Credit Cycle IndexThe Credit Cycle Index represents a systematic approach to measuring financial market conditions through the aggregation of multiple credit and risk metrics. This indicator draws conceptual inspiration from academic research on credit cycles and their relationship to asset returns, building on the work of Gilchrist and Zakrajsek (2012) who demonstrated that credit spreads contain significant predictive information about economic activity and equity market performance. The indicator synthesizes publicly available market data into a unified framework that captures shifts in financial conditions before they become apparent in price action.
The theoretical foundation of credit cycle analysis rests on decades of research documenting the relationship between credit market conditions and asset returns. Bernanke and Gertler (1995) established the credit channel of monetary policy transmission, demonstrating how financial conditions amplify and propagate economic shocks through the broader economy. Schularick and Taylor (2012) documented how credit growth and credit conditions historically preceded major market dislocations, while Krishnamurthy and Muir (2017) showed that credit market variables exhibit predictable cyclical patterns that correlate with subsequent equity returns. These empirical findings suggest that monitoring credit conditions provides valuable information about the risk environment facing investors.
Unlike sentiment indicators that employ contrarian logic based on the assumption that crowd psychology overshoots at extremes, the Credit Cycle Index operates on regime-based principles. Credit market conditions tend to persist rather than mean-revert quickly. Favorable credit conditions typically support continued risk asset performance, while deteriorating conditions often precede extended periods of weakness. This approach recognizes that credit cycles operate on different timescales than sentiment cycles and require different strategic responses.
Methodology and calculation framework
The methodology underlying the Credit Cycle Index incorporates statistical normalization techniques that transform raw market data into comparable standardized scores. Each component factor undergoes robust calculation using median absolute deviation to reduce sensitivity to outliers, a technique that proves particularly valuable during market stress when traditional standard deviation measures become unreliable. These normalized components aggregate using a weighting scheme that adjusts dynamically based on prevailing market conditions, with stress-sensitive components receiving increased weight during periods of elevated market vulnerability.
The model produces values on a scale from zero to one hundred, where higher readings indicate favorable financial conditions and lower readings signal deteriorating conditions. Readings above seventy suggest healthy credit environments where risk assets typically perform well. The zone between forty and seventy represents normal conditions without strong directional bias. Readings below forty indicate meaningful stress, with values below twenty signaling crisis-level conditions across multiple components.
The model incorporates quality filters designed to enhance signal reliability. A consensus filter examines whether multiple underlying components align in the same direction, adding weight to signals when broad agreement exists across different market factors. A momentum filter requires positive index momentum to persist for a minimum duration before confirming entry signals, preventing premature positioning during temporary rebounds within deteriorating environments. These refinements reduce the probability of acting on spurious readings.
Professional application and portfolio integration
Professional portfolio managers recognize the value of credit condition indicators as tools for risk management and tactical allocation. The fundamental insight underlying credit-based strategies is empirically robust: favorable credit conditions create supportive environments for risk assets, while deteriorating conditions warrant defensive positioning. Lopez-Salido, Stein and Zakrajsek (2017) found that credit market sentiment significantly predicts economic activity and asset returns, with their research suggesting that credit conditions lead equity market performance by several months.
For institutional investors operating with fiduciary responsibilities, the Credit Cycle Index serves as one input in risk management frameworks. Asset managers might use deteriorating readings to trigger portfolio review processes, stress testing exercises, or adjustments to tactical allocation overlays. The indicator proves valuable when it diverges from prevailing market narratives, as such divergences often precede meaningful market inflections. Systematic investors can incorporate the index as a conditioning variable that adjusts position sizing based on the prevailing credit environment.
The integration of credit analysis into investment practice finds support in the concept that credit markets often lead equity markets in recognizing fundamental shifts. Credit market participants including bond investors and lenders frequently possess informational advantages regarding corporate financial health and economic conditions. When credit conditions deteriorate, this often reflects information that has not yet fully incorporated into equity prices, creating opportunities for investors who monitor these signals systematically.
Practical implementation for individual investors
The practical implementation of the indicator follows straightforward principles. When the index rises into the favorable zone above seventy with quality filter confirmation, this suggests credit conditions support risk asset exposure. When the index falls below the caution threshold of forty, defensive positioning becomes appropriate. This could manifest as reducing equity allocations, increasing cash reserves, or implementing protective strategies. The zone between these thresholds suggests balanced conditions where other analytical frameworks should take precedence.
Individual investors can derive benefit from the indicator by treating readings as alerts warranting examination of portfolio positioning. A reading in the favorable zone might prompt consideration of whether current equity exposure aligns with target allocations. A reading in the stress zone could trigger review of whether risk reduction measures merit consideration. The indicator should inform rather than dictate investment decisions, serving as one perspective within a broader analytical framework.
The decision to implement a credit condition indicator within an investment process requires consideration of how it complements existing approaches. Fundamental investors can use credit readings to assess whether the risk environment supports their positioning. Technical analysts may find that credit conditions help contextualize price patterns, with favorable conditions adding conviction to bullish setups and deteriorating conditions warranting caution. Quantitative investors might incorporate credit factors into multi-factor models or use them to adjust position sizing.
Trading behavior and strategy characteristics
The Credit Cycle Index employs a regime-following methodology that differs from both trend following and contrarian approaches. The trading logic accumulates positions when credit conditions indicate favorable environments and reduces exposure when conditions deteriorate. This approach positions with prevailing credit market signals rather than against them, recognizing that credit conditions exhibit persistence.
The observation that the indicator may signal favorable conditions while price volatility continues represents an inherent characteristic of regime-based strategies. When the indicator signals favorable conditions, this indicates that underlying credit metrics remain supportive despite surface-level price fluctuations. The indicator identifies phases where credit fundamentals support risk positioning, though short-term price movements may deviate from this underlying support.
Potential users should understand this behavioral characteristic before implementation. The strategy will maintain risk exposure during favorable credit conditions even when equity prices experience temporary weakness. It will advocate defensive positioning during credit deterioration even when equity prices appear stable. Success requires trust in the underlying credit signals and willingness to accept that price action and credit conditions may temporarily diverge.
