Bollinger Heatmap [Quantitative]Overview
The Bollinger Heatmap is a composite indicator that synthesizes data derived from 30 Bollinger bands distributed over multiple time horizons, offering a high-dimensional characterization of the underlying asset.
Algorithm
The algorithm quantifies the current price’s relative position within each Bollinger band ensemble, generating a normalized position ratio. This ratio is subsequently transformed into a scalar heat value, which is then rendered on a continuous color gradient from red to blue. Red hues correspond to price proximity to or extension below the lower band, while blue hues denote price proximity to or extension above the upper band.
Using default parameters, the indicator maps bands over timeframes increasing in a pattern approximating exponential growth, constrained to multiples of seven days. The lower region encodes relationships with shorter-term bands spanning between 1 and 14 weeks, whereas the upper region portrays interactions with longer-term bands ranging from 15 to 52 weeks.
Conclusion
By integrating Bollinger bands across a diverse array of time horizons, the heatmap indicator aims to mitigate the model risk inherent in selecting a single band length, capturing exposure across a richer parameter space.
Волатильность
AM Range Sniper [jmaxxx]AM Range Sniper
Overview
AM Range Sniper is a sophisticated morning session trading strategy designed for Micro E-mini Nasdaq-100 Index Futures (MNQ). This strategy capitalizes on the critical 8:30-9:30 AM EST range formation period, implementing precise entry and exit mechanics with advanced risk management.
Key Features
🕐 Time-Based Range Analysis
Range Definition: Automatically identifies and tracks the 8:30-9:30 AM EST range
Trading Window: Active trading from 9:30 AM to 11:00 AM EST (extended for second chance trades)
Session Management: Daily reset ensures clean state for each trading session
🎯 Multiple Entry Patterns
Breakthrough/Retest: Captures price breakthroughs above range with retest opportunities
Long/Short Opportunities: Comprehensive coverage of both directional moves
Breakdown: Identifies bearish breakdowns below range support
Break Up: Detects bullish breakups above range resistance
Range Sweeps: Monitors for range high/low sweeps with reversal entries
⚡ Advanced Risk Management
Configurable Stop Losses: Tick-based stop losses for each trade type
Take Profit Targets: Automatic target calculations based on range size
Hard Close Protection: Automatic position closure at 4 PM EST
Second Chance Feature: Optional second trade opportunity if first trade loses
🔧 Professional Features
Visual Stop Loss Lines: Real-time stop loss visualization on chart
Debug Information Panel: Comprehensive status monitoring
Alert Integration: Customizable alert messages for entries/exits
Flexible Time Settings: Adjustable for different timezones
Strategy Logic
Range Formation (8:30-9:30 AM)
The strategy monitors the first hour of trading to establish the day's range. This range serves as the foundation for all subsequent trading decisions.
Entry Conditions
Breakthrough: Price breaks above range high with retest rejection
Breakdown: Price breaks below range low with confirmed bearish momentum
Break Up: Price breaks above range high with strong bullish confirmation
Sweep Entries: Range high/low sweeps followed by reversal signals
Risk Management
Stop Loss: Configurable tick-based stops for each trade type
Take Profit: 1.5x range size targets for breakdown/breakup trades
Position Sizing: Percentage-based position sizing
Session Limits: Maximum 2 trades per session (with second chance feature)
Settings & Customization
Core Parameters
Enable/disable individual entry patterns
Configurable stop loss levels (1-500 ticks)
Second chance feature toggle
Previous day level integration
Visual Customization
Customizable stop loss colors and widths
Debug panel visibility
Range line styling
Alert Configuration
Custom entry/exit alert messages
***** Automate With *****
APEX
NinjaTrader
Crosstrade.io ( promo code JMAXXX )
Performance & Reliability
Precision Focused: Waits for high-probability setups
Risk-Aware: Comprehensive stop loss and position management
Session-Based: Clean daily resets prevent carryover issues
Professional Grade: Designed for serious traders
Ideal For
Day Traders: Morning session specialists
Futures Traders: MNQ and similar instruments
Range Traders: Traders who capitalize on range breakouts
Risk-Conscious Traders: Those who prioritize risk management
Disclaimer
This strategy is for educational and informational purposes. Past performance does not guarantee future results. Always test thoroughly on historical data and paper trading before live implementation. Risk management is crucial - never risk more than you can afford to lose.
