Trend Vector Pro v2.0Title: Trend Vector Pro v2.0
👨💻 Developed by: Mohammed Bedaiwi
💡 Strategy Overview & Coherence
Trend Vector Pro (TVPro) is a momentum-based trend & reversal strategy that uses a custom smoothed oscillator, an optional ADX filter, and classic Pivot Points to create a single, coherent trading framework.
Instead of stacking random indicators, TVPro is built around these integrated components:
A custom momentum engine (signal generation)
An optional ADX filter (trend quality control)
Daily Pivot Points (context, targets & S/R)
Swing-based “Golden Bar” trailing stops (trade management)
Optional extended bar detection (overextension alerts)
All parts are designed to work together and are documented below to address originality & usefulness requirements.
🔍 Core Components & Justification
1. Custom Momentum Engine (Main Signal Source)
TVPro’s engine is a custom oscillator derived from the bar midpoint ( hl2 ), similar in spirit to the Awesome Oscillator but adapted and fully integrated into the strategy. It measures velocity and acceleration of price, letting the script distinguish between strong impulses, weakening trends, and pure noise.
2. ADX Filter (Trend Strength Validation – Optional)
Uses Average Directional Index (ADX) as a gatekeeper.
Why this matters: This prevents the strategy from firing signals in choppy, non-trending environments (when ADX is below the threshold) and keeps trades focused on periods of clear directional strength.
3. Classic Pivot Points (Context & Targets)
Calculates Daily Pivot Points ( PP, R1-R3, S1-S3 ) via request.security() using prior session data.
Why this matters: Momentum gives the signal, ADX validates the environment, and Pivots add external structure for risk and target planning. This is a designed interaction, not a random mashup.
🧭 Trend State Logic (5-State Bar Coloring)
The strategy uses the momentum's value + slope to define five states, turning the chart into a visual momentum map:
🟢 STRONG BULL (Bright Green): Momentum accelerating UP. → Strong upside impulse.
🌲 WEAK BULL (Dark Green): Momentum decelerating DOWN (while positive). → Pullback/pause zone.
🔴 STRONG BEAR (Bright Red): Momentum accelerating DOWN. → Strong downside impulse.
🍷 WEAK BEAR (Dark Red): Momentum decelerating UP (while negative). → Rally/short-covering zone.
🔵 NEUTRAL / CHOP (Cyan): Momentum is near zero (based on noise threshold). → Consolidation / low volatility.
🎯 Signal Logic Modes
TVPro provides two selectable entry styles, controlled by input:
Reversals Only (Cleaner Mode – Default): Targets trend flips. Entry triggers when the current state is Bullish (or Bearish) and the previous state was not. This reduces noise and over-trading.
All Strong Pulses (Aggressive Mode): Targets acceleration phases. Entry triggers when the bar turns to STRONG BULL or STRONG BEAR after any other state. This mode produces more trades.
📌 Risk Management Tools
Golden Bars – Trailing Stops: Yellow “Trail” Arrows mark confirmed Swing Highs/Lows. These are used as logical trailing stop levels based on market structure.
Extended Bars: Detects when price closes outside a 2-standard-deviation channel, flagging overextension where a pullback is more likely.
Pivot Points: Used as external targets for Take Profit and structural stop placement.
⚙️ Strategy Defaults (Crucial for Publication Compliance)
To keep backtest results realistic and in line with House Rules, TVPro is published with the following fixed default settings:
Order Size: 5% of equity per trade ( default_qty_value = 5 )
Commission: 0.04% per order ( commission_value = 0.04 )
Slippage: 2 ticks ( slippage = 2 )
Initial Capital: 10,000
📘 How to Trade with Trend Vector Pro
Entry: Take Long when a Long signal appears and confirm the bar is Green (Bull state). Short for Red (Bear state).
Stop Loss: Place the initial SL near the latest swing High/Low, or near a relevant Pivot level.
Trade Management: Follow Golden (Trail) Arrows to trail your stop behind structure.
Exits: Exit when: the trailing stop is hit, Price reaches a major Pivot level, or an opposite signal prints.
🛑 Disclaimer
This script is for educational purposes only and does not constitute financial advice. Past performance does not guarantee future results. Always forward-test and use proper risk management before applying any strategy to live trading.
Indicatore Momentum (MOM)
Advanced Breakout System v2.0Advanced Breakout System v2.0
Developed by: Mohammed Bedaiwi
This script hunts for high-probability breakouts by combining price consolidation zones, volume spikes vs. average volume, smart money flow (OBV), and a Momentum Override for explosive moves that skip consolidation. Additionally, it automatically identifies and plots Support and Resistance levels with price labels to help you visualize market structure.
The system follows a "Watch & Confirm" logic: it first prints a WATCH setup, then a BUY only if price confirms strength.
💡 JUSTIFICATION OF CONCEPTS (MASHUP & ORIGINALITY)
This script is an original mashup combining several analytical concepts to address common breakout failures:
Volatility Compression Engine: Uses built-in functions like ta.highest() and ta.lowest() to mathematically define the setup phase where price volatility is compressed below a user-defined threshold.
Volume Spike Confirmation: The breakout must be confirmed by a volume increase greater than a moving average of volume, signaling strong market interest.
Smart Volume Filter (OBV): This is the key component. By checking if ta.obv is above its own Moving Average, we confirm that accumulation has been occurring during the consolidation period, suggesting institutional positioning before the price break.
Multi-Exit Risk System: Employs dynamic exits (EMA cross, volume dump, bearish pattern) instead of static stop-losses to manage risk adaptively based on real-time market action.
Market Structure Visualization: The script also includes a Support & Resistance engine to plot key swing pivots and price labels for visual context.
✅ STRATEGY RESULTS & POLICY COMPLIANCE
To ensure non-misleading and transparent backtesting results, this strategy is published with the following fully compliant properties:
Dataset Compliance: The backtest is performed on the CMTL Daily (1D) chart across a long history, generating 201 total trades. This significantly exceeds the minimum requirement of 100 trades, providing a robust test dataset.
Risk Control: The strategy uses a conservative order size set to 2% of equity (default_qty_value=2), strictly adhering to the sustainable risk recommendation of 5-10% of equity per trade.
Transaction Costs: Realistic trading conditions are modeled using 0.07% commission and 3 ticks slippage to prevent the overestimation of profitability.
⚙️ VISUAL GUIDE & SIGNAL LOGIC
Key Color Legend (Visual Guide):
WATCH – Setup (Yellow Arrow Down): Potential breakout setup detected.
BUY – Confirmation (Green Arrow Up): Confirmed breakout, triggered when price trades above the high of the WATCH candle.
SELL – Break (Orange Arrow): Short-term trend weakness, triggered when price closes below the Fast EMA (9).
SELL – Dump (Dark Red Arrow): Distribution / volume dump, triggered by a bearish candle with abnormally high volume.
SELL – Pattern (Purple Arrow): Bearish price-action pattern (such as a bearish engulfing).
Support & Resistance Lines (Red/Green): Small horizontal lines plotted at key swing points with exact price labels.
⌨️ INPUTS (DEFAULT SETTINGS)
Entry settings: Consolidation Lookback (default 20) = bars used to detect consolidation. Consolidation Range % (default 12%) = max allowed range size. Volume Spike Multiplier (default 1.2) = factor above average volume to count as a spike. Force Signal on Big Moves (default ON) = forces a WATCH signal on high-momentum moves.
Exit settings: Enable Fast Exit (EMA 9) toggles the SELL – Break signal. Dump Volume Multiplier defines what counts as “dump” volume.
Support & Resistance: Adjustable Pivot Left/Right bars control the sensitivity of the support and resistance lines.
⚠️ Disclaimer Trading involves significant risk of loss. This script is for educational and informational purposes only and is not financial advice or a recommendation to buy or sell any asset. BUY and SELL signals are rule-based and derived from historical behavior and do not guarantee future performance. Always use your own analysis and risk management. This is an open-source strategy; users are encouraged to test it across different symbols and timeframes.
CEF (Chaos Theory Regime Oscillator)Chaos Theory Regime Oscillator
This script is open to the community.
What is it?
The CEF (Chaos Entropy Fusion) Oscillator is a next-generation "Regime Analysis" tool designed to replace traditional, static momentum indicators like RSI or MACD. Unlike standard oscillators that only look at price changes, CEF analyzes the "character" of the market using concepts from Chaos Theory and Information Theory.
It combines advanced mathematical engines (Hurst Exponent, Entropy, VHF) to determine whether a price movement is a real trend or just random noise. It uses a novel "Adaptive Normalization" technique to solve scaling problems common in advanced indicators, ensuring the oscillator remains sensitive yet stable across all assets (Crypto, Forex, Stocks).
What It Promises:
Intelligent Filtering: Filters out false signals in sideways (volatile) markets using the Hurst Base to measure trend continuity.
Dynamic Adaptation: Automatically adapts to volatility. Thanks to trend memory, it doesn't get stuck at the top during uptrends or at the bottom during downtrends.
No Repainting: All signals are confirmed at the close of the bar. They don't repaint or disappear.
What It Doesn't Promise:
Magic Wand: It's a powerful analytical tool, not a crystal ball. It determines the regime, but risk management is up to the investor.
Late-Free Holy Grail: It deliberately uses advanced correction algorithms (WMA/SMA) to provide stability and filter out noise. Speed is sacrificed for accuracy.
Which Concepts Are Used for Which Purpose?
CEF is built on proven mathematical concepts while creating a unique "Fusion" mechanism. These are not used in their standard forms, but are remixed to create a consensus engine:
Hurst Exponent: Used to measure the "memory" of the time series. Tells the oscillator whether there is a probability of the trend continuing or reversing to the mean.
Vertical Horizontal Filter (VHF): Determines whether the market is in a trend phase or a congestion phase.
Shannon Entropy: Measures the "irregularity" or "unpredictability" of market data to adjust signal sensitivity.
Adaptive Normalization (Key Innovation): Instead of fixed limits, the oscillator dynamically scales itself based on recent historical performance, solving the "flat line" problem seen in other advanced scripts.
Original Methodology and Community Contribution
This algorithm is a custom synthesis of public domain mathematical theories. The author's unique contribution lies in the "Adaptive Normalization Logic" and the custom weighting of Chaos components to filter momentum.
Why Public Domain? Standard indicators (RSI, MACD) were developed for the markets of the 1970s. Modern markets require modern mathematics. This script is presented to the community to demonstrate how Regime Analysis can improve trading decisions compared to static tools.
What Problems Does It Solve?
Problem 1: The "Stagnant Market" Trap
CEF Solution: While the RSI gives false signals in a sideways market, CEF's Hurst/VHF filter suppresses the signal, essentially making the histogram "off" (or weak) during noise.
Problem 2: The "Overbought" Fallacy
CEF Solution: In a strong trend (Pump/Dump), traditional oscillators get stuck at 100 or 0. CEF uses "Trend Memory" to understand that an overbought price is not a reversal signal but a sign of trend strength, and keeps the signal green/red instead of reversing it prematurely. Problem 3: Visual Confusion
CEF Solution: Instead of multiple lines, it presents a single, color-coded histogram featuring only prominent "Smart Circles" at high-probability reversal points.
Automation Ready: Custom Alerts
CEF is designed for both manual trading and automation.
Smart Buy/Sell Circles: Visual signals that only appear when trend filters are aligned with momentum reversals.
Deviation Labels: Automatically detects and labels structural divergences between price and entropy.
Disclaimer: This indicator is for educational purposes only. Past performance does not guarantee future results. Always practice appropriate risk management.
TTM Squeeze Pro Enhanced v1.5.1 [pyrevo]# TTM Squeeze Pro Enhanced
**Version:** 1.5.1
**Author:** pyrevo
**License:** MPL 2.0
## Credits
This indicator is a collective work based on the contributions of the TradingView community:
* **John Carter**: Creator of the original TTM Squeeze and TTM Squeeze Pro concepts.
* **Lazybear**: Original interpretation of the TTM Squeeze (Squeeze Momentum Indicator).
* **Makit0**: Evolution of Lazybear's script to factor in TTM Squeeze Pro upgrades (Squeeze PRO Arrows).
* **marsrides**: Some aesthetics solutions.
* **Beardy_Fred**: The base code from which this enhanced version was derived.
## Overview
**TTM Squeeze Pro Enhanced** is a professional-grade momentum and volatility indicator designed to identify explosive breakout opportunities. It is a refined version of the community's collective works, with amendments primarily to the Squeeze Conditions and visual aesthetics to provide a clearer, more actionable reading of market state.
### The Concept
For those unfamiliar with the TTM Squeeze, it is a visual way of seeing how Bollinger Bands (standard deviations from a simple moving average) relate to Keltner Channels (average true range bands) compared with the momentum of the price action.
The concept is that as Bollinger Bands compress within Keltner Channels, price volatility decreases, giving way for a potential explosive price movement up or down.
### TTM Squeeze vs. TTM Squeeze Pro
* **Original TTM Squeeze:** Uses a 1.5 ATR Keltner Channel.
* **TTM Squeeze Pro (Enhanced):** Uses 1.0, 1.5, and 2.0 ATR Keltner Channels.
This helps differentiate between levels of squeeze (compression). The greater the compression (Bollinger Bands moving deeper into tighter Keltner Channels), the more potential for explosive moves.
## Indicator Analysis
### 1. Squeeze Detection (Dots)
The colored dots along the zero line represent the state of market volatility. This enhanced version uses a distinct color palette to indicate compression levels:
* **🔴 Red Dots (High Compression):** Extreme squeeze. One or both Bollinger Bands are inside the 1.0 ATR Keltner Channel.
