ATR Volatility and Trend AnalysisATR Volatility and Trend Analysis
Unlock the power of the Average True Range (ATR) with the ATR Volatility and Trend Analysis indicator. This comprehensive tool is designed to provide traders with a multi-faceted view of market dynamics, combining volatility analysis, dynamic support and resistance levels, and trend detection into a single, easy-to-use indicator.
How It Works
The ATR Volatility and Trend Analysis indicator is built upon the core concept of the ATR, a classic measure of market volatility. It expands on this by providing several key features:
Dynamic ATR Bands: The indicator plots three sets of upper and lower bands around the price. These bands are calculated by multiplying the current ATR value by user-defined multipliers. They act as dynamic support and resistance levels, widening during volatile periods and contracting during calm markets.
Volatility Breakout Signals: Identify potential breakouts with precision. The indicator generates a signal when the current ATR value surges above its own moving average by a specified threshold, indicating a significant increase in volatility that could lead to a strong price move.
Trend Detection: The indicator determines the market trend by analyzing both price action and ATR behavior. A bullish trend is signaled when the price is above its moving average and volatility is increasing. Conversely, a bearish trend is signaled when the price is below its moving average and volatility is increasing.
How to Use the ATR Multi-Band Indicator
Identify Support and Resistance: Use the ATR bands as key levels. Price approaching the outer bands may indicate overbought or oversold conditions, while a break of the bands can signal a strong continuation.
Confirm Breakouts: Look for a volatility breakout signal to confirm the strength behind a price move. A breakout from a consolidation range accompanied by a volatility signal is a strong indicator of a new trend.
Trade with the Trend: Use the background coloring and trend signals to align your trades with the dominant market direction. Enter long positions during confirmed bullish trends and short positions during bearish trends.
Set Up Alerts: The indicator includes alerts for band crosses, trend changes, and volatility breakouts, ensuring you never miss a potential trading opportunity.
What makes it different?
While many indicators use ATR, the ATR Volatility and Trend Analysis tool is unique in its integration of multiple ATR-based concepts into a single, cohesive system. It doesn't just show volatility; it interprets it in the context of price action to deliver actionable trend and breakout signals, making it a complete solution for ATR-based analysis.
Disclaimer
This indicator is designed as a technical analysis tool and should be used in conjunction with other forms of analysis and proper risk management.
Past performance does not guarantee future results, and traders should thoroughly test any strategy before implementing it with real capital.
ATR
Volume Percentile Supertrend [BackQuant]Volume Percentile Supertrend
A volatility and participation aware Supertrend that automatically widens or tightens its bands based on where current volume sits inside its recent distribution. The goal is simple: fewer whipsaws when activity surges, faster reaction when the tape is quiet.
What it does
Calculates a standard Supertrend framework from an ATR on a volume weighted price source.
Measures current volume against its recent percentile and converts that context into a dynamic ATR multiplier.
Widens bands when volume is unusually high to reduce chop. Tightens bands when volume is unusually low to catch turns earlier.
Paints candles, draws the active Supertrend line and optional bands, and prints clear Long and Short signal markers.
Why volume percentile
Fixed ATR multipliers assume all bars are equal. They are not. When participation spikes, price swings expand and a static band gets sliced.
Percentiles place the current bar inside a recent distribution. If volume is in the top slice, the Supertrend allows more room. If volume is in the bottom slice, it expects smaller noise and tightens.
This keeps the same playbook usable across busy sessions and sleepy ones without constant manual retuning.
How it works
Volume distribution - A rolling window computes the Pth percentile of volume. Above that is flagged as high volume. A lower reference percentile marks quiet bars.
Dynamic multiplier - Start from a Base Multiplier. If bar is high volume, scale it up by a function of volume-to-average and a Sensitivity knob. If bar is low volume, scale it down. Smooth the result with an EMA to avoid jitter.
VWMA source - The price input for bands is a short volume weighted moving average of close. Heavy prints matter more.
ATR envelope - Compute ATR on your length. UpperBasic = VWMA + Multiplier x ATR. LowerBasic = VWMA - Multiplier x ATR.
Trailing logic - The final lines trail price so they only move in a direction that preserves Supertrend behavior. This prevents sudden flips from transient pokes.
Direction and signals - Direction flips when price crosses through the relevant trailing line. SupertrendLong and SupertrendShort mark those flips. The plotted Supertrend is the active trailing side.
Inputs and what they change
Volume Lookback - Window for percentile and average. Larger window = stabler percentile, smaller = snappier.
Volume Percentile Level - Threshold that defines high volume. Example 70 means top 30 percent of recent bars are treated as high activity.
Volume Sensitivity - Gain from volume ratio to the dynamic multiplier. Higher = bands expand more when volume spikes.
VWMA Source Length - Smoothing of the volume weighted price source for the bands.
ATR Length - Standard ATR window. Larger = slower, smaller = quicker.
Base Multiplier - Core band width before volume adjustment. Think of this as your neutral volatility setting.
Multiplier Smoothing - EMA on the dynamic multiplier. Reduces back and forth changes when volume oscillates around the threshold.
Show Supertrend on chart - Toggles the active line.
Show Upper Lower Bands - Draws both sides even when inactive. Good for context.
Paint candles according to Trend - Colors bars by trend direction.
Show Long and Short Signals - Prints 𝕃 and 𝕊 markers at flips.
Colors - Choose your long and short palette.
Reading the plot
Supertrend line - Thick line that hugs price from above in downtrends and from below in uptrends. Its distance breathes with volume.
Bands - Optional upper and lower rails. Useful to see the inactive side and judge how wide the envelope is right now.
Signals - 𝕃 prints when the trend flips long. 𝕊 prints when the trend flips short.
Candle colors - Quick bias read at a glance when painting is enabled.
Typical workflows
Trend following - Use 𝕃 flips to initiate longs and ride while bars remain colored long and price respects the lower trailing line. Mirror for shorts with 𝕊 and the upper trailing line. During high volume phases the line will give more room, which helps stay in the move.
Pullback adds - In an established trend, shallow tags toward the active line after a high volume expansion can be add points. The dynamic envelope adjusts to the session so your add distance is not fixed to a stale volatility regime.
Mean reversion filter - In quiet tape the multiplier contracts and flips come earlier. If you prefer fading, watch for quick toggles around the bands when volume percentile remains low. In high volume, avoid fading into the widened line unless you have other strong reasons.
Notes on behavior
High volume bar: the percentile gate opens, volRatio > 1 powers up the multiplier through the Sensitivity lever, bands widen, fewer false flips.
Low volume bar: multiplier contracts, bands tighten, flips can happen earlier which is useful when you want to catch regime changes in quiet conditions.
Smoothing matters: both the price source (VWMA) and the multiplier are smoothed to keep structure readable while still adapting.
Quick checklist
If you see frequent chop and today feels busy: check that volume is above your percentile. Wider bands are expected. Consider letting the trend prove itself against the expanded line before acting.
If everything feels slow and you want earlier entries: percentile likely marks low volume, so bands tighten and 𝕃 or 𝕊 can appear sooner.
If you want more or fewer flips overall: adjust Base Multiplier first. If you want more reaction specifically tied to volume surges: raise Volume Sensitivity. If the envelope breathes too fast: raise Multiplier Smoothing.
What the signals mean
SupertrendLong - Direction changed from non-long to long. 𝕃 marker prints. The active line switches to support below price.
SupertrendShort - Direction changed from non-short to short. 𝕊 marker prints. The active line switches to resistance above price.
Trend color - Bars painted long or short help validate context for entries and management.
Summary
Volume Percentile Supertrend adapts the classic Supertrend to the day you are trading. Volume percentile sets the mood, sensitivity translates it into dynamic band width, and smoothing keeps it clean. The result is a single plot that aims to stay conservative when the tape is loud and act decisively when it is quiet, without you having to constantly retune settings.
Opening Candle Zone with ATR Bands by nkChartsThis indicator highlights the opening range of each trading session and projects dynamic ATR-based zones around it.
Key Features
Plots high and low levels of the opening candle for each new daily session.
Extends these levels across the session, providing clear intraday support and resistance zones.
Adds ATR-based offset bands above and below the opening range for volatility-adjusted levels.
Customizable colors, ATR length, and multiplier for flexible use across markets and timeframes.
Adjustable session history limit to control how many past levels remain on the chart.
How to Use:
The opening range high/low often acts as strong intraday support or resistance.
The ATR bands give an adaptive volatility buffer, useful for breakout or mean-reversion strategies.
Works on any market with clear session opens.
This tool is designed for traders who want to combine session-based price action with volatility insights, helping identify potential breakouts, reversals, or consolidation areas throughout the day.
⚠️ Disclaimer: This indicator is for educational purposes only. It does not provide financial advice or guarantee profits. Always perform your own analysis before making trading decisions.
KAMENICZKI PROSCAPLERPROSCAPLER is an advanced trading indicator that combines a dynamic channel with a prediction line for maximum accuracy and trading success. The indicator is designed for professional traders who need reliable signals with high success rates.
Adaptive Intelligence
Automatic optimal period detection - the indicator adapts to various market conditions
Intelligent timeframe settings - automatically optimizes periods based on TF
Dynamic adaptation - the channel changes according to volatility and trend.
