Trailing Drawdown Line Futures PropFirmsSee the exact price where your trailing drawdown gets hit — before it happens.
Built for futures prop-firm traders (Apex, Topstep, MyFundedFutures, Tradeify, BluSky and similar). Enter your firm's trailing DD size, your buffer at entry and your contract count, then click your entry point on the chart. The indicator draws your liquidation line — the price where the account would breach the trailing max drawdown — and ratchets it the way the firm actually does: it trails the implied equity peak at the FULL drawdown distance, and if you enter below your prior peak the line starts closer but does not move until price beats that peak.
Features
• Works on any futures symbol automatically — the contract's point value is read from the symbol (ES, NQ, MNQ, MES, GC, CL, ZB, …). Non-USD contracts (e.g. FDAX) display in their quote currency.
• Three trailing models: Intraday (trails every new high/low — real-time-trailing firms), Bar close, and End of day (EOD-trailing firms; needs an intraday or 1D chart).
• Live buffer readout — dollars and points left before the line — in a dark info table and an on-chart label.
• Breach is latched: once the line is touched the status stays BREACHED, because a trailing max-DD hit is terminal, not a temporary state. On historical bars the intraday model errs toward flagging (the path inside a bar is unknowable) — confirm on a lower timeframe.
• Lock support: enter the price where your firm freezes the DD (breakeven lock), or let the script derive it from your start balance + equity at entry. Status flips to LOCKED.
• Exit time: set it when you close the trade — the line and buffer freeze, because real DD levels stop moving while you're flat.
• Two alert conditions: buffer below warning level, and line touched.
How to use: add to chart → click your entry point → set contracts, firm DD size and buffer at entry (from your firm dashboard) → pick the trailing model that matches your firm → optionally create the two alerts. Re-anchor for every new trade.
Honest limitations: models ONE fixed-size position on THIS symbol. Scaling in/out or holding other instruments changes your real equity path and is not modeled. Anchor on a low timeframe (1–5 min) for precision. Educational risk-visualization tool — always confirm your firm's exact drawdown rule on their own site. Indicatore
Nyxia Prop Guard Account Rule Tracker Free
**Nyxia Prop Guard — account rule tracker**
Prop-firm challenges usually die the same way: not a bad strategy, but a
daily-loss or drawdown rule breached mid-trade, while your eyes were on
the chart and your P&L was in another window.
Prop Guard puts the account math ON the chart:
- Enter your balance, limits and open position
- Live equity HUD: daily buffer and max-loss buffer, % used, color-coded
- BREACH-PRICE LINES: the exact price where your open position would
break each limit, drawn on the chart
- Alerts at 50% used, 80% used, and breach — push to your phone
The HUD is only as accurate as the balance you enter (Pine can't read
your broker account) — update it after each closed trade. Educational
tool, not financial advice; your firm's dashboard is the final word.
Open-source. If you want exact firm presets (FTMO 1&2-Step, Topstep
Combine, Apex 4.0 EOD/Intraday), trailing-drawdown engines with lock
rules, consistency meter, payout progress and buffer-based position
sizing — Prop Guard PRO is linked in my signature/profile.
(r/FundedTrading, r/propfirms — "blew my eval on daily loss")**
> Brutal, and it's the most common way evals die — the rule math lives
> in the firm dashboard while your attention is on the chart. Two things
> that helped me: (1) know your breach PRICE, not your breach dollar
> number — before entry, work out the price where your position size
> hits the daily floor, and put a hard stop above it. (2) put the
> tracking on the chart itself. I built a free open-source TradingView
> indicator that does exactly this (equity HUD + breach-price lines +
> phone alert at 80% used) — search "Nyxia Prop Guard" on TradingView if
> useful. Either way: the firm's tracker is authoritative, treat
> anything else as a pre-warning layer. Indicatore
Indicatore
[EWT] MA Extension Risk Stats MA Extension Risk Stats helps traders objectively measure how extended a stock, index, or any instrument is relative to its own historical behavior from a moving average.
Instead of guessing whether price “looks high,” this indicator calculates the percentage distance of every historical bar from a configurable SMA or EMA and then displays the Maximum, Mean, and Median deviations in a clean, updating table. By comparing the current deviation against these historical benchmarks, you get clear, data-driven context for profit booking decisions.
Key Benefits
Objective Extension Measurement: See exactly where the current price stands in the instrument’s historical distribution of moves away from its moving average.
Better Profit Booking Decisions: Know whether the current extension is normal, moderate, high, or near the historical maximum — removing emotion from scaling out of positions.
Risk Context at a Glance: Color-coded risk levels (Low / Moderate / High / Very High) combined with concise guidance help you quickly decide whether to book partial profits (30-50%) or exit most/all of a position.
All-History Perspective: Unlike rolling-window tools, this indicator uses the entire available dataset on your chart, giving you a complete picture across different market regimes.
Fully Customizable: Choose SMA or EMA, any period length, and position the compact table anywhere on the chart. The table automatically adapts to your light or dark chart theme for excellent readability.
Practical Use Cases
Trend Following & Swing Trading: When price stretches far above its MA during a strong uptrend, use the stats to scale out systematically instead of hoping for more upside.
Mean Reversion Setups: Identify when price has extended unusually far below its MA and prepare for potential bounces with better risk awareness.
Position Management: Apply consistent rules such as “book 50% when current deviation exceeds 1.5× median” or “exit fully when approaching historical maximum.”
Multi-Timeframe Analysis: Run it on daily charts for swing trades and weekly charts for positional decisions using the same logic.
Whether you trade stocks, indices, forex, or crypto, MA Extension Risk Stats gives you a professional, repeatable framework to manage extension risk and improve profit-taking discipline. It is especially valuable for traders who want to move from subjective “it looks extended” decisions to quantifiable, historically grounded rules.
Add it to your chart, adjust the MA period to match your style, and start making more confident, data-backed decisions on when to lock in profits. Indicatore
ATR Trailing Stop Strategy with EMA Trend FilterMost stop-loss approaches treat risk as a fixed number, a percentage, a dollar amount, a set number of points. The problem with fixed stops is that they ignore the market's actual behavior at any given moment. A 1% stop that makes sense in a low-volatility environment will get hit constantly in a high-volatility one. A wide fixed stop that survives a volatile period is needlessly large when the market quiets down.
ATR-based trailing stops solve this by scaling the stop distance to what the market is actually doing right now. ATR measures average true range, the average distance price moves per bar over a given period, including gaps. When volatility expands, the stop widens to give the trade room to breathe. When volatility contracts, the stop tightens to protect more of the open profit. The stop follows price as it moves in the trade's direction and never moves backward — only trailing further in the profitable direction or holding its level until price reverses through it and the trade closes.
The EMA filter is added for one specific reason: trailing stop systems are naturally reactive rather than predictive, which means without a trend filter they will generate signals in both directions during choppy, range-bound conditions. The 200 EMA acts as a simple regime gate.
Long trades are only considered when price is above the 200 EMA, broadly in an uptrend. Short trades are only considered when price is below it. This doesn't eliminate losing trades, but it meaningfully reduces the number of counter-trend entries that trail stop systems would otherwise generate in oscillating markets.
How the trailing stop works:
On each bar, the strategy calculates a long stop level at close - (ATR × multiplier) and a short stop level at close + (ATR × multiplier). When price is in an uptrend, the long stop ratchets upward with price but never moves down, it holds its highest reached level until price closes below it, at which point the trend flips to bearish and the stop becomes a downward-trailing short stop. The opposite applies in a downtrend. A trend flip from bearish to bullish generates a long entry signal if price is above the 200 EMA. A flip from bullish to bearish generates a short entry signal if price is below the 200 EMA.
Parameters worth adjusting:
The ATR multiplier controls the sensitivity of the trailing stop. A lower multiplier (1.5x or below) produces a tighter stop that flips trend direction more frequently, useful on lower timeframes where you want faster reaction but will generate more signals. A higher multiplier (2.5x or above) produces a wider stop that flips less often, better suited for higher timeframes where you want to stay in a trend longer and can tolerate larger drawdowns on individual trades before exit. The ATR length controls how many bars the average is computed over. Shorter lengths react faster to recent volatility changes; longer lengths smooth out volatility spikes.
