Tanh Clamped Momentum Oscillator [Alpha Extract]A sophisticated momentum measurement system that combines dual EMA trend analysis with volatility-weighted pressure calculations, applying hyperbolic tangent normalization for bounded oscillator output with adaptive signal generation. Utilizing ATR-based volatility regime detection and candle pressure metrics, this indicator delivers institutional-grade momentum assessment with multi-tiered band structure and pulse-based envelope visualization. The system's tanh clamping methodology prevents extreme outliers while maintaining sensitivity to genuine momentum shifts, combined with histogram divergence detection and comprehensive alert framework for high-probability reversal and continuation signals.
🔶 Advanced Dual-Component Momentum Engine
Implements hybrid calculation combining EMA trend differential with candle pressure analysis, weighted by volatility regime assessment for context-aware momentum measurement. The system calculates fast and slow EMA difference normalized by ATR, measures intrabar pressure as close-open relative to range, applies volatility-based weighting between trend and pressure components, and produces composite raw momentum capturing both directional bias and internal candle dynamics.
// Core Momentum Framework
EMA_Fast = ta.ema(src, Fast_Length)
EMA_Slow = ta.ema(src, Slow_Length)
Trend = EMA_Fast - EMA_Slow
// Volatility Regime Detection
ATR_Short = ta.atr(ATR_Length)
ATR_Long = ta.atr(ATR_Length * 2)
Vol_Ratio = ATR_Short / ATR_Long
Vol_Weight = clamp((Vol_Ratio - 0.5) / 1.0, 0, 1)
// Pressure Component
Pressure = (close - open) / (high - low)
// Composite Momentum
Raw = Trend_Normalized * Vol_Weight + Pressure_Scaled * (1 - Vol_Weight)
🔶 Hyperbolic Tangent Normalization Framework
Features sophisticated tanh transformation that clamps raw momentum into bounded range while preserving proportional sensitivity across varying market conditions. The system applies safe exponential calculations with input capping to prevent overflow, computes hyperbolic tangent to compress extreme values while maintaining linearity near zero, and scales output by configurable factor creating oscillator with enhanced dynamic range and reduced outlier distortion.
// Tanh Clamping Logic
tanh(x) =>
x_clamped = clamp(x, -5.0, 5.0)
e = exp(2.0 * x_clamped)
(e - 1.0) / (e + 1.0)
Oscillator = tanh(Smoothed_Momentum / Clamp_Factor) * Scale
🔶 Volatility Regime Weighting System
Implements intelligent volatility assessment comparing short-term and long-term ATR to determine market regime, dynamically adjusting weight between trend and pressure components. The system calculates ATR ratio, normalizes to 0-1 range, and uses this weight factor to emphasize trend component during high-volatility regimes and pressure component during low-volatility consolidations, creating adaptive momentum sensitive to market microstructure.
🔶 Multi-Tiered Band Architecture
Provides comprehensive threshold structure with soft, hard, and maximum bands marking progressive momentum extremes for graduated overbought/oversold assessment. The system establishes configurable levels at soft zones (initial caution), hard zones (strong extreme), and maximum zones (critical overextension) with visual differentiation through line styles and background highlighting, enabling nuanced interpretation beyond binary extreme detection.
🔶 Pulse Envelope Visualization
Features dynamic envelope bands calculated from exponential moving average of absolute oscillator value, creating adaptive boundary that expands during momentum acceleration and contracts during deceleration. The system applies configurable length and width multiplier to pulse calculation, fills area between positive and negative pulse bounds with gradient coloring matching oscillator direction, providing visual context for momentum magnitude relative to recent activity.
🔶 Signal Line Integration Framework
Implements dual-mode signal line supporting both EMA and SMA smoothing of primary oscillator for crossover-based swing detection. The system calculates configurable-length moving average, generates histogram differential between oscillator and signal, applies additional smoothing to histogram for noise reduction, and uses crossovers/crossunders as momentum swing indicators distinguishing bullish and bearish momentum shifts.
🔶 Histogram Divergence Display
Creates column-style histogram visualization showing oscillator-signal differential with intensity-based coloring reflecting momentum acceleration or deceleration. The system plots histogram bars in bright colors when expanding (accelerating momentum) and faded colors when contracting (decelerating momentum), enabling instant visual identification of momentum divergences and convergences without numerical analysis.
🔶 Advanced Reversion Signal Logic
Generates overbought/oversold signals requiring both signal line crossover and extreme threshold breach for high-conviction reversal identification. The system triggers oversold when oscillator crosses above signal while below negative reversion level, triggers overbought when crossing below signal while above positive reversion level, and plots small circle markers at signal locations for clear visual confirmation of setup conditions.
