토큰 단위) 를 산출합니다.
4-2. 첫 포지션의 예외 처리 (100% / 300%)
첫 포지션에 대해서는 위의 일반적인 퍼센트 설정 대신,
다음과 같은 고정 비율이 사용됩니다.
기본: 자산의 100% 규모로 첫 포지션 진입
단, 진입 시점의 ATH 대비 하락률이 설정값 이상(예: –72.5% 이상) 일 경우
→ 자산의 300% 규모로 첫 포지션 진입
이때 역시 다음 공식을 사용합니다.
포지션 가치 = 현재 자산 × (100% 또는 300%) × 레버리지
그리고 이를 가격으로 나누어 실제 진입 수량을 계산합니다.
이 규칙은:
첫 진입이 1차 구간이든 2차 구간이든 동일하게 적용되며,
“충분히 깊은 하락 구간에서는 첫 진입부터 더 크게,
평소에는 비교적 보수적으로” 라는 운용 철학을 반영합니다.
4-3. 실레버리지(Real Leverage)의 추적
전략은 각 바 단위로 다음을 추적합니다.
바가 시작할 때의 기존 포지션 크기
해당 바에서 새로 진입한 수량
이를 바탕으로, 진입이 발생한 시점에 다음을 계산합니다.
실제 레버리지 = (포지션 가치 / 현재 자산)
그리고 차트 상에 예를 들어:
Lev 2.53x 와 같은 형식의 레이블로 표시합니다.
이를 통해, 매수 시점마다 실제 계좌 레버리지가 어느 정도였는지를 직관적으로 확인할 수 있습니다.
5. 시각화 및 모니터링 요소
5-1. 차트 상 시각 요소
전략은 차트 위에 다음과 같은 정보를 직접 표시합니다.
ATH 라인
High 기준으로 계산된 역대 최고가를 주황색 선으로 표시
평단가(평균 진입가) 라인
현재 보유 포지션이 있을 때,
해당 포지션의 평균 진입가를 노란색 선으로 표시
추정 청산가(고정형 청산가) 라인
포지션 수량이 변화하는 시점을 감지하여,
당시의 평단가와 실제 레버리지를 이용해 근사적인 청산가를 계산
이를 빨간색 선으로 차트에 고정 표시
포지션이 없거나 레버리지가 1배 이하인 경우에는 청산가 라인을 제거
매수 마커 및 레이블
1차/2차 매수 조건이 충족될 때마다 해당 지점에 매수 마커를 표시
"Buy XX% @ 가격", "Lev XXx" 형태의 라벨로
진입 비율과 당시 레버리지를 함께 시각화
레이블의 위치는 설정에서 선택 가능:
바 아래 (Below Bar)
바 위 (Above Bar)
실제 가격 위치 (At Price)
5-2. 우측 상단 정보 테이블
차트 우측 상단에는 현재 계좌·포지션 상태를 요약한 정보 테이블이 표시됩니다.
대표적으로 다음 항목들이 포함됩니다.
Pos Qty (Token)
현재 보유 중인 포지션 수량(토큰 기준, 절대값 기준)
Pos Value (USDT)
현재 포지션의 시장 가치 (수량 × 현재 가격)
Leverage (Now)
현재 실레버리지 (포지션 가치 / 현재 자산)
DD from ATH (%)
현재 가격 기준, 최근 ATH에서의 하락률(%)
Avg Entry
현재 포지션의 평균 진입 가격
PnL (%)
현재 포지션 기준 미실현 손익률(%)
Max DD (Equity %)
전략 전체 기간 동안 기록된 계좌 기준 최대 손실(MDD, Max Drawdown)
Last Entry Price
가장 최근에 포지션을 추가로 진입한 직후의 평균 진입 가격
Last Entry Lev
위 “Last Entry Price” 시점에서의 실레버리지
Liq Price (Fixed)
위에서 설명한 고정형 추정 청산가
Return from Start (%)
전략 시작 시점(초기 자본) 대비 현재 계좌 자산의 총 수익률(%)
이 테이블을 통해 사용자는:
현재 계좌와 포지션의 상태
리스크 수준
누적 성과
를 직관적으로 파악할 수 있습니다.
6. 시간 필터 및 라벨 옵션
6-1. 전략 동작 기간 설정
전략은 옵션으로 특정 기간에만 전략을 동작시키는 시간 필터를 제공합니다.
“Use Date Range” 옵션을 활성화하면:
시작 시각과 종료 시각을 지정하여
해당 구간에 한해서만 매매가 발생하도록 제한
옵션을 비활성화하면:
전략은 전체 차트 구간에서 자유롭게 동작
6-2. 진입 라벨 위치 설정
사용자는 매수/레버리지 라벨의 위치를 선택할 수 있습니다.
바 아래 (Below Bar)
바 위 (Above Bar)
실제 가격 위치 (At Price)
이를 통해 개인 취향 및 차트 가독성에 맞추어
시각화 방식을 유연하게 조정할 수 있습니다.
7. 활용 대상 및 사용 예시
본 전략은 다음과 같은 목적에 적합합니다.