The EMA length can be adjusted depending on your timeframe. 200 periods is the standard for daily charts. On a 4-hour chart, 100 to 150 periods covers a similar calendar range. On a 1-hour chart, 50 to 100 periods is reasonable. The goal is for the EMA to represent the dominant trend, not a short-term moving average that whipsaws with every swing.
What this is not:
This strategy does not predict market direction. It reacts to price behavior and exits when price reverses by a defined volatility-adjusted distance. It will produce losing trades, every trailing stop system does, and sequences of losses in choppy conditions are expected behavior, not a flaw. The expectation is that winning trades capture significantly more than they risk because the stop trails and locks in profit, while losing trades are cut at a defined ATR-based distance.
Evaluate this on your own instruments and timeframes with realistic backtest conditions before drawing any conclusions about expected performance.
Shared for educational purposes. This is not investment advice. Always backtest thoroughly and size positions according to your own risk tolerance. Strategia
Honest Trade PlannerHonest Trade Planner
On-chart position sizer & risk/reward planner. Place entry, stop, target — it sizes the trade so a single loss can't exceed your risk budget. Decision-support, not signals.
Honest Trader Toolkit — decision-support, not prediction. No signals, no forecasts, no win-rate claims. Just a correct read of what's actually on your chart.
The Honest Trade Planner turns a trade idea into a correctly sized order. You place your **entry**, **stop**, and (optionally) **target** on the chart; it shows you exactly how big to trade and precisely what you're risking — with the cross-asset math done right.
**What it does**
• Sizes a single trade from your **account size × risk %** and your **entry-to-stop distance**.
• Correct across **stocks, crypto, index, futures, and forex** — futures use the contract point value; forex reports both units and standard lots.
• Shows the full picture: **Risk $, Reward $, R:R ratio, position notional, and % of account** both risked and deployed.
• Optional **ATR-assisted stop** with an explicit Long/Short bias, so the distance math is never ambiguous.
• Draws a **risk zone** and a **reward zone** on the chart, plus a clean dashboard table.
**Honest by design**
• Position size is always rounded **DOWN** to your instrument's step — so your planned loss never sneaks past your risk budget. It will never round up to make a number look nicer.
• Money figures are shown in the symbol's **quote currency** (Pine can't read your broker, so account size is a manual input — convert if your account currency differs).
• On unsupported instruments or missing contract data it says **"verify contract specs"** rather than display a confidently wrong number.
• Bad inputs (zero account, entry = stop, target on the wrong side) **suppress** the nonsense output and tell you why. A low R:R is shown as information, never as a command to act.
**This tool does not predict anything and gives no buy or sell signals.** Every number is yours to act on or ignore — it only informs the decision you're already making.
**How to use**
1. Add it to any chart. You'll be prompted to click **Entry**, then **Stop** (both are draggable afterward). Set a **Target** in settings, or drag it, to get R:R.
2. Open settings → enter your **account size** and pick a **risk %** (0.25 / 0.5 / 1 / 2% or custom).
3. For fractional instruments (crypto, fractional shares) set the **Quantity step** (e.g. 0.001).
4. Read the dashboard. Drag entry/stop/target to plan different scenarios live.
**Limitations (so you know exactly what you're getting)**
• Pine cannot connect to your broker — account size and levels are manual inputs.
• Figures are in the symbol's quote currency.
• This is a planning and sizing tool, not financial advice. Always verify contract specifications for your instrument and broker before trading.
Open-source — read every line of the math yourself. Feedback welcome in the comments.
Indicatore
Stop Loss - structuur + ATR-bufferThis indicator helps you avoid getting stopped out by a few pips when price sweeps an obvious level. Instead of placing your stop exactly at the last swing low/high — where liquidity sits — it calculates a stop level with a volatility-based buffer:
Stop = last confirmed swing low/high ± (ATR × multiplier + extra pips)
The chart shows the swing level (dotted line), the buffered stop level for longs and shorts (solid lines), and a label with the exact stop price, buffer size, and distance in pips — use that distance for your position sizing.
Settings:
Swing sensitivity — how many candles left/right must confirm a swing. Higher = only major swings, lower = minor swings closer to price.
ATR period / multiplier — the buffer scales with volatility, so it automatically widens on volatile pairs and higher timeframes.
Extra pips — fixed margin for spread (stops are triggered on bid/ask, not the mid-price your chart shows).
Note: the default settings are a starting point, not a recommendation. Backtest on your own trades: measure how far wicks typically pierce your swing levels relative to ATR, and set the multiplier accordingly. A wider stop means a smaller position at the same risk percentage — never more risk. If the buffered stop breaks your minimum R:R, skip the trade instead of tightening the stop. Indicatore
Indicatore
Position Size Calculator - Risk Manager, Risk/Reward & L[LunqFX]Risk Manager is an on-chart position size and risk/reward calculator for TradingView that turns proper risk management into one click. Set your account size and risk per trade %, and it instantly gives you the exact position size (units / lots / contracts / shares), your risk and reward in dollars, the risk/reward ratio, and the breakeven win rate you need to be profitable — all visualized as clean risk and reward zones right on the chart. It works out of the box with an auto ATR setup (Entry / Stop Loss / Take Profit placed for you), or type your own levels. Built in Pine Script v6, it works on forex, crypto, stocks, indices, futures, gold (XAUUSD) and Bitcoin (BTCUSD), on any timeframe — because it sizes risk, not signals. Keywords: position size, position sizing, risk management, risk reward, risk/reward ratio, lot size calculator, money management, stop loss, take profit, R multiple, risk per trade, breakeven win rate, Kelly criterion, day trading, swing trading, scalping.
◆ WHY THIS MATTERS
Most traders blow accounts not because of bad entries, but because of bad position sizing and inconsistent risk. Professionals risk a fixed small % per trade (commonly 0.5–2%) and know their risk/reward before they click buy. This tool enforces that discipline on every trade — no spreadsheets, no external calculators.
◆ WHAT IT DOES
Exact position size from your account balance and risk %, in units, lots, contracts, shares or coins.
Risk and reward in account currency and as a % of account.
Risk/reward ratio with a clean visual meter.
Breakeven win rate — the minimum win rate needed to be profitable at your current R:R (a metric most calculators skip).
Visual risk zone (red) and reward zone (green) drawn between Entry, Stop and Target.
Optional fractional Kelly suggested risk %.
A modern, colour-coded dashboard.
◆ HOW IT WORKS
Auto mode (default): Entry is set at price, Stop at a chosen ATR distance, and Target at your chosen R multiple — a valid setup appears instantly on any instrument.
Manual mode: turn Auto off and enter your own exact Entry / Stop / Target prices in the settings.
Position size = (account balance × risk %) ÷ (distance from entry to stop). This guarantees that if the stop is hit, you lose exactly your chosen risk %.
Reward = position size × distance to target; R:R = reward ÷ risk.
Breakeven win rate = 100 ÷ (1 + R:R) — e.g., at 2R you only need to win >33% of trades to break even.
Lots/contracts = units ÷ your contract size (100000 for a forex standard lot, 1 for stocks/crypto, your multiplier for futures).
◆ HOW TO USE IT
Set Account balance and Risk per trade % once (e.g., 1%).
Pick Auto direction (Long/Short) or switch to manual and place your real Entry/Stop/Target.
Read the Position size — that is exactly how much to trade so your loss at stop = your set risk.
Check the R:R meter and Breakeven — only take trades whose math fits your strategy’s win rate.
Use the red/green zones to see risk and reward visually before entering.
Adjust Contract size to match your instrument (forex lots, futures multiplier, etc.).
◆ SETTINGS
Trade Setup (auto ATR or manual prices, direction, ATR stop, target R), Account & Risk (balance, risk %, contract size, size label), Kelly (optional), Visuals (box length, neon candles), Panel (text size, position, colours).