Suitability and implementation requirements
The Credit Cycle Index aligns appropriately with investors possessing specific characteristics. First, a medium to long term investment horizon proves essential. Credit cycles operate over weeks to months rather than days, and the strategy requires patience to capture regime shifts. Second, a risk management orientation that prioritizes avoiding large drawdowns suits the defensive nature of the indicator during stress periods. Third, comfort with systematic decision making helps maintain discipline when credit signals conflict with prevailing market narratives.
The indicator proves less suitable for day traders seeking intraday signals, investors who prefer purely contrarian approaches, those requiring constant market exposure regardless of conditions, and individuals unable to tolerate periods when the indicator conflicts with price momentum. Institutional investors with strict benchmark tracking requirements may find the strategy incompatible with their mandates despite its risk management merits.
For appropriate investors, the Credit Cycle Index offers a systematic framework for monitoring financial conditions and adjusting risk exposure accordingly. By providing an objective assessment of credit market health, the indicator helps investors recognize environment shifts and consider positioning adjustments when conditions warrant. The strategy demands patience and discipline but rewards those characteristics with the potential for improved risk-adjusted returns through drawdown reduction during stress periods.
References
Ang, A. and Timmermann, A. (2012) Regime changes and financial markets. Annual Review of Financial Economics, 4, pp. 313 to 337.
Bernanke, B.S. and Gertler, M. (1995) Inside the black box: The credit channel of monetary policy transmission. Journal of Economic Perspectives, 9(4), pp. 27 to 48.
Campbell, J.Y. and Thompson, S.B. (2008) Predicting excess stock returns out of sample: Can anything beat the historical average? The Review of Financial Studies, 21(4), pp. 1509 to 1531.
Collin-Dufresne, P., Goldstein, R.S. and Martin, J.S. (2001) The determinants of credit spread changes. The Journal of Finance, 56(6), pp. 2177 to 2207.
Gilchrist, S. and Zakrajsek, E. (2012) Credit spreads and business cycle fluctuations. American Economic Review, 102(4), pp. 1692 to 1720.
Hamilton, J.D. (1989) A new approach to the economic analysis of nonstationary time series and the business cycle. Econometrica, 57(2), pp. 357 to 384.
Krishnamurthy, A. and Muir, T. (2017) How credit cycles across a financial crisis. NBER Working Paper No. 23850.
Lopez-Salido, D., Stein, J.C. and Zakrajsek, E. (2017) Credit-market sentiment and the business cycle. The Quarterly Journal of Economics, 132(3), pp. 1373 to 1426.
Merton, R.C. (1974) On the pricing of corporate debt: The risk structure of interest rates. The Journal of Finance, 29(2), pp. 449 to 470.
Schularick, M. and Taylor, A.M. (2012) Credit booms gone bust: Monetary policy, leverage cycles, and financial crises, 1870 to 2008. American Economic Review, 102(2), pp. 1029 to 1061.
Indicatori e strategie
SHDW Breaker Blocks & Mitigation|ProWhat this indicator does
This script detects Order Blocks (OB) from confirmed swing pivots, scores their quality (0–100), and manages their lifecycle through mitigation and optional breaker behavior. It is designed to be “desk-safe”: drawing objects are rebuilt on the last bar for stability and performance.
Non-repainting note (important)
OBs are created only from confirmed pivots . A pivot confirms after `Pivot length` bars, so zones appear with a delay. Once created, zones do not “move” retroactively; they update only via mitigation/breaker rules.
---
How to read the chart (using your LTC example)
On the LTC chart you shared, you can see:
* Red zones = SELL OB (supply) above price. These are prior sell-side institutional footprints. Price revisiting these zones can behave as resistance until mitigated/invalidated.
* Green zones = BUY OB (demand) below price. These are buy-side footprints. Price revisiting these zones can behave as support until mitigated/invalidated.
* Each label shows:
* Tier : `BALANCED / HIGH / STRONG` (based on the 0–100 score).
* Volume share (%) : relative volume contribution versus the other currently displayed zones (helps rank “importance” visually).
* Dashed midline (if enabled) is the zone midpoint, useful when mitigation trigger uses midpoint logic.
What “Show breakers” means in practice
When Mitigation mode = Soft and S how breakers = ON :
* A zone that gets mitigated is not removed ; it becomes a Breaker (a “role-flip candidate”).
* Breakers remain on chart until a dead-hit / invalidation event removes them (price cleanly crosses the opposite boundary per your trigger/penetration rules).
---
Inputs reference (what each group does)
01 | Performance (Drawing Window)
* Enable window / Bars : limits calculations and drawings to the most recent *N* bars to keep the chart responsive on lower devices.
2 | Order Blocks (Engine)
* Enable OB: master switch for OB detection + updates + drawing.
* Show last: number of most recent OB zones to draw (per side). Set `0` to draw none.
* Pivot length: swing confirmation strength (higher = fewer OBs, later confirmation).
* Scan depth (bars): inside the pivot swing segment, the script searches for the highest-volume opposite candle to define the OB origin.
* Construction
* Full: OB uses full origin candle high/low.
* Length: caps OB thickness using `ATR(200) * Length(ATR)` (cleaner on noisy assets).
* Mitigation mode
* Off: zones remain until overlap pruning/capping.
* Hard: remove the OB on first mitigation touch (virgin-only behavior).
* Soft: on mitigation, convert to breaker; optionally keep it visible.
* Mitigation trigger
* Close: uses candle body edge.
* Wick: uses wick extreme.
* Avg: uses midpoint.
* Show breakers: only relevant in Soft mitigation; keeps mitigated zones plotted as breakers.
02.1 | Order Blocks (Tier Model)
* HIGH threshold / STRONG threshold : score cutoffs for tier labels.
02.2 | Institutional Quality
* Require displacement: filters OBs without meaningful follow-through (MFE).
* Follow-through bars: window used to compute MFE from the origin candle.
* Min displacement (ATR): MFE threshold in ATR units.
* Context lookback: high/low range used for premium/discount “location” scoring.