현물 또는 선물 롱 포지션 기준 장기·스윙 관점 추매 전략 백테스트
“고점 대비 하락률”을 기준으로 한 규칙 기반 운용 아이디어 검증
레버리지 사용 시
계좌 레버리지·청산가·MDD를 동시에 모니터링하고자 하는 경우
특정 자산에 대해
“새로운 고점이 형성될 때마다
일정한 규칙으로 깊은 조정 구간에서만 분할 진입하고자 할 때”
실거래에 그대로 적용하기보다는,
전략 아이디어 검증 및 리스크 프로파일 분석,
자신의 성향에 맞는 파라미터 탐색 용도로 사용하는 것을 권장합니다.
8. 한계 및 유의사항
백테스트 결과는 미래 성과를 보장하지 않습니다.
과거 데이터에 기반한 시뮬레이션일 뿐이며,
실제 시장에서는
유동성
슬리피지
수수료 체계
강제청산 규칙
등 다양한 변수가 존재합니다.
청산가는 단순화된 공식에 따른 추정치입니다.
거래소별 실제 청산 규칙, 유지 증거금, 수수료, 펀딩비 등은
본 전략의 계산과 다를 수 있으며,
청산가 추정 라인은 참고용 지표일 뿐입니다.
레버리지 및 진입 비율 설정에 따라 손실 폭이 매우 커질 수 있습니다.
특히 **“첫 포지션 300% 진입”**과 같이 매우 공격적인 설정은
시장 급락 시 계좌 손실과 청산 리스크를 크게 증가시킬 수 있으므로
신중한 검토가 필요합니다.
실거래 연동 시에는 별도의 리스크 관리가 필수입니다.
개별 손절 기준
포지션 상한선
전체 포트폴리오 내 비중 관리 등
본 전략 외부에서 추가적인 안전장치가 필요합니다.
9. 결론
ATH Drawdown Re-Buy Long Only 전략은 단순한 “저가 매수”를 넘어서,
ATH 기준으로 드로우다운을 구조적으로 활용하고,
첫 포지션에 대한 **특수 규칙(100% / 300%)**을 적용하며,
레버리지·청산가·MDD·수익률을 통합적으로 시각화함으로써,
하락 구간에서의 규칙 기반 롱 포지션 구축과
리스크 모니터링을 동시에 지원하는 전략입니다.
사용자는 본 전략을 통해:
자신의 시장 관점과 리스크 허용 범위에 맞는
드로우다운 구간
진입 비율
레버리지 설정
다양한 시나리오에 대한 백테스트와 분석
을 수행할 수 있습니다.
다시 한 번 강조하지만,
본 전략은 연구·학습·백테스트를 위한 도구이며,
실제 투자 판단과 책임은 전적으로 사용자 본인에게 있습니다.
/ENG Version.
This script is designed to use historical drawdown data and automatically enter positions when a predefined percentage drop from the all-time high occurs, using a predefined percentage of your account equity.
You can use leverage, and default parameter values are provided out of the box (you can freely change them to suit your style).
In addition to the two main entry levels, you can add more entry conditions and custom entry percentages – just ask ChatGPT to modify the script.
For actual/live usage, please turn OFF the KillSwitch function and turn ON the Bar Magnifier feature.
ATH Drawdown Re-Buy Long Only Strategy
1. Strategy Overview
The ATH Drawdown Re-Buy Long Only strategy is an automatic re-buy (Long Only) system that builds long positions step-by-step at specific drawdown levels, based on the asset’s all-time high (ATH) and its subsequent drawdown.
This strategy is designed with the following goals:
Systematic scaled buying and leverage usage during sharp correction periods
Clear, rule-based entry logic using drawdowns from ATH
Real-time visualization of:
Average entry price
Leverage
Estimated liquidation price
Account MDD (Max Drawdown)
Return / performance
This allows traders to intuitively monitor both risk and position status.
※ This strategy is provided for educational, research, and backtesting purposes only.
It does not constitute investment advice and does not guarantee any profits.
2. Core Concepts
2-1. Drawdown from ATH (All-Time High)
On the chart, the strategy always tracks the highest high as the ATH.
Whenever a new high is made, ATH is updated, and based on that ATH the following are calculated:
How many percent the current bar’s Low is below the ATH
How many percent the current bar’s Close is below the ATH
Using these, the strategy executes buys at two predefined drawdown zones:
1st entry zone: When price drops X% from ATH
2nd entry zone: When price drops Y% from ATH
Each zone is allowed to trigger only once per ATH cycle.
When a new ATH is created, the “1st / 2nd entry possible” flags are reset, and new opportunities open up for that ATH leg.
2-2. Special Rule for the First Position (100% / 300%)
A key feature of this strategy is the special rule for the very first position.
When the strategy currently holds no position and is about to open the first long position:
Under normal conditions, it builds the position using 100% of account equity.
However, if at that moment the price has dropped by at least a predefined threshold from ATH (e.g. around –72.5% or more),
→ the strategy will open the first position using 300% of account equity.
This rule works as follows:
Whether the first entry happens at the 1st drawdown zone or at the 2nd drawdown zone,
If the current drawdown from ATH is at or below the threshold (e.g. –72.5% or worse),
→ the strategy interprets this as “a sufficiently deep crash” and opens the initial position with 300% of equity.
If the drawdown is less severe than the threshold,
→ the first entry is capped at 100% of equity.