High Signal Accuracy
Pearson R correlation - filters only strong trends with high reliability
Multi-timeframe confirmation - confirms signals on higher timeframe
Volatility and volume filters - eliminates false signals
RSI extreme values - captures only the best entry points
Prediction Line
Future price direction - shows where the price will move
Adaptive length - adapts to timeframe
Strong signals - when the entire prediction line is in the center of the channel
Quality Filters
Minimum Pearson R 0.5+ - only strong trends
Volume filter 1.2x - only signals with sufficient volume
ATR volatility filter - eliminates low volatility
RSI extreme levels - only at oversold/overbought values
Anomalies
Anomaly detection - captures exceptional opportunities
Bright yellow/pink color - immediately visible
Fast Reaction
Minimum trend bars = 1 - fast turning
Adaptive detection - immediate reaction to changes
Automatic optimizations - without manual settings
News & Volatility Filters
News filter - disables channel during high impact news
Volatility filter - protects against high volatility
Gap detection - filters dangerous gaps
Combined Filters
All filters must be met - maximum reliability
Multi-timeframe confirmation - double check
Pearson R validation - mathematical accuracy
Volume confirmation - institutional interest
Reaction Speed
Instant signals - without delay
Adaptive settings - automatic optimization
Fast turning - minimum 1 bar trend
Signal Accuracy
Quality filters increase success rate to 70-80%
Anomalies have 80-90% success rate
STRONG signals (prediction line in center) 85-95%
HAVE FUN :)
BOCS Channel Scalper Strategy - Automated Mean Reversion System# BOCS Channel Scalper Strategy - Automated Mean Reversion System
## WHAT THIS STRATEGY DOES:
This is an automated mean reversion trading strategy that identifies consolidation channels through volatility analysis and executes scalp trades when price enters entry zones near channel boundaries. Unlike breakout strategies, this system assumes price will revert to the channel mean, taking profits as price bounces back from extremes. Position sizing is fully customizable with three methods: fixed contracts, percentage of equity, or fixed dollar amount. Stop losses are placed just outside channel boundaries with take profits calculated either as fixed points or as a percentage of channel range.
## KEY DIFFERENCE FROM ORIGINAL BOCS:
**This strategy is designed for traders seeking higher trade frequency.** The original BOCS indicator trades breakouts OUTSIDE channels, waiting for price to escape consolidation before entering. This scalper version trades mean reversion INSIDE channels, entering when price reaches channel extremes and betting on a bounce back to center. The result is significantly more trading opportunities:
- **Original BOCS**: 1-3 signals per channel (only on breakout)
- **Scalper Version**: 5-15+ signals per channel (every touch of entry zones)
- **Trade Style**: Mean reversion vs trend following
- **Hold Time**: Seconds to minutes vs minutes to hours
- **Best Markets**: Ranging/choppy conditions vs trending breakouts
This makes the scalper ideal for active day traders who want continuous opportunities within consolidation zones rather than waiting for breakout confirmation. However, increased trade frequency also means higher commission costs and requires tighter risk management.
## TECHNICAL METHODOLOGY:
### Price Normalization Process:
The strategy normalizes price data to create consistent volatility measurements across different instruments and price levels. It calculates the highest high and lowest low over a user-defined lookback period (default 100 bars). Current close price is normalized using: (close - lowest_low) / (highest_high - lowest_low), producing values between 0 and 1 for standardized volatility analysis.
### Volatility Detection:
A 14-period standard deviation is applied to the normalized price series to measure price deviation from the mean. Higher standard deviation values indicate volatility expansion; lower values indicate consolidation. The strategy uses ta.highestbars() and ta.lowestbars() to identify when volatility peaks and troughs occur over the detection period (default 14 bars).
### Channel Formation Logic:
When volatility crosses from a high level to a low level (ta.crossover(upper, lower)), a consolidation phase begins. The strategy tracks the highest and lowest prices during this period, which become the channel boundaries. Minimum duration of 10+ bars is required to filter out brief volatility spikes. Channels are rendered as box objects with defined upper and lower boundaries, with colored zones indicating entry areas.
### Entry Signal Generation:
The strategy uses immediate touch-based entry logic. Entry zones are defined as a percentage from channel edges (default 20%):
- **Long Entry Zone**: Bottom 20% of channel (bottomBound + channelRange × 0.2)
- **Short Entry Zone**: Top 20% of channel (topBound - channelRange × 0.2)
Long signals trigger when candle low touches or enters the long entry zone. Short signals trigger when candle high touches or enters the short entry zone. This captures mean reversion opportunities as price reaches channel extremes.
### Cooldown Filter:
An optional cooldown period (measured in bars) prevents signal spam by enforcing minimum spacing between consecutive signals. If cooldown is set to 3 bars, no new long signal will fire until 3 bars after the previous long signal. Long and short cooldowns are tracked independently, allowing both directions to signal within the same period.
### ATR Volatility Filter:
The strategy includes a multi-timeframe ATR filter to avoid trading during low-volatility conditions. Using request.security(), it fetches ATR values from a specified timeframe (e.g., 1-minute ATR while trading on 5-minute charts). The filter compares current ATR to a user-defined minimum threshold:
- If ATR ≥ threshold: Trading enabled
- If ATR < threshold: No signals fire
This prevents entries during dead zones where mean reversion is unreliable due to insufficient price movement.
### Take Profit Calculation:
Two TP methods are available:
**Fixed Points Mode**:
- Long TP = Entry + (TP_Ticks × syminfo.mintick)
- Short TP = Entry - (TP_Ticks × syminfo.mintick)
**Channel Percentage Mode**:
- Long TP = Entry + (ChannelRange × TP_Percent)
- Short TP = Entry - (ChannelRange × TP_Percent)
Default 50% targets the channel midline, a natural mean reversion target. Larger percentages aim for opposite channel edge.
### Stop Loss Placement:
Stop losses are placed just outside the channel boundary by a user-defined tick offset:
- Long SL = ChannelBottom - (SL_Offset_Ticks × syminfo.mintick)
- Short SL = ChannelTop + (SL_Offset_Ticks × syminfo.mintick)
This logic assumes channel breaks invalidate the mean reversion thesis. If price breaks through, the range is no longer valid and position exits.
### Trade Execution Logic:
When entry conditions are met (price in zone, cooldown satisfied, ATR filter passed, no existing position):
1. Calculate entry price at zone boundary
2. Calculate TP and SL based on selected method
3. Execute strategy.entry() with calculated position size
4. Place strategy.exit() with TP limit and SL stop orders
5. Update info table with active trade details
The strategy enforces one position at a time by checking strategy.position_size == 0 before entry.
### Channel Breakout Management:
Channels are removed when price closes more than 10 ticks outside boundaries. This tolerance prevents premature channel deletion from minor breaks or wicks, allowing the mean reversion setup to persist through small boundary violations.
### Position Sizing System:
Three methods calculate position size:
**Fixed Contracts**:
- Uses exact contract quantity specified in settings
- Best for futures traders (e.g., "trade 2 NQ contracts")
**Percentage of Equity**:
- position_size = (strategy.equity × equity_pct / 100) / close
- Dynamically scales with account growth
**Cash Amount**:
- position_size = cash_amount / close
- Maintains consistent dollar exposure regardless of price
## INPUT PARAMETERS:
### Position Sizing:
- **Position Size Type**: Choose Fixed Contracts, % of Equity, or Cash Amount
- **Number of Contracts**: Fixed quantity per trade (1-1000)
- **% of Equity**: Percentage of account to allocate (1-100%)
- **Cash Amount**: Dollar value per position ($100+)
### Channel Settings:
- **Nested Channels**: Allow multiple overlapping channels vs single channel
- **Normalization Length**: Lookback for high/low calculation (1-500, default 100)
- **Box Detection Length**: Period for volatility detection (1-100, default 14)
### Scalping Settings:
- **Enable Long Scalps**: Toggle long entries on/off
- **Enable Short Scalps**: Toggle short entries on/off
- **Entry Zone % from Edge**: Size of entry zone (5-50%, default 20%)
- **SL Offset (Ticks)**: Distance beyond channel for stop (1+, default 5)
- **Cooldown Period (Bars)**: Minimum spacing between signals (0 = no cooldown)
### ATR Filter:
- **Enable ATR Filter**: Toggle volatility filter on/off
- **ATR Timeframe**: Source timeframe for ATR (1, 5, 15, 60 min, etc.)
- **ATR Length**: Smoothing period (1-100, default 14)
- **Min ATR Value**: Threshold for trade enablement (0.1+, default 10.0)
### Take Profit Settings:
- **TP Method**: Choose Fixed Points or % of Channel
- **TP Fixed (Ticks)**: Static distance in ticks (1+, default 30)
- **TP % of Channel**: Dynamic target as channel percentage (10-100%, default 50%)
### Appearance:
- **Show Entry Zones**: Toggle zone labels on channels
- **Show Info Table**: Display real-time strategy status
- **Table Position**: Corner placement (Top Left/Right, Bottom Left/Right)
- **Color Settings**: Customize long/short/TP/SL colors
## VISUAL INDICATORS:
- **Channel boxes** with semi-transparent fill showing consolidation zones
- **Colored entry zones** labeled "LONG ZONE ▲" and "SHORT ZONE ▼"
- **Entry signal arrows** below/above bars marking long/short entries
- **Active TP/SL lines** with emoji labels (⊕ Entry, 🎯 TP, 🛑 SL)
- **Info table** showing position status, channel state, last signal, entry/TP/SL prices, and ATR status
## HOW TO USE:
### For 1-3 Minute Scalping (NQ/ES):
- ATR Timeframe: "1" (1-minute)
- ATR Min Value: 10.0 (for NQ), adjust per instrument
- Entry Zone %: 20-25%
- TP Method: Fixed Points, 20-40 ticks
- SL Offset: 5-10 ticks
- Cooldown: 2-3 bars
- Position Size: 1-2 contracts
### For 5-15 Minute Day Trading:
- ATR Timeframe: "5" or match chart
- ATR Min Value: Adjust to instrument (test 8-15 for NQ)
- Entry Zone %: 20-30%
- TP Method: % of Channel, 40-60%
- SL Offset: 5-10 ticks
- Cooldown: 3-5 bars
- Position Size: Fixed contracts or 5-10% equity
### For 30-60 Minute Swing Scalping:
- ATR Timeframe: "15" or "30"
- ATR Min Value: Lower threshold for broader market
- Entry Zone %: 25-35%
- TP Method: % of Channel, 50-70%
- SL Offset: 10-15 ticks
- Cooldown: 5+ bars or disable
- Position Size: % of equity recommended
## BACKTEST CONSIDERATIONS:
- Strategy performs best in ranging, mean-reverting markets
- Strong trending markets produce more stop losses as price breaks channels
- ATR filter significantly reduces trade count but improves quality during low volatility
- Cooldown period trades signal quantity for signal quality
- Commission and slippage materially impact sub-5-minute timeframe performance
- Shorter timeframes require tighter entry zones (15-20%) to catch quick reversions
- % of Channel TP adapts better to varying channel sizes than fixed points
- Fixed contract sizing recommended for consistent risk per trade in futures
**Backtesting Parameters Used**: This strategy was developed and tested using realistic commission and slippage values to provide accurate performance expectations. Recommended settings: Commission of $1.40 per side (typical for NQ futures through discount brokers), slippage of 2 ticks to account for execution delays on fast-moving scalp entries. These values reflect real-world trading costs that active scalpers will encounter. Backtest results without proper cost simulation will significantly overstate profitability.