* Weights (Creation / Follow-through / Location): normalizes and combines sub-scores into the final 0–100 score.
02.3 | Mitigation Filter (Penetration)
Reduces micro-taps:
* Min penetration (%): requires penetration beyond boundary as % of OB height.
* Min penetration (ATR) requires penetration beyond boundary in ATR.
Final requirement = `max(percent-based, ATR-based)`.
02.4 | Quality Gates (Vol/Body)
Hard reject weak origins:
* Enable gates: turns the filters on/off.
* Gate mode
* Chop only: gates apply only when chop regime is detected.
* Always: gates apply in all regimes.
* Min volume ratio: origin candle must have `Volume >= SMA(20)*ratio`.
* Min body ratio: origin candle must have `Body/Range >= ratio`.
### 02.5 | Regime Filter (Chop)
Detects lateral conditions using:
* ATR compression: `ATR(fast)/ATR(slow) < threshold`
* ADX ceiling: `ADX < max`
This is used to tighten gates only during chop (if configured).
03 | Order Blocks (Style)
Controls visuals:
* Mid-line on/off, label content mode, label anchor, CONF tag, transparencies, colors.
03.1 | Trend Regime Relax (Display)
Optional declutter in strong trends:
* Uses ADX floor + ATR ratio floor .
* Modes: fade lower tiers / hide balanced / only strong.
04 | Fair Value Gap (Optional)
Optional FVG detection with mitigation/breaker behavior and overlap pruning.
---
Operational logic (high level)
1. Detect confirmed pivots (swing highs/lows).
2. For each pivot, select the highest-volume opposite candle within `Scan depth` as the OB origin.
3. Build OB zone (Full or ATR-capped Length).
4. Score the OB:
* Creation quality (volume, body, range/ATR with wick penalty)
* Follow-through (MFE saturation within `Follow-through bars`)
* Location ** (premium/discount alignment inside `Context lookback`)
5. Manage lifecycle:
* Mitigation → remove (Hard) or convert to breaker (Soft)
* Dead-hit invalidation removes breakers
* Overlap pruning and caps keep the book clean
6. Draw zones only on last bar for performance.
---
Isenção de responsabilidade
Este roteiro é fornecido apenas para fins educacionais e informativos e não constitui aconselhamento financeiro.
Indicador de Vela de Apertura NY 4HEn 4H muestra la apertura de la vela del horario de nueva york y el cierre de la misma.
Multi Time Frame Moving Average Contact SignalMulti Time Frame Moving Average Contact Signal
Creates a contact symbol when MTFMA is close or touched
THE TRADE MEISTER PROTOCOL - VOLUME PROFILE EDITIONTHE TRADE MEISTER PROTOCOL - VOLUME PROFILE EDITION
The ATM Protocol is a regime-filtered trading framework that solves the fundamental problem causing retail trader losses: taking counter-trend signals during unfavorable market conditions.
It's a unified decision-making system where trade signals must pass through multiple layers of confirmation before execution. The core innovation is the Regime Filter - a proprietary logic system that gates all trade signals through RSI momentum states AND VWAP swing structure confirmation. Signals that fire during opposing regimes are blocked and marked with an X on your chart.
1. Regime Filter System - Multi-layered confirmation logic requiring RSI momentum (threshold-optimized at 65/32) AND VWAP swing alignment before allowing UT Bot signals to execute. When conditions don't align, signals are rejected in real-time.
2. Automated Trade Setup Calculator - Proprietary algorithm that scans support/resistance structure (100/500/1000-bar lookbacks), identifies nearest structural levels for stop placement, calculates two profit targets, and displays live Risk:Reward ratios. Falls back to ATR-based calculations when structure is absent.
3. Adaptive VWAP with Volatility Adjustment - Custom implementation using alpha decay functions and ATR-based volatility ratios to adjust tracking periods dynamically. Resets on swing highs/lows rather than session anchors, rendered as polylines for clarity.
Volume Profile Integration adds institutional context: Session-based profiling (Tokyo/London/NY/Daily/Weekly/Monthly/Quarterly/Yearly) with POC/VAH/VAL identification shows where institutions actually traded, not just where price went. Supports both Volume and Open Interest data types for futures traders.
Longevity Zone Tracking displays support/resistance age in Days/Months/Years with automatic violation removal, helping identify which levels have institutional significance based on duration.
The Problem This Solves
Most traders struggle with conflicting signals. RSI says oversold, MACD shows bearish, volume is declining, VWAP is below price - which do you trust? The result: analysis paralysis or worse, taking every signal and getting chopped to pieces.
The ATM Protocol's solution: Create a hierarchy where signals must satisfy multiple conditions simultaneously. The regime filter acts as the gatekeeper - no signal executes unless the market regime confirms the direction.
How the Regime Filter Works
The regime filter operates in three stages:
Stage 1 - RSI Momentum Assessment:
- RSI crossing above 65 while price shows upward EMA momentum = Bullish Regime
- RSI dropping below 32 with downward price momentum = Bearish Regime
- Neither condition = Neutral (no directional bias)
Stage 2 - VWAP Swing Structure:
- Most recent swing high > most recent swing low = VWAP Bullish
- Most recent swing low > most recent swing high = VWAP Bearish
- Uses 50-period swing detection (configurable)
Stage 3 - Signal Filtration:
- UT Bot buy signals only execute when: Bullish Regime + VWAP Bullish
- UT Bot sell signals only execute when: Bearish Regime + VWAP Bearish
- All other signals are rejected and marked
You can disable the filter or remove VWAP requirement in settings for more aggressive trading, but the default configuration prioritizes quality over quantity.
Volume Profile: Institutional Context
Standard indicators show where price moved. Volume Profile shows where volume accumulated - revealing where institutions made decisions.
Key Levels Explained:
Point of Control (POC): The price level with the most volume during the session. Institutions traded most heavily here. Acts as magnetic support/resistance.
Value Area High (VAH) / Value Area Low (VAL): The price range containing 70% of the session's volume (configurable). This is the "fair value" zone where institutions accepted prices.