◆ ALERTS
Price hit Entry · Price hit Stop · Price hit Target.
◆ ORIGINALITY
This is original work. The auto-ATR setup engine, the account-aware sizing, the visual risk/reward zones, the colour-coded dashboard with the R:R meter and the breakeven-win-rate readout are all my own implementation. No third-party code is used.
◆ LIMITATIONS
This is a planning and sizing tool, not a signal generator — it does not tell you when to buy or sell.
Position size assumes your account currency matches the quote currency; for cross-currency pairs or unusual contracts, set Contract size to match your broker’s lot/units.
The auto ATR setup is a starting template — always adjust Stop and Target to real structure.
Results depend on the inputs you provide (balance, risk %, contract size); double-check them for your broker.
◆ NON-REPAINTING
This is a calculator: it draws from your inputs and the current price and never alters historical bars.
Risk Manager is an educational tool, not financial advice. Trading involves risk of loss. Always do your own research and manage risk responsibly. © LunqFX. Indicatore
Indicatore
Indicatore
Strong Risk Management | ProjectSyndicateStrong Risk Management turns trade planning into an institutional-grade pre-trade cockpit. Click your Entry, Stop, and three Take-Profit levels straight onto the chart and the tool instantly sizes the position, derives your leverage and margin, estimates the liquidation price, scores the setup, and stress-tests it against your prop-firm rules — all on two clean Bloomberg-amber panels. Every figure is computed live from your own inputs and the symbol's real tick size, not hard-coded, so the numbers describe the exact trade you are about to take, right now.
🎯 Click-to-Place Interactive Levels — drop Entry, Stop Loss, and TP1 / TP2 / TP3 directly on the chart and drag them whenever you want, just like native drawing tools. An anchor-time input lets you pin the setup to a specific bar, direction (Long / Short) is auto-detected from where your stop sits, and every level you place is always respected — the auto R-multiples only fill in the targets you leave blank.
🧮 Fee-Aware Position Sizing — the engine uses the classic fixed-fractional model and sizes the position so a full stop-out equals exactly the risk you defined, with entry and exit fees folded into the math. Choose your risk as a percentage of balance, a percentage of allocated trade capital, or a fixed cash amount, and read the precise contracts/size and notional position value it produces.
⚡ Three Leverage Modes + Liquidation Engine — run Isolated Capital (leverage derived from the margin you commit), Fixed Leverage (you set the multiplier), or Auto-Safe Leverage, which automatically picks the highest leverage that still keeps your liquidation price safely beyond your stop by a configurable buffer. The panel shows effective trade leverage, account leverage, maintenance margin rate and amount, the estimated liquidation price, and how many times further it sits than your stop — with a loud warning if liquidation would ever come before your stop is hit.
📊 Dual Bloomberg-Amber Panels — Panel 1 (Risk Console) lays out balance, trade capital, risk model, max loss, the full setup (entry, stop, stop distance, break-even, size, position value), the leverage and liquidation block, and the setup-quality verdict. Panel 2 (Prop Guardrails + Take-Profit Plan) handles the funded-account rule checks and the full target ladder. Position each panel independently anywhere on the chart.
🛡️ Prop-Firm Guardrails — purpose-built for funded and challenge traders. Set your account size, phase (Challenge / Verification / Funded), daily loss limit, maximum drawdown (with a trailing option), profit target, per-trade risk cap, and consistency rule, then see this trade scored against every one of them with SAFE / CAUTION / VIOLATION lights and an overall status. It also tells you how many trades like this you can take before breaching your daily and max-drawdown budgets, how much budget is left, and how many wins remain to the profit target.
🎚️ Take-Profit Ladder with FULL / SLICE — each target shows its price, R multiple, and allocation %, plus the dollars it books two ways: FULL (if you closed the whole position there) next to SLICE (what your partial allocation actually books). The plan rolls up into a Plan Profit row with blended R and ROI on margin, so partial exits never look inconsistent against a full-size stop again.
↔️ Reward : Risk Verdict — a single, color-coded 1 : x line grades the whole plan EXCELLENT / GOOD / MARGINAL / POOR, so a setup whose targets sit inside the stop distance screams at you instead of hiding inside an average. A companion "1R Value (full, net)" read exposes the fee drag by showing what one clean R is actually worth in cash after costs.
★ 0–10 Setup Quality Score — a composite grade blending reward-to-risk quality, risk-per-trade discipline, liquidation safety, and prop-rule headroom into one number and an ELITE / STRONG / FAIR / WEAK tier, for a fast go/no-go read before you commit.
🟢 Risk-Free-After-TP1 Read — shows exactly what closing your first partial locks in, and confirms that trailing your stop to break-even afterwards takes the remaining downside to near zero — the de-risking move spelled out in dollars.
🖥️ On-Chart Trade Map — the full trade is drawn as banded zones (profit, loss, a liquidation-danger band, and a runner zone beyond TP3), precise level lines for entry, stop, every target, break-even, and liquidation, and right-edge labels carrying each level's price, R multiple, and cash value at a glance.
🔴 Honest Live Trade Tracker — once price reaches your entry, the tool tracks floating P&L and then prints a clear ✓ TARGET HIT or ✘ STOPPED OUT outcome. Losers are never hidden, and same-bar ambiguity is always resolved pessimistically to the stop, so the read stays truthful.
🔔 Native Alerts — fire on entry triggered, target hit, stopped out, and any prop-firm guardrail violation, so you can wire the cockpit straight into your workflow.
🧩 Fully Customizable — choose each panel's position (Top / Middle / Bottom paired with Left / Right) and text size, pick your quote-currency symbol, set entry and exit fees, the maintenance-margin rate and liquidation safety factor, your R multiples and allocation split, auto-vs-manual targets, and toggle the chart zones, liquidation line, break-even line, and live tracker — all from the settings menu, no code editing required.
🎯 Why this is different — most position-size calculators hand you a lot size and stop there. This is a complete pre-trade cockpit: it sizes the trade, derives leverage and margin, estimates liquidation, scores the setup, grades the reward-to-risk honestly with fees included, and checks the whole thing against your funded-account rules — two panels that answer "how big, how safe, and is this even worth taking?" before you click buy or sell.
🚀 Where to use it — works on any symbol and timeframe. Built with crypto perpetuals, futures, and margin/leverage trading in mind, but equally useful for forex and stocks: plan the trade, validate the sizing and prop-rule headroom, then execute with the levels already mapped on your chart.
⚠️ Important — this is a research and decision-support tool, not a buy/sell system, and it makes no performance guarantees. Liquidation price, fees, maintenance margin, and leverage figures are simplified estimates and can differ from your specific broker or exchange — always verify against their exact contract specifications before sizing a live position. Nothing here is financial advice. Pair it with your own analysis and risk management. Indicatore
0.75% Rule - Trade ProjectionA position-sizing and reward-projection overlay for discretionary traders.
You place an entry and a stop on the chart, and the script returns the
position size that risks a fixed fraction of your account, then projects
your reward targets as R-multiples. Direction (long or short) is inferred
from where you click. The focus is getting currency-correct sizing right
with as little input as possible, and catching the sizing mistakes that
quietly distort risk.
📊 What it does
- Sizes the trade so the entry-to-stop distance equals a fixed percentage
of account equity. Default is 0.75%, a conservative fixed-fractional
risk rule, but the percentage is adjustable.
- Reports the result in the correct unit for the instrument: lots and
units for forex, or contracts/shares sized off point value elsewhere.
- Projects a configurable number of reward targets spaced in R-multiples
(1R, 2R, 3R ...), each labeled with its R-multiple and the reward amount
in your account currency.
- Draws the risk zone (entry to stop) and reward zones, plus an info panel
summarizing account, risk, direction, stop distance, size and R:R.
⚙️ How it works
- Risk amount = account size x risk %. Position size = risk amount /
(stop distance x point value x conversion rate). For forex this is
converted into standard lots.
- Direction is read from the two clicks: a stop below entry is a long,
a stop above entry is a short.