* **🟠 Orange Dots (Medium Compression):** Significant squeeze. One or both BBs are inside the 1.5 ATR Keltner Channel.
* **⚪ Gray Dots (Low Compression):** Standard squeeze. One or both BBs are inside the 2.0 ATR Keltner Channel.
* **◽ Light Gray Dots (No Squeeze):** Volatility is normal or expanding. Squeeze has "fired".
### 2. Momentum (Histogram)
The histogram bars show price momentum relative to the squeeze:
* **Bright Green:** Positive, increasing momentum (Bullish).
* **Dark Green:** Positive, decreasing momentum (Bullish exhaustion).
* **Bright Red:** Negative, increasing momentum (Bearish).
* **Dark Red:** Negative, decreasing momentum (Bearish exhaustion).
### 3. Dual Momentum System
An optional secondary system to gauge trend strength:
* **Fast & Slow Momentum Lines:** Moving averages of the momentum to help identify crossovers.
* **Trend Crossovers:** Triangle markers indicate when fast momentum crosses slow momentum.
## Ideal Scenario
As the ticker enters the squeeze, **Gray dots** would warn of the beginning of a low compression squeeze. As the Bollinger bands continue to constrict, **Orange dots** would highlight a medium compression. As the price action and momentum continues to compress, a **Red dot** shows warning of high compression.
As price action leaves the squeeze, the coloring would reverse (Red → Orange → Gray → Light Gray). Any compression squeeze is considered "fired" at the first Light Gray dot that appears.
*Note: This is an ideal progression, however any type of squeeze sequence may appear at anytime.*
## Entry and Exit Guide
* **Entry:** John Carter recommends entering a position after at least 5 dots of compression (Gray/Orange/Red) or waiting for the first "No Squeeze" dot (Light Gray) to appear with confirming momentum.
* **Exit:** Exit on the second bar of decreasing momentum (Dark Green or Dark Red), or remain in the position after confirming a continuing trend through a separate indicator.
## Settings & Customization
* **Timeframe:** Built-in Multi-Timeframe (MTF) support allowing you to view higher-timeframe squeeze signals on lower-timeframe charts.
* **Appearance Modes:**
* **Default:** Standard enhanced palette.
* **Modern:** High-contrast palette (Teal/Red/Gold).
* **Classic MACD:** Traditional Blue/Orange line configuration.
* **Dashboard:** An on-chart table providing real-time data on squeeze status, momentum value, and trend strength.
Trend Vector Pro v2.0Trend Vector Pro v2.0
👨💻 Developed by: Mohammed Bedaiwi
💡 Strategy Overview & Coherence
Trend Vector Pro (TVPro) is a momentum-based trend & reversal strategy that uses a custom smoothed oscillator, an optional ADX filter, and classic Pivot Points to create a single, coherent trading framework.
Instead of stacking random indicators, TVPro is built around these integrated components:
A custom momentum engine (signal generation)
An optional ADX filter (trend quality control)
Daily Pivot Points (context, targets & S/R)
Swing-based “Golden Bar” trailing stops (trade management)
Optional extended bar detection (overextension alerts)
All parts are designed to work together and are documented below to address originality & usefulness requirements.
🔍 Core Components & Justification
1. Custom Momentum Engine (Main Signal Source)
TVPro’s engine is a custom oscillator derived from the bar midpoint ( hl2 ), similar in spirit to the Awesome Oscillator but adapted and fully integrated into the strategy. It measures velocity and acceleration of price, letting the script distinguish between strong impulses, weakening trends, and pure noise.
2. ADX Filter (Trend Strength Validation – Optional)
Uses Average Directional Index (ADX) as a gatekeeper.
Why this matters: This prevents the strategy from firing signals in choppy, non-trending environments (when ADX is below the threshold) and keeps trades focused on periods of clear directional strength.
3. Classic Pivot Points (Context & Targets)
Calculates Daily Pivot Points ( PP, R1-R3, S1-S3 ) via request.security() using prior session data.
Why this matters: Momentum gives the signal, ADX validates the environment, and Pivots add external structure for risk and target planning. This is a designed interaction, not a random mashup.
🧭 Trend State Logic (5-State Bar Coloring)
The strategy uses the momentum's value + slope to define five states, turning the chart into a visual momentum map:
🟢 STRONG BULL (Bright Green): Momentum accelerating UP. → Strong upside impulse.
🌲 WEAK BULL (Dark Green): Momentum decelerating DOWN (while positive). → Pullback/pause zone.
🔴 STRONG BEAR (Bright Red): Momentum accelerating DOWN. → Strong downside impulse.
🍷 WEAK BEAR (Dark Red): Momentum decelerating UP (while negative). → Rally/short-covering zone.
🔵 NEUTRAL / CHOP (Cyan): Momentum is near zero (based on noise threshold). → Consolidation / low volatility.
🎯 Signal Logic Modes
TVPro provides two selectable entry styles, controlled by input:
Reversals Only (Cleaner Mode – Default): Targets trend flips. Entry triggers when the current state is Bullish (or Bearish) and the previous state was not. This reduces noise and over-trading.
All Strong Pulses (Aggressive Mode): Targets acceleration phases. Entry triggers when the bar turns to STRONG BULL or STRONG BEAR after any other state. This mode produces more trades.
📌 Risk Management Tools
🟡 Golden Bars – Trailing Stops: Yellow “Trail” Arrows mark confirmed Swing Highs/Lows. These are used as logical trailing stop levels based on market structure.
Extended Bars: Detects when price closes outside a 2-standard-deviation channel, flagging overextension where a pullback is more likely.
Pivot Points: Used as external targets for Take Profit and structural stop placement.
⚙️ Strategy Defaults (Crucial for Publication Compliance)
To keep backtest results realistic and in line with House Rules, TVPro is published with the following fixed default settings:
Order Size: 5% of equity per trade ( default_qty_value = 5 )
Commission: 0.04% per order ( commission_value = 0.04 )
Slippage: 2 ticks ( slippage = 2 )
Initial Capital: 10,000
📘 How to Trade with Trend Vector Pro
Entry: Take Long when a Long signal appears and confirm the bar is Green (Bull state). Short for Red (Bear state).
Stop Loss: Place the initial SL near the latest swing High/Low, or near a relevant Pivot level.
Trade Management: Follow Golden (Trail) Arrows to trail your stop behind structure.
Exits: Exit when: the trailing stop is hit, Price reaches a major Pivot level, or an opposite signal prints.
🛑 Disclaimer
This script is for educational purposes only and does not constitute financial advice. Past performance does not guarantee future results. Always forward-test and use proper risk management before applying any strategy to live trading.
VWAP Reclaim System_FinaldiTraderVWAP Reclaim System
This script gives you:
VWAP
EMA 9 & EMA 20
Premarket high & low (4:00–9:30am ET)
Optional HOD line
Background highlight when VWAP + EMA trend are bullish (your long zone)
Relative Value & Risk Analytics DashboardThis is your risk-adjusted alpha analysis tool - exactly what hedge fund and insurance company clients want to see.
Attractiveness Score | Composite score combining RV and Risk (0-100)
Relative Performance | vs Benchmark (SET/SPY), RS Ratio Trend, 52W Position, Spread Z-Score
Risk Metrics | Beta, Alpha, Sharpe, Sortino, Information Ratio, Volatility
Correlation | Benchmark Correlation, R-Squared, Regime Change Detection
Pair Trade | Peer Correlation, Pair Z-Score, Long/Short Signals
Factor Exposure | Momentum (1/3/6M), Mean Reversion Signal, Distance from SMA50
Drawdown | Current DD, Max DD, Recovery Needed, Ulcer Index, Calmar, VaR
Key Features:
Benchmark-Relative Analysis: Compare any stock vs SET Index or any other benchmark
Pair Trade Signals: Automatically generates long/short signals based on Z-score
Risk-Adjusted Returns: Sharpe, Sortino, Information Ratio - what your clients actually care about
Regime Change Detection: Alert when correlation dynamics shift
Drawdown Risk: VaR, Ulcer Index, Calmar Ratio for risk-conscious clients
Profitable Pair Correlation Divergence Scanner v6This strategy identifies divergence opportunities between two correlated assets using a combination of Z-Score spread analysis, trend confirmation, RSI & MACD momentum checks, correlation filters, and ATR-based stop-loss/take-profit management. It’s optimized for positive P&L and realistic trade execution.
Key Features:
Pair Divergence Detection:
Measures deviation between returns of two assets and identifies overbought/oversold spread conditions using Z-Score.
Trend Alignment:
Trades only in the direction of the primary asset’s trend using a fast EMA vs slow EMA filter.
Momentum Confirmation:
Confirms trades with RSI and MACD to reduce false signals.
Correlation Filter:
Ensures the pair is strongly correlated before taking trades, avoiding noisy signals.
Risk Management:
Dynamic ATR-based stop-loss and take-profit ensures proper reward-to-risk ratio.
Exit Conditions:
Automatically closes positions when Z-Score normalizes, or ATR-based exits are hit.
How It Works:
Calculate Returns:
Computes returns for both assets over the selected timeframe.
Z-Score Spread:
Calculates the spread between returns and normalizes it using moving average and standard deviation.
Trend Filter:
Only takes long trades if the fast EMA is above the slow EMA, and short trades if the fast EMA is below the slow EMA.
Momentum Confirmation:
Confirms trade direction with RSI (>50 for longs, <50 for shorts) and MACD alignment.
Correlation Check:
Ensures the pair’s recent correlation is strong enough to validate divergence signals.
Trade Execution:
Opens positions when Z-Score crosses thresholds and all conditions align. Positions close when Z-Score normalizes or ATR-based SL/TP is hit.
Plot Explanation:
Z-Score: Blue line shows divergence magnitude.
Entry Levels: Red/Green lines mark long/short thresholds.
Exit Zone: Gray lines show normalization zone.
EMA Trend Lines: Purple (fast), Orange (slow) for trend alignment.
Correlation: Teal overlay shows current correlation strength.
Usage Tips:
Use highly correlated pairs for best results (e.g., EURUSD/GBPUSD).
Run on higher timeframe charts (1h or 4h) to reduce noise.
Adjust ATR multiplier based on volatility to avoid premature stops.
Combine with alerts for automated notifications or webhook execution.
Conclusion:
The Profitable Pair Correlation Divergence Scanner v6 is designed for traders who want systematic, low-risk, positive P&L trading opportunities with minimal manual monitoring. By combining trend alignment, momentum confirmation, correlation filters, and dynamic exits, it reduces false signals and improves execution reliability.
Run it on TradingView and watch how it captures divergence opportunities while maintaining positive P&L across trades.
US Market Long Horizon Momentum Summary in one paragraph
US Market Long Horizon Momentum is a trend following strategy for US index ETFs and futures built around a single eighteen month time series momentum measure. It helps you stay long during persistent bull regimes and step aside or flip short when long term momentum turns negative.
Scope and intent
• Markets. Large cap US equity indices, liquid US index ETFs, index futures
• Timeframes. 4h/ Daily charts
• Default demo used in the publication. SPY on 4h timeframe chart
• Purpose. Provide a minimal long bias index timing model that can reduce deep drawdowns and capture major cycles without parameter mining
• Limits. This is a strategy. Orders are simulated on standard candles only
Originality and usefulness
• Unique concept or fusion. One unscaled multiple month log return of an external benchmark symbol drives all entries and exits, with optional volatility targeting as a single risk control switch.
• Failure mode addressed. Fully passive buy and hold ignores the sign of long horizon momentum and can sit through multi year drawdowns. This script offers a way to step down risk in prolonged negative momentum without chasing short term noise.
• Testability. All parameters are visible in Inputs and the momentum series is plotted so users can verify every regime change in the Tester and on price history.
• Portable yardstick. The log return over a fixed window is a unit that can be applied to any liquid symbol with daily data.
Method overview in plain language
The method looks at how far the benchmark symbol has moved in log return terms over an eighteen month window in our example. If that long horizon return is positive the strategy allows a long stance on the traded symbol. If it is negative and shorts are enabled the strategy can flip short, otherwise it goes flat. There is an optional realised volatility estimate on the traded symbol that can scale position size toward a target annual volatility, but in the default configuration the model uses unit leverage and only the sign of momentum matters.
Base measures
Return basis. The core yardstick is the natural log of close divided by the close eighteen months ago on the benchmark symbol. Daily log returns of the traded symbol feed the realised volatility estimate when volatility targeting is enabled.
Components
• Component one Momentum eighteen months. Log of benchmark close divided by its close mom_lookback bars ago. Its sign defines the trend regime. No extra smoothing is applied beyond the long window itself.
• Component two Realised volatility optional. Standard deviation of daily log returns on the traded symbol over sixty three days. Annualised by the square root of 252. Used only when volatility targeting is enabled.
• Optional component Volatility targeting. Converts target annual volatility and realised volatility into a leverage factor clipped by a maximum leverage setting.
Fusion rule
The model uses a simple gate. First compute the sign of eighteen month log momentum on the benchmark symbol. Optionally compute leverage from volatility. The sign decides whether the strategy wants to be long, short, or flat. Leverage only rescales position size when enabled and does not change direction.
Signal rule
• Long suggestion. When eighteen month log momentum on the benchmark symbol is greater than zero, the strategy wants to be long.