Created by jmaxxx - Professional trading strategy developer
For questions, feedback, or customization requests, please leave a comment below.
Quantum Range Filter by MRKcoin### Quantum Range Filter by MRKcoin
**Overview**
This indicator is a sophisticated range detection tool designed based on the principles of quantitative multi-factor models. Instead of relying on a single condition, it assesses the market from three different dimensions to provide a more robust and reliable identification of range-bound (sideways) markets.
When the background is highlighted in red, it indicates that the market is likely in a range phase, suggesting that trend-following strategies may be less effective, and mean-reversion (range trading) strategies could be more suitable.
---
**Core Logic: A Multi-Factor Approach**
The filter evaluates the market state using the following three independent factors:
1. **Momentum Volatility (RSI Bollinger Bandwidth):**
* **Question:** Is the momentum of the market contracting?
* **Method:** It measures the width of the Bollinger Bands applied to the RSI. A narrow bandwidth suggests that momentum is consolidating, which is a common characteristic of a range market.
2. **Price Volatility (ATR Ratio):**
* **Question:** Is the actual price movement shrinking?
* **Method:** It calculates the Average True Range (ATR) as a percentage of the closing price. A low ratio indicates that the price volatility itself is low, reinforcing the case for a range environment.
3. **Absence of Trend (ADX):**
* **Question:** Is there a lack of a clear directional trend?
* **Method:** It uses the Average Directional Index (ADX), a standard tool for measuring trend strength. A low ADX value provides active confirmation that the market is not in a trending phase.
---
**How to Use**
1. **Range Detection:** The primary use is to identify ranging markets. The red highlighted background serves as a visual cue.
2. **Strategy Selection:**
* **Inside the Red Zone:** Consider using range-trading strategies (e.g., buying at support, selling at resistance, using oscillators like RSI or Stochastics for overbought/oversold signals). Avoid using trend-following indicators like moving average crossovers, as they are prone to generating false signals in these conditions.
* **Outside the Red Zone:** The market is likely trending. Trend-following strategies are more appropriate.
3. **Parameter Tuning (In Settings):**
* **This is the key to adapting the filter to any market or timeframe.** Different assets (like BTC vs. ETH) and different timeframes have unique volatility characteristics. Don't hesitate to adjust the parameters to fit the specific chart you are analyzing.
* **Range Detection Score:** This is the most important setting. It determines how many of the three factors must agree to classify the market as a range. The default is `2`, which provides a good balance.
* If the filter seems **too sensitive** (highlighting too often), increase the score to `3`.
* If the filter seems **not sensitive enough** (missing obvious ranges), decrease the score to `1`.
* **Factor Thresholds:** For fine-tuning, adjust the thresholds for each factor.
* **`RSI BB Width Threshold`:** If you want to detect even tighter momentum consolidations, *decrease* this value.
* **`ATR Ratio Threshold`:** If you want to be stricter about price volatility, *decrease* this value.
* **`ADX Threshold`:** To be more lenient on what constitutes a "trendless" market, *increase* this value (e.g., to 30). To be stricter, *decrease* it (e.g., to 20).
* **Pro Tip:** Use the Debug Table (uncomment it in the script's code) to see the live values of each factor. This will give you a clear idea of how to set the thresholds for the specific asset you are trading.
**Disclaimer**
This indicator is a tool to assist in market analysis and should not be used as a standalone signal for making financial decisions. Always use it in conjunction with your own trading strategy, risk management, and analysis. Past performance is not indicative of future results.
**Credits**
* **Concept & Vision:** MRKcoin
VRP Zones with Strategy Labels & TooltipsThis script marries the core concept of Volatility Risk Premium—how far implied vol sits above or below realized vol—with practical, on-chart signals that guide you toward specific options trades. By seeing “High VRP” in orange or “Negative VRP” in red right on your price bars (with hover-for-tooltip strategy tips), you get both the quantitative measure and the qualitative trade idea in one glance.
ACR(Average Candle Range) With TargetsWhat is ACR?