- Instrument detection is automatic (forex, JPY pairs, metals, index,
crypto) via symbol info, with a manual override if you need it.
- Account-to-quote currency conversion is explicit and manual. The
account-currency dropdown is a display label only; the single field
that adjusts lot size is the conversion rate. The panel flags the two
mistakes that actually distort risk: leaving the rate at 1.0 on a
mismatched pair, and applying a non-1.0 rate when the currencies match.
- An optional ATR-based stop can override the clicked stop (length and
multiplier adjustable). Direction still comes from your clicks.
- Repaint-free by construction: no higher-timeframe requests, entry and
stop are static prices, and all drawing is deterministic.
📋 How to use it
1. Add the script. It prompts you to click an entry price, then a stop.
2. Set account size and risk % in settings (default 0.75%).
3. If your account currency differs from the pair's quote currency, enter
the conversion rate (account currency per one unit of quote currency).
The panel warns you when a rate is needed.
4. Read position size, R:R and target levels from the panel and on-chart
labels.
5. For a new setup, open the indicator menu, choose Reset points, then
re-click entry and stop. The Re-arm toggle pauses the current
projection so a stale setup cannot mislead you.
## Notes
- This is a planning and risk-discipline tool, not a signal generator and
not financial advice. It does not place trades.
- For non-forex instruments, sanity-check the point value against your
broker's contract specs before trusting the size.
- Inputs are absolute prices, so after switching symbols you may need to
re-click entry and stop. The script detects an off-scale setup and
prompts you. Indicatore
Options Probabilistic Bounds [InferredSignals]█ OVERVIEW
Options Probabilistic Bounds (OPB) draws a forward price corridor on the daily chart — an upper and a lower band projected over a horizon you choose (1 to 20 trading days) at a confidence level you choose (default 95%).
In plain words: given how this stock has actually been moving, where could the CLOSING price realistically land over the next few days? The corridor is calibrated so that, at each horizon, roughly your chosen percentage of closes finish inside it.
It is built for option sellers — short puts in particular. The lower band is a statistically calibrated reference for where to place a strike. And because the corridor takes no view on direction, OPB adds something most volatility tools don't: a drift readout that tells you which side currently has the wind at its back, so you can see whether puts or calls are the safer leg to sell right now.
No option-chain data is used anywhere — no implied volatility, no greeks, no implied-vol skew. "Options" describes who the tool is for, not what it reads. OPB is a pure statistical model of the underlying's own price history.
█ WHAT MAKES IT ORIGINAL
• Per-symbol MAP-style calibration, entirely in Pine.
Parameters are fitted to each ticker by minimizing a penalized negative log-posterior — Student-t likelihood, Bayesian-style priors, and residual-moment penalties combined in one objective — searched multi-start and coarse-to-fine, with the winner chosen on residual quality, not likelihood alone. The result: less in-sample curve-fitting and a steadier calibration than a plain best-fit vol model.
• Two-component, leverage-aware GJR-GARCH variance.
A slow long-run level plus a faster mean-reverting short-run component, so a volatility shock decays over a few days instead of holding the corridor wide for weeks. Negative-return days get a specific leverage response — downside risk is modeled, not averaged away.
• Filtered historical tails with EVT extension.
The residual body is empirical (Filtered Historical Simulation); each tail is extended with a Generalized Pareto fit whose shape and scale are estimated in closed form by Probability-Weighted Moments (Hosking-Wallis) — more stable than method-of-moments or MLE on the small tail samples you actually get. The shape is floored at zero so equity tails are never assumed bounded, and with too few exceedances it falls back to empirical quantiles rather than overfitting noisy extremes.
• Data-driven downside asymmetry.
The downside leverage increment is routed fully to the lower band; the upper band receives only a data-driven semivariance fraction. The corridor widens below only as far as the symbol's own history justifies.
█ THE DRIFT READOUT — WHICH SIDE TO SELL
The bands are DRIFT-NEUTRAL by design: centered on today's close, never tilted up or down. Over 1–20 days, direction is effectively unestimable from price history — and a wrong directional bet would quietly under-reserve the downside, the worst place to be short a put. So the whole band width is spent on dispersion, none of it gambled on a direction the data can't support.
OPB still measures the recent drift and reports it as a small number next to σ, in :
• ↑ : favors puts — the stock has been drifting up, so the put leg has had a cushion.
• ↓ : favors calls — drifting down, the call leg has had the cushion.
• flat — no meaningful drift.
Practical read: it is usually safer to sell the leg the drift is moving AWAY from — sell puts into an uptrend, calls into a downtrend. The wind at your back.
In the backtest this shows up cleanly: on a strongly trending stock the drift-neutral bands breach the TREND side more often than the nominal rate, while the opposite side stays close to it. This is expected, not miscalibration — the corridor is honestly direction-agnostic, so the band width itself stays unbiased and the extra breaches on the trend side are pure drift. The takeaway matches the readout: the side you should be selling — the one the trend is moving away from — is the side that stays calibrated. One caveat: the drift readout is the RECENT past, never a forecast — a strong reading is often exactly where mean-reversion becomes most likely. The fat-tailed band remains the real safety net.
MU · daily · walk-forward, monthly recals. On this uptrend the trend side (Brch+) runs well above nominal while the put-sell side (Brch−) holds at/below its 2.5% target — the drift asymmetry described above, in numbers.
█ HOW TO USE IT
• Set a horizon (e.g. 5 days) and a confidence level (e.g. 95%).
• Read the upper/lower band at your horizon as a strike-placement reference.
• Glance at the drift readout to pick the safer leg — puts vs calls.
• Turn on the walk-forward backtest and check: Close-in ≈ your confidence level; Brch+ / Brch− near the per-side rate and reasonably balanced; NT dn = how often a lower-band strike was never touched over the whole path — the number that matters for assignment.
• Optional PIT diagnostic: D ≈ 1 well-sized, D < 1 too wide, D > 1 too narrow. Read h = 1 first (least affected by overlapping windows).
• Anchor mode D-1…D-5 freezes the corridor as it looked N days ago, calibrated only on data known then — handy to inspect how past corridors held.
█ SETTINGS
Defaults are robust and research-oriented: Horizon 5d · Confidence 95% · Calibration window 252d · Two-component variance ON · Leverage-asymmetric bands ON · Earnings-gap neutralization ON.
"Long-run half-life" sets how steady the long-run volatility baseline is — a higher value keeps it stiffer after a shock, which (with the two-component model on) reduces post-shock over-widening.
Every input ships with a plain-language tooltip. Daily timeframe only. Calibration runs on the last bar for performance; walk-forward recalibration is monthly, a Pine execution-time constraint.
█ WHAT IT IS NOT
• Not a directional forecast — the corridor is drift-neutral, centered on the anchor close.
• Not a joint path bound — confidence targets the close at each horizon separately; the chance of touching a band along the path is the separate No-Touch figure (see backtest).
• Not an option-pricing model — no implied volatility, greeks, or option-chain data.
• Not a guarantee — the backtest and PIT diagnostics are historical calibration evidence, not a promise of future coverage.
Full methodology, equations, and references are documented section by section in the source code. This is a research and educational tool, not investment advice.
Indicatore
Risk Navigator Levels [JOAT]Risk Navigator Levels is an open-source Pine Script v6 overlay that turns confirmed trend-engine flips into a clean visual trade planning map. It draws an entry line, stop line, TP1, TP2, TP3, R-multiple labels, and optional risk/reward boxes after a confirmed setup.
The script is not a full trading system. Its purpose is visual planning: once its internal engine confirms a new long or short state, it freezes the entry, stop, and target levels so the user can inspect structure, distance, and status without manually drawing every line.
