BIST30 to SP 500 ATR Momentum RiderBIST30 to S&P 500 — ATR Momentum Rider
BIST30 to S&P 500 — ATR Momentum Rider is a long-only daily strategy built to test a compact and auditable trend-following structure across index futures.
The name describes the research scope—from BIST30 to S&P 500 and other major index futures. It does not mean that the public parameters were optimized on BIST30. Parameter selection used Mini-DAX, E-mini S&P 500, E-mini Russell 2000, EURO STOXX 50, and Nikkei 225 Mini futures. Turkish index futures were kept outside parameter selection and used only as transferability stress tests.
Entry logic
The raw SET event occurs when HMA 8 > HMA 9 > HMA 20 becomes true for the first time. On that same daily close, the strategy calculates the three-day HMA20 slope in ATR units:
(HMA20 - HMA20 ) / (3 × ATR14)
The setup is accepted only when this value is at least -0.180 ATR per day. The threshold does not require a rising HMA20; it permits a mild decline and rejects setups where the slow trend is deteriorating more sharply. The filter is evaluated only on the first establishment of the HMA order. A rejected setup does not enter later inside the same uninterrupted regime.
An accepted setup creates a market order for the next available session open. The decision uses only values known at the daily close.
Exit logic
The strategy has one public exit stage:
K1-A: activation threshold. Maximum favorable excursion is divided by the ATR value known when the entry order is created. Default: 1.50 ATR.
K1-T: trail distance from the highest high observed during the campaign. Default: 5.75%.
K1-W: minimum waiting interval before a K1 close decision can act. Default: 4 sessions.
Once K1 is active, its absolute trail can only rise. An activation reached on the current bar becomes actionable from the next bar, so the activation bar cannot stop itself retroactively. A daily close at or below the active K1 line creates a market exit for the next available open. If a fresh accepted SET appears while a position is open, the campaign is refreshed at the next open.
Research process and held-out results
The K1 values were selected on January 2020–December 2023 data using equal-weight, percentage-normalized metrics across the five international contracts. Keeping the K1 engine fixed, the three-day slope threshold was then scanned from -0.400 to +0.050 ATR/day in 0.001 steps on the same development interval. The exact PF-priority plateau peak was -0.176; the operational value was rounded and locked at -0.180 to avoid publishing a fragile, over-precise threshold.
January 2024–July 2026 was not used to select the slope threshold. In this held-out interval:
Raw setups: 153
Accepted setups/trades: 102 (33.3% reduction)
Positive international instruments: 5 of 5
Median profit factor: 3.46 versus 1.94 without the slope filter
Median normalized net return: 39.3% versus 37.9% without the slope filter
Median return/max-drawdown ratio: 2.32 versus 2.16 without the slope filter
These figures use one adverse minimum tick per market fill and no commission, tax, funding, or roll cost. They are historical research results, not a forecast.
The held-out BIST stress test remained weak: the three Turkish contracts had a median profit factor of 0.77 with the slope filter. Therefore, this public version is better viewed as an international index-futures research strategy. It is not a replacement for a dedicated BIST30 live system.
Use the strategy on standard daily candles. Review each symbol's contract multiplier, session, continuous-contract construction, commissions, roll costs, and margin settings before interpreting Strategy Tester results. Changing the HMA, ATR, K1, or execution settings creates a different, unvalidated configuration.
This script is a research and educational tool, not investment advice. Past performance does not guarantee future results.
BIST30 to S&P 500 — ATR Momentum Rider
HMA 8/9/20 kuruluşunu, sabit ATR-normalize HMA20 eğim filtresini ve yalnız yukarı taşınan tek tepe trailini birleştiren açık kaynak, long yönlü günlük strateji.
BIST30 to S&P 500 — ATR Momentum Rider, farklı endeks vadelilerinde sade ve denetlenebilir bir trend takip yapısını sınamak amacıyla hazırlanmış, yalnız long çalışan günlük bir stratejidir.
İsim, araştırmanın BIST30'dan S&P 500'e ve diğer büyük endeks vadelilerine uzanan kapsamını anlatır. Açık kaynak parametrelerinin BIST30 üzerinde optimize edildiği anlamına gelmez. Parametre seçiminde Mini-DAX, E-mini S&P 500, E-mini Russell 2000, EURO STOXX 50 ve Nikkei 225 Mini vadeli kontratları kullanılmıştır. Türkiye endeks vadelileri parametre seçiminin dışında tutulmuş ve yalnız taşınabilirlik stres testi olarak değerlendirilmiştir.
Giriş mantığı
Ham SET olayı, HMA 8 > HMA 9 > HMA 20 sıralamasının ilk kez oluştuğu günlük kapanışta doğar. Strateji aynı kapanışta HMA20'nin üç günlük eğimini ATR cinsinden hesaplar:
(HMA20 - HMA20 ) / (3 × ATR14)
Kuruluş yalnız bu değer -0,180 ATR/gün veya daha yüksekse kabul edilir. Eşik HMA20'nin mutlaka yükselmesini istemez; hafif gerilemeye izin verir, yavaş trendin daha belirgin bozulduğu kuruluşları eler. Filtre yalnız HMA sıralamasının ilk kuruluşunda değerlendirilir. Reddedilen kuruluş, aynı kesintisiz rejimin sonraki günlerinde gecikmeli girişe dönüşmez.
Kabul edilen kuruluş, sonraki uygun seans açılışı için piyasa emri oluşturur. Karar yalnız günlük kapanışta bilinen değerlerle verilir.
Çıkış mantığı
Stratejide tek bir açık kaynak çıkış katmanı vardır:
K1-A: aktivasyon eşiği. Azami olumlu hareket, giriş emri oluşturulurken bilinen ATR değerine bölünür. Varsayılan: 1,50 ATR.
K1-T: kampanya boyunca görülen en yüksek fiyattan itibaren trail mesafesi. Varsayılan: %5,75.
K1-W: K1 kapanış kararının uygulanabilmesi için gereken asgari bekleme süresi. Varsayılan: 4 seans.
K1 aktif olduktan sonra mutlak trail seviyesi yalnız yukarı hareket eder. Bir barda ulaşılan aktivasyon eşiği sonraki bardan itibaren uygulanabilir; aktivasyon barı geriye dönük biçimde kendi kendisini durduramaz. Günlük kapanış aktif K1 çizgisinde veya altında gerçekleşirse sonraki uygun açılış için piyasa çıkışı oluşturulur. Pozisyon açıkken yeni ve kabul edilmiş bir SET doğarsa kampanya sonraki açılışta yenilenir.
Araştırma süreci ve ayrılmış dönem sonuçları
K1 değerleri Ocak 2020–Aralık 2023 döneminde beş yabancı kontrat üzerinde; endeksler eşit ağırlıklı ve fiyat ölçekleri yüzdeyle normalize edilerek seçildi. K1 motoru sabit tutulduktan sonra üç günlük eğim eşiği aynı geliştirme döneminde -0,400 ile +0,050 ATR/gün arasında 0,001 adımla tarandı. PF öncelikli platonun matematiksel tepe noktası -0,176 oldu; aşırı hassas bir değer yayımlamamak için operasyonel eşik -0,180 olarak yuvarlanıp sabitlendi.
Ocak 2024–Temmuz 2026 dönemi eğim eşiğinin seçiminde kullanılmadı. Bu ayrılmış dönemde:
Ham kuruluş: 153
Kabul edilen kuruluş/işlem: 102 (%33,3 azalış)
Pozitif yabancı endeks: 5/5
Medyan profit factor: eğim filtresi olmadan 1,94, filtreyle 3,46
Medyan normalize net getiri: filtresiz %37,9, filtreyle %39,3
Medyan getiri/azami düşüş oranı: filtresiz 2,16, filtreyle 2,32
Bu rakamlar her piyasa dolumunda bir minimum fiyat adımı ters slippage içerir; komisyon, vergi, fonlama ve vade geçiş maliyeti içermez. Tarihsel araştırma sonucudur, gelecek tahmini değildir.
BIST stres testi zayıf kalmıştır: eğim filtresiyle üç Türkiye kontratının medyan profit factor değeri 0,77 olmuştur. Bu nedenle açık kaynak sürümü yabancı endeks vadelileri için bir araştırma stratejisi olarak değerlendirmek daha doğrudur; özel BIST30 canlı motorunun yerine geçmez.
Stratejiyi standart günlük mumlarda kullanın. Strategy Tester sonucunu yorumlamadan önce sembolün kontrat çarpanını, seansını, sürekli-vade oluşturma yöntemini, komisyonunu, vade geçiş maliyetini ve teminat ayarlarını kontrol edin. HMA, ATR, K1 veya emir yürütme ayarlarını değiştirmek doğrulanmamış farklı bir model oluşturur.
Bu kod araştırma ve eğitim amaçlıdır; yatırım tavsiyesi değildir. Geçmiş performans gelecekteki sonuçları garanti etmez. Стратегия
Absorption Detector Pro Absorption Detector Pro
Absorption Detector Pro finds high-quality "absorption" bars — spots where aggressive volume hits the market but price fails to move proportionally, and instead reverses and closes strongly against the initial push. This is the classic effort-vs-result signature used in order-flow and volume-spread-analysis (VSA) trading: big effort (volume), little result (range), and a rejection close. The script layers PVSRA candle context, liquidity-sweep detection, trend filtering, a self-adjusting percentile ranking, and an optional intrabar buy/sell delta check on top of that core idea to cut down on noise and surface only the strongest candidates.
How it works
Absorption Score — for every bar, volume relative to its average (volume ratio) is divided by range relative to its average (range ratio). A high score means unusually large volume produced an unusually small candle — a sign of absorption.