🔶 Comprehensive Alert Framework
Provides six distinct alert conditions covering overbought/oversold reversions, midline trend changes, and oscillator-signal swings with configurable notification preferences. The system includes alerts for extreme reversions (OB/OS), zero-line crossovers (trend changes), and signal line crossovers (momentum swings), enabling traders to monitor critical oscillator events across multiple signal types without constant chart observation.
🔶 Adaptive Bar Coloring System
Implements four coloring modes including midline cross (trend direction), extremities (threshold breach), reversions (OB/OS signals), and slope (oscillator vs signal) for customizable visual integration. The system applies selected color scheme to candles providing chart-level momentum feedback, with option to disable coloring for minimal visual interference while maintaining oscillator pane analysis.
🔶 Performance Optimization Architecture
Utilizes efficient tanh calculation with safe clamping, streamlined EMA computations, and optimized ATR ratio processing for smooth real-time updates. The system includes intelligent null handling, minimal recalculation overhead through smart smoothing application, and configurable display toggles allowing users to disable unused visual elements for enhanced performance during extended historical analysis.
🔶 Why Choose Tanh-Clamped Momentum Oscillator ?
This indicator delivers sophisticated momentum analysis through hybrid trend-pressure calculation with volatility-adaptive weighting and hyperbolic tangent normalization. Unlike traditional momentum oscillators susceptible to extreme outlier distortion, the tanh clamping ensures bounded output while preserving sensitivity to genuine momentum shifts. The system's dual-component architecture combining directional trend with intrabar pressure, weighted by volatility regime assessment, creates context-aware momentum measurement that adapts to market microstructure. The multi-tiered band structure, pulse envelope visualization, and comprehensive signal framework make it essential for traders seeking nuanced momentum analysis with graduated extreme detection and high-probability reversal signals across cryptocurrency, forex, and equity markets.
Statistics
Naked POCThis indicator is designed for precision traders who need to identify Institutional Footprints and Naked POCs (nPOC) without cluttering the chart. It solves the common problem of "too many signals" during trend continuations while preserving critical reversal signals (like high-volume Dojis).
🚀 Key Features
1. Fusion Technology (Global Liquidity View)
Unlike standard indicators that only look at your current chart's volume, Fusion aggregates real-time Spot volume from major exchanges (Binance, Coinbase, OKX, Bybit) simultaneously.
Why? Futures follow Spot. This reveals the true liquidity wall across the entire market, filtering out fake pump/dump moves on a single derivative exchange.
Supports BTC & ETH pairs automatically.
2. Peak Hunter Algorithm (Smart Noise Filtering)
This is the core upgrade. Instead of marking every high-volume candle (which creates a mess during waterfalls/rallies), the Peak Hunter logic only marks a level if:
The volume is a Local Peak (higher than the past $N$ candles).
Result: It ignores "follow-through" candles in a trend but perfectly captures the Start (Ignition) and the End (Stopping Volume / Doji) of a move.
3. Micro-Structure POC (The "Microscope")
When a 30m or 4H candle triggers a signal, where exactly is the support?
This script scans the internal 1-minute or 15-second data (Lower Timeframe) inside that candle to find the exact price level with the highest volume.
Note: 15s scanning requires a Premium plan; 1m works for all.
4. Smart Lifecycle Management
nPOC Lines: Support/Resistance lines extend automatically until price tests them.
Touch Limit: Once price touches a line $X$ times (configurable), the line "dies" and becomes dotted/expired, keeping your chart clean.
HawkDoveScoreLibLibrary "HawkDoveScoreLib"
hds_score(sym2y, sym10y, symBE10, symBS, symFCI, tfMacro, lenTrend, lenNorm, smoothScore, useRatePath, useCurve, useRealYield, useBalanceSh, useStressFCI, wRatePath, wCurve, wRealYield, wBS, wStress)
Parameters:
sym2y (string)
sym10y (string)
symBE10 (string)
symBS (string)
symFCI (string)
tfMacro (string)
lenTrend (int)
lenNorm (int)
smoothScore (simple int)
useRatePath (bool)
useCurve (bool)
useRealYield (bool)
useBalanceSh (bool)
useStressFCI (bool)
wRatePath (float)
wCurve (float)
wRealYield (float)
wBS (float)
wStress (float)
hds_regime(score, thrDove, thrHawk)
Parameters:
score (float)
thrDove (int)
thrHawk (int)
hds_regime_label(score, thrDove, thrHawk)
Parameters:
score (float)
thrDove (int)
thrHawk (int)
All Candlestick Patterns [theEccentricTrader]█ OVERVIEW
