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
Cerca negli script per "Buy sell"
Market Electromagnetic Field [The_lurker]Market Electromagnetic Field
An innovative analytical indicator that presents a completely new model for understanding market dynamics, inspired by the laws of electromagnetic physics — but it's not a rhetorical metaphor, rather a complete mathematical system.
Unlike traditional indicators that focus on price or momentum, this indicator portrays the market as a closed physical system, where:
⚡ Candles = Electric charges (positive at bullish close, negative at bearish)
⚡ Buyers and Sellers = Two opposing poles where pressure accumulates
⚡ Market tension = Voltage difference between the poles
⚡ Price breakout = Electrical discharge after sufficient energy accumulation
█ Core Concept
Markets don't move randomly, but follow a clear physical cycle:
Accumulation → Tension → Discharge → Stabilization → New Accumulation
When charges accumulate (through strong candles with high volume) and exceed a certain "electrical capacitance" threshold, the indicator issues a "⚡ DISCHARGE IMMINENT" alert — meaning a price explosion is imminent, giving the trader an opportunity to enter before the move begins.
█ Competitive Advantage
- Predictive forecasting (not confirmatory after the event)
- Smart multi-layer filtering reduces false signals
- Animated 3D visual representation makes reading price conditions instant and intuitive — without need for number analysis
█ Theoretical Physical Foundation
The indicator doesn't use physical terms for decoration, but applies mathematical laws with precise market adjustments:
⚡ Coulomb's Law
Physics: F = k × (q₁ × q₂) / r²
Market: Field Intensity = 4 × norm_positive × norm_negative
Peaks at equilibrium (0.5 × 0.5 × 4 = 1.0), and decreases at dominance — because conflict increases at parity.
⚡ Ohm's Law
Physics: V = I × R
Market: Voltage = norm_positive − norm_negative
Measures balance of power:
- +1 = Absolute buying dominance
- −1 = Absolute selling dominance
- 0 = Balance
⚡ Capacitance
Physics: C = Q / V
Market: Capacitance = |Voltage| × Field Intensity
Represents stored energy ready for discharge — increases with bias combined with high interaction.
⚡ Electrical Discharge
Physics: Occurs when exceeding insulation threshold
Market: Discharge Probability = min(Capacitance / Discharge Threshold, 1.0)
When ≥ 0.9: "⚡ DISCHARGE IMMINENT"
📌 Key Note:
Maximum capacitance doesn't occur at absolute dominance (where field intensity = 0), nor at perfect balance (where voltage = 0), but at moderate bias (±30–50%) with high interaction (field intensity > 25%) — i.e., in moments of "pressure before breakout".
█ Detailed Calculation Mechanism
⚡ Phase 1: Candle Polarity
polarity = (close − open) / (high − low)
- +1.0: Complete bullish candle (Bullish Marubozu)
- −1.0: Complete bearish candle (Bearish Marubozu)
- 0.0: Doji (no decision)
- Intermediate values: Represent the ratio of candle body to its range — reducing the effect of long-shadow candles
⚡ Phase 2: Volume Weight
vol_weight = volume / SMA(volume, lookback)
A candle with 150% of average volume = 1.5x stronger charge
⚡ Phase 3: Adaptive Factor
adaptive_factor = ATR(lookback) / SMA(ATR, lookback × 2)
- In volatile markets: Increases sensitivity
- In quiet markets: Reduces noise
- Always recommended to keep it enabled
⚡ Phase 4–6: Charge Accumulation and Normalization
Charges are summed over lookback candles, then ratios are normalized:
norm_positive = positive_charge / total_charge
norm_negative = negative_charge / total_charge
So that: norm_positive + norm_negative = 1 — for easier comparison
⚡ Phase 7: Field Calculations
voltage = norm_positive − norm_negative
field_intensity = 4 × norm_positive × norm_negative × field_sensitivity
capacitance = |voltage| × field_intensity
discharge_prob = min(capacitance / discharge_threshold, 1.0)
█ Settings
⚡ Electromagnetic Model
Lookback Period
- Default: 20
- Range: 5–100
- Recommendations:
- Scalping: 10–15
- Day Trading: 20
- Swing: 30–50
- Investing: 50–100
Discharge Threshold
- Default: 0.7
- Range: 0.3–0.95
- Recommendations:
- Speed + Noise: 0.5–0.6
- Balance: 0.7
- High Accuracy: 0.8–0.95
Field Sensitivity
- Default: 1.0
- Range: 0.5–2.0
- Recommendations:
- Amplify Conflict: 1.2–1.5
- Natural: 1.0
- Calm: 0.5–0.8
Adaptive Mode
- Default: Enabled
- Always keep it enabled
🔬 Dynamic Filters
All enabled filters must pass for discharge signal to appear.
Volume Filter
- Condition: volume > SMA(volume) × vol_multiplier
- Function: Excludes "weak" candles not supported by volume
- Recommendation: Enabled (especially for stocks and forex)
Volatility Filter
- Condition: STDEV > SMA(STDEV) × 0.5
- Function: Ignores sideways stagnation periods
- Recommendation: Always enabled
Trend Filter
- Condition: Voltage alignment with fast/slow EMA
- Function: Reduces counter-trend signals
- Recommendation: Enabled for swing/investing only
Volume Threshold
- Default: 1.2
- Recommendations:
- 1.0–1.2: High sensitivity
- 1.5–2.0: Exclusive to high volume
🎨 Visual Settings
Settings improve visual reading experience — don't affect calculations.
Scale Factor
- Default: 600
- Higher = Larger scene (200–1200)
Horizontal Shift
- Default: 180
- Horizontal shift to the left — to focus on last candle
Pole Size
- Default: 60
- Base sphere size (30–120)
Field Lines
- Default: 8
- Number of field lines (4–16) — 8 is ideal balance
Colors
- Green/Red/Blue/Orange
- Fully customizable
█ Visual Representation: A Visual Language for Diagnosing Price Conditions
✨ Design Philosophy
The representation isn't "decoration", but a complete cognitive model — each element carries information, and element interaction tells a complete story.
The brain perceives changes in size, color, and movement 60,000 times faster than reading numbers — so you can "sense" the change before your eye finishes scanning.
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🟢 Positive Pole (Green Sphere — Left)
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What does it represent?
Active buying pressure accumulation — not just an uptrend, but real demand force supported by volume and volatility.
● Dynamic Size
Size = pole_size × (0.7 + norm_positive × 0.6)
- 70% of base size = No significant charge
- 130% of base size = Complete dominance
- The larger the sphere: Greater buyer dominance, higher probability of bullish continuation
Size Interpretation:
- Large sphere (>55%): Strong buying pressure — Buyers dominate
- Medium sphere (45–55%): Relative balance with buying bias
- Small sphere (<45%): Weak buying pressure — Sellers dominate
● Lighting and Transparency
- 20% transparency (when Bias = +1): Pole currently active — Bullish direction
- 50% transparency (when Bias ≠ +1): Pole inactive — Not the prevailing direction
Lighting = Current activity, while Size = Historical accumulation
● Pulsing Inner Glow
A smaller sphere pulses automatically when Bias = +1:
inner_pulse = 0.4 + 0.1 × sin(anim_time × 3)
Symbolizes continuity of buy order flow — not static dominance.
● Orbital Rings
Two rings rotating at different speeds and directions:
- Inner: 1.3× sphere size — Direct influence range
- Outer: 1.6× sphere size — Extended influence range
Represent "influence zone" of buyers:
- Continuous rotation = Stability and momentum
- Slowdown = Momentum exhaustion
● Percentage
Displayed below sphere: norm_positive × 100
- >55% = Clear dominance
- 45–55% = Balance
- <45% = Weakness
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🔴 Negative Pole (Red Sphere — Right)
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What does it represent?
Active selling pressure accumulation — whether cumulative selling (smart distribution) or panic selling (position liquidation).
● Visual Dynamics
Same size, lighting, and inner glow mechanism — but in red.
Key Difference:
- Rotation is reversed (counter-clockwise)
- Visually distinguishes "buy flow" from "sell flow"
- Allows reading direction at a glance — even for colorblind users
📌 Pole Reading Summary:
🟢 Large + Bright green sphere = Active buying force
🔴 Large + Bright red sphere = Active selling force
🟢🔴 Both large but dim = Energy accumulation (before discharge)
⚪ Both small = Stagnation / Low liquidity
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🔵 Field Lines (Curved Blue Lines)
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What do they represent?
Energy flow paths between poles — the arena where price battle is fought.
● Number of Lines
4–16 lines (Default: 8)
More lines: Greater sense of "interaction density"
● Arc Height
arc_h = (i − half_lines) × 15 × field_intensity × 2
- High field intensity = Highly elevated lines (like waves)
- Low intensity = Nearly straight lines
● Oscillating Transparency
transp = 30 + phase × 40
where phase = sin(anim_time × 2 + i × 0.5) × 0.5 + 0.5
Creates illusion of "flowing current" — not static lines
● Asymmetric Curvature
- Upper lines curve upward
- Lower lines curve downward
- Adds 3D depth and shows "pressure" direction
⚡ Pro Tip:
When you see lines suddenly "contract" (straighten), while both spheres are large — this is an early indicator of impending discharge, because the interaction is losing its flexibility.
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⚪ Moving Particles
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What do they represent?
Real liquidity flow in the market — who's driving price right now.
● Number and Movement
- 6 particles covering most field lines
- Move sinusoidally along the arc:
t = (sin(phase_val) + 1) / 2
- High speed = High trading activity
- Clustering at a pole = That side's control
● Color Gradient
From green (at positive pole) to red (at negative)
Shows "energy transformation":
- Green particle = Pure buying energy
- Orange particle = Conflict zone
- Red particle = Pure selling energy
📌 How to Read Them?
- Moving left to right (🟢 → 🔴): Buy flow → Bullish push
- Moving right to left (🔴 → 🟢): Sell flow → Bearish push
- Clustered in middle: Balanced conflict — Wait for breakout
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🟠 Discharge Zone (Orange Glow — Center)
═════════════════════════════════════════════════════════════
What does it represent?
Point of stored energy accumulation not yet discharged — heart of the early warning system.
● Glow Stages
Initial Warning (discharge_prob > 0.3):
- Dim orange circle (70% transparency)
- Meaning: Watch, don't enter yet
High Tension (discharge_prob ≥ 0.7):
- Stronger glow + "⚠️ HIGH TENSION" text
- Meaning: Prepare — Set pending orders
Imminent Discharge (discharge_prob ≥ 0.9):
- Bright glow + "⚡ DISCHARGE IMMINENT" text
- Meaning: Enter with direction (after candle confirmation)
● Layered Glow Effect (Glow Layering)
3 concentric circles with increasing transparency:
- Inner: 20%
- Middle: 35%
- Outer: 50%
Result: Realistic aura resembling actual electrical discharge.
📌 Why in the Center?
Because discharge always starts from the relative balance zone — where opposing pressures meet.
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📊 Voltage Meter (Bottom of Scene)
═════════════════════════════════════════════════════════════
What does it represent?
Simplified numeric indicator of voltage difference — for those who prefer numerical reading.
● Components
- Gray bar: Full range (−100% to +100%)
- Green fill: Positive voltage (extends right)
- Red fill: Negative voltage (extends left)
- Lightning symbol (⚡): Above center — reminder it's an "electrical gauge"
- Text value: Like "+23.4%" — in direction color
● Voltage Reading Interpretation
+50% to +100%:
Overwhelming buying dominance — Beware of saturation, may precede correction
+20% to +50%:
Strong buying dominance — Suitable for buying with trend
+5% to +20%:
Slight bullish bias — Wait for additional confirmation
−5% to +5%:
Balance/Neutral — Avoid entry or wait for breakout
−5% to −20%:
Slight bearish bias — Wait for confirmation
−20% to −50%:
Strong selling dominance — Suitable for selling with trend
−50% to −100%:
Overwhelming selling dominance — Beware of saturation, may precede bounce
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📈 Field Strength Indicator (Top of Scene)
═════════════════════════════════════════════════════════════
What it displays: "Field: XX.X%"
Meaning: Strength of conflict between buyers and sellers.