Percentile Ranking — rather than using a single fixed cutoff, the score is ranked against the last N bars (percentile rank window, default 100) and only scores in the top X% (default 90th percentile) qualify. This lets the indicator self-adjust across symbols and timeframes instead of relying on one static threshold.
PVSRA Candle Context — each candle is classified as climax volume, above-average volume, or normal, based on volume and volume×range vs. their recent averages. Candles are optionally painted with these PVSRA colors for quick visual context, and climax volume can be required for a signal.
Liquidity Sweep — the script can require that the signal bar poked beyond the recent swing high/low before reversing (a stop-hunt/sweep pattern), which is a common precursor to genuine absorption.
Trend Filter — signals can be required to occur against the prevailing trend (price vs. a moving average), since absorption is most meaningful as a reversal/exhaustion signal rather than mid-trend noise.
Order Flow Delta (optional) — using request.security_lower_tf, the script can pull intrabar buy/sell volume from a lower timeframe (default 1-minute) and require that the net delta actually confirms the proposed direction (e.g., net selling on a bullish absorption bar that still closes strong).
Cooldown — a minimum bar count between signals prevents clustered, repetitive triggers during choppy conditions.
A bullish or bearish absorption signal only fires when all enabled gates pass together: elevated volume, a score above both the floor and the percentile threshold, correct close position in the bar's range, (optionally) climax volume, a liquidity sweep, trend alignment, and delta confirmation.
Reading the indicator
Triangle markers below/above bars mark bullish/bearish absorption signals.
Labels (optional) show the absorption score multiple and its percentile rank at the moment of signal.
Background highlight (optional) shades the signal bar.
Candle colors (optional, PVSRA) show climax volume, above-average volume, and normal volume at a glance, independent of signals.
Diagnostics table (top-right, optional) shows live volume ratio, range ratio, absorption score, percentile rank vs. the required threshold, climax status, sweep status, trend context, and bars since the last signal — useful for understanding why a bar did or didn't qualify.
Suggested use
This is a reversal/exhaustion tool, best used where volume and order flow context matter — e.g., around key support/resistance, session highs/lows, or after an extended directional move:
Use the diagnostics table while tuning inputs for a given symbol/timeframe, since default thresholds are a starting point, not a universal setting.
Start with default settings (climax volume + sweep required, trend filter on) for fewer, higher-conviction signals; relax individual gates (in the Signal Quality group) to see more candidates.
Combine with your own structure analysis (support/resistance, higher-timeframe trend) and risk management — this indicator identifies where volume and price disagree, not a complete trade plan.
The optional delta confirmation adds real intrabar buy/sell context but requests lower-timeframe data, so it will be slower to calculate and is best kept off unless you specifically want that extra filter.
Inputs
Core Absorption — averaging lookback, minimum volume ratio floor, minimum absorption score floor, close-in-range threshold
Signal Quality — percentile ranking window, minimum score percentile, require climax volume, require liquidity sweep (+ lookback), require trend context (+ MA length), cooldown bars between signals
PVSRA Candles — lookback, climax/above-average volume multipliers, candle coloring toggle and colors
Order Flow Confirmation (optional) — toggle and lower timeframe for intrabar delta
Visuals — labels, background highlight, diagnostics table, marker colors
Alerts
Two alert conditions are built in:
Bullish Absorption — swept lows, climax volume, compressed range, strong close
Bearish Absorption — swept highs, climax volume, compressed range, strong close Индикатор
ATR & Bar Range Stop Dashboard
# Title
**ATR & Bar Range Stop Dashboard**
## About this script
**ATR & Bar Range Stop Dashboard** is a volatility-based trade-planning tool designed to provide a quick estimate of reasonable stop-loss distance based on the current market's recent price movement.
Rather than using an arbitrary fixed stop distance, the indicator measures recent volatility using either:
* **Average True Range (ATR)**, or
* **Average Bar Range (High − Low)**
and calculates hypothetical long and short stop prices around the current market price or an optional manually entered reference price.
The purpose of the indicator is not to generate entries or trading signals. It is intended to provide a **volatility reference for stop placement and trade planning**.
A structural stop should still be based on the price level at which the trade thesis becomes invalid. This tool can then be used to evaluate whether that structural stop is unusually tight or wide relative to recent market volatility.
---
## How it works
The script calculates two measures of recent price movement:
**Average Bar Range**
This is the simple average of each candle's:
`High - Low`
over the selected lookback period.
The default lookback is **20 completed bars**.
**Average True Range**
ATR measures True Range over the selected ATR lookback period.
The default is:
`ATR(14)`
The script uses **completed bars for the volatility calculations** so the baseline is not continually distorted by the currently developing candle.
The user can select either **ATR** or **Bar Range** as the basis for the calculated Average Stop.
The basic stop distance is:
`Average Stop = Selected Volatility Measure × Stop Multiplier`
The default multiplier is **1.0x**.
---
## Stop calculations
The dashboard calculates hypothetical stops on both sides of the reference price.
**Long Stop**
`Reference Price - Average Stop - Buffer`
**Short Stop**
`Reference Price + Average Stop + Buffer`
Final stop prices are rounded to the symbol's valid minimum tick increment.
The calculated stops are intended as **volatility-based reference levels**, not automatic recommendations to place an order at those exact prices.
---
## Adaptive buffer
An additional buffer places the calculated stop slightly outside the raw volatility boundary.
### Futures
In Auto mode, the futures buffer is:
`max(2 ticks, 10% of Average Stop)`
with an adjustable maximum buffer percentage.
The default maximum is **25% of Average Stop**.
This provides a small minimum buffer in lower-volatility conditions while allowing the buffer to expand as volatility increases.
### Stocks and ETFs
The default Auto buffer is:
`10% of Average Stop`
subject to the same adjustable maximum buffer percentage.
### Manual buffer
Users can disable Auto mode and specify the buffer directly in **number of ticks**.
---
## Timeframe behavior
By default, all volatility calculations use the **current chart timeframe**.
For example:
* 2-minute chart → 2-minute volatility
* 5-minute chart → 5-minute volatility
* 15-minute chart → 15-minute volatility
* Daily chart → daily volatility
A **Manual Timeframe Override** is also available when the trader wants the dashboard to reference volatility from a different timeframe.
For example, a trader executing on a 2-minute chart may choose to calculate the stop using 5-minute volatility.
---
## Reference price
By default, the script calculates the hypothetical stop levels from the **current market price**.
An optional **Manual Entry Price** can be enabled.
This is useful after entering a trade or when planning an entry at a specific price because the stop calculations remain anchored to that reference price rather than moving continuously with the market.
The dashboard still displays the live Current Price separately.
---
## Dashboard modes
### Minimal
Designed for active trading and displays only:
* Current Price
* Average Stop and its basis
* Long Stop
* Short Stop
The **Long Stop is displayed in green** and the **Short Stop in red** for quick identification.
### Full
Displays additional volatility information:
* Average Bar Range
* ATR
* Current Bar Range
* Current Bar / Average Bar ratio
* Current Price
* Average Stop and calculation basis
* Buffer
* Long Stop
* Short Stop
---
## Display options
The dashboard can be customized using:
**Table Size**
* Tiny
* Small
* Normal
* Large
* Huge
**Horizontal Placement**
* Left
* Center
* Right
**Vertical Placement**
* Top
* Middle
* Bottom
These controls provide all nine standard TradingView table-placement combinations.
---
## Suggested interpretation
The indicator is most useful as a **context tool rather than a mechanical stop system**.
For example, if a proposed structural stop is only 0.3 ATR away from the entry while normal bars are already considerably larger than that distance, the stop may be vulnerable to ordinary market noise.
Conversely, a structural stop several ATRs away may indicate that the trade requires unusually large risk relative to current volatility.
The indicator does not determine whether the underlying trade setup is valid.
A practical workflow is:
1. Identify the trade setup.
2. Determine the price level that structurally invalidates the setup.
3. Compare that distance with the dashboard's volatility-based Average Stop.
4. Determine whether the structural stop allows acceptable risk.
5. Adjust position size rather than artificially tightening a structurally necessary stop.
---
## Default settings
**Volatility**
* Average Bar Range Length: `20`
* ATR Length: `14`
**Stop**
* Stop Basis: `ATR`
* Stop Multiplier: `1.0x`
**Buffer**
* Mode: `Auto`
* Auto Buffer: `10%`
* Futures Minimum Buffer: `2 ticks`
* Maximum Auto Buffer: `25%`
**Timeframe**
* Current chart timeframe
**Display**
* Minimal
* Small
* Top Right
All parameters are configurable.
---
## Important notes
This indicator:
* Does **not** generate buy or sell signals.
* Does **not** determine market direction.
* Does **not** automatically identify structural invalidation.
* Does **not** determine position size.
* Does **not** guarantee that a calculated stop will avoid being triggered.
* Is intended as a volatility and trade-planning tool.
ATR and average bar range describe **recent historical volatility**. Future volatility can change rapidly, particularly around economic releases, earnings, market opens, news events, or periods of reduced liquidity.
Traders should use the calculated levels together with market structure, risk management, and their own trading methodology.
---
# Release notes — Version 1.0
**Initial release**
* Added ATR-based stop-distance calculation.
* Added Average Bar Range alternative to ATR.
* Added configurable stop multiplier.
* Uses completed bars for baseline volatility calculations.
* Added automatic chart-timeframe detection.
* Added optional manual timeframe override.
* Added live Current Price display.
* Added optional Manual Entry Price for fixed stop calculations.