• Short suggestion. When that log momentum is less than zero and shorts are allowed, the strategy wants to be short. If shorts are disabled it stays flat instead.
• Wait state. When the log momentum is exactly zero or history is not long enough the strategy stays flat.
• In position. In practice the strategy sits IN LONG while the sign stays positive and flips to IN SHORT or flat only when the sign changes.
Inputs with guidance
Setup
• Momentum Lookback (months). Controls the horizon of the log return on the benchmark symbol. Typical range 6 to 24 months. Raising it makes the model slower and more selective. Lowering it makes it more reactive and sensitive to medium term noise.
• Symbol. External symbol used for the momentum calculation, SPY by default. Changing it lets you time other indices or run signals from a benchmark while trading a correlated instrument.
Logic
• Allow Shorts. When true the strategy will open short positions during negative momentum regimes. When false it will stay flat whenever momentum is negative. Practical setting is tied to whether you use a margin account or an ETF that supports shorting.
Internal risk parameters (not exposed as inputs in this version) are:
• Target Vol (annual). Target annual volatility for volatility targeting, default 0.2.
• Vol Lookback (days). Window for realised volatility, default 63 trading days.
• Max Leverage. Cap on leverage when volatility targeting is enabled, default 2.
Usage recipes
Swing continuation
• Signal timeframe. Use the daily chart.
• Benchmark symbol. Leave at SPY for US equity index exposure.
• Momentum lookback. Eighteen months as a default, with twelve months as an alternative preset for a faster swing bias.
Properties visible in this publication
• Initial capital. 100000
• Base currency. USD
• Default order size method. 5% of the total capital in this example
• Pyramiding. 0
• Commission. 0.03 percent
• Slippage. 3 ticks
• Process orders on close. On
• Bar magnifier. Off
• Recalculate after order is filled. Off
• Calc on every tick. Off
• All request.security calls use lookahead = barmerge.lookahead_off
Realism and responsible publication
The strategy is for education and research only. It does not claim any guaranteed edge or future performance. All results in Strategy Tester are hypothetical and depend on the data vendor, costs, and slippage assumptions. Intrabar motion is not modeled inside daily bars so extreme moves and gaps can lead to fills that differ from live trading. The logic is built for standard candles and should not be used on synthetic chart types for execution decisions.
Performance is sensitive to regime structure in the US equity market, which may change over time. The strategy does not protect against single day crash risk inside bars and does not model gap risk explicitly. Past behavior of SPY and the momentum effect does not guarantee future persistence.
Honest limitations and failure modes
• Long sideways regimes with small net change over eighteen months can lead to whipsaw around the zero line.
• Very sharp V shaped reversals after deep declines will often be missed because the model waits for momentum to turn positive again.
• The sample size in a full SPY history is small because regime changes are infrequent, so any test must be interpreted as indicative rather than statistically precise.
• The model is highly dependent on the chosen lookback. Users should test nearby values and validate that behavior is qualitatively stable.
Legal
Education and research only. Not investment advice. You are responsible for your own decisions. Always test on historical data and in simulation with realistic costs before any live use.
Kurtosis with Skew Crossover Focused OscillatorDescription:
This indicator highlights Skewness/Kurtosis crossovers for short-term trading:
Green upward arrows: Skew crosses above Kurtosis → potential long signal.
Red downward arrows: Skew crosses below Kurtosis → potential short signal.
Yellow upward arrows: Extreme negative skew (skew ≤ -1.7) → potential oversold/reversal opportunity.
Oscillator Pane:
Orange = Skewness (smoothed)
Blue = Kurtosis (adjusted, smoothed)
Zero line = visual reference
Usage:
Primarily for 2–5 minute charts, highlighting statistical anomalies and potential short-term reversals that can be used in conjunction with OBV and/or CVD
Arrows signal potential entries based on skew/kurt dynamics.
Potential ideas???????
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Add Supporting Market Context
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Currently, signals are purely based on skew/kurt crossovers. Adding supporting indicators could improve reliability:
Volume / CVD: Identify when crossovers occur with real buying/selling pressure.
Wick Imbalance: Detect forced moves in price structure.
Volatility Regime (Parkinson / ATR): Filter signals during high volatility spikes or compressions.
Experimentation: Try weighting these supporting signals to dynamically confirm or filter skew/kurt crossovers and see if false signals decrease on 2–5 minute charts.
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Dynamic Thresholds & Scaling
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Right now, the extreme skew signal is triggered at a fixed level (skew ≤ -1.7). Future improvements could include:
Adaptive thresholds: Scale extreme skew levels based on recent standard deviation or intraday volatility.
Kurtosis thresholds: Introduce a cutoff for kurtosis to identify “fat-tail” events.
Experimentation: Backtest different adaptive thresholds for both skew and kurt, and see how it affects the precision vs. frequency of signals.
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Multi-Timeframe or Combined Oscillator
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Skew/kurt signals could be combined across multiple intraday timeframes (e.g., 1-min, 3-min, 5-min) to improve confirmation.
Create a composite oscillator that blends short-term and slightly longer-term skew/kurt values to reduce noise.
Experimentation: Compare a single timeframe approach vs multi-timeframe composite, and measure signal reliability and lag.
I'm leaving this open so anyone can experiment with it as this project may be on the backburner, but these are my thoughts so far
Buyer-Seller Locomotive IndexBuyer-Seller Locomotive Index (BSLI)
An original indicator that measures buyer and seller pressure, momentum shifts, and structural control in the market.
Overview
The Buyer-Seller Locomotive Index evaluates candle-level positioning relative to an adaptive EMA-based reference price. It calculates bull vs bear strength percentages and Total Power momentum using fast and slow EMAs, providing insight into which side currently dominates market structure. By combining pressure analysis with momentum smoothing, BSLI highlights both the intensity and direction of market control.
Features
Bull/Bear Strength Percentages: Normalized 0–100 values showing current dominance and threshold-based high-strength alerts.
Total Power Momentum: Fast and slow EMA crossover signals with a histogram to visualize expansion or contraction of pressure.
Visual Markers: Optional fight diamonds highlight candles intersecting the reference price, while dynamic labels show the exact strength percentages.
Crossover Signals: Circles mark potential shifts in momentum, helping to identify early transitions in market control.
Customizable Display: Users can toggle labels, markers, and histogram visibility for a clean or detailed chart view.
How to Use
BSLI provides traders with a multi-layered view of market structure:
Observe shifts in buyer vs seller dominance.
Spot early momentum transitions before trends become obvious.
Confirm price structure with Total Power and strength percentages.
Highlight periods of compression, conflict, or indecision for additional context.
This indicator is intended as a supportive analysis tool. Traders should combine it with personal methodology, risk management, and other analysis techniques. It is not a standalone trade signal.
Important Notes
Measures relative pressure, not absolute volume.
Percentages reflect current structure, not predicted price direction.
Signals are contextual; do not rely solely on crossovers for trading decisions.
Uses no lookahead; all calculations are based on completed bars.
Results may vary by asset, timeframe, and market volatility.
Originality
BSLI uniquely combines adaptive pressure extraction, normalized strength percentages, dual-EMA power momentum, conflict detection, and integrated labeling. This multi-component approach provides a clear and actionable view of the evolving balance between buyers and sellers, supporting both short-term and structural analysis.
Momentum Structural AnalysisMomentum Structural Analysis (MSA‑style Oscillator)
This indicator implements a simple, MSA‑style momentum oscillator that measures how far price has moved above or below its own long‑term trend on the active timeframe, expressed in percentage terms. Instead of looking at raw price, it "oscillates" price around a timeframe‑appropriate simple moving average (SMA) and plots the percentage distance from that SMA as an orange line around a zero baseline. Zero means price is exactly at its structural trend; positive values mean price is extended above trend; negative values mean it is trading below trend.
The script automatically selects the SMA length based on the chart timeframe:
On daily charts it uses the configurable Daily SMA Length (default 252 trading days, roughly 1 year).
On weekly charts it uses Weekly SMA Length (default 208 weeks).
On monthly charts it uses Monthly SMA Length (default 120 months).
This approach is inspired by the ideas behind Momentum Structural Analysis (MSA), which studies where a market trades relative to long‑term moving averages and then treats the momentum line (the oscillator) as the primary object of analysis. The goal is to highlight structural overbought/oversold conditions and regime changes that are often clearer on momentum than on the raw price chart.
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What the script computes and how it works
For each bar, the indicator:
Chooses an SMA length based on the current timeframe (daily/weekly/monthly).
Calculates the SMA of the close.
Computes the percentage distance:
\text{Diff %} = \frac{\text{Close} - \text{SMA}}{\text{SMA}} \times 100
Plots this Diff % as an orange line, with a dashed horizontal zero line as the base.
This produces a momentum oscillator that oscillates around zero and reflects the "structural" position of price versus its own long‑term mean.
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How to use it on index charts (e.g., NIFTY50)
On indices like NIFTY50, use the indicator to see how stretched the index is versus its structural trend.
Typical uses:
Identify extremes: a). Historically high positive readings can signal euphoric, late‑stage conditions where risk is elevated. b). Deep negative readings can highlight panic/capitulation zones where downside may be exhausted.
Draw structural levels: a). Mark horizontal bands on the oscillator where past turns have occurred (e.g., +15%, −10%, etc. specific to NIFTY50). b). Watch how price behaves when the oscillator revisits these zones: repeated rejections can validate them as structural bounds; clean breaks can indicate a change of regime.
This is not a buy/sell signal generator by itself; it is a framework to understand where the index sits within its long‑term momentum structure and to support risk‑management decisions.
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How to use it on ratio charts
Apply the same indicator to ratio symbols such as NIFTY50/GOLD, BANKNIFTY/NIFTY50, sector vs index, or any spread you plot as a ratio.
On a ratio chart:
The oscillator now measures relative momentum: how far that ratio is above or below its own long‑term mean.
High positive readings = strong outperformance of the numerator vs the denominator (e.g., equities strongly outperforming gold).
Deep negative readings = strong underperformance (e.g., equities structurally lagging gold).
This is very much in the spirit of MSA’s work on spreads between asset classes: it helps visualize major rotations (equities → gold, financials → commodities, etc.) and whether a relative‑performance trend is stretched, reverting, or breaking into a new phase.
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Using multiple timeframes for better decisions
You can stack information across timeframes to get a more robust view:
Monthly : a). Use monthly charts to see secular/structural phases. b). Long multi‑year stretches above or below zero, and large bases or trendline breaks on the monthly oscillator, can mark major bull or bear cycles and big rotations between asset classes.
Weekly : a). Use weekly charts for the primary trend. b). Weekly structures (multi‑month highs/lows, channels, or trendlines on the oscillator) are useful for medium‑term positioning and for confirming or rejecting signals seen on the monthly view.
Daily : a). Use daily charts mainly for timing entries/exits once the higher‑timeframe direction is clear. b). Short‑term extremes on the daily oscillator that align with the larger weekly/monthly structure can offer better‑timed opportunities, while signals that contradict higher‑timeframe momentum are more likely to be noise.
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VMDM - Volume, Momentum & Divergence Master [BullByte]VMDM - Volume, Momentum and Divergence Master
Educational Multi-Layer Market Structure Analysis System
Multi-factor divergence engine that scores RSI momentum, volume pressure, and institutional footprints into one non-repainting confluence rating (0-100).
WHAT THIS INDICATOR IS
VMDM is an educational indicator designed to teach traders how to recognize high-probability reversal and continuation patterns by analyzing four independent market dimensions simultaneously. Instead of relying on a single indicator that may produce frequent false signals, VMDM creates a confluence-based scoring system that weights multiple confirmation factors, helping you understand which setups have stronger technical backing and which are lower quality.
This is NOT a trading system or signal generator. It is a learning tool that visualizes complex market structure concepts in an accessible format for both coders and non-coders.
THE PROBLEM IT SOLVES
Most traders face these common challenges:
Challenge 1 - Indicator Overload: Running RSI, volume analysis, and divergence detection separately creates chart clutter and conflicting signals. You waste time cross-referencing multiple windows trying to determine if all factors align.
Challenge 2 - False Divergences: Standard divergence indicators trigger on every minor pivot, creating noise. Many divergences fail because they lack supporting evidence from volume or market structure.
Challenge 3 - Missed Context: A bullish RSI divergence means nothing if it occurs during weak volume or in the middle of strong distribution. Context determines quality.
Challenge 4 - Repainting Confusion: Many divergence scripts repaint, showing perfect historical signals that never actually triggered in real-time, leading to false confidence.
Challenge 5 - Institutional Pattern Recognition: Absorption zones, stop hunts, and exhaustion patterns are taught in trading education but difficult to identify systematically without manual analysis.
VMDM addresses all five challenges by combining complementary analytical layers into one transparent, non-repainting, confluence-weighted system with visual clarity.
WHY THIS SPECIFIC COMBINATION - MASHUP JUSTIFICATION
This indicator is NOT a random mashup of popular indicators. Each of the four layers serves a specific analytical purpose and together they create a complete market structure assessment framework.
THE FOUR ANALYTICAL LAYERS
LAYER 1 - RSI MOMENTUM DIVERGENCE (Trend Exhaustion Detection)
Purpose: Identifies when price momentum is weakening before price itself reverses.
Why RSI: The Relative Strength Index measures momentum on a bounded 0-100 scale, making divergence detection mathematically consistent across all assets and timeframes. Unlike raw price oscillators, RSI normalizes momentum regardless of volatility regime.