The Average Candle Range (ACR) is a custom volatility metric that calculates the mean distance between the high and low of a set number of past candles. ACR focuses only on the actual candle range (high - low) of specific past candles on a chosen timeframe.
This script calculates and visualizes the Average Candle Range (ACR) over a user-defined number of candles on a custom timeframe. It displays a table of recent range values, plots dynamic bullish and bearish target levels, and marks the start of each new candle with a vertical line. All calculations update in real time as price action develops. This script was inspired by the “ICT ADR Levels - Judas x Daily Range Meter°” by toodegrees.
Key Features
Custom Timeframe Selection: Choose any timeframe (e.g., 1D, 4H, 15m) for analysis.
User-Defined Lookback: Calculate the average range across 1 to 10 previous candles.
Dynamic Targets:
Bullish Target: Current candle low + ACR.
Bearish Target: Current candle high – ACR.
Live Updates: Targets adjust intrabar as highs or lows change during the current candle.
Candle Start Markers: Vertical lines denote the open of each new candle on the selected timeframe.
Floating Range Table:
Displays the current ACR value.
Lists individual ranges for the previous five candles.
Extend Target Lines: Choose to extend bullish and bearish target levels fully across the screen.
Global Visibility Controls: Toggle on/off all visual elements (targets, vertical lines, and table) for a cleaner view.
How It Works
At each new candle on the user-selected timeframe, the script:
Draws a vertical line at the candle’s open.
Recalculates the ACR based on the inputted previous number of candles.
Plots target levels using the current candle's developing high and low values.
Limitation
Once the price has already moved a full ACR in the opposite direction from your intended trade, the associated target loses its practical value. For example, if you intended to trade long but the bearish ACR target is hit first, the bullish target is no longer a reliable reference for that session.
Use Case
This tool is designed for traders who:
Want to visualize the average movement range of candles over time.
Use higher or lower timeframe candles as structural anchors.
Require real-time range-based price levels for intraday or swing decision-making.
This script does not generate entry or exit signals. Instead, it supports range awareness and target projection based on historical candle behavior.
Key Difference from Similar Tools
While this script was inspired by “ICT ADR Levels - Judas x Daily Range Meter°” by toodegrees, it introduces a major enhancement: the ability to customize the timeframe used for calculating the range. Most ADR or candle-range tools are locked to a single timeframe (e.g., daily), but this version gives traders full control over the analysis window. This makes it adaptable to a wide range of strategies, including intraday and swing trading, across any market or asset.
EMA Channel with ATR Offset + 2 Custom EMAsJust an alternative channel indicator to Bollinger Bands or Ketner channels that uses ATR offsets as the corridor of possible movements, which I recommend changing to fit various tickers.
Also thrown in is EMA, default is 100 and 50 periods for trend direction and potential confirmation
UniStratV3 | QuantEdgeBUniversal Strategy V3 | QuantEdgeB
🔍 What is the Universal Strategy?
A dynamic, multi-engine trading framework engineered to adapt across asset classes, timeframes, and market conditions. It fuses multiple complementary signal engines into a single, unified decision model—automatically balancing speed, smoothness, momentum scoring, and breakout precision.
⚙️ Core Characteristics
• Multi-Engine Logic: Combines fast-reacting trend detection, adaptive smoothing, statistical momentum scoring, and volatility-normalized breakout confirmation.
• Modular Architecture: Each engine operates independently yet contributes to a unified signal index—allowing plug-and-play customization or replacement of individual components.
• Adaptive Thresholds: Dynamically adjusts trigger levels based on market volatility, percentile bands, or standard-deviation filters, ensuring robust performance in both quiet and turbulent conditions.
• Unified Signal Aggregation: Individual engine outputs (bullish/bearish) are averaged into a single trend, minimizing noise and reinforcing conviction.
🛠️ Construction & Structure
1. Signal Engines:
o Midline Cross Engines (RSI, Z-Score, ROC): Provide early directional cues by crossing their natural mid‐points.
o StDev Filters: Apply volatility bands around each raw engine to confirm only statistically significant moves.
o Normalized MA Engines: Transform simple, EMA, and ALMA moving averages into 0–1 signals via min/max normalization, capturing cross-asset momentum.
o Slope Engines: Combine base MA bands with normalized thresholds to detect breakouts validated by momentum direction.
o Wave/MACD Engines: Leverage classic MACD and a volume-adjusted wave oscillator to sense cyclical momentum extremes.