* Added automatic futures and equity buffer logic.
* Futures Auto Buffer defaults to the greater of 2 ticks or 10% of Average Stop.
* Stocks and ETFs default to a 10% Average Stop buffer.
* Added adjustable maximum Auto Buffer.
* Added manual tick-based buffer override.
* Added Long and Short stop price calculations rounded to valid minimum tick increments.
* Added Minimal and Full dashboard modes.
* Average Stop clearly identifies whether ATR or Bar Range is being used.
* Added configurable table size.
* Added Left / Center / Right and Top / Middle / Bottom table positioning.
* Added green Long Stop and red Short Stop highlighting.
Индикатор
Volatility Corridor - Quantized Equilibrium LevelsMost range and channel tools slide. The midline is a moving average, so it moves on every bar, and the levels drawn from it move with it. That makes them fine as a trend read and close to useless as levels, because the level you looked at ten bars ago is no longer where you left it.
Volatility Corridor does the opposite. It holds still, and then it jumps.
HOW THE CORRIDOR IS BUILT
An equilibrium anchor sits at the centre of the corridor. Once placed, it is frozen. It does not drift, it does not smooth, it does not respond to anything at all until price closes more than one volatility step away from it.
When that happens, the anchor jumps by a whole number of steps in the direction of the breach, lands at the new location, re-measures its step size from ATR at that exact moment, and freezes again.
Three bands are drawn one step apart above the anchor and three below, giving seven horizontal levels: S3, S2, S1, EQ, R1, R2, R3. Because the anchor and the step are both frozen between jumps, every one of those levels is a genuine flat horizontal line for the entire life of the corridor. Across a chart the result is a staircase of stable shelves rather than a wave, and the jump bars are marked so the history of the structure is readable at a glance.
The quantization matters. The anchor moves by whole steps, never by fractions, so successive corridors line up on a common grid instead of drifting off it. When price returns to an area it traded weeks ago, the corridor tends to rebuild on the same shelves rather than near them.
WHAT IS ON THE CHART
Seven stepline levels, thickest at the equilibrium.
Six filled bands between them, darkening toward the outer edges, so the corridor reads instantly without inspecting a single number.
Candles tinted by their position inside the corridor, running from the lower colour at the bottom edge through neutral at equilibrium to the upper colour at the top.
Background tint whenever price is trading fully outside the corridor.
Price labels on every level at the right edge, in four selectable sizes.
Jump markers at the top and bottom of the pane showing every bar the corridor re-anchored, and in which direction.
SETUPS
Two setups are defined, and either can be switched off.
Reversion. Price has pushed into the outer band and closes back inside it while still on its own side of equilibrium. The stop is the far outer level, and the targets are the levels above: equilibrium first, then the next band, then the one after that. The reasoning is that a corridor that is holding will pull price back toward its centre, and the level structure already provides the map for that journey.
Breakout. Price closes fully beyond the outer level of the corridor. The stop is the first level back inside, and the targets are projected one, two and three steps beyond the corridor edge, on the same grid the corridor itself uses.
In both cases the stop and the targets are structural levels, not multiples of risk. Nothing is placed at an arbitrary distance. The stop is where the structure would be wrong, and the targets are the next shelves on the grid.
Only one setup is tracked at a time. A new signal cannot silently replace an unresolved one.
The panel keeps a record of whether the first target or the stop was reached first, and prints collecting rather than a percentage until the sample is large enough to mean anything. That number is a narrow measurement of one mechanical rule, not a backtest, and it says nothing about what a trader who moved a stop or scaled out would have achieved.
SETTINGS
Step Size is the one dial that matters. It sets the width of a single band in ATR terms, and therefore how far price must travel to force a jump. Larger values give wider, rarer, more significant corridors. Smaller values give a tighter grid that re-anchors often.
Volatility Length sets the ATR lookback used to measure a step at each anchor. Longer is more stable.
Everything else is cosmetic: fills, candle painting, label size, level thickness, background tint.
REPAINTING
The anchor, the step size, the jumps, the setups and the alerts all evaluate on confirmed bars only. A level that is drawn is final for the life of the corridor and is never moved retroactively. The script requests no higher timeframe data.
READING IT
Equilibrium is the fair value the corridor is currently defending. Price oscillating around it is a market with no directional decision.
The outer bands are where the current corridor stops being an adequate description of price. Price reaching them means one of two things is about to happen: it is rejected and the corridor holds, or it closes through and the whole structure jumps to a new shelf. Both are tradable and both have a setup defined for them.
A corridor that survives many bars is a market that has agreed on value. A rapid sequence of jumps in one direction is a trend, and the jump markers make that sequence obvious even when the candles do not.
This is an analysis tool, not financial advice, and not a trading system. The setups are two mechanically defined patterns, and no pattern has an edge on its own. Use it with your own risk management and position sizing. Индикатор
ATR Stop Loss Calibrator - Volatility Exit LadderATR Stop Loss Calibrator - Volatility Exit Ladder is an ATR-based exit-reference overlay designed to compare multiple volatility-scaled price distances from a user-selected reference.
The script does not generate entries, market-direction signals, take-profit targets, position sizes, trade recommendations, or broker orders. The terms "Long" and "Short" only identify whether an ATR distance is drawn below or above the active reference price.
Its primary purpose is to help users study how different ATR multipliers, reference models, ATR update policies, and ratcheting methods affect potential exit-reference levels.
Core calculation
The script first calculates True Range as:
True Range = max(
High - Low,
abs(High - Previous Close),
abs(Low - Previous Close)
)
The selected smoothing method is then applied to True Range to calculate ATR.
The available ATR smoothing methods are:
Wilder RMA
EMA
SMA
WMA
Each ladder level is calculated from the active reference price and the ATR value currently in use:
Long Tier n = Reference - ATR Used x Tier Multiplier n
Short Tier n = Reference + ATR Used x Tier Multiplier n
The default multipliers are:
Tier 1 = 1.0 ATR
Tier 2 = 2.0 ATR
Tier 3 = 3.0 ATR
Users can freely modify all three multipliers.
The script keeps the effective tiers in strictly ascending order. If the entered values are out of sequence, the levels are normalized using a minimum 0.05 ATR separation. The readout reports when this normalization has occurred.
Core tier
One of the three tiers can be selected as the Core reference tier.
The Core tier:
Receives the strongest visual emphasis
Is used for the Long and Short cushion calculations
Is used by the reach-state logic
Is used by the core-level alert conditions
The other two tiers remain visible as secondary reference distances.
This makes it possible to compare a primary exit-distance assumption against tighter and wider alternatives without treating every line as equally important.
Reference models
The script provides six reference models.
1. Confirmed bar step
This is the default model.
It uses the selected source value from the previous completed bar together with the previous completed ATR value.
With the default Close source, the levels are recalculated from the prior bar's confirmed close.
This mode updates once per completed bar and is intended for users who prefer stable, confirmed-bar reference values.
2. Live rolling
This model uses the selected source value and developing ATR value from the current bar.
The levels can therefore move while the realtime bar is open.
This mode is intended for users who deliberately want an intrabar volatility ruler rather than a completed-bar reference.
3. Daily snapshot
This model creates a reference at the beginning of each new daily period.
The reference can use either:
The new period's opening price
The previous chart bar's closing price
4. Weekly snapshot
This model uses the same snapshot process at the beginning of each new weekly period.
5. Monthly snapshot
This model uses the same snapshot process at the beginning of each new monthly period.
6. Manual anchor
This model allows the user to enter an independent reference price and start time.
The anchor begins on the first chart bar whose opening time is at or after the selected timestamp.
This can be used to study ATR distances from a price chosen through the user's own analysis. The script does not decide where the manual reference should be placed.
ATR behavior for locked references
Daily, Weekly, Monthly, and Manual references are locked-reference models.
For these models, the ATR value can operate in one of three ways.
Frozen at anchor
The ATR captured when the reference begins remains fixed until the reference resets.
This creates a stable volatility unit for the entire reference cycle.
Confirmed each bar
The reference price remains locked, while the ATR distance is recalculated from the previous completed bar.
This allows the ladder width to adapt to confirmed changes in volatility without moving the underlying reference price.
Live each bar
The reference price remains locked, while the developing ATR value is used.
The ladder can therefore expand or contract while the realtime bar is open.
Exit-distance behavior
Locked-reference models also provide three level behaviors.
1. Non-ratcheting ladder
Each level remains a direct ATR distance from the locked reference.
The levels may still change if Confirmed each bar or Live each bar is selected as the ATR update policy.
2. Immediate ratchet
The ratchet activates as soon as the reference cycle begins.
For the Long side, the script tracks the highest favorable price reached after the anchor and allows the levels to move upward, but not downward.
For the Short side, the script tracks the lowest favorable price reached after the anchor and allows the levels to move downward, but not upward.
3. Delayed ratchet
The ratchet remains inactive until price has moved favorably by a user-selected number of anchor ATR units.
The activation distance is measured from the locked reference using the ATR captured when the reference cycle began.
After activation, the Long levels can only tighten upward and the Short levels can only tighten downward.
Ratchet update timing
Ratchet calculations can use either:
Confirmed bars
Live extremes
Confirmed bars update the favorable extreme and ratchet levels only after a bar closes.
Live extremes allow the ratchet to respond to the developing high or low of the current realtime bar.
Reach evaluation
The selected Core tier can be evaluated using either Close or Wick logic.
Close mode
A Long Core level is considered reached when the closing price is at or below the level.
A Short Core level is considered reached when the closing price is at or above the level.
Wick mode
A Long Core level is considered reached when the bar's low touches or crosses the level.