Core Concepts
1. Trend Engine Gate
The engine compares a fast EMA, slower EMA basis, ATR gate, and VWAP. A long setup requires the fast line above the basis, price above the upper gate, price above VWAP, and fast-line slope agreement. Shorts use the mirrored logic.
riseReady = fastLine > baseLine and close > upperGate and close > vwapLine and fastLine > nz(fastLine , fastLine)
fallReady = fastLine < baseLine and close < lowerGate and close < vwapLine and fastLine < nz(fastLine , fastLine)
2. Confirmed Direction Change
The script only creates a new level set when the engine direction changes on a confirmed bar.
confirmedLong = barstate.isconfirmed and engineDir == 1 and previousDir != 1
confirmedShort = barstate.isconfirmed and engineDir == -1 and previousDir != -1
3. Stop Selection
The stop is based on recent swing lookback and an ATR floor. This prevents the stop from being unrealistically tight relative to current volatility.
4. R-Multiple Targets
Once risk is calculated, TP1, TP2, and TP3 are plotted as multiples of that risk. The default values are 1R, 2R, and 3R.
5. Status Tracking
After a setup, the script tracks whether the stop or each target has been touched on confirmed bars and updates labels and dashboard status.
Features
Confirmed setup engine: Uses EMA, ATR gate, VWAP, and slope checks
Frozen entry and stop: Levels are created at setup time
TP1, TP2, TP3 targets: Target levels are R-multiple based
Risk/reward boxes: Optional green and red boxes show distance visually
Status labels: Shows whether SL, TP1, TP2, or TP3 has been touched
Right-edge labels: Keeps levels readable without crowding older bars
Dashboard: Shows mode, engine state, R size, targets, and status
Alerts: Setup, stop touch, and target touch conditions
Input Parameters
Visuals:
Palette Preset: Selects color pair
Level Reach Bars: Forward extension of lines and boxes
Risk/Reward Boxes: Toggles the boxes
Engine:
Source: Price source
Fast Length: Fast EMA length
Base Length: Slow EMA basis length
ATR Length: Volatility length
Confirmation Gate: ATR gate around the basis
Risk:
Stop Lookback: Swing lookback used for stop reference
ATR Stop Floor: Minimum stop distance multiplier
TP1 R / TP2 R / TP3 R: Target multiples
How to Use This Indicator
Step 1: Wait for a Confirmed Setup
The script draws a new plan only after its engine direction changes on a confirmed bar.
Step 2: Inspect R Size
The dashboard R size shows the distance between entry and stop. Large R size means the setup requires wider risk.
Step 3: Monitor Touch Status
Labels and dashboard status update when the stop or targets are touched after the setup bar.
Step 4: Use as a Planning Tool
The levels help visualize trade structure. They do not replace account-level risk controls.
Indicator Limitations
This is a visual planning tool, not a complete execution strategy
The engine can produce late signals during fast reversals
Targets are mathematical R levels, not forecasts
A stop touch and target touch can occur in the same bar on some candles; intrabar order cannot be known from closed OHLC alone
Originality Statement
Risk Navigator Levels is original in its integration of a confirmed trend gate, VWAP location, ATR stop floor, frozen R-level drawing system, and live status tracking. It is built as original Pine v6 code for transparent visual planning.
Disclaimer
This script is provided for educational and informational use only. It is not financial advice or a recommendation to buy or sell any financial instrument. Trading involves substantial risk of loss. Levels shown by the script are visual research levels and may not match actual execution conditions. Always use independent analysis and proper risk management.
-Made with passion by jackofalltrades
Indicatore
BB Squeeze BreakoutBB Squeeze Breakout
Precision Breakout is a volatility compression and breakout indicator based on Bollinger Bands, Keltner Channels, momentum filters, volume confirmation, and ATR-based risk levels.
The goal of this tool is to help traders read when price is compressing, when volatility starts expanding again, and whether a breakout has enough confirmation to be considered stronger or weaker.
This indicator is not a trading system by itself. It is made to support chart reading and should be used together with market structure, support and resistance, liquidity zones, session context, and personal risk management.
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MAIN IDEA
────────────────────────────
Markets often move through two phases:
1. Compression
Price contracts, Bollinger Bands become tighter, and the market prepares for a possible expansion.
2. Expansion
Price breaks outside the bands, volatility increases, and a directional move can start.
This script tracks those phases with:
- Bollinger Bands
- Keltner Channels
- Squeeze detection
- Bollinger Bandwidth
- %B position
- Candle quality
- RSI momentum
- Volume expansion
- OBV confirmation
- MFI confirmation
- A/D confirmation
- ADX trend strength
- MACD confirmation
- EMA trend filter
- ATR-based SL and TP levels
- A dashboard for quick reading
────────────────────────────
HOW THE SIGNALS WORK
────────────────────────────
A bullish breakout appears when price closes above the upper Bollinger Band for the required number of confirmation bars.
A bearish breakout appears when price closes below the lower Bollinger Band for the required number of confirmation bars.
The script then checks additional conditions such as candle body quality, momentum, volume, OBV slope, MACD behavior, ATR expansion, Bollinger Bandwidth expansion, and post-squeeze context.
The final signal depends on the confluence score and the selected filters.
A strong signal means that the breakout structure is present and the required confirmations are aligned.
A weak signal means that price broke outside the Bollinger Band, but the score or one of the active filters was not strong enough.
────────────────────────────
MINI TUTORIAL FOR BEGINNERS
────────────────────────────
1. Add the indicator to the chart.
2. Start with the default settings.
3. Look for a squeeze phase, where Bollinger Bands compress inside the Keltner Channel.
4. Wait for a squeeze release or a confirmed breakout outside the Bollinger Bands.
5. Check the dashboard:
- Squeeze: shows if compression is active.
- Post-SQ: shows if the market recently left a squeeze.
- BandWidth: shows if volatility is low or expanding.
- %B: shows where price is inside or outside the bands.
- SNIPER: shows the current confluence score.
- Signal: shows BUY, SELL, WEAK BUY, WEAK SELL, or WAIT.
6. If a signal appears, check if it agrees with the trend, support/resistance, and market structure.
7. Use the ATR-based Entry, SL, TP1, TP2, and TP3 levels as visual planning references.
8. Do not take a signal blindly. Always check the context before making a decision.
────────────────────────────
EXAMPLE CASES
────────────────────────────
Example 1: Bullish post-squeeze breakout
Price has been moving sideways, the Bollinger Bands are tight, and the squeeze is active. Then price closes above the upper Bollinger Band with a strong candle, rising volume, improving RSI, and expanding bandwidth. The dashboard shows a bullish score above the minimum threshold. A BUY label can appear, and the ATR risk levels show Entry, SL, TP1, TP2, and TP3.
Example 2: Bearish breakdown
Price loses support and closes below the lower Bollinger Band. RSI moves below 50, OBV weakens, MACD confirms downside pressure, and the candle closes near the low of its range. If the score and active filters agree, a SELL label can appear.
Example 3: Weak breakout
Price closes outside the Bollinger Band, but the candle is small, volume is not expanding, or momentum is weak. In this case, the script can show a WEAK signal instead of a confirmed one. This means the structure exists, but confirmation is not strong enough.
Example 4: Head fake
Price briefly breaks outside a band, then moves back inside the Bollinger structure. The script can mark this as a possible head fake. This helps identify failed breakouts, especially in choppy or low-volume markets.
Example 5: Band walk
During strong trends, price can continue moving along the upper or lower Bollinger Band. The script marks these band walk conditions to show possible trend continuation behavior.
────────────────────────────
INPUTS EXPLAINED
────────────────────────────
BOLLINGER BANDS
BB Length
Controls the moving average period used for the Bollinger Band basis. The default value is 20, which is the classic Bollinger setting.
BB StdDev
Controls the standard deviation multiplier used to build the upper and lower bands. The default value is 2.0, which is the common standard setting.
Neon Glow
Adds a visual glow effect around the Bollinger Bands.
Heat Zone
Colors the area between the Bollinger Bands depending on price position inside the band range.
────────────────────────────
KELTNER / SQUEEZE
Keltner Length
Controls the length used for the Keltner Channel calculation.
Keltner Mult
Controls the ATR multiplier used to build the Keltner Channel.
Show Keltner
Shows or hides the Keltner Channel on the chart.
Post-Squeeze Window
Defines how many bars after a squeeze release are still considered part of the post-squeeze phase.