## COMPATIBLE MARKETS:
Works on any instrument with price data including stock indices (NQ, ES, YM, RTY), individual stocks, forex pairs (EUR/USD, GBP/USD), cryptocurrency (BTC, ETH), and commodities. Volume-based features require data feed with volume information but are optional for core functionality.
## KNOWN LIMITATIONS:
- Immediate touch entry can fire multiple times in choppy zones without adequate cooldown
- Channel deletion at 10-tick breaks may be too aggressive or lenient depending on instrument tick size
- ATR filter from lower timeframes requires higher-tier TradingView subscription (request.security limitation)
- Mean reversion logic fails in strong breakout scenarios leading to stop loss hits
- Position sizing via % of equity or cash amount calculates based on close price, may differ from actual fill price
- No partial closing capability - full position exits at TP or SL only
- Strategy does not account for gap openings or overnight holds
## RISK DISCLOSURE:
Trading involves substantial risk of loss. Past performance does not guarantee future results. This strategy is for educational purposes and backtesting only. Mean reversion strategies can experience extended drawdowns during trending markets. Stop losses may not fill at intended levels during extreme volatility or gaps. Thoroughly test on historical data and paper trade before risking real capital. Use appropriate position sizing and never risk more than you can afford to lose. Consider consulting a licensed financial advisor before making trading decisions. Automated trading systems can malfunction - monitor all live positions actively.
## ACKNOWLEDGMENT & CREDITS:
This strategy is built upon the channel detection methodology created by **AlgoAlpha** in the "Smart Money Breakout Channels" indicator. Full credit and appreciation to AlgoAlpha for pioneering the normalized volatility approach to identifying consolidation patterns. The core channel formation logic using normalized price standard deviation is AlgoAlpha's original contribution to the TradingView community.
Enhancements to the original concept include: mean reversion entry logic (vs breakout), immediate touch-based signals, multi-timeframe ATR volatility filtering, flexible position sizing (fixed/percentage/cash), cooldown period filtering, dual TP methods (fixed points vs channel percentage), automated strategy execution with exit management, and real-time position monitoring table.
ATR Bands over 50D SMA (% method)Indicator that shows multiples of ATR% above the 50d SMA as bands on a chart, building off of
Jeff Sun 's methodology. You should tinker with the settings to chose your multiples, colors and which multiple lines to show. I don't know if the negative multiple lines have any use, so I turn mine off. Offered as is. I am not a programmer. Note the other indicators shown on the print screen are not mine.
Rogue 4H ORRogue 4H OR – Opening Range
The Rogue 4H Daily OR is a powerful Opening Range tool designed to help traders identify key intraday levels and capitalize on failed breakout setups.
Key Features:
Custom Opening Range: Define your OR start and end times (default 4H) to suit any market – stocks, forex, or crypto.
Locked Levels: Once the OR session ends, the high and low are locked and projected across the trading day.
Fakeout Signals: Triangular buy/sell markers plot when price breaks out of the OR and then closes back inside, signaling potential reversal entries.
Daily Reset: Signals and ranges reset each trading day for clean analysis.
Session Cutoff: Optional cutoff time prevents late-day signals from cluttering your chart.
How to Use:
Adjust the OR start/end time to match your trading session (e.g., 09:30–13:30 for US stocks, 00:00–04:00 for crypto).
Watch for false breakouts → a close above the OR high that falls back inside signals a short, while a close below the OR low that reclaims the range signals a long.
Use the signals in confluence with trend, volume, or other confirmation tools for best results. **This is not financial advice.**
Designed for traders who thrive on intraday range dynamics and want a visual, session-based tool to spot high-probability setups.
**This is not financial advice**
Uptrick: ATR ModelIntroduction
The Uptrick: ATR Model is a multi-regime directional tool designed to adapt to various trading styles and timeframes. It combines trend assessment, market state evaluation, visual overlays, and signal filtering into a single, highly configurable system. This indicator is intended to help traders interpret directional conditions, structure their entries and exits, and view real-time shifts in market context, all without relying on external scripts or multiple chart layers.
Core Functionality
At its foundation, the Uptrick: ATR Model builds a framework that responds to user-defined structure and market behavior. Through a wide range of inputs, traders can adjust the internal responsiveness, signal frequency, and volatility interaction of the system. The core behavior of the model can be shaped via:
Custom starting date for signal activation
Flexible smoothing structure
Adjustable expansion control for range boundaries
Signal persistence settings to limit noise
Conditional plotting of directional signals
Real-time bar coloring and overlays
Custom routing between long, short, and neutral positioning
This indicator is not tied to a single interpretation of market movement. Instead, it adapts to how the user defines structural behavior, volatility confirmation, and trend alignment.
Multi-Regime Architecture
The script includes four unique operating regimes, each offering a distinct model of interpreting market conditions:
Trend Mode
This regime focuses on trend state transitions over time. Signal behavior is aligned with directional market shifts and transitions are plotted with visual labels. Optional filters and persistence settings help control signal quality and responsiveness.
Cloud Close Mode
Cloud Close mode detects transitions when price interacts with dynamic boundaries. Signals are generated when the asset moves in or out of these ranges. This regime supports state memory to avoid repeated signals and emphasizes confirmation over reactivity.
Lightning Trend Mode
This mode evaluates momentum alignment across selected structures. Its behavior is based on composite assessments and dynamically reflects changes in directional agreement. This regime is well-suited for intraday or high-resolution users seeking visual confirmation of trend shifts.
Final Verdict Mode
A meta-regime that combines the output of the other three modes into a single directional consensus. A live decision table is displayed on-screen, showing the current verdict of each regime and a final, averaged output. This mode is designed for high-conviction or conservative traders who prefer confirmation across multiple systems.
Each regime can be enabled through a single selector, and the indicator adapts its signal behavior and bar coloring to reflect the active mode.
Signal System and Visual Feedback
The indicator generates Long, Short, or Cash (neutral/exit) signals depending on the active regime, directional configuration, and filter conditions. Signal shapes are plotted only once per state transition and are color-coded for clarity.
Users can define:
Whether signals should support both long and short, or long-only
Whether repeated signals are allowed (pyramiding control)
Whether to enforce a minimum number of confirming bars before a signal is allowed (persistence)
Signals are accompanied by real-time bar coloring, giving users an instant visual cue of the current state without relying on shape markers alone. These signals adjust based on the selected regime and are subject to any active confirmation filters.
Confirmation Filters
To reduce noise and improve the relevance of each signal, the model includes two optional filters:
Strength Filter
[Applies a condition based on the asset’s momentum. When enabled, signals will only fire if this condition aligns with the trade direction. Includes parameters for sensitivity and smoothness.
Trend Filter
Applies a directional filter based on a broader trend context. Signals will only trigger when this larger structure supports the directional bias. This filter is useful for avoiding signals during counter-trend moves or consolidations.
Both filters can be toggled independently. When disabled, the model will operate with fewer restrictions.
Dynamic Structure Customization
Users can control how the internal structure of the model behaves using:
Source selection (e.g., close, open, high, etc.)
Smoothing configuration using a tiered structure with up to three stages
Custom length inputs to adjust responsiveness
Selectable method options for each layer
Expansion settings to adjust the distance of dynamic boundaries
Signal persistence threshold to delay entries until confirmation is met
This modular control allows traders to define whether they want faster reaction to movement or more conservative, delayed responses depending on their strategy.
Final Verdict Table
The Final Verdict table is a live display that summarizes the signal output of the three core regimes (Trend, Cloud Close, and Lightning Trend). It includes:
Regime names and their current directional state
Directional scores for each regime
A final averaged score and directional label
The table is updated every bar and is fully customizable:
Position on screen (top left, center, bottom right, etc.)
Text size for readability
Color-coded state labels for fast interpretation
This feature is designed to offer structured decision support by showing consensus or divergence across all logic models in real time.
Static Levels Module
An optional module allows the user to anchor a high point (typically an all-time high) from a user-defined historical date. From that anchor, multiple levels are projected downward using fixed ratios. These levels are:
Automatically updated when new highs occur
Visualized using horizontal step-lines
Fully customizable in terms of count, color, and source
These levels serve as contextual guides and can assist with price projection, risk management, or discretionary confluence zones.
Directional Control
The model supports both Long & Short and Long Only signal modes. In Long Only mode, exit signals are routed to neutral (Cash) instead of Short. This allows users to align the indicator with personal strategy, risk appetite, or portfolio rules. Neutral signals are also plotted with distinct labels and coloring to indicate a directional reset.
Input Summary
All components of the script are user-configurable through the following inputs:
Start date selector to restrict signal generation
Source selection for core price input
Custom lengths and responsiveness settings
Smoothing structure with optional stacking
Expansion control for range width
Signal persistence threshold
Signal type selector (long-only or long & short)
Regime selector between four logic systems
Filters: strength-based and trend-based
Verdict table display settings (position and size)
Static levels: anchor date, count, source, and visual customization
Originality
What sets the Uptrick: ATR Model apart is its integration of multiple directional systems into a single, configurable interface. Each regime is distinct and interprets market behavior from a unique perspective, while the Final Verdict mode offers a consolidated view that few tools provide in a fully visual and non-redundant format. The Lightning Trend scoring engine and modular structural design offer a level of control and flexibility uncommon in single-layer indicators. The combination of signal gating, decision tables, and state tracking creates a cohesive, structured environment for directional evaluation.
Summary
The Uptrick: ATR Model is a complete directional and volatility analysis system designed for customizable trend evaluation, signal clarity, and strategic filtering. It adapts to different trader needs through its configurable regimes, state-aware signals, dynamic overlays, and visual decision tools. It is suitable for discretionary traders seeking structured guidance, as well as systematic users who require configurable state management and signal control.