How It Contributes: Divergence between price pivots and RSI pivots reveals early momentum exhaustion. A lower price low with a higher RSI low (bullish regular divergence) signals sellers are losing strength even as price makes new lows. This is the PRIMARY signal generator in VMDM.
Limitation If Used Alone: RSI divergence by itself produces many false signals because momentum can remain weak during continued trends. It needs confirmation from volume and structural evidence.
LAYER 2 - VOLUME PRESSURE ANALYSIS (Buying vs Selling Intensity)
Purpose: Quantifies whether the current bar's volume reflects buying pressure or selling pressure based on where price closed within the bar's range.
Methodology: Instead of just measuring volume size, VMDM calculates WHERE in the bar range the close occurred. A close near the high on high volume indicates strong buying absorption. A close near the low indicates selling pressure. The calculation accounts for wick size (wicks reduce pressure quality) and uses percentile ranking over a lookback period to normalize pressure strength on a 0-100 scale.
Formula Concept:
Buy Pressure = Volume × (Close - Low) / (High - Low) × Wick Quality Factor
Sell Pressure = Volume × (High - Close) / (High - Low) × Wick Quality Factor
Net Pressure = Buy Pressure - Sell Pressure
Pressure Strength = Percentile Rank of Net Pressure over lookback period
Why Percentile Ranking: Absolute volume varies by asset and session. Percentile ranking makes 85th percentile pressure on low-volume crypto comparable to 85th percentile pressure on high-volume forex.
How It Contributes: When a bullish divergence occurs at a pivot low AND pressure strength is above 60 (strong buying), this adds 25 confluence points. It confirms that the divergence is occurring during actual accumulation, not just weak selling.
Limitation If Used Alone: Pressure analysis shows current bar intensity but cannot identify trend exhaustion or reversal timing. High buying pressure can exist during a strong uptrend with no reversal imminent.
LAYER 3 - BEHAVIORAL FOOTPRINT PATTERNS (Volume Anomaly Detection)
CRITICAL DISCLAIMER: The terms "institutional footprint," "absorption," "stop hunt," and "exhaustion" used in this indicator are EDUCATIONAL LABELS for specific price and volume behavioral patterns. These patterns are detected through technical analysis of publicly available price, volume, and bar structure data. This indicator does NOT have access to actual institutional order flow, market maker data, broker stop-loss locations, or any non-public data source. These pattern names are used because they are common terminology in trading education to describe these technical behaviors. The analysis is interpretive and based on observable price action, not privileged information.
Purpose: Detect volume anomalies and price patterns that historically correlate with potential reversal zones or trend continuation failure.
Pattern Type 1 - Absorption (Labeled as "ACCUMULATION" or "DISTRIBUTION")
Detection Criteria: Volume is more than 2x the moving average AND bar range is less than 50 percent of the average bar range.
Interpretation: High volume compressed into a tight range suggests large participants are absorbing supply (accumulation) or distribution (distribution) without allowing price to move significantly. This often precedes directional moves once absorption completes.
Visual: Colored box zone highlighting the absorption area.
Pattern Type 2 - Stop Hunt (Labeled as "BULL HUNT" or "BEAR HUNT")
Detection Criteria: Price penetrates a recent 10-bar high or low by a small margin (0.2 percent), then closes back inside the range on above-average volume (1.5x+).
Interpretation: Price briefly spikes beyond recent structure (likely triggering stop losses placed just beyond obvious levels) then reverses. This is a classic false breakout pattern often seen before reversals.
Visual: Label at the wick extreme showing hunt direction.
Pattern Type 3 - Exhaustion (Labeled as "SELL EXHAUST" or "BUY EXHAUST")
Detection Criteria: Lower wick is more than 2.5x the body size with volume above 1.8x average and RSI below 35 (sell exhaustion), OR upper wick more than 2.5x body size with volume above 1.8x average and RSI above 65 (buy exhaustion).
Interpretation: Large wicks with high volume and extreme RSI suggest aggressive buying or selling was met with equally aggressive rejection. This exhaustion often marks short-term extremes.
Visual: Label showing exhaustion type.
How These Contribute: When a divergence forms at a pivot AND one of these behavioral patterns is active, the confluence score increases by 20 points. This confirms the divergence is occurring during structural anomaly activity, not just normal price flow.
Limitation If Used Alone: These patterns can occur mid-trend and do not indicate direction without momentum context. Absorption in a strong uptrend may just be continuation accumulation.
LAYER 4 - CONFLUENCE SCORING MATRIX (Quality Weighting System)
Purpose: Translate all detected conditions into a single 0-100 quality score so you can objectively compare setups.
Scoring Breakdown:
Divergence Present: +30 points (primary signal)
Pressure Confirmation: +25 points (volume supports direction)
Behavioral Footprint Active: +20 points (structural anomaly present)
RSI Extreme: +15 points (RSI below 30 or above 70 at pivot)
Volume Spike: +10 points (current volume above 1.5x average)
Maximum Possible Score: 100 points
Why These Weights: The weights reflect reliability hierarchy based on backtesting observation. Divergence is the core signal (30 points), but without volume confirmation (25 points) many fail. Behavioral patterns add meaningful context (20 points). RSI extremes and volume spikes are secondary confirmations (15 and 10 points).
Quality Tiers:
90-100: TEXTBOOK (all factors aligned)
75-89: HIGH QUALITY (strong confluence)
60-74: VALID (meets minimum threshold)
Below 60: DEVELOPING (not displayed unless threshold lowered)
How It Contributes: The confluence score allows you to filter noise. You can set your minimum quality threshold in settings. Higher thresholds (75+) show fewer but higher-quality patterns. Lower thresholds (50-60) show more patterns but include lower-confidence setups. This teaches you to distinguish strong setups from weak ones.
Limitation: Confluence scoring is historical observation-based, not predictive guarantee. A 95-point setup can still fail. The score represents technical alignment, not future certainty.
WHY THIS COMBINATION WORKS TOGETHER
Each layer addresses a limitation in the others:
RSI Divergence identifies WHEN momentum is exhausting (timing)
Volume Pressure confirms WHETHER the exhaustion is accompanied by opposite-side accumulation (confirmation)
Behavioral Footprint shows IF structural anomalies support the reversal hypothesis (context)
Confluence Scoring weights ALL factors into an objective quality metric (filtering)
Using only RSI divergence gives you timing without confirmation. Using only volume pressure gives you intensity without directional context. Using only pattern detection gives you anomalies without trend exhaustion context. Using all four together creates a complete analytical framework where each layer compensates for the others' weaknesses.
This is not a mashup for the sake of combining indicators. It is a structured analytical system where each component has a defined role in a multi-dimensional market assessment process.
HOW TO READ THE INDICATOR - VISUAL ELEMENTS GUIDE
VMDM displays up to five visual layer types. You can enable or disable each layer independently in settings under "Visual Layers."
VISUAL LAYER 1 - MARKET STRUCTURE (Pivot Points and Lines)
What You See:
Small labels at swing highs and lows marked "PH" (Pivot High) and "PL" (Pivot Low) with horizontal dashed lines extending right from each pivot.
What It Means:
These are CONFIRMED pivots, not real-time. A pivot low appears AFTER the required right-side confirmation bars pass (default 3 bars). This creates a delay but prevents repainting. The pivot only appears once it is mathematically confirmed.
The horizontal lines represent support (from pivot lows) and resistance (from pivot highs) levels where price previously found significant rejection.
Color Coding:
Green label and line: Pivot Low (potential support)
Red label and line: Pivot High (potential resistance)
How To Use:
These pivots are the foundation for divergence detection. Divergence is only calculated between confirmed pivots, ensuring all signals are non-repainting. The lines help you see historical structure levels.
VISUAL LAYER 2 - PRESSURE ZONES (Background Color)
What You See:
Subtle background color shading on bars - light green or light red tint.
What It Means:
This visualizes volume pressure strength in real-time.
Color Coding:
Light Green Background: Pressure Strength above 70 (strong buying pressure - price closing near highs on volume)
Light Red Background: Pressure Strength below 30 (strong selling pressure - price closing near lows on volume)
No Color: Neutral pressure (pressure between 30-70)
How To Use:
When a bullish divergence pattern appears during green pressure zones, it suggests the divergence is forming during accumulation. When a bearish divergence appears during red zones, distribution is occurring. Pressure zones help you filter divergences - those forming in supportive pressure environments have higher probability.
VISUAL LAYER 3 - DIVERGENCE LINES (Dotted Connectors)
What You See:
Dotted lines connecting two pivot points (either two pivot lows or two pivot highs).
What It Means:
A divergence has been detected between those two pivots. The line connects the price pivots where RSI showed opposite behavior.
Color Coding:
Bright Green Line: Bullish divergence (regular or hidden)
Bright Red Line: Bearish divergence (regular or hidden)
How To Use:
The divergence line appears ONLY after the second pivot is confirmed (delayed by right-side confirmation bars). This is intentional to prevent repainting. When you see the line appear, it means:
For Bullish Regular Divergence:
Price made a lower low (second pivot lower than first)
RSI made a higher low (RSI at second pivot higher than first)
Interpretation: Downtrend losing momentum
For Bullish Hidden Divergence:
Price made a higher low (second pivot higher than first)
RSI made a lower low (RSI at second pivot lower than first)
Interpretation: Uptrend continuation likely (pullback within uptrend)
For Bearish Regular Divergence:
Price made a higher high (second pivot higher than first)
RSI made a lower high (RSI at second pivot lower than first)
Interpretation: Uptrend losing momentum
For Bearish Hidden Divergence:
Price made a lower high (second pivot lower than first)
RSI made a higher high (RSI at second pivot higher than first)
Interpretation: Downtrend continuation likely (bounce within downtrend)
If "Show Consolidated Analysis Label" is disabled, a small label will appear on the divergence line showing the divergence type abbreviation.
VISUAL LAYER 4 - BEHAVIORAL FOOTPRINT MARKERS
What You See:
Boxes, labels, and markers at specific bars showing pattern detection.
ABSORPTION ZONES (Boxes):
Colored rectangular boxes spanning one or more bars.
Purple Box: Accumulation absorption zone (high volume, tight range, bullish close)
Red Box: Distribution absorption zone (high volume, tight range, bearish close)
If absorption continues for multiple consecutive bars, the box extends and a counter appears in the label showing how many bars the absorption lasted.
What It Means: Large volume is being absorbed without significant price movement. This often precedes directional breakouts once the absorption phase completes.
STOP HUNT MARKERS (Labels):
Small labels below or above wicks labeled "BULL HUNT" or "BEAR HUNT" (may show bar count if consecutive).
What It Means:
BULL HUNT : Price spiked below recent lows then reversed back up on volume - likely triggered sell stops before reversing
BEAR HUNT : Price spiked above recent highs then reversed back down on volume - likely triggered buy stops before reversing
EXHAUSTION MARKERS (Labels):
Labels showing "SELL EXHAUST" or "BUY EXHAUST."
What It Means:
SELL EXHAUST : Large lower wick with high volume and low RSI - aggressive selling met with strong rejection
BUY EXHAUST : Large upper wick with high volume and high RSI - aggressive buying met with strong rejection
How To Use:
These markers help you identify WHERE structural anomalies occurred. When a divergence signal appears AT THE SAME TIME as one of these patterns, the confluence score increases. You are looking for alignment - divergence + behavioral pattern + pressure confirmation = high-quality setup.
VISUAL LAYER 5 - CONSOLIDATED ANALYSIS LABEL (Main Pattern Signal)
What You See:
A large label appearing at pivot points (or in real-time mode, at current bar) containing full pattern analysis.
Label Appearance:
Depending on your "Use Compact Label Format" setting:
COMPACT MODE (Single Line):
Example: "BULLISH REGULAR | Q:HIGH QUALITY C:82"
Breakdown:
BULLISH REGULAR: Divergence type detected
Q:HIGH QUALITY: Pattern quality tier
C:82: Confluence score (82 out of 100)
FULL MODE (Multi-Line Detailed):
Example:
PATTERN DETECTED
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BULLISH REGULAR
Quality: HIGH QUALITY
Price: Lower Low
Momentum: Higher Low
Signal: Weakening Downtrend
CONFLUENCE: 82/100
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Divergence: 30
Pressure: 25
Institutional: 20
RSI Extreme: 0
Volume: 10
Breakdown:
Top section: Pattern type and quality
Middle section: Divergence explanation (what price did vs what RSI did)
Bottom section: Confluence score with itemized breakdown showing which factors contributed
Label Position:
In Confirmed modes: Label appears AT the pivot point (delayed by confirmation bars)
In Real-time mode: Label appears at current bar as conditions develop
Label Color:
Gold: Textbook quality (90+ confluence)
Green: High quality (75-89 confluence)
Blue: Valid quality (60-74 confluence)
How To Use:
This is your primary decision-making label. When it appears:
Check the divergence type (regular divergences are reversal signals, hidden divergences are continuation signals)
Review the quality tier (textbook and high quality have better historical win rates)
Examine the confluence breakdown to see which factors are present and which are missing
Look at the chart context (trend, support/resistance, timeframe)
Use this information to assess whether the setup aligns with your strategy
The label does NOT tell you to buy or sell. It tells you a technical pattern has formed and provides the quality assessment. Your trading decision must incorporate risk management, market context, and your strategy rules.
UNDERSTANDING THE THREE DETECTION MODES
VMDM offers three signal detection modes in settings to accommodate different trading styles and learning objectives.