● Reading Interpretation
0–5%:
- Appearance: Nearly straight lines, transparent
- Meaning: Complete control by one side
- Strategy: Trend Following
5–15%:
- Appearance: Slight curvature
- Meaning: Clear direction with light resistance
- Strategy: Enter with trend
15–25%:
- Appearance: Medium curvature, clear lines
- Meaning: Balanced conflict
- Strategy: Range trading or waiting
25–35%:
- Appearance: High curvature, clear density
- Meaning: Strong conflict, high uncertainty
- Strategy: Volatility trading or prepare for discharge
35%+:
- Appearance: Very high lines, strong glow
- Meaning: Peak tension
- Strategy: Best discharge opportunities
📌 Golden Relationship:
Highest discharge probability when:
Field Strength (25–35%) + Voltage (±30–50%) + High Volume
← This is the "red zone" to monitor carefully.
█ Comprehensive Visual Reading
To read market condition at a glance, follow this sequence:
Step 1: Which sphere is larger?
- 🟢 Green larger ← Dominant buying pressure
- 🔴 Red larger ← Dominant selling pressure
- Equal ← Balance/Conflict
Step 2: Which sphere is bright?
- 🟢 Green bright ← Current bullish direction
- 🔴 Red bright ← Current bearish direction
- Both dim ← Neutral/No clear direction
Step 3: Is there orange glow?
- None ← Discharge probability <30%
- 🟠 Dim glow ← Discharge probability 30–70%
- 🟠 Strong glow with text ← Discharge probability >70%
Step 4: What's the voltage meter reading?
- Strong positive ← Confirms buying dominance
- Strong negative ← Confirms selling dominance
- Near zero ← No clear direction
█ Practical Visual Reading Examples
Example 1: Ideal Buy Opportunity ⚡🟢
- Green sphere: Large and bright with inner pulse
- Red sphere: Small and dim
- Orange glow: Strong with "DISCHARGE IMMINENT" text
- Voltage meter: +45%
- Field strength: 28%
Interpretation: Strong accumulated buying pressure, bullish explosion imminent
Example 2: Ideal Sell Opportunity ⚡🔴
- Green sphere: Small and dim
- Red sphere: Large and bright with inner pulse
- Orange glow: Strong with "DISCHARGE IMMINENT" text
- Voltage meter: −52%
- Field strength: 31%
Interpretation: Strong accumulated selling pressure, bearish explosion imminent
Example 3: Balance/Wait ⚖️
- Both spheres: Approximately equal in size
- Lighting: Both dim
- Orange glow: Strong
- Voltage meter: +3%
- Field strength: 24%
Interpretation: Strong conflict without clear winner, wait for breakout
Example 4: Clear Uptrend (No Discharge) 📈
- Green sphere: Large and bright
- Red sphere: Very small and dim
- Orange glow: None
- Voltage meter: +68%
- Field strength: 8%
Interpretation: Clear buying control, limited conflict, suitable for following bullish trend
Example 5: Potential Buying Saturation ⚠️
- Green sphere: Very large and bright
- Red sphere: Very small
- Orange glow: Dim
- Voltage meter: +88%
- Field strength: 4%
Interpretation: Absolute buying dominance, may precede bearish correction
█ Trading Signals
⚡ DISCHARGE IMMINENT
Appearance Conditions:
- discharge_prob ≥ 0.9
- All enabled filters passed
- Confirmed (after candle close)
Interpretation:
- Very large energy accumulation
- Pressure reached critical level
- Price explosion expected within 1–3 candles
How to Trade:
1. Determine voltage direction:
• Positive = Expect rise
• Negative = Expect fall
2. Wait for confirmation candle:
• For rise: Bullish candle closing above its open
• For fall: Bearish candle closing below its open
3. Entry: With next candle's open
4. Stop Loss: Behind last local low/high
5. Target: Risk/Reward ratio of at least 1:2
✅ Pro Tips:
- Best results when combined with support/resistance levels
- Avoid entry if voltage is near zero (±5%)
- Increase position size when field strength > 30%
⚠️ HIGH TENSION
Appearance Conditions:
- 0.7 ≤ discharge_prob < 0.9
Interpretation:
- Market in energy accumulation state
- Likely strong move soon, but not immediate
- Accumulation may continue or discharge may occur
How to Benefit:
- Prepare: Set pending orders at potential breakouts
- Monitor: Watch following candles for momentum candle
- Select: Don't enter every signal — choose those aligned with overall trend
█ Trading Strategies
📈 Strategy 1: Discharge Trading (Basic)
Principle: Enter at "DISCHARGE IMMINENT" in voltage direction
Steps:
1. Wait for "⚡ DISCHARGE IMMINENT"
2. Check voltage direction (+/−)
3. Wait for confirmation candle in voltage direction
4. Enter with next candle's open
5. Stop loss behind last low/high
6. Target: 1:2 or 1:3 ratio
Very high success rate when following confirmation conditions.
📈 Strategy 2: Dominance Following
Principle: Trade with dominant pole (largest and brightest sphere)
Steps:
1. Identify dominant pole (largest and brightest)
2. Trade in its direction
3. Beware when sizes converge (conflict)
Suitable for higher timeframes (H1+).
📈 Strategy 3: Reversal Hunting
Principle: Counter-trend entry under certain conditions
Conditions:
- High field strength (>30%)
- Extreme voltage (>±40%)
- Divergence with price (e.g., new price high with declining voltage)
⚠️ High risk — Use small position size.
📈 Strategy 4: Integration with Technical Analysis
Strong Confirmation Examples:
- Resistance breakout + Bullish discharge = Excellent buy signal
- Support break + Bearish discharge = Excellent sell signal
- Head & Shoulders pattern + Increasing negative voltage = Pattern confirmation
- RSI divergence + High field strength = Potential reversal
█ Ready Alerts
Bullish Discharge
- Condition: discharge_prob ≥ 0.9 + Positive voltage + All filters
- Message: "⚡ Bullish discharge"
- Use: High probability buy opportunity
Bearish Discharge
- Condition: discharge_prob ≥ 0.9 + Negative voltage + All filters
- Message: "⚡ Bearish discharge"
- Use: High probability sell opportunity
✅ Tip: Use these alerts with "Once Per Bar" setting to avoid repetition.
█ Data Window Outputs
Bias
- Values: −1 / 0 / +1
- Interpretation: −1 = Bearish, 0 = Neutral, +1 = Bullish
- Use: For integration in automated strategies
Discharge %
- Range: 0–100%
- Interpretation: Discharge probability
- Use: Monitor tension progression (e.g., from 40% to 85% in 5 candles)
Field Strength
- Range: 0–100%
- Interpretation: Conflict intensity
- Use: Identify "opportunity window" (25–35% ideal for discharge)
Voltage
- Range: −100% to +100%
- Interpretation: Balance of power
- Use: Monitor extremes (potential buying/selling saturation)
█ Optimal Settings by Trading Style
Scalping
- Timeframe: 1M–5M
- Lookback: 10–15
- Threshold: 0.5–0.6
- Sensitivity: 1.2–1.5
- Filters: Volume + Volatility
Day Trading
- Timeframe: 15M–1H
- Lookback: 20
- Threshold: 0.7
- Sensitivity: 1.0
- Filters: Volume + Volatility
Swing Trading
- Timeframe: 4H–D1
- Lookback: 30–50
- Threshold: 0.8
- Sensitivity: 0.8
- Filters: Volatility + Trend
Position Trading
- Timeframe: D1–W1
- Lookback: 50–100
- Threshold: 0.85–0.95
- Sensitivity: 0.5–0.8
- Filters: All filters
█ Tips for Optimal Use
1. Start with Default Settings
Try it first as is, then adjust to your style.
2. Watch for Element Alignment
Best signals when:
- Clear voltage (>│20%│)
- Moderate–high field strength (15–35%)
- High discharge probability (>70%)
3. Use Multiple Timeframes
- Higher timeframe: Determine overall trend
- Lower timeframe: Time entry
- Ensure signal alignment between frames
4. Integrate with Other Tools
- Support/Resistance levels
- Trend lines
- Candle patterns
- Volume indicators
5. Respect Risk Management
- Don't risk more than 1–2% of account
- Always use stop loss
- Don't enter every signal — choose the best
█ Important Warnings
⚠️ Not for Standalone Use
The indicator is an analytical support tool — don't use it isolated from technical or fundamental analysis.
⚠️ Doesn't Predict the Future
Calculations are based on historical data — Results are not guaranteed.
⚠️ Markets Differ
You may need to adjust settings for each market:
- Forex: Focus on Volume Filter
- Stocks: Add Trend Filter
- Crypto: Lower Threshold slightly (more volatile)
⚠️ News and Events
The indicator doesn't account for sudden news — Avoid trading before/during major news.
█ Unique Features
✅ First Application of Electromagnetism to Markets
Innovative mathematical model — Not just an ordinary indicator
✅ Predictive Detection of Price Explosions
Alerts before the move happens — Not after
✅ Multi-Layer Filtering
4 smart filters reduce false signals to minimum
✅ Smart Volatility Adaptation
Automatically adjusts sensitivity based on market conditions
✅ Animated 3D Visual Representation
Makes reading instant — Even for beginners
✅ High Flexibility
Works on all assets: Stocks, Forex, Crypto, Commodities
✅ Built-in Ready Alerts
No complex setup needed — Ready for immediate use
█ Conclusion: When Art Meets Science
Market Electromagnetic Field is not just an indicator — but a new analytical philosophy.
It's the bridge between:
- Physics precision in describing dynamic systems
- Market intelligence in generating trading opportunities
- Visual psychology in facilitating instant reading
The result: A tool that isn't read — but watched, felt, and sensed.
When you see the green sphere expanding, the glow intensifying, and particles rushing rightward — you're not seeing numbers, you're seeing market energy breathing.
⚠️ Disclaimer:
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.
المجال الكهرومغناطيسي للسوق - Market Electromagnetic Field
مؤشر تحليلي مبتكر يقدّم نموذجًا جديدًا كليًّا لفهم ديناميكيات السوق، مستوحى من قوانين الفيزياء الكهرومغناطيسية — لكنه ليس استعارة بلاغية، بل نظام رياضي متكامل.
على عكس المؤشرات التقليدية التي تُركّز على السعر أو الزخم، يُصوّر هذا المؤشر السوق كـنظام فيزيائي مغلق، حيث:
⚡ الشموع = شحنات كهربائية (موجبة عند الإغلاق الصاعد، سالبة عند الهابط)
⚡ المشتريون والبائعون = قطبان متعاكسان يتراكم فيهما الضغط
⚡ التوتر السوقي = فرق جهد بين القطبين
⚡ الاختراق السعري = تفريغ كهربائي بعد تراكم طاقة كافية
█ الفكرة الجوهرية
الأسواق لا تتحرك عشوائيًّا، بل تخضع لدورة فيزيائية واضحة:
تراكم → توتر → تفريغ → استقرار → تراكم جديد
عندما تتراكم الشحنات (من خلال شموع قوية بحجم مرتفع) وتتجاوز "السعة الكهربائية" عتبة معيّنة، يُصدر المؤشر تنبيه "⚡ DISCHARGE IMMINENT" — أي أن انفجارًا سعريًّا وشيكًا، مما يمنح المتداول فرصة الدخول قبل بدء الحركة.
█ الميزة التنافسية
- تنبؤ استباقي (ليس تأكيديًّا بعد الحدث)
- فلترة ذكية متعددة الطبقات تقلل الإشارات الكاذبة
- تمثيل بصري ثلاثي الأبعاد متحرك يجعل قراءة الحالة السعرية فورية وبديهية — دون حاجة لتحليل أرقام
█ الأساس النظري الفيزيائي
المؤشر لا يستخدم مصطلحات فيزيائية للزينة، بل يُطبّق القوانين الرياضية مع تعديلات سوقيّة دقيقة:
⚡ قانون كولوم (Coulomb's Law)
الفيزياء: F = k × (q₁ × q₂) / r²
السوق: شدة الحقل = 4 × norm_positive × norm_negative
تصل لذروتها عند التوازن (0.5 × 0.5 × 4 = 1.0)، وتنخفض عند الهيمنة — لأن الصراع يزداد عند التكافؤ.