A Short Core level is considered reached when the bar's high touches or crosses the level.
Confirmed-bar events are enabled by default.
When confirmed-bar ratcheting is used, the current bar is evaluated against the level that existed before that bar was completed. The script does not tighten a level from the current bar's favorable extreme and then assume that the same bar subsequently reached that newly calculated level.
This avoids making an unsupported assumption about whether the bar's high or low occurred first.
The detailed readout can distinguish between:
Not reached
Wick reached
Close beyond
Visual design
The default chart view uses a compact current-level projection rail near the latest bars.
It does not draw six full-width historical bands across the entire chart by default.
The rail includes:
A dashed reference level
Three optional Long-side ATR levels
Three optional Short-side ATR levels
A solid, visually emphasized Core tier
Dotted or dashed secondary tiers
A compact vertical spine connecting each side's visible levels
The Long side uses cyan by default.
The Short side uses pink by default.
The active reference uses yellow by default.
All colors, line widths, visible tiers, rail length, right extension, tag size, and display options can be modified.
Right-edge tags
The default Core only setting displays no more than three primary tags:
Reference
Long Core
Short Core
An All tiers mode is available for users who want to inspect every individual level.
The tags can also be disabled.
Historical research view
The historical ATR path is disabled by default to preserve candle visibility.
When enabled, it displays the recent history of the reference and selected tiers over a user-defined number of bars.
An optional historical ribbon can be added between the reference and the selected Core tier.
The historical view is intended for research and comparison. The compact current rail remains the default presentation.
Readout
The compact readout summarizes:
Active reference price
ATR value in use
ATR as a percentage of the reference
Selected Core tier and multiplier
Long Core price and remaining cushion in ATR units
Short Core price and remaining cushion in ATR units
Current display status
The detailed layout additionally shows:
Reference model
Locked-reference behavior
Ratchet activation state
Core-level reach state
The panel location and text size can be changed from the settings.
Data Window outputs
The script provides the following research values in TradingView's Data Window:
Active reference
ATR used
ATR as a percentage of the reference
Long Tier 1
Long Tier 2
Long Tier 3
Short Tier 1
Short Tier 2
Short Tier 3
Long Core
Short Core
Long cushion in ATR units
Short cushion in ATR units
These outputs allow users to inspect exact numerical values without adding more text to the chart or indicator status line.
Alerts
The following alert conditions are available:
Long ATR Core reference reached
Short ATR Core reference reached
Any displayed ATR Core reference reached
Long delayed ratchet activated
Short delayed ratchet activated
Locked ATR reference reset
Reach alerts follow the selected Close or Wick test and the Confirmed-bar events setting.
Suggested workflow
1. Select whether to display Both sides, Long only, or Short only.
2. Choose the reference model that matches the intended study.
3. Select the ATR length and smoothing method.
4. Enter three ATR multipliers and choose the primary Core tier.
5. For Daily, Weekly, Monthly, or Manual references, select the ATR update policy and optional ratchet behavior.
6. Select Close or Wick reach evaluation.
7. Keep Confirmed-bar events enabled when stable completed-bar alerts are preferred.
8. Use the compact current rail for normal chart viewing.
9. Enable the historical path only when reviewing how the levels behaved across recent bars.
Example research configurations
Confirmed bar step can be used to compare current price with ATR distances calculated from the prior completed bar.
Daily snapshot with Frozen at anchor can be used to maintain one fixed volatility unit from the daily period open or previous close.
Manual anchor with Delayed ratchet can be used to study how an independently selected reference would behave after a favorable ATR-based excursion.
These are research configurations, not trade recommendations.
Default configuration
The default configuration uses:
Both Long and Short sides
Confirmed bar step
Close as the rolling reference source
ATR length 14
Wilder RMA smoothing
1.0, 2.0, and 3.0 ATR tiers
Tier 2 as the Core tier
Non-ratcheting behavior
Close-based reach evaluation
Confirmed-bar events
Current projection rail enabled
Historical path disabled
Reach markers disabled
Core-only right-edge tags
Compact readout
Calculation behavior
The default Confirmed bar step model uses completed-bar source and ATR values.
The default confirmed event setting also waits for the bar to close before generating a reach event.
Live rolling, Live each bar, Live extremes, or disabling confirmed-bar events intentionally allows values or event states to change while the realtime bar is developing.
The lines projected to the right side of the latest bar are visual extensions only. They do not access future prices or future chart data.
Limitations
ATR is a backward-looking measurement of historical price range. It does not predict future volatility, market direction, reversal probability, or execution quality.
The displayed levels are analytical references. They are not stop orders and are not transmitted to a broker.
Actual order execution may differ from a displayed level because of gaps, spread, slippage, liquidity, market closures, broker rules, or instrument-specific contract conditions.
Results depend on the chart symbol, timeframe, available price history, exchange calendar, and data feed.
Synthetic chart types can produce levels from synthetic OHLC values rather than directly traded prices. Standard price charts are preferable when the levels are being compared with executable market prices.
A narrower ATR multiple is not automatically better, and a wider multiple is not automatically safer. Appropriate distances depend on the user's method, holding period, instrument, risk limits, and execution environment.
"Calibrator" refers to the visual comparison of user-selected ATR distances. The script does not optimize settings, score multipliers, or identify a best parameter.
This indicator is provided for analytical and educational use. It does not constitute investment, financial, or trading advice. All analysis, risk decisions, and order placement remain the user's responsibility. Индикатор
[GYTS-CE] Kinetic Trend Envelope (adaptive trailing stop)Kinetic Trend Envelope (Community Edition)
🌸 Part of GoemonYae Trading System (GYTS) 🌸
🌸 --------- INTRODUCTION --------- 🌸
💮 What is the Kinetic Trend Envelope?
The Kinetic Trend Envelope (KTE) is an adaptive directional trailing stop in the lineage of SuperTrend, rebuilt around the premise that volatility is kinetic energy . It measures per-bar motion with five academically grounded volatility estimators, then widens the envelope as energy rises and contracts it as motion settles.
In an uptrend, the lower band ratchets higher and never retreats; in a downtrend, the upper band ratchets lower. The direction changes when the active stop is breached, after which the opposite side becomes the new trailing stop.
💮 Why Use This Indicator?
Conventional trailing stops typically combine a price anchor with one symmetric ATR-derived width. The KTE extends that model with:
Asymmetric volatility profiling — Bullish- and bearish-candle volatility shape the upper and lower bands independently.
Three direction-switch methods — High/low, close, or a smoothed estimator controls flip sensitivity without moving the band anchor.
Five volatility estimators — ATR plus Parkinson, Garman-Klass, Rogers-Satchell, and Yang-Zhang covers different treatments of gaps, drift, and intrabar range.
The outputs are calibrated to a common width basis, so Volatility Factor remains interpretable across estimators and price scales. Fine adjustment may still be useful, but switching estimators should not require re-tuning by orders of magnitude.
↑ The KTE on a trending instrument. The thick line is the active trailing stop; the thin line shows the opposing side of the envelope. Both expand and contract with market energy.
↑ KTE beside TradingView's built-in SuperTrend, both using ATR with a 10-bar lookback. KTE's asymmetric profile changes how each side responds to directional volatility while the monotonic active band avoids premature loosening.
🌸 --------- HOW IT WORKS --------- 🌸
💮 Core Concept
The bands share a smoothed price estimator as their anchor, but use separate volatility profiles:
Upper band = estimator + (factor × bullish-candle volatility)
Lower band = estimator − (factor × bearish-candle volatility)
In a bullish state, the lower band is active and can only rise. In a bearish state, the upper band is active and can only fall. This monotonic constraint prevents a live trailing stop from loosening within the trend.
The selected direction-switch method changes only the breach test. It does not change the smoothed estimator anchoring the envelope, so a wick-sensitive trigger cannot drag the bands around with the wick.
💮 The Five Volatility Estimators
Each estimator reads a different part of the OHLC bar:
ATR (Wilder, 1978) — Familiar baseline that handles gaps through true range.
Parkinson (1980) — Uses high-low range; efficient under continuous, low-drift conditions.
Garman-Klass (1980) — Adds open-close information; favours continuous sessions without material gaps.
Rogers-Satchell (1991) — Drift-independent and well suited to trending, continuously traded instruments.
Yang-Zhang (2000) — Combines overnight gaps, open-close movement, and Rogers-Satchell; the gap-aware default.
Statistical efficiency does not guarantee a visibly tighter stop. At slow Adaptation Speed settings, long averaging makes the estimators look similar; at fast settings, their different treatments of gaps, drift, and range become more visible. Choose according to the instrument's behaviour rather than expecting one estimator always to produce the narrowest band.
↑ ATR and Yang-Zhang at Adaptation Speed 2. The long profile memory (low speed) smooths away most of the difference, so the two envelopes nearly overlap.
↑ ATR and Yang-Zhang at Adaptation Speed 8. The short profile memory (high speed) exposes their different volatility readings, producing visibly distinct envelope widths.
💮 Asymmetric Volatility Profiling and Adaptation Speed
The KTE stores volatility from bullish and bearish candles separately. Bullish samples determine the upper width; bearish samples determine the lower width. This allows the two sides to respond differently when upward and downward motion carry different energy.
Adaptation Speed controls the memory of this profile, not the speed of the price estimator and not the distance of the stop by itself. Its 1–10 scale maps logarithmically to an internal window:
Speed 3 — approximately 878 bars: stable and slow to re-weight
Default 3.5 — approximately 570 bars: general-purpose smoothing
Speed 8 — approximately 11 bars: highly responsive to recent volatility
Speed 10 — approximately 2 bars: extremely reactive and noisy
Faster does not necessarily mean closer to price. During a volatility burst, a fast profile recognises the expansion sooner and may widen the band sharply. Because the active stop cannot loosen, it can then remain flat until the estimator catches up. A slow profile dilutes the same burst across much more history, so its narrower band may appear to follow price faster.