Disclaimer
This tool is provided for informational and research purposes only. It does not constitute investment advice or a recommendation to buy or sell any financial instrument. All trading involves risk, and past performance does not guarantee future results. Users are solely responsible for their own decisions.
Simplified ATR Trailing Stop (Long & Short, Custom TF + Stop)This indicator plots a dynamic ATR-based trailing stop that adapts to price volatility and keeps you protected whether you’re trading long or short. It’s lightweight, customisable, and designed for traders who want clean risk management without unnecessary complexity.
✨ Key Features:
📅 Custom Entry Date & Price – choose the exact day you want the trailing stop to begin, or let it auto-start from the close.
🔀 Long or Short Mode – flip between bullish and bearish trade setups.
⏱️ Custom Timeframe Support – calculate ATR stops on any higher/lower timeframe (from 10m to 1M) for maximum flexibility.
📏 ATR-Based Logic – trailing stop adjusts dynamically using a multiplier of ATR, keeping stops adaptive to volatility.
🎯 Custom First-Day Stop – set a different ATR factor for day one to handle entries more cautiously.
✅ Stop Trigger Mode – choose between:
Stop on Wick Breach (default intraday aggressiveness)
Stop on Candle Close (extra confirmation, fewer false stops).
📊 How to Use:
Set your entry date and price (or leave price = 0 to use that day’s close).
Select trade direction (Long or Short).
Pick your ATR period, multiplier, and timeframe.
Watch the trailing stop line update automatically until it’s breached.
This tool is great for swing traders, intraday strategists, and anyone who wants a simple yet powerful trailing stop that adapts to price volatility.
Average True Range TrackerThis indicator calculates the daily ATR of the past 14 days. The ATR% indicates the range completed for the day. The ATR indicates the average daily range. The 20% ATR indicates the value of 20% of the daily ATR for retracement purposes.
Daily ATR TrackerThis indicator calculates the daily ATR of the past 14 days. The ATR% indicates the range completed for the day. The ATR indicates the average daily range. The 20% ATR indicates the value of 20% of the daily ATR for retracement purposes.
BOCS AdaptiveBOCS Adaptive Strategy - Automated Volatility Breakout System
WHAT THIS STRATEGY DOES:
This is an automated trading strategy that detects consolidation patterns through volatility analysis and executes trades when price breaks out of these channels. Take-profit and stop-loss levels are calculated dynamically using Average True Range (ATR) to adapt to current market volatility. The strategy closes positions partially at the first profit target and exits the remainder at the second target or stop loss.
TECHNICAL METHODOLOGY:
Price Normalization Process:
The strategy begins by normalizing price to create a consistent measurement scale. It calculates the highest high and lowest low over a user-defined lookback period (default 100 bars). The current close price is then normalized using the formula: (close - lowest_low) / (highest_high - lowest_low). This produces values between 0 and 1, allowing volatility analysis to work consistently across different instruments and price levels.
Volatility Detection:
A 14-period standard deviation is applied to the normalized price series. Standard deviation measures how much prices deviate from their average - higher values indicate volatility expansion, lower values indicate consolidation. The strategy uses ta.highestbars() and ta.lowestbars() functions to track when volatility reaches peaks and troughs over the detection length period (default 14 bars).
Channel Formation Logic:
When volatility crosses from a high level to a low level, this signals the beginning of a consolidation phase. The strategy records this moment using ta.crossover(upper, lower) and begins tracking the highest and lowest prices during the consolidation. These become the channel boundaries. The duration between the crossover and current bar must exceed 10 bars minimum to avoid false channels from brief volatility spikes. Channels are drawn using box objects with the recorded high/low boundaries.
Breakout Signal Generation:
Two detection modes are available:
Strong Closes Mode (default): Breakout occurs when the candle body midpoint math.avg(close, open) exceeds the channel boundary. This filters out wick-only breaks.
Any Touch Mode: Breakout occurs when the close price exceeds the boundary.
When price closes above the upper channel boundary, a bullish breakout signal generates. When price closes below the lower boundary, a bearish breakout signal generates. The channel is then removed from the chart.
ATR-Based Risk Management:
The strategy uses request.security() to fetch ATR values from a specified timeframe, which can differ from the chart timeframe. For example, on a 5-minute chart, you can use 1-minute ATR for more responsive calculations. The ATR is calculated using ta.atr(length) with a user-defined period (default 14).
Exit levels are calculated at the moment of breakout:
Long Entry Price = Upper channel boundary
Long TP1 = Entry + (ATR × TP1 Multiplier)
Long TP2 = Entry + (ATR × TP2 Multiplier)
Long SL = Entry - (ATR × SL Multiplier)
For short trades, the calculation inverts:
Short Entry Price = Lower channel boundary
Short TP1 = Entry - (ATR × TP1 Multiplier)
Short TP2 = Entry - (ATR × TP2 Multiplier)
Short SL = Entry + (ATR × SL Multiplier)
Trade Execution Logic:
When a breakout occurs, the strategy checks if trading hours filter is satisfied (if enabled) and if position size equals zero (no existing position). If volume confirmation is enabled, it also verifies that current volume exceeds 1.2 times the 20-period simple moving average.
If all conditions are met:
strategy.entry() opens a position using the user-defined number of contracts
strategy.exit() immediately places a stop loss order
The code monitors price against TP1 and TP2 levels on each bar
When price reaches TP1, strategy.close() closes the specified number of contracts (e.g., if you enter with 3 contracts and set TP1 close to 1, it closes 1 contract). When price reaches TP2, it closes all remaining contracts. If stop loss is hit first, the entire position exits via the strategy.exit() order.
Volume Analysis System:
The strategy uses ta.requestUpAndDownVolume(timeframe) to fetch up volume, down volume, and volume delta from a specified timeframe. Three display modes are available:
Volume Mode: Shows total volume as bars scaled relative to the 20-period average
Comparison Mode: Shows up volume and down volume as separate bars above/below the channel midline
Delta Mode: Shows net volume delta (up volume - down volume) as bars, positive values above midline, negative below
The volume confirmation logic compares breakout bar volume to the 20-period SMA. If volume ÷ average > 1.2, the breakout is classified as "confirmed." When volume confirmation is enabled in settings, only confirmed breakouts generate trades.
INPUT PARAMETERS:
Strategy Settings:
Number of Contracts: Fixed quantity to trade per signal (1-1000)
Require Volume Confirmation: Toggle to only trade signals with volume >120% of average
TP1 Close Contracts: Exact number of contracts to close at first target (1-1000)
Use Trading Hours Filter: Toggle to restrict trading to specified session
Trading Hours: Session input in HHMM-HHMM format (e.g., "0930-1600")
Main Settings:
Normalization Length: Lookback bars for high/low calculation (1-500, default 100)
Box Detection Length: Period for volatility peak/trough detection (1-100, default 14)
Strong Closes Only: Toggle between body midpoint vs close price for breakout detection
Nested Channels: Allow multiple overlapping channels vs single channel at a time
ATR TP/SL Settings:
ATR Timeframe: Source timeframe for ATR calculation (1, 5, 15, 60, etc.)
ATR Length: Smoothing period for ATR (1-100, default 14)
Take Profit 1 Multiplier: Distance from entry as multiple of ATR (0.1-10.0, default 2.0)
Take Profit 2 Multiplier: Distance from entry as multiple of ATR (0.1-10.0, default 3.0)
Stop Loss Multiplier: Distance from entry as multiple of ATR (0.1-10.0, default 1.0)
Enable Take Profit 2: Toggle second profit target on/off
VISUAL INDICATORS:
Channel boxes with semi-transparent fill showing consolidation zones
Green/red colored zones at channel boundaries indicating breakout areas
Volume bars displayed within channels using selected mode
TP/SL lines with labels showing both price level and distance in points
Entry signals marked with up/down triangles at breakout price
Strategy status table showing position, contracts, P&L, ATR values, and volume confirmation status
HOW TO USE:
For 2-Minute Scalping:
Set ATR Timeframe to "1" (1-minute), ATR Length to 12, TP1 Multiplier to 2.0, TP2 Multiplier to 3.0, SL Multiplier to 1.5. Enable volume confirmation and strong closes only. Use trading hours filter to avoid low-volume periods.
For 5-15 Minute Day Trading:
Set ATR Timeframe to match chart or use 5-minute, ATR Length to 14, TP1 Multiplier to 2.0, TP2 Multiplier to 3.5, SL Multiplier to 1.2. Volume confirmation recommended but optional.
For Hourly+ Swing Trading:
Set ATR Timeframe to 15-30 minute, ATR Length to 14-21, TP1 Multiplier to 2.5, TP2 Multiplier to 4.0, SL Multiplier to 1.5. Volume confirmation optional, nested channels can be enabled for multiple setups.
BACKTEST CONSIDERATIONS:
Strategy performs best during trending or volatility expansion phases
Consolidation-heavy or choppy markets produce more false signals
Shorter timeframes require wider stop loss multipliers due to noise
Commission and slippage significantly impact performance on sub-5-minute charts
Volume confirmation generally improves win rate but reduces trade frequency
ATR multipliers should be optimized for specific instrument characteristics
COMPATIBLE MARKETS:
Works on any instrument with price and volume data including forex pairs, stock indices, individual stocks, cryptocurrency, commodities, and futures contracts. Requires TradingView data feed that includes volume for volume confirmation features to function.
KNOWN LIMITATIONS:
Stop losses execute via strategy.exit() and may not fill at exact levels during gaps or extreme volatility
request.security() on lower timeframes requires higher-tier TradingView subscription
False breakouts inherent to breakout strategies cannot be completely eliminated
Performance varies significantly based on market regime (trending vs ranging)
Partial closing logic requires sufficient position size relative to TP1 close contracts setting
RISK DISCLOSURE:
Trading involves substantial risk of loss. Past performance of this or any strategy does not guarantee future results. This strategy is provided for educational purposes and automated backtesting. Thoroughly test on historical data and paper trade before risking real capital. Market conditions change and strategies that worked historically may fail in the future. Use appropriate position sizing and never risk more than you can afford to lose. Consider consulting a licensed financial advisor before making trading decisions.