So the strategy has two modes for the first entry:
Normal market conditions: 100% of equity
Deep drawdown conditions: 300% of equity
This special rule is intended to be aggressive in extremely deep crashes while staying more conservative in normal corrections.
3. Strategy Logic & Execution
3-1. Entry Conditions
The strategy tracks the ATH using the High price.
For each bar, it calculates the drawdown from ATH.
The user defines two drawdown zones, for example:
1st zone: ATH – 50%
2nd zone: ATH – 72.5%
For each zone, the strategy checks:
If no buy has been executed yet for that zone in the current ATH leg, and
If the current bar’s Low touches or falls below that zone’s price level,
→ That bar is considered to have triggered a buy condition.
Order simulation:
The strategy simulates entering a long position at that zone’s price level
(using a limit/market-like approximation for backtesting).
3-2. ATH Reset & Entry Opportunity Reset
When a new High goes above the previous ATH:
The ATH is updated to this new high.
Internal flags that track whether the 1st and 2nd entries have been used are reset.
This means:
Each time the market makes a new ATH,
The strategy once again has a fresh opportunity to execute 1st and 2nd drawdown entries for that new ATH leg.
4. Position Sizing & Leverage
4-1. Position Size Based on Account Equity
The strategy defines current equity as:
Current Equity = Initial Capital + Realized PnL + Unrealized PnL
For each entry zone, the position value is calculated as follows:
The user inputs:
“What % of equity to use at this zone”
The strategy:
Multiplies current equity by that percentage
Then multiplies by the strategy’s leverage factor
Thus:
Position Value = Current Equity × (Zone % / 100) × Leverage
Finally, this position value is divided by the entry price to determine the actual position size in tokens.
4-2. Exception for the First Position (100% / 300%)
For the very first position (when there is no open position),
the strategy does not use the zone % parameters. Instead, it uses fixed ratios:
Default: Enter the first position with 100% of equity.
If the drawdown from ATH at that moment is greater than or equal to a predefined threshold (e.g. –72.5% or more)
→ Enter the first position with 300% of equity.
The position value is computed as:
Position Value = Current Equity × (100% or 300%) × Leverage
Then it is divided by the entry price to obtain the token quantity.
This rule:
Applies regardless of whether the first entry occurs at the 1st zone or 2nd zone.
Embeds the philosophy:
“In very deep crashes, go much larger on the first entry; otherwise, stay more conservative.”
4-3. Tracking Real Leverage
On each bar, the strategy tracks:
The existing position size at the start of the bar
The newly added size (if any) on that bar
When a new entry occurs, it calculates the real leverage at that moment:
Real Leverage = (Position Value / Current Equity)
This is then displayed on the chart as a label, for example:
Lev 2.53x
This makes it easy to see the actual leverage level at each entry point.
5. Visualization & Monitoring
5-1. On-Chart Visual Elements
The strategy plots the following directly on the chart:
ATH Line
The all-time high (based on High) is plotted as an orange line.
Average Entry Price Line
When a position is open, the average entry price of that position is plotted as a yellow line.
Estimated Liquidation Price (Fixed) Line
The strategy detects when the position size changes.
At each size change, it uses the current average entry price and real leverage to compute an approximate liquidation price.
This “fixed liquidation price” is then plotted as a red line on the chart.
If there is no position, or if leverage is 1x or lower, the liquidation line is removed.
Entry Markers & Labels
When 1st/2nd entry conditions are met, the strategy:
Marks the entry point on the chart.
Displays labels such as "Buy XX% @ Price" and "Lev XXx",
showing both entry percentage and real leverage at that time.
The label placement is configurable:
Below Bar
Above Bar
At Price
5-2. Information Table (Top-Right Panel)
In the top-right corner of the chart, the strategy displays a summary table of the current account and position status. It typically includes:
Pos Qty (Token)
Absolute size of the current position (in tokens)
Pos Value (USDT)
Market value of the current position (qty × current price)
Leverage (Now)
Current real leverage (position value / current equity)
DD from ATH (%)
Current drawdown (%) from the latest ATH, based on current price
Avg Entry
Average entry price of the current position
PnL (%)
Unrealized profit/loss (%) of the current position
Max DD (Equity %)
The maximum equity drawdown (MDD) recorded over the entire backtest period
Last Entry Price
Average entry price immediately after the most recent add-on entry
Last Entry Lev
Real leverage at the time of the most recent entry
Liq Price (Fixed)
The fixed estimated liquidation price described above
Return from Start (%)
Total return (%) of equity compared to the initial capital
Through this table, users can quickly grasp:
Current account and position status
Current risk level
Cumulative performance
6. Time Filters & Label Options
6-1. Strategy Date Range Filter
The strategy provides an option to restrict trading to a specific time range.
When “Use Date Range” is enabled:
You can specify start and end timestamps.
The strategy will only execute trades within that range.
When this option is disabled:
The strategy operates over the entire chart history.
6-2. Entry Label Placement
Users can customize where entry/leverage labels are drawn:
Below Bar (Below Bar)
Above Bar (Above Bar)
At the actual price level (At Price)
This allows you to adjust visualization according to personal preference and chart readability.