MODE 1: "Confluence Only (Real-Time)"
How It Works: Displays signals AS THEY DEVELOP on the current bar without waiting for pivot confirmation. The system calculates confluence score from pressure, volume, RSI extremes, and behavioral patterns. Divergence signals are NOT required in this mode.
Delay: ZERO - signals appear immediately.
Use Case: Real-time scanning for high-confluence zones without divergence requirement. Useful for intraday traders who want immediate alerts when multiple factors align.
Tradeoff: More frequent signals but includes setups without confirmed divergence. Higher false signal rate. Signals can change as the bar develops (not repainting in historical bars, but current bar updates).
Visual Behavior: Labels appear at the current bar. No divergence lines unless divergence happens to be present.
MODE 2: "Divergence + Confluence (Confirmed)" - DEFAULT RECOMMENDED
How It Works: Full system engagement. Signals appear ONLY when:
A pivot is confirmed (requires right-side confirmation bars to pass)
Divergence is detected between current pivot and previous pivot
Total confluence score meets or exceeds your minimum threshold
Delay: Equal to your "Pivot Right Bars" setting (default 3 bars). This means signals appear 3 bars AFTER the actual pivot formed.
Use Case: Highest-quality, non-repainting signals for swing traders and learners who want to study confirmed pattern completion.
Tradeoff: Delayed signals. You will not receive the signal until confirmation occurs. In fast-moving markets, price may have already moved significantly by the time the signal appears.
Visual Behavior: Labels appear at the historical pivot location (in the past). Divergence lines connect the two pivots. This is the most educational mode because it shows completed, confirmed patterns.
Non-Repainting Guarantee: Yes. Once a signal appears, it never disappears or changes.
MODE 3: "Divergence + Confluence (Relaxed)"
How It Works: Same as Confirmed mode but with adaptive thresholds. If confluence is very high (10 points above threshold), the signal may appear even if some factors are weak. If divergence is present but confluence is slightly below threshold (within 10 points), it may still appear.
Delay: Same as Confirmed mode (right-side confirmation bars).
Use Case: Slightly more signals than Confirmed mode for traders willing to accept near-threshold setups.
Tradeoff: More signals but lower average quality than Confirmed mode.
Visual Behavior: Same as Confirmed mode.
DASHBOARD GUIDE - READING THE METRICS
The dashboard appears in the corner of your chart (position selectable in settings) and provides real-time market state analysis.
You can choose between four dashboard detail levels in settings: Off, Compact, Optimized (default), Full.
DASHBOARD ROW EXPLANATIONS
ROW 1 - Header Information
Left: Current symbol and timeframe
Center: "VMDM "
Right: Version number
ROW 2 - Mode and Delay
Shows which detection mode you are using and the signal delay.
Example: "CONFIRMED | Delay: 3 bars"
This reminds you that signals in confirmed mode appear 3 bars after the pivot forms.
ROW 3 - Market Regime
Format: "TREND UP HV" or "RANGING NV"
First Part - Trend State:
TREND UP: 20 EMA above 50 EMA with strong separation
TREND DOWN: 20 EMA below 50 EMA with strong separation
RANGING: EMAs close together, low trend strength
TRANSITION: Between trending and ranging states
Second Part - Volatility State:
HV: High Volatility (current ATR more than 1.3x the 50-bar average ATR)
NV: Normal Volatility (current ATR between 0.7x and 1.3x average)
LV: Low Volatility (current ATR less than 0.7x average)
Third Column: Volatility ratio (example: "1.45x" means current ATR is 1.45 times normal)
How To Use: Regime context helps you interpret signals. Reversal divergences are more reliable in ranging or transitional regimes. Continuation divergences (hidden) are more reliable in trending regimes. High volatility means wider stops may be needed.
ROW 4 - Pressure
Shows current volume pressure state.
Format: "BUYING | ██████████░░░░░░░░░"
States:
BUYING : Pressure strength above 60 (closes near highs)
SELLING : Pressure strength below 40 (closes near lows)
NEUTRAL : Pressure strength between 40-60
Bar Visualization: Each block represents 10 percentile points. A full bar (10 filled blocks) = 100th percentile pressure.
Color: Green for buying, red for selling, gray for neutral.
How To Use: When pressure aligns with divergence direction (bullish divergence during buying pressure), confluence is stronger.
ROW 5 - Volume and RSI
Format: "1.8x | RSI 68 | OB"
First Value: Current volume ratio (1.8x = volume is 1.8 times the moving average)
Second Value: Current RSI reading
Third Value: RSI state
OB: Overbought (RSI above 70)
OS: Oversold (RSI below 30)
Blank: Neutral RSI
How To Use: Volume spikes (above 1.5x) during divergence formation add confluence. RSI extremes at pivots add confluence.
ROW 6 - Behavioral Footprint
Format: "BULL HUNT | 2 bars"
Shows the most recent behavioral pattern detected and how long ago.
States:
ACCUMULATION / DISTRIBUTION: Absorption detected
BULL HUNT / BEAR HUNT: Stop hunt detected
SELL EXHAUST / BUY EXHAUST: Exhaustion detected
SCANNING: No recent pattern
NOW: Pattern is active on current bar
How To Use: When footprint activity is recent (within 50 bars) or active now, it adds context to divergence signals forming in that area.
ROW 7 - Current Pattern
Shows the divergence type currently detected (if any).
Examples: "BULLISH REGULAR", "BEARISH HIDDEN", "Scanning..."
Quality: Shows pattern quality (TEXTBOOK, HIGH QUALITY, VALID)
How To Use: This tells you what type of signal is active. Regular divergences are reversal setups. Hidden divergences are continuation setups.
ROW 8 - Session Summary
Format: "14 events | A3 H8 E3"
First Value: Total institutional events this session
Breakdown:
A: Absorption events
H: Stop hunt events
E: Exhaustion events
How To Use: High event counts suggest an active, volatile session with frequent structural anomalies. Low counts suggest quiet, orderly price action.
ROW 9 - Confluence Score (Optimized/Full mode only)
Format: "78/100 | ████████░░"
Shows current real-time confluence score even if no pattern is confirmed yet.
How To Use: Watch this in real-time to see how close you are to pattern formation. When it exceeds your threshold and divergence forms, a signal will appear (after confirmation delay).
ROW 10 - Patterns Studied (Optimized/Full mode only)
Format: "47 patterns | 12 bars ago"
First Value: Total confirmed patterns detected since chart loaded
Second Value: How many bars since the last confirmed pattern appeared
How To Use: Helps you understand pattern frequency on your selected symbol and timeframe. If many bars have passed since last pattern, market may be trending without reversal opportunities.
ROW 11 - Bull/Bear Ratio (Optimized/Full mode only)
Format: "28:19 | BULL"
Shows count of bullish vs bearish patterns detected.
Balance:
BULL: More bullish patterns detected (suggests market has had more bullish reversals/continuations)
BEAR: More bearish patterns detected
BAL: Equal counts
How To Use: Extreme imbalances can indicate directional bias in the studied period. A heavily bullish ratio in a downtrend might suggest frequent failed rallies (bearish continuation). Context matters.
ROW 12 - Volume Ratio Detail (Optimized/Full mode only)
Shows current volume vs average volume in absolute terms.
Example: "1.4x | 45230 / 32300"
How To Use: Confirms whether current activity is above or below normal.
ROW 13 - Last Institutional Event (Full mode only)
Shows the most recent institutional pattern type and how many bars ago it occurred.
Example: "DISTRIBUTION | 23 bars"
How To Use: Tracks recency of last anomaly for context.
SETTINGS GUIDE - EVERY PARAMETER EXPLAINED
PERFORMANCE SECTION
Enable All Visuals (Master Toggle)
Default: ON
What It Does: Master kill switch for ALL visual elements (labels, lines, boxes, background colors, dashboard). When OFF, only plot outputs remain (invisible unless you open data window).
When To Change: Turn OFF on mobile devices, 1-second charts, or slow computers to improve performance. You can still receive alerts even with visuals disabled.
Impact: Dramatic performance improvement when OFF, but you lose all visual feedback.
Maximum Object History
Default: 50 | Range: 10-100
What It Does: Limits how many of each object type (labels, lines, boxes) are kept in memory. Older objects beyond this limit are deleted.
When To Change: Lower to 20-30 on fast timeframes (1-minute charts) to prevent slowdown. Increase to 100 on daily charts if you want more historical pattern visibility.
Impact: Lower values = better performance but less historical visibility. Higher values = more history visible but potential slowdown on fast timeframes.
Alert Cooldown (Bars)
Default: 5 | Range: 1-50
What It Does: Minimum number of bars that must pass before another alert of the same type can fire. Prevents alert spam when multiple patterns form in quick succession.
When To Change: Increase to 20+ on 1-minute charts to reduce noise. Decrease to 1-2 on daily charts if you want every pattern alerted.
Impact: Higher cooldown = fewer alerts. Lower cooldown = more alerts.
USER EXPERIENCE SECTION
Show Enhanced Tooltips
Default: ON
What It Does: Enables detailed hover-over tooltips on labels and visual elements.
When To Change: Turn OFF if you encounter Pine Script compilation errors related to tooltip arguments (rare, platform-specific issue).
Impact: Minimal. Just adds helpful hover text.
MARKET STRUCTURE DETECTION SECTION
Pivot Left Bars
Default: 3 | Range: 2-10
What It Does: Number of bars to the LEFT of the center bar that must be higher (for pivot low) or lower (for pivot high) than the center bar for a pivot to be valid.
Example: With value 3, a pivot low requires the center bar's low to be lower than the 3 bars to its left.
When To Change:
Increase to 5-7 on noisy timeframes (1-minute charts) to filter insignificant pivots
Decrease to 2 on slow timeframes (daily charts) to catch more pivots
Impact: Higher values = fewer, more significant pivots = fewer signals. Lower values = more frequent pivots = more signals but more noise.
Pivot Right Bars
Default: 3 | Range: 2-10
What It Does: Number of bars to the RIGHT of the center bar that must pass for confirmation. This creates the non-repainting delay.
Example: With value 3, a pivot is confirmed 3 bars AFTER it forms.
When To Change:
Increase to 5-7 for slower, more confirmed signals (better for swing trading)
Decrease to 2 for faster signals (better for intraday, but still non-repainting)
Impact: Higher values = longer delay but more reliable confirmation. Lower values = faster signals but less confirmation. This setting directly controls your signal delay in Confirmed and Relaxed modes.
Minimum Confluence Score
Default: 60 | Range: 40-95
What It Does: The threshold score required for a pattern to be displayed. Patterns with confluence scores below this threshold are not shown.
When To Change:
Increase to 75+ if you only want high-quality textbook setups (fewer signals)
Decrease to 50-55 if you want to see more developing patterns (more signals, lower average quality)
Impact: This is your primary signal filter. Higher threshold = fewer, higher-quality signals. Lower threshold = more signals but includes weaker setups. Recommended starting point is 60-65.
TECHNICAL PERIODS SECTION
RSI Period
Default: 14 | Range: 5-50
What It Does: Lookback period for RSI calculation.
When To Change:
Decrease to 9-10 for faster, more sensitive RSI that detects shorter-term momentum changes
Increase to 21-28 for slower, smoother RSI that filters noise
Impact: Lower values make RSI more volatile (more frequent extremes and divergences). Higher values make RSI smoother (fewer but more significant divergences). 14 is industry standard.
Volume Moving Average Period
Default: 20 | Range: 10-200
What It Does: Lookback period for calculating average volume. Current volume is compared to this average to determine volume ratio.
When To Change:
Decrease to 10-14 for shorter-term volume comparison (more sensitive to recent volume changes)
Increase to 50-100 for longer-term volume comparison (smoother, less sensitive)
Impact: Lower values make volume ratio more volatile. Higher values make it more stable. 20 is standard.
ATR Period
Default: 14 | Range: 5-100
What It Does: Lookback period for Average True Range calculation used for volatility measurement and label positioning.
When To Change: Rarely needs adjustment. Use 7-10 for faster volatility response, 21-28 for slower.
Impact: Affects volatility ratio calculation and visual label spacing. Minimal impact on signals.
Pressure Percentile Lookback
Default: 50 | Range: 10-300
What It Does: Lookback period for calculating volume pressure percentile ranking. Your current pressure is ranked against the pressure of the last X bars.
When To Change:
Decrease to 20-30 for shorter-term pressure context (more responsive to recent changes)
Increase to 100-200 for longer-term pressure context (smoother rankings)
Impact: Lower values make pressure strength more sensitive to recent bars. Higher values provide more stable, long-term pressure assessment. Capped at 300 for performance reasons.
SIGNAL DETECTION SECTION
Signal Detection Mode
Default: "Divergence + Confluence (Confirmed)"
Options:
Confluence Only (Real-time)
Divergence + Confluence (Confirmed)
Divergence + Confluence (Relaxed)
What It Does: Selects which detection logic mode to use (see "Understanding The Three Detection Modes" section above).
When To Change: Use Confirmed for learning and non-repainting signals. Use Real-time for live scanning without divergence requirement. Use Relaxed for slightly more signals than Confirmed.
Impact: Fundamentally changes when and how signals appear.
VISUAL LAYERS SECTION
All toggles default to ON. Each controls visibility of one visual layer:
Show Market Structure: Pivot markers and support/resistance lines
Show Pressure Zones: Background color shading
Show Divergence Lines: Dotted lines connecting pivots
Show Institutional Footprint Markers: Absorption boxes, hunt labels, exhaustion labels
Show Consolidated Analysis Label: Main pattern detection label
Use Compact Label Format
Default: OFF
What It Does: Switches consolidated label between single-line compact format and multi-line detailed format.