ACKNOWLEDGMENT & CREDITS:
This strategy is built upon the channel detection methodology created by AlgoAlpha in the "Smart Money Breakout Channels" indicator. Full credit and appreciation to AlgoAlpha for pioneering the normalized volatility approach to identifying consolidation patterns and sharing this innovative technique with the TradingView community. The enhancements added to the original concept include automated trade execution, multi-timeframe ATR-based risk management, partial position closing by contract count, volume confirmation filtering, and real-time position monitoring.
ATR Enhanced [DCAUT]█ ATR Enhanced
📊 OVERVIEW
Standard ATR uses only RMA smoothing, while ATR Enhanced provides 20+ professional smoothing algorithms , offering precise volatility measurement solutions for different trading scenarios and market environments.
💡 CORE VALUE
- 20+ algorithm choices : SMA, EMA, RMA, WMA, HMA, T3, KAMA, FRAMA, Kalman Filter, etc.
📋 PARAMETER SETUP
ATR Length : Calculation period (default: 14)
Moving Average Type : Choose the most suitable smoothing method from 20+ algorithms
🎨 COLOR CODING
Green : Rising volatility
Red : Falling volatility
Apex Edge Sentinel - Stop Loss HUDApex Edge – ATR Sentinel Stop Loss HUD
The Apex Edge – ATR Sentinel is a complete stop-loss intelligence system built as a clean, always-on HUD.
It delivers institutional-level risk guidance by calculating and displaying live ATR-based stop levels for both long and short trades at multiple risk tolerances.
Forget cluttered charts and repainting lines — Sentinel gives you a clear stop-loss reference panel that updates dynamically with every bar.
✅ Features
• Triple ATR Multipliers
User-defined (e.g. x1.5 / x2.0 / x2.5). Compare tight, medium, and wide stops instantly.
• Dual-Side SL Levels
Both Long and Short safe stop prices displayed side by side. No more guessing trend
bias.
• ATR Transparency
HUD shows ATR(length) so you always know the calculation basis. Default = 14, adjustable
to your style.
• ATR Regime Meter
Detects volatility conditions (LOW / NORMAL / HIGH) by comparing ATR to its SMA. Helps
you avoid over-tight stops in high-volatility markets.
• Tick-Aware Rounding
Stop levels auto-rounded to the instrument’s tick size (Gold = 0.10, FX = 0.0001, indices =
whole points).
Custom HUD Design
• Location: Top/Bottom, Left/Right
• Sizes: Compact / Medium / Large (desktop or mobile)
• Opacity control (25% default Apex styling)
How to Use
1. Load Sentinel on your chart.
2. Check the HUD:
• ATR(14): 2.6 → base volatility measure.
• x1.5 / x2.0 / x2.5 → instant SL levels for both long & short trades.
3. Before entering a trade → decide which multiplier matches your style (tight scalper vs wider swing).
4. Manually place your SL at the level displayed in the HUD.
Sentinel works as both:
• A pre-trade check (is ATR stop too wide for my RR?).
• A live risk compass (updated stop levels every bar).
Why Apex Sentinel?
Most ATR stop indicators clutter charts with lagging lines or repainting trails. Sentinel strips it back to what matters:
• The numbers.
• The risk levels.
• The context.
It’s a pure stop-loss HUD, designed for serious traders who want clarity, discipline, and instant reference points across any market or timeframe.
Notes
• This is a HUD-only system (no automatic SL line). Traders manually apply the SL level
shown in the panel.
• Defaults: ATR(14), multipliers 1.5 / 2.0 / 2.5. Adjust to your trading style.
• Best used on intraday pairs like XAUUSD, EURUSD, indices, but works universally.
Apex Edge Philosophy: Clean. Smart. Institutional.
No clutter. No gimmicks. Just precision tools for modern markets.
Hammer Candle Detector with ATR Wick ConditionThis script detects Hammer candlesticks on any timeframe chart.
Conditions for a valid Hammer:
1. Small body near the top of the candle range (≤30% of total range)
2. Lower shadow at least 2× the body
3. Small or no upper shadow (≤30% of body)
4. Lower wick height must be greater than half of ATR(14)
A triangle marker is plotted below each candle that meets these conditions.
Anrazzi - EMAs/ATR - 1.0.2The Anrazzi – EMAs/ATR indicator is a multi-purpose overlay designed to help traders track trend direction and market volatility in a single clean tool.
It plots up to six customizable moving averages (MAs) and an Average True Range (ATR) value directly on your chart, allowing you to quickly identify market bias, dynamic support/resistance, and volatility levels without switching indicators.
This script is ideal for traders who want a simple, configurable, and efficient way to combine trend-following signals with volatility-based position sizing.
📌 Key Features
Six Moving Averages (MA1 → MA6)
Toggle each MA on/off individually
Choose between EMA or SMA for each
Customize length and color
Perfect for spotting trend direction and pullback zones
ATR Display
Uses Wilder’s ATR formula (ta.rma(ta.tr(true), 14))
Can be calculated on current or higher timeframe
Adjustable multiplier for position sizing (e.g., 1.5× ATR stops)
Displays cleanly in the bottom-right corner
Custom Watermark
Displays symbol + timeframe in top-right
Adjustable color and size for streamers, screenshots, or clear charting
Compact UI
Organized with group and inline inputs for quick configuration
Lightweight and optimized for real-time performance
⚙️ How It Works
MAs: The script uses either ta.ema() or ta.sma() to compute each moving average based on the user-selected type and length.
ATR: The ATR is calculated using ta.rma(ta.tr(true), 14) (Wilder’s smoothing), and optionally scaled by a multiplier for easier use in risk management.
Tables: ATR value and watermark are displayed using table.new() so they stay anchored to the screen regardless of zoom level.
📈 How to Use
Enable the MAs you want to track and adjust their lengths, type, and colors.
Enable ATR if you want to see volatility — optionally select a higher timeframe for broader context.
Use MAs to:
Identify overall trend direction (e.g. price above MA20 = bullish)
Spot pullback zones for entries
See when multiple MAs cluster together as support/resistance zones
Use ATR value to:
Size your stop-loss dynamically (e.g. stop = entry − 1.5×ATR)
Detect volatility breakouts (ATR spikes = market expansion)
🎯 Recommended For
Day traders & swing traders
Trend-following & momentum strategies
Volatility-based risk management
Traders who want a clean, all-in-one dashboard
Wavelet Kernal ATR [BackQuant]Wavelet Kernal ATR
Introduction
Wavelet Kernal ATR is a closed-source, chart-side tool that fuses an edge-preserving “wavelet kernal” smoother with an ATR-aware regime line. The goal is simple: follow the real move, ignore the static, and give you clean, visual places to manage risk. It can color the trend directly on price, flip states when regime changes, and (optionally) add a secondary moving-average overlay for confirmation all while keeping the chart readable.
What it is
A single adaptive baseline designed to act like a “bias rail.” When it’s up, you favor longs; when it’s down, you favor shorts. It updates in a way that’s responsive to fresh information but resistant to insignificant wiggles. Around that baseline, an ATR-scaled envelope governs how and when the line concedes to volatility, which helps avoid flip-flopping in chop. Because this release is closed source, the following focuses on behavior and practical use rather than internal math.
What it’s used for
Bias & context: Read the backdrop with one glance; green = bullish regime, red = bearish regime.
Timing: Use slope changes and pullbacks to the line for entries aligned with the dominant push.
Risk placement: The line and its volatility envelope give intuitive zones for stops and targets.
Clarity: Paint candles by state and keep other overlays to a minimum to reduce decision noise.
Why “Wavelet Kernal” matters (plain English)
A wavelet kernal is a localized, scale-aware weighting profile. Instead of averaging every bar equally—or with a single, fixed decay—it emphasizes the most informative part of the recent window while softly down-weighting points that are either too old or too extreme. Three practical benefits result:
Edge preservation: Turning points are less “smeared” than with conventional smoothers, so the line can pivot sooner on genuine breakouts without chasing every tick.
Multi-scale sensitivity: The kernal “listens” to structure at multiple scales inside a compact window, helping it track swing-sized movement while suppressing micro-chop.
Lag vs. noise balance: Because the weighting is localized and shape-aware, you get a calmer line at similar responsiveness compared to common filters; fewer false flips, more meaningful ones.
You don’t need to know the internals to use it: think of the wavelet kernal as a smart stethoscope for price. It hears the heartbeat (trend/impulse) and ignores the coughs (random spikes).
How it behaves
Trend mode: When price expands directionally, the line “sticks” to the move and stays colored in that direction. Pullbacks that remain shallow relative to volatility usually do not flip the state.
Transition mode: After a large push, the line may flatten as volatility compresses. Flat + frequent small flips is the platform telling you: edge is low, wait for expansion.
Shock handling: On sudden spikes, the ATR envelope acts like a reality check—minor overreactions are absorbed, while statistically meaningful breaks force the baseline to concede and re-anchor.
Reading the line (quick heuristics)
Green + rising: Bias long; look for pullbacks toward the line that stall and resume.
Red + falling: Bias short; look for rallies into the line that fade.
Flat + rapid color flips: Stand down or scale down—let the next expansion choose the side.
Color flip at a prior S/R: Treat as a higher-quality signal than flips in the middle of nowhere.
Baseline + ATR corridor (concept)
The volatility envelope isn’t drawn as two fat bands here; it’s used internally to keep the baseline honest. You can think of it as a “breathing room” rule: the line is allowed to adapt with trend, but it shouldn’t jump the fence unless price movement is large enough relative to recent volatility. That’s why the tool feels calm in chop and decisive during actual breaks.
Optional MA Overlay (confluence)
You can overlay a moving average of the baseline itself for slower-regime confirmation. When both agree (baseline direction and its MA slope), you have trend alignment. When they diverge, expect digestion or a possible transition. Keep this overlay subtle; it’s a context layer, not another signal firehose.
What it plots
Wavelet ATR line — the adaptive baseline that flips color with regime.