7. Use Cases & Applications
This strategy is suitable for the following purposes:
Long-term / swing-style re-buy strategies for spot or futures long positions
Testing rule-based strategies that rely on “drawdown from ATH” as a main signal
Monitoring account leverage, liquidation price, and MDD when using leverage
Handling situations where, for a given asset:
“Every time a new ATH is formed,
you want to wait for deep corrections and enter only at specific drawdown zones”
It is generally recommended to use this strategy not as a direct plug-and-play live system, but as a tool for:
Strategy idea validation
Risk profile analysis
Parameter exploration to match your personal risk tolerance and style
8. Limitations & Warnings
Backtest results do not guarantee future performance.
They are based on historical data only.
In live markets, additional factors exist:
Liquidity
Slippage
Fee structures
Exchange-specific liquidation rules
Funding fees, etc.
The liquidation price is only an approximate estimate, derived from a simplified formula.
Actual liquidation rules, maintenance margin requirements, fees, and other details differ by exchange.
The liquidation line should be treated as a reference indicator, not an exact guarantee.
Depending on the configured leverage and entry percentages, losses can be very large.
In particular, extremely aggressive settings such as “first position 300% of equity” can greatly increase the risk of large account drawdowns and liquidation during sharp market crashes.
Use such settings with extreme caution.
For live trading, additional risk management is essential:
Your own stop-loss rules
Maximum position size limits
Portfolio-level exposure controls
And other external safety mechanisms beyond this strategy
9. Conclusion
The ATH Drawdown Re-Buy Long Only strategy goes beyond simple “buy the dip” logic. It:
Systematically utilizes drawdowns from ATH as a structural signal
Applies a special first-position rule (100% / 300%)
Integrates visualization of leverage, liquidation price, MDD, and returns
All of this supports rule-based long position building in drawdown phases and comprehensive risk monitoring.
With this strategy, users can:
Explore different:
Drawdown zones
Entry percentages
Leverage levels
Run various backtests and scenario analyses
Better understand the risk/return profile that fits their own market view and risk tolerance
Once again, this strategy is intended for research, learning, and backtesting only.
All real trading decisions and their consequences are solely the responsibility of the user.
CRT / ORB Signals [Yosiet]What is the CRT Pattern?
The Counter-Retracement Pattern is a classic three-candle setup that reveals moments of market structure weakness and potential reversal. It occurs when a strong move is temporarily rejected, signaling a possible continuation.
Several names for the same candlestick pattern: CRT, ORB, Morning Star, Evening Star, and others, but I'm not going to talk about it.
Here’s the anatomy of a Bullish CRT:
Candle 1 (C1: The Signal Candle): A significant momentum candle in a downtrend.
Candle 2 (C2: The Retracement/Sweep Candle): This is the critical candle. It must sweep the low of C1 (liquidity grab / sweep) but then close with its body inside the range of C1 .
Candle 3 (C3: The Confirmation/Entry Candle): A bullish candle that closes above C2's close, confirming the pattern.
Here’s the anatomy of a Bearish CRT:
The bearish pattern is the exact inverse, sweeping the high of Candle 1.
Why This Indicator?
Clarity and Precision. This script is built for accuracy and minimalism.
No Repainting: The logic is calculated on the closed historical bars. The signal is only plotted on the entry candle (Candle 3) after it has closed.
Clean Visuals: Instead of cluttering every candle, it shows you only what you need:
Green Up Arrow: Signals a confirmed Bullish CRT, suggesting a Long entry.
Red Down Arrow: Signals a confirmed Bearish CRT, suggesting a Short entry.
Faint Circles: Subtle white circles mark the high/low of Candle 1 and Candle 2, helping you visually trace the pattern structure without obstruction.
NY ORB - Full Dynamic SystemNY ORB - Full Dynamic Strategy Summary
1. Opening Range and Session Timing
Opening Range (ORB) Calculation: The strategy identifies the ORB High and ORB Low by tracking the highest high and lowest low during the specified New York pre-market window, which is set by default from 8:30 to 8:45 (New York time).
Entry Window: Trading activity is restricted to a specific entry period, typically starting shortly after the ORB is established (default: 8:50 to 12:00).
Hard Exit Time: Any remaining open positions are automatically closed at a fixed exit time (default: 13:25).
2. Trade Entry Logic and Filters
An entry (Long or Short) is generated when the price breaks out of the established ORB, provided it passes a series of optional filters:
Direction Control: The user can restrict the strategy to trade Long Only, Short Only, or Both.
Second Breakout Logic: An optional filter that requires the price to break out, reverse back into the range, and then break out again, confirming momentum after a consolidation.
Confirmation Candle Count: An optional filter that checks the close of a previous candle (e.g., 1 or 2 candles ago) to ensure the price was still inside the range, preventing premature entry.
Technical Filters (Optional): The entry is only executed if it aligns with selected indicators:
RSI: Filters for non-overbought (Long) or non-oversold (Short) conditions.
MACD: Requires the MACD line to be above/below the Signal line for alignment.
VWAP: Requires the price to be above/below the Volume-Weighted Average Price.
Trend Filter (SMMA): Requires the price to be above/below a 50-period Simple Moving Average.
3. Dynamic Risk and Exit Management
This strategy features highly configurable stop-loss and profit-taking mechanics:
Primary Stop Loss Methods: The Stop Loss distance can be dynamically chosen from four types:
Fixed: A fixed number of ticks.
