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Emre AOI Zonen Daily & Weekly (mit Alerts, max 60 Pips)This TradingView indicator automatically highlights Areas of Interest (AOI) for Forex or other markets on Daily and Weekly timeframes. It identifies zones based on the high and low of the previous period, but only includes zones with a width of 60 pips or less. Features: Daily AOI Zones in blue, Weekly AOI Zones in yellow with 20% opacity, so candlesticks remain visible. Persistent zones: AOI boxes stay on the chart until the price breaks the zone. Multiple zones: Supports storing multiple Daily and Weekly AOIs simultaneously. Break Alerts: Sends alerts whenever a Daily or Weekly AOI is broken, helping traders spot key levels in real-time. Fully automated: No manual drawing needed; zones are updated and extended automatically. Use Case: Ideal for traders using a top-down approach, combining Weekly trend analysis with Daily entry signals. Helps identify support/resistance, supply/demand zones, and critical price levels efficiently.
Indicatore Pine Script®
di THEWALKINGMAN
1
EMA (10,20,60) + Bollinger BandsCombination of bollinger bands and exponential moving averages (10, 20, 60) The coloring is optimized for dark background, and it is editable This indicator combined 3 exponential moving average lines and bollinger bands . The EMA lines can be add or deleted in pine editor, and its parameters can be changed too. Same to the bollinger bands . Defaulted value for BB is 20SMA with 2 standard deviations. Useful as a supplmentary indicators
Indicatore Pine Script®
di cslcaspar
Latent Energy Reactor [The_lurker]Latent Energy Reactor | مفاعل الطاقة الكامنة ═════════════════════════════════════════════════════════════ 🔬 THE PHILOSOPHY ═════════════════════════════════════════════════════════════ Markets operate in cycles of compression and expansion. Before every significant price movement, there exists a period where buyers and sellers reach a temporary equilibrium — a consolidation zone where energy accumulates like pressure building in a reactor. The Latent Energy Reactor was designed to identify these critical zones, measure the energy building within them, and predict the direction of the inevitable breakout. This indicator transforms the abstract concept of "market energy" into a quantifiable, visual system that traders can use to anticipate high-probability breakout opportunities. ═════════════════════════════════════════════════════════════ 🎯 THE THREE BOX STATES ═════════════════════════════════════════════════════════════ Understanding the three box states is crucial for proper interpretation: 📦 STATE 1: ACTIVE ZONE (GRAY BOX) ───────────────────────────────────── Visual Characteristics: • Color: Gray/Neutral with 3D depth effect • Extends to the right edge of the chart (future projection) • Contains pressure lines (dotted horizontal lines inside) • Displays gravity center line (dashed line showing volume-weighted center) • Energy progress bar beneath the box • Real-time information panel appears on screen What It Means: The gray box represents a LIVE consolidation zone currently forming. Price is contained within the boundaries, and energy is actively accumulating. This is the "waiting phase" where the reactor is charging. What to Watch: • Energy percentage climbing toward critical levels (80%+) • Gravity center position (upper half = bullish bias, lower half = bearish bias) • Top and bottom rejection counts in the information panel • Phase progression (Forming → Growth → Mature → Exhaustion) Trading Approach: Do NOT trade inside the gray box. This is the preparation phase. Monitor the energy levels and predicted direction, but wait for confirmation. 📦 STATE 2: BULLISH BREAKOUT BOX (GREEN BOX) ───────────────────────────────────────────── Visual Characteristics: • Color: Green with 3D depth effect • Box boundaries are now fixed (no longer extending right) • Displays "BUY" text centered inside the box • Stop Loss line appears below the box (orange) • Three Take Profit lines appear above (teal/cyan) • Entry line at the box's upper boundary (white dashed) What It Means: The green box indicates a CONFIRMED bullish breakout. Price has broken above the consolidation zone's upper boundary, releasing the accumulated energy upward. Automatic Calculations Displayed: • Entry Price: Upper boundary of the box • Stop Loss: Lower boundary minus ATR buffer • TP1: Entry + (Risk × 1.0) — 1:1 reward ratio • TP2: Entry + (Risk × 1.5) — 1.5:1 reward ratio • TP3: Entry + (Risk × 2.0) — 2:1 reward ratio Trading Approach: Consider long positions with the displayed SL/TP levels as guidelines. The higher the energy level and breakout quality score were before the breakout, the more reliable the signal. 📦 STATE 3: BEARISH BREAKOUT BOX (RED BOX) ────────────────────────────────────────── Visual Characteristics: • Color: Red with 3D depth effect • Box boundaries are now fixed • Displays "SELL" text centered inside the box • Stop Loss line appears above the box (orange) • Three Take Profit lines appear below (teal/cyan) • Entry line at the box's lower boundary (white dashed) What It Means: The red box indicates a CONFIRMED bearish breakout. Price has broken below the consolidation zone's lower boundary, releasing the accumulated energy downward. Automatic Calculations Displayed: • Entry Price: Lower boundary of the box • Stop Loss: Upper boundary plus ATR buffer • TP1: Entry - (Risk × 1.0) — 1:1 reward ratio • TP2: Entry - (Risk × 1.5) — 1.5:1 reward ratio • TP3: Entry - (Risk × 2.0) — 2:1 reward ratio Trading Approach: Consider short positions with the displayed SL/TP levels as guidelines. Stronger setups have higher pre-breakout energy and quality scores. ═════════════════════════════════════════════════════════════ ⚛️ THE ENERGY CALCULATION SYSTEM ═════════════════════════════════════════════════════════════ The energy percentage (0-100%) is calculated using four factors: Compression Score (up to 40 points) Measures how tight the range is relative to normal volatility (ATR). Tighter compression = higher energy storage. Time Score (up to 35 points) Longer consolidation periods accumulate more energy. Each bar adds to the score up to the maximum. Maturity Bonus (up to 15 points) Zones that reach mature phases receive bonus energy points, recognizing that extended consolidations often produce more powerful breakouts. Tightness Bonus (up to 10 points) Extra points awarded when the range height is exceptionally small relative to ATR. ═════════════════════════════════════════════════════════════ 📊 THE GRAVITY CENTER SYSTEM ═════════════════════════════════════════════════════════════ How It Works: The gravity center is the volume-weighted average price within the consolidation zone. It reveals where the majority of trading activity (and thus institutional interest) is concentrated. Interpretation: • Gravity center in UPPER half → Institutions accumulating → Bullish bias • Gravity center in LOWER half → Institutions distributing → Bearish bias • Gravity center at MIDDLE → Neutral/Uncertain Visual Display: A dashed line with a ⚖️ symbol marks the gravity center inside active zones. The line color matches the directional bias. ═════════════════════════════════════════════════════════════ 🏦 INSTITUTIONAL FOOTPRINT DETECTION ═════════════════════════════════════════════════════════════ What It Measures: The indicator scans for volume anomalies — bars where volume significantly exceeds the average while price remains contained within the zone. Why It Matters: Large volume without price movement often indicates institutional players building positions. They cannot accumulate or distribute large quantities without leaving a "footprint" in the volume data. Score Interpretation: • Below 30%: Normal retail activity • 30-50%: Some institutional interest detected • Above 50%: Significant institutional footprint (marked with 🏦 icon) ═════════════════════════════════════════════════════════════ 📈 MATURITY PHASES ═════════════════════════════════════════════════════════════ ⚒ Forming Phase The zone has just been identified. Energy is low, and the pattern needs more time to develop. Premature breakouts during this phase have higher failure rates. 📈 Growth Phase The zone is developing nicely. Energy is building, and the consolidation pattern is becoming more defined. Watch for increasing rejection counts at boundaries. ✅ Mature Phase Optimal trading phase. The zone has accumulated significant energy, institutional footprints are often visible, and breakout quality scores are typically highest. ⚠ Exhaustion Phase The zone has persisted beyond typical duration. While energy remains high, the pattern may be losing its predictive power. ═════════════════════════════════════════════════════════════ 🎨 VISUAL ELEMENTS GUIDE ═════════════════════════════════════════════════════════════ 3D Box Effect The 3D rendering creates visual depth with a top face and side face, making boxes stand out clearly. Adjustable via "3D Depth" and "3D Height %" settings. Pressure Lines Dotted horizontal lines inside active zones visualize internal pressure distribution. Lines closer to the gravity center are more opaque. Energy Progress Bar A horizontal bar beneath each zone shows energy level visually. Color progresses: green (low) → yellow (moderate) → orange (high) → red (critical). Imminent Breakout Warning When energy reaches critical threshold (default 80%), a warning label "⚠ IMMINENT!" appears above the active zone. Information Panel Real-time table displaying: Energy Level, Phase, Prediction, Breakout Quality, Institutional Footprint, Top/Bottom Rejections. ═════════════════════════════════════════════════════════════ 📊 READING THE SIGNALS ═════════════════════════════════════════════════════════════ Energy Levels: • Below 40%: Low energy — breakout unlikely soon • 40-60%: Moderate energy — zone developing • 60-80%: High energy — prepare for potential breakout • Above 80%: Critical energy — breakout imminent Breakout Quality Score: • Below 50%: Weak setup — higher false breakout risk • 50-70%: Moderate setup — proceed with caution • Above 70%: Strong setup — high probability trade Direction Confidence: • Below 55%: Neutral — wait for clearer signals • 55-70%: Moderate confidence • Above 70%: High confidence prediction ═════════════════════════════════════════════════════════════ ⚙️ RECOMMENDED SETTINGS ═════════════════════════════════════════════════════════════ For Scalping (1-15 min): Min Bars in Range: 10-15 | ATR Period: 10 | Range ATR Multiplier: 2.0 For Day Trading (15min-1H): Min Bars in Range: 15-20 | ATR Period: 14 | Range ATR Multiplier: 2.5 For Swing Trading (4H-Daily): Min Bars in Range: 20-30 | ATR Period: 20 | Range ATR Multiplier: 3.0 ═════════════════════════════════════════════════════════════ 🔔 ALERTS ═════════════════════════════════════════════════════════════ • New Zone Alert: Triggers when a new consolidation zone is identified • Imminent Breakout Alert: Triggers when energy reaches critical levels • Bullish Breakout Alert: Triggers on confirmed bullish breakout • Bearish Breakout Alert: Triggers on confirmed bearish breakout ═════════════════════════════════════════════════════════════ ⚠️ DISCLAIMER ═════════════════════════════════════════════════════════════ This indicator is designed as a technical analysis tool to identify consolidation patterns and anticipate potential breakout directions. No indicator can predict the future with certainty. The displayed SL/TP levels are suggestions based on mathematical calculations, not guarantees. This indicator is for educational and analytical purposes only. It does not constitute financial, investment, or trading advice. Use it in conjunction with your own strategy and risk management. Neither TradingView nor the developer is liable for any financial decisions or losses. ═════════════════════════════════════════════════════════════ ═════════════════════════════════════════════════════════════ مفاعل الطاقة الكامنة | Latent Energy Reactor 🔬 الفلسفة ═════════════════════════════════════════════════════════════ تعمل الأسواق في دورات من الضغط والتمدد. قبل كل حركة سعرية كبيرة، توجد فترة يصل فيها المشترون والبائعون إلى توازن مؤقت — منطقة تجميع حيث تتراكم الطاقة مثل الضغط المتراكم في مفاعل. صُمم مفاعل الطاقة الكامنة لتحديد هذه المناطق الحرجة، وقياس الطاقة المتراكمة داخلها، والتنبؤ باتجاه الاختراق الحتمي. يحوّل هذا المؤشر المفهوم المجرد لـ "طاقة السوق" إلى نظام قابل للقياس والعرض البصري يمكن للمتداولين استخدامه لتوقع فرص الاختراق عالية الاحتمالية. ═════════════════════════════════════════════════════════════ 🎯 حالات الصندوق الثلاث ═════════════════════════════════════════════════════════════ فهم حالات الصندوق الثلاث ضروري للتفسير الصحيح: 📦 الحالة الأولى: المنطقة النشطة (الصندوق الرمادي) ───────────────────────────────────────────────────── الخصائص البصرية: • اللون: رمادي/محايد مع تأثير عمق ثلاثي الأبعاد • يمتد إلى الحافة اليمنى للرسم البياني (إسقاط مستقبلي) • يحتوي على خطوط الضغط (خطوط أفقية منقطة بالداخل) • يعرض خط مركز الثقل (خط متقطع يُظهر المركز المرجح بالحجم) • شريط تقدم الطاقة أسفل الصندوق • تظهر لوحة المعلومات الفورية على الشاشة ماذا يعني: الصندوق الرمادي يمثل منطقة تجميع حَيّة تتشكل حالياً. السعر محتوى داخل الحدود، والطاقة تتراكم بنشاط. هذه هي "مرحلة الانتظار" حيث المفاعل يشحن. ما يجب مراقبته: • نسبة الطاقة تصعد نحو المستويات الحرجة (80%+) • موقع مركز الثقل (النصف العلوي = ميل صعودي، النصف السفلي = ميل هبوطي) • عدد الرفض العلوي والسفلي في لوحة المعلومات • تقدم المرحلة (تشكّل ← نمو ← نضج ← إرهاق) نهج التداول: لا تتداول داخل الصندوق الرمادي. هذه مرحلة الإعداد. راقب مستويات الطاقة والاتجاه المتوقع، لكن انتظر التأكيد. 📦 الحالة الثانية: صندوق الاختراق الصعودي (الصندوق الأخضر) ───────────────────────────────────────────────────────────── الخصائص البصرية: • اللون: أخضر مع تأثير عمق ثلاثي الأبعاد • حدود الصندوق ثابتة الآن (لم تعد تمتد لليمين) • يعرض نص "شراء" أو "BUY" في منتصف الصندوق • يظهر خط وقف الخسارة أسفل الصندوق (برتقالي) • تظهر ثلاثة خطوط أهداف فوق الصندوق (فيروزي) • خط الدخول عند الحد العلوي للصندوق (أبيض متقطع) ماذا يعني: الصندوق الأخضر يشير إلى اختراق صعودي مُؤَكَّد. كسر السعر فوق الحد العلوي لمنطقة التجميع، محرراً الطاقة المتراكمة للأعلى. الحسابات التلقائية المعروضة: • سعر الدخول: الحد العلوي للصندوق • وقف الخسارة: الحد السفلي ناقص حاجز ATR • الهدف 1: الدخول + (المخاطرة × 1.0) — نسبة مكافأة 1:1 • الهدف 2: الدخول + (المخاطرة × 1.5) — نسبة مكافأة 1.5:1 • الهدف 3: الدخول + (المخاطرة × 2.0) — نسبة مكافأة 2:1 نهج التداول: فكر في صفقات شراء مع مستويات وقف الخسارة والأهداف المعروضة كإرشادات. كلما ارتفع مستوى الطاقة ودرجة جودة الاختراق قبل الكسر، كانت الإشارة أكثر موثوقية. 📦 الحالة الثالثة: صندوق الاختراق الهبوطي (الصندوق الأحمر) ───────────────────────────────────────────────────────────── الخصائص البصرية: • اللون: أحمر مع تأثير عمق ثلاثي الأبعاد • حدود الصندوق ثابتة الآن • يعرض نص "بيع" أو "SELL" في منتصف الصندوق • يظهر خط وقف الخسارة فوق الصندوق (برتقالي) • تظهر ثلاثة خطوط أهداف أسفل الصندوق (فيروزي) • خط الدخول عند الحد السفلي للصندوق (أبيض متقطع) ماذا يعني: الصندوق الأحمر يشير إلى اختراق هبوطي مُؤَكَّد. كسر السعر تحت الحد السفلي لمنطقة التجميع، محرراً الطاقة المتراكمة للأسفل. الحسابات التلقائية المعروضة: • سعر الدخول: الحد السفلي للصندوق • وقف الخسارة: الحد العلوي زائد حاجز ATR • الهدف 1: الدخول - (المخاطرة × 1.0) — نسبة مكافأة 1:1 • الهدف 2: الدخول - (المخاطرة × 1.5) — نسبة مكافأة 1.5:1 • الهدف 3: الدخول - (المخاطرة × 2.0) — نسبة مكافأة 2:1 نهج التداول: فكر في صفقات بيع مع مستويات وقف الخسارة والأهداف المعروضة كإرشادات. الإعدادات الأقوى لديها طاقة ودرجات جودة أعلى قبل الاختراق. ═════════════════════════════════════════════════════════════ ⚛️ نظام حساب الطاقة ═════════════════════════════════════════════════════════════ تُحسب نسبة الطاقة (0-100%) باستخدام أربعة عوامل: درجة الضغط (حتى 40 نقطة) تقيس مدى ضيق النطاق نسبة للتقلب الطبيعي (ATR). ضغط أشد = تخزين طاقة أعلى. درجة الوقت (حتى 35 نقطة) فترات التجميع الأطول تراكم طاقة أكثر. كل شمعة تضيف للدرجة حتى الحد الأقصى. مكافأة النضج (حتى 15 نقطة) المناطق التي تصل لمراحل النضج تحصل على نقاط طاقة إضافية، اعترافاً بأن التجميعات الممتدة غالباً تنتج اختراقات أقوى. مكافأة الضيق (حتى 10 نقاط) نقاط إضافية تُمنح عندما يكون ارتفاع النطاق صغيراً استثنائياً نسبة لـ ATR. ═════════════════════════════════════════════════════════════ 📊 نظام مركز الثقل ═════════════════════════════════════════════════════════════ كيف يعمل: مركز الثقل هو متوسط السعر المرجح بالحجم داخل منطقة التجميع. يكشف أين يتركز معظم النشاط التداولي (وبالتالي الاهتمام المؤسسي). التفسير: • مركز الثقل في النصف العلوي ← المؤسسات تجمّع ← ميل صعودي • مركز الثقل في النصف السفلي ← المؤسسات توزّع ← ميل هبوطي • مركز الثقل في المنتصف ← محايد/غير مؤكد العرض البصري: خط متقطع مع رمز ⚖️ يحدد مركز الثقل داخل المناطق النشطة. لون الخط يطابق الميل الاتجاهي. ═════════════════════════════════════════════════════════════ 🏦 كشف البصمة المؤسسية ═════════════════════════════════════════════════════════════ ما يقيسه: يفحص المؤشر الشذوذات الحجمية — شموع حجمها يتجاوز المتوسط بشكل كبير بينما يبقى السعر محتوى داخل المنطقة. لماذا هذا مهم: الحجم الكبير بدون حركة سعرية غالباً يشير إلى لاعبين مؤسسيين يبنون مراكز. لا يمكنهم تجميع أو توزيع كميات كبيرة بدون ترك "بصمة" في بيانات الحجم. تفسير الدرجة: • أقل من 30%: نشاط تجزئة عادي • 30-50%: بعض الاهتمام المؤسسي مكتشف • فوق 50%: بصمة مؤسسية كبيرة (تُحدد بأيقونة 🏦) ═════════════════════════════════════════════════════════════ 📈 مراحل النضج ═════════════════════════════════════════════════════════════ ⚒ مرحلة التشكّل المنطقة تم تحديدها للتو. الطاقة منخفضة، والنمط يحتاج وقتاً أكثر للتطور. الاختراقات المبكرة خلال هذه المرحلة لديها معدلات فشل أعلى. 📈 مرحلة النمو المنطقة تتطور بشكل جيد. الطاقة تتراكم، ونمط التجميع يصبح أكثر تحديداً. راقب زيادة عدد الرفض عند الحدود. ✅ مرحلة النضج مرحلة التداول المثلى. المنطقة راكمت طاقة كبيرة، البصمات المؤسسية غالباً مرئية، ودرجات جودة الاختراق عادة في أعلى مستوياتها. ⚠ مرحلة الإرهاق المنطقة استمرت أطول من المدة النموذجية. بينما تبقى الطاقة مرتفعة، قد يفقد النمط قوته التنبؤية. ═════════════════════════════════════════════════════════════ 🎨 دليل العناصر البصرية ═════════════════════════════════════════════════════════════ تأثير الصندوق ثلاثي الأبعاد العرض ثلاثي الأبعاد يخلق عمقاً بصرياً مع وجه علوي ووجه جانبي، مما يجعل الصناديق بارزة بوضوح. قابل للتعديل عبر إعدادات "عمق 3D" و"ارتفاع 3D %". خطوط الضغط خطوط أفقية منقطة داخل المناطق النشطة تصور توزيع الضغط الداخلي. الخطوط الأقرب لمركز الثقل أكثر وضوحاً. شريط تقدم الطاقة شريط أفقي أسفل كل منطقة يُظهر مستوى الطاقة بصرياً. اللون يتدرج: أخضر (منخفض) ← أصفر (متوسط) ← برتقالي (مرتفع) ← أحمر (حرج). تحذير الاختراق الوشيك عندما تصل الطاقة للعتبة الحرجة (افتراضياً 80%)، يظهر تحذير "⚠ كسر وشيك!" فوق المنطقة النشطة. لوحة المعلومات جدول فوري يعرض: مستوى الطاقة، المرحلة، التوقع، جودة الاختراق، البصمة المؤسسية، الرفض العلوي/السفلي. ═════════════════════════════════════════════════════════════ 📊 قراءة الإشارات ═════════════════════════════════════════════════════════════ مستويات الطاقة: • أقل من 40%: طاقة منخفضة — الاختراق غير مرجح قريباً • 40-60%: طاقة متوسطة — المنطقة في طور التطور • 60-80%: طاقة مرتفعة — استعد لاختراق محتمل • فوق 80%: طاقة حرجة — الاختراق وشيك درجة جودة الاختراق: • أقل من 50%: إعداد ضعيف — خطر اختراق كاذب أعلى • 50-70%: إعداد متوسط — تقدم بحذر • فوق 70%: إعداد قوي — صفقة عالية الاحتمالية ثقة الاتجاه: • أقل من 55%: محايد — انتظر إشارات أوضح • 55-70%: ثقة متوسطة • فوق 70%: توقع عالي الثقة ═════════════════════════════════════════════════════════════ ⚙️ الإعدادات الموصى بها ═════════════════════════════════════════════════════════════ للمضاربة السريعة (1-15 دقيقة): الحد الأدنى للشموع: 10-15 | فترة ATR: 10 | مضاعف ATR: 2.0 للتداول اليومي (15 دقيقة - ساعة): الحد الأدنى للشموع: 15-20 | فترة ATR: 14 | مضاعف ATR: 2.5 للتداول المتأرجح (4 ساعات - يومي): الحد الأدنى للشموع: 20-30 | فترة ATR: 20 | مضاعف ATR: 3.0 ═════════════════════════════════════════════════════════════ 🔔 التنبيهات ═════════════════════════════════════════════════════════════ • تنبيه منطقة جديدة: يُفعّل عند تشكّل منطقة تجميع جديدة • تنبيه اختراق وشيك: يُفعّل عند وصول الطاقة لمستويات حرجة • تنبيه اختراق صعودي: يُفعّل عند تأكيد كسر صعودي • تنبيه اختراق هبوطي: يُفعّل عند تأكيد كسر هبوطي ═════════════════════════════════════════════════════════════ ⚠️ إخلاء المسؤولية ═════════════════════════════════════════════════════════════ هذا المؤشر مصمم كأداة تحليل فني لتحديد أنماط التجميع وتوقع اتجاهات الاختراق المحتملة. لا يمكن لأي مؤشر التنبؤ بالمستقبل بيقين. مستويات وقف الخسارة والأهداف المعروضة هي اقتراحات مبنية على حسابات رياضية، وليست ضمانات. هذا المؤشر لأغراض تعليمية وتحليلية فقط. لا يُمثل نصيحة مالية أو استثمارية أو تداولية. استخدمه بالتزامن مع استراتيجيتك الخاصة وإدارة المخاطر. لا يتحمل TradingView ولا المطور مسؤولية أي قرارات مالية أو خسائر.