2. Aggregation Layers:
o Raw Score Layer: A straightforward average of +1/–1 from each engine subgroup.
o Filtered Score Layer: Applies standard-deviation filters to each engine’s raw value before re-scoring, reducing whipsaws.
o Composite Layer: Merges raw, filtered, normalized MA, slope, and wave scores into a final Trend Probability Index (TPI), which drives the long/short decision.
3. Visualization:
o Candles color-coded by final TPI sign.
o Mid- and threshold-lines (±0.34) denote trigger levels on the composite oscillator.
o Optional real-time tables display engine contributions, overall TPI, and backtest equity.
Each sub-input was selected and “meshed” to ensure no single engine dominates—fast modules flag initial trend, smoother modules confirm, filters refine, and normalization harmonizes scales so the final signal emerges as a balanced, multi-dimensional conviction score.
💡 Key Benefits
• Balance of Reactivity & Reliability: Fast-acting modules catch early trend shifts, while smoother, statistical layers confirm and filter false moves.
• Versatility Across Markets: Designed to work equally well in trending, range-bound, or high-volatility environments, and across equities, FX, commodities, and crypto.
• Customizable & Extensible: Users can tailor the number and type of engines, threshold methodologies, and signal-aggregation rules to match their style and risk tolerance.
• Transparency & Confidence: A real-time signal dashboard shows each engine’s contribution and the overall strategy, offering clear insight into what drives the strategy’s decisions.
📊 Generic Use Cases
1. Trend Capture
Identify and ride sustained directional moves with early-warning and confirmation engines.
2. Breakout Trading
Detect and validate volatility expansions while filtering out whipsaws.
3. Momentum Assessment
Quantify the strength behind price moves to distinguish fleeting spikes from genuine trends.
4. Cross-Asset Rotation
Apply the same framework to multiple symbols—allocating capital to the strongest opportunities.
📌 In Summary
The Universal Strategy V3 | QuantEdgeB is a framework, not a single indicator. By orchestrating diverse, forward-tested methodologies into one cohesive engine—and transparently combining their signals—it delivers adaptive precision, signal clarity, and robust performance—empowering traders to navigate any market environment with data-driven confidence.
🔹 Disclaimer: Past performance is not indicative of future results. No trading strategy can guarantee success in financial markets.
🔹 Strategic Advice: Always backtest, optimize, and align parameters with your trading objectives and risk tolerance before live trading.
Trader's Club IndicatorTrader’s Club Indicator
The Trader’s Club Indicator is an advanced confluence-based tool combining Bollinger Bands , Relative Strength Index (RSI) , VWAP with multi-band overlays , and an intelligent chained divergence detection engine. It identifies potential buy/sell setups by aligning price extremes with momentum shifts and volume-weighted trends. The “E” signal highlights enhanced entry opportunities based on RSI divergence and price candle behaviour — offering a timing edge for informed traders.
TRADING METHOD
This indicator works best on 1-Minute candles. Tested it successfully on XAUUSD.
Buy signal: 'E' in a Blue box.
Sell signal: 'E' in a Red box.
Chained Divergence: White dot on the top or bottom of a candle. This shows possibility of a reversal from that zone.
Use the Buy/Sell signals in conjunction with the VWAP levels. If the Buy/Sell Signals form at VWAP and a key support/resistance level, that is an additional confluence.
Disclaimer
This indicator is for informational and educational purposes only. Trading involves risk, and you are solely responsible for your decisions. Do not rely solely on the buy/sell ‘E’ signals — it’s crucial to use additional confirmation, context, and personal judgment before placing trades. Always practice proper risk management and consider combining this indicator with broader technical or fundamental confluences.
ATR-Scaled Deviation OscillatorATR-DevOsc is a custom momentum-and-volatility adaptive oscillator that scales N-bar price momentum by its rolling deviation and then reacts dynamically to sudden ATR spikes. By shrinking the deviation window when true volatility surges, it amplifies extreme moves—making medium-term trend shifts and deep drawdowns far more likely to breach your predefined thresholds.