This is why two instances matched during a calm period can separate during a shock, especially when they also use different Volatility Factor values. Compare Adaptation Speed with the same factor first; matching lines in one regime does not make two configurations equivalent elsewhere.
The profiles are also direction-conditioned: bullish samples are replaced by later bullish candles and bearish samples by later bearish candles. A recent high-volatility sample can therefore persist through a run of opposite-colour candles, producing deliberate step-like plateaux in the relevant band.
↑ Asymmetric profiling in action: the upper and lower widths respond independently to bullish- and bearish-candle volatility.
💮 Direction Switch Methods
The breach source sets the balance between responsiveness and false flips:
On high/low — Uses the current bar's wick and can switch on the breach bar. Fastest and most sensitive to noise.
On close — Uses the previous confirmed close; the switch appears on the following bar.
On estimator — Uses the previous smoothed estimator; the most conservative default, also switching on the following bar.
↑ The three switch methods share the same band geometry but change direction at different times.
🌸 --------- KEY FEATURES --------- 🌸
💮 Eight Estimator Filters
The configurable price anchor includes:
Ultimate Smoother, 2- or 3-pole — Low-noise, near-zero-lag passband response; the 2-pole version is the default.
Super Smoother, 2- or 3-pole — Ehlers low-pass filters for progressively stronger smoothing.
BiQuad — Second-order low-pass filter with an adjustable Q-factor.
ADXvma — Adapts to trend strength and tends to flatten in ranges.
MAMA — Cycle-adaptive MESA moving average.
A2RMA — Adaptive recursive moving average with adjustable gamma.
They are provided by the open-source FiltersToolkit library.
💮 Visual Layering
The display separates function from context:
Active band — Thick directional trailing-stop line
Opposing band — Thin reference for the inactive side
Channel fill — Visual separation between the estimator and each band
Estimator — Optional smoothed anchor
Palette, light/dark mode, widths, and transparencies can be adjusted independently.
🌸 --------- USAGE GUIDE --------- 🌸
💮 Getting Started
Start with the defaults, observe several calm and volatile regimes, and change one dimension at a time:
Tune Volatility Factor for the preferred stop distance.
Tune Adaptation Speed for how quickly width should respond to regime changes.
Choose the direction-switch method for the preferred confirmation level.
Change the volatility estimator only when its assumptions better fit the instrument.
💮 Choosing a Volatility Estimator
Gapped equities — Yang-Zhang accounts for overnight movement.
Trending 24/7 markets — Rogers-Satchell is drift-independent without a separate gap component.
Continuous, range-led markets — Parkinson or Garman-Klass offers efficient range-based measurement under their assumptions.
Familiar baseline — ATR provides conventional true-range behaviour.
On continuous instruments, Rogers-Satchell and Yang-Zhang may look very similar because there are few gaps to distinguish them. Use the Volatility Toolkit to compare their raw behaviour on the intended instrument.
↑ Three estimators compared on one instrument, each reading a different combination of OHLC information.
💮 Tuning Width and Responsiveness
These controls solve different problems:
Volatility Factor — Sets the distance per unit of measured volatility.
Adaptation Speed — Sets the memory of the bullish/bearish profile; faster can widen the stop sooner during shocks.
Volatility Lookback — Sets how quickly the underlying per-bar volatility estimate changes.
Estimator Lookback — Sets the smoothness of the price anchor.
Use symptoms to guide adjustment:
Frequent flips on minor pullbacks — Increase Volatility Factor or use a more conservative switch method (e.g. "on estimator").
Excessive give-back — Decrease Volatility Factor or use a more responsive switch method (e.g. "on high/low").
Width reacts too slowly to regime changes — Increase Adaptation Speed or reduce Volatility Lookback.
Bands become erratic during shocks — Reduce Adaptation Speed or increase Volatility Lookback.
↑ A tight factor follows price more closely and flips more often; a loose factor tolerates larger pullbacks.
💮 Trading Applications
Discretionary trailing stop — Move a protective stop with the active band as it tightens.
Trend confirmation — Accept long signals only during a bullish KTE state, and short signals only while bearish.
Exit timing — Treat a direction change as an exit when the trade thesis is trend-following.
💮 Integration with GYTS Suite
The visible bands and estimator can be selected as sources by compatible Pine scripts. Two packed streams are also exposed:
🔗 STREAM KTE 🪜 Trailing Stoploss — Positive lower-band value in a bullish state; negative upper-band value in a bearish state.
🔗 STREAM KTE 🪜 Mechanism — Encodes the switch method and scale-invariant estimator relationship for compatible consumers.
The KTE is, first and foremost, a trailing stop, and these streams are built for stop management. The Order Orchestrator strategy consumes the Trailing Stoploss and Mechanism streams together : the first supplies the active stop level and its direction, the second makes the strategy's trailing-exit runner follow whatever switch method and estimator you set here. So the stop is configured once, in the KTE.
Beyond that primary role, the signed trailing-stop stream can also serve as a trend signal, since its sign flips with direction: it can be read through sign and magnitude as an entry/exit signal, including by Flux Composer . The KTE can also be paired with Market Regime Detector so flips are acted on only when the broader regime supports trend-following behaviour.
🌸 --------- LIMITATIONS --------- 🌸
Trailing-stop latency — Every trailing stop gives back some of the move between the trend extreme and the eventual breach.
Whipsaws in ranges — Low-energy chop can produce repeated flips; a regime filter may help when ranging conditions dominate.
Fast adaptation can widen the stop — Higher Adaptation Speed means faster volatility response, not guaranteed proximity to price.
Direction-conditioned memory — A bullish or bearish outlier remains in its own profile until enough matching-direction samples replace it, which can create plateaux after shocks.
Warm-up and sample size — Long profile windows need sufficient chart history; strongly one-sided markets may leave one side with few recent samples.
🌸 --------- CREDITS --------- 🌸
💮 Academic Sources
Wilder, J. W. (1978). New Concepts in Technical Trading Systems . Trend Research.
Parkinson, M. (1980). The Extreme Value Method for Estimating the Variance of the Rate of Return. Journal of Business, 53 (1), 61–65. DOI
Garman, M. B., & Klass, M. J. (1980). On the Estimation of Security Price Volatilities from Historical Data. Journal of Business, 53 (1), 67–78. DOI
Rogers, L. C. G., & Satchell, S. E. (1991). Estimating Variance from High, Low and Closing Prices. Annals of Applied Probability, 1 (4), 504–512. DOI
Yang, D., & Zhang, Q. (2000). Drift-Independent Volatility Estimation Based on High, Low, Open, and Close Prices. Journal of Business, 73 (3), 477–491. DOI
Ehlers, J. F. (2024). The Ultimate Smoother. Technical Analysis of Stocks & Commodities , 2024-04. TASC
Ehlers, J. F. (2004). Cybernetic Analysis for Stocks and Futures . Wiley. Covers SuperSmoother, MAMA and more.
💮 Inspiration
Thanks to Trendoscope for inspiring us with the Supertrend - Ladder ATR (2021). It derives long-side stop distance from bearish-candle ATR and short-side distance from bullish-candle ATR, which is one of the mechanisms that we tried to develop further with the KTE.
💮 Libraries Used
FiltersToolkit — Ultimate Smoother, Super Smoother, BiQuad, ADXvma, MAMA, and A2RMA
VolatilityToolkit — Parkinson, Garman-Klass, Rogers-Satchell, and Yang-Zhang estimators
MathTransform — Logarithmic scaling for Adaptation Speed
ColourUtilities — Palette management and light/dark-mode colour adjustment
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Стратегия
ATR Trailing Stop ProTitle:
ATR Trailing Stop Pro — Long & Short | Close/Wick Filter | Alerts | Risk %
Description:
A fully-featured ATR-based trailing stop anchored to a specific entry date and price — built for traders who want to manage an open position with a clean, rules-based stop rather than a signal generator.
Unlike generic ATR stop indicators that run on every bar from the beginning of the chart, this one starts exactly where your trade did.
Features
🔴 Long & Short — trails upward for longs, downward for shorts
📅 Entry date & price — set your exact entry point; leave price at 0 to use the day's close automatically
📊 ATR-based trailing — stop only ever moves in your favour, never against you
🕯️ Close vs wick stop-out — choose whether a close below the stop triggers it, or any wick (reduces false exits on volatile assets like BTC/crypto)
🏷️ Chart labels — marks your entry price and stop-out point directly on the chart
📋 Info table — live overlay showing entry price, current stop level, risk % from entry, and trade direction
🔔 Built-in alert — set it once and get notified when your stop is hit without watching the chart
How to use
Add the indicator to a daily chart
Open settings and enter your entry year, month, day
Enter your entry price or leave at 0 to use that day's close
Select Long or Short
Adjust the ATR multiplier to suit your risk tolerance (higher = wider stop, less noise)
Toggle Close mode on if you want to avoid getting stopped out by intraday wicks
Set an alert on the indicator for hands-off monitoring
Works on any asset — stocks, crypto, forex, commodities. Designed and tested on Bitcoin daily. For best results use on the 1D timeframe. Индикатор
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Pvt Fibo S&R to Target 12Pvt Fibo S&R to Target 12 is an institutional-grade breakout and automated target management engine built completely on classical Daily/Weekly/Monthly Pivot Points and Fibonacci Support/Resistance (S/R) levels.