Indicatore Pine Script®
di The_lurker
LibTmFrLibrary "LibTmFr" This is a utility library for handling timeframes and multi-timeframe (MTF) analysis in Pine Script. It provides a collection of functions designed to handle common tasks related to period detection, session alignment, timeframe construction, and time calculations, forming a foundation for MTF indicators. Key Capabilities: 1. **MTF Period Engine:** The library includes functions for managing higher-timeframe (HTF) periods. - **Period Detection (`isNewPeriod`):** Detects the first bar of a given timeframe. It includes custom logic to handle multi-month and multi-year intervals where `timeframe.change()` may not be sufficient. - **Bar Counting (`sinceNewPeriod`):** Counts the number of bars that have passed in the current HTF period or returns the final count for a completed historical period. 2. **Automatic Timeframe Selection:** Offers functions for building a top-down analysis framework: - **Automatic HTF (`autoHTF`):** Suggests a higher timeframe (HTF) for broader context based on the current timeframe. - **Automatic LTF (`autoLTF`):** Suggests an appropriate lower timeframe (LTF) for granular intra-bar analysis. 3. **Timeframe Manipulation and Comparison:** Includes tools for working with timeframe strings: - **Build & Split (`buildTF`, `splitTF`):** Functions to programmatically construct valid Pine Script timeframe strings (e.g., "4H") and parse them back into their numeric and unit components. - **Comparison (`isHigherTF`, `isActiveTF`, `isLowerTF`):** A set of functions to check if a given timeframe is higher, lower, or the same as the script's active timeframe. - **Multiple Validation (`isMultipleTF`):** Checks if a higher timeframe is a practical multiple of the current timeframe. This is based on the assumption that checking if recent, completed HTF periods contained more than one bar is a valid proxy for preventing data gaps. 4. **Timestamp Interpolation:** Contains an `interpTimestamp()` function that calculates an absolute timestamp by interpolating at a given percentage across a specified range of bars (e.g., 50% of the way through the last 20 bars), enabling time calculations at a resolution finer than the chart's native bars. --- **DISCLAIMER** This library is provided "AS IS" and for informational and educational purposes only. It does not constitute financial, investment, or trading advice. The author assumes no liability for any errors, inaccuracies, or omissions in the code. Using this library to build trading indicators or strategies is entirely at your own risk. As a developer using this library, you are solely responsible for the rigorous testing, validation, and performance of any scripts you create based on these functions. The author shall not be held liable for any financial losses incurred directly or indirectly from the use of this library or any scripts derived from it. buildTF(quantity, unit)   Builds a Pine Script timeframe string from a numeric quantity and a unit enum. The resulting string can be used with `request.security()` or `input.timeframe`.   Parameters:      quantity (int) : series int Number to specifie how many `unit` the timeframe spans.      unit (series TFUnit) : series TFUnit The size category for the bars.   Returns: series string A Pine-style timeframe identifier, e.g. "5S" → 5-seconds bars "30" → 30-minute bars "120" → 2-hour bars "1D" → daily bars "3M" → 3-month bars "24M" → 2-year bars splitTF(tf)   Splits a Pine‑timeframe identifier into numeric quantity and unit (TFUnit).   Parameters:      tf (string) : series string Timeframe string, e.g. "5S", "30", "120", "1D", "3M", "24M".   Returns: quantity series int The numeric value of the timeframe (e.g., 15 for "15", 3 for "3M"). unit series TFUnit The unit of the timeframe (e.g., TFUnit.minutes, TFUnit.months). Notes on strings without a suffix: • Pure digits are minutes; if divisible by 60, they are treated as hours. • An "M" suffix is months; if divisible by 12, it is converted to years. autoHTF(tf)   Picks an appropriate **higher timeframe (HTF)** relative to the selected timeframe. It steps up along a coarse ladder to produce sensible jumps for top‑down analysis. Mapping → chosen HTF: ≤ 1 min → 60 (1h) ≈ ×60 ≤ 3 min → 180 (3h) ≈ ×60 ≤ 5 min → 240 (4h) ≈ ×48 ≤ 15 min → D (1 day) ≈ ×26–×32 (regular session 6.5–8 h) > 15 min → W (1 week) ≈ ×64–×80 for 30m; varies with input ≤ 1 h → W (1 week) ≈ ×32–×40 ≤ 4 h → M (1 month) ≈ ×36–×44 (~22 trading days / month) > 4 h → 3M (3 months) ≈ ×36–×66 (e.g., 12h→×36–×44; 8h→×53–×66) ≤ 1 day → 3M (3 months) ≈ ×60–×66 (~20–22 trading days / month) > 1 day → 12M (1 year) ≈ ×(252–264)/quantity ≤ 1 week → 12M (1 year) ≈ ×52 > 1 week → 48M (4 years) ≈ ×(208)/quantity = 1 M → 48M (4 years) ≈ ×48 > 1 M → error ("HTF too big") any → error ("HTF too big") Notes: • Inputs in months or years are restricted: only 1M is allowed; larger months/any years throw. • Returns a Pine timeframe string usable in `request.security()` and `input.timeframe`.   Parameters:      tf (string) : series string Selected timeframe (e.g., "D", "240", or `timeframe.period`).   Returns: series string Suggested higher timeframe. autoLTF(tf)   Selects an appropriate **lower timeframe LTF)** for intra‑bar evaluation based on the selected timeframe. The goal is to keep intra‑bar loops performant while providing enough granularity. Mapping → chosen LTF: ≤ 1 min → 1S ≈ ×60 ≤ 5 min → 5S ≈ ×60 ≤ 15 min → 15S ≈ ×60 ≤ 30 min → 30S ≈ ×60 > 30 min → 60S (1m) ≈ ×31–×59 (for 31–59 minute charts) ≤ 1 h → 1 (1m) ≈ ×60 ≤ 2 h → 2 (2m) ≈ ×60 ≤ 4 h → 5 (5m) ≈ ×48 > 4 h → 15 (15m) ≈ ×24–×48 (e.g., 6h→×24, 8h→×32, 12h→×48) ≤ 1 day → 15 (15m) ≈ ×26–×32 (regular sessions ~6.5–8h) > 1 day → 60 (60m) ≈ ×(26–32) per day × quantity ≤ 1 week → 60 (60m) ≈ ×32–×40 (≈5 sessions of ~6.5–8h) > 1 week → 240 (4h) ≈ ×(8–10) per week × quantity ≤ 1 M → 240 (4h) ≈ ×33–×44 (~20–22 sessions × 6.5–8h / 4h) ≤ 3 M → D (1d) ≈ ×(20–22) per month × quantity > 3 M → W (1w) ≈ ×(4–5) per month × quantity ≤ 1 Y → W (1w) ≈ ×52 > 1 Y → M (1M) ≈ ×12 per year × quantity Notes: • Ratios for D/W/M are given as ranges because they depend on **regular session length** (typically ~6.5–8h, not 24h). • Returned strings can be used with `request.security()` and `input.timeframe`.   Parameters:      tf (string) : series string Selected timeframe (e.g., "D", "240", or timeframe.period).   Returns: series string Suggested lower TF to use for intra‑bar work. isNewPeriod(tf, offset)   Returns `true` when a new session-aligned period begins, or on the Nth bar of that period.   Parameters:      tf (string) : series string Target higher timeframe (e.g., "D", "W", "M").      offset (simple int) : simple int 0 → checks for the first bar of the new period. 1+ → checks for the N-th bar of the period.   Returns: series bool `true` if the condition is met. sinceNewPeriod(tf, offset)   Counts how many bars have passed within a higher timeframe (HTF) period. For daily, weekly, and monthly resolutions, the period is aligned with the trading session.   Parameters:      tf (string) : series string Target parent timeframe (e.g., "60", "D").      offset (simple int) : simple int 0 → Running count for the current period. 1+ → Finalized count for the Nth most recent *completed* period.   Returns: series int Number of bars. isHigherTF(tf, main)   Returns `true` when the selected timeframe represents a higher resolution than the active timeframe.   Parameters:      tf (string) : series string Selected timeframe.      main (bool) : series bool When `true`, the comparison is made against the chart's main timeframe instead of the script's active timeframe. Optional. Defaults to `false`.   Returns: series bool `true` if `tf` > active TF; otherwise `false`. isActiveTF(tf, main)   Returns `true` when the selected timeframe represents the exact resolution of the active timeframe.   Parameters:      tf (string) : series string Selected timeframe.      main (bool) : series bool When `true`, the comparison is made against the chart's main timeframe instead of the script's active timeframe. Optional. Defaults to `false`.   Returns: series bool `true` if `tf` == active TF; otherwise `false`. isLowerTF(tf, main)   Returns `true` when the selected timeframe represents a lower resolution than the active timeframe.   Parameters:      tf (string) : series string Selected timeframe.      main (bool) : series bool When `true`, the comparison is made against the chart's main timeframe instead of the script's active timeframe. Optional. Defaults to `false`.   Returns: series bool `true` if `tf` < active TF; otherwise `false`. isMultipleTF(tf)   Returns `true` if the selected timeframe (`tf`) is a practical multiple of the active skript's timeframe. It verifies this by checking if `tf` is a higher timeframe that has consistently contained more than one bar of the skript's timeframe in recent periods. The period detection is session-aware.   Parameters:      tf (string) : series string The higher timeframe to check.   Returns: series bool `true` if `tf` is a practical multiple; otherwise `false`. interpTimestamp(offStart, offEnd, pct)   Calculates a precise absolute timestamp by interpolating within a bar range based on a percentage. This version works with RELATIVE bar offsets from the current bar.   Parameters:      offStart (int) : series int The relative offset of the starting bar (e.g., 10 for 10 bars ago).      offEnd (int) : series int The relative offset of the ending bar (e.g., 1 for 1 bar ago). Must be <= offStart.      pct (float) : series float The percentage of the bar range to measure (e.g., 50.5 for 50.5%). Values are clamped to the range.   Returns: series int The calculated, interpolated absolute Unix timestamp in milliseconds.
Libreria Pine Script®
di AustrianTradingMachine
PineConnectorLibrary "PineConnector" This library is a comprehensive alert webhook text generator for PineConnector. It contains every possible alert syntax variation from the documentation, along with some debugging functions. To use it, just import the library (eg. "import ZenAndTheArtOfTrading/PineConnector/1 as pc") and use pc.buy(licenseID) to send an alert off to PineConnector - assuming all your webhooks etc are set up correctly. View the PineConnector documentation for more information on how to send the commands you're looking to send (all of this library's function names match the documentation). all()   Usage: pc.buy(pc_id, freq=pc.all())   Returns: "all" once_per_bar()   Usage: pc.buy(pc_id, freq=pc.once_per_bar())   Returns: "once_per_bar" once_per_bar_close()   Usage: pc.buy(pc_id, freq=pc.once_per_bar_close())   Returns: "once_per_bar_close" na0(value)   Checks if given value is either 'na' or 0. Useful for streamlining scripts with float user setting inputs which default values to 0 since na is unavailable as a user input default.   Parameters:      value (float) : The value to check   Returns: True if the given value is 0 or na getDecimals()   Calculates how many decimals are on the quote price of the current market.   Returns: The current decimal places on the market quote price truncate(number, decimals)   Truncates the given number. Required params: mumber.   Parameters:      number (float) : Number to truncate      decimals (int) : Decimal places to cut down to   Returns: The input number, but as a string truncated to X decimals getPipSize(multiplier)   Calculates the pip size of the current market.   Parameters:      multiplier (int) : The mintick point multiplier (1 by default, 10 for FX/Crypto/CFD but can be used to override when certain markets require)   Returns: The pip size for the current market toWhole(number)   Converts pips into whole numbers. Required params: number.   Parameters:      number (float) : The pip number to convert into a whole number   Returns: The converted number toPips(number)   Converts whole numbers back into pips. Required params: number.   Parameters:      number (float) : The whole number to convert into pips   Returns: The converted number debug(txt, tooltip, displayLabel)   Prints to console and generates a debug label with the given text. Required params: txt.   Parameters:      txt (string) : Text to display      tooltip (string) : Tooltip to display (optional)      displayLabel (bool) : Turns on/off chart label (default: off)   Returns: Nothing order(licenseID, command, symbol, parameters, accfilter, comment, secret, freq, debug)   Generates an alert string. Required params: licenseID, command.   Parameters:      licenseID (string) : Your PC license ID      command (string) : Command to send      symbol (string) : The symbol to trigger this order on      parameters (string) : Other optional parameters to include      accfilter (float) : Optional minimum account balance filter      comment (string) : Optional comment (maximum 20 characters)      secret (string) : Optional secret key (must be enabled in dashboard)      freq (string) : Alert frequency. Default = "all", options = "once_per_bar", "once_per_bar_close" and "none"      debug (bool) : Turns on/off debug label   Returns: An alert string with valid PC syntax based on supplied parameters market_order(licenseID, buy, risk, sl, tp, betrigger, beoffset, spread, trailtrig, traildist, trailstep, atrtimeframe, atrperiod, atrmultiplier, atrshift, atrtrigger, symbol, accfilter, comment, secret, freq, debug)   Generates a market entry alert with relevant syntax commands. Required params: licenseID, buy, risk.   Parameters:      licenseID (string) : Your PC license ID      buy (bool) : true=buy/long, false=sell/short      risk (float) : Risk quantity (according to EA settings)      sl (float) : Stop loss distance in pips or price      tp (float) : Take profit distance in pips or price      betrigger (float) : Breakeven will be activated after the position gains this number of pips      beoffset (float) : Offset from entry price. This is the amount of pips you'd like to protect      spread (float) : Enter the position only if the spread is equal or less than the specified value in pips      trailtrig (float) : Trailing stop-loss will be activated after a trade gains this number of pips      traildist (float) : Distance of the trailing stop-loss from current price      trailstep (float) : Moves trailing stop-loss once price moves to favourable by a specified number of pips      atrtimeframe (int) : ATR Trailing Stop timeframe, only updates once per bar close. Options: 1, 5, 15, 30, 60, 240, 1440      atrperiod (int) : ATR averaging period      atrmultiplier (float) : Multiple of ATR to utilise in the new SL computation, default = 1      atrshift (int) : Relative shift of price information, 0 uses latest candle, 1 uses second last, etc. Default = 0      atrtrigger (int) : Activate the trigger of ATR Trailing after market moves favourably by a number of pips. Default = 0 (instant)      symbol (string) : The symbol to trigger this order on (defaults to current symbol)      accfilter (float) : Optional minimum account balance filter      comment (string) : Optional comment (maximum 20 characters)      secret (string) : Optional secret key (must be enabled in dashboard)      freq (string) : Alert frequency. Default = "all", options = "once_per_bar", "once_per_bar_close" and "none"      debug (bool) : Turns on/off debug label   Returns: A market order alert string with valid PC syntax based on supplied parameters buy(licenseID, risk, sl, tp, betrigger, beoffset, spread, trailtrig, traildist, trailstep, atrtimeframe, atrperiod, atrmultiplier, atrshift, atrtrigger, symbol, accfilter, comment, secret, freq, debug)   Generates a market buy alert with relevant syntax commands. Required params: licenseID, risk.   Parameters:      licenseID (string) : Your PC license ID      risk (float) : Risk quantity (according to EA settings)      sl (float) : Stop loss distance in pips or price      tp (float) : Take profit distance in pips or price      betrigger (float) : Breakeven will be activated after the position gains this number of pips      beoffset (float) : Offset from entry price. This is the amount of pips you'd like to protect      spread (float) : Enter the position only if the spread is equal or less than the specified value in pips      trailtrig (float) : Trailing stop-loss will be activated after a trade gains this number of pips      traildist (float) : Distance of the trailing stop-loss from current price      trailstep (float) : Moves trailing stop-loss once price moves to favourable by a specified number of pips      atrtimeframe (int) : ATR Trailing Stop timeframe, only updates once per bar close. Options: 1, 5, 15, 30, 60, 240, 1440      atrperiod (int) : ATR averaging period      atrmultiplier (float) : Multiple of ATR to utilise in the new SL computation, default = 1      atrshift (int) : Relative shift of price information, 0 uses latest candle, 1 uses second last, etc. Default = 0      atrtrigger (int) : Activate the trigger of ATR Trailing after market moves favourably by a number of pips. Default = 0 (instant)      symbol (string) : The symbol to trigger this order on (defaults to current symbol)      accfilter (float) : Optional minimum account balance filter      comment (string) : Optional comment (maximum 20 characters)      secret (string) : Optional secret key (must be enabled in dashboard)      freq (string) : Alert frequency. Default = "all", options = "once_per_bar", "once_per_bar_close" and "none"      debug (bool) : Turns on/off debug label   Returns: A market order alert string with valid PC syntax based on supplied parameters sell(licenseID, risk, sl, tp, betrigger, beoffset, spread, trailtrig, traildist, trailstep, atrtimeframe, atrperiod, atrmultiplier, atrshift, atrtrigger, symbol, accfilter, comment, secret, freq, debug)   Generates a market sell alert with relevant syntax commands. Required params: licenseID, risk.   Parameters:      licenseID (string) : Your PC license ID      risk (float) : Risk quantity (according to EA settings)      sl (float) : Stop loss distance in pips or price      tp (float) : Take profit distance in pips or price      betrigger (float) : Breakeven will be activated after the position gains this number of pips      beoffset (float) : Offset from entry price. This is the amount of pips you'd like to protect      spread (float) : Enter the position only if the spread is equal or less than the specified value in pips      trailtrig (float) : Trailing stop-loss will be activated after a trade gains this number of pips      traildist (float) : Distance of the trailing stop-loss from current price      trailstep (float) : Moves trailing stop-loss once price moves to favourable by a specified number of pips      atrtimeframe (int) : ATR Trailing Stop timeframe, only updates once per bar close. Options: 1, 5, 15, 30, 60, 240, 1440      atrperiod (int) : ATR averaging period      atrmultiplier (float) : Multiple of ATR to utilise in the new SL computation, default = 1      atrshift (int) : Relative shift of price information, 0 uses latest candle, 1 uses second last, etc. Default = 0      atrtrigger (int) : Activate the trigger of ATR Trailing after market moves favourably by a number of pips. Default = 0 (instant)      symbol (string) : The symbol to trigger this order on (defaults to current symbol)      accfilter (float) : Optional minimum account balance filter      comment (string) : Optional comment (maximum 20 characters)      secret (string) : Optional secret key (must be enabled in dashboard)      freq (string) : Alert frequency. Default = "all", options = "once_per_bar", "once_per_bar_close" and "none"      debug (bool) : Turns on/off debug label   Returns: A market order alert string with valid PC syntax based on supplied parameters closeall(licenseID, comment, secret, freq, debug)   Closes all open trades at market regardless of symbol. Required params: licenseID.   Parameters:      licenseID (string) : Your PC license ID      comment (string) : Optional comment to include (max 20 characters)      secret (string) : Optional secret key (must be enabled in dashboard)      freq (string) : Alert frequency. Default = "all", options = "once_per_bar", "once_per_bar_close" and "none"      debug (bool) : Turns on/off debug label   Returns: The required alert syntax as a string closealleaoff(licenseID, comment, secret, freq, debug)   Closes all open trades at market regardless of symbol, and turns the EA off. Required params: licenseID.   Parameters:      licenseID (string) : Your PC license ID      comment (string) : Optional comment to include (max 20 characters)      secret (string) : Optional secret key (must be enabled in dashboard)      freq (string) : Alert frequency. Default = "all", options = "once_per_bar", "once_per_bar_close" and "none"      debug (bool) : Turns on/off debug label   Returns: The required alert syntax as a string closelong(licenseID, symbol, comment, secret, freq, debug)   Closes all long trades at market for the given symbol. Required params: licenseID.   Parameters:      licenseID (string) : Your PC license ID      symbol (string) : Symbol to act on (defaults to current symbol)      comment (string) : Optional comment to include (max 20 characters)      secret (string) : Optional secret key (must be enabled in dashboard)      freq (string) : Alert frequency. Default = "all", options = "once_per_bar", "once_per_bar_close" and "none"      debug (bool) : Turns on/off debug label   Returns: The required alert syntax as a string closeshort(licenseID, symbol, comment, secret, freq, debug)   Closes all open short trades at market for the given symbol. Required params: licenseID.   Parameters:      licenseID (string) : Your PC license ID      symbol (string) : Symbol to act on (defaults to current symbol)      comment (string) : Optional comment to include (max 20 characters)      secret (string) : Optional secret key (must be enabled in dashboard)      freq (string) : Alert frequency. Default = "all", options = "once_per_bar", "once_per_bar_close" and "none"      debug (bool) : Turns on/off debug label   Returns: The required alert syntax as a string closelongshort(licenseID, symbol, comment, secret, freq, debug)   Closes all open trades at market for the given symbol. Required params: licenseID.   Parameters:      licenseID (string) : Your PC license ID      symbol (string) : Symbol to act on (defaults to current symbol)      comment (string) : Optional comment to include (max 20 characters)      secret (string) : Optional secret key (must be enabled in dashboard)      freq (string) : Alert frequency. Default = "all", options = "once_per_bar", "once_per_bar_close" and "none"      debug (bool) : Turns on/off debug label   Returns: The required alert syntax as a string closelongbuy(licenseID, risk, symbol, comment, secret, freq, debug)   Close all long positions and open a new long at market for the given symbol with given risk/contracts. Required params: licenseID.   Parameters:      licenseID (string) : Your PC license ID      risk (float) : Risk or contracts (according to EA settings)      symbol (string) : Symbol to act on (defaults to current symbol)      comment (string) : Optional comment to include (max 20 characters)      secret (string) : Optional secret key (must be enabled in dashboard)      freq (string) : Alert frequency. Default = "all", options = "once_per_bar", "once_per_bar_close" and "none"      debug (bool) : Turns on/off debug label   Returns: The required alert syntax as a string closeshortsell(licenseID, risk, symbol, comment, secret, freq, debug)   Close all short positions and open a new short at market for the given symbol with given risk/contracts. Required params: licenseID, risk.   