Key features include:
• configurable momentum length and separate deviation length for precise control over look-back periods
• ATR Reaction Multiplier to tune how strongly sudden volatility spikes contract the deviation, boosting oscillator amplitude during extreme moves
• independent upper and lower threshold inputs for clear long/short signal definitions
• integrated candle-coloring overlay to immediately visualize trend state on your price chart
• built-in alert conditions for both oscillator-threshold crossovers and ATR-reactive triggers
This indicator is particularly useful for swing traders seeking medium-term entry and exit points in highly volatile markets like BTC. It combines normalized momentum readings with true volatility feedback, so large drawdowns or breakouts generate unmistakable signal events while routine noise stays filtered.
Note: ATR-DevOsc is provided “as is” without formal robustness or optimization testing. Past performance is not indicative of future results; use in live trading only after sufficient back-testing and validation.
Macro S&D BetaMacro S&D Suite: Part 2 — Beta Zones (Intraday Microstructure S&D)
Title: Macro S&D Suite: Part 2 — Beta Zones (Intraday Microstructure S&D)
Description:
Overview
Macro S&D Beta is designed to pinpoint tactical intraday supply and demand zones using refined microstructure logic. Operating best on 30m, 15m, and 5m charts, it identifies key short-term liquidity areas that align with institutional price behaviour — offering structured setups within the broader macro zones defined by Alpha.
How It Works
• Microstructure Pivot Logic: Detects directional turns using localised swing compression and price rejection signatures
• Micro 1 to Micro 5 Framework:
– Micro 5: High-probability short zone
– Micro 1: High-probability long zone
– Micro 2–4: Intermediate zones for scaling, targets, or re-entry
• Live Recalculation: Adjusts zone levels in real time as new swing data and volume conditions are confirmed
• Execution-Ready Zones: Built specifically to support consistent trade plans using clear directional flow
Use Case – Tactical Trade Planning
Use Beta on intraday charts to build structured trade plans based on short-term supply and demand levels.
Execute short trades near Micro 5 with targets toward Micro 4 → 1. For long trades, entries near Micro 1 offer clear setups with targets back toward Micro 5.
Zones 2–4 can be used as secondary targets or re-entries, but only when the market structure supports continuation.
How It Integrates with Alpha
Beta refines the precision of your trade entries, while Alpha defines the broader structural context.
Our most effective trade setups occur when Beta's Micro pivots interact with Alpha zones, especially when confirmed by clean structural rejections, engulfing patterns, or compression breakouts.
These alignments can lead to high-quality trades with clarity, confidence, and well-defined risk.
What Makes It Unique
While many zone tools plot basic support and resistance, Beta dynamically adapts to real-time swing behaviour and local volume reaction patterns.
It is tailored for structured execution using a micro-to-macro flow and is designed to support a more structured and consistent approach to intraday execution.
Technical Note
This script is Part 2 of the Macro S&D Suite. Due to TradingView's visual object limits, each tool operates independently but integrates seamlessly.
• Part 1 – Alpha: Macro zones
• Part 2 – Beta: Intraday zones (this script)
Educational Support & System Guide
Every user receives a comprehensive 25-page Trading Rules Guide, which breaks down the Micro 1–5 execution logic, zone interaction, and market structure setups.
We also provide daily usage guidance to help you apply this system to your trading — with the exact approach we use in our daily routines.
Compatibility Note
Although designed for independent zone-based execution, Beta can easily complement momentum tools, VWAP bands, or other trend overlays for confirmation.
Its structure-driven approach ensures that additional confluence can be layered without conflict.
Invite-Only Access
This script is available to subscription members of our MacroStructure community.
However, we offer a 14-day free trial — no signup, no payment, and no obligation.
Simply message us with your TradingView username, and we'll grant you full access to test the system in real-time market conditions.
During your trial, you'll also receive our daily setup guide and live support throughout the London and New York sessions, so you can learn how to apply the tools exactly as we do in our trades.
If the system aligns with your strategy and helps improve your execution, you'll have the option to subscribe to our monthly plan afterwards.
DeltaStats (Anchored)DeltaStats (Anchored)
Benchmark price, volatility, and true range against your anchor period—instantly.