Instead of chasing lagging signals, this script monitors the heavy institutional liquidity pools yoked tightly to major horizontal key levels. By processing live price action through three selectable algorithmic breakout frameworks simultaneously, it provides non-repainting, highly optimized breakout signals coupled with an automated 2-tier take-profit sequence.
🎯 The 3 Multi-Mode Algorithmic Breakout Engines
To adapt to varying market environments, the script operates 3 distinct breakout styles (all active by default to maximize strategic flexibility):
Mode 1 (Volume & Candle Anatomy Expansion): Triggers only when the main pivot line is violated by a candle with significant volume (surpassing its 20-period SMA) and a tightly packed, dominant body ratio (Marubozu style). This mode filters out low-volume institutional retail traps (fakeouts).
Mode 2 (Direct Raw Momentum Breakout): Fires immediately upon a raw crossover/crossunder of the key horizontal line. It completely strips away filters to capitalize on sudden, news-driven, hyper-aggressive market expansions where speed is paramount.
Mode 3 (Safe-Zone Hold Confirmation): A strict trend-verification system designed for conservative execution. Rather than reacting to the initial breach, it tracks market absorption by requiring the price to successfully close and hold on the breakout side for X consecutive bars without slipping back across the line.
💰 Automated Target Lifecycle Management (Target 1-2)
The script is natively engineered with a stateful order sequence controller optimized for webhook routers like WunderTrading. It eliminates manual intervention by actively trailing the position's lifecycle:
The Entry: When any selected Mode condition is met, an entry signal (L1/L2/L3 or S1/S2/S3) prints visually on the chart and triggers the entry webhook message.
Target 1 (Partial Take-Profit): The exact moment the live price breaches the first major Fibonacci extension line (R1 for Longs, S1 for Shorts), a TARGET-1 alert fires. This allows automated bots to scale out partially or move stops to break-even.
Target 2 (Take-Profit & Position Liquidation): When the price strikes the primary institutional target line (R2 for Longs, S2 for Shorts), a TARGET-2 alert fires. Simultaneously, the internal position script state completely resets to zero, terminating the trade lifecycle securely without needing to wait for a lagging opposite signal.
🛠️ Key UI Parameters for Fine-Tuning
Pivot Calculation Period: Shift smoothly between D (Daily), W (Weekly), or M (Monthly) horizontal levels. Daily/Weekly lines are highly recommended for intraday timeframes.
Volume Multiplier: Increase this value (e.g., 1.8 or 2.0) to restrict Mode 1 signals only to massive, institutional-sized volume anomalies.
Min Candle Body Ratio (%): Filter out indecisive dojis or long-wick candles by demanding a solid, determined candle structure during breakout tests.
Safe-Zone Bar Count (X): Adjust the number of consecutive candle closes required for Mode 3 validation before entering.
⚡ Best Testing Environments & Timeframes
Top Performing Timeframes: * 15-Minute (15m) and 1-Hour (1h) charts provide the ultimate balance between asset noise reduction and massive intra-week trend capture.
5-Minute (5m) charts work excellent for scalpers, provided you raise the Volume Multiplier to counter micro-fakeouts.
Optimal Trading Assets: * Cryptocurrencies: High-momentum majors (BTC, ETH) that experience explosive expansion out of tight sideways consolidation ranges.
Indices & Commodities: NASDAQ (NAS100), S&P500, and GOLD (XAU/USD) due to their aggressive trend continuity when major daily key levels break.
Forex Major Pairs: EUR/USD, GBP/USD, and USD/JPY during high-liquidity New York and London session overlaps. Индикатор
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Apex Volatility Flow [Pineify]Apex Volatility Flow ATR Chandelier Oscillator
Apex Volatility Flow converts ATR-based Chandelier behavior into a normalized 0-100 oscillator. It tracks flow above or below 50, and marks ATR contraction when volatility falls below a longer baseline.
Key Features
Chandelier-style direction logic using extremes and ATR distance.
Bullish/bearish oscillator coloring around the 50-line bias filter.
Squeeze dots and alerts for compression and flow crosses.
How It Works
The script begins with Average True Range . A long reference uses recent highs minus ATR times the multiplier, while a short reference uses recent lows plus ATR times the multiplier. The anchors blend close-based and wick extremes to reduce one-bar distortion.
A close above the short reference is bullish; a close below the long reference is bearish.
The active level is tracked, then its range resets when direction changes.
The active level is normalized, smoothed with an SMA, and compared with 50.
A squeeze appears when ATR is below 80% of a longer ATR baseline.
How the Components Work Together
The Chandelier logic supplies trend context, while the oscillator scale helps compare charts. Squeeze dots stay separate because compression can break either way; read them with flow crosses, 50-line retests, and price structure.
Trading Ideas and Insights
Bullish continuation may be worth studying when flow holds above 50 and compression releases.
Bearish crosses below 50 can whipsaw in strong uptrends; follow-through matters.
During extended squeezes, confirm direction with structure, volume, or higher-timeframe trend.
Unique Aspects
It turns Chandelier-style stops into a compact oscillator instead of a price overlay.
Normalization resets on direction changes, avoiding stale values from the prior move.
How to Use
Add the indicator to a liquid market and timeframe.
Use 50 as the main bullish/bearish flow reference.
Treat squeeze dots as compression context, not standalone entries.
Use the built-in alert conditions for crosses or squeeze events.
Customization
Volatility Length (default: 22) - Controls ATR and anchors. Higher values smooth but react later.
ATR Multiplier (default: 3.0) - Sets stop distance. Higher values reduce flips but delay regime changes.
Oscillator Smoothing (default: 4) - Smooths the output. Higher values reduce noise but add lag.
Colors - Adjust bullish, bearish, and squeeze marker colors.
Conclusion
Apex Volatility Flow is for traders who want ATR and Chandelier-style context in one oscillator pane. It can help organize flow bias and compression, but should be combined with structure and risk management. It uses no higher-timeframe security calls; live-bar values may still change before close.
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Strategy Sensitivity MatrixThe Strategy Sensitivity Matrix is an institutional-grade backtesting tool designed to evaluate the robustness and parameter sensitivity of trend-following strategies. It enables users to compare the historical performance of a broad range of parameter combinations across multiple metrics to assess the overall stability of the selected strategy. The model displays the complete backtest landscape in a structured, color-coded matrix that allows investors to quickly identify robust parameter regions and evaluate historical performance stability across parameter combinations.
At its core, the matrix systematically evaluates a wide range of parameter combinations, where every individual cell represents the backtest result for one unique parameter configuration. Users can switch between volatility-based strategies and moving-average strategies. In volatility mode, the matrix rows represent volatility lengths and the matrix columns represent volatility factors. In crossover mode, the rows represent fast moving-average lengths and the columns represent slow moving-average lengths. Supported volatility types include the Average True Range (ATR), Standard Deviation (SD), and Mean Absolute Deviation (MAD). Supported moving-average types include the Exponential Moving Average (EMA), Simple Moving Average (SMA), Wilder’s Moving Average (RMA), and Weighted Moving Average (WMA). Supported display metrics include:
CAGR = Compounded Annual Growth Rate.
Sharpe = CAGR per unit of standard deviation.
Sortino = CAGR per unit of downside deviation.
Martin = CAGR relative to the Ulcer Index (UI).
Calmar = CAGR relative to maximum drawdown.
Max DD = Largest peak-to-trough decline in value.
Alpha (α) = Excess annualized risk-adjusted returns.
Expectancy = Average expected return per trade.
Profit Factor = Total gross profit per unit of losses.
Win Rate = Ratio of profitable trades to total trades.
Trades/Year = Average number of trades per year.
The matrix follows an intuitive percentile-based coloring framework that dynamically compares the relative performance and stability of all parameter combinations. Stronger values above or equal to the matrix median are highlighted in green, with bright green representing the top 10% of all parameter combinations. Weaker values below the matrix median are highlighted in orange, while red represents objectively weak performance based on the selected metric. Broad clusters of consistently strong results generally suggest lower parameter sensitivity and potentially greater robustness, while isolated peaks generally suggest elevated parameter sensitivity.
The summary table displayed above the matrix provides a broader distribution-level statistical overview of results across all parameter combinations. This structure allows investors to evaluate whether strong historical performance appears statistically widespread or narrowly concentrated across the parameter landscape. Stable parameter landscapes generally exhibit lower standard deviation, similar median and average values, and smaller performance gaps between the best and top 10% parameter combinations. The summary table includes the following sections:
Start = Start month and year of the selected backtest period.
End = End month and year of the selected backtest period.
Metric = Performance metric currently displayed in the matrix.
B&H = Buy-and-hold performance for the selected metric.
Best = Best-performing parameter combination in the matrix.
Top 10% = Average value of the top 10% parameter combinations.
Median = Median value across all parameter combinations.
Average = Average value across all parameter combinations.
Std Dev = Standard deviation of all parameter combinations.
≥ B&H = Percentage of combinations equal or better than B&H.
In summary, the Strategy Sensitivity Matrix is a powerful robustness analysis tool designed to help investors make data-driven decisions when evaluating parameter combinations across trend-following strategies. By evaluating the full parameter landscape, investors can quickly determine whether strong historical performance appears broadly distributed across stable parameter regions or narrowly concentrated within isolated parameter combinations. While historical robustness can provide valuable insight into past market behavior over the selected backtest period, users should remain mindful that market structures evolve over time and that historically stable parameter regions may not necessarily persist in future market conditions. Индикатор
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Volatility Stop SelectorThe Volatility Stop Selector is a comprehensive trend-following tool designed to automatically identify the optimal volatility stop strategy. It features adjustable parameters and an integrated backtester that delivers institutional-grade insights into the recommended strategy. The model continuously adapts to new data in real time by evaluating multiple volatility length and factor combinations, determining the best-performing configuration, and presenting the backtest results in a clear, color-coded table that benchmarks performance against the buy-and-hold strategy.