Parameters:      licenseID (string) : Your PC license ID      risk (float) : Risk or contracts (according to EA settings)      symbol (string) : Symbol to act on (defaults to current symbol)      comment (string) : Optional comment to include (max 20 characters)      secret (string) : Optional secret key (must be enabled in dashboard)      freq (string) : Alert frequency. Default = "all", options = "once_per_bar", "once_per_bar_close" and "none"      debug (bool) : Turns on/off debug label   Returns: The required alert syntax as a string newsltplong(licenseID, sl, tp, symbol, accfilter, comment, secret, freq, debug)   Updates the stop loss and/or take profit of any open long trades on the given symbol with the given values. Required params: licenseID, sl and/or tp.   Parameters:      licenseID (string) : Your PC license ID      sl (float) : Stop loss pips or price (according to EA settings)      tp (float) : Take profit pips or price (according to EA settings)      symbol (string) : Symbol to act on (defaults to current symbol)      accfilter (float) : Optional minimum account balance filter      comment (string) : Optional comment to include (max 20 characters)      secret (string) : Optional secret key (must be enabled in dashboard)      freq (string) : Alert frequency. Default = "all", options = "once_per_bar", "once_per_bar_close" and "none"      debug (bool) : Turns on/off debug label   Returns: The required alert syntax as a string newsltpshort(licenseID, sl, tp, symbol, accfilter, comment, secret, freq, debug)   Updates the stop loss and/or take profit of any open short trades on the given symbol with the given values. Required params: licenseID, sl and/or tp.   Parameters:      licenseID (string) : Your PC license ID      sl (float) : Stop loss pips or price (according to EA settings)      tp (float) : Take profit pips or price (according to EA settings)      symbol (string) : Symbol to act on (defaults to current symbol)      accfilter (float) : Optional minimum account balance filter      comment (string) : Optional comment to include (max 20 characters)      secret (string) : Optional secret key (must be enabled in dashboard)      freq (string) : Alert frequency. Default = "all", options = "once_per_bar", "once_per_bar_close" and "none"      debug (bool) : Turns on/off debug label   Returns: The required alert syntax as a string closelongpct(licenseID, symbol, comment, secret, freq, debug)   Close a percentage of open long positions (according to EA settings). Required params: licenseID.   Parameters:      licenseID (string) : Your PC license ID      symbol (string) : Symbol to act on (defaults to current symbol)      comment (string) : Optional comment to include (max 20 characters)      secret (string) : Optional secret key (must be enabled in dashboard)      freq (string) : Alert frequency. Default = "all", options = "once_per_bar", "once_per_bar_close" and "none"      debug (bool) : Turns on/off debug label   Returns: The required alert syntax as a string closeshortpct(licenseID, symbol, comment, secret, freq, debug)   Close a percentage of open short positions (according to EA settings). Required params: licenseID.   Parameters:      licenseID (string) : Your PC license ID      symbol (string) : Symbol to act on (defaults to current symbol)      comment (string) : Optional comment to include (max 20 characters)      secret (string) : Optional secret key (must be enabled in dashboard)      freq (string) : Alert frequency. Default = "all", options = "once_per_bar", "once_per_bar_close" and "none"      debug (bool) : Turns on/off debug label   Returns: The required alert syntax as a string closelongvol(licenseID, risk, symbol, comment, secret, freq, debug)   Close all open long contracts on the current symbol until the given risk value is remaining. Required params: licenseID, risk.   Parameters:      licenseID (string) : Your PC license ID      risk (float) : The quantity to leave remaining      symbol (string) : Symbol to act on (defaults to current symbol)      comment (string) : Optional comment to include (max 20 characters)      secret (string) : Optional secret key (must be enabled in dashboard)      freq (string) : Alert frequency. Default = "all", options = "once_per_bar", "once_per_bar_close" and "none"      debug (bool) : Turns on/off debug label   Returns: The required alert syntax as a string closeshortvol(licenseID, risk, symbol, comment, secret, freq, debug)   Close all open short contracts on the current symbol until the given risk value is remaining. Required params: licenseID, risk.   Parameters:      licenseID (string) : Your PC license ID      risk (float) : The quantity to leave remaining      symbol (string) : Symbol to act on (defaults to current symbol)      comment (string) : Optional comment to include (max 20 characters)      secret (string) : Optional secret key (must be enabled in dashboard)      freq (string) : Alert frequency. Default = "all", options = "once_per_bar", "once_per_bar_close" and "none"      debug (bool) : Turns on/off debug label   Returns: The required alert syntax as a string limit_order(licenseID, buy, price, risk, sl, tp, betrigger, beoffset, spread, trailtrig, traildist, trailstep, atrtimeframe, atrperiod, atrmultiplier, atrshift, atrtrigger, symbol, accfilter, comment, secret, freq, debug)   Generates a limit order alert with relevant syntax commands. Required params: licenseID, buy, price, risk.   Parameters:      licenseID (string) : Your PC license ID      buy (bool) : true=buy/long, false=sell/short      price (float) : Price or pips to set limit order (according to EA settings)      risk (float) : Risk quantity (according to EA settings)      sl (float) : Stop loss distance in pips or price      tp (float) : Take profit distance in pips or price      betrigger (float) : Breakeven will be activated after the position gains this number of pips      beoffset (float) : Offset from entry price. This is the amount of pips you'd like to protect      spread (float) : Enter the position only if the spread is equal or less than the specified value in pips      trailtrig (float) : Trailing stop-loss will be activated after a trade gains this number of pips      traildist (float) : Distance of the trailing stop-loss from current price      trailstep (float) : Moves trailing stop-loss once price moves to favourable by a specified number of pips      atrtimeframe (int) : ATR Trailing Stop timeframe, only updates once per bar close. Options: 1, 5, 15, 30, 60, 240, 1440      atrperiod (int) : ATR averaging period      atrmultiplier (float) : Multiple of ATR to utilise in the new SL computation, default = 1      atrshift (int) : Relative shift of price information, 0 uses latest candle, 1 uses second last, etc. Default = 0      atrtrigger (int) : Activate the trigger of ATR Trailing after market moves favourably by a number of pips. Default = 0 (instant)      symbol (string) : The symbol to trigger this order on (defaults to current symbol)      accfilter (float) : Optional minimum account balance filter      comment (string) : Optional comment (maximum 20 characters)      secret (string) : Optional secret key (must be enabled in dashboard)      freq (string) : Alert frequency. Default = "all", options = "once_per_bar", "once_per_bar_close" and "none"      debug (bool) : Turns on/off debug label   Returns: A limit order alert string with valid PC syntax based on supplied parameters buylimit(licenseID, price, risk, sl, tp, betrigger, beoffset, spread, trailtrig, traildist, trailstep, atrtimeframe, atrperiod, atrmultiplier, atrshift, atrtrigger, symbol, accfilter, comment, secret, freq, debug)   Generates a buylimit order alert with relevant syntax commands. Required params: licenseID, price, risk.   Parameters:      licenseID (string) : Your PC license ID      price (float) : Price or pips to set limit order (according to EA settings)      risk (float) : Risk quantity (according to EA settings)      sl (float) : Stop loss distance in pips or price      tp (float) : Take profit distance in pips or price      betrigger (float) : Breakeven will be activated after the position gains this number of pips      beoffset (float) : Offset from entry price. This is the amount of pips you'd like to protect      spread (float) : Enter the position only if the spread is equal or less than the specified value in pips      trailtrig (float) : Trailing stop-loss will be activated after a trade gains this number of pips      traildist (float) : Distance of the trailing stop-loss from current price      trailstep (float) : Moves trailing stop-loss once price moves to favourable by a specified number of pips      atrtimeframe (int) : ATR Trailing Stop timeframe, only updates once per bar close. Options: 1, 5, 15, 30, 60, 240, 1440      atrperiod (int) : ATR averaging period      atrmultiplier (float) : Multiple of ATR to utilise in the new SL computation, default = 1      atrshift (int) : Relative shift of price information, 0 uses latest candle, 1 uses second last, etc. Default = 0      atrtrigger (int) : Activate the trigger of ATR Trailing after market moves favourably by a number of pips. Default = 0 (instant)      symbol (string) : The symbol to trigger this order on (defaults to current symbol)      accfilter (float) : Optional minimum account balance filter      comment (string) : Optional comment (maximum 20 characters)      secret (string) : Optional secret key (must be enabled in dashboard)      freq (string) : Alert frequency. Default = "all", options = "once_per_bar", "once_per_bar_close" and "none"      debug (bool) : Turns on/off debug label   Returns: A limit order alert string with valid PC syntax based on supplied parameters selllimit(licenseID, price, risk, sl, tp, betrigger, beoffset, spread, trailtrig, traildist, trailstep, atrtimeframe, atrperiod, atrmultiplier, atrshift, atrtrigger, symbol, accfilter, comment, secret, freq, debug)   Generates a selllimit order alert with relevant syntax commands. Required params: licenseID, price, risk.   Parameters:      licenseID (string) : Your PC license ID      price (float) : Price or pips to set limit order (according to EA settings)      risk (float) : Risk quantity (according to EA settings)      sl (float) : Stop loss distance in pips or price      tp (float) : Take profit distance in pips or price      betrigger (float) : Breakeven will be activated after the position gains this number of pips      beoffset (float) : Offset from entry price. This is the amount of pips you'd like to protect      spread (float) : Enter the position only if the spread is equal or less than the specified value in pips      trailtrig (float) : Trailing stop-loss will be activated after a trade gains this number of pips      traildist (float) : Distance of the trailing stop-loss from current price      trailstep (float) : Moves trailing stop-loss once price moves to favourable by a specified number of pips      atrtimeframe (int) : ATR Trailing Stop timeframe, only updates once per bar close. Options: 1, 5, 15, 30, 60, 240, 1440      atrperiod (int) : ATR averaging period      atrmultiplier (float) : Multiple of ATR to utilise in the new SL computation, default = 1      atrshift (int) : Relative shift of price information, 0 uses latest candle, 1 uses second last, etc. Default = 0      atrtrigger (int) : Activate the trigger of ATR Trailing after market moves favourably by a number of pips. Default = 0 (instant)      symbol (string) : The symbol to trigger this order on (defaults to current symbol)      accfilter (float) : Optional minimum account balance filter      comment (string) : Optional comment (maximum 20 characters)      secret (string) : Optional secret key (must be enabled in dashboard)      freq (string) : Alert frequency. Default = "all", options = "once_per_bar", "once_per_bar_close" and "none"      debug (bool) : Turns on/off debug label   Returns: A limit order alert string with valid PC syntax based on supplied parameters stop_order(licenseID, buy, price, risk, sl, tp, betrigger, beoffset, spread, trailtrig, traildist, trailstep, atrtimeframe, atrperiod, atrmultiplier, atrshift, atrtrigger, symbol, accfilter, comment, secret, freq, debug)   Generates a stop order alert with relevant syntax commands. Required params: licenseID, buy, price, risk.   Parameters:      licenseID (string) : Your PC license ID      buy (bool) : true=buy/long, false=sell/short      price (float) : Price or pips to set limit order (according to EA settings)      risk (float) : Risk quantity (according to EA settings)      sl (float) : Stop loss distance in pips or price      tp (float) : Take profit distance in pips or price      betrigger (float) : Breakeven will be activated after the position gains this number of pips      beoffset (float) : Offset from entry price. This is the amount of pips you'd like to protect      spread (float) : Enter the position only if the spread is equal or less than the specified value in pips      trailtrig (float) : Trailing stop-loss will be activated after a trade gains this number of pips      traildist (float) : Distance of the trailing stop-loss from current price      trailstep (float) : Moves trailing stop-loss once price moves to favourable by a specified number of pips      atrtimeframe (int) : ATR Trailing Stop timeframe, only updates once per bar close. Options: 1, 5, 15, 30, 60, 240, 1440      atrperiod (int) : ATR averaging period      atrmultiplier (float) : Multiple of ATR to utilise in the new SL computation, default = 1      atrshift (int) : Relative shift of price information, 0 uses latest candle, 1 uses second last, etc. Default = 0      atrtrigger (int) : Activate the trigger of ATR Trailing after market moves favourably by a number of pips. Default = 0 (instant)      symbol (string) : The symbol to trigger this order on (defaults to current symbol)      accfilter (float) : Optional minimum account balance filter      comment (string) : Optional comment (maximum 20 characters)      secret (string) : Optional secret key (must be enabled in dashboard)      freq (string) : Alert frequency. Default = "all", options = "once_per_bar", "once_per_bar_close" and "none"      debug (bool) : Turns on/off debug label   Returns: A stop order alert string with valid PC syntax based on supplied parameters buystop(licenseID, price, risk, sl, tp, betrigger, beoffset, spread, trailtrig, traildist, trailstep, atrtimeframe, atrperiod, atrmultiplier, atrshift, atrtrigger, symbol, accfilter, comment, secret, freq, debug)   Generates a buystop order alert with relevant syntax commands. Required params: licenseID, price, risk.   Parameters:      licenseID (string) : Your PC license ID      price (float) : Price or pips to set limit order (according to EA settings)      risk (float) : Risk quantity (according to EA settings)      sl (float) : Stop loss distance in pips or price      tp (float) : Take profit distance in pips or price      betrigger (float) : Breakeven will be activated after the position gains this number of pips      beoffset (float) : Offset from entry price. This is the amount of pips you'd like to protect      spread (float) : Enter the position only if the spread is equal or less than the specified value in pips      trailtrig (float) : Trailing stop-loss will be activated after a trade gains this number of pips      traildist (float) : Distance of the trailing stop-loss from current price      trailstep (float) : Moves trailing stop-loss once price moves to favourable by a specified number of pips      atrtimeframe (int) : ATR Trailing Stop timeframe, only updates once per bar close. Options: 1, 5, 15, 30, 60, 240, 1440      atrperiod (int) : ATR averaging period      atrmultiplier (float) : Multiple of ATR to utilise in the new SL computation, default = 1      atrshift (int) : Relative shift of price information, 0 uses latest candle, 1 uses second last, etc. Default = 0      atrtrigger (int) : Activate the trigger of ATR Trailing after market moves favourably by a number of pips. Default = 0 (instant)      symbol (string) : The symbol to trigger this order on (defaults to current symbol)      accfilter (float) : Optional minimum account balance filter      comment (string) : Optional comment (maximum 20 characters)      secret (string) : Optional secret key (must be enabled in dashboard)      freq (string) : Alert frequency. Default = "all", options = "once_per_bar", "once_per_bar_close" and "none"      debug (bool) : Turns on/off debug label   Returns: A stop order alert string with valid PC syntax based on supplied parameters sellstop(licenseID, price, risk, sl, tp, betrigger, beoffset, spread, trailtrig, traildist, trailstep, atrtimeframe, atrperiod, atrmultiplier, atrshift, atrtrigger, symbol, accfilter, comment, secret, freq, debug)   Generates a sellstop order alert with relevant syntax commands. Required params: licenseID, price, risk.   Parameters:      licenseID (string) : Your PC license ID      price (float) : Price or pips to set limit order (according to EA settings)      risk (float) : Risk quantity (according to EA settings)      sl (float) : Stop loss distance in pips or price      tp (float) : Take profit distance in pips or price      betrigger (float) : Breakeven will be activated after the position gains this number of pips      beoffset (float) : Offset from entry price. This is the amount of pips you'd like to protect      spread (float) : Enter the position only if the spread is equal or less than the specified value in pips      trailtrig (float) : Trailing stop-loss will be activated after a trade gains this number of pips      traildist (float) : Distance of the trailing stop-loss from current price      trailstep (float) : Moves trailing stop-loss once price moves to favourable by a specified number of pips      atrtimeframe (int) : ATR Trailing Stop timeframe, only updates once per bar close. Options: 1, 5, 15, 30, 60, 240, 1440      atrperiod (int) : ATR averaging period      atrmultiplier (float) : Multiple of ATR to utilise in the new SL computation, default = 1      atrshift (int) : Relative shift of price information, 0 uses latest candle, 1 uses second last, etc. Default = 0      atrtrigger (int) : Activate the trigger of ATR Trailing after market moves favourably by a number of pips. Default = 0 (instant)      symbol (string) : The symbol to trigger this order on (defaults to current symbol)      accfilter (float) : Optional minimum account balance filter      comment (string) : Optional comment (maximum 20 characters)      secret (string) : Optional secret key (must be enabled in dashboard)      freq (string) : Alert frequency. Default = "all", options = "once_per_bar", "once_per_bar_close" and "none"      debug (bool) : Turns on/off debug label   Returns: A stop order alert string with valid PC syntax based on supplied parameters cancel_neworder(licenseID, order, price, risk, sl, tp, betrigger, beoffset, spread, trailtrig, traildist, trailstep, atrtimeframe, atrperiod, atrmultiplier, atrshift, atrtrigger, symbol, accfilter, comment, secret, freq, debug)   Cancel + place new order template function.   Parameters:      licenseID (string) : Your PC license ID      order (string) : Cancel order type      price (float) : Price or pips to set limit order (according to EA settings)      risk (float) : Risk quantity (according to EA settings)      sl (float) : Stop loss distance in pips or price      tp (float) : Take profit distance in pips or price      betrigger (float) : Breakeven will be activated after the position gains this number of pips      beoffset (float) : Offset from entry price. This is the amount of pips you'd like to protect      spread (float) : Enter the position only if the spread is equal or less than the specified value in pips      trailtrig (float) : Trailing stop-loss will be activated after a trade gains this number of pips      traildist (float) : Distance of the trailing stop-loss from current price      trailstep (float) : Moves trailing stop-loss once price moves to favourable by a specified number of pips      atrtimeframe (int) : ATR Trailing Stop timeframe, only updates once per bar close. Options: 1, 5, 15, 30, 60, 240, 1440      atrperiod (int) : ATR averaging period      atrmultiplier (float) : Multiple of ATR to utilise in the new SL computation, default = 1      atrshift (int) : Relative shift of price information, 0 uses latest candle, 1 uses second last, etc. Default = 0      atrtrigger (int) : Activate the trigger of ATR Trailing after market moves favourably by a number of pips. Default = 0 (instant)      symbol (string) : The symbol to trigger this order on (defaults to current symbol)      accfilter (float) : Optional minimum account balance filter      comment (string) : Optional comment (maximum 20 characters)      secret (string) : Optional secret key (must be enabled in dashboard)      freq (string) : Alert frequency. Default = "all", options = "once_per_bar", "once_per_bar_close" and "none"      debug (bool) : Turns on/off debug label   Returns: A stop order alert string with valid PC syntax based on supplied parameters cancellongbuystop(licenseID, price, risk, sl, tp, betrigger, beoffset, spread, trailtrig, traildist, trailstep, atrtimeframe, atrperiod, atrmultiplier, atrshift, atrtrigger, symbol, accfilter, comment, secret, freq, debug)   Cancels all long orders with the specified symbol and places a new buystop order. Required params: licenseID, price, risk.   Parameters:      licenseID (string) : Your PC license ID      price (float) : Price or pips to set limit order (according to EA settings)      risk (float) : Risk quantity (according to EA settings)      sl (float) : Stop loss distance in pips or price      tp (float) : Take profit distance in pips or price      betrigger (float) : Breakeven will be activated after the position gains this number of pips      beoffset (float) : Offset from entry price. This is the amount of pips you'd like to protect      spread (float) : Enter the position only if the spread is equal or less than the specified value in pips      trailtrig (float) : Trailing stop-loss will be activated after a trade gains this number of pips      traildist (float) : Distance of the trailing stop-loss from current price      trailstep (float) : Moves trailing stop-loss once price moves to favourable by a specified number of pips      atrtimeframe (int) : ATR Trailing Stop timeframe, only updates once per bar close. Options: 1, 5, 15, 30, 60, 240, 1440      atrperiod (int) : ATR averaging period      atrmultiplier (float) : Multiple of ATR to utilise in the new SL computation, default = 1      atrshift (int) : Relative shift of price information, 0 uses latest candle, 1 uses second last, etc. Default = 0      atrtrigger (int) : Activate the trigger of ATR Trailing after market moves favourably by a number of pips. Default = 0 (instant)      symbol (string) : The symbol to trigger this order on (defaults to current symbol)      accfilter (float) : Optional minimum account balance filter      comment (string) : Optional comment (maximum 20 characters)      secret (string) : Optional secret key (must be enabled in dashboard)      freq (string) : Alert frequency. Default = "all", options = "once_per_bar", "once_per_bar_close" and "none"      debug (bool) : Turns on/off debug label   Returns: A stop order alert string with valid PC syntax based on supplied parameters cancellongbuylimit(licenseID, price, risk, sl, tp, betrigger, beoffset, spread, trailtrig, traildist, trailstep, atrtimeframe, atrperiod, atrmultiplier, atrshift, atrtrigger, symbol, accfilter, comment, secret, freq, debug)   Cancels all long orders with the specified symbol and places a new buylimit order. Required params: licenseID, price, risk.   