Squeeze Ready Lookback
Looks back over a selected number of bars to detect when Bollinger Bandwidth is near a low-compression zone.
Show Squeeze Dots
Shows dots during squeeze conditions and squeeze release events.
────────────────────────────
BREAKOUT SIGNALS
Confirmation Bars
Defines how many consecutive closes outside the Bollinger Band are required before confirming a breakout.
Show BUY/SELL Labels
Shows or hides the main BUY and SELL labels.
Show Arrows
Shows or hides the arrow markers on the chart.
Show Tiny Info Labels
Shows or hides smaller labels such as weak signals and head fake warnings.
Head Fake Lookback
Controls how many bars are checked to detect a failed breakout after price moved outside a band.
Band Walk Bars
Controls how many bars are required to detect a band walk condition.
────────────────────────────
SNIPER ENGINE
Min Confluence Score
Sets the minimum score required for a confirmed signal. A higher value gives fewer signals but requires stronger confirmation.
Min Body/Range Ratio
Defines how large the candle body must be compared to the full candle range. This helps filter weak candles and dojis.
Close Must Be In Top/Bot %
For bullish candles, the close should be near the top of the range. For bearish candles, the close should be near the bottom of the range.
ATR Expansion Factor
Checks if current ATR is expanding compared to its average. This helps confirm volatility expansion.
Require Momentum Acceleration
Uses momentum behavior, mainly RSI acceleration, as part of the confirmation logic.
Require Volume Expansion
Uses volume expansion as part of the breakout quality reading.
Require BB Width Expansion
Checks if Bollinger Bandwidth is expanding during the breakout.
Anti-Wick Rejection Filter
Helps reject breakouts when the previous candle shows a strong wick against the breakout direction.
────────────────────────────
FILTERS
Use RSI Filter
Activates or disables RSI confirmation.
RSI Length
Controls the RSI calculation period.
Use OBV Filter
Activates or disables OBV confirmation.
Use Volume Spike Filter
Activates or disables volume spike confirmation.
Volume MA Length
Controls the moving average length used to compare current volume.
Volume Min x MA
Defines how much current volume must exceed the volume average.
Use MFI Filter
Activates or disables Money Flow Index confirmation.
MFI Length
Controls the MFI calculation period.
Use A/D Filter
Activates or disables Accumulation/Distribution confirmation.
Use ADX Filter
Activates or disables ADX trend strength confirmation.
ADX Length
Controls the ADX calculation period.
ADX Min
Defines the minimum ADX value required when the ADX filter is active.
Use MACD Filter
Activates or disables MACD confirmation.
Use EMA Trend Filter
Activates or disables EMA trend confirmation.
EMA Fast
Controls the fast EMA length.
EMA Slow
Controls the slow EMA length.
────────────────────────────
RISK MANAGEMENT
Show SL / TP
Shows or hides Entry, Stop Loss, and Take Profit levels.
Show SL/TP Zones
Shows or hides the colored risk and target zones.
Show SL/TP Labels
Shows or hides the Entry, SL, TP1, TP2, and TP3 labels.
SL ATR x
Controls the ATR multiplier used to calculate the Stop Loss distance.
TP1 ATR x
Controls the ATR multiplier used to calculate the first Take Profit level.
TP2 ATR x
Controls the ATR multiplier used to calculate the second Take Profit level.
TP3 ATR x
Controls the ATR multiplier used to calculate the third Take Profit level.
Enable TP3
Shows or hides the third Take Profit level.
RM Label Offset Bars
Moves the risk management labels slightly to the right of the current price area. The labels and zones update automatically as new candles appear.
────────────────────────────
DASHBOARD
Show Dashboard
Shows or hides the dashboard panel.
Position
Moves the dashboard to the selected chart corner.
High Contrast Panel
Makes the dashboard easier to read with stronger background contrast.
────────────────────────────
VISUAL ELEMENTS
────────────────────────────
The indicator can display:
- Bollinger Bands
- Bollinger glow effect
- Heat zone between bands
- Keltner Channels
- Squeeze dots
- Squeeze release dots
- BUY and SELL labels
- Weak breakout labels
- Head fake labels
- Band walk markers
- ATR-based Entry, SL, TP1, TP2, TP3 levels
- Colored risk and target zones
- A dashboard with market state information
────────────────────────────
IMPORTANT NOTES
────────────────────────────
This script is an indicator, not a strategy.
It does not place trades.
It does not guarantee profitable results.
It does not predict the future.
Signals can fail in ranging, low-liquidity, high-spread, or news-driven market conditions.
Users should test the indicator on their own symbols, timeframes, and trading style before using it in live market decisions.
Risk management remains the responsibility of the user. Indicatore
Indicatore
Momentum Leader ATR Risk MapMomentum Leader ATR Risk Map is a position-management indicator designed to help traders visualize where a leading stock is trading relative to its 50-period SMA and ATR-based extension levels.
The goal is not to generate automatic buy or sell signals. Instead, this tool provides a structured risk map for momentum leaders by combining:
• ATR extension from a configurable SMA baseline
• Positive extension bands for profit-taking and risk management
• Negative extension bands for pullback, add-zone, and damage-control reference levels
• Relative strength scoring versus a benchmark such as SPY
• SMA trend status
• Optional liquidity, sector RS, and industry RS filters
• Nearest upside and downside map levels shown directly in the table
By default, the indicator uses a Daily anchor and 50-period SMA baseline, making it suitable for swing trading and longer-term position management in momentum leaders. A 24-hour / 1440-minute anchor is also available for users who prefer to evaluate instruments with extended-hours or near-24-hour trading behavior.
Core Risk Map Levels:
Positive Extension Zones:
• +2.95x ATR: High-RS leader zone
• +4.56x ATR: Super momentum zone
• +5.27x ATR: Approximate 2σ risk zone
• +7.83x ATR: Approximate 3σ profit zone
• +10.00x ATR: Extreme / trail-only zone
Negative Extension Zones:
• -1.00x ATR: Pullback
• -2.00x ATR: Add zone
• -3.00x ATR: Deep pullback
• -4.56x ATR: Damage control
• -5.27x ATR: Washout / reclaim-needed zone
The table is designed to answer a few practical questions quickly:
• Is the stock still acting like a leader?
• Is price extended, normal, or damaged relative to the SMA/ATR map?
• Is the SMA trend still constructive?
• Is relative strength still intact across multiple lookback windows?
• Where is the nearest upside ATR map level?
• Where is the nearest downside ATR map level?
Relative Strength Logic:
The RS Score compares the current symbol against a user-selected benchmark over 21, 63, 126, and 252 anchor bars. A score of 4 of 4 means the symbol is outperforming the benchmark across all four lookback windows.
Optional Advanced Inputs:
The indicator includes optional sector and industry RS inputs for users who want to manually compare the stock against relevant ETFs such as XLK, SMH, IGV, XBI, XLE, XLF, or other sector/industry proxies. These are turned off by default to keep the tool frictionless.
A liquidity filter is also available, but it is turned off by default so the indicator can remain focused on the risk map itself.
Credit and Inspiration:
This indicator was inspired by concepts shared by several market educators and traders:
• Jeff Sun / @jfsrev
x.com
• @i_manage_risk
x.com
• StratLab / @StratLaboratory
x.com
Their publicly shared work on relative strength, momentum leadership, ATR extension frameworks, risk management, and scaling into or out of leaders helped shape the conceptual foundation for this tool.
This script is an independent implementation. It is not affiliated with, sponsored by, or endorsed by Jeff Sun, @i_manage_risk, StratLab, or @StratLaboratory, and it is not intended to replicate their complete methodologies.
Suggested Use:
This indicator is best used as a position-management overlay for stocks that have already been identified as potential leaders through a separate screening process. It can help define areas where the stock may be:
• Acting normally within a leadership trend
• Becoming extended into profit-taking zones
• Pulling back toward constructive support
• Losing momentum or entering damage-control territory
Important Notes:
ATR extension levels are reference zones, not guaranteed targets or support/resistance levels. A stock can remain extended for longer than expected, especially during strong momentum regimes. Conversely, deep pullbacks can signal deterioration rather than opportunity if leadership and trend structure are no longer intact.