ATR: Based on a multiple of the Average True Range (ATR).
Capped ATR: ATR-based, but with a hard maximum tick limit.
OR-Based: Based on a multiple of the actual ORB High-to-Low range.
Dynamic Profit Target: The Take Profit level is calculated dynamically based on a multiplier of either the ATR or the ORB Range.
Breakeven Stop:
If enabled, the Stop Loss automatically moves to the entry price (Breakeven) once the price moves a predetermined distance in the profitable direction.
An Adaptive Breakeven option allows the trigger distance to be calculated as a percentage of the overall ATR Profit Target.
Trailing Stop: The strategy uses a trailing stop, which can be custom-set (fixed ticks) or dynamically tied to the ATR. An optional feature Auto Tighten Trailing reduces the trailing multiplier once the breakeven level is hit.
MA Cross Exit: An alternative, counter-trend exit mechanism that closes the trade if the price crosses back over the chosen Moving Average (either SMMA or VWAP), overriding the pending profit target.
4. Daily Account Management
The strategy includes crucial daily risk controls to protect capital and lock in profits:
Daily Profit Limit: If the total daily PnL (realized and unrealized) hits a predefined maximum profit threshold (in ticks), all trades are closed, and new entries are blocked for the remainder of the trading day.
Daily Loss Limit: Conversely, if the total daily PnL hits a predefined maximum loss threshold, all trades are closed, and new entries are blocked for the remainder of the day.
Pinbar MTF - No Repaint# Pinbar MTF - No Repaint Indicator
## Complete Technical Documentation
---
## 📊 Overview
**Pinbar MTF (Multi-Timeframe) - No Repaint** is a professional-grade TradingView Pine Script indicator designed to detect high-probability pinbar reversal patterns with advanced filtering systems. The indicator is specifically engineered to be **100% non-repainting**, making it reliable for both live trading and backtesting.
### Key Features
✅ **Non-Repainting** - Signals only appear AFTER bar closes, never disappear
✅ **Three-Layer Filter System** - ATR, SWING, and RSI filters
✅ **Automatic SL/TP Calculation** - Based on risk:reward ratios
✅ **Real-time Alerts** - TradingView notifications for all signals
✅ **Visual Trade Management** - Lines, labels, and areas for entries, stops, and targets
✅ **Backtesting Ready** - Reliable historical data for strategy testing
---
## 🎯 What is a Pinbar?
A **Pinbar (Pin Bar/Pinocchio Bar)** is a single candlestick pattern that indicates a potential price reversal:
### Bullish Pinbar (BUY Signal)
- **Long lower wick** (rejection of lower prices)
- **Small body at the top** of the candle
- Shows buyers rejected sellers' attempt to push price down
- Forms at support levels or swing lows
- Entry signal for LONG positions
### Bearish Pinbar (SELL Signal)
- **Long upper wick** (rejection of higher prices)
- **Small body at the bottom** of the candle
- Shows sellers rejected buyers' attempt to push price up
- Forms at resistance levels or swing highs
- Entry signal for SHORT positions
---
## 🔧 How the Indicator Works
### 1. **Pinbar Detection Logic**
The indicator analyzes the **previous closed bar ** to identify pinbar patterns:
```
Bullish Pinbar Requirements:
- Lower wick > 72% of total candle range (adjustable)
- Upper wick < 28% of total candle range
- Close > Open (bullish candle body)
Bearish Pinbar Requirements:
- Upper wick > 72% of total candle range (adjustable)
- Lower wick < 28% of total candle range
- Close < Open (bearish candle body)
```
**Why check ?** By analyzing the previous completed bar, we ensure the pattern is fully formed and won't change, preventing repainting.
---
### 2. **Three-Layer Filter System**
#### 🔍 **Filter #1: ATR (Average True Range) Filter**
- **Purpose**: Ensures the pinbar has significant size
- **Function**: Only signals if pinbar range ≥ ATR value
- **Benefit**: Filters out small, insignificant pinbars
- **Settings**:
- Enable/Disable toggle
- ATR Period (default: 7)
**Example**: If ATR = 50 pips, only pinbars with 50+ pip range will signal.
---
#### 🔍 **Filter #2: SWING Filter** (Always Active)
- **Purpose**: Confirms pinbar forms at swing highs/lows
- **Function**: Validates the pinbar is an absolute high/low
- **Benefit**: Identifies true reversal points
- **Settings**:
- Swing Candles (default: 3)