Trading Above VAH: Bullish - price accepted above value, new buyers stepping in
Trading Below VAL: Bearish - price rejected, sellers in control
Inside Value Area: Choppy - expect range-bound behavior until breakout
Session Types:
- Intraday (Tokyo/London/NY): See where each major forex session traded
- Daily: Traditional market profile view
- Weekly/Monthly: Swing traders, identify major accumulation zones
- Quarterly/Yearly: Position traders, institutional long-term levels
The Volume Profile uses intra-bar data for precision and supports Open Interest for futures markets, showing delta OI changes that reveal institutional positioning in derivatives.
Automated Trade Setup Calculator
This is where theory becomes execution. When the regime filter confirms a setup, the calculator automatically:
For Long Setups:
1. Scans support levels (100, 500, 1000-bar lows)
2. Places stop at nearest support below current price
3. Identifies next two resistance levels above for targets
4. Calculates R:R ratio (Target 1 distance / Stop distance)
5. Displays all values in the dashboard in real-time
For Short Setups:
1. Scans resistance levels (100, 500, 1000-bar highs)
2. Places stop at nearest resistance above current price
3. Identifies next two support levels below for targets
4. Calculates R:R ratio
5. Updates live as price moves
Fallback Logic: If no structural levels exist nearby (new market, post-gap), the calculator uses ATR-based placement:
- Stop: 1.5 x ATR from entry
- Target 1: 2.0 x ATR from entry
- Target 2: 4.0 x ATR from entry
This removes the 15-20 minutes traders typically spend manually measuring setups. The math happens instantly.
Dashboard Intelligence
The dashboard provides command-center visibility:
Position State: Long/Short/Flat with UT Bot status
Regime Status: Locked (filter active) or Unlocked, showing current bias
VWAP Swing: Current swing structure (Bullish/Bearish)
Multi-Timeframe Matrix: 9 timeframes showing EMA trend alignment (1M to 1Month)
Market Data: Volume analysis, MACD, Stochastic, ATR state
AI Predictive: Synthesized trend bias using smoothed RSI + momentum
Trade Setup: Live entry, two targets, stop loss, R:R ratio
All information updates tick-by-tick. One glance tells you: Is there a setup? What's the regime? Where are my levels?
How to Use This Protocol
Philosophy: You Are the Sniper, This Is Your Scope
The ATM Protocol doesn't predict the future. It analyzes current structure and tells you when conditions favor high-probability setups. You decide when to pull the trigger.
Step-by-Step Workflow:
1. Check Regime (Dashboard Top Section)
Look for:
- 🔒LONG = Bullish regime confirmed, look for longs only
- 🔒SHORT = Bearish regime confirmed, look for shorts only
- ⚪NEUTRAL = No regime, stay flat or reduce size
2. Wait for UT Signal
- Green "Buy" label = Long signal (only appears during bullish regime)
- Red "Sell" label = Short signal (only appears during bearish regime)
- Gray X = Rejected signal (counter-trend attempt blocked by filter)
3. Confirm with Volume Profile
Ideal long setup:
- Price at or near VAL (value area low)
- Buy signal fires
- Regime is bullish
- POC is above current price (room to move)
Ideal short setup:
- Price at or near VAH (value area high)
- Sell signal fires
- Regime is bearish
- POC is below current price (room to fall)
4. Review Trade Setup (Dashboard AI Section)
Check:
- Entry: Current price
- Target 1: First profit objective
- Target 2: Full profit objective
- Stop Loss: Invalidation level
- R:R: Aim for minimum 1.5:1, preferably 2:1+
5. Execute and Manage
- Enter at current price when all conditions align
- Set stop at displayed level
- Take partial profits at Target 1 (50% position)
- Hold remaining for Target 2 or trail with LinReg candles
- Exit immediately if regime flips (dashboard shows change)
Position Management with LinReg:
The script plots linear regression candles colored by position state:
- Green candles = In long position
- Red candles = In short position
- Blue signal line = Dynamic trend
Use these to trail stops or add to winners during strong trends.
Longevity Zones: Time-Tested Levels
Support and resistance zones that have held for extended periods carry more weight. The longevity tracker shows:
- Zone age: Days, Months, or Years
- Bar count: Total bars since zone formation
- Auto-deletion: Zones disappear when price violates them
Why This Matters:
A resistance zone that has held for 6 months indicates institutional interest. A support zone that formed yesterday is untested. Longevity helps you prioritize which levels matter most.
Zones display as semi-transparent rectangles (red for resistance, green for support) with labels showing duration. Place stops beyond these zones for optimal invalidation points.
What This Tool Does NOT Do
Brutal Honesty Section:
❌ Does NOT predict the future - Past results never guarantee future performance. Markets change. Regimes shift. Volatility spikes. Nothing is certain.
❌ Does NOT work in all conditions - Ranging, low-volatility, or news-driven markets produce fewer quality setups. You'll have periods with no signals. This is intentional - we're filtering for quality.
❌ Does NOT eliminate losses - Even 3:1 R:R setups fail. Stops get hit. The goal is positive expectancy over 50+ trades, not winning every single one.
❌ Does NOT replace risk management - If you risk 10% per trade, you'll blow your account regardless of how good the tool is. Proper position sizing is YOUR responsibility.
❌ Does NOT guarantee profits - Anyone claiming otherwise is lying. Trading is probabilistic. This tool identifies favorable probabilities. Execution and discipline are on you.
What It Requires From You:
✅ Learning curve - 2-4 weeks to understand regime changes, volume profile context, and setup identification. This isn't "add indicator, print money."
✅ Discipline - Following regime filter means accepting fewer trades. If you force trades during neutral regimes, the tool can't help you.
✅ Risk management - Position sizing, stop losses, profit taking - these are ALWAYS your decisions. The calculator suggests levels. You execute.
✅ Psychological control - Rejected signals (gray X) protect you. Don't override them emotionally. Trust the process over dozens of trades, not individual setups.