⚡ قانون أوم (Ohm's Law)
الفيزياء: V = I × R
السوق: الجهد = norm_positive − norm_negative
يقيس ميزان القوى:
- +1 = هيمنة شرائية مطلقة
- −1 = هيمنة بيعية مطلقة
- 0 = توازن
⚡ السعة الكهربائية (Capacitance)
الفيزياء: C = Q / V
السوق: السعة = |الجهد| × شدة الحقل
تمثّل الطاقة المخزّنة القابلة للتفريغ — تزداد عند وجود تحيّز مع تفاعل عالي.
⚡ التفريغ الكهربائي (Discharge)
الفيزياء: يحدث عند تجاوز عتبة العزل
السوق: احتمال التفريغ = min(السعة / عتبة التفريغ, 1.0)
عندما ≥ 0.9: "⚡ DISCHARGE IMMINENT"
📌 ملاحظة جوهرية:
أقصى سعة لا تحدث عند الهيمنة المطلقة (حيث شدة الحقل = 0)، ولا عند التوازن التام (حيث الجهد = 0)، بل عند انحياز متوسط (±30–50%) مع تفاعل عالي (شدة حقل > 25%) — أي في لحظات "الضغط قبل الاختراق".
█ آلية الحساب التفصيلية
⚡ المرحلة 1: قطبية الشمعة
polarity = (close − open) / (high − low)
- +1.0: شمعة صاعدة كاملة (ماروبوزو صاعد)
- −1.0: شمعة هابطة كاملة (ماروبوزو هابط)
- 0.0: دوجي (لا قرار)
- القيم الوسيطة: تمثّل نسبة جسم الشمعة إلى مداها — مما يقلّل تأثير الشموع ذات الظلال الطويلة
⚡ المرحلة 2: وزن الحجم
vol_weight = volume / SMA(volume, lookback)
شمعة بحجم 150% من المتوسط = شحنة أقوى بـ 1.5 مرة
⚡ المرحلة 3: معامل التكيف (Adaptive Factor)
adaptive_factor = ATR(lookback) / SMA(ATR, lookback × 2)
- في الأسواق المتقلبة: يزيد الحساسية
- في الأسواق الهادئة: يقلل الضوضاء
- يوصى دائمًا بتركه مفعّلًا
⚡ المرحلة 4–6: تراكم وتوحيد الشحنات
تُجمّع الشحنات على lookback شمعة، ثم تُوحّد النسب:
norm_positive = positive_charge / total_charge
norm_negative = negative_charge / total_charge
بحيث: norm_positive + norm_negative = 1 — لتسهيل المقارنة
⚡ المرحلة 7: حسابات الحقل
voltage = norm_positive − norm_negative
field_intensity = 4 × norm_positive × norm_negative × field_sensitivity
capacitance = |voltage| × field_intensity
discharge_prob = min(capacitance / discharge_threshold, 1.0)
█ الإعدادات
⚡ Electromagnetic Model
Lookback Period
- الافتراضي: 20
- النطاق: 5–100
- التوصيات:
- المضاربة: 10–15
- اليومي: 20
- السوينغ: 30–50
- الاستثمار: 50–100
Discharge Threshold
- الافتراضي: 0.7
- النطاق: 0.3–0.95
- التوصيات:
- سرعة + ضوضاء: 0.5–0.6
- توازن: 0.7
- دقة عالية: 0.8–0.95
Field Sensitivity
- الافتراضي: 1.0
- النطاق: 0.5–2.0
- التوصيات:
- تضخيم الصراع: 1.2–1.5
- طبيعي: 1.0
- تهدئة: 0.5–0.8
Adaptive Mode
- الافتراضي: مفعّل
- أبقِه دائمًا مفعّلًا
🔬 Dynamic Filters
يجب اجتياز جميع الفلاتر المفعّلة لظهور إشارة التفريغ.
Volume Filter
- الشرط: volume > SMA(volume) × vol_multiplier
- الوظيفة: يستبعد الشموع "الضعيفة" غير المدعومة بحجم
- التوصية: مفعّل (خاصة للأسهم والعملات)
Volatility Filter
- الشرط: STDEV > SMA(STDEV) × 0.5
- الوظيفة: يتجاهل فترات الركود الجانبي
- التوصية: مفعّل دائمًا
Trend Filter
- الشرط: توافق الجهد مع EMA سريع/بطيء
- الوظيفة: يقلل الإشارات المعاكسة للاتجاه العام
- التوصية: مفعّل للسوينغ/الاستثمار فقط
Volume Threshold
- الافتراضي: 1.2
- التوصيات:
- 1.0–1.2: حساسية عالية
- 1.5–2.0: حصرية للحجم العالي
🎨 Visual Settings
الإعدادات تُحسّن تجربة القراءة البصرية — لا تؤثر على الحسابات.
Scale Factor
- الافتراضي: 600
- كلما زاد: المشهد أكبر (200–1200)
Horizontal Shift
- الافتراضي: 180
- إزاحة أفقيّة لليسار — ليركّز على آخر شمعة
Pole Size
- الافتراضي: 60
- حجم الكرات الأساسية (30–120)
Field Lines
- الافتراضي: 8
- عدد خطوط الحقل (4–16) — 8 توازن مثالي
الألوان
- أخضر/أحمر/أزرق/برتقالي
- قابلة للتخصيص بالكامل
█ التمثيل البصري: لغة بصرية لتشخيص الحالة السعرية
✨ الفلسفة التصميمية
التمثيل ليس "زينة"، بل نموذج معرفي متكامل — كل عنصر يحمل معلومة، وتفاعل العناصر يروي قصة كاملة.
العقل يدرك التغيير في الحجم، اللون، والحركة أسرع بـ 60,000 مرة من قراءة الأرقام — لذا يمكنك "الإحساس" بالتغير قبل أن تُنهي العين المسح.
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🟢 القطب الموجب (الكرة الخضراء — يسار)
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ماذا يمثّل؟
تراكم ضغط الشراء النشط — ليس مجرد اتجاه صاعد، بل قوة طلب حقيقية مدعومة بحجم وتقلّب.
● الحجم المتغير
حجم = pole_size × (0.7 + norm_positive × 0.6)
- 70% من الحجم الأساسي = لا شحنة تُذكر
- 130% من الحجم الأساسي = هيمنة تامة
- كلما كبرت الكرة: زاد تفوّق المشترين، وارتفع احتمال الاستمرار الصعودي
تفسير الحجم:
- كرة كبيرة (>55%): ضغط شراء قوي — المشترون يسيطرون
- كرة متوسطة (45–55%): توازن نسبي مع ميل للشراء
- كرة صغيرة (<45%): ضعف ضغط الشراء — البائعون يسيطرون
● الإضاءة والشفافية
- شفافية 20% (عند Bias = +1): القطب نشط حالياً — الاتجاه صعودي
- شفافية 50% (عند Bias ≠ +1): القطب غير نشط — ليس الاتجاه السائد
الإضاءة = النشاط الحالي، بينما الحجم = التراكم التاريخي
● التوهج الداخلي النابض
كرة أصغر تنبض تلقائيًّا عند Bias = +1:
inner_pulse = 0.4 + 0.1 × sin(anim_time × 3)
يرمز إلى استمرارية تدفق أوامر الشراء — وليس هيمنة جامدة.
● الحلقات المدارية
حلقتان تدوران بسرعات واتجاهات مختلفة:
- الداخلية: 1.3× حجم الكرة — نطاق التأثير المباشر
- الخارجية: 1.6× حجم الكرة — نطاق التأثير الممتد
تمثّل "نطاق تأثير" المشترين:
- الدوران المستمر = استقرار وزخم
- التباطؤ = نفاد الزخم
● النسبة المئوية
تظهر تحت الكرة: norm_positive × 100
- >55% = هيمنة واضحة
- 45–55% = توازن
- <45% = ضعف
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🔴 القطب السالب (الكرة الحمراء — يمين)
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ماذا يمثّل؟
تراكم ضغط البيع النشط — سواء كان بيعًا تراكميًّا (التوزيع الذكي) أو بيعًا هستيريًّا (تصفية مراكز).
● الديناميكيات البصرية
نفس آلية الحجم والإضاءة والتوهج الداخلي — لكن باللون الأحمر.
الفرق الجوهري:
- الدوران معكوس (عكس اتجاه عقارب الساعة)
- يُميّز بصريًّا بين "تدفق الشراء" و"تدفق البيع"
- يسمح بقراءة الاتجاه بنظرة واحدة — حتى للمصابين بعَمَى الألوان
📌 ملخص قراءة القطبين:
🟢 كرة خضراء كبيرة + مضيئة = قوة شرائية نشطة
🔴 كرة حمراء كبيرة + مضيئة = قوة بيعية نشطة
🟢🔴 كرتان كبيرتان لكن خافتتان = تراكم طاقة (قبل التفريغ)
⚪ كرتان صغيرتان = ركود / سيولة منخفضة
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🔵 خطوط الحقل (الخطوط الزرقاء المنحنية)
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ماذا تمثّل؟
مسارات تدفق الطاقة بين القطبين — أي الساحة التي تُدار فيها المعركة السعرية.
● عدد الخطوط
4–16 خط (الافتراضي: 8)
كلما زاد العدد: زاد إحساس "كثافة التفاعل"
● ارتفاع القوس
arc_h = (i − half_lines) × 15 × field_intensity × 2
- شدة حقل عالية = خطوط شديدة الارتفاع (مثل موجة)
- شدة منخفضة = خطوط شبه مستقيمة
● الشفافية المتذبذبة
transp = 30 + phase × 40
حيث phase = sin(anim_time × 2 + i × 0.5) × 0.5 + 0.5
تخلق وهم "تيّار متدفّق" — وليس خطوطًا ثابتة
● الانحناء غير المتناظر
- الخطوط العلوية تنحني لأعلى
- الخطوط السفلية تنحني لأسفل
- يُضفي عمقًا ثلاثي الأبعاد ويُظهر اتجاه "الضغط"
⚡ تلميح احترافي:
عندما ترى الخطوط "تتقلّص" فجأة (تستقيم)، بينما الكرتان كبيرتان — فهذا مؤشر مبكر على قرب التفريغ، لأن التفاعل بدأ يفقد مرونته.
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⚪ الجزيئات المتحركة
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ماذا تمثّل؟
تدفق السيولة الحقيقية في السوق — أي من يدفع السعر الآن.
● العدد والحركة
- 6 جزيئات تغطي معظم خطوط الحقل
- تتحرك جيبيًّا على طول القوس:
t = (sin(phase_val) + 1) / 2
- سرعة عالية = نشاط تداول عالي
- تجمّع عند قطب = سيطرة هذا الطرف
● تدرج اللون
من أخضر (عند القطب الموجب) إلى أحمر (عند السالب)
يُظهر "تحوّل الطاقة":
- جزيء أخضر = طاقة شرائية نقية
- جزيء برتقالي = منطقة صراع
- جزيء أحمر = طاقة بيعية نقية
📌 كيف تقرأها؟
- تحركت من اليسار لليمين (🟢 → 🔴): تدفق شرائي → دفع صعودي
- تحركت من اليمين لليسار (🔴 → 🟢): تدفق بيعي → دفع هبوطي
- تجمّعت في المنتصف: صراع متكافئ — انتظر اختراقًا
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🟠 منطقة التفريغ (التوهج البرتقالي — المركز)
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ماذا تمثّل؟
نقطة تراكم الطاقة المخزّنة التي لم تُفرّغ بعد — قلب نظام الإنذار المبكر.
● مراحل التوهج
إنذار أولي (discharge_prob > 0.3):
- دائرة برتقالية خافتة (شفافية 70%)
- المعنى: راقب، لا تدخل بعد
توتر عالي (discharge_prob ≥ 0.7):
- توهج أقوى + نص "⚠️ HIGH TENSION"
- المعنى: استعد — ضع أوامر معلقة
تفريغ وشيك (discharge_prob ≥ 0.9):
- توهج ساطع + نص "⚡ DISCHARGE IMMINENT"
- المعنى: ادخل مع الاتجاه (بعد تأكيد شمعة)
● تأثير التوهج الطبقي (Glow Layering)
3 دوائر متحدة المركز بشفافية متزايدة:
- داخلي: 20%
- وسط: 35%
- خارجي: 50%
النتيجة: هالة (Aura) واقعية تشبه التفريغ الكهربائي الحقيقي.