Optional MA of the baseline — slower confirmation, on or off.
Candle painting — bars can inherit long/short state for instant read-through.
Alerts — available for state flips up/down.
Inputs explained (effect on behavior)
Wavelet ATR Calculation
Price Source — Default hlc3 ; choose your preferred composite of OHLC.
Kernal Calculation Length — The horizon the kernal “listens to.” Longer = steadier, fewer flips; shorter = snappier, more flips.
Kernal Alpha — How strongly the kernal prioritizes the freshest data inside that horizon. Higher alpha = quicker to acknowledge new pushes; lower alpha = more patience.
ATR Period — Determines the volatility memory. Shorter = envelope reacts faster; longer = envelope demands more evidence to concede.
ATR Factor — Scales how “strict” the envelope is. Larger factor = more tolerance (fewer flips); smaller = more sensitivity (earlier regime shifts).
Confluence
Show Atr Moving Average — Turns on the secondary overlay.
MA Type — Choose the flavor you read best (simple, exponential, linear regression, etc.).
Moving Average Period — The overlay’s horizon; treat it as a background current.
Volume Factor / Sigma (when applicable) — Specialized parameter used by certain MA types to shape smoothness.
Plotting & UI
Plot Wavelet ATR — Toggle the main line.
Paint Candles According to Trend — Color bars by the baseline’s state.
Long/Short Colors — Match your chart theme.
A practical playbook
Trend-pullback continuation
Setup: Baseline is green and rising. Price pulls back toward it, stalls (small bodies or wicks into the line), then resumes upward.
Idea: Enter on the resumption. Protective stop often lives just below the line or the last swing low. Scale targets through prior highs or measured projections.
Breakout + acceptance
Setup: Baseline flattens after consolidation. Price expands away; baseline turns green/red and stays that way as two or three bars “accept” the new area.
Idea: Join on the first controlled retest toward the line. If the line instantly loses color again, treat it as a fakeout.
Failed test / flip-and-go
Setup: Price challenges the line from the wrong side but cannot close through it convincingly; shortly after, the baseline flips color back in the original direction.
Idea: Use that failed test as a springboard—risk tucked beyond the failed side.
Quality checks before you click
Structure context: Is the flip happening near prior highs/lows, session opens, or well-observed levels? Flips at structure carry more information.
Volatility posture: If range is compressing, be picky. If range is expanding, respect the first pullback after the flip.
Clutter discipline: Use the fewest layers that earn their place. Trend line + candle painting is often enough.
Common questions
“Why did the line not flip on that spike?” Because the move wasn’t large or sustained enough relative to recent volatility. The envelope forces patience.
“Why did it flip and then flip back?” That’s what digestion looks like. The kernal preserves edges, but when the market truly has no edge, brief flips are information: sit tight.
“Do I need the overlay MA?” No. It’s optional context. If it helps you filter marginal trades, keep it. If it adds noise, turn it off.
Troubleshooting & fine-tuning (principles, not prescriptions)
Too many flips? Increase the Kernal Calculation Length or the ATR Factor. You’re asking for a steadier bias.
Feels late on strong trends? Nudge Kernal Alpha higher or shorten the Kernal Length. You’re asking for earlier acknowledgment.
Stops feel random? Place initial risk just beyond the baseline (or the last swing beyond it), then trail only when fresh structure appears.
Charts feel crowded? Keep the baseline + candle coloring; hide the overlay and other ornaments.
Alerts
Wavelet ATR Trend Up
Wavelet ATR Trend Down
Final notes
This tool is built to minimize analysis fatigue: one adaptive line, strong visual feedback, and enough discipline from volatility logic to avoid the “every blip is a signal” trap. The internal math, weighting shapes, and state logic are proprietary and intentionally not disclosed here; you still have full control of behavior through the inputs above. As always, align the settings with your own trade plan, keep the chart readable, and let confluence—not clutter—do the heavy lifting.
Anrazzi - EMAs/ATR - 1.0.2Description:
The Anrazzi - EMAs/ATR indicator is a versatile tool for technical traders looking to monitor multiple moving averages alongside the Average True Range (ATR) on any chart. Designed for simplicity and customization, it allows traders to visualize up to six moving averages with configurable type, color, and length, while keeping real-time volatility information via ATR directly on the chart.
This indicator is perfect for spotting trends, identifying support/resistance zones, and gauging market volatility for intraday or swing trading strategies.
Key Features:
Supports up to six independent moving averages (MA1 → MA6)
Each MA is fully customizable:
Enable/disable individually
Type: EMA or SMA
Length
Color
ATR Display:
Custom timeframe
Color and position configurable
Adjustable multiplier
Compact and organized settings for easy configuration
Lightweight and efficient code for smooth chart performance
Watermark
Inputs / Settings:
MA Options: MA1 → MA6 (Enable/Disable, Type, Length, Color)
Additional Settings: ATR (Enable, Timeframe, Color, Multiplier)
How to Use:
Enable the moving averages you want to track
Configure type, length, and color for each MA
Enable ATR if needed and adjust settings
Watch MAs plotted dynamically and ATR in bottom-right corner
Recommended For:
Day traders and swing traders
Trend-following strategies
Volatility analysis and breakout detection
Traders needing a compact multi-MA dashboard
Dynamic EMA x VWAP AlertsDynamic EMA × VWAP Alerts generates buy and sell signals only when an EMA crossover happens in a meaningful VWAP (or standard deviation band) context. By combining classic EMA logic with flexible VWAP anchors (Daily, Weekly, Rolling) and optional advanced filters (ATR, Relative Volume, Deviation, Distance, Time Windows) to trim noise further, the script creates location-aware, filterable alerts rather than “everywhere” crosses. The value for trading and originality here lies in the integration of one or multiple anchors, band gating, combinator logic, and advanced regime filters. It’s designed for use across multiple instruments and timeframes, where EMA/VWAP context is relevant. It can run quietly in the background while you focus on price action and your own S/R levels.
What it does (quick take)
Detects EMA crossovers (double or optional triple) and evaluates them in VWAP context.
Plots Buy/Sell markers only when all chosen conditions are met.
Clean UX: keep all or parts of the engine visible or hide everything and let alerts run based on the silent engine behind your own S/R levels in an uncluttered, practical chart, as illustrated below.
Engine illustration: All selected engines visible
Practical use case: Same snapshot sequence as above but all selected engines invisible
Swing examples (beyond intraday)
Signals-only (clean value view):
Signals + your own S/R lines:
EMA selection (choose your playbook)
Defaults: Fast 9, Medium 21 (common intraday combo).
Modes: Double Cross — Fast vs Medium.
Triple Cross (optional) — adds a Slow EMA trend filter (enable Slow > 0).
Ranges: you can set each EMA 0–200 (0 = hidden/off)
Visuals are optional; you can display or hide each EMA line
EMA cross footprints (optional): Helps you assess trend continuation or change.
Use your own strategy: switch to 9/50, 20/50, 50/200, or whatever EMA set you trust for your instrument/timeframe.
VWAP Selection (the context engine)
Daily VWAP – resets each chart day (00:00–23:59). Typical fit: scalpers and fast intraday decision points.
Weekly VWAP – resets at the start of the calendar week. Typical fit: intraday with higher-timeframe context (aligns day trades with weekly bias).
Rolling VWAP – an adjustable VWMA-based rolling anchor (not session-reset), used as a flexible context reference Typical fit: multi-day swings when you want a flexible anchor that adapts across sessions.
Standard deviation bands (σ ±1/±2/±3) available for each anchor and help you express the “how far from fair value” idea.
Why VWAP matters: it’s a running, volume-weighted anchor where strong moves relative to VWAP and its bands help frame mean-reversion vs. trend-continuation risk. Evaluating crosses relative to VWAP/±σ reduces “everywhere” noise and helps frame potential setups.
How alerts are decided
An alert triggers only when:
Your selected EMA crossover occurs, and
Your chosen VWAP gate(s) and any filters pass. (Computed on bar close to avoid mid-bar noise)
Signals and alerts do not repaint; alerts evaluate and fire once per bar close.
Alert gates (Single / AND / OR)
Select one VWAP source or combine two (e.g., Daily + Weekly) with Single, AND, or OR logic.
Choose gate levels from VWAP or standard deviation bands (±σ). Typical long logic: price at/under VWAP or −σ. Typical short logic: price at/over VWAP or +σ.
Practical recipes:
Trend-follow: Daily AND Weekly at/above VWAP → confirms strength on two anchors.
Mean-reversion probe: Daily OR Rolling at −1σ → allows earlier fades with flexibility.
Advanced filtering: Suitable for advanced/Quant traders
During the research and development of this indicator, the EMA/VWAP cross logic was tested on historical S&P500 Futures data to explore patterns on multiple timeframes. These selected filtering indicators below showed correlation between certain market conditions and chosen indicator thresholds, helping reduce noise and lower-quality alerts. Results were research-oriented and are not predictive of future performance.
Therefore, I have built these indicator filters that run silently in the background. They let you trim noise by requiring alerts to appear only in market regimes you define. Each one constrains alert conditions; using them together helps tailor alerts to your strategy—but overly strict settings may filter out most or all alerts.
Relative Volume (RVOL): compares current volume to a baseline; ensures alerts arrive with participation instead of thin tape.
Deviation Threshold (%): controls how close the cross must be to the VWAP/σ level; tight = anchored signals, loose = more activity.
ATR Gate (+ Relative regime): keeps alerts inside a volatility regime; avoids both dead tape and chaotic spikes.
Distance Guard: requires price to be at least X ticks/% away from VWAP; useful to avoid premature signals near fair value.
Note: It’s not recommended to activate all of them at once or change the values aggressively. Unless you’ve done deeper backtesting or machine learning calibration, you can easily filter out everything. Use small thresholds at first, then adjust to your instrument once you see how each filter changes alert frequency and quality. Advanced/quant users can fine-tune freely.