Parameters:      licenseID (string) : Your PC license ID      price (float) : Price or pips to set limit order (according to EA settings)      risk (float) : Risk quantity (according to EA settings)      sl (float) : Stop loss distance in pips or price      tp (float) : Take profit distance in pips or price      betrigger (float) : Breakeven will be activated after the position gains this number of pips      beoffset (float) : Offset from entry price. This is the amount of pips you'd like to protect      spread (float) : Enter the position only if the spread is equal or less than the specified value in pips      trailtrig (float) : Trailing stop-loss will be activated after a trade gains this number of pips      traildist (float) : Distance of the trailing stop-loss from current price      trailstep (float) : Moves trailing stop-loss once price moves to favourable by a specified number of pips      atrtimeframe (int) : ATR Trailing Stop timeframe, only updates once per bar close. Options: 1, 5, 15, 30, 60, 240, 1440      atrperiod (int) : ATR averaging period      atrmultiplier (float) : Multiple of ATR to utilise in the new SL computation, default = 1      atrshift (int) : Relative shift of price information, 0 uses latest candle, 1 uses second last, etc. Default = 0      atrtrigger (int) : Activate the trigger of ATR Trailing after market moves favourably by a number of pips. Default = 0 (instant)      symbol (string) : The symbol to trigger this order on (defaults to current symbol)      accfilter (float) : Optional minimum account balance filter      comment (string) : Optional comment (maximum 20 characters)      secret (string) : Optional secret key (must be enabled in dashboard)      freq (string) : Alert frequency. Default = "all", options = "once_per_bar", "once_per_bar_close" and "none"      debug (bool) : Turns on/off debug label   Returns: A stop order alert string with valid PC syntax based on supplied parameters cancelshortsellstop(licenseID, price, risk, sl, tp, betrigger, beoffset, spread, trailtrig, traildist, trailstep, atrtimeframe, atrperiod, atrmultiplier, atrshift, atrtrigger, symbol, accfilter, comment, secret, freq, debug)   Cancels all short orders with the specified symbol and places a sellstop order. Required params: licenseID, price, risk.   Parameters:      licenseID (string) : Your PC license ID      price (float) : Price or pips to set limit order (according to EA settings)      risk (float) : Risk quantity (according to EA settings)      sl (float) : Stop loss distance in pips or price      tp (float) : Take profit distance in pips or price      betrigger (float) : Breakeven will be activated after the position gains this number of pips      beoffset (float) : Offset from entry price. This is the amount of pips you'd like to protect      spread (float) : Enter the position only if the spread is equal or less than the specified value in pips      trailtrig (float) : Trailing stop-loss will be activated after a trade gains this number of pips      traildist (float) : Distance of the trailing stop-loss from current price      trailstep (float) : Moves trailing stop-loss once price moves to favourable by a specified number of pips      atrtimeframe (int) : ATR Trailing Stop timeframe, only updates once per bar close. Options: 1, 5, 15, 30, 60, 240, 1440      atrperiod (int) : ATR averaging period      atrmultiplier (float) : Multiple of ATR to utilise in the new SL computation, default = 1      atrshift (int) : Relative shift of price information, 0 uses latest candle, 1 uses second last, etc. Default = 0      atrtrigger (int) : Activate the trigger of ATR Trailing after market moves favourably by a number of pips. Default = 0 (instant)      symbol (string) : The symbol to trigger this order on (defaults to current symbol)      accfilter (float) : Optional minimum account balance filter      comment (string) : Optional comment (maximum 20 characters)      secret (string) : Optional secret key (must be enabled in dashboard)      freq (string) : Alert frequency. Default = "all", options = "once_per_bar", "once_per_bar_close" and "none"      debug (bool) : Turns on/off debug label   Returns: A stop order alert string with valid PC syntax based on supplied parameters cancelshortselllimit(licenseID, price, risk, sl, tp, betrigger, beoffset, spread, trailtrig, traildist, trailstep, atrtimeframe, atrperiod, atrmultiplier, atrshift, atrtrigger, symbol, accfilter, comment, secret, freq, debug)   Cancels all short orders with the specified symbol and places a selllimit order. Required params: licenseID, price, risk.   Parameters:      licenseID (string) : Your PC license ID      price (float) : Price or pips to set limit order (according to EA settings)      risk (float) : Risk quantity (according to EA settings)      sl (float) : Stop loss distance in pips or price      tp (float) : Take profit distance in pips or price      betrigger (float) : Breakeven will be activated after the position gains this number of pips      beoffset (float) : Offset from entry price. This is the amount of pips you'd like to protect      spread (float) : Enter the position only if the spread is equal or less than the specified value in pips      trailtrig (float) : Trailing stop-loss will be activated after a trade gains this number of pips      traildist (float) : Distance of the trailing stop-loss from current price      trailstep (float) : Moves trailing stop-loss once price moves to favourable by a specified number of pips      atrtimeframe (int) : ATR Trailing Stop timeframe, only updates once per bar close. Options: 1, 5, 15, 30, 60, 240, 1440      atrperiod (int) : ATR averaging period      atrmultiplier (float) : Multiple of ATR to utilise in the new SL computation, default = 1      atrshift (int) : Relative shift of price information, 0 uses latest candle, 1 uses second last, etc. Default = 0      atrtrigger (int) : Activate the trigger of ATR Trailing after market moves favourably by a number of pips. Default = 0 (instant)      symbol (string) : The symbol to trigger this order on (defaults to current symbol)      accfilter (float) : Optional minimum account balance filter      comment (string) : Optional comment (maximum 20 characters)      secret (string) : Optional secret key (must be enabled in dashboard)      freq (string) : Alert frequency. Default = "all", options = "once_per_bar", "once_per_bar_close" and "none"      debug (bool) : Turns on/off debug label   Returns: A stop order alert string with valid PC syntax based on supplied parameters cancellong(licenseID, symbol, accfilter, comment, secret, freq, debug)   Cancels all pending long orders with the specified symbol. Required params: licenseID.   Parameters:      licenseID (string) : Your PC license ID      symbol (string) : Symbol to act on (defaults to current symbol)      accfilter (float) : Optional minimum account balance filter      comment (string) : Optional comment to include (max 20 characters)      secret (string) : Optional secret key (must be enabled in dashboard)      freq (string) : Alert frequency. Default = "all", options = "once_per_bar", "once_per_bar_close" and "none"      debug (bool) : Turns on/off debug label   Returns: A cancel long alert command cancelshort(licenseID, symbol, accfilter, comment, secret, freq, debug)   Cancels all pending short orders with the specified symbol. Required params: licenseID.   Parameters:      licenseID (string) : Your PC license ID      symbol (string) : Symbol to act on (defaults to current symbol)      accfilter (float) : Optional minimum account balance filter      comment (string) : Optional comment to include (max 20 characters)      secret (string) : Optional secret key (must be enabled in dashboard)      freq (string) : Alert frequency. Default = "all", options = "once_per_bar", "once_per_bar_close" and "none"      debug (bool) : Turns on/off debug label   Returns: A cancel short alert command newsltpbuystop(licenseID, sl, tp, symbol, accfilter, comment, secret, freq, debug)   Updates the stop loss and/or take profit of any pending buy stop orders on the given symbol. Required params: licenseID, sl and/or tp.   Parameters:      licenseID (string) : Your PC license ID      sl (float) : Stop loss pips or price (according to EA settings)      tp (float) : Take profit pips or price (according to EA settings)      symbol (string) : Symbol to act on (defaults to current symbol)      accfilter (float) : Optional minimum account balance filter      comment (string) : Optional comment to include (max 20 characters)      secret (string) : Optional secret key (must be enabled in dashboard)      freq (string) : Alert frequency. Default = "all", options = "once_per_bar", "once_per_bar_close" and "none"      debug (bool) : Turns on/off debug label   Returns: The required alert syntax as a string newsltpbuylimit(licenseID, sl, tp, symbol, accfilter, comment, secret, freq, debug)   Updates the stop loss and/or take profit of any pending buy limit orders on the given symbol. Required params: licenseID, sl and/or tp.   Parameters:      licenseID (string) : Your PC license ID      sl (float) : Stop loss pips or price (according to EA settings)      tp (float) : Take profit pips or price (according to EA settings)      symbol (string) : Symbol to act on (defaults to current symbol)      accfilter (float) : Optional minimum account balance filter      comment (string) : Optional comment to include (max 20 characters)      secret (string) : Optional secret key (must be enabled in dashboard)      freq (string) : Alert frequency. Default = "all", options = "once_per_bar", "once_per_bar_close" and "none"      debug (bool) : Turns on/off debug label   Returns: The required alert syntax as a string newsltpsellstop(licenseID, sl, tp, symbol, accfilter, comment, secret, freq, debug)   Updates the stop loss and/or take profit of any pending sell stop orders on the given symbol. Required params: licenseID, sl and/or tp.   Parameters:      licenseID (string) : Your PC license ID      sl (float) : Stop loss pips or price (according to EA settings)      tp (float) : Take profit pips or price (according to EA settings)      symbol (string) : Symbol to act on (defaults to current symbol)      accfilter (float) : Optional minimum account balance filter      comment (string) : Optional comment to include (max 20 characters)      secret (string) : Optional secret key (must be enabled in dashboard)      freq (string) : Alert frequency. Default = "all", options = "once_per_bar", "once_per_bar_close" and "none"      debug (bool) : Turns on/off debug label   Returns: The required alert syntax as a string newsltpselllimit(licenseID, sl, tp, symbol, accfilter, comment, secret, freq, debug)   Updates the stop loss and/or take profit of any pending sell limit orders on the given symbol. Required params: licenseID, sl and/or tp.   Parameters:      licenseID (string) : Your PC license ID      sl (float) : Stop loss pips or price (according to EA settings)      tp (float) : Take profit pips or price (according to EA settings)      symbol (string) : Symbol to act on (defaults to current symbol)      accfilter (float) : Optional minimum account balance filter      comment (string) : Optional comment to include (max 20 characters)      secret (string) : Optional secret key (must be enabled in dashboard)      freq (string) : Alert frequency. Default = "all", options = "once_per_bar", "once_per_bar_close" and "none"      debug (bool) : Turns on/off debug label   Returns: The required alert syntax as a string eaoff(licenseID, secret, freq, debug)   Turns the EA off. Required params: licenseID.   Parameters:      licenseID (string) : Your PC license ID      secret (string) : Optional secret key (must be enabled in dashboard)      freq (string) : Alert frequency. Default = "all", options = "once_per_bar", "once_per_bar_close" and "none"      debug (bool) : Turns on/off debug label   Returns: The required alert syntax as a string eaon(licenseID, secret, freq, debug)   Turns the EA on. Required params: licenseID.   Parameters:      licenseID (string) : Your PC license ID      secret (string) : Optional secret key (must be enabled in dashboard)      freq (string) : Alert frequency. Default = "all", options = "once_per_bar", "once_per_bar_close" and "none"      debug (bool) : Turns on/off debug label   Returns: The required alert syntax as a string
Libreria Pine Script®
di ZenAndTheArtOfTrading
2
ORB Fusion🎯 CORE INNOVATION: INSTITUTIONAL ORB FRAMEWORK WITH FAILED BREAKOUT INTELLIGENCE ORB Fusion represents a complete institutional-grade Opening Range Breakout system combining classic Market Profile concepts (Initial Balance, day type classification) with modern algorithmic breakout detection, failed breakout reversal logic, and comprehensive statistical tracking. Rather than simply drawing lines at opening range extremes, this system implements the full trading methodology used by professional floor traders and market makers—including the critical concept that failed breakouts are often higher-probability setups than successful breakouts . The Opening Range Hypothesis: The first 30-60 minutes of trading establishes the day's value area —the price range where the majority of participants agree on fair value. This range is formed during peak information flow (overnight news digestion, gap reactions, early institutional positioning). Breakouts from this range signal directional conviction; failures to hold breakouts signal trapped participants and create exploitable reversals. Why Opening Range Matters: 1. Information Aggregation : Opening range reflects overnight news, pre-market sentiment, and early institutional orders. It's the market's initial "consensus" on value. 2. Liquidity Concentration : Stop losses cluster just outside opening range. Breakouts trigger these stops, creating momentum. Failed breakouts trap traders, forcing reversals. 3. Statistical Persistence : Markets exhibit range expansion tendency —when price accepts above/below opening range with volume, it often extends 1.0-2.0x the opening range size before mean reversion. 4. Institutional Behavior : Large players (market makers, institutions) use opening range as reference for the day's trading plan. They fade extremes in rotation days and follow breakouts in trend days. Historical Context: Opening Range Breakout methodology originated in commodity futures pits (1970s-80s) where floor traders noticed consistent patterns: the first 30-60 minutes established a "fair value zone," and directional moves occurred when this zone was violated with conviction. J. Peter Steidlmayer formalized this observation in Market Profile theory, introducing the "Initial Balance" concept—the first hour (two 30-minute periods) defining market structure. 📊 OPENING RANGE CONSTRUCTION Four ORB Timeframe Options: 1. 5-Minute ORB (0930-0935 ET): Captures immediate market direction during "opening drive"—the explosive first few minutes when overnight orders hit the tape. Use Case: • Scalping strategies • High-frequency breakout trading • Extremely liquid instruments (ES, NQ, SPY) Characteristics: • Very tight range (often 0.2-0.5% of price) • Early breakouts common (7 of 10 days break within first hour) • Higher false breakout rate (50-60%) • Requires sub-minute chart monitoring Psychology: Captures panic buyers/sellers reacting to overnight news. Range is small because sample size is minimal—only 5 minutes of price discovery. Early breakouts often fail because they're driven by retail FOMO rather than institutional conviction. 2. 15-Minute ORB (0930-0945 ET): Balances responsiveness with statistical validity. Captures opening drive plus initial reaction to that drive. Use Case: • Day trading strategies • Balanced scalping/swing hybrid • Most liquid instruments Characteristics: • Moderate range (0.4-0.8% of price typically) • Breakout rate ~60% of days • False breakout rate ~40-45% • Good balance of opportunity and reliability Psychology: Includes opening panic AND the first retest/consolidation. Sophisticated traders (institutions, algos) start expressing directional bias. This is the "Goldilocks" timeframe—not too reactive, not too slow. 3. 30-Minute ORB (0930-1000 ET): Classic ORB timeframe. Default for most professional implementations. Use Case: • Standard intraday trading • Position sizing for full-day trades • All liquid instruments (equities, indices, futures) Characteristics: • Substantial range (0.6-1.2% of price) • Breakout rate ~55% of days • False breakout rate ~35-40% • Statistical sweet spot for extensions Psychology: Full opening auction + first institutional repositioning complete. By 10:00 AM ET, headlines are digested, early stops are hit, and "real" directional players reveal themselves. This is when institutional programs typically finish their opening positioning. Statistical Advantage: 30-minute ORB shows highest correlation with daily range. When price breaks and holds outside 30m ORB, probability of reaching 1.0x extension (doubling the opening range) exceeds 60% historically. 4. 60-Minute ORB (0930-1030 ET) - Initial Balance: Steidlmayer's "Initial Balance"—the foundation of Market Profile theory. Use Case: • Swing trading entries • Day type classification • Low-frequency institutional setups Characteristics: • Wide range (0.8-1.5% of price) • Breakout rate ~45% of days • False breakout rate ~25-30% (lowest) • Best for trend day identification Psychology: Full first hour captures A-period (0930-1000) and B-period (1000-1030). By 10:30 AM ET, all early positioning is complete. Market has "voted" on value. Subsequent price action confirms (trend day) or rejects (rotation day) this value assessment. Initial Balance Theory: IB represents the market's accepted value area . When price extends significantly beyond IB (>1.5x IB range), it signals a Trend Day —strong directional conviction. When price remains within 1.0x IB, it signals a Rotation Day —mean reversion environment. This classification completely changes trading strategy. 🔬 LTF PRECISION TECHNOLOGY The Chart Timeframe Problem: Traditional ORB indicators calculate range using the chart's current timeframe. This creates critical inaccuracies: Example: • You're on a 5-minute chart • ORB period is 30 minutes (0930-1000 ET) • Indicator sees only 6 bars (30min ÷ 5min/bar = 6 bars) • If any 5-minute bar has extreme wick, entire ORB is distorted The Problem Amplifies: • On 15-minute chart with 30-minute ORB: Only 2 bars sampled • On 30-minute chart with 30-minute ORB: Only 1 bar sampled • Opening spike or single large wick defines entire range (invalid) Solution: Lower Timeframe (LTF) Precision: ORB Fusion uses `request.security_lower_tf()` to sample 1-minute bars regardless of chart timeframe: ``` For 30-minute ORB on 15-minute chart: - Traditional method: Uses 2 bars (15min × 2 = 30min) - LTF Precision: Requests thirty 1-minute bars, calculates true high/low ``` Why This Matters: Scenario: ES futures, 15-minute chart, 30-minute ORB • Traditional ORB: High = 5850.00, Low = 5842.00 (range = 8 points) • LTF Precision ORB: High = 5848.50, Low = 5843.25 (range = 5.25 points) Difference: 2.75 points distortion from single 15-minute wick hitting 5850.00 at 9:31 AM then immediately reversing. LTF precision filters this out by seeing it was a fleeting wick, not a sustained high. Impact on Extensions: With inflated range (8 points vs 5.25 points): • 1.5x extension projects +12 points instead of +7.875 points • Difference: 4.125 points (nearly $200 per ES contract) • Breakout signals trigger late; extension targets unreachable Implementation: ```pinescript getLtfHighLow() => float ha = request.security_lower_tf(syminfo.tickerid, "1", high) float la = request.security_lower_tf(syminfo.tickerid, "1", low) ``` Function returns arrays of 1-minute high/low values, then finds true maximum and minimum across all samples. When LTF Precision Activates: Only when chart timeframe exceeds ORB session window: • 5-minute chart + 30-minute ORB: LTF used (chart TF > session bars needed) • 1-minute chart + 30-minute ORB: LTF not needed (direct sampling sufficient) Recommendation: Always enable LTF Precision unless you're on 1-minute charts. The computational overhead is negligible, and accuracy improvement is substantial. ⚖️ INITIAL BALANCE (IB) FRAMEWORK Steidlmayer's Market Profile Innovation: J. Peter Steidlmayer developed Market Profile in the 1980s for the Chicago Board of Trade. His key insight: market structure is best understood through time-at-price (value area) rather than just price-over-time (traditional charts). Initial Balance Definition: IB is the price range established during the first hour of trading, subdivided into: • A-Period : First 30 minutes (0930-1000 ET for US equities) • B-Period : Second 30 minutes (1000-1030 ET) A-Period vs B-Period Comparison: The relationship between A and B periods forecasts the day: B-Period Expansion (Bullish): • B-period high > A-period high • B-period low ≥ A-period low • Interpretation: Buyers stepping in after opening assessed • Implication: Bullish continuation likely • Strategy: Buy pullbacks to A-period high (now support) B-Period Expansion (Bearish): • B-period low < A-period low • B-period high ≤ A-period high • Interpretation: Sellers stepping in after opening assessed • Implication: Bearish continuation likely • Strategy: Sell rallies to A-period low (now resistance) B-Period Contraction: • B-period stays within A-period range • Interpretation: Market indecisive, digesting A-period information • Implication: Rotation day likely, stay range-bound • Strategy: Fade extremes, sell high/buy low within IB IB Extensions: Professional traders use IB as a ruler to project price targets: Extension Levels: • 0.5x IB : Initial probe outside value (minor target) • 1.0x IB : Full extension (major target for normal days) • 1.5x IB : Trend day threshold (classifies as trending) • 2.0x IB : Strong trend day (rare, ~10-15% of days) Calculation: ``` IB Range = IB High - IB Low Bull Extension 1.0x = IB High + (IB Range × 1.0) Bear Extension 1.0x = IB Low - (IB Range × 1.0) ``` Example: ES futures: • IB High: 5850.00 • IB Low: 5842.00 • IB Range: 8.00 points Extensions: • 1.0x Bull Target: 5850 + 8 = 5858.00 • 1.5x Bull Target: 5850 + 12 = 5862.00 • 2.0x Bull Target: 5850 + 16 = 5866.00 If price reaches 5862.00 (1.5x), day is classified as Trend Day —strategy shifts from mean reversion to trend following. 📈 DAY TYPE CLASSIFICATION SYSTEM Four Day Types (Market Profile Framework): 1. TREND DAY: Definition: Price extends ≥1.5x IB range in one direction and stays there. Characteristics: • Opens and never returns to IB • Persistent directional movement • Volume increases as day progresses (conviction building) • News-driven or strong institutional flow Frequency: ~20-25% of trading days Trading Strategy: • DO: Follow the trend, trail stops, let winners run • DON'T: Fade extremes, take early profits • Key: Add to position on pullbacks to previous extension level • Risk: Getting chopped in false trend (see Failed Breakout section) Example: FOMC decision, payroll report, earnings surprise—anything creating one-sided conviction. 