Technical Specifications
Components:
- UT Bot (ATR-based trailing stop signals) - Public domain base, regime-filtered
- RSI (14-period default) - Momentum regime definition with optimized thresholds
- Adaptive VWAP - Custom volatility-adjusted implementation with swing resets
- Volume Profile - Session-based institutional level detection (8 session types)
- Linear Regression - Position state visualization with smoothing
- Fibonacci Bands - ATR or StdDev based volatility bands
- Support/Resistance - Multi-timeframe structural levels (100/500/1000 bars)
- Longevity Zones - Duration-tracked pivot-based S/R
Regime Filter Logic:
- Bullish = RSI > 65 AND VWAP Swing Bullish (optional)
- Bearish = RSI < 32 AND VWAP Swing Bearish (optional)
- Neutral = Neither condition met
- Configurable: Disable filter or remove VWAP requirement
Volume Profile Settings:
- Session Types: Tokyo/London/NY/Daily/Weekly/Monthly/Quarterly/Yearly
- Resolution: 5-100 rows (higher = more detail)
- Value Area: 60-80% configurable (default 70%)
- Data Types: Volume or Open Interest (futures)
- Display Modes: 3 visual styles
The ATM Protocol is a scope, not autopilot. It identifies high-probability setups when conditions align. The discipline to wait for confirmation, the courage to execute when signals fire, and the wisdom to honor stops - these come from you.
**Trading is hard.** Most retail traders lose because they take every signal, fight trends, or revenge trade after losses. This tool can't fix those problems. What it CAN do is show you when the market structure favors your direction and automatically calculate logical trade parameters.
**Use it as designed:**
- Trust the regime filter (let it block counter-trend trades)
- Respect the setup calculator (stops exist for a reason)
- Understand Volume Profile context (trade with institutions, not against them)
- Give it time (evaluate over 50+ trades minimum)
The goal isn't to win every trade. It's to create positive expectancy through better trade selection and execution. The regime filter handles selection. You handle execution.
Good hunting. 🎯
---
**Disclaimer:** This indicator is a tool for technical analysis and does not constitute financial advice. Trading carries significant risk of capital loss. Past performance of any trading methodology does not guarantee future results. The creator assumes no responsibility for trading outcomes. Users must develop their own trading plan, risk management system, and execution discipline. Never risk more than you can afford to lose.
BTC DenominatorBTC Denominator Indicator - Comprehensive Guide
Overview
The BTC Denominator is an advanced adaptive indicator that combines multiple sophisticated technical analysis concepts to provide dynamic, market-responsive signals. It uses Renko-based price filtering with adaptive RSI to compare two assets simultaneously.
Core Components
1. Market Rhythm Detector
What it does: Identifies the current market cycle length (8-50 periods)
Why it matters: Markets don't move in fixed patterns. This algorithm detects whether the market is in fast cycles (trending) or slow cycles (ranging)
Adaptive advantage: All other calculations adjust based on the current market rhythm
2. Adaptive ATR (Average True Range)
Uses the market rhythm to calculate volatility
Dynamically adjusts the Renko brick size
More responsive than fixed-period ATR
3. Renko Bricks
Purpose: Filters out time and small price noise
How it works: Only creates a new "brick" when price moves by the ATR amount
Benefit: Reduces false signals and focuses on significant price movements
4. Adaptive RSI
Traditional RSI uses a fixed period (usually 14)
This RSI adapts its period based on the market rhythm
More responsive in fast markets, smoother in slow markets
The Comparison Asset - Why It's Significant
Default: BTCDOMUSDT.P (Bitcoin Dominance)
The comparison asset is the secret sauce of this indicator. Here's why:
For Altcoin Trading:
Bitcoin Dominance (BTC.D) shows when money flows between Bitcoin and altcoins
High BTC.D RSI: Money flowing to Bitcoin → Altcoins may weaken
Low BTC.D RSI: Money flowing from Bitcoin → Altcoins may strengthen
RSI Spread: Shows relative strength between your asset and BTC dominance
Trading Logic:
PRIMARY (Altcoin) RSI = 70 (overbought)
COMPARISON (BTC.D) RSI = 30 (oversold)
RSI Spread = +40 (bullish for altcoin)
This suggests the altcoin is strong while Bitcoin dominance is weak - a powerful confirmation for altcoin longs.
How to Trade with This Indicator
Setup 1: Trend Confirmation
Entry Signals:
Bullish Entry (Long)
Primary RSI crosses above 50 (momentum shift)
Comparison RSI below 50 or declining
RSI Spread is positive and widening
Renko brick color turns green
Bearish Entry (Short)
Primary RSI crosses below 50
Comparison RSI above 50 or rising
RSI Spread is negative and widening
Renko brick color turns red
Setup 2: Divergence Trading
Bullish Divergence:
Price makes lower lows
Primary RSI makes higher lows
Comparison RSI in overbought zone (showing weakness in competing narrative)
Action: Look for long entry on RSI cross above 30-35
Bearish Divergence:
Price makes higher highs
Primary RSI makes lower highs
Comparison RSI in oversold zone
Action: Look for short entry on RSI cross below 65-70
Setup 3: RSI Spread Strategy
The spread (Primary RSI - Comparison RSI) reveals relative strength:
Spread > +30: Strong bullish divergence - primary asset outperforming
Spread > +50: Extreme strength - consider taking profits or tight stops
Spread < -30: Strong bearish divergence - primary asset underperforming
Spread < -50: Extreme weakness - strong short signal or avoid longs
Setup 4: Overbought/Oversold with Context
Traditional approach (less effective):
RSI > 70 = Sell
RSI < 30 = Buy
BTC Denominator approach (more effective):
Long Setup:
Primary RSI: 25-35 (oversold)
Comparison RSI: 65-75 (overbought)
Interpretation: Your asset is oversold while Bitcoin dominance is overbought
Action: Strong buy signal - money likely to flow from BTC to your asset
Short Setup:
Primary RSI: 65-75 (overbought)
Comparison RSI: 25-35 (oversold)
Interpretation: Your asset is overbought while BTC dominance is oversold