📌 لماذا في المركز؟
لأن التفريغ يبدأ دائمًا من منطقة التوازن النسبي — حيث يلتقي الضغطان المتعاكسان.
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📊 مقياس الجهد (أسفل المشهد)
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ماذا يمثّل؟
مؤشر رقمي مبسّط لفرق الجهد — لمن يفضّل القراءة العددية.
● المكونات
- الشريط الرمادي: النطاق الكامل (−100% إلى +100%)
- التعبئة الخضراء: جهد موجب (تمتد لليمين)
- التعبئة الحمراء: جهد سالب (تمتد لليسار)
- رمز البرق (⚡): فوق المركز — تذكير بأنه "مقياس كهربائي"
- القيمة النصية: مثل "+23.4%" — بلون الاتجاه
● تفسير قراءات الجهد
+50% إلى +100%:
هيمنة شرائية ساحقة — احذر التشبع، قد يسبق تصحيح
+20% إلى +50%:
هيمنة شرائية قوية — مناسب للشراء مع الاتجاه
+5% إلى +20%:
ميل صعودي خفيف — انتظر تأكيدًا إضافيًّا
−5% إلى +5%:
توازن/حياد — تجنّب الدخول أو انتظر اختراقًا
−5% إلى −20%:
ميل هبوطي خفيف — انتظر تأكيدًا
−20% إلى −50%:
هيمنة بيعية قوية — مناسب للبيع مع الاتجاه
−50% إلى −100%:
هيمنة بيعية ساحقة — احذر التشبع، قد يسبق ارتداد
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📈 مؤشر شدة الحقل (أعلى المشهد)
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ما يعرضه: "Field: XX.X%"
الدلالة: قوة الصراع بين المشترين والبائعين.
● تفسير القراءات
0–5%:
- المظهر: خطوط مستقيمة تقريبًا، شفافة
- المعنى: سيطرة تامة لأحد الطرفين
- الاستراتيجية: تتبع الترند (Trend Following)
5–15%:
- المظهر: انحناء خفيف
- المعنى: اتجاه واضح مع مقاومة خفيفة
- الاستراتيجية: الدخول مع الاتجاه
15–25%:
- المظهر: انحناء متوسط، خطوط واضحة
- المعنى: صراع متوازن
- الاستراتيجية: تداول النطاق أو الانتظار
25–35%:
- المظهر: انحناء عالي، كثافة واضحة
- المعنى: صراع قوي، عدم يقين عالي
- الاستراتيجية: تداول التقلّب أو الاستعداد للتفريغ
35%+:
- المظهر: خطوط عالية جدًّا، توهج قوي
- المعنى: ذروة التوتر
- الاستراتيجية: أفضل فرص التفريغ
📌 العلاقة الذهبية:
أعلى احتمال تفريغ عندما:
شدة الحقل (25–35%) + جهد (±30–50%) + حجم مرتفع
← هذه هي "المنطقة الحمراء" التي يجب مراقبتها بدقة.
█ قراءة التمثيل البصري الشاملة
لقراءة حالة السوق بنظرة واحدة، اتبع هذا التسلسل:
الخطوة 1: أي كرة أكبر؟
- 🟢 الخضراء أكبر ← ضغط شراء مهيمن
- 🔴 الحمراء أكبر ← ضغط بيع مهيمن
- متساويتان ← توازن/صراع
الخطوة 2: أي كرة مضيئة؟
- 🟢 الخضراء مضيئة ← اتجاه صعودي حالي
- 🔴 الحمراء مضيئة ← اتجاه هبوطي حالي
- كلاهما خافت ← حياد/لا اتجاه واضح
الخطوة 3: هل يوجد توهج برتقالي؟
- لا يوجد ← احتمال تفريغ <30%
- 🟠 توهج خافت ← احتمال تفريغ 30–70%
- 🟠 توهج قوي مع نص ← احتمال تفريغ >70%
الخطوة 4: ما قراءة مقياس الجهد؟
- موجب قوي ← تأكيد الهيمنة الشرائية
- سالب قوي ← تأكيد الهيمنة البيعية
- قريب من الصفر ← لا اتجاه واضح
█ أمثلة عملية للقراءة البصرية
المثال 1: فرصة شراء مثالية ⚡🟢
- الكرة الخضراء: كبيرة ومضيئة مع نبض داخلي
- الكرة الحمراء: صغيرة وخافتة
- التوهج البرتقالي: قوي مع نص "DISCHARGE IMMINENT"
- مقياس الجهد: +45%
- شدة الحقل: 28%
التفسير: ضغط شراء قوي متراكم، انفجار صعودي وشيك
المثال 2: فرصة بيع مثالية ⚡🔴
- الكرة الخضراء: صغيرة وخافتة
- الكرة الحمراء: كبيرة ومضيئة مع نبض داخلي
- التوهج البرتقالي: قوي مع نص "DISCHARGE IMMINENT"
- مقياس الجهد: −52%
- شدة الحقل: 31%
التفسير: ضغط بيع قوي متراكم، انفجار هبوطي وشيك
المثال 3: توازن/انتظار ⚖️
- الكرتان: متساويتان تقريباً في الحجم
- الإضاءة: كلاهما خافت
- التوهج البرتقالي: قوي
- مقياس الجهد: +3%
- شدة الحقل: 24%
التفسير: صراع قوي بدون فائز واضح، انتظر اختراقًا
المثال 4: اتجاه صعودي واضح (لا تفريغ) 📈
- الكرة الخضراء: كبيرة ومضيئة
- الكرة الحمراء: صغيرة جداً وخافتة
- التوهج البرتقالي: لا يوجد
- مقياس الجهد: +68%
- شدة الحقل: 8%
التفسير: سيطرة شرائية واضحة، صراع محدود، مناسب لتتبع الترند الصعودي
المثال 5: تشبع شرائي محتمل ⚠️
- الكرة الخضراء: كبيرة جداً ومضيئة
- الكرة الحمراء: صغيرة جداً
- التوهج البرتقالي: خافت
- مقياس الجهد: +88%
- شدة الحقل: 4%
التفسير: هيمنة شرائية مطلقة، قد يسبق تصحيحاً هبوطياً
█ إشارات التداول
⚡ DISCHARGE IMMINENT (التفريغ الوشيك)
شروط الظهور:
- discharge_prob ≥ 0.9
- اجتياز جميع الفلاتر المفعّلة
- Confirmed (بعد إغلاق الشمعة)
التفسير:
- تراكم طاقة كبير جدًّا
- الضغط وصل لمستوى حرج
- انفجار سعري متوقع خلال 1–3 شموع
كيفية التداول:
1. حدد اتجاه الجهد:
• موجب = توقع صعود
• سالب = توقع هبوط
2. انتظر شمعة تأكيدية:
• للصعود: شمعة صاعدة تغلق فوق افتتاحها
• للهبوط: شمعة هابطة تغلق تحت افتتاحها
3. الدخول: مع افتتاح الشمعة التالية
4. وقف الخسارة: وراء آخر قاع/قمة محلية
5. الهدف: نسبة مخاطرة/عائد 1:2 على الأقل
✅ نصائح احترافية:
- أفضل النتائج عند دمجها مع مستويات الدعم/المقاومة
- تجنّب الدخول إذا كان الجهد قريبًا من الصفر (±5%)
- زِد حجم المركز عند شدة حقل > 30%
⚠️ HIGH TENSION (التوتر العالي)
شروط الظهور:
- 0.7 ≤ discharge_prob < 0.9
التفسير:
- السوق في حالة تراكم طاقة
- احتمال حركة قوية قريبة، لكن ليست فورية
- قد يستمر التراكم أو يحدث تفريغ
كيفية الاستفادة:
- الاستعداد: حضّر أوامر معلقة عند الاختراقات المحتملة
- المراقبة: راقب الشموع التالية بحثًا عن شمعة دافعة
- الانتقاء: لا تدخل كل إشارة — اختر تلك التي تتوافق مع الاتجاه العام
█ استراتيجيات التداول
📈 استراتيجية 1: تداول التفريغ (الأساسية)
المبدأ: الدخول عند "DISCHARGE IMMINENT" في اتجاه الجهد
الخطوات:
1. انتظر ظهور "⚡ DISCHARGE IMMINENT"
2. تحقق من اتجاه الجهد (+/−)
3. انتظر شمعة تأكيدية في اتجاه الجهد
4. ادخل مع افتتاح الشمعة التالية
5. وقف الخسارة وراء آخر قاع/قمة
6. الهدف: نسبة 1:2 أو 1:3
نسبة نجاح عالية جدًّا عند الالتزام بشروط التأكيد.
📈 استراتيجية 2: تتبع الهيمنة
المبدأ: التداول مع القطب المهيمن (الكرة الأكبر والأكثر إضاءة)
الخطوات:
1. حدد القطب المهيمن (الأكبر حجماً والأكثر إضاءة)
2. تداول في اتجاهه
3. احذر عند تقارب الأحجام (صراع)
مناسبة للإطارات الزمنية الأعلى (H1+).
📈 استراتيجية 3: صيد الانعكاس
المبدأ: الدخول عكس الاتجاه عند ظروف معينة
الشروط:
- شدة حقل عالية (>30%)
- جهد متطرف (>±40%)
- تباعد مع السعر (مثل: قمة سعرية جديدة مع تراجع الجهد)
⚠️ عالية المخاطرة — استخدم حجم مركز صغير.
📈 استراتيجية 4: الدمج مع التحليل الفني
أمثلة تأكيد قوي:
- اختراق مقاومة + تفريغ صعودي = إشارة شراء ممتازة
- كسر دعم + تفريغ هبوطي = إشارة بيع ممتازة
- نموذج Head & Shoulders + جهد سالب متزايد = تأكيد النموذج
- تباعد RSI + شدة حقل عالية = انعكاس محتمل
█ التنبيهات الجاهزة
Bullish Discharge
- الشرط: discharge_prob ≥ 0.9 + جهد موجب + جميع الفلاتر
- الرسالة: "⚡ Bullish discharge"
- الاستخدام: فرصة شراء عالية الاحتمالية
Bearish Discharge
- الشرط: discharge_prob ≥ 0.9 + جهد سالب + جميع الفلاتر
- الرسالة: "⚡ Bearish discharge"
- الاستخدام: فرصة بيع عالية الاحتمالية
✅ نصيحة: استخدم هذه التنبيهات مع إعداد "Once Per Bar" لتجنب التكرار.
█ المخرجات في نافذة البيانات
Bias
- القيم: −1 / 0 / +1
- التفسير: −1 = هبوطي، 0 = حياد، +1 = صعودي
- الاستخدام: لدمجها في استراتيجيات آلية
Discharge %
- النطاق: 0–100%
- التفسير: احتمال التفريغ
- الاستخدام: مراقبة تدرّج التوتر (مثال: من 40% إلى 85% في 5 شموع)
Field Strength
- النطاق: 0–100%
- التفسير: شدة الصراع
- الاستخدام: تحديد "نافذة الفرص" (25–35% مثالية للتفريغ)
Voltage
- النطاق: −100% إلى +100%
- التفسير: ميزان القوى
- الاستخدام: مراقبة التطرف (تشبع شرائي/بيعي محتمل)
█ الإعدادات المثلى حسب أسلوب التداول
المضاربة (Scalping)
- الإطار: 1M–5M
- Lookback: 10–15
- Threshold: 0.5–0.6
- Sensitivity: 1.2–1.5
- الفلاتر: Volume + Volatility
التداول اليومي (Day Trading)
- الإطار: 15M–1H
- Lookback: 20
- Threshold: 0.7
- Sensitivity: 1.0
- الفلاتر: Volume + Volatility
السوينغ (Swing Trading)
- الإطار: 4H–D1
- Lookback: 30–50
- Threshold: 0.8
- Sensitivity: 0.8
- الفلاتر: Volatility + Trend
الاستثمار (Position Trading)
- الإطار: D1–W1
- Lookback: 50–100
- Threshold: 0.85–0.95
- Sensitivity: 0.5–0.8
- الفلاتر: جميع الفلاتر
█ نصائح للاستخدام الأمثل
1. ابدأ بالإعدادات الافتراضية
جرّبه أولًا كما هو، ثم عدّل حسب أسلوبك.