This indicator automatically draws and sends alerts for all of the candlestick patterns in my public library as they occur. Patterns included in this script are listed below, with their conventional classifications (in brackets) for reference only:
Doji (Neutral)
Bullish Marubozu (Bullish Continuation)
Bearish Marubozu (Bearish Continuation)
Spinning Top (Neutral)
Bullish Belt-Hold Line (Bullish Reversal)
Bearish Belt-Hold Line (Bearish Reversal)
Bullish Breakaway (Bullish Reversal)
Bearish Breakaway (Bearish Reversal)
Concealing Baby Swallow (Bullish Reversal)
Bullish Counterattack (Bullish Reversal)
Bearish Counterattack (Bearish Reversal)
Dark Cloud Cover (Bearish Reversal)
Long-Legged Doji (Neutral)
Southern Doji (Bullish Reversal)
Northern Doji (Bearish Reversal)
Dumpling Top (Bearish Reversal)
Bullish Engulfing (Bullish Reversal)
Bearish Engulfing (Bearish Reversal)
Frypan Bottom (Bullish Reversal)
Hammer (Bullish Reversal)
Hanging Man (Bearish Reversal)
Bullish Harami (Bullish Reversal)
Bearish Harami (Bearish Reversal)
Bullish Harami Cross (Bullish Reversal)
Bearish Harami Cross (Bearish Reversal)
High-Wave (Neutral)
Bullish Hikkake (Bullish Reversal)
Bearish Hikkake (Bearish Reversal)
Homing Pigeon (Bullish Reversal)
In-Neck (Bullish Reversal)
Bullish Kicking (Bullish Reversal)
Bearish Kicking (Bearish Reversal)
Matching Low (Bullish Reversal)
On-Neck (Bullish Reversal)
Piercing (Bullish Reversal)
Bullish Separating Lines (Bullish Continuation)
Bearish Separating Lines (Bearish Continuation)
Upgap Side-by-Side White Lines (Bullish Continuation)
Downgap Side-by-Side White Lines (Bearish Continuation)
Stalled Pattern (Neutral)
Bullish Star (Bullish Reversal)
Bearish Star (Bearish Reversal)
Bullish Doji Star (Bullish Reversal)
Bearish Doji Star (Bearish Reversal)
Morning Star (Bullish Reversal)
Evening Star (Bearish Reversal)
Morning Doji Star (Bullish Reversal)
Evening Doji Star (Bearish Reversal)
Abandoned Baby Bottom (Bullish Reversal)
Abandoned Baby Top (Bearish Reversal)
Inverted Hammer (Bullish Reversal)
Shooting Star (Bearish Reversal)
Dragonfly Doji (Bullish Reversal)
Gravestone Doji (Bearish Reversal)
Stick Sandwich (Bullish Reversal)
Upward Gapping Tasuki (Bullish Continuation)
Downward Gapping Tasuki (Bearish Continuation)
Three Black Crows (Bearish Reversal)
Advance Block (Neutral)
Three Advancing White Soldiers (Bullish Reversal)
Bullish Three-Line Strike (Bullish Continuation)
Bearish Three-Line Strike (Bearish Continuation)
Rising Three Methods (Bullish Continuation)
Falling Three Methods (Bearish Continuation)
Three Stars in the South (Bullish Reversal)
Thrusting (Bullish Reversal)
Tower Bottom (Bullish Reversal)
Tower Top (Bearish Reversal)
Tri-Star Bottom (Bullish Reversal)
Tri-Star Top (Bearish Reversal)
Tweezer Bottom (Bullish Reversal)
Tweezer Top (Bearish Reversal)
Upside-Gap Two Crows (Bearish Reversal)
█ CONCEPTS
Candlestick Patterns
Candlestick charts originated in Japan and were developed as a way of recording and interpreting price movement in actively traded markets. Rather than focusing only on where price closed, candlesticks preserve information about the range of trading during a given period, showing where prices opened, how far they moved, where they were rejected and where they ultimately settled. In this sense, each candlestick is a compact record of the interaction between buyers and sellers over time.
At a basic level, markets move through a sequence of swing highs and swing lows as supply and demand fluctuates. Candlesticks are the smallest visible components of this process. The size of the candle body reflects the degree of control exercised by buyers or sellers, while the presence and length of wicks reflect rejection, hesitation or absorption of opposing orders. When similar behaviours repeat in similar locations, recognisable patterns emerge.
Candlestick patterns therefore do not represent fixed signals, but recurring expressions of market psychology. They capture moments where initiative changes hands, where momentum pauses or where one side fails to follow through. A pattern that appears during a strong trend may simply reflect temporary consolidation, while the same pattern forming at an extreme or after prolonged movement may indicate exhaustion or transition. Context is always decisive.
Over time, traders have assigned names and classifications to many of these recurring formations. However, these classifications are not universal or permanent. Patterns that were historically described as reversals are sometimes better understood as continuation structures and patterns labelled as bullish or bearish can have very different implications depending on market, timeframe, volatility and surrounding structure. As with all forms of price analysis, interpretation matters more than memorisation.