Case example:
Unfiltered: Timeframe 15 min, EMA Selection 9/21, VWAP gates Rolling (250 bars) OR Weekly
Filtered: Same setup as above + activated filters:
RVOL: 100 bars, Min. RVOL 0.4
Deviation threshold (%): 0.3
ATR Length: 14
Min ATR (%): 0.05
Relative regime: Base length 2000, Min Ratio 0.85, Max Ratio 2
Under the hood
This indicator leans on TradingView built-ins (e.g., EMA, VWMA, ATR, alertcondition) to maximize speed, stability, and compatibility while we implement the custom logic (VWAP anchors, band gating, combinator gates, advanced filters, time windows). Built-ins were easy to work with and reduced edge-case bugs and kept the visuals responsive, while the design gives fine-tuning and clean visuals—so both discretionary traders and quant-minded users can shape the alerts to their strategy and workflow.
Disclaimer
The tools, scripts, and indicators presented here are provided for educational and informational purposes only. They are not financial advice and should not be interpreted as investment recommendations, trading signals, or a solicitation to buy or sell any financial instrument.
All forms of trading and investing involve risk. The past performance of any security, strategy, or market condition does not guarantee future outcomes. Users are solely responsible for their own trading and investment decisions, including evaluating their financial situation, objectives, and risk tolerance.
By using this indicator, you acknowledge that you do so at your own risk. The author accepts no liability for any direct or indirect loss or damage—including, without limitation, loss of profits—that may arise from the use of, or reliance upon, this tool.
Structural Liquidity Signals [BullByte]Structural Liquidity Signals (SFP, FVG, BOS, AVWAP)
Short description
Detects liquidity sweeps (SFPs) at pivots and PD/W levels, highlights the latest FVG, tracks AVWAP stretch, arms percentile extremes, and triggers after confirmed micro BOS.
Full description
What this tool does
Structural Liquidity Signals shows where price likely tapped liquidity (stop clusters), then waits for structure to actually change before it prints a trigger. It spots:
Liquidity sweeps (SFPs) at recent pivots and at prior day/week highs/lows.
The latest Fair Value Gap (FVG) that often “pulls” price or serves as a reaction zone.
How far price is stretched from two VWAP anchors (one from the latest impulse, one from today’s session), scaled by ATR so it adapts to volatility.
A “percentile” extreme of an internal score. At extremes the script “arms” a setup; it only triggers after a small break of structure (BOS) on a closed bar.
Originality and design rationale, why it’s not “just a mashup”
This is not a mashup for its own sake. It’s a purpose-built flow that links where liquidity is likely to rest with how structure actually changes:
- Liquidity location: We focus on areas where stops commonly cluster—recent pivots and prior day/week highs/lows—then detect sweeps (SFPs) when price wicks beyond and closes back inside.
- Displacement context: We track the last Fair Value Gap (FVG) to account for recent inefficiency that often acts as a magnet or reaction zone.
- Stretch measurement: We anchor VWAP to the latest N-bar impulse and to the Daily session, then normalize stretch by ATR to assess dislocation consistently across assets/timeframes.
- Composite exhaustion: We combine stretch, wick skew, and volume surprise, then bend the result with a tanh transform so extremes are bounded and comparable.
- Dynamic extremes and discipline: Rather than triggering on every sweep, we “arm” at statistical extremes via percent-rank and only fire after a confirmed micro Break of Structure (BOS). This separates “interesting” from “actionable.”
Key concepts
SFP (liquidity sweep): A candle briefly trades beyond a level (where stops sit) and closes back inside. We detect these at:
Pivots (recent swing highs/lows confirmed by “left/right” bars).
Prior Day/Week High/Low (PDH/PDL/PWH/PWL).
FVG (Fair Value Gap): A small 3‑bar gap (bar2 high vs bar1 low, or vice versa). The latest gap often acts like a magnet or reaction zone. We track the most recent Up/Down gap and whether price is inside it.
AVWAP stretch: Distance from an Anchored VWAP divided by ATR (volatility). We use:
Impulse AVWAP: resets on each new N‑bar high/low.
Daily AVWAP: resets each new session.
PR (Percentile Rank): Where the current internal score sits versus its own recent history (0..100). We arm shorts at high PR, longs at low PR.
Micro BOS: A small break of the recent high (for longs) or low (for shorts). This is the “go/no‑go” confirmation.
How the parts work together
Find likely liquidity grabs (SFPs) at pivots and PD/W levels.
Add context from the latest FVG and AVWAP stretch (how far price is from “fair”).
Build a bounded score (so different markets/timeframes are comparable) and compute its percentile (PR).
Arm at extremes (high PR → short candidate; low PR → long candidate).
Only print a trigger after a micro BOS, on a closed bar, with spacing/cooldown rules.
What you see on the chart (legend)
Lines:
Teal line = Impulse AVWAP (resets on new N‑bar extreme).
Aqua line = Daily AVWAP (resets each session).
PDH/PDL/PWH/PWL = prior day/week levels (toggle on/off).
Zones:
Greenish box = latest Up FVG; Reddish box = latest Down FVG.
The shading/border changes after price trades back through it.
SFP labels:
SFP‑P = SFP at Pivot (dotted line marks that pivot’s price).
SFP‑L = SFP at Level (at PDH/PDL/PWH/PWL).
Throttle: To reduce clutter, SFPs are rate‑limited per direction.
Triggers:
Triangle up = long trigger after BOS; triangle down = short trigger after BOS.
Optional badge shows direction and PR at the moment of trigger.
Optional Trigger Zone is an ATR‑sized box around the trigger bar’s close (for visualization only).
Background:
Light green/red shading = a long/short setup is “armed” (not a trigger).
Dashboard (Mini/Pro) — what each item means
PR: Percentile of the internal score (0..100). Near 0 = bullish extreme, near 100 = bearish extreme.
Gauge: Text bar that mirrors PR.
State: Idle, Armed Long (with a countdown), or Armed Short.
Cooldown: Bars remaining before a new setup can arm after a trigger.
Bars Since / Last Px: How long since last trigger and its price.
FVG: Whether price is in the latest Up/Down FVG.
Imp/Day VWAP Dist, PD Dist(ATR): Distance from those references in ATR units.
ATR% (Gate), Trend(HTF): Status of optional regime filters (volatility/trend).
How to use it (step‑by‑step)
Keep the Safety toggles ON (default): triggers/visuals on bar‑close, optional confirmed HTF for trend slope.
Choose timeframe:
Intraday (5m–1h) or Swing (1h–4h). On very fast/thin charts, enable Performance mode and raise spacing/cooldown.
Watch the dashboard:
When PR reaches an extreme and an SFP context is present, the background shades (armed).
Wait for the trigger triangle:
It prints only after a micro BOS on a closed bar and after spacing/cooldown checks.
Use the Trigger Zone box as a visual reference only:
This script never tells you to buy/sell. Apply your own plan for entry, stop, and sizing.
Example:
Bullish: Sweep under PDL (SFP‑L) and reclaim; PR in lower tail arms long; BOS up confirms → long trigger on bar close (ATR-sized trigger zone shown).
Bearish: Sweep above PDH/pivot (SFP‑L/P) and reject; PR in upper tail arms short; BOS down confirms → short trigger on bar close (ATR-sized trigger zone shown).
Settings guide (with “when to adjust”)
Safety & Stability (defaults ON)
Confirm triggers at bar close, Draw visuals at bar close: Keep ON for clean, stable prints.
Use confirmed HTF values: Applies to HTF trend slope only; keeps it from changing until the HTF bar closes.
Performance mode: Turn ON if your chart is busy or laggy.
Core & Context
ATR Length: Bigger = smoother distances; smaller = more reactive.
Impulse AVWAP Anchor: Larger = fewer resets; smaller = resets more often.
Show Daily AVWAP: ON if you want session context.
Use last FVG in logic: ON to include FVG context in arming/score.
Show PDH/PDL/PWH/PWL: ON to see prior day/week levels that often attract sweeps.
Liquidity & Microstructure
Pivot Left/Right: Higher values = stronger/rarer pivots.
Min Wick Ratio (0..1): Higher = only more pronounced SFP wicks qualify.
BOS length: Larger = stricter BOS; smaller = quicker confirmations.
Signal persistence: Keeps SFP context alive for a few bars to avoid flicker.
Signal Gating
Percent‑Rank Lookback: Larger = more stable extremes; smaller = more reactive extremes.
Arm thresholds (qHi/qLo): Move closer to 0.5 to see more arms; move toward 0/1 to see fewer arms.
TTL, Cooldown, Min bars and Min ATR distance: Space out triggers so you’re not reacting to minor noise.
Regime Filters (optional)
ATR percentile gate: Only allow triggers when volatility is at/above a set percentile.
HTF trend gate: Only allow longs when the HTF slope is up (and shorts when it’s down), above a minimum slope.
Visuals & UX
Only show “important” SFPs: Filters pivot SFPs by Volume Z and |Impulse stretch|.
Trigger badges/history and Max badge count: Control label clutter.
Compact labels: Toggle SFP‑P/L vs full names.
Dashboard mode and position; Dark theme.
Reading PR (the built‑in “oscillator”)
PR ~ 0–10: Potential bullish extreme (long side can arm).
PR ~ 90–100: Potential bearish extreme (short side can arm).
Important: “Armed” ≠ “Enter.” A trigger still needs a micro BOS on a closed bar and spacing/cooldown to pass.
Repainting, confirmations, and HTF notes
By default, prints wait for the bar to close; this reduces repaint‑like effects.
Pivot SFPs only appear after the pivot confirms (after the chosen “right” bars).
PD/W levels come from the prior completed candles and do not change intraday.
If you enable confirmed HTF values, the HTF slope will not change until its higher‑timeframe bar completes (safer but slightly delayed).
Performance tips
If labels/zones clutter or the chart lags:
Turn ON Performance mode.
Hide FVG or the Trigger Zone.
Reduce badge history or turn badge history off.
If price scaling looks compressed:
Keep optional “score”/“PR” plots OFF (they overlay price and can affect scaling).
Alerts (neutral)
Structural Liquidity: LONG TRIGGER
Structural Liquidity: SHORT TRIGGER
These fire when a trigger condition is met on a confirmed bar (with defaults).
Limitations and risk
Not every sweep/extreme reverses; false triggers occur, especially on thin markets and low timeframes.