2. NORMAL DAY: Definition: Price extends 0.5-1.5x IB, tests both sides, returns to IB. Characteristics: • Two-sided trading • Extensions occur but don't persist • Volume balanced throughout day • Most common day type Frequency: ~45-50% of trading days Trading Strategy: • DO: Take profits at extension levels, expect reversals • DON'T: Hold for massive moves • Key: Treat each extension as a profit-taking opportunity • Risk: Holding too long when momentum shifts Example: Typical day with no major catalysts—market balancing supply and demand. 3. ROTATION DAY: Definition: Price stays within IB all day, rotating between high and low. Characteristics: • Never accepts outside IB • Multiple tests of IB high/low • Decreasing volume (no conviction) • Classic range-bound action Frequency: ~25-30% of trading days Trading Strategy: • DO: Fade extremes (sell IB high, buy IB low) • DON'T: Chase breakouts • Key: Enter at extremes with tight stops just outside IB • Risk: Breakout finally occurs after multiple failures Example: [/b> Pre-holiday trading, summer doldrums, consolidation after big move. 4. DEVELOPING: Definition: Day type not yet determined (early in session). Usage: Classification before 12:00 PM ET when IB extension pattern unclear. ORB Fusion's Classification Algorithm: ```pinescript if close > ibHigh: ibExtension = (close - ibHigh) / ibRange direction = "BULLISH" else if close < ibLow: ibExtension = (ibLow - close) / ibRange direction = "BEARISH" if ibExtension >= 1.5: dayType = "TREND DAY" else if ibExtension >= 0.5: dayType = "NORMAL DAY" else if close within IB: dayType = "ROTATION DAY" ``` Why Classification Matters: Same setup (bullish ORB breakout) has opposite implications: • Trend Day : Hold for 2.0x extension, trail stops aggressively • Normal Day : Take profits at 1.0x extension, watch for reversal • Rotation Day : Fade the breakout immediately (likely false) Knowing day type prevents catastrophic errors like fading a trend day or holding through rotation. 🚀 BREAKOUT DETECTION & CONFIRMATION Three Confirmation Methods: 1. Close Beyond Level (Recommended): Logic: Candle must close above ORB high (bull) or below ORB low (bear). Why: • Filters out wicks (temporary liquidity grabs) • Ensures sustained acceptance above/below range • Reduces false breakout rate by ~20-30% Example: • ORB High: 5850.00 • Bar high touches 5850.50 (wick above) • Bar closes at 5848.00 (inside range) • Result: NO breakout signal vs. • Bar high touches 5850.50 • Bar closes at 5851.00 (outside range) • Result: BREAKOUT signal confirmed Trade-off: Slightly delayed entry (wait for close) but much higher reliability. 2. Wick Beyond Level: Logic: [/b> Any touch of ORB high/low triggers breakout. Why: • Earliest possible entry • Captures aggressive momentum moves Risk: • High false breakout rate (60-70%) • Stop runs trigger signals • Requires very tight stops (difficult to manage) Use Case: Scalping with 1-2 point profit targets where any penetration = trade. 3. Body Beyond Level: Logic: [/b> Candle body (close vs open) must be entirely outside range. Why: • Strictest confirmation • Ensures directional conviction (not just momentum) • Lowest false breakout rate Example: Trade-off: [/b> Very conservative—misses some valid breakouts but rarely triggers on false ones. Volume Confirmation Layer: All confirmation methods can require volume validation: Volume Multiplier Logic: Rationale: [/b> True breakouts are driven by institutional activity (large size). Volume spike confirms real conviction vs. stop-run manipulation. Statistical Impact: [/b> • Breakouts with volume confirmation: ~65% success rate • Breakouts without volume: ~45% success rate • Difference: 20 percentage points edge Implementation Note: [/b> Volume confirmation adds complexity—you'll miss breakouts that work but lack volume. However, when targeting 1.5x+ extensions (ambitious goals), volume confirmation becomes critical because those moves require sustained institutional participation. Recommended Settings by Strategy: [/b> Scalping (1-2 point targets): [/b> • Method: Close • Volume: OFF • Rationale: Quick in/out doesn't need perfection Intraday Swing (5-10 point targets): [/b> • Method: Close • Volume: ON (1.5x multiplier) • Rationale: Balance reliability and opportunity Position Trading (full-day holds): [/b> • Method: Body • Volume: ON (2.0x multiplier) • Rationale: Must be certain—large stops require high win rate 🔥 FAILED BREAKOUT SYSTEM The Core Insight: [/b> Failed breakouts are often more profitable [/b> than successful breakouts because they create trapped traders with predictable behavior. Failed Breakout Definition: [/b> A breakout that: 1. Initially penetrates ORB level with confirmation 2. Attracts participants (volume spike, momentum) 3. Fails to extend (stalls or immediately reverses) 4. Returns inside ORB range within N bars Psychology of Failure: [/b> When breakout fails: • Breakout buyers are trapped [/b>: Bought at ORB high, now underwater • Early longs reduce: Take profit, fearful of reversal • Shorts smell blood: See failed breakout as reversal signal • Result: Cascade of selling as trapped bulls exit + new shorts enter Mirror image for failed bearish breakouts (trapped shorts cover + new longs enter). Failure Detection Parameters: [/b> 1. Failure Confirmation Bars (default: 3): [/b> How many bars after breakout to confirm failure? Logic: Settings: [/b> • 2 bars: Aggressive failure detection (more signals, more false failures) • 3 bars Balanced (default) • 5-10 bars: Conservative (wait for clear reversal) Why This Matters: Too few bars: You call "failed breakout" when price is just consolidating before next leg. Too many bars: You miss the reversal entry (price already back in range). 2. Failure Buffer (default: 0.1 ATR): [/b> How far inside ORB must price return to confirm failure? Formula: Why Buffer Matters: clear rejection [/b> (not just hovering at level). Settings: [/b> • 0.0 ATR: No buffer, immediate failure signal • 0.1 ATR: Small buffer (default) - filters noise • [b>0.2-0.3 ATR: Large buffer - only dramatic failures count Example: Reversal Entry System: [/b> When failure confirmed, system generates complete reversal trade: For Failed Bull Breakout (Short Reversal): [/b> Entry: [/b> Current close when failure confirmed Stop Loss: [/b> Extreme high since breakout + 0.10 ATR padding Target 1: [/b> ORB High - (ORB Range × 0.5) Target 2: Target 3: [/b> ORB High - (ORB Range × 1.5) Example: • ORB High: 5850, ORB Low: 5842, Range: 8 points • Breakout to 5853, fails, reverses to 5848 (entry) • Stop: 5853 + 1 = 5854 (6 point risk) • T1: 5850 - 4 = 5846 (-2 points, 1:3 R:R) • T2: 5850 - 8 = 5842 (-6 points, 1:1 R:R) • T3: 5850 - 12 = 5838 (-10 points, 1.67:1 R:R) [b>Why These Targets? [/b> • T1 (0.5x ORB below high): Trapped bulls start panic • T2 (1.0x ORB = ORB Mid): Major retracement, momentum fully reversed • T3 (1.5x ORB): Reversal extended, now targeting opposite side Historical Performance: [/b> Failed breakout reversals in ORB Fusion's tracking system show: • Win Rate: 65-75% (significantly higher than initial breakouts) • Average Winner: 1.2x ORB range • Average Loser: 0.5x ORB range (protected by stop at extreme) • Expectancy: Strongly positive even with <70% win rate Why Failed Breakouts Outperform: [/b> 1. Information Advantage: You now know what price did (failed to extend). Initial breakout trades are speculative; reversal trades are reactive to confirmed failure. 2. Trapped Participant Pressure: Every trapped bull becomes a seller. This creates sustained pressure. 3. Stop Loss Clarity: Extreme high is obvious stop (just beyond recent high). Breakout trades have ambiguous stops (ORB mid? Recent low? Too wide or too tight). 4. Mean Reversion Edge: Failed breakouts return to value (ORB mid). Initial breakouts try to escape value (harder to sustain). Critical Insight: [/b> "The best trade is often the one that trapped everyone else." Failed breakouts create asymmetric opportunity because you're trading against [/b> trapped participants rather than with [/b> them. When you see a failed breakout signal, you're seeing real-time evidence that the market rejected directional conviction—that's exploitable. 📐 FIBONACCI EXTENSION SYSTEM Six Extension Levels: [/b> Extensions project how far price will travel after ORB breakout. Based on Fibonacci ratios + empirical market behavior. 1. 1.272x (27.2% Extension): [/b> Formula: [/b> ORB High/Low + (ORB Range × 0.272) Psychology: [/b> Initial probe beyond ORB. Early momentum + trapped shorts (on bull side) covering. Probability of Reach: [/b> ~75-80% after confirmed breakout Trading: [/b> • First resistance/support after breakout • Partial profit target (take 30-50% off) • Watch for rejection here (could signal failure in progress) Why 1.272? [/b> Related to harmonic patterns (1.272 is √1.618). Empirically, markets often stall at 25-30% extension before deciding whether to continue or fail. 2. 1.5x (50% Extension): Formula: [/b> ORB High/Low + (ORB Range × 0.5) Psychology: [/b> Breakout gaining conviction. Requires sustained buying/selling (not just momentum spike). Probability of Reach: [/b> ~60-65% after confirmed breakout Trading: [/b> • Major partial profit (take 50-70% off) • Move stops to breakeven • Trail remaining position Why 1.5x? [/b> Classic halfway point to 2.0x. Markets often consolidate here before final push. If day type is "Normal," this is likely the high/low for the day. 3. 1.618x (Golden Ratio Extension): [/b> Formula: [/b> ORB High/Low + (ORB Range × 0.618) Psychology: [/b> Strong directional day. Institutional conviction + retail FOMO. Probability of Reach: [/b> ~45-50% after confirmed breakout Trading: [/b> • Final partial profit (close 80-90%) • Trail remainder with wide stop (allow breathing room) Why 1.618? [/b> Fibonacci golden ratio. Appears consistently in market geometry. When price reaches 1.618x extension, move is "mature" and reversal risk increases. 4. 2.0x (100% Extension): [/b> Formula: ORB High/Low + (ORB Range × 1.0) Psychology: [/b> Trend day confirmed. Opening range completely duplicated. Probability of Reach: [/b> ~30-35% after confirmed breakout Trading: Why 2.0x? [/b> Psychological level—range doubled. Also corresponds to typical daily ATR in many instruments (opening range ~ 0.5 ATR, daily range ~ 1.0 ATR). 5. 2.618x (Super Extension): Formula: [/b> ORB High/Low + (ORB Range × 1.618) Psychology: [/b> Parabolic move. News-driven or squeeze. Probability of Reach: [/b> ~10-15% after confirmed breakout [b>Trading: Why 2.618? [/b> Fibonacci ratio (1.618²). Rare to reach—when it does, move is extreme. Often precedes multi-day consolidation or reversal. 6. 3.0x (Extreme Extension): [/b> Formula: [/b> ORB High/Low + (ORB Range × 2.0) Psychology: [/b> Market melt-up/crash. Only in extreme events. [b>Probability of Reach: [/b> <5% after confirmed breakout Trading: [/b> • Close immediately if reached • These are outlier events (black swans, flash crashes, squeeze-outs) • Holding for more is greed—take windfall profit Why 3.0x? [/b> Triple opening range. So rare it's statistical noise. When it happens, it's headline news. Visual Example: ES futures, ORB 5842-5850 (8 point range), Bullish breakout: • ORB High : 5850.00 (entry zone) • 1.272x : 5850 + 2.18 = 5852.18 (first resistance) • 1.5x : 5850 + 4.00 = 5854.00 (major target) • 1.618x : 5850 + 4.94 = 5854.94 (strong target) • 2.0x : 5850 + 8.00 = 5858.00 (trend day) • 2.618x : 5850 + 12.94 = 5862.94 (extreme) • 3.0x : 5850 + 16.00 = 5866.00 (parabolic) Profit-Taking Strategy: Optimal scaling out at extensions: • Breakout entry at 5850.50 • 30% off at 1.272x (5852.18) → +1.68 points • 40% off at 1.5x (5854.00) → +3.50 points • 20% off at 1.618x (5854.94) → +4.44 points • 10% off at 2.0x (5858.00) → +7.50 points [b>Average Exit: Conclusion: [/b> Scaling out at extensions produces 40% higher expectancy than holding for home runs. 📊 GAP ANALYSIS & FILL PSYCHOLOGY [b>Gap Definition: [/b> Price discontinuity between previous close and current open: • Gap Up : Open > Previous Close + noise threshold (0.1 ATR) • Gap Down : Open < Previous Close - noise threshold Why Gaps Matter: [/b> Gaps represent unfilled orders [/b>. When market gaps up, all limit buy orders between yesterday's close and today's open are never filled. Those buyers are "left behind." Psychology: they wait for price to return ("fill the gap") so they can enter. This creates magnetic pull [/b> toward gap level. Gap Fill Statistics (Empirical): [/b> • Gaps <0.5% [/b>: 85-90% fill within same day • Gaps 0.5-1.0% [/b>: 70-75% fill within same day, 90%+ within week • Gaps >1.0% [/b>: 50-60% fill within same day (major news often prevents fill) Gap Fill Strategy: [/b> Setup 1: Gap-and-Go Gap opens, extends away from gap (doesn't fill). • ORB confirms direction away from gap • Trade WITH ORB breakout direction • Expectation: Gap won't fill today (momentum too strong) Setup 2: Gap-Fill Fade Gap opens, but fails to extend. Price drifts back toward gap. • ORB breakout TOWARD gap (not away) • Trade toward gap fill level • Target: Previous close (gap fill complete) Setup 3: Gap-Fill Rejection Gap fills (touches previous close) then rejects. • ORB breakout AWAY from gap after fill • Trade away from gap direction • Thesis: Gap filled (orders executed), now resume original direction [b>Example: Scenario A (Gap-and-Go): • ORB breaks upward to $454 (away from gap) • Trade: LONG breakout, expect continued rally • Gap becomes support ($452) Scenario B (Gap-Fill): • ORB breaks downward through $452.50 (toward gap) • Trade: SHORT toward gap fill at $450.00 • Target: $450.00 (gap filled), close position Scenario C (Gap-Fill Rejection): • Price drifts to $450.00 (gap filled) early in session • ORB establishes $450-$451 after gap fill • ORB breaks upward to $451.50 • Trade: LONG breakout (gap is filled, now resume rally) ORB Fusion Integration: [/b> Dashboard shows: • Gap type (Up/Down/None) • Gap size (percentage) • Gap fill status (Filled ✓ / Open) This informs setup confidence: • ORB breakout AWAY from unfilled gap: +10% confidence (gap becomes support/resistance) • ORB breakout TOWARD unfilled gap: -10% confidence (gap fill may override ORB) [b>📈 VWAP & INSTITUTIONAL BIAS [/b> [b>Volume-Weighted Average Price (VWAP): [/b> Average price weighted by volume at each price level. Represents true "average" cost for the day. [b>Calculation: Institutional Benchmark [/b>: Institutions (mutual funds, pension funds) use VWAP as performance benchmark. If they buy above VWAP, they underperformed; below VWAP, they outperformed. 2. [b>Algorithmic Target [/b>: Many algos are programmed to buy below VWAP and sell above VWAP to achieve "fair" execution. 3. [b>Support/Resistance [/b>: VWAP acts as dynamic support (price above) or resistance (price below). [b>VWAP Bands (Standard Deviations): [/b> • [b>1σ Band [/b>: VWAP ± 1 standard deviation - Contains ~68% of volume - Normal trading range - Bounces common • [b>2σ Band [/b>: VWAP ± 2 standard deviations - Contains ~95% of volume - Extreme extension - Mean reversion likely ORB + VWAP Confluence: [/b> Highest-probability setups occur when ORB and VWAP align: Bullish Confluence: [/b> • ORB breakout upward (bullish signal) • Price above VWAP (institutional buying) • Confidence boost: +15% Bearish Confluence: [/b> • ORB breakout downward (bearish signal) • Price below VWAP (institutional selling) • Confidence boost: +15% [b>Divergence Warning: • ORB breakout upward BUT price below VWAP • Conflict: Breakout says "buy," VWAP says "sell" • Confidence penalty: -10% • Interpretation: Retail buying but institutions not participating (lower quality breakout) 📊 MOMENTUM CONTEXT SYSTEM [b>Innovation: Candle Coloring by Position Rather than fixed support/resistance lines, ORB Fusion colors candles based on their [b>relationship to ORB : [b>Three Zones: [/b> 1. Inside ORB (Blue Boxes): [/b> [b>Calculation: • Darker blue: Near extremes of ORB (potential breakout imminent) • Lighter blue: Near ORB mid (consolidation) [b>Trading: [/b> Coiled spring—await breakout. [b>2. Above ORB (Green Boxes): [b>Calculation: 3. Below ORB (Red Boxes): Mirror of above ORB logic. [b>Special Contexts: [/b> [b>Breakout Bar (Darkest Green/Red): [/b> The specific bar where breakout occurs gets maximum color intensity regardless of distance. This highlights the pivotal moment. [b>Failed Breakout Bar (Orange/Warning): [/b> When failed breakout is confirmed, that bar gets orange/warning color. Visual alert: "reversal opportunity here." [b>Near Extension (Cyan/Magenta Tint): [/b> When price is within 0.5 ATR of an extension level, candle gets tinted cyan (bull) or magenta (bear). Indicates "target approaching—prepare to take profit." [b>Why Visual Context? [/b> Traditional indicators show lines. ORB Fusion shows [b>context-aware momentum [/b>. Glance at chart: • Lots of blue? Consolidation day (fade extremes). • Progressive green? Trend day (follow). • Green then orange? Failed breakout (reversal setup). This visual language communicates market state instantly—no interpretation needed. 🎯 TRADE SETUP GENERATION & GRADING [/b> [b>Algorithmic Setup Detection: [/b> ORB Fusion continuously evaluates market state and generates current best trade setup with: • Action (LONG / SHORT / FADE HIGH / FADE LOW / WAIT) • Entry price • Stop loss • Three targets • Risk:Reward ratio • Confidence score (0-100) • Grade (A+ to D) [b>Setup Types: [/b> [b>1. ORB LONG (Bullish Breakout): [/b> [b>Trigger: [/b> • Bullish ORB breakout confirmed • Not failed [b>Parameters: • Entry: Current close • Stop: ORB mid (protects against failure) • T1: ORB High + 0.5x range (1.5x extension) • T2: ORB High + 1.0x range (2.0x extension) • T3: ORB High + 1.618x range (2.618x extension) [b>Confidence Scoring: [b>Trigger: [/b> • Bearish breakout occurred • Failed (returned inside ORB) [b>Parameters: [/b> • Entry: Close when failure confirmed • Stop: Extreme low since breakout + 0.10 ATR • T1: ORB Low + 0.5x range • T2: ORB Low + 1.0x range (ORB mid) • T3: ORB Low + 1.5x range [b>Confidence Scoring: [b>Trigger: • Inside ORB • Close > ORB mid (near high) [b>Parameters: [/b> • Entry: ORB High (limit order) • Stop: ORB High + 0.2x range • T1: ORB Mid • T2: ORB Low [b>Confidence Scoring: [/b> Base: 40 points (lower base—range fading is lower probability than breakout/reversal) [b>Use Case: [/b> Rotation days. Not recommended on normal/trend days. [b>6. FADE LOW (Range Trade): Mirror of FADE HIGH. [b>7. WAIT: [b>Trigger: [/b> • ORB not complete yet OR • No clear setup (price in no-man's-land) [b>Action: [/b> Observe, don't trade. [b>Confidence: [/b> 0 points [b>Grading System: ``` Confidence → Grade 85-100 → A+ 75-84 → A 65-74 → B+ 55-64 → B 45-54 → C 0-44 → D ``` [b>Grade Interpretation: [/b> • [b>A+ / A: High probability setup. Take these trades. • [b>B+ / B [/b>: Decent setup. Trade if fits system rules. • [b>C [/b>: Marginal setup. Only if very experienced. • [b>D [/b>: Poor setup or no setup. Don't trade. [b>Example Scenario: [/b> ES futures: • ORB: 5842-5850 (8 point range) • Bullish breakout to 5851 confirmed • Volume: 2.0x average (confirmed) • VWAP: 5845 (price above VWAP ✓) • Day type: Developing (too early, no bonus) • Gap: None [b>Setup: [/b> • Action: LONG • Entry: 5851 • Stop: 5846 (ORB mid, -5 point risk) • T1: 5854 (+3 points, 1:0.6 R:R) • T2: 5858 (+7 points, 1:1.4 R:R) • T3: 5862.94 (+11.94 points, 1:2.4 R:R) [b>Confidence: LONG with 55% confidence. Interpretation: Solid setup, not perfect. Trade it if your system allows B-grade signals. [b>📊 STATISTICS TRACKING & PERFORMANCE ANALYSIS [/b> [b>Real-Time Performance Metrics: [/b> ORB Fusion tracks comprehensive statistics over user-defined lookback (default 50 days): [b>Breakout Performance: [/b> • [b>Bull Breakouts: [/b> Total count, wins, losses, win rate • [b>Bear Breakouts: [/b> Total count, wins, losses, win rate [b>Win Definition: [/b> Breakout reaches ≥1.0x extension (doubles the opening range) before end of day. [b>Example: [/b> • ORB: 5842-5850 (8 points) • Bull breakout at 5851 • Reaches 5858 (1.0x extension) by close • Result: WIN [b>Failed Breakout Performance: [/b> • [b>Total Failed Breakouts [/b>: Count of breakouts that failed • [b>Reversal Wins [/b>: Count where reversal trade reached target • [b>Failed Reversal Win Rate [/b>: Wins / Total Failed [b>Win Definition for Reversals: [/b> • Failed bull → reversal short reaches ORB mid • Failed bear → reversal long reaches ORB mid [b>Extension Tracking: [/b> • [b>Average Extension Reached [/b>: Mean of maximum extension achieved across all breakout days • [b>Max Extension Overall [/b>: Largest extension ever achieved in lookback period [b>Example: 🎨 THREE DISPLAY MODES [b>Design Philosophy: [/b> Not all traders need all features. Beginners want simplicity. Professionals want everything. ORB Fusion adapts. [b>SIMPLE MODE: [/b> [b>Shows: [/b> • Primary ORB levels (High, Mid, Low) • ORB box • Breakout signals (triangles) • Failed breakout signals (crosses) • Basic dashboard (ORB status, breakout status, setup) • VWAP [b>Hides: [/b> • Session ORBs (Asian, London, NY) • IB levels and extensions • ORB extensions beyond basic levels • Gap analysis visuals • Statistics dashboard • Momentum candle coloring • Narrative dashboard [b>Use Case: [/b> • Traders who want clean chart • Focus on core ORB concept only • Mobile trading (less screen space) [b>STANDARD MODE: [b>Shows Everything in Simple Plus: [/b> • Session ORBs (Asian, London, NY) • IB levels (high, low, mid) • IB extensions • ORB extensions (1.272x, 1.5x, 1.618x, 2.0x) • Gap analysis and fill targets • VWAP bands (1σ and 2σ) • Momentum candle coloring • Context section in dashboard • Narrative dashboard [b>Hides: [/b> • Advanced extensions (2.618x, 3.0x) • Detailed statistics dashboard [b>Use Case: [/b> • Most traders • Balance between information and clarity • Covers 90% of use cases [b>ADVANCED MODE: [b>Shows Everything: • All session ORBs • All IB levels and extensions • All ORB extensions (including 2.618x and 3.0x) • Full gap analysis • VWAP with both 1σ and 2σ bands • Momentum candle coloring • Complete statistics dashboard • Narrative dashboard • All context metrics [b>Use Case: [/b> • Professional traders • System developers • Those who want maximum information density [b>Switching Modes: [/b> Single dropdown input: "Display Mode" → Simple / Standard / Advanced Entire indicator adapts instantly. No need to toggle 20 individual settings. 