At its core, the model systematically backtests a wide range of volatility stop combinations to identify the configuration that maximizes the selected optimization metric. Users can choose to optimize for absolute returns or risk-adjusted returns using metrics such as the Sharpe, Sortino, Martin, or Calmar ratios. The Martin ratio is particularly well suited for volatility-based risk management strategies, as it evaluates returns relative to the Ulcer Index, capturing both the depth and duration of drawdowns and therefore favoring smoother equity curves. Alternatively, users can enable manual optimization to test custom volatility length and factor settings and view the corresponding backtest results. The label displays the Compounded Annual Growth Rate (CAGR) of the strategy, with the buy-and-hold CAGR in parentheses for comparison. The table presents the backtest results based on the volatility length and factor displayed at the top:
Sharpe = CAGR per unit of standard deviation.
Sortino = CAGR per unit of downside deviation.
Calmar = CAGR relative to maximum drawdown.
Max DD = Largest peak-to-trough decline in value.
Beta (β) = Return sensitivity relative to buy-and-hold.
Alpha (α) = Excess annualized risk-adjusted returns.
Win Rate = Ratio of profitable trades to total trades.
Profit Factor = Total gross profit per unit of losses.
Expectancy = Average expected return per trade.
Trades/Year = Average number of trades per year.
This indicator is designed with flexibility in mind, enabling users to specify the start date of the backtesting period, the preferred volatility type, and the price source. Supported volatility types include the Average True Range (ATR), Standard Deviation (SD), and Mean Absolute Deviation (MAD). Supported price sources include Close, Heikin Ashi, HL2, HLC3, and OHLC4. To minimize overfitting, users can define constraints such as a minimum and maximum number of trades per year, as well as an optional optimization margin that prioritizes more robust combinations by requiring more reactive combinations to exceed this threshold. The table follows an intuitive color-coded logic that enables quick performance comparison against buy-and-hold (B&H):
Sharpe = Green indicates better than B&H, while red indicates worse.
Sortino = Green indicates better than B&H, while red indicates worse.
Calmar = Green indicates better than B&H, while red indicates worse.
Max DD = Green indicates better than B&H, while red indicates worse.
Beta (β) = Green indicates better than B&H, while red indicates worse.
Alpha (α) = Green indicates above 0%, while red indicates below 0%.
Win Rate = Green indicates above 50%, while red indicates below 50%.
Profit Factor = Green indicates above 2, while red indicates below 1.
Expectancy = Green indicates above 0%, while red indicates below 0%.
In summary, the Volatility Stop Selector is a powerful tool designed to help investors make data-driven decisions when selecting volatility-based trend-following strategies. By optimizing for risk-adjusted returns, investors can identify the best configurations using institutional-grade metrics. While results are based on the selected historical period, users should be mindful of overfitting, as past results may not persist under future market conditions. Since the model continuously recalibrates to incorporate new data, the recommended length and factor may evolve over time. Индикатор
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SPY VVIX VIX Buy Hold Sell SystemSPY VVIX VIX Buy Hold Sell System is a volatility-regime-based decision tool designed to help traders classify SPY conditions into BUY, HOLD, or SELL / DEFEND.
The system uses VVIX, VIX, SPY trend, and a Range Filter to identify when volatility risk is calm, rising, or dangerous.
BUY SPY:
This signal appears when SPY is in a bullish trend, the Range Filter confirms upward movement, VVIX is calm and falling, and VIX is not rising. This suggests volatility risk is contained and long SPY exposure is favored.
HOLD:
This signal means the SPY trend remains constructive, but the volatility backdrop is not strong enough for aggressive fresh buying. Existing positions may be held, but caution is advised.
SELL / DEFEND:
This signal appears when VVIX rises strongly, VIX confirms risk expansion, VVIX reaches danger or panic levels, or SPY trend weakens. Traders may consider selling SPY, reducing exposure, tightening stops, or defending with hedges such as puts or collars.
VVIX is treated as an early warning indicator because it measures the volatility of volatility. Rising VVIX can warn that the options market is preparing for future volatility expansion before SPY fully reacts.
This script is intended as a decision-support tool, not financial advice. Use with risk management, position sizing, and additional confirmation. Индикатор
Apex First-Touch PredictorApex First-Touch Predictor — Which Zone Gets Hit First?
A multi-factor framework for the question every SMC trader actually asks: when price sits between an Order Block and a Fair Value Gap, which one gets touched first?
The Problem This Indicator Was Built To Solve
You spot a clean setup on the 5m chart. There's an unmitigated Order Block above. There's a Fair Value Gap below. Both are valid draws. Both are well-formed.
So which one does price hit first?
This is the question that costs SMC and ICT traders more money than any other. You enter long, expecting the OB to get tagged — price takes out the FVG instead, stops you out, then runs to the OB without you. Or the reverse. The setup wasn't wrong. The sequence was wrong.
Most SMC indicators draw the zones beautifully but tell you nothing about which side resolves first. This one tries to.
What It Does
The First-Touch Predictor analyzes six independent factors to estimate which zone — upper or lower — price is more likely to touch first from its current position:
Higher-Timeframe Bias (BOS / CHoCH detection on HTF-1 and HTF-2)
Premium / Discount Position in the HTF dealing range
Liquidity Draw (composite of equal highs/lows, prior day H/L, zone proximity)
Session / Killzone Strength (NY AM, London, NY PM, Asia, Lunch)
Recent Structural Displacement (signed body/range over last 3 bars)
Volatility Regime (ATR expansion vs contraction)
Each factor produces a signed vote in . The weighted aggregate produces a directional call with a confidence estimate (capped at 75% — no market prediction deserves higher).
A Strong-Liquidity Override kicks in when one side has heavily stacked liquidity within reasonable reach. This encodes the well-known ICT principle that price tends to sweep obvious liquidity before HTF bias plays out.
What You'll See On Your Chart
Auto-detected Order Blocks with text labels (Bull OB / Bear OB) pinned to the origin candle
Auto-detected Fair Value Gaps with text labels (Bull FVG / Bear FVG) pinned to the imbalance bars
Premium / Discount zones with explicit text markings: Heavy Premium, Premium, EQ (50%), Discount, Heavy Discount — drawn as faint background bands
Directional arrow on the current bar pointing toward the predicted first-touch zone
Dashed target line marking the midpoint of the predicted zone
Info panel at middle-right showing First Target, Confidence, HTF Bias, P/D Zone, Session, Liquidity, Target Mid, and Raw Score
Tooltips on every panel row explaining what the metric means and how to interpret it
A ⚡ icon appears next to the Liquidity row when the override rule is active.
How To Use It
This is a bias-confirmation tool, not a signal generator. The intended workflow:
Identify a setup yourself using your own framework
Check the panel — does the directional call agree with your read?
When your analysis and the indicator agree: higher conviction setup, consider standard sizing
When they disagree: stand aside or wait for additional confluence
Always pre-define both scenarios — entry, stop, and target for if first-touch goes upper and if it goes lower. The indicator's job is to bias which scenario is more likely; your job is execution.
The Confidence number is meant to inform position sizing, not certainty. 65–75% means the factors are aligned. 52–58% means thin edge. Below 52% means stand aside.
Configurable Inputs
HTF-1 (Bias) timeframe — default 60m
HTF-2 (Regime) timeframe — default 240m
Swing pivot length, max zones per type, liquidity tolerance
Toggle every visual element independently (zones, labels, P/D zones, panel, arrow, target line)
All six factor weights are exposed and tunable
Strong-Liquidity Override on/off
Color customization (Material palette by default, color-blind friendly)
Built-In Alerts
High-Confidence UP Target (score crosses above +0.60)
High-Confidence DOWN Target (score crosses below -0.60)
Directional Flip (score crosses zero)
Honest Limitations You Should Know
I built this to be useful, not to oversell. Here's what it cannot do:
It is not predictive in any guaranteed sense. No indicator is. Markets are probabilistic; this tool tries to score probability, not prophesy outcomes.
It does not see news. Major economic events (CPI, FOMC, NFP) will override any structural read. Use an economic calendar alongside.
The factor weights are reasoned, not statistically optimized. Future versions may include backtested weight tuning.
Order Block detection is simplified. It catches the most common BOS-origin OB pattern; institutional-grade detection requires more nuance.
Confidence is capped at 75% by design. If you ever see a tool claim 85%+ confidence on directional calls, be skeptical.
Best on liquid instruments during major sessions. Performance degrades in low-volume hours and illiquid pairs.
Why I'm Releasing This Free
This is part of a broader project on multi-factor SMC analysis. I'd rather have thousands of traders stress-testing it on real charts and giving feedback than charge a few people for an unrefined tool. If you find it useful, drop a comment with what's working, what's not, or what factor you'd like to see added. That feedback shapes future versions.
Best Timeframes & Markets
Designed for intraday trading on the 5m, 15m, and 1H charts. Works on:
Index futures (ES, NQ, YM)
Major FX pairs (EURUSD, GBPUSD, USDJPY, etc.)
Liquid crypto (BTC, ETH)
High-volume stocks during regular trading hours
Less reliable on low-volume pairs, illiquid stocks, or weekend crypto.