2. راقب التوافق بين العناصر
أفضل الإشارات عندما:
- الجهد واضح (>│20%│)
- شدة الحقل معتدلة–عالية (15–35%)
- احتمال التفريغ مرتفع (>70%)
3. استخدم أطر زمنية متعددة
- الإطار الأعلى: تحديد الاتجاه العام
- الإطار الأدنى: توقيت الدخول
- تأكد من توافق الإشارات بين الأطر
4. دمج مع أدوات أخرى
- مستويات الدعم/المقاومة
- خطوط الاتجاه
- أنماط الشموع
- مؤشرات الحجم
5. احترم إدارة المخاطرة
- لا تخاطر بأكثر من 1–2% من الحساب
- استخدم دائمًا وقف الخسارة
- لا تدخل كل الإشارات — اختر الأفضل
█ تحذيرات مهمة
⚠️ ليس للاستخدام المنفرد
المؤشر أداة تحليل مساعِدة — لا تستخدمه بمعزل عن التحليل الفني أو الأساسي.
⚠️ لا يتنبأ بالمستقبل
الحسابات مبنية على البيانات التاريخية — النتائج ليست مضمونة.
⚠️ الأسواق تختلف
قد تحتاج لضبط الإعدادات لكل سوق:
- العملات: تركّز على Volume Filter
- الأسهم: أضف Trend Filter
- الكريبتو: خفّض Threshold قليلًا (أكثر تقلّبًا)
⚠️ الأخبار والأحداث
المؤشر لا يأخذ في الاعتبار الأخبار المفاجئة — تجنّب التداول قبل/أثناء الأخبار الرئيسية.
█ الميزات الفريدة
✅ أول تطبيق للكهرومغناطيسية على الأسواق
نموذج رياضي مبتكر — ليس مجرد مؤشر عادي
✅ كشف استباقي للانفجارات السعرية
يُنبّه قبل حدوث الحركة — وليس بعدها
✅ تصفية متعددة الطبقات
4 فلاتر ذكية تقلل الإشارات الكاذبة إلى الحد الأدنى
✅ تكيف ذكي مع التقلب
يضبط حساسيته تلقائيًّا حسب ظروف السوق
✅ تمثيل بصري ثلاثي الأبعاد متحرك
يجعل القراءة فورية — حتى للمبتدئين
✅ مرونة عالية
يعمل على جميع الأصول: أسهم، عملات، كريبتو، سلع
✅ تنبيهات مدمجة جاهزة
لا حاجة لإعدادات معقدة — جاهز للاستخدام الفوري
█ خاتمة: عندما يلتقي الفن بالعلم
Market Electromagnetic Field ليس مجرد مؤشر — بل فلسفة تحليلية جديدة.
هو الجسر بين:
- دقة الفيزياء في وصف الأنظمة الديناميكية
- ذكاء السوق في توليد فرص التداول
- علم النفس البصري في تسهيل القراءة الفورية
النتيجة: أداة لا تُقرأ — بل تُشاهد، تُشعر، وتُستشعر.
عندما ترى الكرة الخضراء تتوسع، والتوهج يصفرّ، والجزيئات تندفع لليمين — فأنت لا ترى أرقامًا، بل ترى طاقة السوق تتنفّس.
⚠️ إخلاء مسؤولية:
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.
Herd Flow Oscillator — Volume Distribution Herd Flow Oscillator — Scientific Volume Distribution (herd-accurate rev)
A composite order-flow oscillator designed to surface true herding behavior — not just random bursts of buying or selling.
It’s built to detect when market participants start acting together, showing persistent, one-sided activity that statistically breaks away from normal market randomness.
Unlike traditional volume or momentum indicators, this tool doesn’t just look for “who’s buying” or “who’s selling.”
It tries to quantify crowd behavior by blending multiple statistical tests that describe how collective sentiment and coordination unfold in price and volume dynamics.
What it shows
The Herd Flow Oscillator works as a multi-layer detector of crowd-driven flow in the market. It examines how signed volume (buy vs. sell pressure) evolves, how persistent it is, and whether those actions are unusually coordinated compared to random expectations.
HerdFlow Composite (z) — the main signal line, showing how statistically extreme the current herding pressure is.
When this crosses above or below your set thresholds, it suggests a high probability of collective buying or selling.
You can optionally reveal component panels for deeper insight into why herding is detected:
DVI (Directional Volume Imbalance): Measures the ratio of bullish vs. bearish volume.
If it’s strongly positive, more volume is hitting the ask (buying); if negative, more is hitting the bid (selling).
LSV-style Herd Index : Inspired by academic finance measures of “herding.”
It compares how often volume is buying vs. selling versus what would happen by random chance.
If the result is significantly above chance, it means traders are collectively biased in one direction.
O rder-Flow Persistence (ρ 1..K): Averages autocorrelation of signed volume over several lags.
In simpler terms: checks if buying/selling pressure tends to continue in the same direction across bars.
Positive persistence = ongoing coordination, not just isolated trades.
Runs-Test Herding (−Z) : Statistical test that checks how often trade direction flips.
When there are fewer direction changes than expected, it means trades are clustering — a hallmark of herd behavior.
Skew (signed volume): Measures whether signed volume is heavily tilted to one side.
A positive skew means more aggressive buying bursts; a negative skew means more intense selling bursts.
CVD Slope (z): Looks at the slope of the Cumulative Volume Delta — essentially how quickly buy/sell pressure is accelerating.
It’s a short-term flow acceleration measure.
Shapes & background
▲ “BH” at the bottom = Bull Herding; ▼ “BH-” at the top = Bear Herding.
These markers appear when all conditions align to confirm a herding regime.
Persistence and clustering both confirm coordinated downside flow.
Core Windows
Primary Window (N) — the main sample length for herding calculations.
It’s like the "memory span" for detecting coordinated behavior. A longer N means smoother, more reliable signals.
Short Window (Nshort) — used for short-term measurements like imbalance and slope.
Smaller values react faster but can be noisy; larger values are steadier but slower.
Long Window (Nlong) — used for z-score normalization (statistical scaling).
This helps the indicator understand what’s “normal” behavior over a longer horizon, so it can spot when things deviate too far.
Autocorr lags (acLags) — how many steps to check when measuring persistence.
Higher values (e.g., 3–5) look further back to see if trends are truly continuing.
Calculation Options
Price Proxy for Tick Rule — defines how to decide if a trade is “buy” or “sell.”
hlc3 (average of high, low, and close) works as a neutral, smooth price proxy.
Use ATR for scaling — keeps signals comparable across assets and timeframes by dividing by volatility (ATR).
Prevents high-volatility periods from dominating the signal.
Median Filter (bars) — smooths out erratic data spikes without heavily lagging the response.
Odd values like 3 or 5 work best.
Signal Thresholds
Composite z-threshold — determines how extreme behavior must be before it counts as “herding.”
Higher values = fewer, more confident signals.
Imbalance threshold — the minimum directional volume imbalance to trigger interest.
Plotting
Show component panels — useful for analysts and developers who want to inspect the math behind signals.
Fill strong herding zones — purely visual aid to highlight key periods of coordinated trading.
How to use it (practical tips)
Understand the purpose: This is not just a “buy/sell” tool.
It’s a behavioral detector that identifies when traders or algorithms start acting in the same direction.
Timeframe flexibility:
15m–1h: reveals short-term crowd shifts.
4h–1D: better for swing-trade context and institutional positioning.
Combine with structure or trend:
When HerdFlow confirms a bullish regime during a breakout or retest, it adds confidence.
Conversely, a bearish cluster at resistance may hint at a crowd-driven rejection.
Threshold tuning:
To make it more selective, increase zThr and imbThr.
To make it more sensitive, lower those thresholds but expand your primary window N for smoother results.
Cross-market consistency:
Keep “Use ATR for scaling” enabled to maintain consistency across different instruments or timeframes.
Denoising:
A small median filter (3–5 bars) removes flicker from volume spikes but still preserves the essential crowd patterns.
Reading the components (why signals fire)
Each sub-metric describes a unique “dimension” of crowd behavior:
DVI: how imbalanced buying vs selling is.
Herd Index: how biased that imbalance is compared to random expectation.
Persistence (ρ): how continuous those flows are.
Runs-Test: how clumped together trades are — clustering means the crowd’s acting in sync.
Skew: how lopsided the volume distribution is — sudden surges of one-sided aggression.
CVD Slope: how strongly accelerating the current directional flow is.
When all of these line up, you’re seeing evidence that market participants are collectively moving in the same direction — i.e., true herding.
Delta Volume[integral]Delta Volume – Visualizing Accumulated Candle Dominance
This indicator measures and accumulates the net difference between bullish and bearish candle volumes over a user-defined range of bars. It integrates the volume dominance over time, offering traders a unique view into how buying or selling pressure has been distributed.
🔍 Concept & Logic
Delta Volume Calculation
For each bar, the script looks x to y bars back in time (e.g., from 10 bars ago to 5 bars ago) and:
Adds volume for bullish candles (close > open)
Subtracts volume for bearish candles (close < open)
This gives us a snapshot of volume dominance for that range.
What is Integration in This Context?
Integration, in this script, refers to the accumulation (summation) of these dominance differences over a period.
Much like integrating a function in calculus (i.e., area under the curve), here we are integrating the "net advantage" of buyers vs. sellers.
Over time, this builds a cumulative picture of directional pressure, showing whether buyers (positive integration) or sellers (negative integration) are in control.
Why It Matters
Unlike simple volume charts, this tool filters noise by focusing on who is dominating the market—buyers or sellers—and tracks that dominance over time.
It gives a macro-level view of pressure buildup, which can precede major breakouts or reversals.
📊 Visual Features
Buy Volume (green columns): Sum of volumes from bullish candles.
Sell Volume (red columns): Sum of volumes from bearish candles.
Candle Difference (white line): Net dominance difference (Buy - Sell).
Integrated Dominance Difference: Cumulative label showing the total buyer-seller dominance over the defined integration period.
Zero Line (dashed): Balance point.
🧠 Use Case
Detect divergences between price and cumulative volume pressure.
Confirm trend strength when integrated delta volume aligns with price movement.
Spot accumulation or distribution phases invisible on price action alone.
⚠️ If you're applying this to symbols with no volume data (e.g., certain Forex or indices), the script will stop with an error message.
Price and Volume Divergence Analyzer
How to Use the Indicator
Main Purpose:
Identify divergences between price movement, the volume line, and the weighted volume line to predict potential reversals.
Volume Line Explanation:
At zero: Equal buying and selling volume.
At 1: Double the buying volume vs. selling.
At -1: Double the selling volume vs. buying.
Divergence:
Price rising, volume line falling: Sellers offloading to buyers—likely reversal downward.
Price falling, volume line rising: Buyers stepping in—likely reversal upward.
Higher/Lower Volume Movement Line:
At zero: Equal volume required for price movement.
At 1: High efficiency—half the volume needed to move price.
At -1: Low efficiency—double the volume needed to move price.
Above volume line: Movement aligns with efficient volume.
Below volume line: Inefficient price movement.
Candle Fill Colors:
Shaded based on whether the current close is higher or lower than the previous close.
Settings Overview
EMA Settings:
Timeframe Selection:
Use a lower timeframe than your chart for accuracy. Avoid selecting a timeframe higher than your chart.
EMA Length Option:
Default: Sets lengths automatically (EMA = 14, EMA of EMA = 3).
User Input: Allows custom EMA length.
Calculation Type:
EMA: Standard exponential moving average.
EMA of EMA: Applies EMA three times for smoother values.
Volume Line Settings:
Line Width: Adjust thickness.
Colors:
More Buying: Green (default).
More Selling: Red (default).