When To Change: Turn ON if you find full labels too large or distracting.
Impact: Visual clarity vs. information density tradeoff.
DASHBOARD SECTION
Dashboard Mode
Default: "Optimized"
Options: Off, Compact, Optimized, Full
What It Does: Controls how much information the dashboard displays.
Off: No dashboard
Compact: 8 rows (essential metrics only)
Optimized: 12 rows (recommended balance)
Full: 13 rows (every available metric)
Dashboard Position
Default: "Top Right"
Options: Top Right, Top Left, Bottom Right, Bottom Left
What It Does: Screen corner where dashboard appears.
HOW TO USE VMDM - PRACTICAL WORKFLOW
STEP 1 - INITIAL SETUP
Add VMDM to your chart
Select your detection mode (Confirmed recommended for learning)
Set your minimum confluence score (start with 60-65)
Adjust pivot parameters if needed (default 3/3 is good for most timeframes)
Enable the visual layers you want to see
STEP 2 - CHART ANALYSIS
Let the indicator load and analyze historical data
Review the patterns that appear historically
Examine the confluence scores - notice which patterns had higher scores
Observe which patterns occurred during supportive pressure zones
Notice the divergence line connections - understand what price vs RSI did
STEP 3 - PATTERN RECOGNITION LEARNING
When a consolidated analysis label appears:
Read the divergence type (regular or hidden, bullish or bearish)
Check the quality tier (textbook, high quality, or valid)
Review the confluence breakdown - which factors contributed
Look at the chart context - where is price relative to structure, trend, etc.
Observe the behavioral footprint markers nearby - do they support the pattern
STEP 4 - REAL-TIME MONITORING
Watch the dashboard for real-time regime and pressure state
Monitor the current confluence score in the dashboard
When it approaches your threshold, be alert for potential pattern formation
When a new pattern appears (after confirmation delay), evaluate it using the workflow above
Use your trading strategy rules to decide if the setup aligns with your criteria
STEP 5 - POST-PATTERN OBSERVATION
After a pattern appears:
Mark the level on your chart
Observe what price does after the pattern completes
Did price respect the reversal/continuation signal
What was the confluence score of patterns that worked vs. those that failed
Learn which quality tiers and confluence levels produce better results on your specific symbol and timeframe
RECOMMENDED TIMEFRAMES AND ASSET CLASSES
VMDM is timeframe-agnostic and works on any asset with volume data. However, optimal performance varies:
BEST TIMEFRAMES
15-Minute to 1-Hour: Ideal balance of signal frequency and reliability. Pivot confirmation delay is acceptable. Sufficient volume data for pressure analysis.
4-Hour to Daily: Excellent for swing trading. Very high-quality signals. Lower frequency but higher significance. Recommended for learning because patterns are clearer.
1-Minute to 5-Minute: Works but requires adjustment. Increase pivot bars to 5-7 for filtering. Decrease max object history to 30 for performance. Expect more noise.
Weekly/Monthly: Works but very infrequent signals. Increase confluence threshold to 70+ to ensure only major patterns appear.
BEST ASSET CLASSES
Forex Majors: Excellent volume data and clear trends. Pressure analysis works well.
Crypto (Major Pairs): Good volume data. High volatility makes divergences more pronounced. Works very well.
Stock Indices (SPY, QQQ, etc.): Excellent. Clean price action and reliable volume.
Individual Stocks: Works well on high-volume stocks. Low-volume stocks may produce unreliable pressure readings.
Commodities (Gold, Oil, etc.): Works well. Clear trends and reactions.
WHAT THIS INDICATOR CANNOT DO - LIMITATIONS
LIMITATION 1 - It Does Not Predict The Future
VMDM identifies when technical conditions align historically associated with potential reversals or continuations. It does not predict what will happen next. A textbook 95-confluence pattern can still fail if fundamental events, news, or larger timeframe structure override the setup.
LIMITATION 2 - Confirmation Delay Means You Miss Early Entry
In Confirmed and Relaxed modes, the non-repainting design means you receive signals AFTER the pivot is confirmed. Price may have already moved significantly by the time you receive the signal. This is the tradeoff for non-repainting reliability. You can use Real-time mode for faster signals but sacrifice divergence confirmation.
LIMITATION 3 - It Does Not Tell You Position Sizing or Risk Management
VMDM provides technical pattern analysis. It does not calculate stop loss levels, take profit targets, or position sizing. You must apply your own risk management rules. Never risk more than you can afford to lose based on a technical signal.
LIMITATION 4 - Volume Pressure Analysis Requires Reliable Volume Data
On assets with thin volume or unreliable volume reporting, pressure analysis may be inaccurate. Stick to major liquid assets with consistent volume data.
LIMITATION 5 - It Cannot Detect Fundamental Events
VMDM is purely technical. It cannot predict earnings reports, central bank decisions, geopolitical events, or other fundamental catalysts that can override technical patterns.
LIMITATION 6 - Divergence Requires Two Pivots
The indicator cannot detect divergence until at least two pivots of the same type have formed. In strong trends without pullbacks, you may go long periods without signals.
LIMITATION 7 - Institutional Pattern Names Are Interpretive
The behavioral footprint patterns are named using common trading education terminology, but they are detected through technical analysis, not actual institutional data access. The patterns are interpretations based on price and volume behavior.
CONCEPT FOUNDATION - WHY THIS APPROACH WORKS
MARKET PRINCIPLE 1 - Momentum Divergence Precedes Price Reversal
Price is the final output of market forces, but momentum (the rate of change in those forces) shifts first. When price makes a new low but the momentum behind that move is weaker (higher RSI low), it signals that sellers are losing strength even though they temporarily pushed price lower. This precedes reversal. This is a fundamental principle in technical analysis taught by Charles Dow, widely observed in market behavior.
MARKET PRINCIPLE 2 - Volume Reveals Conviction
Price can move on low volume (low conviction) or high volume (high conviction). When price makes a new low on declining volume while RSI shows improving momentum, it suggests the new low is not confirmed by participant conviction. Adding volume pressure analysis to momentum divergence adds a confirmation layer that filters false divergences.
MARKET PRINCIPLE 3 - Anomalies Mark Structural Extremes
When volume spikes significantly but range contracts (absorption), or when price spikes beyond structure then reverses (stop hunt), or when aggressive moves are met with large-wick rejection (exhaustion), these anomalies often mark short-term extremes. Combining these structural observations with momentum analysis creates context.
MARKET PRINCIPLE 4 - Confluence Improves Probability
No single technical factor is reliable in isolation. RSI divergence alone fails frequently. Volume analysis alone cannot time entries. Combining multiple independent factors into a weighted system increases the probability that observed patterns have structural significance rather than random noise.
THE EDUCATIONAL VALUE
By visualizing all four layers simultaneously and breaking down the confluence scoring transparently, VMDM teaches you to think in terms of multi-dimensional analysis rather than single-indicator reliance. Over time, you will learn to recognize these patterns manually and understand which combinations produce better results on your traded assets.
INSTITUTIONAL TERMINOLOGY - IMPORTANT CLARIFICATION
This indicator uses the following terms that are common in trading education:
Institutional Footprint
Absorption (Accumulation / Distribution)
Stop Hunt
Exhaustion
CRITICAL DISCLAIMER:
These terms are EDUCATIONAL LABELS for specific price action and volume behavior patterns detected through technical analysis of publicly available chart data (open, high, low, close, volume). This indicator does NOT have access to:
Actual institutional order flow or order book data
Market maker positions or intentions
Broker stop-loss databases
Non-public trading data
Proprietary institutional information
The patterns labeled as "institutional footprint" are interpretations based on observable price and volume behavior that educational trading literature often associates with potential large-participant activity. The detection is algorithmic pattern recognition, not privileged data access.
When this indicator identifies "absorption," it means it detected high volume within a small range - a condition that MAY indicate large orders being filled but is not confirmation of actual institutional participation.
When it identifies a "stop hunt," it means price briefly penetrated a structural level then reversed - a pattern that MAY have triggered stop losses but is not confirmation that stops were specifically targeted.
When it identifies "exhaustion," it means high volume with large rejection wicks - a pattern that MAY indicate aggressive participation meeting strong opposition but is not confirmation of institutional involvement.
These are technical analysis interpretations, not factual statements about market participant identity or intent.
DISCLAIMER AND RISK WARNING
EDUCATIONAL PURPOSE ONLY
This indicator is designed as an educational tool to help traders learn to recognize technical patterns, understand multi-factor analysis, and practice systematic market observation. It is NOT a trading system, signal service, or financial advice.
NO PERFORMANCE GUARANTEE
Past pattern behavior does not guarantee future results. A pattern that historically preceded price movement in one direction may fail in the future due to changing market conditions, fundamental events, or random variance. Confluence scores reflect historical technical alignment, not future certainty.
TRADING INVOLVES SUBSTANTIAL RISK
Trading financial instruments involves substantial risk of loss. You can lose more than your initial investment. Never trade with money you cannot afford to lose. Always use proper risk management including stop losses, position sizing, and portfolio diversification.
NO PREDICTIVE CLAIMS
This indicator does NOT predict future price movement. It identifies when technical conditions align in patterns that historically have been associated with potential reversals or continuations. Market behavior is probabilistic, not deterministic.
BACKTESTING LIMITATIONS
If you backtest trading strategies using this indicator, ensure you account for:
Realistic commission costs
Realistic slippage (difference between signal price and actual fill price)
Sufficient sample size (minimum 100 trades for statistical relevance)
Reasonable position sizing (risking no more than 1-2 percent of account per trade)
The confirmation delay inherent in the indicator (you cannot enter at the exact pivot in Confirmed mode)
Backtests that do not account for these factors will produce unrealistic results.
AUTHOR LIABILITY
The author (BullByte) is not responsible for any trading losses incurred using this indicator. By using this indicator, you acknowledge that all trading decisions are your sole responsibility and that you understand the risks involved.
NOT FINANCIAL ADVICE
Nothing in this indicator, its code, its description, or its visual outputs constitutes financial, investment, or trading advice. Consult a licensed financial advisor before making investment decisions.
FREQUENTLY ASKED QUESTIONS
Q: Why do signals appear in the past, not at the current bar
A: In Confirmed and Relaxed modes, signals appear at confirmed pivots, which requires waiting for right-side confirmation bars (default 3). This creates a delay but prevents repainting. Use Real-time mode if you want current-bar signals without pivot confirmation.
Q: Can I use this for automated trading
A: You can create alert-based automation, but understand that Confirmed mode signals appear AFTER the pivot with delay, so your entry will not be at the pivot price. Real-time mode signals can change as the current bar develops. Automation requires careful consideration of these factors.
Q: How do I know which confluence score to use
A: Start with 60. Observe which patterns work on your symbol/timeframe. If too many false signals, increase to 70-75. If too few signals, decrease to 55. Quality vs. quantity tradeoff.
Q: Do regular divergences mean I should enter a reversal trade immediately
A: No. Regular divergences indicate momentum exhaustion, which is a WARNING sign that trend may reverse, not a confirmation that it will. Use confluence score, market context, support/resistance, and your strategy rules to make entry decisions. Many divergences fail.
Q: What's the difference between regular and hidden divergence
A: Regular divergence = price and momentum move in opposite directions at extremes = potential reversal signal. Hidden divergence = price and momentum move in opposite directions during pullbacks = potential continuation signal. Hidden divergence suggests the pullback is just a correction within the larger trend.
Q: Why does the pressure zone color sometimes conflict with the divergence direction
A: Pressure is real-time current bar analysis. Divergence is confirmed pivot analysis from the past. They measure different things at different times. A bullish divergence confirmed 3 bars ago might appear during current selling pressure. This is normal.
Q: Can I use this on stocks without volume data
A: No. Volume is required for pressure analysis and behavioral pattern detection. Use only on assets with reliable volume reporting.
Q: How often should I expect signals
A: Depends on timeframe and settings. Daily charts might produce 5-10 signals per month. 1-hour charts might produce 20-30. 15-minute charts might produce 50-100. Adjust confluence threshold to control frequency.
Q: Can I modify the code
A: Yes, this is open source. You can modify for personal use. If you publish a modified version, please credit the original and ensure your publication meets TradingView guidelines.
Q: What if I disagree with a pattern's confluence score
A: The scoring weights are based on general observations and may not suit your specific strategy or asset. You can modify the code to adjust weights if you have data-driven reasons to do so.
Final Notes
VMDM - Volume, Momentum and Divergence Master is an educational multi-layer market analysis system designed to teach systematic pattern recognition through transparent, confluence-weighted signal detection. By combining RSI momentum divergence, volume pressure quantification, behavioral footprint pattern recognition, and quality scoring into a unified framework, it provides a comprehensive learning environment for understanding market structure.
Use this tool to develop your analytical skills, understand how multiple technical factors interact, and learn to distinguish high-quality setups from noise. Remember that technical analysis is probabilistic, not predictive. No indicator replaces proper education, risk management, and trading discipline.
Trade responsibly. Learn continuously. Risk only what you can afford to lose.
-BullByte
Volume Pressure OscillatorThe Volume Pressure Oscillator (VPO) is a momentum-based indicator that measures the directional pressure of cumulative volume delta (CVD) combined with price efficiency. It oscillates between 0 and 100, with readings above 50 indicating net buying pressure and readings below 50 indicating net selling pressure.
The indicator is designed to identify the strength and sustainability of volume-driven trends while remaining responsive during consolidation periods.