Action: Strong sell signal - money likely to flow back to Bitcoin
Key Metrics in the Info Table
What to watch:
RSI Values (color-coded)
Red: Overbought (>70)
Green: Oversold (<30)
White: Neutral
RSI Length (yellow when adaptive)
Shorter lengths (8-15): Fast market cycles
Longer lengths (30-50): Slow market cycles
Cycle Period (Market Rhythm reading)
Low values (8-15): Trending market, more aggressive signals
High values (35-50): Ranging market, slower signals
RSI Spread
Positive (green): Primary asset has relative strength
Negative (red): Primary asset has relative weakness
Practical Trading Rules
Rule 1: Don't Trade Against the Spread
If spread is strongly negative (-30 or less), avoid long positions
If spread is strongly positive (+30 or more), avoid short positions
Rule 2: Use Multiple Timeframes
Check daily for trend direction
Use 4H for entries
Use 1H for precise timing
Rule 3: Combine with Price Action
RSI signals + support/resistance = higher probability
Wait for confirmation candles after RSI crosses
Rule 4: Adaptive Periods Tell Market State
Cycle Period < 15: Trending - follow breakouts
Cycle Period > 35: Ranging - fade extremes
Risk Management
Position Sizing: Use smaller positions when RSI spread is neutral (-10 to +10)
Stop Loss: Place below recent Renko brick low for longs, above for shorts
Take Profit: Consider partial profits when RSI reaches opposite extreme
False Signals: Avoid trading when both RSIs are near 50 (indecision)
Example Trade Scenario
Asset: ETHUSDT
Comparison: BTCDOMUSDT.P
Observation:
ETH RSI: 32 (oversold, turning green)
BTC.D RSI: 68 (overbought)
RSI Spread: -36 (but improving from -42)
Cycle Period: 12 (fast trending market)
Renko just turned green
Analysis:
Ethereum is oversold while Bitcoin dominance is overbought
Negative spread suggests BTC has been outperforming, but tide may turn
Fast cycle period suggests momentum can shift quickly
Green Renko brick confirms buying pressure starting
Trade:
Entry: Current price
Stop: Below recent Renko brick low
Target 1: RSI 50 (momentum shift complete)
Target 2: RSI 65-70 (overbought, take profits)
Monitor: If BTC.D RSI stays above 60, manage position tightly
Best Practices
Do:
Use RSI spread as primary confirmation
Trust adaptive signals more in clean trends
Wait for Renko color confirmation
Watch for RSI divergences between primary and comparison
❌ Don't:
Ignore the comparison asset - it's crucial context
Trade blindly on oversold/overbought levels alone
Fight extreme RSI spreads (>±40)
Overtrade when cycle periods are high (>40)
This indicator excels at identifying relative strength and momentum shifts in the context of broader market dynamics. The comparison to Bitcoin Dominance makes it particularly powerful for cryptocurrency trading.
Qullamagie 5-Star Breakout DetectorIndicator that signals when Qullamaggie's 5-star setup conditions are met.
RSI Open-Source IndicatorA simple open-source RSI indicator
using default settings.
No signals.
No predictions.
RSI Divergence: Regular & Hidden [No Repaint] (Beta)I designed this script to have an RSI oscillator that doesn't miss any single divergence (Regular & Hidden). And is without the usual repainting or heavy lag issues found in standard indicators.
This is an Open Beta release. I have tested it extensively and haven't found any missed signals, but if you spot any issues, please report them below.
KEY FEATURES:
Comprehensive Detection: Catches both Regular (Reversals) and Hidden (Trend Continuation) divergences.
Fast Reaction: Signals are confirmed immediately on the next candle close (1 bar lag).
Advanced Context: Highlights high-probability divergences from OB/OS zones and identifies Pullback Setups (Hidden divergences forming after Regular ones).
Filters: Includes a Volume MA filter and a Noise filter to ignore weak or short-term signals.
Reliability: No repainting. Historical signals stay fixed for accurate backtesting.
Pivot Tolerance: Features an adjustable tolerance setting, allowing divergence lines to "cut through" a defined number of candles or minor RSI fluctuations (micro-pivots). This ensures valid setups aren't discarded due to small market noise.
Current State: The visual detection logic is fully operational (Open Beta). The alert system is currently disabled for verification purposes and will be implemented in a future update once signal stability is confirmed.
Cheers, Chia100
RISK WARNING & DISCLAIMER: This indicator is provided for educational purposes only. It does not constitute financial advice. Use at your own risk. Past performance does not guarantee future results.
Teacher Agent: OBV-ADX+Volume Overlay V6This is an OBV ADX I modified from another user (kocurekc). I removed the histogram and made it an overlay then added volume multiplier to only throw signals when volume is above average.
Algorithmic Regime Classifier - Lovable Chart**Join our Discord community for further discussion, updates, and help:**
discord.gg
---
### **Algorithmic Regime Classifier (Market Regime Scanner Pro)**
The **Algorithmic Regime Classifier** is a comprehensive, all-in-one market intelligence system designed to remove the noise from your charts. By combining volatility, momentum, volume, and multi-timeframe analysis, this indicator identifies the specific "Regime" the market is currently in—helping you trade *with* the flow rather than against it.
From detecting "Master Pattern" squeezes to identifying institutional order blocks and volume spikes, this tool acts as your automated trading analyst.
---
### **🌟 Key Features**
#### **1. Market Regime Detection (The Core Engine)**
The indicator automatically classifies price action into clear color-coded phases, removing analysis paralysis:
* **🔵 Contraction (Blue):** The "Squeeze." Volatility is low, and energy is building. *Strategy: Wait for the breakout.*
* **🟨 Expansion (Yellow):** The "Breakout." Volatility is expanding rapidly from a squeeze.
* **🟩 Strong Uptrend (Green):** Confirmed bullish trend with volume and ADX support.
* **🟥 Strong Downtrend (Red):** Confirmed bearish trend with volume and ADX support.
* **⬜ Normal/Weak Range:** Low probability choppy zones.