Candlestick patterns should therefore be viewed as descriptive tools rather than predictive rules. They provide insight into how price reached its current state and how supply and demand interacted along the way. Their usefulness lies in how they are combined with broader market structure, risk management and independent testing, not in the assumption that any single pattern guarantees a particular outcome.
█ INPUTS
Change label colours and size.
Set alerts for individual patterns.
█ SOURCES
Homma, M. (c. 1755) The Fountain of Gold: The Three Monkey Record of Money. Attributed Japanese trading manuscript. Modern English translation (Apple Books).
Nison, S. (2001) Japanese Candlestick Charting Techniques (2nd edn). New York: New York Institute of Finance.
Bulkowski, T. N. (2008) Encyclopedia of Candlestick Charts. Hoboken, New Jersey: John Wiley & Sons.
pubLibCandlestickPatternsLibrary "pubLibCandlestickPatterns"
candlestick pattern conditions for indicator and strategy development
doji()
bull_marubozu()
bear_marubozu()
spinning_top()
bull_belt_hold_line()
bear_belt_hold_line()
bull_breakaway()
bear_breakaway()
concealing_baby_swallow()
bull_counterattack()
bear_counterattack()
dark_cloud_cover()
long_legged_doji()
southern_doji()
northern_doji()
dumpling_top()
bull_engulfing()
bear_engulfing()
frypan_bottom()
hammer()
hanging_man()
bull_harami()
bear_harami()
bull_harami_cross()
bear_harami_cross()
high_wave()
bull_hikkake()
bear_hikkake()
homing_pigeon()
in_neck()
bull_kicking()
bear_kicking()
matching_low()
on_neck()
piercing()
bull_separating_lines()
bear_separating_lines()
upgap_side_by_side_white_lines()
downgap_side_by_side_white_lines()
stalled()
bull_star()
bear_star()
bull_doji_star()
bear_doji_star()
morning_star()
evening_star()
morning_doji_star()
evening_doji_star()
abandoned_baby_bottom()
abandoned_baby_top()
inverted_hammer()
shooting_star()
dragonfly_doji()
gravestone_doji()
stick_sandwich()
upward_gapping_tasuki()
downward_gapping_tasuki()
three_black_crows()
advance_block()
three_advancing_white_soldiers()
bull_three_line_strike()
bear_three_line_strike()
rising_three_methods()
falling_three_methods()
three_stars_in_the_south()
thrusting()
tower_bottom()
tower_top()
tri_star_bottom()
tri_star_top()
tweezer_bottom()
tweezer_top()
upside_gap_two_crows()
Retail Forex Sentiment Fear/Greed CurrencyPairsRetail Forex Sentiment Fear/Greed CurrencyPairs
Overview
The Retail Forex Sentiment Indicator provides sentiment data for major and cross currency pairs. This indicator displays retail trader positioning using retail brokers data, showing what percentage of retail traders are long or short on each forex pair.
Important: Indicator Split Notice
---------------------------------
Due to TradingView's limitation of 40 data requests per indicator, the original Retail Sentiment Indicator has been split into TWO separate indicators you will find on TradingView:
1. This indicator - Specialized for Forex currency pairs (30+ pairs)
[2. Retail Sentiment Indicator - Multi-Asset CFD & Fear/Greed Index - For indices, commodities, cryptocurrencies, and Fear/Greed indices
Please look at both indicators to access all available sentiment data.
Methodology and Scale Calculation
---------------------------------
This indicator operates on a **-50 to +50 scale** with zero representing perfect market equilibrium.
Scale Interpretation:
- **Zero (0)**: Market balance - exactly 50% of traders long, 50% short
- **Positive values**: Majority long (buying) pressure
- Example: If 63% of traders are long, the indicator shows +13 (63 - 50 = +13)
- **Negative values**: Majority short (selling) pressure
- Example: If 92% of traders are short, the indicator shows -42 (50 - 92 = -42)
Features
--------
- **Auto-Detection**: Automatically loads sentiment data based on the current chart symbol
- **Manual Selection**: Choose from 30+ supported currency pairs when auto-detection is unavailable
- **Visual Zones**: Clear greed/fear zones with color-coded backgrounds (green for fear zone, red for greed zone - contrarian colors)
- **Daily Updates**: Live sentiment data from retail CFD providers
Supported Currency Pairs
========================
Major Pairs
-----------
- EURUSD (most traded pair globally)
- GBPUSD (Cable)
USD Pairs
---------
- USDJPY, USDCHF, USDCAD
- USDPLN
PLN (Polish Zloty) Pairs
------------------------
- USDPLN, EURPLN, GBPPLN, CHFPLN
EUR Cross Pairs
---------------
- EURJPY, EURCHF, EURCAD, EURAUD, EURNZD, EURGBP
GBP Cross Pairs
---------------
- GBPJPY, GBPCHF, GBPCAD, GBPAUD, GBPNZD
AUD (Australian Dollar) Pairs
-----------------------------
- AUDUSD, AUDJPY, AUDCHF, AUDNZD, AUDCAD
NZD (New Zealand Dollar) Pairs
------------------------------
- NZDUSD, NZDJPY, NZDCHF, NZDCAD
CAD Cross Pairs
---------------
- CADJPY, CADCHF
CHF Cross Pairs
---------------
- CHFJPY
How to Use
----------
1. **Auto Mode** (Default): Enable "Auto-load Sentiment Data" checkbox to automatically display sentiment for the current chart's currency pair
2. **Manual Mode**: Disable auto-load and select from the dropdown menu for specific currency pairs
3. **Interpretation**:
- Values above 0 (green line) indicate retail traders are net long (greed/bullish sentiment)
- Values below 0 (red line) indicate retail traders are net short (fear/bearish sentiment)
- Extreme zones (+35 to +50 and -35 to -50) indicate strong positioning
Trading Strategy & Market Philosophy
====================================
Contrarian Trading Approach
---------------------------
The primary purpose of this indicator is based on the fundamental market principle that **the majority of retail forex traders are wrong most of the time**, and currency pairs typically move opposite to the positions held by the majority of retail participants.