Higher/Lower Volume Movement Line:
Line Width: Adjust thickness.
Colors:
Higher Volume Movement: Indicates higher volume required.
Lower Volume Movement: Indicates lower volume required.
Up/Down Candle Fill:
Colors:
Up Candle: Green (default).
Down Candle: Red (default).
Transparency: Adjust percentage for visibility.
Balance Line Settings:
Line Width and Color: Equilibrium line showing equal buying/selling volume at zero.
Market Trades PinescriptlabsThis algorithm is designed to emulate the true order book of exchanges by showing the quantity of transactions of an asset in real-time, while identifying patterns of high activity and volatility in the market through the analysis of volume and price movements. 📈 Below, I explain how to understand and use the information provided by the chart, along with the trades table:
Identification of High Activity Zones 🚀
The algorithm calculates the average volume and the rate of price change to detect areas with spikes in activity. This is visualized on the chart with labels "Volatility Spike Buy" and "Volatility Spike Sell":
Volatility Spike Buy: Indicates an unusual increase in volatility in the buying market, suggesting a potential surge in buying interest. 🟢
Volatility Spike Sell: Signals an increase in volatility in the selling market, which may indicate selling pressure or a sudden massive sell-off. 🔴
Market Trades Table 📋
The table provides a detailed view of the latest trades:
Price: Displays the price at which each trade was executed. 💵
Quantity (Traded): Indicates the amount of the asset traded. 💰
Type of Trade (Buy/Sell): Differentiates between buy (Buy) and sell (Sell) operations based on volume and strength. 🔄
Date and Time: Refers to the start of the calculated trading candle. ⏰
Recency: Identifies the most recent trade to facilitate tracking of current activity. 🔍
Analysis of Trade Imbalance ⚖️
The imbalance between buys and sells is calculated based on the volume of both. This indicator helps to understand whether the market has a tendency toward buying or selling, showing if there is greater strength on one side of the market.
A positive imbalance suggests more buying pressure. 📊
A negative imbalance indicates greater selling pressure. 📉
Volume Presentation
Visualizes the volume of buying and selling in the market, allowing the identification of buying or selling strength through the size of the volume candle. 🔍
Español :
"Este algoritmo está diseñado para emular el verdadero libro de órdenes de los intercambios al mostrar la cantidad de transacciones de un activo en tiempo real, mientras identifica patrones de alta actividad y volatilidad en el mercado a través del análisis de volumen y movimientos de precios. 📈 A continuación, explico cómo entender y usar la información proporcionada por el gráfico, junto con la tabla de operaciones:"
Identificación de Zonas de Alta Actividad 🚀
El algoritmo calcula el volumen promedio y la velocidad de cambio de precio para detectar zonas con picos de actividad. Esto se visualiza en el gráfico con etiquetas de "Volatility Spike Buy" y "Volatility Spike Sell":
Volatility Spike Buy: Indica un incremento inusual de volatilidad en el mercado de compra, sugiriendo un posible interés de compra elevado. 🟢
Volatility Spike Sell: Señala un incremento de volatilidad en el mercado de venta, lo cual puede indicar presión de venta o una venta masiva repentina. 🔴
Tabla de Operaciones en el Mercado (Market Trades) 📋
La tabla proporciona una vista detallada de las últimas operaciones:
Precio: Muestra el precio al cual se realizó cada operación. 💵
Cantidad (Transaccionada): Indica la cantidad del activo transaccionada. 💰
Tipo de operación (Buy/Sell): Diferencia entre operaciones de compra (Buy) y de venta (Sell), dependiendo del volumen y fuerza. 🔄
Fecha y Hora: Refleja el inicio de la vela de negociación calculada. ⏰
Recency: Identifica la operación más reciente para facilitar el seguimiento de la actividad actual. 🔍
Análisis de Desequilibrio de Operaciones (Imbalance) ⚖️
El desequilibrio entre compras y ventas se calcula con base en el volumen de ambas. Este indicador ayuda a entender si el mercado tiene una tendencia hacia la compra o venta, mostrando si hay una mayor fuerza en uno de los lados del mercado.
Un desequilibrio positivo sugiere más presión de compra. 📊
Un desequilibrio negativo indica mayor presión de venta. 📉
Presentación en Volumen
Visualiza el volumen de compra y venta en el mercado, permitiendo identificar mediante el tamaño de la vela de volumen la fuerza, ya sea compradora o vendedora. 🔍
The Amplifier - Two Day Historical Bitcoin Volatility PlotThe 3rd piece to the other two pieces to our CoT study. This is the Amplifier, which turns select signals into 'Super' Buys/Sells
The other two being the 'Bitcoin Insider CoT Delta', and the on chart Price indicator most will have, if no others the 'Hunt Bitcoin CoT Buy/Sell Signals' that will indicate the key signals, ave 4 a year on the chart as they occur.
Why Bother another CoT signal?
Its different & focused on the Insider's.
Performance -
This Indicator provided a
1. Signal 1 = 26th March 2019 = SUPER LONG at $4,500 that saw a near $14,000 run up
2. Signal 2 = 18th & 24th June 2019 = SHORT at the second & final level $11,700 after repeated attempts & failure in the $13K range, the mini Echo Bitcoin Bull of 2019
3. Signal 3 = 17th December 2019 = LONG $6,900, Bitcoin rallied to Mid $10,500's
4. Signal 4 = 18th Feb 2020 = SUPER SHORT from $9,700's to a final extreme Low of $3,000, calling the CV-19 collapse
5. Signal 5 = 17th March 2020 = LONG from $5,400 no closure point yet
6. Signal 6 = 29th June 2020 = SUPER LONG reiterate from $10,700 no closure sell signal yet
7. Signal 7 = 17th May 2020 = LONG another accumulate LONG with no sell signal yet generated at Post H&S's low of $33,000
Note - This indicator only commences March 2019, as Bitcoin futures were a recent introduction and needed to settle for 6 months in both use and data, no signals were meaningful prior & data was light.
What is Provided. - Please note the need to also add the Hunt Bitcoin Historical Volatility Indicator for full understanding.
We provide 3 things with the 3 indicators.
'Insider' indications from Largest players in the futures market.
1. Bitcoin Macro Buy Signals.
a) The Bitcoin Commitment of Traders results see us focus solely on Largest 4 Short Open Interest & Largest 4 Long Open Interest aspects of the CoT Release data.
When the difference - is tight, a kind of pinch, these have been great Buy signals in Bitcoin.
We call this difference the Delta & When Delta is 5% or less Bitcoin is a Buy.
2. Bitcoin Macro Sells.
a) A sell signal is Triggered in Bitcoin at any point the Largest 4 short OI > or = to 70
3. AMPLIFIER Trade signals 'Super' Longs or Shorts -
Extreme low volatility events leads to highly impulsive & volatile subsequent moves, if either of 1 or 2 above occur, combined with extreme low volatility
a 'Super Long' or 'SUPER SELL' is generated. In the case of the short side, given Bitcoins general expansive and MACRO Bull trend since inception, we seek an additional component
that is an extreme differential/Delta reading between 4 biggest Longs & Shorts OI.
Namely CoT Delta also must be > 47.5%
We also have a Cautionary level, where it is not necessarily a good idea to accumulate Bitcon, as a better opportunity lower may avail itself, see conditions below.
So the required logic explicitly stated below for all Signals.
1. Long - Hunt Bitcoin CoT Delta < or = 5
2. SUPER Long - Hunt Bitcoin CoT Delta < or = 5; and 2 Day Historical Bitcoin Volatility = or < 20
3. Short - Largest 4 Sellers OI = or > 70
4. SUPER Short - Largest 4 Sellers OI = or > 70; AND..
Hunt Bitcoin CoT Delta = or > 47.5 AND 2 Day Historical BTC Volatility = or < 20
5. Caution - Largest 4 Sellers OI = or > 67.5 AND Hunt Bitcoin CoT Delta = or > 45
WARNING SEE Notes Below
Note 1 - = Largest 4 Open Interest Shorts
Note 2 - = Largest 4 Open Interest Longs
Note 3 - = Hunt Cot Delta = (Largest 4 sellers OI) -( Largest 4 Buyers OI)
Caution = Avoid new Bitcoin Accumulation Right Now, A sell signal might follow Enter on next Long
Note 4 - The Hunt Bitcoin COT Delta signal is a Largest 'Insider' Tracking tool based on a segment of Commitment of Traders data on Bitcoin Futures, released once a week on a Friday.
It is a Macro Timeframe signal , and should not be used for Day trading and Short Timeframe analysis , Entries may be optimised after a Hunt Bitcoin CoT Signal is generated by separate shorter Timeframe analysis.
Note 5 - The Historical Bitcoin Volatility is an additional 'Amplifier' component to the 'Hunt Bitcoin Cot Delta' Insider Signal
Note 6 - The Historical Bitcoin Volatility criteria varies by timeframe, the above levels are those applying on a Two Day TF Chart, select this custom timeframe in Trading View.
if additional criteria are met for LONG & SHORT insider signals, they may become 'Super Longs/Shorts', see conditions box above.
Delta Volume EMA Strategy
================================================================================
DELTA VOLUME EMA STRATEGY - STRATEGY GUIDE 📊
================================================================================
💡 COLLABORATION & SUPPORT
---------------------------
If you want to collaborate, have an idea for a strategy, or need help writing
or customizing code, send an email to burdytrader@gmail.com or send me a
message. Suggestions, ideas, and comments are always welcome! 🤝
================================================================================
⚠️ IMPORTANT: INSTRUMENT SELECTION 📈
-------------------------------------
This strategy performs BEST with instruments that have a centralized data flow,
such as Futures contracts. Centralized markets provide more accurate and
reliable volume data, which is essential for Volume Delta analysis to work
effectively.
Why Futures? 🎯
- Centralized exchange = Accurate volume data
- All trades flow through a single exchange
- Volume reflects true buying/selling pressure
- Better correlation between volume and price movements
While the strategy can work with other instruments (stocks, forex, etc.),
volume data quality may vary, which can affect the reliability of Volume Delta
signals. For optimal performance, use Futures contracts or other instruments
with centralized, high-quality volume data.
================================================================================
WHAT DOES THIS STRATEGY DO? 🎯
---------------------------
This strategy uses Volume Delta analysis combined with Exponential Moving
Averages (EMA) to identify high-probability trading opportunities. The Volume
Delta measures the difference between buying and selling pressure, helping to
identify when strong institutional or smart money movements occur. The strategy
automatically enters trades when volume delta reaches extreme levels, indicating
potential trend continuation or reversal points.