#### **2. 🤖 AI Smart Companion**
A unique text-based assistant located on your chart that interprets all data points in real-time. It provides:
* **Current Status:** (e.g., "MASTER PATTERN: CONTRACTION")
* **Actionable Advice:** (e.g., *"Value building in progress. STAY FLAT."* or *"Institutional Entry Detected! Trail stops."*)
* **Visual Confidence:** Changes color based on the strength of the setup (Green for Go, Purple for Trap, Blue for Wait).
#### **3. Multi-Timeframe (MTF) Bias Dashboard**
Don't trade in a vacuum. The pro dashboard analyzes **Trend, Money Flow, Momentum, Volume, and Volatility** across timeframes ranging from **1 minute to Monthly**.
* **Confluence Check:** Calculates a composite score to tell you if "Buyers are in Control" or if there are "Mixed Signals."
* **Anchoring:** Checks higher timeframes to ensure you aren't scalping against a massive trend.
#### **4. Smart Money Concepts (SMC) & Structure**
* **Order Blocks:** Automatically plots Bullish and Bearish order blocks based on consolidation and volume breakouts. Includes mitigation logic (blocks disappear when price tests them).
* **Support & Resistance:** Dynamic pivot-based S/R levels that track when zones are tested and broken.
#### **5. Quant Delta Volume Bubbles**
Detects hidden institutional activity using statistical Z-Scores.
* **Momentum Events:** Large aggressive buying/selling.
* **Absorption:** Passive limit orders absorbing aggressive market orders (often marks reversals).
* **Ghost Lines:** Visualizes where large liquidity entered the market, acting as future defense levels.
#### **6. VIX Exhaustion Signals**
Uses a calculated "Fear Index" (Williams Vix Fix) combined with Bollinger Bands to identify market bottoms and top-exhaustion points.
* **Signals:** High-contrast arrows and labels indicating potential reversals when price is overextended.
---
### **🛠️ How to Trade This System**
**The "Master Pattern" Strategy:**
1. **Wait for Blue (Contraction):** Look for the blue background and "Squeeze" signals. This indicates energy storage.
2. **Await the Breakout:** Watch for the transition to **Yellow (Expansion)** or **Green/Red (Trend)**.
3. **Confirm with AI & MTF:** Check the AI Companion text. If it says "IGNITION" and the MTF Dashboard shows alignment (e.g., Buyers in Control), enter the trade.
4. **Target:** Use the generated Support/Resistance lines or Order Blocks as take-profit targets.
---
### **Settings & Customization**
* **Regime Sensitivity:** Adjust the Contraction/Expansion factors to fit your asset's volatility.
* **Dashboard Positioning:** Move the AI Companion and MTF tables to any corner of the screen to fit your layout.
* **Visuals:** Toggle specific features (Order Blocks, Bubbles, S/R) on or off to keep your chart clean.
---
**Disclaimer:**
*This indicator is for educational and analytical purposes only. Past performance does not guarantee future results. Always manage your risk.*
Elite Elliott Wave - Institutional GradeValidates all array indices before accessing them
Skips patterns that don't have complete data yet
Gracefully handles charts with insufficient pivots
Works from the first bar without errors
volume Pattern extremumThis Pine Script indicator detects potential local tops/bottoms when price makes a strong move on relatively low aggregated volume + long rejection wick.
Core logic in brief:
• Calculates z-scores for:
• Price (average of high/close/low)
• Combined volume (spot + perp)
• Signal conditions:
• Strong price impulse: z_price > +1.5 (top) or < –1.5 (bottom)
• Volume not extreme: z_volume < +1.0 (relatively low/normal)
• Candle has long wick: ≥70% of range (upper for top, lower for bottom)
• Plots small white triangles above (potential top) / below (potential bottom)
Main idea:
Significant price rejection on not very high volume with clear wick structure — often a sign of exhaustion, trap or weak move that may reverse.
Dios51 - 1H Bias Scanner (Liquidity + VWAP)only for BTC and ETH, 1h time frame ONLY. Waiting for long signal, then go on 5 min and find your enter according your model
AZ Trader V3.0AZ Trader – Trading from A to Z
AZ Trader is a professional all-in-one trading indicator designed to simplify market decisions and highlight high-quality trade opportunities.
Built on advanced price structure analysis combined with momentum and volatility filtering, AZ Trader focuses on delivering clean, precise, and actionable signals while reducing market noise.
The indicator supports multiple trading styles:
Scalping
Intraday trading
Swing trading
AZ Trader works across all timeframes and markets, including forex, gold, indices, and cryptocurrencies.
Key benefits:
High-confidence trade setups
Reduced false signals
Clear entries with logical trade management
Clean chart without unnecessary indicators
This script is Invite-Only.
Access is limited and the source code is fully protected.
---
AZ Trader – التداول من الاف الى الياء
AZ Trader هو مؤشر تداول احترافي شامل، مصمم لتبسيط قرارات التداول وإبراز فرص تداول عالية الجودة بوضوح.
يعتمد المؤشر على تحليل متقدم لهيكل السعر مع دمج الزخم وفلترة التقلبات، ليقدم إشارات دقيقة، واضحة، وقابلة للتنفيذ مع تقليل تشويش السوق.
يدعم AZ Trader عدة أساليب تداول:
السكالبينغ
التداول اليومي
التداول متوسط المدى
يعمل على جميع الفريمات والأسواق، بما فيها الفوركس، الذهب، المؤشرات، والعملات الرقمية.
أهم المميزات:
صفقات بثقة أعلى
تقليل الإشارات الخاطئة
نقاط دخول واضحة وإدارة صفقة منطقية
شارت نظيف بدون ازدحام
المؤشر Invite-Only
والوصول إليه محدود مع حماية كاملة للكود.
OT Zones Pro | Intraday Quantitative & Macro LevelsNote to Moderators & Community: First and foremost, I would like to offer my sincere apologies if the previous description of this tool was insufficient or lacked the technical depth required to demonstrate its originality. My intention is solely to provide a robust analytical tool for the community based on specific mathematical models, and never to mislead or cause harm to any trader. We are committed to transparency regarding the methodology used while protecting the proprietary values of the code.