**How it works**:
- For bullish pinbar: Checks if low is lowest of past 3 bars
- For bearish pinbar: Checks if high is highest of past 3 bars
**Example**: With 3 swing candles, a bullish pinbar must have the lowest low among the last 3 bars.
---
#### 🔍 **Filter #3: RSI (Relative Strength Index) Filter**
- **Purpose**: Confirms momentum conditions
- **Function**: Prevents signals in extreme momentum zones
- **Benefit**: Avoids counter-trend trades
- **Settings**:
- Enable/Disable toggle
- RSI Period (default: 7)
- RSI Source (Close, Open, High, Low, HL2, HLC3, OHLC4)
- Overbought Level (default: 70)
- Oversold Level (default: 30)
**Logic**:
- Bullish Pinbar: Only signals if RSI < 70 (not overbought)
- Bearish Pinbar: Only signals if RSI > 30 (not oversold)
---
### 3. **Stop Loss Calculation**
Two methods available:
#### Method A: ATR-Based Stop Loss (Recommended)
```
Bullish Pinbar:
SL = Pinbar Low - (1 × ATR)
Bearish Pinbar:
SL = Pinbar High + (1 × ATR)
```
**Benefit**: Dynamic stops that adapt to market volatility
#### Method B: Fixed Pips Stop Loss
```
Bullish Pinbar:
SL = Pinbar Low - (Fixed Pips)
Bearish Pinbar:
SL = Pinbar High + (Fixed Pips)
```
**Settings**:
- Calculate Stop with ATR (toggle)
- Stop Pips without ATR (default: 5)
---
### 4. **Take Profit Calculation**
Take Profit is calculated based on Risk:Reward ratio:
```
Bullish Trade:
TP = Entry + (Entry - SL) × Risk:Reward Ratio
Bearish Trade:
TP = Entry - (SL - Entry) × Risk:Reward Ratio
```
**Example**:
- Entry: 1.2000
- SL: 1.1950 (50 pip risk)
- RR: 2:1
- TP: 1.2100 (100 pip reward = 50 × 2)
**Settings**:
- Risk:Reward Ratio (default: 1.0, range: 0.1 to 10.0)
---
## 📈 Visual Elements
### On-Chart Displays
1. **Signal Markers**
- 🟢 **Green Triangle Up** = Bullish Pinbar (BUY)
- 🔴 **Red Triangle Down** = Bearish Pinbar (SELL)
- Placed directly on the pinbar candle
2. **Entry Labels**
- Green "BUY" label with entry price
- Red "SELL" label with entry price
- Shows exact entry level
3. **Stop Loss Lines**
- 🔴 Red horizontal line
- "SL" label
- Extends 20 bars forward
4. **Take Profit Lines**
- 🟢 Green horizontal line
- "TP" label
- Extends 20 bars forward
5. **Risk/Reward Areas** (Optional)
- Red shaded box = Risk zone (Entry to SL)
- Green shaded box = Reward zone (Entry to TP)
- Visual risk:reward visualization
6. **Info Table** (Top Right)
- Displays current settings
- Shows filter status (ON/OFF)
- Real-time RSI value
- Quick reference panel
---
## 🔔 Alert System
Three alert types available:
### 1. Combined Alert: "Pinbar Signal (Any Direction)"
- Fires for BOTH bullish and bearish pinbars
- **Best for**: General monitoring
- **Message**: "Pinbar Signal Detected on {TICKER} at {PRICE}"
### 2. Bullish Alert: "Bullish Pinbar Alert"
- Fires ONLY for BUY signals
- **Best for**: Long-only strategies
- **Message**: "BUY Signal on {TICKER} at {PRICE}"
### 3. Bearish Alert: "Bearish Pinbar Alert"
- Fires ONLY for SELL signals
- **Best for**: Short-only strategies
- **Message**: "SELL Signal on {TICKER} at {PRICE}"
---
## ⚙️ Input Parameters Reference
### **Filters Group**
| Parameter | Default | Range | Description |
|-----------|---------|-------|-------------|
| ATR Filter on Pinbar Range? | ✅ ON | Boolean | Enable/disable ATR filter |
| ATR Period | 7 | 1+ | Lookback period for ATR calculation |
| Swing Candles | 3 | 1+ | Bars to check for swing high/low |
| RSI Filter on Pinbar? | ❌ OFF | Boolean | Enable/disable RSI filter |
| RSI Period | 7 | 2+ | Lookback period for RSI calculation |
| RSI Source | Close | Multiple | Price data for RSI (Close/Open/High/Low/etc) |
| RSI Overbought Level | 70 | 50-100 | Upper threshold for RSI filter |
| RSI Oversold Level | 30 | 0-50 | Lower threshold for RSI filter |
### **Pinbar Detection Group**
| Parameter | Default | Range | Description |
|-----------|---------|-------|-------------|
| Shadow % vs Body | 72 | 50-95 | Minimum wick size as % of total range |
### **Visualization Group**
| Parameter | Default | Range | Description |
|-----------|---------|-------|-------------|
| Show SL and TP Lines? | ✅ ON | Boolean | Display stop loss and take profit lines |
| Show SL and TP Area? | ❌ OFF | Boolean | Show shaded risk/reward boxes |
### **Risk Management Group**
| Parameter | Default | Range | Description |
|-----------|---------|-------|-------------|
| Risk:Reward Ratio | 1.0 | 0.1-10.0 | Target profit vs risk (1.0 = 1:1, 2.0 = 1:2) |
| Calculate Stop with ATR? | ✅ ON | Boolean | Use ATR for stop calculation |
| Stop Pips without ATR | 5 | 1+ | Fixed pip stop when ATR disabled |
---
## 🚫 Non-Repainting Architecture
### What is Repainting?
**Repainting** occurs when an indicator's historical signals differ from what appeared in real-time. This makes backtesting unreliable and can lead to false confidence in a strategy.