HOW IT WORKS? ⚙️
---------------
1. VOLUME DELTA CALCULATION 📈
The strategy calculates the Volume Delta using the following formula:
- Volume Ratio (v) = Current Volume / Previous Volume
- EMA of Close (mac) = EMA(Close, MA Length) × Volume Ratio
- EMA of Open (mao) = EMA(Open, MA Length) × Volume Ratio
- Volume Delta (vd) = mac - mao
The Volume Delta shows:
- Positive values (green) = Buying pressure (buyers are more active)
- Negative values (red) = Selling pressure (sellers are more active)
2. VOLUME DELTA MOVING AVERAGE 📊
The strategy calculates an EMA of the Volume Delta (vdma) to smooth out
fluctuations and identify the overall trend of buying/selling pressure:
- vdma = EMA(Volume Delta, EMA Length)
- When vdma is above zero = Overall buying pressure
- When vdma is below zero = Overall selling pressure
3. PERCENTILE-BASED ENTRY CONDITIONS 🎲
Instead of using fixed thresholds, the strategy uses percentile analysis to
identify extreme volume delta movements:
For LONG entries:
- Analyzes seller volumes (negative volume delta) over the lookback period
- Calculates the percentile threshold (default: 80th percentile)
- Enters LONG when volume delta becomes positive AND exceeds the threshold
- This indicates a strong shift from selling to buying pressure
For SHORT entries:
- Analyzes buyer volumes (positive volume delta) over the lookback period
- Calculates the percentile threshold (default: 80th percentile)
- Enters SHORT when volume delta becomes negative AND exceeds the threshold
- This indicates a strong shift from buying to selling pressure
4. POSITION SIZING 💰
The strategy offers two position sizing methods:
a) RISK VALUE (Fixed Risk in Dollars):
- Calculates position size based on a fixed dollar risk amount
- Formula: Position Size = Risk Amount / (Entry Price × Stop Loss %)
- Ensures consistent risk per trade regardless of price level
b) LOTS SIZE:
- Uses a fixed lot size for all trades
- Simple and straightforward approach
- Useful when you want consistent position sizes
5. TAKE PROFIT & STOP LOSS SETTINGS 🎯
The strategy offers flexible TP/SL configuration in three modes:
a) PERCENTAGE (%):
- TP/SL calculated as a percentage of entry price
- Example: 2% TP means entry price × 1.02 (for LONG) or × 0.98 (for SHORT)
- Adapts automatically to different price levels
b) CURRENCY:
- TP/SL set as a fixed currency amount
- Example: $100 TP means entry price + $100 (for LONG) or - $100 (for SHORT)
- Useful for instruments with consistent price movements
c) PIPS:
- TP/SL set as a fixed number of pips
- Automatically converts pips to price using the instrument's minimum tick
- Ideal for forex and other pip-based instruments
6. AUTOMATIC TRADE EXECUTION ⚡
When entry conditions are met:
- Opens a position (LONG or SHORT) at market price
- Automatically sets Take Profit and Stop Loss based on selected mode
- Sends an alert with all trade information
- Only one position at a time (waits for current position to close)
AVAILABLE PARAMETERS ⚙️
----------------------
1. MA LENGTH (Default: 10)
- Length of the Exponential Moving Average used for close and open prices
- Lower values = More sensitive to recent price action
- Higher values = More smoothed, less sensitive
2. EMA LENGTH (Default: 20)
- Length of the EMA applied to Volume Delta
- Controls the smoothing of the volume delta signal
- Lower values = Faster signals, more trades
- Higher values = Slower signals, fewer but potentially more reliable trades
3. POSITION SIZE MODE
- "Risk Value": Calculate position size based on fixed dollar risk
- "Lots Size": Use fixed lot size for all trades
4. FIXED RISK IN $ (Default: 50)
- Only used when Position Size Mode = "Risk Value"
- The dollar amount you're willing to risk per trade
- Strategy calculates position size automatically
5. LOT SIZE (Default: 0.01)
- Only used when Position Size Mode = "Lots Size"
- Fixed lot size for all trades
6. TAKE PROFIT MODE
- "%": Percentage of entry price
- "Currency": Fixed currency amount
- "Pips": Fixed number of pips
7. STOP LOSS MODE
- "%": Percentage of entry price
- "Currency": Fixed currency amount
- "Pips": Fixed number of pips
8. TAKE PROFIT / STOP LOSS VALUES
- Different input fields appear based on selected mode
- Configure TP and SL independently
9. VOLUME LOOKBACK PERIOD (Default: 20)
- Number of bars used to calculate percentile thresholds
- Lower values = More sensitive, adapts faster to recent conditions
- Higher values = More stable, uses longer-term statistics
10. PERCENTILE THRESHOLD (Default: 80%)
- The percentile level used to identify extreme volume delta movements
- 80% means: only enter when volume delta exceeds 80% of recent values
- Higher values = Fewer but potentially stronger signals
- Lower values = More frequent signals
VISUALIZATION 📊
---------------
The strategy displays on the chart:
1. VOLUME DELTA COLUMNS
- Green columns = Positive volume delta (buying pressure)
- Red columns = Negative volume delta (selling pressure)
- Height represents the magnitude of buying/selling pressure
2. VOLUME DELTA MA AREA
- Two overlapping area plots showing the smoothed volume delta
- Black area (base layer) for overall visualization
- Green area (when positive) = Overall buying pressure trend
- Red area (when negative) = Overall selling pressure trend
- Helps identify the dominant market sentiment
3. ZERO LINE
- Horizontal line at zero
- Helps visualize when buying/selling pressure crosses the neutral point
ALERTS 🔔
--------
When enabled, the strategy sends alerts when a trade is opened. The alert
message includes:
- Direction: "Buy" for LONG positions or "Sell" for SHORT positions
- Entry Price: The price at which the position was opened
- TP (Take Profit): The target profit price
- SL (Stop Loss): The stop loss price
Example alert message:
"Buy | Entry: 1.2050 | TP: 1.2250 | SL: 1.1950"
Alerts can be configured in TradingView to send notifications via email,
SMS, webhooks, or other platforms.
RECOMMENDED SETTINGS 🎯
-----------------------
To get started, you can use these settings:
STRATEGY PARAMETERS:
- MA Length: 10 (default)
- EMA Length: 20 (default)
- Volume Lookback Period: 20 (default)
- Percentile Threshold: 80% (default)
POSITION SIZING:
- Position Size Mode: "Risk Value" (for risk management)
- Fixed Risk in $: Adjust based on your account size (e.g., 1-2% of account)
- OR use "Lots Size" with 0.01 lots for small accounts
TAKE PROFIT & STOP LOSS:
- TP Mode: "%" (recommended for most instruments)
- SL Mode: "%" (recommended for most instruments)
- Take Profit (%): 2.0% (adjust based on your risk/reward preference)
- Stop Loss (%): 1.0% (adjust based on your risk tolerance)
For Forex:
- Consider using "Pips" mode for TP/SL
- Typical values: 20-50 pips TP, 10-30 pips SL
For Stocks/Indices:
- Use "%" mode for TP/SL
- Typical values: 2-5% TP, 1-2% SL
PRACTICAL EXAMPLE 📝
-------------------
Scenario: LONG Entry on EUR/USD
1. Market conditions:
- Price: 1.1000
- Volume Delta becomes strongly positive
- Volume Delta exceeds 80th percentile of recent seller volumes
2. Strategy calculates:
- Entry Price: 1.1000 (current close)
- Position Size Mode: "Risk Value"
- Fixed Risk: $50
- Stop Loss Mode: "%"
- Stop Loss: 1.0%
- Position Size = $50 / (1.1000 × 0.01) = 4.55 lots
3. Strategy opens position:
- Direction: LONG (Buy)
- Entry: 1.1000
- Take Profit: 1.1220 (2% above entry)
- Stop Loss: 1.0890 (1% below entry)
- Alert sent: "Buy | Entry: 1.1000 | TP: 1.1220 | SL: 1.0890"
4. Outcome scenarios:
- If price rises to 1.1220 → Take Profit hit (profit)
- If price falls to 1.0890 → Stop Loss hit (loss limited to $50)
IMPORTANT NOTE ⚠️
-----------------
This strategy is a technical analysis tool based on volume delta analysis.
Like all trading strategies, it does NOT guarantee profits. Trading involves
significant risks and you can lose money, including your entire investment.
Past performance does not guarantee future results.
Always:
- Use appropriate risk management
- Never risk more than you can afford to lose
- Test the strategy on historical data (backtesting) before using real money
- Start with small position sizes or paper trading
- Understand that no strategy works 100% of the time
- Consider market conditions, news events, and other factors
- Keep a trading journal to learn and improve
The author and contributors are NOT responsible for any losses incurred from
using this strategy. Trading decisions are your own responsibility. Profits
are NOT guaranteed, and losses are possible.
LICENSE 📄
---------
This code is open source and available for modification. You are free to use,
modify, and distribute this strategy. If you republish or share a modified
version, please kindly mention the original author.
================================================================================
Futures Ultra CVD (Pure )Futures Ultra CVD (Pure)
Futures Ultra CVD (Pure) is a volume-driven Cumulative Volume Delta (CVD) indicator designed to expose real buying and selling pressure behind price movement. Unlike price-only indicators, this script analyzes how volume is distributed within each bar to determine whether aggressive buyers or sellers are in control, then tracks how that pressure evolves over time.
This version is intentionally pure and ungated: it does not rely on external symbols, market filters, session bias, or macro confirmation. All signals are derived strictly from price, volume, and delta behavior of the active chart, making it suitable for futures, equities, crypto, and FX.
Core Concept: How CVD Is Calculated
For each bar, volume is split into buying pressure and selling pressure using the bar’s price position:
Buying volume increases as price closes closer to the high
Selling volume increases as price closes closer to the low
The difference between buying and selling volume forms Delta:
Positive delta = net aggressive buying
Negative delta = net aggressive selling
This delta is then accumulated into Cumulative Volume Delta (CVD) using one of three user-selectable modes:
Total – running cumulative sum of all delta values
Periodic – rolling sum over a fixed lookback period
EMA – smoothed cumulative delta using an exponential average
This flexibility allows traders to choose between raw order-flow tracking or smoother, trend-like behavior depending on timeframe and instrument.
Visual Structure & Histogram Logic
The CVD is displayed as a column histogram, not a line, to emphasize momentum and pressure shifts.
Enhanced coloring provides additional context:
Brighter green/red bars indicate increasing momentum
Muted colors indicate stalling or weakening pressure
Optional footprint-style highlights appear when buy or sell volume overwhelms the opposite side by a user-defined imbalance factor
This allows traders to visually distinguish:
Strength vs weakness
Continuation vs exhaustion
Absorption and aggressive participation
Built-In Order Flow Signals
The script automatically detects and labels key order-flow events:
Strong Delta
Triggered when delta exceeds a user-defined threshold, highlighting unusually aggressive buying or selling.
Delta Surge
Detects sudden expansion in delta compared to the prior bar, often associated with breakout attempts or liquidation events.
Zero-Line Crosses
Marks transitions between net bullish and bearish participation as CVD crosses above or below zero.
CVD Continuation Logic (Trend Confirmation)
Beyond raw delta, the script evaluates CVD structure to identify continuation conditions:
A bullish continuation requires:
Positive and rising CVD
Strong buy delta
Confirmation from at least one of the following:
CVD above its EMA and SMA
Bullish price expansion
Sustained positive delta pressure
Bearish continuation follows the inverse logic.
These continuation signals are designed to confirm participation strength, not predict reversals.
Conflict Detection (Divergence Warning)
The indicator also flags conflict conditions, where:
Strong buying occurs while CVD remains negative
Strong selling occurs while CVD remains positive
These scenarios often precede failed breakouts, absorption zones, or short-term reversals and can be used as cautionary signals.
Alerts & Practical Use
All major events include built-in alerts:
Strong delta
Delta surge
CVD continuations
Zero-line crosses
Buy/sell imbalances
Conflict signals
Alerts can be set to trigger on bar close or intrabar in real time, depending on trader preference.
How Traders Typically Use This Indicator
Confirm breakouts with delta participation
Validate trends using CVD continuation instead of price alone
Identify absorption or exhaustion via conflicts and imbalances
Combine with price structure, VWAP, or market profile tools
This script is not a trading system by itself. It is a decision-support tool designed to reveal what price alone cannot: who is actually in control of the market.
On-Chart Symbols & What They Mean
This script uses a small number of visual symbols to communicate order-flow events clearly and consistently. All symbols are derived directly from the Cumulative Volume Delta calculations described above.
Δ+ (Green Up Arrow)
Strong Buy Delta
Indicates that buying pressure on the current bar exceeded the Strong Delta Threshold
Represents aggressive market buying dominating selling volume
Often appears during breakouts, trend acceleration, or initiative buying
This symbol does not imply direction by itself; it only confirms strong buyer participation.
Δ− (Red Down Arrow)
Strong Sell Delta
Indicates that selling pressure on the current bar exceeded the Strong Delta Threshold
Represents aggressive market selling dominating buying volume
Often appears during breakdowns, liquidation events, or initiative selling
Like Δ+, this symbol measures participation strength, not trade direction.
↑ (Green Label Up)
CVD Bullish Continuation
Appears when all of the following are present:
CVD is positive and increasing
Strong buy delta is detected
At least one confirmation condition is met:
CVD is above its EMA and SMA
Price shows bullish expansion
Consecutive positive delta bars (sustained buying pressure)
This symbol highlights trend continuation supported by volume, not a reversal signal.