📖 NARRATIVE DASHBOARD [b>Innovation: Plain-English Market State [/b> Most indicators show data. ORB Fusion explains what the data [b>means [/b>. [b>Narrative Components: [/b> [b>1. Phase: [/b> • "📍 Building ORB..." (during ORB session) • "📊 Trading Phase" (after ORB complete) • "⏳ Pre-Market" (before ORB session) [b>2. Status (Current Observation): [/b> • "⚠️ Failed breakout - reversal likely" • "🚀 Bullish momentum in play" • "📉 Bearish momentum in play" • "⚖️ Consolidating in range" • "👀 Monitoring for setup" [b>3. Next Level: Tells you what to watch for: • "🎯 1.5x @ 5854.00" (next extension target) • "Watch ORB levels" (inside range, await breakout) [b>4. Setup: [/b> Current trade setup + grade: • "LONG " (bullish breakout, A-grade) • "🔥 SHORT REVERSAL " (failed bull breakout, A+-grade) • "WAIT " (no setup) [b>5. Reason: [/b> Why this setup exists: • "ORB Bullish Breakout" • "Failed Bear Breakout - High Probability Reversal" • "Range Fade - Near High" [b>6. Tip (Market Insight): Contextual advice: • "🔥 TREND DAY - Trail stops" (day type is trending) • "🔄 ROTATION - Fade extremes" (day type is rotating) • "📊 Gap unfilled - magnet level" (gap creates target) • "📈 Normal conditions" (no special context) [b>Example Narrative: ``` 📖 ORB Narrative ━━━━━━━━━━━━━━━━ Phase | 📊 Trading Phase Status | 🚀 Bullish momentum in play Next | 🎯 1.5x @ 5854.00 📈 Setup | LONG Reason | ORB Bullish Breakout 💡 Tip | 🔥 TREND DAY - Trail stops ``` [b>Glance Interpretation: [/b> "We're in trading phase. Bullish breakout happened (momentum in play). Next target is 1.5x extension at 5854. Current setup is LONG with A-grade. It's a trend day, so trail stops (don't take early profits)." Complete market state communicated in 6 lines. No interpretation needed. [b>Why This Matters: Beginner traders struggle with "So what?" question. Indicators show lines and signals, but what does it mean [/b>? Narrative dashboard bridges this gap. Professional traders benefit too—rapid context assessment during fast-moving markets. No time to analyze; glance at narrative, get action plan. 🔔 INTELLIGENT ALERT SYSTEM [b>Four Alert Types: [/b> [b>1. Breakout Alert: [/b> [b>Trigger: [/b> ORB breakout confirmed (bull or bear) [b>Message: [/b> ``` 🚀 ORB BULLISH BREAKOUT Price: 5851.00 Volume Confirmed Grade: A ``` [b>Frequency: [/b> Once per bar (prevents spam) [b>2. Failed Breakout Alert: [/b> [b>Trigger: [/b> Breakout fails, reversal setup generated [b>Message: [/b> ``` 🔥 FAILED BULLISH BREAKOUT! HIGH PROBABILITY SHORT REVERSAL Entry: 5848.00 Stop: 5854.00 T1: 5846.00 T2: 5842.00 Historical Win Rate: 73% ``` [b>Why Comprehensive? [/b> Failed breakout alerts include complete trade plan. You can execute immediately from alert—no need to check chart. [b>3. Extension Alert: [b>Trigger: [/b> Price reaches extension level for first time [b>Message: [/b> ``` 🎯 Bull Extension 1.5x reached @ 5854.00 ``` [b>Use: [/b> Profit-taking reminder. When extension hit, consider scaling out. [b>4. IB Break Alert: [/b> [b>Trigger: [/b> Price breaks above IB high or below IB low [b>Message: [/b> ``` 📊 IB HIGH BROKEN - Potential Trend Day ``` [b>Use: [/b> Day type classification. IB break suggests trend day developing—adjust strategy to trend-following mode. [b>Alert Management: [/b> Each alert type can be enabled/disabled independently. Prevents notification overload. [b>Cooldown Logic: [/b> Alerts won't fire if same alert type triggered within last bar. Prevents: • "Breakout" alert every tick during choppy breakout • Multiple "extension" alerts if price oscillates at level Ensures: One clean alert per event. ⚙️ KEY PARAMETERS EXPLAINED [b>Opening Range Settings: [/b> • [b>ORB Timeframe [/b> (5/15/30/60 min): Duration of opening range window - 30 min recommended for most traders • [b>Use RTH Only [/b> (ON/OFF): Only trade during regular trading hours - ON recommended (avoids thin overnight markets) • [b>Use LTF Precision [/b> (ON/OFF): Sample 1-minute bars for accuracy - ON recommended (critical for charts >1 minute) • [b>Precision TF [/b> (1/5 min): Timeframe for LTF sampling - 1 min recommended (most accurate) [b>Session ORBs: [/b> • [b>Show Asian/London/NY ORB [/b> (ON/OFF): Display multi-session ranges - OFF in Simple mode - ON in Standard/Advanced if trading 24hr markets • [b>Session Windows [/b>: Time ranges for each session ORB - Defaults align with major session opens [b>Initial Balance: [/b> • [b>Show IB [/b> (ON/OFF): Display Initial Balance levels - ON recommended for day type classification • [b>IB Session Window [/b> (0930-1030): First hour of trading - Default is standard for US equities • [b>Show IB Extensions [/b> (ON/OFF): Project IB extension targets - ON recommended (identifies trend days) • [b>IB Extensions 1-4 [/b> (0.5x, 1.0x, 1.5x, 2.0x): Extension multipliers - Defaults are Market Profile standard [b>ORB Extensions: [/b> • [b>Show Extensions [/b> (ON/OFF): Project ORB extension targets - ON recommended (defines profit targets) • [b>Enable Individual Extensions [/b> (1.272x, 1.5x, 1.618x, 2.0x, 2.618x, 3.0x) - Enable 1.272x, 1.5x, 1.618x, 2.0x minimum - Disable 2.618x and 3.0x unless trading very volatile instruments [b>Breakout Detection: • [b>Confirmation Method [/b> (Close/Wick/Body): - Close recommended (best balance) - Wick for scalping - Body for conservative • [b>Require Volume Confirmation [/b> (ON/OFF): - ON recommended (increases reliability) • [b>Volume Multiplier [/b> (1.0-3.0): - 1.5x recommended - Lower for thin instruments - Higher for heavy volume instruments [b>Failed Breakout System: [/b> • [b>Enable Failed Breakouts [/b> (ON/OFF): - ON strongly recommended (highest edge) • [b>Bars to Confirm Failure [/b> (2-10): - 3 bars recommended - 2 for aggressive (more signals, more false failures) - 5+ for conservative (fewer signals, higher quality) • [b>Failure Buffer [/b> (0.0-0.5 ATR): - 0.1 ATR recommended - Filters noise during consolidation near ORB level • [b>Show Reversal Targets [/b> (ON/OFF): - ON recommended (visualizes trade plan) • [b>Reversal Target Mults [/b> (0.5x, 1.0x, 1.5x): - Defaults are tested values - Adjust based on average daily range [b>Gap Analysis: • [b>Show Gap Analysis [/b> (ON/OFF): - ON if trading instruments that gap frequently - OFF for 24hr markets (forex, crypto—no gaps) • [b>Gap Fill Target [/b> (ON/OFF): - ON to visualize previous close (gap fill level) [b>VWAP: • [b>Show VWAP [/b> (ON/OFF): - ON recommended (key institutional level) • [b>Show VWAP Bands [/b> (ON/OFF): - ON in Standard/Advanced - OFF in Simple • [b>Band Multipliers (1.0σ, 2.0σ): - Defaults are standard - 1σ = normal range, 2σ = extreme [b>Day Type: [/b> • [b>Show Day Type Analysis [/b> (ON/OFF): - ON recommended (critical for strategy adaptation) • [b>Trend Day Threshold [/b> (1.0-2.5 IB mult): - 1.5x recommended - When price extends >1.5x IB, classifies as Trend Day [b>Enhanced Visuals: • [b>Show Momentum Candles [/b> (ON/OFF): - ON for visual context - OFF if chart gets too colorful • [b>Show Gradient Zone Fills [/b> (ON/OFF): - ON for professional look - OFF for minimalist chart • [b>Label Display Mode [/b> (All/Adaptive/Minimal): - Adaptive recommended (shows nearby labels only) - All for information density - Minimal for clean chart • [b>Label Proximity [/b> (1.0-5.0 ATR): - 3.0 ATR recommended - Labels beyond this distance are hidden (Adaptive mode) [b>🎓 PROFESSIONAL USAGE PROTOCOL [/b> [b>Phase 1: Learning the System (Week 1) [/b> [b>Goal: [/b> Understand ORB concepts and dashboard interpretation [b>Setup: [/b> • Display Mode: STANDARD • ORB Timeframe: 30 minutes • Enable ALL features (IB, extensions, failed breakouts, VWAP, gap analysis) • Enable statistics tracking [b>Actions: [/b> • Paper trade ONLY—no real money • Observe ORB formation every day (9:30-10:00 AM ET for US markets) • Note when ORB breakouts occur and if they extend • Note when breakouts fail and reversals happen • Watch day type classification evolve during session • Track statistics—which setups are working? [b>Key Learning: [/b> • How often do breakouts reach 1.5x extension? (typically 50-60% of confirmed breakouts) • How often do breakouts fail? (typically 30-40%) • Which setup grade (A/B/C) actually performs best? (should see A-grade outperforming) • What day type produces best results? (trend days favor breakouts, rotation days favor fades) [b>Phase 2: Parameter Optimization (Week 2) [/b> [b>Goal: [/b> Tune system to your instrument and timeframe [b>ORB Timeframe Selection: • Run 5 days with 15-minute ORB • Run 5 days with 30-minute ORB • Compare: Which captures better breakouts on your instrument? • Typically: 30-minute optimal for most, 15-minute for very liquid (ES, SPY) [b>Volume Confirmation Testing: • Run 5 days WITH volume confirmation • Run 5 days WITHOUT volume confirmation • Compare: Does volume confirmation increase win rate? • If win rate improves by >5%: Keep volume confirmation ON • If no improvement: Turn OFF (avoid missing valid breakouts) [b>Failed Breakout Bars: [b>Goal: [/b> Develop personal trading rules based on system signals [b>Setup Selection Rules: [/b> Define which setups you'll trade: • [b>Conservative: [/b> Only A+ and A grades • [b>Balanced: [/b> A+, A, B+ grades • [b>Aggressive: [/b> All grades B and above Test each approach for 5-10 trades, compare results. [b>Position Sizing by Grade: [/b> Consider risk-weighting by setup quality: • A+ grade: 100% position size • A grade: 75% position size • B+ grade: 50% position size • B grade: 25% position size Example: If max risk is $1000/trade: • A+ setup: Risk $1000 • A setup: Risk $750 • B+ setup: Risk $500 This matches bet sizing to edge. [b>Day Type Adaptation: [/b> Create rules for different day types: Trend Days: • Take ALL breakout signals (A/B/C grades) • Hold for 2.0x extension minimum • Trail stops aggressively (1.0 ATR trail) • DON'T fade—reversals unlikely Rotation Days: • ONLY take failed breakout reversals • Ignore initial breakout signals (likely to fail) • Take profits quickly (0.5x extension) • Focus on fade setups (Fade High/Fade Low) Normal Days: • Take A/A+ breakout signals only • Take ALL failed breakout reversals (high probability) • Target 1.0-1.5x extensions • Partial profit-taking at extensions Time-of-Day Rules: [/b> Breakouts at different times have different probabilities: 10:00-10:30 AM (Early Breakout): • ORB just completed • Fresh breakout • Probability: Moderate (50-55% reach 1.0x) • Strategy: Conservative position sizing 10:30-12:00 PM (Mid-Morning): • Momentum established • Volume still healthy • Probability: High (60-65% reach 1.0x) • Strategy: Standard position sizing 12:00-2:00 PM (Lunch Doldrums): • Volume dries up • Whipsaw risk increases • Probability: Low (40-45% reach 1.0x) • Strategy: Avoid new entries OR reduce size 50% 2:00-4:00 PM (Afternoon Session): • Late-day positioning • EOD squeezes possible • Probability: Moderate-High (55-60%) • Strategy: Watch for IB break—if trending all day, follow [b>Phase 4: Live Micro-Sizing (Month 2) [/b> [b>Goal: [/b> Validate paper trading results with minimal risk [b>Setup: [/b> • 10-20% of intended full position size • Take ONLY A+ and A grade setups • Follow stop loss and targets religiously [b>Execution: [/b> • Execute from alerts OR from dashboard setup box • Entry: Close of signal bar OR next bar market order • Stop: Use exact stop from setup (don't widen) • Targets: Scale out at T1/T2/T3 as indicated [b>Tracking: [/b> • Log every trade: Entry, Exit, Grade, Outcome, Day Type • Calculate: Win rate, Average R-multiple, Max consecutive losses • Compare to paper trading results (should be within 15%) [b>Red Flags: [/b> • Win rate <45%: System not suitable for this instrument/timeframe • Major divergence from paper trading: Execution issues (slippage, late entries, emotional exits) • Max consecutive losses >8: Hitting rough patch OR market regime changed [b>Phase 5: Scaling Up (Months 3-6) [b>Goal: [/b> Gradually increase to full position size [b>Progression: [/b> • Month 3: 25-40% size (if micro-sizing profitable) • Month 4: 40-60% size • Month 5: 60-80% size • Month 6: 80-100% size [b>Milestones Required to Scale Up: [/b> • Minimum 30 trades at current size • Win rate ≥48% • Profit factor ≥1.2 • Max drawdown <20% • Emotional control (no revenge trading, no FOMO) [b>Advanced Techniques: [b>Multi-Timeframe ORB: Assumes first 30-60 minutes establish value. Violation: Market opens after major news, price discovery continues for hours (opening range meaningless). 2. [b>Volume Indicates Conviction: ES, NQ, RTY, SPY, QQQ—high liquidity, clean ORB formation, reliable extensions • [b>Large-Cap Stocks: AAPL, MSFT, TSLA, NVDA (>$5B market cap, >5M daily volume) • [b>Liquid Futures: CL (crude oil), GC (gold), 6E (EUR/USD), ZB (bonds)—24hr markets benefit from session ORBs • [b>Major Forex Pairs: [/b> EUR/USD, GBP/USD, USD/JPY—London/NY session ORBs work well [b>Performs Poorly On: [/b> • [b>Illiquid Stocks: <$1M daily volume, wide spreads, gappy price action • [b>Penny Stocks: [/b> Manipulated, pump-and-dump, no real price discovery • [b>Low-Volume ETFs: Exotic sector ETFs, leveraged products with thin volume • [b>Crypto on Sketchy Exchanges: Wash trading, spoofing invalidates volume analysis • [b>Earnings Days: [/b> ORB completes before earnings release, then completely resets (useless) • Binary Event Days: FDA approvals, court rulings—discontinuous price action [b>Known Weaknesses: [/b> • [b>Slow Starts: ORB doesn't complete until 10:00 AM (30-min ORB). Early morning traders have no signals for 30 minutes. Consider using 15-minute ORB if this is problematic. • [b>Failure Detection Lag: [/b> Failed breakout requires 3+ bars to confirm. By the time system signals reversal, price may have already moved significantly back inside range. Manual traders watching in real-time can enter earlier. • [b>Extension Overshoot: [/b> System projects extensions mathematically (1.5x, 2.0x, etc.). Actual moves may stop short (1.3x) or overshoot (2.2x). Extensions are targets, not magnets. • [b>Day Type Misclassification: [/b> Early in session, day type is "Developing." By the time it's classified definitively (often 11:00 AM+), half the day is over. Strategy adjustments happen late. • [b>Gap Assumptions: [/b> System assumes gaps want to fill. Strong trend days never fill gaps (gap becomes support/resistance forever). Blindly trading toward gaps can backfire on trend days. • [b>Volume Data Quality: Forex doesn't have centralized volume (uses tick volume as proxy—less reliable). Crypto volume is often fake (wash trading). Volume confirmation less effective on these instruments. • [b>Multi-Session Complexity: [/b> When using Asian/London/NY ORBs simultaneously, chart becomes cluttered. Requires discipline to focus on relevant session for current time. [b>Risk Factors: [/b> • [b>Opening Gaps: Large gaps (>2%) can create distorted ORBs. Opening range might be unusually wide or narrow, making extensions unreliable. • [b>Low Volatility Environments:[/b> When VIX <12, opening ranges can be tiny (0.2-0.3%). Extensions are equally tiny. Profit targets don't justify commission/slippage. • [b>High Volatility Environments:[/b> When VIX >30, opening ranges are huge (2-3%+). Extensions project unrealistic targets. Failed breakouts happen faster (volatility whipsaw). • [b>Algorithm Dominance:[/b> In heavily algorithmic markets (ES during overnight session), ORB levels can be manipulated—algos pin price to ORB high/low intentionally. Breakouts become stop-runs rather than genuine directional moves. [b>⚠️ RISK DISCLOSURE[/b> Trading futures, stocks, options, forex, and cryptocurrencies involves substantial risk of loss and is not suitable for all investors. Opening Range Breakout strategies, while based on sound market structure principles, do not guarantee profits and can result in significant losses. The ORB Fusion indicator implements professional trading concepts including Opening Range theory, Market Profile Initial Balance analysis, Fibonacci extensions, and failed breakout reversal logic. These methodologies have theoretical foundations but past performance—whether backtested or live—is not indicative of future results. Opening Range theory assumes the first 30-60 minutes of trading establish a meaningful value area and that breakouts from this range signal directional conviction. This assumption may not hold during: • Major news events (FOMC, NFP, earnings surprises) • Market structure changes (circuit breakers, trading halts) • Low liquidity periods (holidays, early closures) • Algorithmic manipulation or spoofing Failed breakout detection relies on patterns of trapped participant behavior. While historically these patterns have shown statistical edges, market conditions change. Institutional algorithms, changing market structure, or regime shifts can reduce or eliminate edges that existed historically. Initial Balance classification (trend day vs rotation day vs normal day) is a heuristic framework, not a deterministic prediction. Day type can change mid-session. Early classification may prove incorrect as the day develops. Extension projections (1.272x, 1.5x, 1.618x, 2.0x, etc.) are probabilistic targets derived from Fibonacci ratios and empirical market behavior. They are not "support and resistance levels" that price must reach or respect. Markets can stop short of extensions, overshoot them, or ignore them entirely. Volume confirmation assumes high volume indicates institutional participation and conviction. In algorithmic markets, volume can be artificially high (HFT activity) or artificially low (dark pools, internalization). Volume is a proxy, not a guarantee of conviction. LTF precision sampling improves ORB accuracy by using 1-minute bars but introduces additional data dependencies. If 1-minute data is unavailable, inaccurate, or delayed, ORB calculations will be incorrect. The grading system (A+/A/B+/B/C/D) and confidence scores aggregate multiple factors (volume, VWAP, day type, IB expansion, gap context) into a single assessment. This is a mechanical calculation, not artificial intelligence. The system cannot adapt to unprecedented market conditions or events outside its programmed logic. Real trading involves slippage, commissions, latency, partial fills, and rejected orders not present in indicator calculations. ORB Fusion generates signals at bar close; actual fills occur with delay. Opening range forms during highest volatility (first 30 minutes)—spreads widen, slippage increases. Execution quality significantly impacts realized results. Statistics tracking (win rates, extension levels reached, day type distribution) is based on historical bars in your lookback window. If lookback is small (<50 bars) or market regime changed, statistics may not represent future probabilities. Users must independently validate system performance on their specific instruments, timeframes, and broker execution environment. Paper trade extensively (100+ trades minimum) before risking capital. Start with micro position sizing (5-10% of intended size) for 50+ trades to validate execution quality matches expectations. Never risk more than you can afford to lose completely. Use proper position sizing (0.5-2% risk per trade maximum). Implement stop losses on every single trade without exception. Understand that most retail traders lose money—sophisticated indicators do not change this fundamental reality. They systematize analysis but cannot eliminate risk. The developer makes no warranties regarding profitability, suitability, accuracy, reliability, or fitness for any purpose. Users assume full responsibility for all trading decisions, parameter selections, risk management, and outcomes. By using this indicator, you acknowledge that you have read, understood, and accepted these risk disclosures and limitations, and you accept full responsibility for all trading activity and potential losses. [b>═══════════════════════════════════════════════════════════════════════════════[/b> [b>CLOSING STATEMENT[/b> [b>═══════════════════════════════════════════════════════════════════════════════[/b> Opening Range Breakout is not a trick. It's a framework. The first 30-60 minutes reveal where participants believe value lies. Breakouts signal directional conviction. Failures signal trapped participants. Extensions define profit targets. Day types dictate strategy. Failed breakouts create the highest-probability reversals. ORB Fusion doesn't predict the future—it identifies [b>structure[/b>, detects [b>breakouts[/b>, recognizes [b>failures[/b>, and generates [b>probabilistic trade plans[/b> with defined risk and reward. The edge is not in the opening range itself. The edge is in recognizing when the market respects structure (follow breakouts) versus when it violates structure (fade breakouts). The edge is in detecting failures faster than discretionary traders. The edge is in systematic classification that prevents catastrophic errors—like fading a trend day or holding through rotation. Most indicators draw lines. ORB Fusion implements a complete institutional trading methodology: Opening Range theory, Market Profile classification, failed breakout intelligence, Fibonacci projections, volume confirmation, gap psychology, and real-time performance tracking. Whether you're a beginner learning market structure or a professional seeking systematic ORB implementation, this system provides the framework. "The market's first word is its opening range. Everything after is commentary." — ORB Fusion
Indicatore Pine Script®
di DskyzInvestments
6