Metrics:
• Net Change
– Compares current close to the opening price of the chosen anchor period for % and log returns
– Normalized (PoP) Change = (net move ÷ √span) ÷ weighted average of per-bar absolute moves over the normalization span
• Standard Deviation
– Calculates SD over the anchor period and displays: % of mean, log % of mean
– Normalized (PoP) SD = (current period SD − prior period SD) ÷ weighted average of per-period RMS deviations over the normalization span
• Average True Range
– Calculates ATR over the anchor period and displays: TR/TrueMid % (avg), TR/TrueMid log % (avg)
– Normalized (PoP) ATR = (current period ATR − prior period ATR) ÷ weighted average of per-bar true ranges over the normalization span
Toggle each metric between
1. % of Baseline
2. Log % of Baseline
3. Normalized (PoP—period-over-period)
Underlying calculations:
• Net Change
– % vs baseline = (close ÷ anchorOpen − 1) × 100
– Log % vs baseline = log(close ÷ anchorOpen) × 100
– Normalized (PoP) = (Δ ÷ √span) ÷ weighted average of |Δ one-bar| over norm span
• Standard Deviation
– % of mean = SD(period) ÷ SMA(close, period) × 100
– Log % of mean = log(SD(period) ÷ SMA(close, period) + 1) × 100
– Normalized (PoP) = (SD(period) − SD(prior period)) ÷ weighted average of per-period RMS deviations over norm span
• Average True Range
– % vs TrueMid = SMA(TR ÷ TrueMid, period) × 100
– Log % vs TrueMid = SMA(log(TR ÷ TrueMid + 1), period) × 100
– Normalized (PoP) = (ATR(period) − ATR(prior period)) ÷ weighted average of one-bar TR over norm span
DeltaStats (Rolling)DeltaStats (Rolling)
Benchmark price, volatility, and true range over your rolling window—instantly.
Metrics:
• Net Change
– Compares today’s close to the close span bars ago for % and log returns
– Normalized (PoP) Change = (net move ÷ √span) ÷ simple average of per-bar absolute moves over span × multiplier
• Standard Deviation
– Calculates span-bar SD and displays: % of mean, log % of mean
– Normalized (PoP) SD = (current SD − span bars ago SD) ÷ simple average of RMS deviations over span × multiplier
• Average True Range
– Calculates span-bar ATR and displays: TR/TrueMid % (avg), TR/TrueMid log % (avg)
– Normalized (PoP) ATR = (current ATR − span bars ago ATR) ÷ simple average of one-bar TR over span × multiplier
Toggle each metric between
1. % of Baseline
2. Log % of Baseline
3. Normalized (PoP—period-over-period)
Underlying calculations:
• Net Change
– % vs baseline = (close ÷ close − 1) × 100
– Log % vs baseline = log(close ÷ close ) × 100
– Normalized (PoP) = (Δ ÷ √span) ÷ SMA(|Δ one-bar|, span × mult)
• Standard Deviation
– % of mean = SD(span) ÷ SMA(close, span) × 100
– Log % of mean = log(SD(span) ÷ SMA(close, span) + 1) × 100
– Normalized (PoP) = (SD(span) − SD(span ago)) ÷ SMA(RMS deviations, span × mult)
• Average True Range
– % vs TrueMid = SMA(TR ÷ TrueMid, span) × 100
– Log % vs TrueMid = SMA(log(TR ÷ TrueMid + 1), span) × 100
– Normalized (PoP) = (ATR(span) − ATR(span ago)) ÷ SMA(one-bar TR, span × mult)
TriWAP (Anchored)TriWAP (Anchored)
Anchor volume-weighted, time-weighted, and TrueRange-weighted average prices plus dynamic bands over any calendar span.