Credits & Methodology
Built on Smart Money Concepts (SMC) and Inner Circle Trader (ICT) methodology — specifically: Order Blocks, Fair Value Gaps, Premium/Discount theory, liquidity engineering, killzone timing, and displacement analysis. The weighted multi-factor approach is original; the underlying concepts are not.
Disclaimer
This indicator is provided for educational and analytical purposes only. It is not financial advice. Past performance of any market structure does not guarantee future results. Always use proper risk management. Trade your own analysis, not any single indicator's output.
Engagement
Boost the script if it earns its place on your chart. Drop a comment with your timeframe, instrument, and what's working or breaking. I read every comment and the feedback shapes the next version.
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Shannon Entropy Terrain 3D [LliterH]SHANNON ENTROPY TERRAIN 3D
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Most market regime filters give you a single number. This indicator gives
you a landscape.
Shannon Entropy of price log-returns is computed simultaneously across
20 different lookback windows and rendered as a 3D thermal terrain surface.
Each layer of that surface answers the same question with a different time
horizon: is the market currently structured or random?
The result is a visual map that reveals what a flat oscillator cannot —
whether the order or chaos you see in one timeframe is isolated or systemic.
THE MATHEMATICS
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Shannon Entropy quantifies the unpredictability of a system:
H = -sum( p_i * log2(p_i) )
Applied to the distribution of price log-returns ln(close/close ) over
a rolling window, H measures how randomly recent price behavior has been
distributed — independent of direction or magnitude.
This indicator normalizes H to a 0-100 scale using:
H_norm = H / log2(N) * 100
where N is the number of histogram bins. Result interpretation:
0 Perfect order One directional move dominates the window
30 Order boundary Market is structured, patterns are reliable
50 Neutral plane Mixed regime, no clear consensus
70 Chaos boundary Market begins to lose predictability
100 Maximum chaos Returns distributed uniformly at random
READING THE TERRAIN
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The surface is colored by entropy VALUE at each point, not by depth.
This means color always communicates information — not decoration.
Deep navy to cyan Entropy 0-30 Order zone
Cyan to warm yellow Entropy 30-50 Transitioning toward order
Yellow to orange Entropy 50-70 Transitioning toward chaos
Orange to crimson Entropy 70-100 Chaos zone
Two floating wireframe rectangles mark the critical thresholds:
Cyan frame at 30 The order boundary
Red frame at 70 The chaos boundary
When the terrain surface breaches a frame, the market has crossed a
regime threshold across that lookback range.
The left wall shows the entropy profile of the oldest bar in view.
The right wall shows the live entropy profile of the current bar.
The label at the right edge displays two readings:
LOCAL Short lookback layer — fast, reactive to recent bars
MACRO Long lookback layer — slow, structural regime
PRACTICAL READING GUIDE
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The most valuable insight this indicator provides is CONSENSUS.
SCENARIO 1 — All layers cold (terrain below neutral plane, blue-cyan)
The market is ordered across every time horizon simultaneously.
Short lookback and long lookback agree: structure is present.
This is the highest-conviction environment for any systematic strategy.
Trend-following entries have high reliability. Range plays are clean.
Set-and-forget methodology works in this condition.
SCENARIO 2 — All layers hot (terrain above 70% frame, orange-red)
The market is noisy across every time horizon simultaneously.
No lookback window finds structure. Returns are near-random.
Breakouts are likely false. Stop hunts increase in frequency.
The correct response is to reduce position size or stand aside.
This condition often precedes or follows major news events.
SCENARIO 3 — Front cold, back cold (local and macro both ordered)
The strongest structural signal. The market has been trending
long enough for even the longer lookback windows to confirm order.
This is the ideal session condition for a London momentum setup.
SCENARIO 4 — Front hot, back cold (local chaos, macro structure)
A brief disruption within a structurally ordered trend.
The long-term framework is intact. The short-term is noisy.
Wait for the front layers to cool before entering.
The entry timing is off, but the directional bias may still be valid.
SCENARIO 5 — Front cold, back hot (local order, macro chaos)
A short-term window of clarity within a chaotic structural backdrop.
Trade with reduced size. The macro environment does not support
clean follow-through. Tighter management required.
SCENARIO 6 — Terrain crossing the 70% frame in real time
Watch the right wall and the label. When the LOCAL reading crosses
above 70 during a trade, consider whether the entry signal was
generated during the chaos or before it. If after — reassess.
HOW THIS BENEFITS YOUR TRADING
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The fundamental problem in discretionary trading is not finding signals —
it is knowing which signals to trust on a given day.
A strategy with a 60% win rate in ordered markets may drop to 40% in
chaotic markets. The signal logic does not change. The market regime does.
This indicator addresses that problem directly by:
1. Showing regime quality BEFORE you look for an entry. If the terrain
is red before your session opens, the day is compromised before it
starts. You know this at 3:00 AM, not after two losing trades.
2. Showing whether the regime is LOCAL or SYSTEMIC. A brief spike in
local entropy during an otherwise ordered session is different from
full-spectrum chaos. The terrain makes this distinction visual and
immediate.
3. Providing a historical map of the last 45 bars. You can see when
the chaos started, whether it is intensifying or resolving, and how
the current bar relates to the recent structural pattern.
4. Operating independently of direction. It does not tell you to buy
or sell. It tells you whether the environment supports the signals
your system generates. This separation is intentional and correct.
PARAMETERS
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Terrain
Time History (Width) Bars displayed on X axis. Default 45.
Entropy Layers (Depth) Lookback windows on Y axis. Default 18.
Min Lookback (Front) Shortest window. Most reactive. Default 8.
Max Lookback (Back) Longest window. Most structural. Default 55.
Histogram Bins Entropy resolution. Default 10.
Terrain Smoothing EMA smoothing per layer. Default 4.
Camera
Yaw Rotates the landscape left or right.
Pitch Tilts the viewing angle up or down.
Scale X, Y, Z Stretch each axis independently.
Offset X, Y Reposition the terrain within the pane.
Style
Wireframe Grid overlay on or off.
Surface Fill Filled terrain on or off.
Side Walls Left and right entropy profile panels.
Threshold Contour Frames 30% and 70% floating reference frames.
Thermal palette All five color anchors are adjustable.
METHODOLOGY
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Input signal: natural log returns ln(close/close ).
Log returns are scale-independent, symmetric, and stationary — the
mathematically correct input for entropy analysis of financial time series.
Histogram method: returns are binned into N equal-width intervals over
the lookback window. Probabilities are relative frequencies. This is a
direct implementation of Shannon's discrete entropy formula.
Normalization: H divided by log2(N), the theoretical maximum entropy for
N equiprobable bins. Output is always bounded in .
Thermal color: each strip is colored by the mean entropy of its two
constituent rows, not by its position in the Y axis. Color always
encodes information value, not spatial location.
Rendering: all drawing is performed exclusively on the last bar.
The terrain matrix updates incrementally every bar for efficiency.
WHAT MAKES THIS DIFFERENT
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Existing 3D terrain indicators color by depth (Y axis position).
That choice is arbitrary — the color tells you where you are in the
structure, not what the data says at that point.
This indicator colors by entropy value (Z axis). The thermal gradient
is a direct encoding of the measurement. You read regime from color
without consulting a separate legend.
The floating threshold frames at 30% and 70% are 3D reference planes
that the terrain can physically breach. This is not available in any
other published terrain indicator.
The side wall panels render the full entropy distribution across all
lookback layers at a single point in time, functioning as entropy
histograms projected in 3D space.
Shannon Entropy applied to multi-lookback terrain is, to the author's
knowledge, not represented in the published TradingView library.
LIMITATIONS
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This indicator measures regime quality, not direction. It does not
generate buy or sell signals and should be used alongside a complete
entry methodology.
Histogram entropy with lookback windows below 8 bars approaches the
Nyquist sampling limit and produces unreliable readings. The minimum
lookback is constrained to 5 bars as a safeguard.
Performance: the indicator is computationally intensive for TradingView's
rendering engine. If responsiveness is slow, reduce Entropy Layers and
Time History. Recommended maximums: 20 layers, 55 bars width.
█ DISCLAIMER
This indicator is provided for educational and informational purposes only. It does not constitute financial, investment, or trading advice. Past performance is not indicative of future results. Trading involves substantial risk of loss and is not suitable for every investor. Always conduct your own research and consult a qualified financial professional before making any trading decisions. The author is not responsible for any losses incurred from the use of this tool
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Published under Mozilla Public License 2.0
© LliterH
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Quantum Master EngineQuantum Master Engine
Description:
The Quantum Master Engine is an institutional-grade quantitative trading suite designed for scalpers and day traders. It unifies a multi-timeframe dashboard (HUD) with a highly advanced visual Strike Box execution system.
Core Features:
MTF Confluence Matrix: Natively processes up to four timeframes simultaneously, analyzing Hidden Markov Model (HMM) shifts, Volatility Regimes, and Macro Trend EMAs in a clean, non-intrusive HUD.
Kinetic Strike Boxes: Visualizes entry triggers directly on the chart based on Neon Velocity algorithms, Whale Volume Bubbles, and structural Confluence engines.
Quantum Auto Targets: Say goodbye to static stop losses. The algorithm actively scans the chart for unmitigated High-Volume Nodes (HVNs) to use as magnetic Take Profits and Stop Losses. If no nodes are present, it intelligently falls back to real-time Dynamic ATR targets.
Risk Management Integration: Calculates safe lot sizes automatically based on strict account percentage rules and dynamic stop-loss distances.
Webhooks: Fully wired for external JSON automation, broadcasting precision entry points, exact pip distances, and momentum exhaustion exit triggers.
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