Luxy Super-Duper SuperTrend Predictor Engine and Buy/Sell signalA professional trend-following grading system that analyzes historical trend patterns to provide statistical duration estimates using advanced similarity matching and k-nearest neighbors analysis. Combines adaptive Supertrend with intelligent duration statistics, multi-timeframe confluence, volume confirmation, and quality scoring to identify high-probability setups with data-driven target ranges across all timeframes. Note: All duration estimates are statistical calculations based on historical data, not guarantees of future performance. WHAT MAKES THIS DIFFERENT Unlike traditional SuperTrend indicators that only tell you trend direction, this system answers the critical question: "What is the typical duration for trends like this?" The Statistical Analysis Engine: • Analyzes your chart's last 15+ completed SuperTrend trends (bullish and bearish separately) • Uses k-nearest neighbors similarity matching to find historically similar setups • Calculates statistical duration estimates based on current market conditions • Learns from estimation errors and adapts over time (Advanced mode) • Displays visual duration analysis box showing median, average, and range estimates • Tracks Statistical accuracy with backtest statistics Complete Trading System: • Statistical trend duration analysis with three intelligence levels • Adaptive Supertrend with dynamic ATR-based bands • Multi-timeframe confluence analysis (6 timeframes: 5M to 1W) • Volume confirmation with spike detection and momentum tracking • Quality scoring system (0-70 points) rating each setup • One-click preset optimization for all trading styles • Anti-repaint guarantee on all signals and duration estimates METHODOLOGY CREDITS This indicator's approach is inspired by proven trading methodologies from respected market educators: • Mark Minervini - Volatility Contraction Pattern (VCP) and pullback entry techniques • William O'Neil - Volume confirmation principles and institutional buying patterns (CANSLIM methodology) • Dan Zanger - Volatility expansion entries and momentum breakout strategies Important: These are educational references only. This indicator does not guarantee any specific trading results. Always conduct your own analysis and risk management. KEY FEATURES 1. TREND DURATION ANALYSIS SYSTEM - The Core Innovation The statistical analysis engine is what sets this indicator apart from standard SuperTrend systems. It doesn't just identify trend changes - it provides statistical analysis of potential duration. How It Works: Step 1: Historical Tracking • Automatically records every completed SuperTrend trend (duration in bars) • Maintains separate databases for bullish trends and bearish trends • Stores up to 15 most recent trends of each type • Captures market conditions at each trend flip: volume ratio, ATR ratio, quality score, price distance from SuperTrend, proximity to support/resistance Step 2: Similarity Matching (k-Nearest Neighbors) • When new trend begins, system compares current conditions to ALL historical flips • Calculates similarity score based on: - Volume similarity (30% weight) - Is volume behaving similarly? - Volatility similarity (30% weight) - Is ATR/volatility similar? - Quality similarity (20% weight) - Is setup strength comparable? - Distance similarity (10% weight) - Is price distance from ST similar? - Support/Resistance proximity (10% weight) - Similar structural context? • Selects the 15 MOST SIMILAR historical trends (not just all trends) • This is like asking: "When conditions looked like this before, how long did trends last?" Step 3: Statistical Analysis • Calculates median duration (most common outcome) • Calculates average duration (mean of similar trends) • Determines realistic range (min to max of similar trends) • Applies exponential weighting (recent trends weighted more heavily) • Outputs confidence-weighted statistical estimate Step 4: Advanced Intelligence (Advanced Mode Only) The Advanced mode applies five sophisticated multipliers to refine estimates: A) Market Structure Multiplier (±30%): • Detects nearby support/resistance levels using pivot detection • If flip occurs NEAR a key level: Estimate adjusted -30% (expect bounce/rejection) • If flip occurs in open space: Estimate adjusted +30% (clear path for continuation) • Uses configurable lookback period and ATR-based proximity threshold B) Asset Type Multiplier (±40%): • Adjusts duration estimates based on asset volatility characteristics • Small Cap / Biotech: +40% (explosive, extended moves) • Tech Growth: +20% (momentum-driven, longer trends) • Blue Chip / Large Cap: 0% (baseline, steady trends) • Dividend / Value: -20% (slower, grinding trends) • Cyclical: Variable based on macro regime • Crypto / High Volatility: +30% (parabolic potential) C) Flip Strength Multiplier (±20%): • Analyzes the QUALITY of the trend flip itself • Strong flip (high volume + expanding ATR + quality score 60+): +20% • Weak flip (low volume + contracting ATR + quality score under 40): -20% • Logic: Historical data shows that powerful flips tend to be followed by longer trends D) Error Learning Multiplier (±15%): • Tracks Statistical accuracy over last 10 completed trends • Calculates error ratio: (estimated duration / Actual Duration) • If system consistently over-estimates: Apply -15% correction • If system consistently under-estimates: Apply +15% correction • Learns and adapts to current market regime E) Regime Detection Multiplier (±20%): • Analyzes last 3 trends of SAME TYPE (bull-to-bull or bear-to-bear) • Compares recent trend durations to historical average • If recent trends 20%+ longer than average: +20% adjustment (trending regime detected) • If recent trends 20%+ shorter than average: -20% adjustment (choppy regime detected) • Detects whether market is in trending or mean-reversion mode Three analysis modes: SIMPLE MODE - Basic Statistics • Uses raw median of similar trends only • No multipliers, no adjustments • Best for: Beginners, clean trending markets • Fastest calculations, minimal complexity STANDARD MODE - Full Statistical Analysis • Similarity matching with k-nearest neighbors • Exponential weighting of recent trends • Median, average, and range calculations • Best for: Most traders, general market conditions • Balance of accuracy and simplicity ADVANCED MODE - Statistics + Intelligence • Everything in Standard mode PLUS • All 5 advanced multipliers (structure, asset type, flip strength, learning, regime) • Highest Statistical accuracy in testing • Best for: Experienced traders, volatile/complex markets • Maximum intelligence, most adaptive Visual Duration Analysis Box: When a new trend begins (SuperTrend flip), a box appears on your chart showing: • Analysis Mode (Simple / Standard / Advanced) • Number of historical trends analyzed • Median expected duration (most likely outcome) • Average expected duration (mean of similar trends) • Range (minimum to maximum from similar trends) • Advanced multipliers breakdown (Advanced mode only) • Backtest accuracy statistics (if available) The box extends from the flip bar to the estimated endpoint based on historical data, giving you a visual target for trend duration. Box updates in real-time as trend progresses. Backtest & Accuracy Tracking: • System backtests its own duration estimates using historical data • Shows accuracy metrics: how well duration estimates matched actual durations • Tracks last 10 completed duration estimates separately • Displays statistics in dashboard and duration analysis boxes • Helps you understand statistical reliability on your specific symbol/timeframe Anti-Repaint Guarantee: • duration analysis boxes only appear AFTER bar close (barstate.isconfirmed) • Historical duration estimates never disappear or change • What you see in history is exactly what you would have seen real-time • No future data leakage, no lookahead bias 2. INTELLIGENT PRESET CONFIGURATIONS - One-Click Optimization Unlike indicators that require tedious parameter tweaking, this system includes professionally optimized presets for every trading style. Select your approach from the dropdown and ALL parameters auto-configure. "AUTO (DETECT FROM TF)" - RECOMMENDED The smartest option: automatically selects optimal settings based on your chart timeframe. • 1m-5m charts → Scalping preset (ATR: 7, Mult: 2.0) • 15m-1h charts → Day Trading preset (ATR: 10, Mult: 2.5) • 2h-4h-D charts → Swing Trading preset (ATR: 14, Mult: 3.0) • W-M charts → Position Trading preset (ATR: 21, Mult: 4.0) Benefits: • Zero configuration - works immediately • Always matched to your timeframe • Switch timeframe = automatic adjustment • Perfect for traders who use multiple timeframes "SCALPING (1-5M)" - Ultra-Fast Signals Optimized for: 1-5 minute charts, high-frequency trading, quick profits Target holding period: Minutes to 1-2 hours maximum Best markets: High-volume stocks, major crypto pairs, active futures Parameter Configuration: • Supertrend: ATR 7, Multiplier 2.0 (very sensitive) • Volume: MA 10, High 1.8x, Spike 3.0x (catches quick surges) • Volume Momentum: AUTO-DISABLED (too restrictive for fast scalping) • Quality minimum: 40 points (accepts more setups) • Duration Analysis: Uses last 15 trends with heavy recent weighting Trading Logic: Speed over precision. Short ATR period and low multiplier create highly responsive SuperTrend. Volume momentum filter disabled to avoid missing fast moves. Quality threshold relaxed to catch more opportunities in rapid market conditions. Signals per session: 5-15 typically Hold time: Minutes to couple hours Best for: Active traders with fast execution "DAY TRADING (15M-1H)" - Balanced Approach Optimized for: 15-minute to 1-hour charts, intraday moves, session-based trading Target holding period: 30 minutes to 8 hours (within trading day) Best markets: Large-cap stocks, major indices, established crypto Parameter Configuration: • Supertrend: ATR 10, Multiplier 2.5 (balanced) • Volume: MA 20, High 1.5x, Spike 2.5x (standard detection) • Volume Momentum: 5/20 periods (confirms intraday strength) • Quality minimum: 50 points (good setups preferred) • Duration Analysis: Balanced weighting of recent vs historical Trading Logic: The most balanced configuration. ATR 10 with multiplier 2.5 provides steady trend following that avoids noise while catching meaningful moves. Volume momentum confirms institutional participation without being overly restrictive. Signals per session: 2-5 typically Hold time: 30 minutes to full day Best for: Part-time and full-time active traders "SWING TRADING (4H-D)" - Trend Stability Optimized for: 4-hour to Daily charts, multi-day holds, trend continuation Target holding period: 2-15 days typically Best markets: Growth stocks, sector ETFs, trending crypto, commodity futures Parameter Configuration: • Supertrend: ATR 14, Multiplier 3.0 (stable) • Volume: MA 30, High 1.3x, Spike 2.2x (accumulation focus) • Volume Momentum: 10/30 periods (trend stability) • Quality minimum: 60 points (high-quality setups only) • Duration Analysis: Favors consistent historical patterns Trading Logic: Designed for substantial trend moves while filtering short-term noise. Higher ATR period and multiplier create stable SuperTrend that won't flip on minor corrections. Stricter quality requirements ensure only strongest setups generate signals. Signals per week: 2-5 typically Hold time: Days to couple weeks Best for: Part-time traders, swing style "POSITION TRADING (D-W)" - Long-Term Trends Optimized for: Daily to Weekly charts, major trend changes, portfolio allocation Target holding period: Weeks to months Best markets: Blue-chip stocks, major indices, established cryptocurrencies Parameter Configuration: • Supertrend: ATR 21, Multiplier 4.0 (very stable) • Volume: MA 50, High 1.2x, Spike 2.0x (long-term accumulation) • Volume Momentum: 20/50 periods (major trend confirmation) • Quality minimum: 70 points (excellent setups only) • Duration Analysis: Heavy emphasis on multi-year historical data Trading Logic: Conservative approach focusing on major trend changes. Extended ATR period and high multiplier create SuperTrend that only flips on significant reversals. Very strict quality filters ensure signals represent genuine long-term opportunities. Signals per month: 1-2 typically Hold time: Weeks to months Best for: Long-term investors, set-and-forget approach "CUSTOM" - Advanced Configuration Purpose: Complete manual control for experienced traders Use when: You understand the parameters and want specific optimization Best for: Testing new approaches, unusual market conditions, specific instruments Full control over: • All SuperTrend parameters • Volume thresholds and momentum periods • Quality scoring weights • analysis mode and multipliers • Advanced features tuning Preset Comparison Quick Reference: Chart Timeframe: Scalping (1M-5M) | Day Trading (15M-1H) | Swing (4H-D) | Position (D-W) Signals Frequency: Very High | High | Medium | Low Hold Duration: Minutes | Hours | Days | Weeks-Months Quality Threshold: 40 pts | 50 pts | 60 pts | 70 pts ATR Sensitivity: Highest | Medium | Lower | Lowest Time Investment: Highest | High | Medium | Lowest Experience Level: Expert | Advanced | Intermediate | Beginner+ 3. QUALITY SCORING SYSTEM (0-70 Points) Every signal is rated in real-time across three dimensions: Volume Confirmation (0-30 points): • Volume Spike (2.5x+ average): 30 points • High Volume (1.5x+ average): 20 points • Above Average (1.0x+ average): 10 points • Below Average: 0 points Volatility Assessment (0-30 points): • Expanding ATR (1.2x+ average): 30 points • Rising ATR (1.0-1.2x average): 15 points • Contracting/Stable ATR: 0 points Volume Momentum (0-10 points): • Strong Momentum (1.2x+ ratio): 10 points • Rising Momentum (1.0-1.2x ratio): 5 points • Weak/Neutral Momentum: 0 points Score Interpretation: 60-70 points - EXCELLENT: • All factors aligned • High conviction setup • Maximum position size (within risk limits) • Primary trading opportunities 45-59 points - STRONG: • Multiple confirmations present • Above-average setup quality • Standard position size • Good trading opportunities 30-44 points - GOOD: • Basic confirmations met • Acceptable setup quality • Reduced position size • Wait for additional confirmation or trade smaller Below 30 points - WEAK: • Minimal confirmations • Low probability setup • Consider passing • Only for aggressive traders in strong trends Only signals meeting your minimum quality threshold (configurable per preset) generate alerts and labels. 4. MULTI-TIMEFRAME CONFLUENCE ANALYSIS The system can simultaneously analyze trend alignment across 6 timeframes (optional feature): Timeframes analyzed: • 5-minute (scalping context) • 15-minute (intraday momentum) • 1-hour (day trading bias) • 4-hour (swing context) • Daily (primary trend) • Weekly (macro trend) Confluence Interpretation: • 5-6/6 aligned - Very strong multi-timeframe agreement (highest confidence) • 3-4/6 aligned - Moderate agreement (standard setup) • 1-2/6 aligned - Weak agreement (caution advised) Dashboard shows real-time alignment count with color-coding. Higher confluence typically correlates with longer, stronger trends. 5. VOLUME MOMENTUM FILTER - Institutional Money Flow Unlike traditional volume indicators that just measure size, Volume Momentum tracks the RATE OF CHANGE in volume: How it works: • Compares short-term volume average (fast period) to long-term average (slow period) • Ratio above 1.0 = Volume accelerating (money flowing IN) • Ratio above 1.2 = Strong acceleration (institutional participation likely) • Ratio below 0.8 = Volume decelerating (money flowing OUT) Why it matters: • Confirms trend with actual money flow, not just price • Leading indicator (volume often leads price) • Catches accumulation/distribution before breakouts • More intuitive than complex mathematical filters Integration with signals: • Optional filter - can be enabled/disabled per preset • When enabled: Only signals with rising volume momentum fire • AUTO-DISABLED in Scalping mode (too restrictive for fast trading) • Configurable fast/slow periods per trading style 6. ADAPTIVE SUPERTREND MULTIPLIER Traditional SuperTrend uses fixed ATR multiplier. This system dynamically adjusts the multiplier (0.8x to 1.2x base) based on: • Trend Strength: Price correlation over lookback period • Volume Weight: Current volume relative to average Benefits: • Tighter bands in calm markets (less premature exits) • Wider bands in volatile conditions (avoids whipsaws) • Better adaptation to biotech, small-cap, and crypto volatility • Optional - can be disabled for classic constant multiplier 7. VISUAL GRADIENT RIBBON 26-layer exponential gradient fill between price and SuperTrend line provides instant visual trend strength assessment: Color System: • Green shades - Bullish trend + volume confirmation (strongest) • Blue shades - Bullish trend, normal volume • Orange shades - Bearish trend + volume confirmation • Red shades - Bearish trend (weakest) Opacity varies based on: • Distance from SuperTrend (farther = more opaque) • Volume intensity (higher volume = stronger color) The ribbon provides at-a-glance trend strength without cluttering your chart. Can be toggled on/off. 8. INTELLIGENT ALERT SYSTEM Two-tier alert architecture for flexibility: Automatic Alerts: • Fire automatically on BUY and SELL signals • Include full context: quality score, volume state, volume momentum • One alert per bar close (alert.freq_once_per_bar_close) • Message format: "BUY: Supertrend bullish + Quality: 65/70 | Volume: HIGH | Vol Momentum: STRONG (1.35x)" Customizable Alert Conditions: • Appear in TradingView's "Create Alert" dialog • Three options: BUY Signal Only, SELL Signal Only, ANY Signal (BUY or SELL) • Use TradingView placeholders: {{ticker}}, {{interval}}, {{close}}, {{time}} • Fully customizable message templates All alerts use barstate.isconfirmed - Zero repaint guarantee. 9. ANTI-REPAINT ARCHITECTURE Every component guaranteed non-repainting: • Entry signals: Only appear after bar close • duration analysis boxes: Created only on confirmed SuperTrend flips • Informative labels: Wait for bar confirmation • Alerts: Fire once per closed bar • Multi-timeframe data: Uses lookahead=barmerge.lookahead_off What you see in history is exactly what you would have seen in real-time. No disappearing signals, no changed duration estimates. HOW TO USE THE INDICATOR QUICK START - 3 Steps to Trading: Step 1: Select Your Trading Style Open indicator settings → "Quick Setup" section → Trading Style Preset dropdown Options: • Auto (Detect from TF) - RECOMMENDED: Automatically configures based on your chart timeframe • Scalping (1-5m) - For 1-5 minute charts, ultra-fast signals • Day Trading (15m-1h) - For 15m-1h charts, balanced approach • Swing Trading (4h-D) - For 4h-Daily charts, trend stability • Position Trading (D-W) - For Daily-Weekly charts, long-term trends • Custom - Manual configuration (advanced users only) Choose "Auto" and you're done - all parameters optimize automatically. Step 2: Understand the Signals BUY Signal (Green Triangle Below Price): • SuperTrend flipped bullish • Quality score meets minimum threshold (varies by preset) • Volume confirmation present (if filter enabled) • Volume momentum rising (if filter enabled) • duration analysis box shows expected trend duration SELL Signal (Red Triangle Above Price): • SuperTrend flipped bearish • Quality score meets minimum threshold • Volume confirmation present (if filter enabled) • Volume momentum rising (if filter enabled) • duration analysis box shows expected trend duration Duration Analysis Box: • Appears at SuperTrend flip (start of new trend) • Shows median, average, and range duration estimates • Extends to estimated endpoint based on historical data visually • Updates mode-specific intelligence (Simple/Standard/Advanced) Step 3: Use the Dashboard for Context Dashboard (top-right corner) shows real-time metrics: • Row 1 - Quality Score: Current setup rating (0-70) • Row 2 - SuperTrend: Direction and current level • Row 3 - Volume: Status (Spike/High/Normal/Low) with color • Row 4 - Volatility: State (Expanding/Rising/Stable/Contracting) • Row 5 - Volume Momentum: Ratio and trend • Row 6 - Duration Statistics: Accuracy metrics and track record Every cell has detailed tooltip - hover for full explanations. SIGNAL INTERPRETATION BY QUALITY SCORE: Excellent Setup (60-70 points): • Quality Score: 60-70 • Volume: Spike or High • Volatility: Expanding • Volume Momentum: Strong (1.2x+) • MTF Confluence (if enabled): 5-6/6 • Action: Primary trade - maximum position size (within risk limits) • Statistical reliability: Highest - duration estimates most accurate Strong Setup (45-59 points): • Quality Score: 45-59 • Volume: High or Above Average • Volatility: Rising • Volume Momentum: Rising (1.0-1.2x) • MTF Confluence (if enabled): 3-4/6 • Action: Standard trade - normal position size • Statistical reliability: Good - duration estimates reliable Good Setup (30-44 points): • Quality Score: 30-44 • Volume: Above Average • Volatility: Stable or Rising • Volume Momentum: Neutral to Rising • MTF Confluence (if enabled): 3-4/6 • Action: Cautious trade - reduced position size, wait for additional confirmation • Statistical reliability: Moderate - duration estimates less certain Weak Setup (Below 30 points): • Quality Score: Below 30 • Volume: Low or Normal • Volatility: Contracting or Stable • Volume Momentum: Weak • MTF Confluence (if enabled): 1-2/6 • Action: Pass or wait for improvement • Statistical reliability: Low - duration estimates unreliable USING duration analysis boxES FOR TRADE MANAGEMENT: Entry Timing: • Enter on SuperTrend flip (signal bar close) • duration analysis box appears simultaneously • Note the median duration - this is your expected hold time Profit Targets: • Conservative: Use MEDIAN duration as profit target (50% probability) • Moderate: Use AVERAGE duration (mean of similar trends) • Aggressive: Aim for MAX duration from range (best historical outcome) Position Management: • Scale out at median duration (take partial profits) • Trail stop as trend extends beyond median • Full exit at average duration or SuperTrend flip (whichever comes first) • Re-evaluate if trend exceeds estimated range analysis mode Selection: • Simple: Clean trending markets, beginners, minimal complexity • Standard: Most markets, most traders (recommended default) • Advanced: Volatile markets, complex instruments, experienced traders seeking highest accuracy Asset Type Configuration (Advanced Mode): If using Advanced analysis mode, configure Asset Type for optimal accuracy: • Small Cap: Stocks under $2B market cap, low liquidity • Biotech / Speculative: Clinical-stage pharma, penny stocks, high-risk • Blue Chip / Large Cap: S&P 500, mega-cap tech, stable large companies • Tech Growth: High-growth tech (TSLA, NVDA, growth SaaS) • Dividend / Value: Dividend aristocrats, value stocks, utilities • Cyclical: Energy, materials, industrials (macro-driven) • Crypto / High Volatility: Bitcoin, altcoins, highly volatile assets Correct asset type selection improves Statistical accuracy by 15-20%. RISK MANAGEMENT GUIDELINES: 1. Stop Loss Placement: Long positions: • Place stop below recent swing low OR • Place stop below SuperTrend level (whichever is tighter) • Use 1-2 ATR distance as guideline • Recommended: SuperTrend level (built-in volatility adjustment) Short positions: • Place stop above recent swing high OR • Place stop above SuperTrend level (whichever is tighter) • Use 1-2 ATR distance as guideline • Recommended: SuperTrend level 2. Position Sizing by Quality Score: • Excellent (60-70): Maximum position size (2% risk per trade) • Strong (45-59): Standard position size (1.5% risk per trade) • Good (30-44): Reduced position size (1% risk per trade) • Weak (Below 30): Pass or micro position (0.5% risk - learning trades only) 3. Exit Strategy Options: Option A - Statistical Duration-Based Exit: • Exit at median estimated duration (conservative) • Exit at average estimated duration (moderate) • Trail stop beyond average duration (aggressive) Option B - Signal-Based Exit: • Exit on opposite signal (SELL after BUY, or vice versa) • Exit on SuperTrend flip (trend reversal) • Exit if quality score drops below 30 mid-trend Option C - Hybrid (Recommended): • Take 50% profit at median estimated duration • Trail stop on remaining 50% using SuperTrend as trailing level • Full exit on SuperTrend flip or quality collapse 4. Trade Filtering: For higher win-rate (fewer trades, better quality): • Increase minimum quality score (try 60 for swing, 50 for day trading) • Enable volume momentum filter (ensure institutional participation) • Require higher MTF confluence (5-6/6 alignment) • Use Advanced analysis mode with appropriate asset type For more opportunities (more trades, lower quality threshold): • Decrease minimum quality score (40 for day trading, 35 for scalping) • Disable volume momentum filter • Lower MTF confluence requirement • Use Simple or Standard analysis mode SETTINGS OVERVIEW Quick Setup Section: • Trading Style Preset: Auto / Scalping / Day Trading / Swing / Position / Custom Dashboard & Display: • Show Dashboard (ON/OFF) • Dashboard Position (9 options: Top/Middle/Bottom + Left/Center/Right) • Text Size (Auto/Tiny/Small/Normal/Large/Huge) • Show Ribbon Fill (ON/OFF) • Show SuperTrend Line (ON/OFF) • Bullish Color (default: Green) • Bearish Color (default: Red) • Show Entry Labels - BUY/SELL signals (ON/OFF) • Show Info Labels - Volume events (ON/OFF) • Label Size (Auto/Tiny/Small/Normal/Large/Huge) Supertrend Configuration: • ATR Length (default varies by preset: 7-21) • ATR Multiplier Base (default varies by preset: 2.0-4.0) • Use Adaptive Multiplier (ON/OFF) - Dynamic 0.8x-1.2x adjustment • Smoothing Factor (0.0-0.5) - EMA smoothing applied to bands • Neutral Bars After Flip (0-10) - Hide ST immediately after flip Volume Momentum: • Enable Volume Momentum Filter (ON/OFF) • Fast Period (default varies by preset: 3-20) • Slow Period (default varies by preset: 10-50) Volume Analysis: • Volume MA Length (default varies by preset: 10-50) • High Volume Threshold (default: 1.5x) • Spike Threshold (default: 2.5x) • Low Volume Threshold (default: 0.7x) Quality Filters: • Minimum Quality Score (0-70, varies by preset) • Require Volume Confirmation (ON/OFF) Trend Duration Analysis: • Show Duration Analysis (ON/OFF) - Display duration analysis boxes • analysis mode - Simple / Standard / Advanced • Asset Type - 7 options (Small Cap, Biotech, Blue Chip, Tech Growth, Dividend, Cyclical, Crypto) • Use Exponential Weighting (ON/OFF) - Recent trends weighted more • Decay Factor (0.5-0.99) - How much more recent trends matter • Structure Lookback (3-30) - Pivot detection period for support/resistance • Proximity Threshold (xATR) - How close to level qualifies as "near" • Enable Error Learning (ON/OFF) - System learns from estimation errors • Memory Depth (3-20) - How many past errors to remember Box Visual Settings: • duration analysis box Border Color • duration analysis box Background Color • duration analysis box Text Color • duration analysis box Border Width • duration analysis box Transparency Multi-Timeframe (Optional Feature): • Enable MTF Confluence (ON/OFF) • Minimum Alignment Required (0-6) • Individual timeframe enable/disable toggles • Custom timeframe selection options All preset configurations override manual inputs except when "Custom" is selected. ADVANCED FEATURES 1. Scalpel Mode (Optional) Advanced pullback entry system that waits for healthy retracements within established trends before signaling entry: • Monitors price distance from SuperTrend levels • Requires pullback to configurable range (default: 30-50%) • Ensures trend remains intact before entry signal • Reduces whipsaw and false breakouts • Inspired by Mark Minervini's VCP pullback entries Best for: Swing traders and day traders seeking precision entries Scalpers: Consider disabling for faster entries 2. Error Learning System (Advanced analysis mode Only) The system learns from its own estimation errors: • Tracks last 10-20 completed duration estimates (configurable memory depth) • Calculates error ratio for each: estimated duration / Actual Duration • If system consistently over-estimates: Applies negative correction (-15%) • If system consistently under-estimates: Applies positive correction (+15%) • Adapts to current market regime automatically This self-correction mechanism improves accuracy over time as the system gathers more data on your specific symbol and timeframe. 