Metrics
• VWAP: Anchored volume-weighted average price (hlc3 × volume) over the span, starting at the first bar
• TWAP: Anchored time-weighted average price (ohlc4) over the span, starting at the first bar
• TrueWAP: Anchored TrueRange-weighted average price (TrueMid × TrueRange) over the span, starting at the first bar
• Bands: Upper and lower envelopes at ±mult × volatility (or ±mult % of WAP in percent mode)
• Anchor Line: Horizontal line at the span’s opening price
• Settlement Lines (LastVWAP, LastTWAP, LastTrueWAP): Prior span’s final VWAP, TWAP, and TrueWAP
Toggle Options
• Show VWAP | Show V-Bands | Show LastVWAP
• Show TWAP | Show T-Bands | Show LastTWAP
• Show TrueWAP | Show True-Bands | Show LastTrueWAP
• Show Anchor Line | Bold Anchor Line | Shade Between Bands
Underlying Calculations
VWAP
• hlc3 = (high + low + close) ÷ 3
• VWAP = cumulative(hlc3 × volume) ÷ cumulative(volume)
TWAP
• ohlc4 = (open + high + low + close) ÷ 4
• TWAP = cumulative(ohlc4) ÷ bar count
TrueWAP
• range
— first bar: high - low
— otherwise: TrueRange
• mid
— first bar: (high + low) ÷ 2
— otherwise: TrueMid
• TrueWAP = cumulative(mid × range) ÷ cumulative(range)
Volatility & Lookback
• Method: Std Dev, MAD, ATR-scaled, Percent
• Lookback spans: number of spans (current + previous)
Weighted Average Volatility
• Weight each span’s volatility by its share of the total bar count
• Weights sum to 100%, ensuring proportional contribution
Band Widths & Edges
• width = multiplier × volatility (or WAP × mult / 100 in percent mode)
• upper = WAP + width
• lower = WAP − width
TriWMA (Rolling)TriWMA (Rolling)
Compute rolling volume-weighted, time-weighted, and TrueRange-weighted moving averages plus dynamic bands over a specified lookback window.
Metrics
• VWMA: Rolling volume-weighted moving average (hlc3 × volume) over the lookback window
• TWMA: Rolling time-weighted moving average (ohlc4) over the lookback window
• TrueWMA: Rolling TrueRange-weighted moving average (TrueMid × TrueRange) over the lookback window
• Bands: Upper and lower envelopes at ±mult × volatility (or ±mult % of WMA in percent mode)
• Lagged SMA: SMA from lookback bars ago
Toggle Options
• Show VWMA | Show V-Bands
• Show TWMA | Show T-Bands
• Show TrueWMA | Show True-Bands
• Show Lagged SMA | Bold Lagged SMA | Shade Between Bands
Underlying Calculations
VWMA
• hlc3 = (high + low + close) ÷ 3
• VWMA = sum(hlc3 × volume, lookback) ÷ sum(volume, lookback)
TWMA
• ohlc4 = (open + high + low + close) ÷ 4
• TWMA = sum(ohlc4, lookback) ÷ lookback
TrueWMA
• range = TrueRange
• mid = TrueMid
• TrueWMA = sum(mid × range, lookback) ÷ sum(range, lookback)
Volatility & Lookback
• Method: Std Dev, MAD, ATR-scaled, Percent
• Lookback bars: number of bars for volatility lookback
Band Widths & Edges
• width = multiplier × volatility (or WMA × mult / 100 in percent mode)
• upper = WMA + width
• lower = WMA − width
Macro S&D AlphaMacro S&D Suite: Part 1 — Alpha Zones (Macro Structure S&D)
Title: Macro S&D Suite: Part 1 — Alpha Zones (Macro Structure S&D)
Description:
Overview
Macro S&D Alpha is the foundational component of our system, designed to identify institutional-level supply and demand zones across Weekly, Daily, and 4H timeframes. It captures the structural blueprint of the market by filtering out weak swings and highlighting zones that historically attract major liquidity.
How It Works
• Volatility-Weighted Swings: Detects key pivot points using swing duration, price rejection intensity, and volatility scores
• Auto-Zone Drawing: Plots supply (resistance) and demand (support) zones from validated macro pivots
• Dynamic Updates: Zones extend and adjust only when the structure confirms a significant change
• Noise Reduction: Filters minor or untested pivots to highlight meaningful levels with proven historical relevance
Use Case
Add Alpha to your higher-timeframe charts (Daily/4H) to define your structural market bias. These zones help identify potential reversals, trend continuations, and breakout regions. Alpha serves as the macro map for directional decision-making.
How It Integrates with Beta
Alpha defines where the market is most likely to respond — at key macro structural zones.