Key Strategy Guidelines:
- **Contrarian Signal**: When the majority of retail traders are positioned on one side, consider opportunities in the opposite direction
- **Trend Exhaustion Signal**: When retail traders finally flip to trade WITH an established trend after being wrong for extended period, this often signals trend exhaustion
Interpretation Examples:
- High greed readings (majority long) -> Consider short opportunities
- High fear readings (majority short) -> Consider long opportunities
- Sudden sentiment flip during established trends -> Potential trend reversal signal
Forex-Specific Notes
====================
Currency Correlations
---------------------
When analyzing forex sentiment, consider that:
- USD pairs often move together (if retail is long EURUSD, they're often short USDJPY)
- Cross pairs can provide confirmation signals
- Comparing sentiment across related pairs can reveal broader positioning
Auto-Detection Support
----------------------
The indicator supports automatic detection of various broker ticker formats including:
- Standard pairs (EURUSD, GBPUSD, etc.)
- CME Futures symbols (6E, 6B, JY, etc.)
- Micro futures (M6E, M6B, MJY, etc.)
This functionality is powered by regex pattern matching. However, for some CME futures pairs—particularly those involving JPY, CAD, and CHF—auto-detection may not work properly. In such cases, disable the auto-load checkbox and manually select the ticker from the dropdown menu.
Technical Notes
---------------
- Built with PineScript v6
- Dynamic symbol detection with fallback options
- Optimized for performance with minimal resource usage
- Color-coded visualization with customizable zones
Data Sources
------------
This indicator uses curated sentiment data from retail CFD providers. Data is updated regularly and sourced from reputable financial data providers.
Data Infrastructure Status
--------------------------
Current Data Upload Process:
Please note that sentiment data uploads may occasionally experience minor interruptions. However, this should not pose significant issues as sentiment data typically changes gradually rather than rapidly.
Acknowledgments
---------------
We extend our gratitude to **TradingView** for enabling the use of custom data feeds based on GitHub repositories, making this comprehensive forex sentiment analysis possible.
Disclaimer
----------
This indicator is for educational and informational purposes only. Sentiment data should be used as part of a comprehensive trading strategy and not as the sole basis for trading decisions. Past performance does not guarantee future results. The contrarian approach described is a market theory and may not always produce profitable results. Forex trading involves significant risk of loss.
ADR% - Average Daily Range % by TrinhDuongSMWThe ADR% (Average Daily Range Percentage) is a volatility measurement tool designed to help traders understand the typical price movement of a stock over a specific period. Unlike the standard ATR (Average True Range) which uses absolute price points, ADR% expresses volatility as a percentage of the stock's price, making it easier to compare volatility across different tickers regardless of their share price.
Contango/Backwardation Futures Box Desk - TT ToolsContango / Backwardation Futures Box – TT Tools
This indicator provides a clear, compact, and intuitive view of the Contango / Backwardation structure of a futures curve, displayed directly on the chart through an advanced informational box.
It is designed for discretionary traders, spread traders, and curve analysis, with an optimized visualization for both desktop and mobile use.
The box displays the real-time Contango or Backwardation structure of the futures curve, including:
curve status (Contango / Backwardation / Flat)
percentage spread between the front contracts
prices of the three expiries (Near, Mid, Far) with directional indicators
confirmation or non-confirmation of the curve structure
contract expiration date with remaining days countdown
rollover warning when expiration is approaching
The box is fully optimized for Desktop, Compact, and Mobile layouts, ensuring a clean, adaptive design and always-readable information.