Use this tool alongside broader market context, earnings risk, volume behavior, trend structure, and personal risk-management rules.
This indicator is for educational and informational purposes only and does not constitute financial advice. Indicatore
Trade Execution Desk [JOAT]Trade Execution Desk is an open-source trade planning and session management tool designed for futures and structured discretionary traders who operate under daily loss limits, risk tier constraints, and session performance targets. It combines position sizing from account parameters, automatic pivot-based stop detection, three take-profit levels with risk-reward boxes, a 10-trade manual session log, and session status tracking into a single indicator.
The problem this addresses is the gap between an indicator that shows signals and a tool that translates those signals into an actual trade plan. Trade Execution Desk does not generate signals — it helps the trader structure the trade after a signal has been identified, ensuring that position size, stop placement, and profit targets are consistent with the account's defined risk parameters before the order is placed.
Core Concepts
1. Risk-Based Position Sizing
Position size is computed from the daily loss limit, maximum risk percentage, risk tier multiplier, and the calculated stop distance in ticks:
tierMult = tier == "FULL" ? 1.0 : tier == "HALF" ? 0.5 : 0.25
riskAmount = (dailyLossLimit * maxRiskPct / 100.0) * tierMult
contractsAllowed = math.floor(riskAmount / (stopDistTicks * tickValue))
This produces a contracts-allowed figure that respects the current risk tier and the actual stop distance on the current setup.
2. Three Risk Tiers
The FULL tier allows the full calculated position size. The HALF tier reduces it by 50%. The QUARTER tier reduces by 75%. Tier selection reflects the trader's confidence level or account drawdown state.
3. Auto Pivot Stop Detection
When auto stop is enabled, the indicator detects the most recent confirmed pivot high (for short trades) or pivot low (for long trades) and places the stop price at that level plus a configurable tick buffer. This anchors the stop to the nearest structural level automatically.
4. Trade Block Visualization
Entry, stop, and three TP levels are plotted as horizontal lines with right-edge labels. The risk zone (entry to stop) is shown as a translucent red box; the reward zone (entry to TP1) as translucent green. All objects extend rightward in real time.
5. Session Management
Four session-end conditions are tracked: daily target reached, maximum trade count reached, maximum loss count reached, and account rule violation. When any condition triggers, a session lockout overlay is displayed on the chart as a visual reminder that session trading is complete.
6. Manual Trade Log
Ten trade entries can be logged manually with tier type and result. Results are converted to the selected unit (points, ticks, dollars, or percent of account). Sequential processing chains each entry's outcome into running totals for session P&L, trade count, loss count, and violation flag. A promotion threshold tracks whether the session meets the criteria to advance to the next risk tier.
Features
Risk-based position sizing: Contracts calculated from loss limit, risk percent, tier multiplier, and actual stop distance
Three risk tiers: FULL / HALF / QUARTER with independent position size scaling
Auto pivot stop detection: Nearest confirmed pivot placed as stop with configurable tick buffer
Three TP levels with gradient boxes: TP1, TP2, TP3 as horizontal lines with translucent colored boxes
Session status tracking: Target, max trades, max losses, and violation triggers with visual lockout overlay
Ten-entry manual trade log: Each entry processed with tier, result, and unit conversion
Promotion threshold: Tracks whether session performance meets the criteria to advance risk tier
Unit conversion: All results displayable in Points, Ticks, Dollar, or Percent
Session lockout overlay: Full-chart colored overlay when session ends, with reason displayed
17-row institutional dashboard: Account params, tier state, stop/entry/TP levels, session status, trade log summary, promotion progress
Non-repainting: All pivot detections use confirmed pivot functions with symmetric lookback
Input Parameters
Risk Parameters:
Account Size ($), Daily Loss Limit ($), Max Risk % Per Trade
Tick Value ($), Ticks Per Point
Daily Target ($), Max Trades Per Session, Max Losses Per Session
Risk Tier and Carryover:
Current Risk Tier: FULL / HALF / QUARTER
Carryover Deficit ($), Quarter Violation Active toggle, Quarter Extra Deficit ($)
Trade Planning:
Trade Direction: Long / Short
Enable Auto-Pivot Stop toggle, Pivot Left/Right Bars, Stop Buffer (Ticks)
Manual Stop Price (0 = use auto)
RR Levels:
Show TP1, TP2, TP3 toggles with RR multiples and colors
Risk Zone and Reward Zone toggles
Result Unit: Points / Ticks / Dollar / Percent
Trade Log:
10 trade entries: Tier selector + Result value per entry
How to Use This Indicator
Step 1: Configure Account Parameters
Set your account size, daily loss limit, tick value, and ticks per point to match your trading instrument. Set the daily target and maximum trades/losses for your session rules.
Step 2: Select Risk Tier
Choose FULL, HALF, or QUARTER based on your current account standing or confidence level. The contracts-allowed figure in the dashboard updates automatically.
Step 3: Read the Entry/Stop/TP Levels
After identifying a trade direction, the auto-pivot stop places your stop at the nearest confirmed structural level. TP1, TP2, and TP3 are calculated automatically based on the stop distance and your configured RR multiples.
Step 4: Log Trades Manually
After each trade, enter the tier and result in the trade log section. The dashboard updates session P&L, win rate, and promotion progress in real time.
Step 5: Respect the Session Lockout
When the session lockout overlay appears, the reason is displayed prominently on the chart. The lockout is a visual reminder only — it does not interact with your broker.
Indicator Limitations
Position sizing uses tick value and ticks-per-point inputs specific to the traded instrument. These must be configured correctly for the output to be meaningful
The session lockout overlay is a visual reminder only. It does not block order placement
The manual trade log requires manual input after each trade. It does not auto-detect executions
Promotion threshold calculation uses simple arithmetic from input values and may not account for all possible rule variations across different prop firm structures
This indicator is a planning and logging tool. It does not generate entry or exit signals
Originality Statement
The combination of risk-tier-aware position sizing, session-end condition tracking with visual chart lockout, a 10-entry chained trade log with unit conversion, and a promotion threshold tracker in a single open-source overlay indicator is not replicated in existing Pine Script v6 publications
The sequential chaining of manual trade log entries through a processing function that propagates trade count, loss count, running P&L, and violation flag forward through ten entries provides structured session accounting within a chart indicator
Disclaimer
This indicator is provided for educational and informational purposes only. It is not financial advice. Position sizing outputs are mathematical calculations based on user-provided inputs and do not account for all real-world trade execution factors. Always verify position sizes and risk parameters independently before placing orders. The author accepts no responsibility for trading losses resulting from use of this indicator.
Made with passion by jackofalltrades
Indicatore
Lucky Risk CalculatorLucky Risk Calculator
Know your risk before you pull the trigger — every single time.
Lucky Risk Calculator is a clean, no-nonsense risk management tool built for futures traders. Whether you're trading MNQ, NQ, MES, ES, or any other futures contract, it automatically detects the point value of your instrument and gives you instant dollar risk and profit targets right on your chart — no spreadsheets, no mental math mid-trade.
---
What It Does
Enter your stop distance and number of contracts, and the table instantly shows you:
- **Dollar risk** per contract and for your full position
- **Profit target distance** based on your R:R ratio
- **Dollar profit** at target per contract and full position
- **Auto point value detection** — works on any futures symbol without manual setup
---
How To Use
1. Set your **Stop Distance** (in points) based on where your stop loss is placed
2. Set your **Contracts** — risk and profit scale automatically
3. Set your **R:R Target** — the calculator shows exactly what hitting that target is worth in dollars
4. Move the table to wherever it fits best on your chart
---
Works With
MNQ · NQ · MES · ES · MYM · YM · M2K · RTY — and any other futures contract on TradingView. Point values are pulled automatically from the symbol, so you never have to touch a setting when switching instruments.
---
Why I Built This
As a futures scalper, I needed to know my exact dollar risk the moment I defined my stop — not after the trade. This tool keeps risk front and center so you trade with discipline, not guesses.