### How This Indicator Prevents Repainting
1. **Closed Bar Analysis**
- All calculations use ` ` offset (previous bar)
- Only analyzes COMPLETED candles
- Signals appear on the bar AFTER the pinbar closes
2. **Confirmed Swing Points**
- Waits for sufficient bar history before signaling
- Only checks historical bars that cannot change
- Prevents premature swing detection
3. **Static Alert Timing**
- Alerts fire only after bar completion
- No conditional logic that changes historically
- Same results in replay mode and live trading
### Verification Method
To verify non-repainting behavior:
1. Apply indicator to chart
2. Note signal locations and prices
3. Refresh browser / reload chart
4. **Signals remain in exact same locations**
---
## 💼 Trading Strategy Guidelines
### Entry Rules
**For Bullish Pinbar (LONG):**
1. Wait for green triangle to appear
2. Enter at close of pinbar (shown in label)
3. Alternative: Enter on break of pinbar high
4. Place stop loss at red SL line
5. Set target at green TP line
**For Bearish Pinbar (SHORT):**
1. Wait for red triangle to appear
2. Enter at close of pinbar (shown in label)
3. Alternative: Enter on break of pinbar low
4. Place stop loss at red SL line
5. Set target at green TP line
### Risk Management
- **Position Sizing**: Risk only 1-2% of account per trade
- **Stop Loss**: Always use the calculated SL (never move it wider)
- **Take Profit**: Use calculated TP or trail stop after 1:1 RR
- **Multiple Timeframes**: Confirm signals on higher timeframe
### Best Practices
✅ **DO:**
- Wait for bar to close before entering
- Trade in direction of higher timeframe trend
- Use on liquid markets with clear support/resistance
- Combine with price action analysis
- Keep a trading journal
❌ **DON'T:**
- Enter before bar closes (prevents seeing full pattern)
- Trade against strong trends
- Ignore the filters (they improve win rate)
- Risk more than 2% per trade
- Trade every signal (be selective)
---
## 📊 Backtesting & Data Export
### Available Data Points
The indicator exports these values for strategy development:
| Output | Description |
|--------|-------------|
| Bullish Signal | 1 = BUY signal, 0 = No signal |
| Bearish Signal | 1 = SELL signal, 0 = No signal |
| Bull SL | Stop loss level for long trades |
| Bull TP | Take profit level for long trades |
| Bull Entry | Entry price for long trades |
| Bear SL | Stop loss level for short trades |
| Bear TP | Take profit level for short trades |
| Bear Entry | Entry price for short trades |
### How to Use in Strategy
These values can be accessed by Pine Script strategies using:
```pine
indicator_values = request.security(syminfo.tickerid, timeframe.period,
)
```
---
## 🎓 Understanding the Filters
### Why Use Multiple Filters?
Single-indicator systems often generate too many false signals. This indicator uses a **confluence approach**:
1. **Pinbar Pattern** = Price rejection detected
2. **+ SWING Filter** = Rejection at key level
3. **+ ATR Filter** = Significant move
4. **+ RSI Filter** = Favorable momentum
**Result**: Higher probability setups with better risk:reward
### Filter Optimization
**Conservative Settings** (Fewer, Higher Quality Signals):
- ATR Filter: ON
- Swing Candles: 5
- RSI Filter: ON
- Shadow %: 75%
**Aggressive Settings** (More Signals, More Noise):
- ATR Filter: OFF
- Swing Candles: 2
- RSI Filter: OFF
- Shadow %: 65%
**Balanced Settings** (Recommended):
- ATR Filter: ON
- Swing Candles: 3
- RSI Filter: OFF (or ON for trending markets)
- Shadow %: 72%
---
## 🔍 Troubleshooting
### "No Signals Appearing"
**Possible Causes:**
1. Filters are too strict
2. No pinbars forming on chart
3. Insufficient bar history
**Solutions:**
- Reduce Shadow % to 65%
- Reduce Swing Candles to 2
- Disable ATR or RSI filters temporarily
- Check that chart has enough data loaded
### "Too Many Signals"
**Solutions:**
- Enable ATR filter
- Increase Swing Candles to 4-5
- Enable RSI filter
- Increase Shadow % to 75-80%
### "Signals Appearing Late"
**This is normal behavior!** The indicator:
- Analyzes previous closed bar
- Signals appear on the bar AFTER the pinbar
- This is what prevents repainting
- Signal latency is 1 bar (by design)
---
## 📝 Technical Specifications
**Indicator Type:** Overlay (displays on price chart)
**Pine Script Version:** 5
**Max Labels:** 500
**Max Lines:** 500
**Repainting:** None (100% non-repainting)
**Data Window Values:** 8 exported values
**Alert Types:** 3 (Combined, Bullish, Bearish)
**Performance:**
- Lightweight script (fast execution)
- Works on all timeframes
- Compatible with all markets (Forex, Crypto, Stocks, Futures)
- No data snooping bias
---
## 🎯 Use Cases
### 1. **Swing Trading**
- Timeframe: Daily, 4H
- Filter Settings: All enabled
- Best for: Catching major reversals
### 2. **Day Trading**
- Timeframe: 15m, 1H
- Filter Settings: ATR + SWING only
- Best for: Intraday reversals
### 3. **Scalping**
- Timeframe: 5m, 15m
- Filter Settings: SWING only (aggressive)
- Best for: Quick reversals (requires experience)
### 4. **Position Trading**
- Timeframe: Weekly, Daily
- Filter Settings: All enabled + high RR (2:1 or 3:1)
- Best for: Long-term trend reversal catches
---
## 🏆 Advantages Over Other Pinbar Indicators
✅ **Guaranteed Non-Repainting** - Many pinbar indicators repaint; this one never does
✅ **Automatic SL/TP** - No manual calculation needed
✅ **Multi-Layer Filtering** - Reduces false signals significantly
✅ **Visual Trade Management** - Clear entry, stop, and target levels
✅ **Flexible Configuration** - Adaptable to any trading style
✅ **Alert System** - Never miss a setup
✅ **Backtesting Ready** - Reliable historical data
✅ **Professional Grade** - Suitable for live trading
---
## 📚 Educational Resources
### Recommended Reading on Pinbars
- "The Pin Bar Trading Strategy" by Nial Fuller
- "Price Action Trading" by Al Brooks
- TradingView Education: Price Action Patterns
### Practice Recommendations
1. Paper trade signals for 20+ trades before live trading
2. Backtest on different timeframes and markets
3. Keep detailed records of all trades
4. Analyze winning vs losing setups
5. Refine filter settings based on results
---
## ⚖️ Disclaimer
This indicator is a tool for technical analysis and does not guarantee profits. Trading involves substantial risk of loss. Past performance is not indicative of future results.