Quick Start Guide
Select the futures contracts
Insert the nearest futures contracts into Front (1), Next (2) and Third (3), starting from the front-month contract.
You can easily find the correct contract using “Change Symbol”, filtering by Futures and selecting the appropriate expiry.
Check the contract expiry
Identify the rollover date directly on the chart using Events → Contract Switch.
This helps you confirm that you are analyzing the correct futures expiration.
Set the NEXT EXPIRY date
Enter the next futures expiration date in the NEXT EXPIRY (exact date) field.
Simply match it with the contract switch shown on the chart to stay perfectly aligned.
Monitor the curve
The box displays in real time:
curve structure (Contango / Backwardation / Flat)
percentage spread between expiries
prices of the three contracts with directional indicators
structure confirmation status
days-to-expiry countdown
visual rollover warning when expiration approaches
👉 Always keep contracts and expiry dates updated to ensure an accurate reading of the futures curve and to anticipate rollover phases correctly.
__________________________________________________________
Backwardation Futures Box – TT Tools
Questo indicatore mostra in modo chiaro, compatto e immediato la struttura Contango / Backwardation di una curva futures, direttamente sul grafico tramite un box informativo avanzato. È pensato per trader discrezionali, spread traders e analisi di curva, con una visualizzazione ottimizzata sia per desktop che per mobile.
Il riquadro box mostra in tempo reale la struttura di Contango o Backwardation della curva futures, includendo:
• stato della curva (Contango / Backwardation / Flat)
• spread percentuale tra le prime scadenze
• prezzi delle tre scadenze (Near, Mid, Far) con indicatori direzionali
• conferma o meno della struttura della curva
• data di scadenza del contratto e countdown ai giorni residui
• avviso di rollover imminente
Il box è ottimizzato per Desktop, Compact e Mobile, con layout adattivo e informazioni sempre leggibili.
Mini guida operativa
Selezione dei contratti
Inserisci nel box Front (1), Next (2) e Third (3) i future più prossimi a scadenza, partendo dal contratto front-month.
Puoi cercare rapidamente il contratto corretto tramite “Cambia simbolo”, filtrando per Futures e selezionando la scadenza desiderata.
Controllo della scadenza
Individua la data di rollover direttamente sul grafico tramite la sezione Eventi → Switch di contratto.
Utilizza questa informazione per verificare di stare analizzando la scadenza corretta.
Impostazione della NEXT EXPIRY
Inserisci nel campo NEXT EXPIRY (data precisa) la data di scadenza del prossimo future.
È sufficiente confrontarla con lo switch di contratto visibile sul grafico per essere allineati correttamente.
Monitoraggio della curva
Il box mostra in tempo reale:
struttura della curva (Contango / Backwardation / Flat)
spread percentuale tra le scadenze
prezzi dei tre contratti con direzione relativa
conferma o meno della struttura
countdown ai giorni residui
alert visivo di rollover imminente
👉 Mantieni sempre aggiornati contratti e data di scadenza per avere una lettura affidabile della curva futures e anticipare correttamente le fasi di rollover.
Fair Value Interest Rate LadderDisplays the remaining interest rate relative to a specific expiration date. Compatible with both ascending and descending price trends (toggleable in Settings). The smooth decay visualization offers better clarity compared to standard daily horizontal levels.
Sigmoid Risk AllocatorThe Sigmoid Risk Allocator is a dynamic position sizing indicator that tells you how much of your capital to allocate based on current market conditions. Unlike simple "risk-on/risk-off" signals, this indicator gives you smooth, gradual transitions based on a sigmoid function.
Why a Sigmoid Curve?
Most position sizing approaches use fixed thresholds: "If drawdown > 20%, buy. Otherwise, don't." This creates all-or-nothing decisions.
Using the sigmoid (S-curve) makes this decision different. It creates a smooth transition where:
Small drawdowns → Stay near your baseline allocation
Moderate drawdowns → Gradually increase exposure
Large drawdowns → Approach maximum allocation
The sigmoid curve naturally "saturates" at the extremes, preventing you from going all-in too early or panicking out too fast. This is very useful to meek traders psychology and risk management in check.
What's a Sigmoid Function?
The sigmoid function is a mathematical S-curve defined as:
σ(x) = 1 / (1 + e^(-x))
This formula takes any input value and smoothly maps it to a number between 0 and 1. The curve has three key properties that make it ideal for position sizing in investing:
Smooth transitions: No sudden jumps. Allocation changes gradually.
Saturation at extremes: The curve flattens near 0 and 1, preventing overreaction and overexposure.
Sensitive in the middle: Most of the action happens around the midpoint.