Concept & Methodology OT Zones Pro is not a standard Support & Resistance indicator, nor does it use public domain formulas like Fibonacci, Pivot Points, or standard Moving Averages. Instead, it is a custom-built Quantitative Volatility Model designed to identify high-probability institutional interest areas specifically for Intraday Trading .
The script operates on two distinct proprietary layers:
Dynamic Volatility Bands (The Math): Unlike static levels or common open-source indicators, this engine operates on a strict institutional quantitative perspective . It calculates dynamic thresholds where each asset class triggers a unique calculation logic. This logic is derived from the asset's specific inherent volatility and potential intraday structural pivoting points, strictly based on mathematical modeling rather than standard technical indicators. This allows the script to project "Primary Dynamic Resistances" (PDR) and "Dynamic Supports" (PDS) that adapt to the asset's specific nature during the session.
Hard-Coded Macro Data (The Database): The script contains an internal, encrypted database of annually pre-calculated macro market zones . These are not generated by recent high/low candles but are fixed structural levels injected into the chart based on proprietary annual analysis. The plotting mechanism controls the visibility of these zones by considering a specific expected movement threshold unique to each asset, ensuring that levels are only displayed when they are statistically relevant to the current price action (filtering out noise).
Optimized for Intraday: The logic relies on Session Open data anchors (09:30 EST), making it designated for timeframes between 1 minute and 30 minutes .
Auto-Asset Recognition (Supported Markets): The script automatically detects the ticker and applies the correct mathematical model for:
Nasdaq: QQQ (ETF), NQ/MNQ (Futures), US100, NAS100 (CFDs).
S&P 500: SPY (ETF), ES/MES (Futures), US500 (CFDs).
Dow Jones: DIA (ETF), YM/MYM (Futures), US30 (CFDs).
Russell 2000: IWM (ETF), RTY/M2K (Futures), US2000 (CFDs).
Bitcoin: IBIT (ETF), BTC (Futures CME), Crypto Spot & Crypto futures.
Metals: Gold & Silver (ETF, Futures, CFDs).
Sentiment Analysis Panel: A real-time logic module that analyzes price behavior throughout the trading session. The sentiment classification is derived from the relationship between the current price and the calculated PDR/PDS levels, combined with an additional layer of private, encrypted quantitative logic to determine the market bias (Neutral, Bullish, Bearish, Extreme).
Macro Zone Alerts: Includes a "Trigger on Entry" feature, allowing traders to set server-side alerts specifically when price breaches a defined Macro Zone.
Why is this "Invite-Only"? The source code is protected because it contains:
Proprietary Math: The asset-specific logic and volatility calculations are the result of extensive quantitative research and are not public domain.
Curated Database: The specific price arrays for the Macro Zones are intellectual property derived from pre-calculated annual structures, not generic chart reading.
Risk Disclaimer & Feedback We are fully open to suggestions and constructive feedback from the community to improve this tool. Our goal is to aid analysis, not to generate financial loss. Please remember that this indicator provides technical levels based on probabilities; it does not guarantee future performance. Trading involves significant risk.
Monthly Weekly Daily ATR Calculation A weekly options trading script showing optimal levels using daily and weekly ATR ranges and stop loss. (Open ± ATR)
Nifty Trading BustarThis indicator combines dynamic Support–Resistance zones, EMA-based trend direction, and auto Trendline detection to give a complete market structure view in a single tool.
It helps identify key reversal areas, breakout zones, trend strength, and momentum shifts with clean visuals.
Perfect for intraday and swing traders who want clarity without clutter.
papa experiment//@version=6
indicator("Edufx AMD", shorttitle="Edufx AMD", overlay=true)
// ───── Inputs ─────
timezone = input.string("America/New_York", "Timezone")
enableDailyCycles = input.bool(true, "Enable Daily Cycles")
colorAcc = input.color(color.new(color.gray, 80), "Accumulation")
colorManip = input.color(color.new(color.red, 80), "Manipulation")
colorDist = input.color(color.new(color.green, 80), "Distribution")
// ───── Daily Anchor (NY 8PM) ─────
var int dayStart = na
if na(dayStart) or time >= dayStart + 86400000
dayStart := timestamp(timezone, year, month, dayofmonth, 20, 0)
accEnd = dayStart + 9 * 60 * 60 * 1000
manEnd = dayStart + 15 * 60 * 60 * 1000
distEnd = dayStart + 24 * 60 * 60 * 1000
// ───── State ─────
var float accLo = na
var float accHi = na
var float manLo = na
var float manHi = na
var float disLo = na
var float disHi = na
var bool accDone = false
var bool manDone = false
var bool disDone = false
// ───── Daily AMD ─────
if enableDailyCycles
// Accumulation
if time >= dayStart and time < accEnd
accLo := na(accLo) ? low : math.min(accLo, low)
accHi := na(accHi) ? high : math.max(accHi, high)
if time >= accEnd and not accDone and not na(accLo)
box.new(dayStart, accHi, accEnd, accLo,
xloc=xloc.bar_time, bgcolor=colorAcc, border_color=colorAcc)
accDone := true
// Manipulation
if time >= accEnd and time < manEnd
manLo := na(manLo) ? low : math.min(manLo, low)
manHi := na(manHi) ? high : math.max(manHi, high)
if time >= manEnd and not manDone and not na(manLo)
box.new(accEnd, manHi, manEnd, manLo,
xloc=xloc.bar_time, bgcolor=colorManip, border_color=colorManip)
manDone := true
// Distribution
if time >= manEnd and time < distEnd
disLo := na(disLo) ? low : math.min(disLo, low)
disHi := na(disHi) ? high : math.max(disHi, high)
if time >= distEnd and not disDone and not na(disLo)
box.new(manEnd, disHi, distEnd, disLo,
xloc=xloc.bar_time, bgcolor=colorDist, border_color=colorDist)
disDone := true
// Reset
if time >= distEnd
accLo := na
accHi := na
manLo := na
manHi := na
disLo := na
disHi := na
accDone := false
manDone := false
disDone := false
SniperConfimationSignalLiterally the best indicator for sniper trades confirmation ever, use volume footprint to boost your accuracy as well, free btw.