Beta sharpens the focus with precise entry and exit zones on lower timeframes.
When the two align — for example, a Micro 1 or 5 rejection within an Alpha zone — this often marks a high-probability reversal, breakout, or pullback setup with reduced risk and increased conviction.
What Makes It Unique
Alpha is not a standard support/resistance or swing high/low script. It uses a proprietary multi-factor scoring model to determine which historical pivots carry institutional weight. This allows traders to focus only on the most reliable structural zones over multi-week horizons.
Technical Note
This script is Part 1 of the Macro S&D Suite. Due to TradingView's line and object limits, the suite is divided into modular tools:
• Part 1 – Alpha: Macro structure zones (this script)
• Part 2 – Beta: Intraday tactical zones (published separately)
Educational Support & System Guide
This script is accompanied by a 25-page Trading Rules Guide, outlining how to apply our zone logic, entry/exit rules, and execution structure.
All approved users receive daily support and real-time guidance, applying the exact identical setups we use in live trading — across indices, FX, crypto, and commodities.
Compatibility Note
Alpha is primarily designed for structure-based price action trading, but it also works well in conjunction with external tools such as VWAP, volume profile, or basic trend overlays.
Traders can keep their workflow clean or layer additional confluence to suit their strategy.
Invite-Only Access
Access to this script is reserved for active members of our MacroStructure community.
If you're interested in exploring the system, we offer a 14-day no-obligation trial — no signup, no credit card, and no risk.
Send us your TradingView username via direct message, and we'll activate full access so you can test the tool in live market conditions.
We also provide a daily playbook and real-time guidance during the London and New York sessions to help you apply the system the same way we do in our trades.
If it fits your workflow and improves your consistency, you're welcome to continue with a monthly subscription after the trial.
BTC CME Futures Gaps (BTCGapHunt_CME)BTC CME Futures Gaps Indicator
Overview
This indicator visualises price gaps between the daily close and open of Bitcoin CME futures (CME:BTC1!). These gaps are often revisited ("filled") by market price action and may serve as technical targets.
Thanks
... to Maven and the Blockchain Masons (x.com/Masons_DAO) to push me on this topic.
What Is a CME Gap?
CME Bitcoin Futures do not trade 24/7. Gaps form when the market reopens at a different price than where it last closed.
Gaps are often used as support/resistance or liquidity targets.
This indicator tracks, visualises, and alerts on these gaps.
Key Features
Automatic gap detection using daily open/close on CME:BTC1!
Dynamic gap size threshold based on ATR (Average True Range)
Highlight unfilled gaps and track partial fills visually
Alerts for gap formation and fill events
Parameter overlay showing real-time settings
Supported and Overrideable Parameters
ATR Length: Defines the lookback period for ATR calculation (default: 14)
Gap Size Multiplier: Multiplies the ATR to set the dynamic gap threshold (default: 1.0)
Proximity Threshold: Price distance from gap edge to consider it filled (default: 100 USD)
Max Gaps Tracked: Maximum number of concurrent gaps shown (default: 50)
Alerts Enabled: Toggle alerts for gap formation and gap fill events
How the Gap Size Is Calculated
Minimum Gap Size = ATR(14) * Gap Size Multiplier
ATR Length and Gap Size Multiplier are configurable.
Gap threshold adjusts dynamically with market volatility.
Visual Guide
Red Box: Fully unfilled gap
Lemon Yellow Box: Partially filled gap
Right Margin Boxes: Snapshot of unfilled gaps for quick access
Top-Right Panel: Current ATR, Gap Size, Thresholds, etc.
Alerts
Gap Formed: A new gap is detected.
Gap Filled: The gap is either partially or fully filled.
Recommended Timeframes
1H, 4H, 1D (best resolution)
Designed for BTC spot/perpetual charts (e.g., BTCUSD, BTCUSDT)
How To Use
Add the script to your BTC chart.
Monitor red/yellow boxes for unfilled gaps.
Check config panel for current threshold and settings.
Enable alerts via TradingView for real-time updates.
Notes
Up to 50 gaps are tracked (adjustable).
Data source: CME futures via request.security.
All visuals and alerts are time-synced with your chart.
Disclaimer
This script is for educational purposes only. Trade at your own risk.