3. Regime Detection (Advanced analysis mode Only) Automatically detects whether market is in trending or choppy regime: • Compares last 3 trends to historical average • Recent trends 20%+ longer → Trending regime (+20% to estimates) • Recent trends 20%+ shorter → Choppy regime (-20% to estimates) • Applied separately to bullish and bearish trends Helps duration estimates adapt to changing market conditions without manual intervention. 4. Exponential Weighting Option to weight recent trends more heavily than distant history: • Default decay factor: 0.9 • Recent trends get higher weight in statistical calculations • Older trends gradually decay in importance • Rationale: Recent market behavior more relevant than old data • Can be disabled for equal weighting 5. Backtest Statistics System backtests its own duration estimates using historical data: • Walks through past trends chronologically • Calculates what duration estimate WOULD have been at each flip • Compares to actual duration that occurred • Displays accuracy metrics in duration analysis boxes and dashboard • Helps assess statistical reliability on your specific chart Note: Backtest uses only data available AT THE TIME of each historical flip (no lookahead bias). TECHNICAL SPECIFICATIONS • Pine Script Version: v6 • Indicator Type: Overlay (draws on price chart) • Max Boxes: 500 (for duration analysis box storage) • Max Bars Back: 5000 (for comprehensive historical analysis) • Security Calls: 1 (for MTF if enabled - optimized) • Repainting: NO - All signals and duration estimates confirmed on bar close • Lookahead Bias: NO - All HTF data properly offset, all duration estimates use only historical data • Real-time Updates: YES - Dashboard and quality scores update live • Alert Capable: YES - Both automatic alerts and customizable alert conditions • Multi-Symbol: Works on stocks, crypto, forex, futures, indices Performance Optimization: • Conditional calculations (duration analysis can be disabled to reduce load) • Efficient array management (circular buffers for trend storage) • Streamlined gradient rendering (26 layers, can be toggled off) • Smart label cooldown system (prevents label spam) • Optimized similarity matching (analyzes only relevant trends) Data Requirements: • Minimum 50-100 bars for initial duration analysis (builds historical database) • Optimal: 500+ bars for robust statistical analysis • Longer history = more accurate duration estimates • Works on any timeframe from 1 minute to monthly KNOWN LIMITATIONS • Trending Markets Only: Performs best in clear trends. May generate false signals in choppy/sideways markets (use quality score filtering and regime detection to mitigate) • Lagging Nature: Like all trend-following systems, signals occur AFTER trend establishment, not at exact tops/bottoms. Use duration analysis boxes to set realistic profit targets. • Initial Learning Period: Duration analysis system requires 10-15 completed trends to build reliable historical database. Early duration estimates less accurate (first few weeks on new symbol/timeframe). • Visual Load: 26-layer gradient ribbon may slow performance on older devices. Disable ribbon if experiencing lag. • Statistical accuracy Variables: Duration estimates are statistical estimates, not guarantees. Accuracy varies by: - Market regime (trending vs choppy) - Asset volatility characteristics - Quality of historical pattern matches - Timeframe traded (higher TF = more reliable) • Not Best Suitable For: - Ultra-short-term scalping (sub-1-minute charts) - Mean-reversion strategies (designed for trend-following) - Range-bound trading (requires trending conditions) - News-driven spikes (estimates based on technical patterns, not fundamentals) FREQUENTLY ASKED QUESTIONS Q: Does this indicator repaint? A: Absolutely not. All signals, duration analysis boxes, labels, and alerts use barstate.isconfirmed checks. They only appear after the bar closes. What you see in history is exactly what you would have seen in real-time. Zero repaint guarantee. Q: How accurate are the trend duration estimates? A: Accuracy varies by mode, market conditions, and historical data quality: • Simple mode: 60-70% accuracy (within ±20% of actual duration) • Standard mode: 70-80% accuracy (within ±20% of actual duration) • Advanced mode: 75-85% accuracy (within ±20% of actual duration) Best accuracy achieved on: • Higher timeframes (4H, Daily, Weekly) • Trending markets (not choppy/sideways) • Assets with consistent behavior (Blue Chip, Large Cap) • After 20+ historical trends analyzed (builds robust database) Remember: All duration estimates are statistical calculations based on historical patterns, not guarantees. Q: Which analysis mode should I use? A: • Simple: Beginners, clean trending markets, want minimal complexity • Standard: Most traders, general market conditions (RECOMMENDED DEFAULT) • Advanced: Experienced traders, volatile/complex markets (biotech, small-cap, crypto), seeking maximum accuracy Advanced mode requires correct Asset Type configuration for optimal results. Q: What's the difference between the trading style presets? A: Each preset optimizes ALL parameters for a specific trading approach: • Scalping: Ultra-sensitive (ATR 7, Mult 2.0), more signals, shorter holds • Day Trading: Balanced (ATR 10, Mult 2.5), moderate signals, intraday holds • Swing Trading: Stable (ATR 14, Mult 3.0), fewer signals, multi-day holds • Position Trading: Very stable (ATR 21, Mult 4.0), rare signals, week/month holds Auto mode automatically selects based on your chart timeframe. Q: Should I use Auto mode or manually select a preset? A: Auto mode is recommended for most traders. It automatically matches settings to your timeframe and re-optimizes if you switch charts. Only use manual preset selection if: • You want scalping settings on a 15m chart (overriding auto-detection) • You want swing settings on a 1h chart (more conservative than auto would give) • You're testing different approaches on same timeframe Q: Can I use this for scalping and day trading? A: Absolutely! The preset system is specifically designed for all trading styles: • Select "Scalping (1-5m)" for 1-5 minute charts • Select "Day Trading (15m-1h)" for 15m-1h charts • Or use "Auto" mode and it configures automatically Volume momentum filter is auto-disabled in Scalping mode for faster signals. Q: What is Volume Momentum and why does it matter? A: Volume Momentum compares short-term volume (fast MA) to long-term volume (slow MA). It answers: "Is money flowing into this asset faster now than historically?" Why it matters: • Volume often leads price (early warning system) • Confirms institutional participation (smart money) • No lag like price-based indicators • More intuitive than complex mathematical filters When the ratio is above 1.2, you have strong evidence that institutions are accumulating (bullish) or distributing (bearish). Q: How do I set up alerts? A: Two options: Option 1 - Automatic Alerts: 1. Right-click on chart → Add Alert 2. Condition: Select this indicator 3. Choose "Any alert() function call" 4. Configure notification method (app, email, webhook) 5. You'll receive detailed alerts on every BUY and SELL signal Option 2 - Customizable Alert Conditions: 1. Right-click on chart → Add Alert 2. Condition: Select this indicator 3. You'll see three options in dropdown: - "BUY Signal" (long signals only) - "SELL Signal" (short signals only) - "ANY Signal" (both BUY and SELL) 4. Choose desired option and customize message template 5. Uses TradingView placeholders: {{ticker}}, {{close}}, {{time}}, etc. All alerts fire only on confirmed bar close (no repaint). Q: What is Scalpel Mode and should I use it? A: Scalpel Mode waits for healthy pullbacks within established trends before signaling entry. It reduces whipsaws and improves entry timing. Recommended ON for: • Swing traders (want precision entries on pullbacks) • Day traders (willing to wait for better prices) • Risk-averse traders (prefer fewer but higher-quality entries) Recommended OFF for: • Scalpers (need immediate entries, can't wait for pullbacks) • Momentum traders (want to enter on breakout, not pullback) • Aggressive traders (prefer more opportunities over precision) Q: Why do some duration estimates show wider ranges than others? A: Range width reflects historical trend variability: • Narrow range: Similar historical trends had consistent durations (high confidence) • Wide range: Similar historical trends had varying durations (lower confidence) Wide ranges often occur: • Early in analysis (fewer historical trends to learn from) • In volatile/choppy markets (inconsistent trend behavior) • On lower timeframes (more noise, less consistency) The median and average still provide useful targets even when range is wide. Q: Can I customize the dashboard position and appearance? A: Yes! Dashboard settings include: • Position: 9 options (Top/Middle/Bottom + Left/Center/Right) • Text Size: Auto, Tiny, Small, Normal, Large, Huge • Show/Hide: Toggle entire dashboard on/off Choose position that doesn't overlap important price action on your specific chart. Q: Which timeframe should I trade on? A: Depends on your trading style and time availability: • 1-5 minute: Active scalping, requires constant monitoring • 15m-1h: Day trading, check few times per session • 4h-Daily: Swing trading, check once or twice daily • Daily-Weekly: Position trading, check weekly General principle: Higher timeframes produce: • Fewer signals (less frequent) • Higher quality setups (stronger confirmations) • More reliable duration estimates (better statistical data) • Less noise (clearer trends) Start with Daily chart if new to trading. Move to lower timeframes as you gain experience. Q: Does this work on all markets (stocks, crypto, forex)? A: Yes, it works on all markets with trending characteristics: Excellent for: • Stocks (especially growth and momentum names) • Crypto (BTC, ETH, major altcoins) • Futures (indices, commodities) • Forex majors (EUR/USD, GBP/USD, etc.) Best results on: • Trending markets (not range-bound) • Liquid instruments (tight spreads, good fills) • Volatile assets (clear trend development) Less effective on: • Range-bound/sideways markets • Ultra-low volatility instruments • Illiquid small-caps (use caution) Configure Asset Type (in Advanced analysis mode) to match your instrument for best accuracy. Q: How many signals should I expect per day/week? A: Highly variable based on: By Timeframe: • 1-5 minute: 5-15 signals per session • 15m-1h: 2-5 signals per day • 4h-Daily: 2-5 signals per week • Daily-Weekly: 1-2 signals per month By Market Volatility: • High volatility = more SuperTrend flips = more signals • Low volatility = fewer flips = fewer signals By Quality Filter: • Higher threshold (60-70) = fewer but better signals • Lower threshold (30-40) = more signals, lower quality By Volume Momentum Filter: • Enabled = Fewer signals (only volume-confirmed) • Disabled = More signals (all SuperTrend flips) Adjust quality threshold and filters to match your desired signal frequency. Q: What's the difference between entry labels and info labels? A: Entry Labels (BUY/SELL): • Your primary trading signals • Based on SuperTrend flip + all confirmations (quality, volume, momentum) • Include quality score and confirmation icons • These are actionable entry points Info Labels (Volume Spike): • Additional market context • Show volume events that may support or contradict trend • 8-bar cooldown to prevent spam • NOT necessarily entry points - contextual information only Control separately: Can show entry labels without info labels (recommended for clean charts). Q: Can I combine this with other indicators? A: Absolutely! This works well with: • RSI: For divergences and overbought/oversold conditions • Support/Resistance: Confluence with key levels • Fibonacci Retracements: Pullback targets in Scalpel Mode • Price Action Patterns: Flags, pennants, cup-and-handle • MACD: Additional momentum confirmation • Bollinger Bands: Volatility context This indicator provides trend direction and duration estimates - complement with other tools for entry refinement and additional confluence. Q: Why did I get a low-quality signal? Can I filter them out? A: Yes! Increase the Minimum Quality Score in settings. If you're seeing signals with quality below your preference: • Day Trading: Set minimum to 50 • Swing Trading: Set minimum to 60 • Position Trading: Set minimum to 70 Only signals meeting the threshold will appear. This reduces frequency but improves win-rate. Q: How do I interpret the MTF Confluence count? A: Shows how many of 6 timeframes agree with current trend: • 6/6 aligned: Perfect agreement (extremely rare, highest confidence) • 5/6 aligned: Very strong alignment (high confidence) • 4/6 aligned: Good alignment (standard quality setup) • 3/6 aligned: Moderate alignment (acceptable) • 2/6 aligned: Weak alignment (caution) • 1/6 aligned: Very weak (likely counter-trend) Higher confluence typically correlates with longer, stronger trends. However, MTF analysis is optional - you can disable it and rely solely on quality scoring. Q: Is this suitable for beginners? A: Yes, but requires foundational knowledge: You should understand: • Basic trend-following concepts (higher highs, higher lows) • Risk management principles (position sizing, stop losses) • How to read candlestick charts • What volume and volatility mean Beginner-friendly features: • Auto preset mode (zero configuration) • Quality scoring (tells you signal strength) • Dashboard tooltips (hover for explanations) • duration analysis boxes (visual profit targets) Recommended for beginners: 1. Start with "Auto" or "Swing Trading" preset on Daily chart 2. Use Standard Analysis Mode (not Advanced) 3. Set minimum quality to 60 (fewer but better signals) 4. Paper trade first for 2-4 weeks 5. Study methodology references (Minervini, O'Neil, Zanger) Q: What is the Asset Type setting and why does it matter? A: Asset Type (in Advanced analysis mode) adjusts duration estimates based on volatility characteristics: • Small Cap: Explosive moves, extended trends (+30-40%) • Biotech / Speculative: Parabolic potential, news-driven (+40%) • Blue Chip / Large Cap: Baseline, steady trends (0% adjustment) • Tech Growth: Momentum-driven, longer trends (+20%) • Dividend / Value: Slower, grinding trends (-20%) • Cyclical: Macro-driven, variable (±10%) • Crypto / High Volatility: Parabolic potential (+30%) Correct configuration improves Statistical accuracy by 15-20%. Using Blue Chip settings on a biotech stock may underestimate trend length (you'll exit too early). Q: Can I backtest this indicator? A: Yes! TradingView's Strategy Tester works with this indicator's signals. To backtest: 1. Note the entry conditions (SuperTrend flip + quality threshold + filters) 2. Create a strategy script using same logic 3. Run Strategy Tester on historical data Additionally, the indicator includes BUILT-IN duration estimate validation: • System backtests its own duration estimates • Shows accuracy metrics in dashboard and duration analysis boxes • Helps assess reliability on your specific symbol/timeframe Q: Why does Volume Momentum auto-disable in Scalping mode? A: Scalping requires ultra-fast entries to catch quick moves. Volume Momentum filter adds friction by requiring volume confirmation before signaling, which can cause missed opportunities in rapid scalping. Scalping preset is optimized for speed and frequency - the filter is counterproductive for that style. It remains enabled for Day Trading, Swing Trading, and Position Trading presets where patience improves results. You can manually enable it in Custom mode if desired. Q: How much historical data do I need for accurate duration estimates? A: Minimum: 50-100 bars (indicator will function but duration estimates less reliable) Recommended: 500+ bars (robust statistical database) Optimal: 1000+ bars (maximum Statistical accuracy) More history = more completed trends = better pattern matching = more accurate duration estimates. New symbols or newly-switched timeframes will have lower Statistical accuracy initially. Allow 2-4 weeks for the system to build historical database. IMPORTANT DISCLAIMERS No Guarantee of Profit: This indicator is an educational tool and does not guarantee any specific trading results. All trading involves substantial risk of loss. Duration estimates are statistical calculations based on historical patterns and are not guarantees of future performance. Past Performance: Historical backtest results and Statistical accuracy statistics do not guarantee future performance. Market conditions change constantly. What worked historically may not work in current or future markets. Not Financial Advice: This indicator provides technical analysis signals and statistical duration estimates only. It is not financial, investment, or trading advice. Always consult with a qualified financial advisor before making investment decisions. Risk Warning: Trading stocks, options, futures, forex, and cryptocurrencies involves significant risk. You can lose all of your invested capital. Never trade with money you cannot afford to lose. Only risk capital you can lose without affecting your lifestyle. Testing Required: Always test this indicator on a demo account or with paper trading before risking real capital. Understand how it works in different market conditions. Verify Statistical accuracy on your specific instruments and timeframes before trusting it with real money. User Responsibility: You are solely responsible for your trading decisions. The developer assumes no liability for trading losses, incorrect duration estimates, software errors, or any other damages incurred while using this indicator. Statistical Estimation Limitations: Trend Duration estimates are statistical estimates based on historical pattern matching. They are NOT guarantees. Actual trend durations may differ significantly from duration estimates due to unforeseen news events, market regime changes, or lack of historical precedent for current conditions. CREDITS & ACKNOWLEDGMENTS Methodology Inspiration: • Mark Minervini - Volatility Contraction Pattern (VCP) concepts and pullback entry techniques • William O'Neil - Volume analysis principles and CANSLIM institutional buying patterns • Dan Zanger - Momentum breakout strategies and volatility expansion entries Technical Components: • SuperTrend calculation - Classic ATR-based trend indicator (public domain) • Statistical analysis - Standard median, average, range calculations • k-Nearest Neighbors - Classic machine learning similarity matching concept • Multi-timeframe analysis - Standard request.security implementation in Pine Script For questions, feedback, or support, please comment below or send a private message. Happy Trading!
Indicatore Pine Script®
di orenluxy
40
VN30 Effort-vs-Result Multi-Scanner — LinhVN30 Effort-vs-Result Multi-Scanner (Pine v5) Cross-section scanner for Vietnam’s VN30 stocks that surfaces Effort vs Result footprints and related accumulation/distribution and volatility tells. It renders a ranked table (Top-N) with per-ticker signals and key metrics. What it does Scans up to 30 tickers (editable input.symbol slots) using one security() call per symbol → stays under Pine’s 40-call limit and runs reliably on any chart. Scores each ticker by counting active signals, then ranks and lists the top names. Optional metrics columns: zVol(60), zTR(60), ATR(20), HL/ATR(20). Signals (toggleable) Price/Volume – Effort vs Result EVR Squeeze (stealth): z(Vol,60) > 4 & z(TR,60) < −0.5 5σ Vol, ≤1σ Ret: z(Vol,60) > 5 & |z(Return,60)| < 1 Wide Effort, Opposite Result: z(Vol,60) > 3 & close < open & z(CLV×Vol,60) > 1 Spread Compression, Heavy Tape: (H−L)/ATR(20) < 0.6 & z(Vol,60) > 3 No-Supply / No-Demand: close < close & range < 0.6×ATR(20) & vol < 0.5×SMA(20) Momentum & Volatility Vol-of-Vol Kink: z(ATR20,200) rising & z(ATR5,60) falling BB Squeeze → Expansion: BBWidth(20) in low regime (z<−1.3) then close > upper band & z(Vol,60) > 2 RSI Non-Confirmation: Price LL/HH with RSI HL/LH & z(Vol,60) > 1 Accumulation/Distribution OBV Divergence w/ Flat Price: OBV slope > 0 & |z(ret20,260)| < 0.3 Accumulation Days Cluster: ≥3/5 bars: up close, higher vol, close near high Effort-Result Inversion (Down): big vol on down day then next day close > prior high How to use Set the timeframe (works best on 1D for EOD scans). Edit the 30 symbol slots to your VN30 constituents. Choose Top N, toggle Show metrics/Only matches and enable/disable scenarios. Read the table: Rank, Ticker, (metrics), Score, and comma-separated Signals fired. Method notes Z-scores use a population-std estimate; CLV×Vol is used for effort/location. Rolling counts avoid ta.sum; OBV is computed manually; all logic is Pine v5-safe. Intraday-only ideas (true VWAP magnets, auction volume, flows, futures/options) are not included—Pine can’t cross-scan those datasets. Disclaimer: Educational tool, not financial advice. Always confirm signals on the chart and with your process.
Indicatore Pine Script®
di EmmaMia1618