This indicator does not provide entries, exits, or position sizing—use your own plan and risk control.
Educational/informational only; no financial advice.
License and credits
© BullByte - MPL 2.0. Open‑source for learning and research.
Built from repeated observations of how liquidity runs, imbalance (FVG), and distance from “fair” (AVWAPs) combine, and how a small BOS often marks the moment structure actually shifts.
Volume Profile Auto POC📌 Overview
Volume Profile Auto POC is a trend-following strategy that uses the automatically calculated Point of Control (POC) from the volume profile, combined with ATR zones, to capture reversals and breakouts.
By basing decisions on volume concentration, it dynamically visualizes the price levels most watched by market participants.
⚠️ This strategy is provided for educational and research purposes only.
Past performance does not guarantee future results.
🎯 Strategy Objectives
Automatically detect the volume concentration area (POC) to improve entry accuracy
Optimize risk management through ATR-based volatility adjustment
Provide early and consistent signals when trends emerge
✨ Key Features
Automatic POC Detection : Updates the volume profile over a defined lookback window in real time
ATR Zone Integration : Defines a POC ± 0.5 ATR zone to clarify potential reversals/breakouts
Visual Support : Plots the POC line and zones on the chart for intuitive decision-making
📊 Trading Rules
Long Entry:
Price breaks above the POC + 0.5 ATR zone
Volume is above average to support the breakout
Short Entry:
Price breaks below the POC - 0.5 ATR zone
Volume is above average to support the downside move
Exit (or Reverse Position):
Price returns to the POC area
Or touches the ATR band
⚙️ Trading Parameters & Considerations
Indicator Name: Volume Profile Auto POC
Parameters:
Lookback Bars: 50
Bins for Volume Profile: 24
ATR Length: 14
ATR Multiplier: 2.0
🖼 Visual Support
POC line plotted in red
POC ± 0.5 ATR zone displayed as a semi-transparent box
ATR bands plotted in blue for confirmation
🔧 Strategy Improvements & Uniqueness
This strategy is inspired by traditional Volume Profile + ATR analysis,
while adding the improvement of a sliding-window mechanism for automatic POC updates.
Compared with conventional trend-following approaches,
its strength lies in combining both price and volume perspectives for decision-making.
✅ Summary
Volume Profile Auto POC automatically extracts key market levels (POC) and combines them with ATR-based zones,
providing a responsive trend-following method.
It balances clarity with practicality, aiming for both usability and reproducibility.
⚠️ This strategy is based on historical data and does not guarantee future profits.
Always use proper risk management when applying it.
Trendline Breakout Strategy [KedArc Quant] Description
A single, rule-based system that builds two trendlines from confirmed swing pivots and trades their breakouts, with optional retest, trend-regime gates (EMA / HTF EMA), and ATR-based risk. All parts serve one decision flow: structure → breakout → gated entry → managed risk.
What it does (for traders)
Draws Up line (teal) through the last two Higher Lows and Down line (red) through the last two Lower Highs, then extends them forward.
Long when price breaks above red; Short when price breaks below teal.
Optional Retest entry: after a break, wait for a pullback toward the broken line within an ATR-scaled buffer.
Uses ATR stop and R-multiple target so risk is consistent across symbols/timeframes.
Labels HL1/HL2/LH1/LH2 so non-coders can verify which pivots built each line.
Why these components are combined
Pure breakout systems on trendlines suffer from three practical issues:
False breaks in chop → solved by trend-regime gates (EMA / HTF EMA) that only allow trades aligned with the prevailing trend.
Uneven volatility across markets/timeframes → solved by ATR-based stop/target, normalizing distance so R-multiples are comparable.
First break whipsaws near wedge apices → mitigated by the optional retest rule that demands a pullback/hold before entry.
These modules are not separate indicators with their own signals. They are support roles inside one method.
The pivot engine defines structure, the breakout detector defines signal, the regime gates decide if we’re allowed to take that signal, and the ATR module sizes risk.
Together they make the trendline breakout usable, testable, and explainable.
How it works (mechanism; each component explained)
1) Pivot engine (structure, non-repainting)
Swings are confirmed with ta.pivotlow/high(L, R). A pivot only exists after R bars (no look-ahead), so once plotted, the line built from those pivots will not repaint.
2) Trendline builder (geometry)
Teal line updates when two consecutive pivot lows satisfy HL2.price > HL1.price (and HL2 occurs after HL1).
Red line updates when two consecutive pivot highs satisfy LH2.price < LH1.price.
Lines are extended right and their current value is read every bar via line.get_price().
3) Breakout detector (signal)
On every bar, compute:
crossover(close, redLine) ⇒ Long breakout
crossunder(close, tealLine) ⇒ Short breakdown
4) Regime gates (trend filters, not separate signals)
EMA gate: allow longs only if close > EMA(len), shorts only if close < EMA(len).
HTF EMA gate (optional): same rule on a higher timeframe to avoid fighting the larger trend.
These do not create entries; they simply permit or block the breakout signal.
5) Retest module (optional confirmation)
After a breakout, record the line price. A valid retest occurs if price pulls back within an ATR-scaled buffer toward that broken line and then closes back in the breakout direction.
This reduces first-tick fakeouts.
6) Risk module (position exit)
Initial stop = ATR(len) × atrMult from entry.
Target = tpR × (ATR × atrMult) (e.g., 2R).
This keeps results consistent across instruments/timeframes.
Entries & exits
Long entry
Base: close breaks above red and passes EMA/HTF gates.
Retest (if enabled): after the break, price pulls back near the broken red line (within the ATR buffer) and holds; then enter.
Short entry
Mirror logic with teal (break below & gates), optionally with a retest.
Exit
strategy.exit places ATR stop & R-multiple target automatically.
Optional “flip”: close if the opposite base signal triggers.
How to use it (step-by-step)
Timeframe: 1–15m for intraday, 1–4h for swing.
Start defaults: Pivot L/R = 5, EMA len = 200, ATR len = 14, ATR mult = 2, TP = 2R, Retest = ON.
Tune sensitivity:
Faster lines (more trades): set L/R = 3–4.
Fewer counter-trend trades: enable HTF EMA (e.g., 60-min or Daily).
Visual audit: labels HL1/HL2 & LH1/LH2 show which pivots built each line—verify by eye.
Alerts: use Long breakout, Short breakdown, and Retest alerts to automate.
Originality (why it merits publication)
Trades the visualization: many “auto-trendline” tools only draw lines; this one turns them into testable, alertable rules.
Integrated design: each component has a defined role in the same pipeline—no unrelated indicators bolted together.
Transparent & non-repainting: pivot confirmation removes look-ahead; labels let non-coders understand the setup that produced each signal.
Notes & limitations
Lines update only after pivot confirmation; that lag is intentional to avoid repainting.
Breakouts near an apex can whipsaw; prefer Retest and/or HTF gate in choppy regimes.
Backtests are idealized; forward-test and size risk appropriately.
⚠️ Disclaimer
This script is provided for educational purposes only.
Past performance does not guarantee future results.
Trading involves risk, and users should exercise caution and use proper risk management when applying this strategy.
Nifty Trend vs Range (Final)This indicator is designed to help you quickly identify whether the Nifty market is trending, ranging, or preparing for a breakout by combining three volatility and trend-strength measures:
India VIX (Volatility Index)
ADX (Average Directional Index)
ATR (Average True Range)
It creates a Trend vs Range Decision Matrix that categorizes the market into actionable states such as Range – Quiet, Breakout Watch, Trend – Smooth, Trend – Confirmed, Trend – Volatile, or Choppy / Noisy.
🔑 How it Works
India VIX (Market Volatility)
Pulled directly from NSE:INDIAVIX (or your chosen symbol).
VIX thresholds are defined:
Below VIX Low → Calm market (often ranges).
Between VIX Low & High → Neutral/moderate volatility.
Above VIX High → High volatility (potential big moves or choppiness).
VIX can be scaled and plotted in the same pane with ADX/ATR, or shown separately with a companion script.
ADX (Trend Strength)
Custom calculation (Wilder’s smoothing, not built-in ta.adx), to ensure more consistent results.
Thresholds (auto-tuned by timeframe if enabled):
Low ADX → Weak/no trend, sideways.
High ADX → Strong directional trend.
ATR (Volatility Expansion)
ATR compared to a moving average of ATR detects whether volatility is rising or flat.
Used as confirmation for breakouts or fading moves.
🧠 Market State Logic
The script combines the three signals into an interpretable market state:
Range – Quiet → VIX low, ADX low, ATR flat
Trend – Smooth → VIX low, ADX high
Breakout Watch → VIX neutral, ADX low, ATR rising
Trend – Confirmed → VIX neutral, ADX high, ATR rising
Choppy / Noisy → VIX high, ADX low, ATR rising
Trend – Volatile → VIX high, ADX high, ATR rising
Neutral → fallback if conditions don’t match
Each state is color-coded with background shading and displayed as a persistent label with key metrics (VIX, ADX, ATR).
⚙️ Features
✅ Intraday Auto-Tuning
ADX/ATR thresholds automatically adjust depending on chart timeframe (5m, 15m, etc.).
✅ Scalable VIX Plotting
Option to overlay a scaled VIX line in the same pane or hide it if you use a separate VIX pane.
✅ Persistent State Label
Shows the current regime, timeframe, and key values. Updates every bar without stacking multiple labels.
✅ Alerts Ready
Alerts for each market regime can be set directly in TradingView.
✅ Background Coloring
Quick at-a-glance identification of current state.
🎯 How to Use
Ranging markets (low VIX, low ADX, flat ATR): Favor mean-reversion strategies like option selling, iron condors, or scalping.
Smooth trends (low VIX, high ADX): Favor directional trades with futures/options spreads.
Breakout Watch: Stay alert for possible trend initiation.
Confirmed trends (neutral VIX, high ADX, rising ATR): Ideal for momentum trading.
Volatile trends (high VIX, high ADX): Use caution, hedge positions, or trade with wider stops.
Choppy/Noisy (high VIX, low ADX): Avoid overtrading, expect false signals.