- Always use proper risk management
- Never risk more than you can afford to lose
- Consider your trading experience and objectives
- Seek independent financial advice if needed
---
## 📧 Version Information
**Current Version:** 1.0
**Last Updated:** 2024
**Compatibility:** TradingView Pine Script v5
**Status:** Production Ready
---
## 🔄 Future Enhancements (Potential)
Possible future additions:
- Multi-timeframe confirmation option
- Volume filter integration
- Customizable color schemes
- Win rate statistics display
- Partial profit taking levels
- Trailing stop functionality
---
## 📖 Quick Start Guide
### 5-Minute Setup
1. **Add to Chart**
- Open TradingView
- Go to Pine Editor
- Paste the code
- Click "Add to Chart"
2. **Configure Settings**
- Open indicator settings (gear icon)
- Start with default settings
- Enable "Show SL and TP Lines"
3. **Set Alert**
- Right-click indicator name
- Click "Add Alert"
- Select "Pinbar Signal (Any Direction)"
- Configure notification method
4. **Test**
- Scroll back on chart
- Verify signals make sense
- Check that signals don't repaint
5. **Trade** (After Practice!)
- Wait for alert
- Verify signal quality
- Enter, place SL/TP
- Manage trade
---
## 🎯 Final Thoughts
The **Pinbar MTF - No Repaint** indicator is designed for serious traders who value:
- **Reliability** over flashy signals
- **Quality** over quantity
- **Honesty** over false promises
This indicator will NOT:
- Make you rich overnight
- Win every trade
- Replace proper trading education
This indicator WILL:
- Identify high-probability reversal setups
- Save you analysis time
- Provide consistent, non-repainting signals
- Help you develop a systematic trading approach
**Success in trading comes from:**
1. Proper education (60%)
2. Risk management (30%)
3. Technical tools like this indicator (10%)
Use this tool as part of a complete trading plan, not as a standalone solution.
Gold 15m: Trend + S/R + Liquidity Sweep (RR 1:2)This strategy is designed for short-term trading on XAUUSD (Gold) using the 15-minute timeframe. It combines trend direction, support/resistance pivots, liquidity sweep detection, and momentum confirmation to identify high-probability reversal setups in line with the dominant market trend.
⚙️ Core Logic:
Trend Filter (EMA 200):
The strategy only takes long positions when price is above the 200 EMA and short positions when price is below it.
Support/Resistance via Pivots:
Dynamic swing highs and lows are identified using pivot points. These act as local supply and demand levels where liquidity is likely to accumulate.
Liquidity Sweep Detection:
A bullish liquidity sweep occurs when price briefly breaks below the last pivot low (grabbing liquidity) and then closes back above it.
A bearish sweep occurs when price breaks above the last pivot high and then closes back below.
Momentum & Candle Strength:
The strategy filters signals based on candle range and body size to ensure entries occur during strong price reactions, not weak retracements.
Risk Management (1:2 RR):
Stop-loss is placed slightly beyond the last pivot level using ATR-based buffers, and take-profit is set at 2× the risk distance, maintaining a reward-to-risk ratio of 1:2.
💼 Trade Logic Summary:
Long Entry:
After a bullish liquidity sweep & reclaim, momentum confirmation, and trend alignment (above EMA 200).
Short Entry:
After a bearish sweep & reclaim, momentum confirmation, and trend alignment (below EMA 200).
Exit:
Automated via ATR-based Stop Loss and Take Profit targets.
📊 Customization Options:
Adjustable EMA length, pivot settings, ATR multipliers, and RR ratio.
Option to enable/disable trend filter.
Toggle display of S/R zones on chart.
🧠 Best Use:
Works best during London and New York sessions when Gold shows strong momentum.
Can be adapted for forex pairs and indices by tuning ATR and pivot parameters.