How the Indicator Works
The VPO analyzes volume flow by examining price action at lower timeframes to build a Cumulative Volume Delta (CVD). For each chart bar, the indicator looks at intrabar price movements to classify volume as either buying volume or selling volume. These classifications are accumulated into a running total that tracks net directional volume.
The indicator then measures the momentum of this CVD over both short-term and longer-term periods, providing responsiveness to recent changes while maintaining awareness of the broader trend. These momentum readings are normalized using percentile ranking, which creates a stable 0-100 scale that works consistently across different instruments and market conditions.
A key feature is the extreme zone persistence mechanism. When the indicator enters extreme zones (above 80 or below 20), it maintains elevated readings as long as volume pressure continues in the same direction. This allows the VPO to stay in extreme zones during strong trends rather than quickly reverting to neutral, making it useful for identifying sustained volume pressure rather than just temporary spikes.
What Makes This Indicator Different
While many indicators measure volume or volume delta, the VPO specifically measures how aggressively CVD is currently changing and whether that pressure is being sustained. It's the difference between knowing "more volume has accumulated on the buy side" versus "buying pressure is intensifying right now and shows signs of continuation."
1. Focus on CVD Momentum, Not CVD Levels
Most CVD indicators display the cumulative volume delta as a line that trends up or down indefinitely. The VPO is fundamentally different - it measures the slope of CVD rather than the absolute level. This transforms CVD from an unbounded cumulative metric into a bounded 0-100 oscillator that shows the intensity and direction of current volume pressure, not just the historical accumulation.
2. Designed to Stay in Extremes During Trends
Unlike traditional oscillators that treat extreme readings (above 80 or below 20) as overbought/oversold reversal signals, the VPO is engineered to oscillate within extreme zones during strong trends. When sustained buying or selling pressure exists, the indicator remains elevated (e.g., 80-95 or 5-20) rather than quickly reverting to neutral. This makes it useful for trend continuation identification rather than exclusively for reversal trading.
3. Percentile-Based Normalization
The VPO uses percentile ranking over a lookback window, which provides consistent behavior across different instruments, timeframes, and volatility regimes without constant recalibration.
4. Dual-Timeframe Momentum Synthesis
The indicator simultaneously considers short-term CVD momentum (responsive to recent changes) and longer-term CVD momentum (tracking trend direction), weighted and combined with a slow-moving trend bias. This multi-timeframe approach helps it stay responsive in ranging markets while maintaining context during trends.
How to Use the Indicator
Understanding the Zones:
80-100 (Strong Buying Pressure): CVD momentum is strongly positive. In trending markets, the indicator oscillates within this zone rather than immediately reverting to neutral. This suggests sustained accumulation and trend continuation probability.
60-80 (Moderate Buying): Positive volume pressure but not extreme. Suitable for identifying pullback entry opportunities within uptrends.
40-60 (Neutral Zone): Volume pressure is balanced or unclear. No strong directional edge from volume. Often seen during consolidation or trend transitions.
20-40 (Moderate Selling): Negative volume pressure developing. May indicate distribution or downtrend continuation setups.
0-20 (Strong Selling Pressure): CVD momentum is strongly negative. During downtrends, sustained readings in this zone suggest continued distribution and downside follow-through probability.
Practical Applications:
Trend Confirmation: When price makes new highs/lows, check if VPO confirms with similarly elevated readings. Divergences (price making new highs while VPO fails to reach prior highs) may indicate weakening momentum.
Range Trading: During consolidation, the VPO typically oscillates between 30-70. Readings toward the low end of the range (30-40) may present accumulation opportunities, while readings at the high end (60-70) may indicate distribution zones.
Extreme Persistence: If VPO reaches 90+ or drops below 10, this indicates exceptional volume pressure. Rather than fading these extremes immediately, monitor whether the indicator stays elevated. Sustained extreme readings suggest strong trend continuation potential.
Context with Price Action: The VPO is most effective when combined with price action or other orderflow indicators. Use the indicator to gauge whether volume is confirming or contradicting.
What the Indicator Does NOT Do:
It does not provide specific entry or exit signals
It does not predict future price direction
It does not guarantee profitable trades
It should not be used as a standalone trading system
Settings Explanation
Momentum Period (Default: 14)
This parameter controls the lookback period for CVD rate-of-change calculations.
Lower values (5-10): Make the indicator more responsive to recent volume changes. Useful for shorter-term trading and more active oscillation. May produce more whipsaws in choppy markets.
Default value (14): Provides balanced responsiveness while filtering out most noise. Suitable for swing trading and daily timeframe analysis.
Higher values (20-50): Create smoother readings and focus on longer-term volume trends. Better for position trading and reducing false signals, but with slower reaction to genuine changes in volume pressure.
Important Notes:
This indicator requires intrabar data to function properly. On some instruments or timeframes where lower timeframe data is not available, the indicator may not display.
The indicator uses request.security_lower_tf() which has a limit of intrabars. On higher timeframes, this provides extensive history, but on very low timeframes (<1-minute charts), the indicator may only cover limited historical bars.
Volume data quality varies by exchange and instrument. The indicator's effectiveness depends on accurate volume reporting from the data feed.
Session Opening Range Breakout (ORBO)This strategy automates a classic Opening Range Breakout (ORBO) approach: it builds a price range for the first minutes after the market opens, then looks for strong breakouts above or below that range to catch early directional moves.
Concept
The idea behind ORBO is simple:
The first minutes after the session open are often highly informative.
Price forms an “opening range” that acts as a mini support/resistance zone.
A clean breakout beyond this zone can lead to high-momentum moves.
This script turns that logic into a fully backtestable strategy in TradingView.
How the strategy works
Opening Range Session
Default session: 09:30–09:50 (exchange time)
During this window, the script tracks:
orHigh → highest high within the session
orLow → lowest low within the session
This forms your Opening Range for the day.
Breakout Logic (after the window ends)
Once the defined session ends:
Long Entry:
If the close crosses above the Opening Range High (orHigh),
→ strategy.entry("OR Long", strategy.long) is triggered.
Short Entry:
If the close crosses below the Opening Range Low (orLow),
→ strategy.entry("OR Short", strategy.short) is triggered.
Only one opening range per day is considered, which keeps the logic clean and easy to interpret.
Daily Reset
At the start of a new trading day, the script resets:
orHigh := na
orLow := na
A fresh Opening Range is then built using the next session’s 09:30–09:50 candles.
This ensures entries are always based on today’s structure, not yesterday’s.
Visuals & Inputs
Inputs:
Opening range session → default: "0930-0950"
Show OR levels → toggle visibility of OR High / Low lines
Fill range body → optional shaded zone between OR High and OR Low
Chart visuals:
A green line marks the Opening Range High.
A red line marks the Opening Range Low.
Optional yellow fill highlights the entire OR zone.
Background shading during the session shows when the range is currently being built.
These visuals make it easy to see:
Where the OR sits relative to current price
How clean / noisy the breakout was
How often price respects or rejects the opening zone
Backtesting & Optimization
Because this is written as a strategy():
You can use TradingView’s Strategy Tester to view:
Win rate
Net profit
Drawdown
Profit factor
Equity curve
Ideas to experiment with:
Change the session window (e.g., 09:15–09:45, 10:00–10:30)
Apply to different:
Markets: indices, FX, crypto, stocks
Timeframes: 1m / 5m / 15m
Add your own:
Stop Loss & Take Profit levels
Time filters (only trade certain days / times)
Volatility filters (e.g., ATR, range size thresholds)
Higher-timeframe trend filter (e.g., only take longs above 200 EMA)
Market Movers TrackerMarket Movers Tracker — Live Big-Move + Volume + Gap Screener (2025)
The cleanest, fastest, most beautiful real-time scanner for stocks, crypto, forex — instantly tells you:
• Daily / Session / Weekly % change
• HUGE moves (5%+) and BIG moves (3%+) with glowing background
• Volume spikes (2x+ average) with orange bar highlights
• Gap-up / Gap-down detection with arrows
• Live stats table (movable to any corner)
• “HUGE” / “BIG” / “Normal” status with emoji
• Built-in alerts for huge moves, volume spikes & gaps
Perfect for:
→ Day traders hunting momentum
→ Swing traders catching breakouts
→ Scalpers riding volume explosions
→ Anyone who wants to see the hottest movers at a glance
Works on ANY symbol, ANY timeframe.
Zero lag. Zero repainting. Pure price + volume truth.
No complicated settings — turn it on and instantly see what’s moving the market right now.
Not financial advice. Just the sharpest scanner on TradingView.
Made with love for the degens, apes, and momentum chads & volume junkies.
Sequential Exhaustion 9/13 [Crypto Filter] - PyraTimeConcept: The Exhaustion Meter
This indicator is a customized version of the Sequential count, a powerful tool used by institutional traders to measure buyer and seller exhaustion. It looks for a sequence of 9 (Setup) or 13 (Countdown) consecutive candles that satisfy specific price criteria.
The purpose is simple: To tell you when a trend has run out of fuel.
Key Differentiators (The Value)
Due to the high volatility of the crypto market, standard Sequential indicators print too many false signals ("13s") during a strong trend. This custom version solves that problem with two core filters:
1. Trend Filter (EMA 200): If enabled, the indicator will automatically hide all Sell signals when the price is above the 200 EMA, protecting the user from shorting an uptrend (and vice-versa).
2. Color Confirmation: It will not print a signal unless the closing candle color matches the direction (e.g., no Red 13 sell signals on Green Candles). This drastically cleans up the chart.
Understanding the Numbers
The numbers appearing above and below the candles are your exhaustion meter.
* The "9" (Setup): Indicates a short-term trend is nearing exhaustion.
* The "13" (Countdown): Indicates the trend is statistically complete and a reversal is highly probable.
The Actionable Strategy (The PyraTime Rule)
This indicator is designed to be your Exit Tool. Use it to determine when to take profit from an existing trade.
* Example: You enter Long at the GPM Time Line. When the PyraTD prints a Red 9 or Red 13, you take profit immediately.
Final Note
Use the integrated visibility settings to turn off signals (e.g., hide 9s or Sells) to customize the view to your preferred trading style.
Disclaimer: This tool measures mathematical exhaustion and is part of the PyraTime system. It is not financial advice.
MFM – Light Context HUD (Minimal)Overview
MFM Light Context HUD is the free version of the Market Framework Model. It gives you a fast and clean view of the current market regime and phase without signals or chart noise. The HUD shows whether the asset is in a bullish or bearish environment and whether it is in a volatile, compression, drift, or neutral phase. This helps you read structure at a glance.
Asset availability
The free version works only on a selected list of five assets.
Supported symbols are
SP:SPX
TVC:GOLD
BINANCE:BTCUSD
BINANCE:ETHUSDT
OANDA:EURUSD
All other assets show a context banner only.
How it works
The free version uses fixed settings based on the original MFM model. It calculates the regime using a higher timeframe RSI ratio and identifies the current phase using simplified momentum conditions. The chart stays clean. Only a small HUD appears in the top corner. Full visual phases, ratio logic, signals, and auto tune are part of the paid version.
The free version shows the phase name only. It does not display colored phase zones on the chart.
Phase meaning
The Market Framework Model uses four structural phases to describe how the market
behaves. These are not signals but context layers that show the underlying environment.
Volatile (Phase 1)
The market is in a fast, unstable or directional environment. Price can move aggressively with
stronger momentum swings.
Compression (Phase 2)
The market is in a contracting state. Momentum slows and volatility decreases. This phase
often appears before expansion, but it does not predict direction.
Drift (Phase 3)
The market moves in a more controlled, persistent manner. Trends are cleaner and volatility
is lower compared to volatile phases.
No phase
No clear structural condition is active.
These phases describe market structure, not trade entries. They help you understand the conditions you are trading in.
Cross asset context
The Market Framework Model reads markets as a multi layer system. The full version includes cross asset analysis to show whether the asset is acting as a leader or lagger relative to its benchmark. The free version uses the same internal benchmark logic for regime detection but does not display the cross asset layer on the chart.
Cross asset structure is a core part of the MFM model and is fully available in the paid version.
Included in this free version
Higher timeframe regime
Current phase name
Clean chart output
Context only
Works on a selected set of assets
Not included
No forecast signals
No ratio leader or lagger logic
No MRM zones
No MPF timing
No auto tune
The full version contains all features of the complete MFM model.
Full version
You can find the full indicator here:
payhip.com
More information
Model details and documentation:
mfm.inratios.com
Momentum Framework Model free HUD indicator User Guide: mfm.inratios.com
Disclaimer
The Market Framework Model (MFM) and all related materials are provided for educational and informational purposes only. Nothing in this publication, the indicator, or any associated charts should be interpreted as financial advice, investment recommendations, or trading signals. All examples, visualizations, and backtests are illustrative and based on historical data. They do not guarantee or imply any future performance. Financial markets involve risk, including the potential loss of capital, and users remain fully responsible for their own decisions. The author and Inratios© make no representations or warranties regarding the accuracy, completeness, or reliability of the information provided. MFM describes structural market context only and should not be used as the sole basis for trading or investment actions.
By using the MFM indicator or any related insights, you agree to these terms.
© 2025 Inratios. Market Framework Model (MFM) is protected via i-Depot (BOIP) – Ref. 155670. No financial advice.
Relative Volume EMA (RVOL)Relative Volume EMA (RVOL) measures the current bar’s volume relative to its typical volume over a selected lookback period.