To convert this into an allocation percentage, the indicator uses:
Allocation = α_min + (α_max - α_min) × σ(k × (Risk - Midpoint))
Where:
- `α_min` = Your minimum allocation (default 50%)
- `α_max` = Your maximum allocation (default 100%)
- `Risk` = Current risk metric (drawdown %, volatility, or Kelly %)
- `Midpoint` = The risk level where allocation sits halfway between min and max (default 15%)
- `k` = Steepness—how quickly allocation changes around the midpoint
Example : With defaults, if drawdown hits 15% (the midpoint), your allocation will be 75% (halfway between 50% and 100%). As the drawdown increases beyond 15%, the allocation curves toward 100%. As it decreases toward 0%, allocation curves toward 50%.
Cool, isn't it?
Asymmetric Response: Fast In, Slow Out
The indicator uses different steepness values for scaling in vs. scaling out. This is great to increase trend following. This is something I'm proud of too in this indicator.
k_increase = 30 (steep curve): When drawdowns appear, allocation ramps up quickly to catch the opportunity
k_decrease = 5 (slower curve): When conditions normalize, allocation decreases slowly to avoid selling the rebound
This asymmetry reflects how markets behave—drawdowns often overshoot fundamentals (rewarding quick entries), while recoveries tend to be more orderly (rewarding patience on exits).
Three Risk Metrics
You can choose what drives your allocation:
Drawdown (Default)
Volatility - Scales your position inversely to current market volatility.
Kelly Criterion - Automatically calculates optimal position size. The indicator applies a conservative "half Kelly" by default.
Use Cases
Position sizing for swing trading or trend following
Risk management overlay for any existing strategy
Drawdown-based DCA (dollar cost averaging) decisions
Volatility-adjusted exposure management
Feel free to provide feedback and share your thoughts!
- Henrique Centieiro
Position Size Gev_Risk ($)
The amount of money you are willing to lose if the stop-loss is hit.
Base Stop Price
The stop-loss price you set. The stop is recalculated in real time as price moves.
Fee (%) round-trip
Estimated total trading fees for opening and closing the position.
Stop Mode
With Buffer: adds extra distance to the stop, resulting in a smaller position size
No Buffer: uses the Base Stop Price exactly as entered
Stop Buffer (%)
The percentage added to the stop distance when Stop Mode is set to With Buffer.
Live adjustment behavior
The stop price updates continuously as price moves, and the position size is recalculated live to stay aligned with the selected Risk ($).
Entropy-Gated Expansion StateThis indicator identifies sustained directional expansion regimes by separating regime qualification from regime persistence. Directional entropy is used to detect when price transitions from a disordered environment into a structured one, acting as a gate that enables participation only during favorable market conditions. Once qualified, trend structure maintains the active state through consolidations and minor pullbacks, ensuring the indicator remains engaged throughout the expansion phase rather than firing as a short-lived signal.
The result is a persistent, state-based output that avoids sideways markets, reduces noise, and remains active during sustained trends across a wide range of assets, including high-volatility instruments.
Order VolumeGranular order volume.
Mainly to be used in other indicators where accurate order flow is needed.
Uses 1S security to pull higher resolution data and then adds into bin based on candle size of chart.
1S can be changed to different time frames based on data limitations.
Plot delta.
Price % Change from Time HighDisplays the following.
Highest in Last (interval)
Current Price:
% From High:
% To High:
% From (internal) Chart High:
Volume + ATR Robust Z-Score Suite (MAD)Plots relevant volume with relevant volatility using z-core to calculta de deviations
Return Skew (Directional Asymmetry)This indicator measures the asymmetry of returns over a rolling window, specifically evaluating whether positive returns dominate negative returns in magnitude rather than frequency. The purpose of this indicator is to identify assets whose upside moves are structurally stronger than their downside moves, indicating convex return behaviour. Unlike trend or momentum indicators, return skew captures the quality of price movement, distinguishing between assets that grind upward versus those that experience explosive upside relative to drawdowns. By requiring positive return skew, this indicator helps avoid assets that are rising through frequent small gains but are vulnerable to sharp downside moves, thereby favouring assets exhibiting genuine asymmetric upside potential.
Standard Deviation Linesplot standard deviation lines for 1sd, 2sd, 3sd. The user gives the data for the standard deviation and the time.
Combo Premium SMA Alert SystemShort Straddle for ATM Options Entry at SMA Cross over downside and SL or Exit SMA Cross over Upside
Today's Price Position On Intraday-From Low /High OVERVIEW
A clean, professional indicator that displays your stock's current position relative to today's high, today's low, and yesterday's close - all in one convenient table.
🎯 WHAT IT SHOWS
Three key metrics in real-time:
- From Low: How far price has moved from today's lowest point
- From High: How far price is from today's highest point
- % Today: Today's percentage change vs yesterday's 4 PM close
✨ KEY FEATURES
✓ Real-time percentage tracking throughout the trading day
✓ Works on ALL intraday timeframes (1min, 5min, 15min, etc.)