*Trade smart. Manage risk. Stay lucky.*
— LuckyJo Indicatore
ATR Position SizerATR Position Sizer
A simple position sizing tool for futures traders. Calculates how many contracts to trade based on your risk tolerance and the current ATR-based stop distance.
How it works
The indicator uses the standard formula:
Contracts = Risk $ ÷ (ATR × Stop Multiplier × Dollar per Point)
It pulls the contract's dollar-per-point value directly from the symbol info, so you don't need to enter it manually. At the close of each bar, the calculation updates and displays in the bottom right of your chart.
Inputs
ATR Lookback (bars): How many bars to use for the ATR calculation. Default is 14.
Risk Tolerance ($): Maximum dollar amount you're willing to lose on the trade. Default is $250.
Stop Multiplier (xATR): How wide your stop is relative to ATR. Default is 1.5x.
How to use it
Add the indicator to your chart.
Set your ATR lookback, risk tolerance, and stop multiplier in the settings.
At the close of your entry candle, look at the contracts value in the bottom right.
Size your trade accordingly.
The output is a decimal so you can see exactly where you stand. Round down if you want to stay within your risk, round up if you're comfortable taking slightly more.
Supported instruments
This indicator was designed and tested on the following futures contracts:
S&P 500: ES, MES
Nasdaq 100: NQ, MNQ
Russell 2000: RTY, M2K
Dow: YM, MYM
Nikkei 225: NKD, NIY
Gold: GC, MGC
Crude Oil: CL, QM, MCL
It may work on other futures contracts that have a defined point value in TradingView, but results outside the listed instruments are not guaranteed.
Disclaimers
This indicator is for educational and informational purposes only. It is not financial advice, investment advice, or a trading recommendation.
The calculations assume your actual stop loss will be placed at the ATR-based distance. If you use a different stop placement method, your real risk will differ from what this indicator shows. Always verify your stop placement and position size before entering a trade.
ATR is a backward-looking measure of volatility. It does not predict future price movement, slippage, gaps, or news-driven volatility expansion. Your actual loss on a trade can exceed the calculated risk amount, especially on thinly traded instruments, around economic releases, or during overnight sessions.
This tool does not account for commissions, exchange fees, margin requirements, account size, or overall portfolio exposure. You are responsible for ensuring any position size is appropriate for your account and risk profile.
Futures trading involves substantial risk of loss and is not suitable for every investor. Past performance is not indicative of future results. Trade at your own risk. Indicatore
Concordance Execution Model [JOAT]Concordance Execution Model
Introduction
Concordance Execution Model is a strategy framework that integrates regime detection, trend bias, structure direction, pressure, relative volume, regression confidence, and ATR risk management.
This open-source strategy is a research framework, not a performance claim. It demonstrates how rule-based confluence, realistic costs, risk controls, and confirmed-bar execution can be organized in Pine Script v6.
Core Concepts
1. Regime Filter
ALMA, EMA, structure, and regression confidence determine whether long or short entries are allowed.
2. Multi-Factor Entry Gate
Entries require confirmed structure or pullback context plus pressure, RVOL, and cooldown alignment.
3. ATR Risk Model
Stops, targets, trailing stops, structure invalidation, and time stops manage exits.
4. Confirmed-Bar Execution
Entry conditions are evaluated with confirmed bars to reduce repainting behavior.
longEntry = confirmed and regimeBull and pressureBull and rvolOk and cooled
Features
Regime, structure, pressure, and regression filters
ATR stop and target exits
Optional trailing stop
Structure invalidation and time stop exits
Dashboard and candle regime colors
Input Parameters
Structure pivot length and HTF bias
ALMA and regression confidence settings
Delta pressure, RVOL, and cooldown
ATR stop, target, trailing, and time stop
Panel and candle display toggles
Strategy Properties
Initial capital: 100000
Position sizing: 10 percent of equity
Pyramiding: 0
Commission: 0.02 percent
Slippage: 2 ticks
Stops and targets: ATR-based, with optional trailing stop
How to Use This Script
Use this as a transparent research framework. Test on multiple markets and review trade samples rather than relying on a single backtest.
Limitations
The script uses historical OHLCV data and cannot know future prices.
Signals and states can be late during fast reversals because confirmed-bar logic is used to reduce repainting.
Model outputs should be interpreted with market context, risk controls, and independent analysis.
No visual state should be treated as a certain trade outcome.
Originality Statement
Concordance is original in combining several independent model families into a realistic, non-pyramiding execution framework with explicit risk exits.
Disclaimer
This indicator is provided for educational and informational purposes only. It is not financial advice, investment advice, or a recommendation to buy or sell any financial instrument. All calculations are derived from historical market data and may produce inaccurate readings in some market conditions. No indicator can predict future market behavior. Use proper risk management and independent judgment.
-Made with passion by jackofalltrades
Strategia
Caldera Meridian Strategy [JOAT]Caldera Meridian Strategy
Introduction
Caldera Meridian Strategy is an open-source Pine Script v6 strategy that combines trend regime, pressure, structure, auction location, and transition probability into a single rules-based execution model. The strategy is designed to be transparent: each decision component is calculated directly inside the script, and entries are processed on confirmed bars.
This strategy is not intended to prove future profitability. It is a research framework for studying how multiple market-context filters interact with ATR-based risk and staged exits.
Core Concepts
1. Regime Filter
The strategy uses fast, mid, and slow EMAs to classify bullish, bearish, or neutral trend conditions. A confirmed higher-timeframe EMA can also be used as a directional filter.
trendBull = fast > mid and mid > slow and close > mid
trendBear = fast < mid and mid < slow and close < mid
2. Transition Probability
A simple rolling transition model estimates whether the current regime has recently persisted. This is used as a filter rather than a prediction.
3. Pressure and Auction Location
The strategy estimates bid/ask pressure from candle body position, range, and volume. It also tracks VWAP-style weighted price and value deviation bands to avoid entries in poor auction locations.
4. Structure Confirmation
Confirmed pivots are used to detect delayed structure breaks, sweeps, and displacement events. Pivot confirmation is non-repainting but naturally delayed.
5. ATR-Based Risk Management
Entries use ATR or structure-based stops. Exits are staged across TP1, TP2, and TP3 using configurable R multiples.
Features
Rules-based long and short logic: Combines trend, pressure, structure, auction, and probability filters
Confirmed-bar execution: Entry and risk-off logic uses closed-bar conditions
ATR and structure stops: Stops use volatility and recent structure references
Three staged exits: TP1, TP2, and TP3 use configurable R multiples and quantity percentages
Realistic default costs: Commission is set to 0.05% and slippage to 1 tick in the strategy declaration
Dashboard: Shows position state, scores, regime, continuation, pressure, auction, and risk-off status
Default Strategy Properties
Initial capital: 100,000
Commission: 0.05 percent
Slippage: 1 tick
Pyramiding: 0
Orders processed on close
How to Use This Strategy
Step 1: Use a clean chart
For publication and testing, use a standard chart type and avoid adding unrelated scripts to the chart.
Step 2: Review the dashboard
The dashboard explains why the strategy is flat, long, short, or in a risk-off state.
Step 3: Evaluate across markets
Do not judge a strategy from a small sample. Test across multiple symbols, timeframes, and market regimes.
Strategy Limitations
Backtest results do not imply future results
Pivot-based structure is confirmed only after the pivot length has passed
Costs and slippage may differ from live trading conditions
The model can underperform in choppy markets where filters repeatedly conflict
The strategy is a research framework and not a complete trading plan
Originality Statement
Caldera Meridian Strategy integrates multiple independent modules rather than relying on a single crossover or oscillator. Its usefulness comes from studying how regime, structure, pressure, auction location, and transition persistence interact before a trade is allowed.
Disclaimer
This strategy is provided for educational and informational purposes only. It is not financial advice. Trading involves risk of loss. Backtests are historical simulations and do not predict future performance. Always use proper risk management.
-Made with passion by jackofalltrades
Strategia