It helps traders identify whether a price move is supported by real participation or if it’s occurring on weak, low-quality volume.
This version uses:
RVOL = Current Volume ÷ Volume EMA
Volume EMA Length: adjustable
Signal Threshold: a customizable horizontal line (default = 1.2)
How to Use
1. RVOL > 1.2 → High-Quality Momentum
A value above 1.2 indicates that the current bar has at least 20% more volume than normal, suggesting:
Strong conviction
Algorithmic activity
Momentum-backed breakout or breakdown
Higher probability trend continuation
These bars are ideal for confirming entries after a technical setup (e.g., pullback, engulfing pattern, Ichimoku trend confirmation, etc.).
2. RVOL < 1.0 → Weak or Low-Quality Move
When RVOL is below 1.0:
Volume is below average
Moves are more likely to fail or reverse
Breakouts are unreliable
Triggers lack institutional participation
These bars are best avoided for trade entries.
Why This Indicator Is Useful
In many strategies, price alone is not enough.
RVOL acts as a filter to ensure that your signals occur during times when the market is actually active and committed.
Typical use cases:
Confirm trend-following entries
Validate pullbacks and breakout candles
Filter out low-volume chop
Identify session-based volume surges
Improve risk-to-reward quality by entering only during true momentum
Recommended Settings
EMA Length: 20
Threshold Line: 1.2
Works well on Forex, Crypto, and Indices
Best used on 15m, 30m, 1H, and 4H charts
MFM - Light Context HUD (Free)Overview
MFM Light Context HUD is the free version of the Market Framework Model. It gives you a fast and clean view of the current market regime and phase without signals or chart noise. The HUD shows whether the asset is in a bullish or bearish environment and whether it is in a volatile, compression, drift, or neutral phase. This helps you read structure at a glance.
Asset availability
The free version works only on a selected list of five assets.
Supported symbols are
SP:SPX
TVC:GOLD
BINANCE:BTCUSD
BINANCE:ETHUSDT
OANDA:EURUSD
All other assets show a context banner only.
How it works
The free version uses fixed settings based on the original MFM model. It calculates the regime using a higher timeframe RSI ratio and identifies the current phase using simplified momentum conditions. The chart stays clean. Only a small HUD appears in the top corner. Full visual phases, ratio logic, signals, and auto tune are part of the paid version.
The free version shows the phase name only. It does not display colored phase zones on the chart.
Phase meaning
The Market Framework Model uses four structural phases to describe how the market behaves. These are not signals but context layers that show the underlying environment.
Volatile (Phase 1)
The market is in a fast, unstable or directional environment. Price can move aggressively with stronger momentum swings.
Compression (Phase 2)
The market is in a contracting state. Momentum slows and volatility decreases. This phase often appears before expansion, but it does not predict direction.
Drift (Phase 3)
The market moves in a more controlled, persistent manner. Trends are cleaner and volatility is lower compared to volatile phases.
No phase
No clear structural condition is active.
These phases describe market structure, not trade entries. They help you understand the conditions you are trading in.
Cross asset context
The Market Framework Model reads markets as a multi layer system. The full version includes cross asset analysis to show whether the asset is acting as a leader or lagger relative to its benchmark. The free version uses the same internal benchmark logic for regime detection but does not display the cross asset layer on the chart.
Cross asset structure is a core part of the MFM model and is fully available in the paid version.
Included in this free version
Higher timeframe regime
Current phase name
Clean chart output
Context only
Works on a selected set of assets
Not included
No forecast signals
No ratio leader or lagger logic
No MRM zones
No MPF timing
No auto tune
The full version contains all features of the complete MFM model.
Full version
You can find the full indicator here:
payhip.com
More information
Model details and documentation:
mfm.inratios.com
Disclaimer
The Market Framework Model (MFM) and all related materials are provided for educational and informational purposes only. Nothing in this publication, the indicator, or any associated charts should be interpreted as financial advice, investment recommendations, or trading signals. All examples, visualizations, and backtests are illustrative and based on historical data. They do not guarantee or imply any future performance. Financial markets involve risk, including the potential loss of capital, and users remain fully responsible for their own decisions. The author and Inratios© make no representations or warranties regarding the accuracy, completeness, or reliability of the information provided. MFM describes structural market context only and should not be used as the sole basis for trading or investment actions.
By using the MFM indicator or any related insights, you agree to these terms.
© 2025 Inratios. Market Framework Model (MFM) is protected via i-Depot (BOIP) – Ref. 155670. No financial advice.
Adaptive Trend Mapper-ATM (Arjo)Adaptive Trend Mapper (ATM) is a multi-factor trend, momentum, and compression-analysis tool designed to help traders visually map the strength and direction of market pressure.
Instead of simply combining existing indicators, ATM creates a new composite framework that blends momentum imbalance, directional strength, volatility contraction, and adaptive smoothing into a single, unified model.
Originality and usefulness
Adaptive Trend Mapper (ATM) does not replicate any one indicator.
It generates two custom indices— Bull Pressure Index and Bear Pressure Index —derived from a mathematical combination of RSI, inverse-RSI, and ADX. These indices behave differently from traditional oscillators:
They represent directional pressure on a 0–100 scale , not momentum.
They are designed to converge/diverge, forming a basis for the built-in Squeeze Detection Engine.
They can be optionally step-compressed , making the movement easier to read on fast or small charts.
The script also integrates a custom SuperSmoother trend model (not TradingView’s built-in function), which acts as an adaptive trend curve on the chart.
All calculations are combined intentionally—not as a mashup—to create a framework that allows traders to understand trend strength, compression phases, and micro-trend shifts in one place.
How the Indicator Works
1. Bull & Bear Pressure Indices:
These indices measure directional imbalance:
Bull Index = ADX strength weighted against inverse-RSI
Bear Index = ADX strength weighted against normal RSI
This produces two opposing pressure curves that rise or fall depending on whether buyers or sellers dominate.
You can optionally smooth these using:
SMA / EMA / WMA / RMA via the “Smoothing Settings” panel.
2. Squeeze & Compression Detection:
A squeeze is detected when:
ADX stays below a user-defined threshold
Bull–Bear Index difference shrinks
Average difference is falling (convergence)
This is a volatility-contraction model inspired by squeeze logic but applied to directional pressure, not Bollinger Bands/Keltner Channels .
3. Adaptive Trend Curve (SuperSmoother Engine)
The indicator applies a two-pole SuperSmoother filter to the price, then smooths it again using EMA.
The slope color flips between bullish and bearish and is displayed using:
A thin SuperSmoother curve
A thicker band for visual context
4. EMA-50 Trend Context:
An optional EMA-50 helps identify broad directional bias .
5. Step-Based Scaling
You can quantize the Bull/Bear indices using custom step intervals.
This makes the indicator easier to read on noisy intraday charts.
How to Use the Indicator
1. Trend Analysis
A rising Bull Index shows strengthening upward pressure
A rising Bear Index shows strengthening downward pressure
Wide divergence between the indices signals a strong trend
2. Compression / Squeeze Analysis
Yellow background = volatility compression + pressure convergence
Breakouts from this zone often precede directional expansion
3. Trendline Reading
SuperSmoother line color flip = micro trend shift
EMA-50 slope gives macro-trend direction
Perfect for combining trend and momentum maps on the same chart
4. Visual Interpretation
Cyan/teal → strong bullish pressure
Purple/red/orange → various levels of bearish control
Neutral/teal background → weak ADX
Yellow background → squeeze zone
Open-Source Notes
This script uses:
TradingView built-in RSI, ADX/DMI, and smoothing functions
A SuperSmoother implementation based on known DSP filter coefficients
All remaining logic, signal methods, composite indices, and compression model are original developments by ARJO .
The script is published open-source to comply with TradingView’s reuse policy.
Disclaimer
This tool is for educational and analytical purposes only.
It does not generate buy or sell signals.
Always use proper risk management.
Happy Trading (ARJO)
Confirmed Pivots + MACD Signals (with BOS Lines)Confirmed Pivots + MACD Signals
This indicator combines confirmed swing highs/lows (pivots) with MACD-based momentum signals to highlight key reversal and continuation points on the chart.
Core Logic
Confirmed Pivots:
The script identifies swing highs and lows using the user-defined pivot confirmation length.
Once a structure is broken beyond the last pivot, that level becomes a confirmed support (CL) or resistance (CH) line.
These levels are plotted as dashed horizontal rays and labeled directly on the chart.
MACD Integration:
The classic MACD crossover/under logic is used:
Bullish Crossover: MACD line crosses above the Signal line.
Bearish Crossunder: MACD line crosses below the Signal line.
Signal Filtering by Proximity:
A Proximity Zone (%) defines how close price must be to an active support or resistance to trigger a signal.
Buy Signal: When price is within the support zone and a bullish MACD crossover occurs.
Sell Signal: When price is within the resistance zone and a bearish MACD crossunder occurs.
Inputs
Pivot Confirmation Length: Bars used to confirm swing points.
MACD Fast/Slow/Signal Lengths: Standard MACD settings.
Proximity Zone (%): Defines zone width (e.g., 1% around active level).
Output
Labels: "CH" (Confirmed High) and "CL" (Confirmed Low) with color-coded dashed lines.
Signals: "BUY" and "SELL" markers appear when both pivot and MACD conditions align.
Tips
Works best on higher timeframes (H1 and above).
Combine with price action or trend filters for confirmation.
Use proximity percentage according to volatility (e.g., smaller % for low-vol assets).
⚠️ Disclaimer:
This script is provided for educational and informational purposes only.
It does not constitute financial or investment advice, and the author is not responsible for any financial losses that may occur from its use.
Always perform your own analysis and use this indicator together with other technical and risk management tools before making trading decisions.
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سقف و کف تاییدشده + سیگنالهای MACD
این اندیکاتور ترکیبی از شناسایی سقفها و کفهای تاییدشده (Pivot High/Low) به همراه سیگنالهای مومنتوم MACD است که نقاط برگشت یا ادامهی روند را روی چارت مشخص میکند.
🔹 منطق عملکرد
تایید سقف و کفها:
ابتدا سقف و کفهای محلی بر اساس تعداد کندلهای تنظیمشده شناسایی میشوند.
وقتی ساختار قیمتی از آخرین سقف یا کف عبور کند، آن سطح به عنوان حمایت یا مقاومت تاییدشده در نظر گرفته شده و با برچسبهای “CL” (کف تاییدشده) و “CH” (سقف تاییدشده) و خطوط نقطهچین رسم میشود.
ادغام با MACD:
از منطق کلاسیک کراساور/کراسآندر MACD استفاده شده است:
کراس صعودی: عبور خط MACD از بالای خط سیگنال.
کراس نزولی: عبور خط MACD از زیر خط سیگنال.
فیلتر سیگنال با ناحیه مجاور:
با استفاده از درصد ناحیه مجاور (Proximity Zone %)، فقط زمانی سیگنال صادر میشود که قیمت نزدیک حمایت یا مقاومت فعال باشد.
سیگنال خرید: وقتی قیمت در ناحیهی حمایت و همزمان MACD صعودی شود.
سیگنال فروش: وقتی قیمت در ناحیهی مقاومت و همزمان MACD نزولی شود.
تنظیمات ورودی
طول تأیید پیوتها
تنظیمات MACD (Fast, Slow, Signal)
درصد ناحیه مجاور برای فعال شدن سیگنالها
خروجیها
برچسبهای “CL” و “CH” برای سطوح تاییدشده
نشانگرهای “BUY” و “SELL” در محل صدور سیگنال
نکات کاربردی
بهترین عملکرد در تایمفریمهای بالاتر (۱ ساعته به بالا)
برای دقت بیشتر، آن را با فیلتر روند یا پرایساکشن ترکیب کنید
درصد ناحیه مجاور را با توجه به نوسانات دارایی تنظیم کنید
CSS_LFU_v0.1Overview:
A multi-factor, market-adaptive swing strategy designed for intraday and short-term crypto trading. It synthesizes momentum, volatility, and trend signals into a unified composite score over a configurable lookback window. The strategy leverages a modular, signal-weighted approach to ensure robust entry timing while remaining compatible with human-in-the-loop validation and algorithmic execution.
Core Modules:
AJFFRSI (RSX-based Momentum): Measures smoothed price momentum with noise-reduction filters to detect crossovers relative to the QQE trailing stop.
QQE (Quantitative Qualitative Easing RSI): A modified RSI with a dynamic trailing stop that adapts to short-term volatility, identifying exhaustion and potential reversal points.
Keltner Channel Zones: Determines overextension relative to trend, providing buy/sell zones based on ATR-banded EMA.
WaveTrend Oscillator: Confirms short-term swings and market direction through smoothed oscillator cross signals.
Rolling Composite Score: Aggregates module signals over a unified lookback (e.g., 144 bars) to normalize noise and capture consistent trends.
Signal Logic:
Each module outputs a discrete score (+1 / 0 / -1).
The rolling composite score sums all module scores over the lookback period.
Long positions trigger when the rolling score meets or exceeds the long threshold.
Short positions trigger when the rolling score meets or falls below the short threshold.
Multi-dimensional signal aggregation reduces false positives from single indicators.
Rolling lookback ensures score normalization across different volatility regimes.
Highly modular: easy to adapt modules or weights to different instruments or timeframes.
Fully compatible with automated execution pipelines, including custom exchange screener bots.
Use Case:
Ideal for quant-driven altcoin or multi-asset strategies where high-frequency validation is critical and sequential module weighting enhances trend flip detection.