✓ Includes Pre-Market (4:00-9:30 AM) and Regular Trading Hours (9:30-4:00 PM)
✓ Color-coded indicators: Green (up), Red (down), Yellow (at reference point)
✓ Clean, non-intrusive table display in bottom-right corner
✓ Accurate reference to previous day's actual closing price
🔧 TESTING MODE
Built-in testing mode allows you to:
- Manually input test values for High, Low, Close, and Previous Close
- Verify calculations and behavior before live trading
📈 IDEAL FOR
- Day traders monitoring intraday price action
- Swing traders tracking daily momentum
- Anyone wanting quick visual reference of price position
- Traders who need to know "where we are" at a glance
💡 HOW TO USE
Simply add to your chart - no configuration needed! The indicator automatically:
1. Tracks today's high and low (including pre-market)
2. References yesterday's 4 PM closing price
3. Calculates your current position as percentages
4. Updates in real-time with color-coded signals
🎨 COLOR LEGEND
- Green: Price is up/above reference
- Red: Price is down/below reference
- Yellow: Price is exactly at reference point (unchanged)
- Orange: Previous day's close reference price
⚙️ TECHNICAL NOTES
- Automatically resets at start of each trading day
- Handles both pre-market and regular hours seamlessly
- Uses confirmed previous day close (no repainting)
- Lightweight and efficient - won't slow down your charts
Perfect for traders who want professional-grade information without chart clutter!
FOMC Policy Events[nakano]### FOMC Policy Events
#### Summary / 概要
This indicator plots the historical policy decisions of the U.S. Federal Open Market Committee (FOMC) directly onto your chart. It is an essential tool for traders and analysts who want to visualize how the market reacts to changes in monetary policy. All historical event data from 2000 onwards is hard-coded into the script for fast and reliable performance.
このインジケーターは、米国連邦公開市場委員会（FOMC）の過去の政策決定をチャート上に直接プロットします。金融政策の変更に対する市場の反応を視覚的に分析したいトレーダーやアナリストにとって不可欠なツールです。2000年以降の全ての過去イベントデータが含まれます。
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#### Features / 主な機能
* **Comprehensive Historical Data / 包括的な過去データ**
Includes all historical scheduled and emergency FOMC rate decisions from January 2000.
2000年1月以降の、全ての定例および緊急のFOMC金利決定の履歴を含みます。
* **Detailed Event Labels / 詳細なイベントラベル**
Each event is marked with a clear label showing:
各イベントには、以下の情報を示す明確なラベルが表示されます：
* The exact date of the announcement.
発表の正確な日付
* The type of decision (Rate Hike, Rate Cut, Hold, or Emergency Cut).
決定内容（利上げ、利下げ、据え置き、緊急利下げ）
* The resulting Federal Funds Target Rate.
決定後の政策金利（FF金利ターゲット）
* **Fully Customizable Display / 柔軟な表示設定**
From the indicator's settings menu, you can:
インジケーターの設定画面から、以下の操作が可能です：
* Individually toggle the visibility of Rate Hikes, Rate Cuts, and Holds.
「利上げ」「利下げ」「据え置き」の表示・非表示を個別に切り替える
* Choose your preferred language for the labels (English or Japanese).
ラベルの表示言語を「英語」または「日本語」から選択する
* **Clear Visual Cues / 明確なビジュアル**
* **Rate Hikes:** Green labels positioned below the price bars.
**利上げ：** バーの下に緑色のラベル
* **Rate Cuts:** Red labels positioned above the price bars.
**利下げ：** バーの上に赤色のラベル
* **Holds:** Gray labels positioned above the price bars.
**据え置き：** バーの上に灰色のラベル
* **Emergency Events:** Specially highlighted in maroon for easy identification.
**緊急イベント：** 識別しやすいように特別な色（ワインレッド）で強調表示
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#### How to Use / 使用方法
1. Add the indicator to your chart.
インジケーターをチャートに追加します。
2. Click the **Settings (gear icon)** next to the indicator name on your chart.
チャート上のインジケーター名の横にある**設定（歯車アイコン）**をクリックします。
3. In the "Display Settings" section, check or uncheck the boxes to show or hide different event types.
「Display Settings」セクションで、各イベントタイプの表示・非表示をチェックボックスで切り替えます。
4. In the "Language Settings" section, select your preferred language from the dropdown menu.
「Language Settings」セクションで、ドロップダウンメニューからお好みの言語を選択します。
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#### A Note on Data / データについて
The event data included in this script is static and contains historical decisions up to September 2025. The script does not plot future scheduled meetings and will need to be manually updated as new policy decisions are made.
このスクリプトに含まれるイベントデータは静的なものであり、2026年1月までの過去の決定を含んでいます。未来のスケジュールをプロットする機能はなく、新しい金融政策が決定された場合は、スクリプトの手動更新が必要です。