↓ (Red Label Down)
CVD Bearish Continuation
Appears when:
CVD is negative and decreasing
Strong sell delta is detected
At least one confirmation condition is met:
CVD is below its EMA and SMA
Price shows bearish expansion
Consecutive negative delta bars (sustained selling pressure)
This indicates bearish continuation with participation confirmation.
Cyan / Orange Histogram Bars
Footprint-Style Volume Imbalance
Cyan bars indicate buy volume exceeds sell volume by the imbalance factor
Orange bars indicate sell volume exceeds buy volume by the imbalance factor
These bars highlight areas where one side is overwhelming the other, often associated with absorption, initiative moves, or failed auctions.
Bright vs Muted Histogram Colors
CVD Momentum State
Bright colors = CVD increasing in the direction of its current bias
Muted colors = CVD losing momentum or stalling
This allows quick visual identification of strengthening vs weakening participation.
Conflict Alerts (No Symbol by Default)
Delta vs CVD Disagreement
These conditions trigger alerts (but no fixed chart icon):
Strong buying while CVD remains negative
Strong selling while CVD remains positive
Conflicts often signal absorption, trap conditions, or short-term exhaustion.
Important Usage Notes
All symbols are informational, not trade entries.
Signals are calculated from price-based volume distribution, not true bid/ask data.
Results depend on the quality of volume data provided by the exchange and TradingView.
TTP IFVG Signals With EMA /ICT Gold scalpingThis script uses original logic and alerting rules. in Japan
finding ICT IFVG and EMA conditions.
#IFVG, Forex, ICT, EMA, Scalping, Indicator
This indicator automatically finds IFVG (Imbalance / Fair Value Gap) zones and gives you a buy or sell signal when price comes back and breaks out through that gap.
It also draws a colored box over the gap so you can see the zone visually, and it raises alerts when a new signal appears.
High-level logic:
On every bar, the script looks back up to “IFVG_GapBars” bars.
For each offset i it checks a 3-candle pattern:
– If the low of the newer candle is above the high of the older candle: bullish FVG (price jumped up, leaving a gap).
– If the high of the newer candle is below the low of the older candle: bearish FVG (price jumped down, leaving a gap).
When a valid FVG is found:
– For a bullish FVG it looks for a later close that breaks down through that gap (sell signal).
– For a bearish FVG it looks for a later close that breaks up through that gap (buy signal).
– A moving-average trend filter must agree (downtrend for sells, uptrend for buys).
– It checks that price has not already “filled” the gap before the breakout.
If all conditions are satisfied, it:
– Sets signal_dir = 1 for a buy, or -1 for a sell.
– Draws a box from the original FVG bar to the bar just before the breakout (extended a bit to the right), between the gap high and gap low.
– Plots an ▲ label for buys or ▼ label for sells.
– Triggers the corresponding alert conditions.
Now the parameters:
PipSizeMultilier (PipSizeManual)
Multiplies the symbol’s minimum tick size (syminfo.mintick).
It is used when converting “MinFVG_Pips” into an actual price distance.
If you feel the indicator is too sensitive (too many small gaps), you can increase this multiplier to effectively require a larger price difference.
TickSize
Internal value = syminfo.mintick * PipSizeMultiplier.
This is the actual price step the script uses as a “pip” when checking minimum gap size.
FVG Search Lookback (IFVG_GapBars)
How many bars back from the current bar the script will scan for a 3-candle FVG pattern.
Larger value = it can find older FVGs, but loop cost is higher.
Min FVG Size (Pips/Points) (MinFVG_Pips)
Minimum allowed size of the gap, measured in “pips/points” using TickSize.
If the vertical distance between the gap high and gap low is smaller than this, the gap is ignored.
0.0 means “no size filter” (every FVG is allowed).
FVG Epsilon (Price Units) (FVG_EpsPoints)
Tolerance for the FVG detection.
It is subtracted/added in the condition that checks “low > old high” or “high < old low”.
0.0 means strict gap (no overlap at all). A small positive epsilon allows tiny overlaps to still count as a gap.
Show IFVG Zones (ShowZones)
If true, the script draws a box over the IFVG zone when a signal is confirmed.
If false, no boxes are drawn; you only see the ▲ / ▼ markers and alerts.
Buy Zone Color (ZoneColorBuy)
Fill color and border color for boxes created from bearish FVGs that later produce a buy signal.
Sell Zone Color (ZoneColorSell)
Fill color and border color for boxes created from bullish FVGs that later produce a sell signal.
Box Extension (Bars) (BoxExtension)
How many extra bars to extend the right side of the box beyond the breakout bar.
The internal right coordinate is “bar_index - 1 + BoxExtension”.
Increase this if you want the zone to visually extend further into the future.
MA Period (MA_Period)
Lookback length of the moving average used as a trend filter.
MA Type (MA_Kind)
Type of moving average: “SMA” or “EMA”.
If SMA is chosen, the script uses ta.sma; if EMA, it uses ta.ema.
Moving-average filter behavior:
For sell signals (from bullish FVG): MA must be sloping down (MA < MA ) and price must be below MA.
For buy signals (from bearish FVG): MA must be sloping up (MA > MA ) and price must be above MA.
If these conditions are not satisfied, the FVG is ignored even if the gap and breakout conditions are met.
Signals and alerts:
signal_dir = 1 → buy signal, ▲ label below the bar, “IFVG Buy Alert” / “IFVG Buy/Sell Alert” can fire.
signal_dir = -1 → sell signal, ▼ label above the bar, “IFVG Sell Alert” / “IFVG Buy/Sell Alert” can fire.
signal_dir = 0 → no new signal on this bar.
In short:
This indicator finds 3-candle IFVG gaps, filters them by size and trend, waits for a clean breakout through the gap, draws a box on the original gap zone, and gives you a clear buy or sell signal plus alerts.
Market Profile Dominance Analyzer# Market Profile Dominance Analyzer
## 📊 OVERVIEW
**Market Profile Dominance Analyzer** is an advanced multi-factor indicator that combines Market Profile methodology with composite dominance scoring to identify buyer and seller strength across higher timeframes. Unlike traditional volume profile indicators that only show volume distribution, or simple buyer/seller indicators that only compare candle colors, this script integrates six distinct analytical components into a unified dominance measurement system.
This indicator helps traders understand **WHO controls the market** by analyzing price position relative to Market Profile key levels (POC, Value Area) combined with volume distribution, momentum, and trend characteristics.
## 🎯 WHAT MAKES THIS ORIGINAL
### **Hybrid Analytical Approach**
This indicator uniquely combines two separate methodologies that are typically analyzed independently:
1. **Market Profile Analysis** - Calculates Point of Control (POC) and Value Area (VA) using volume distribution across price channels on higher timeframes
2. **Multi-Factor Dominance Scoring** - Weights six independent factors to produce a composite dominance index
### **Six-Factor Composite Analysis**
The dominance score integrates:
- Price position relative to POC (equilibrium assessment)
- Price position relative to Value Area boundaries (acceptance/rejection zones)
- Volume imbalance within Value Area (institutional bias detection)
- Price momentum (directional strength)
- Volume trend comparison (participation analysis)
- Normalized Value Area position (precise location within fair value zone)
### **Adaptive Higher Timeframe Integration**
The script features an intelligent auto-selection system that automatically chooses appropriate higher timeframes based on the current chart period, ensuring optimal Market Profile structure regardless of the trading timeframe being analyzed.
## 💡 HOW IT WORKS
### **Market Profile Construction**
The indicator builds a Market Profile structure on a higher timeframe by:
1. **Session Identification** - Detects new higher timeframe sessions using `request.security()` to ensure accurate period boundaries
2. **Data Accumulation** - Stores high, low, and volume data for all bars within the current higher timeframe session
3. **Channel Distribution** - Divides the session's price range into configurable channels (default: 20 rows)
4. **Volume Mapping** - Distributes each bar's volume proportionally across all price channels it touched
### **Key Level Calculation**
**Point of Control (POC)**
- Identifies the price channel with the highest accumulated volume
- Represents the price level where the most trading activity occurred
- Serves as a magnetic level where price often returns
**Value Area (VA)**
- Starts at POC and expands both upward and downward
- Includes channels until reaching the specified percentage of total volume (default: 70%)
- Expansion algorithm compares adjacent volumes and prioritizes the direction with higher activity
- Defines the "fair value" zone where most market participants agreed to trade
### **Dominance Score Formula**
```
Dominance Score = (price_vs_poc × 10) +
(price_vs_va × 5) +
(volume_imbalance × 0.5) +
(price_momentum × 100) +
(volume_trend × 5) +
(va_position × 15)
```
**Component Breakdown:**
- **price_vs_poc**: +1 if above POC, -1 if below (shows which side of equilibrium)
- **price_vs_va**: +2 if above VAH, -2 if below VAL, 0 if inside VA
- **volume_imbalance**: Percentage difference between upper and lower VA volumes
- **price_momentum**: 5-period SMA of price change (directional acceleration)
- **volume_trend**: Compares 5-period vs 20-period volume averages
- **va_position**: Normalized position within Value Area (-1 to +1)
The composite score is then smoothed using EMA with configurable sensitivity to reduce noise while maintaining responsiveness.
### **Market State Determination**
- **BUYERS Dominant**: Smooth dominance > +10 (bullish control)
- **SELLERS Dominant**: Smooth dominance < -10 (bearish control)
- **NEUTRAL**: Between -10 and +10 (balanced market)
## 📈 HOW TO USE THIS INDICATOR
### **Trend Identification**
- **Green background** indicates buyers are in control - look for long opportunities
- **Red background** indicates sellers are in control - look for short opportunities
- **Gray background** indicates neutral market - consider range-bound strategies
### **Signal Interpretation**
**Buy Signals** (green triangle) appear when:
- Dominance crosses above -10 from oversold conditions
- Previous state was not already bullish
- Suggests shift from seller to buyer control
**Sell Signals** (red triangle) appear when:
- Dominance crosses below +10 from overbought conditions
- Previous state was not already bearish
- Suggests shift from buyer to seller control
### **Value Area Context**
Monitor the information table (top-right) to understand market structure:
- **Price vs POC**: Shows if trading above/below equilibrium
- **Volume Imbalance**: Positive values favor buyers, negative favors sellers
- **Market State**: Current dominant force (BUYERS/SELLERS/NEUTRAL)
### **Multi-Timeframe Strategy**
The auto-timeframe feature analyzes higher timeframe structure:
- On 1-minute charts → analyzes 2-hour structure
- On 5-minute charts → analyzes Daily structure
- On 15-minute charts → analyzes Weekly structure
- On Daily charts → analyzes Yearly structure
This higher timeframe context helps avoid counter-trend trades against the dominant force.
### **Confluence Trading**
Strongest signals occur when multiple factors align:
1. Price above VAH + positive volume imbalance + buyers dominant = Strong bullish setup
2. Price below VAL + negative volume imbalance + sellers dominant = Strong bearish setup
3. Price at POC + neutral state = Potential breakout/breakdown pivot
## ⚙️ INPUT PARAMETERS
- **Higher Time Frame**: Select specific HTF or use 'Auto' for intelligent selection
- **Value Area %**: Percentage of volume contained in VA (default: 70%)
- **Show Buy/Sell Signals**: Toggle signal triangles visibility
- **Show Dominance Histogram**: Toggle histogram display
- **Signal Sensitivity**: EMA period for dominance smoothing (1-20, default: 5)
- **Number of Channels**: Market Profile resolution (10-50, default: 20)
- **Color Settings**: Customize buyer, seller, and neutral colors
## 🎨 VISUAL ELEMENTS
- **Histogram**: Shows smoothed dominance score (green = buyers, red = sellers)
- **Zero Line**: Neutral equilibrium reference
- **Overbought/Oversold Lines**: ±50 levels marking extreme dominance
- **Background Color**: Highlights current market state
- **Information Table**: Displays key metrics (state, dominance, POC relationship, volume imbalance, timeframe, bars in session, total volume)
- **Signal Shapes**: Triangle markers for buy/sell signals
## 🔔 ALERTS
The indicator includes three alert conditions:
1. **Buyers Dominate** - Fires on buy signal crossovers
2. **Sellers Dominate** - Fires on sell signal crossovers
3. **Dominance Shift** - Fires when dominance crosses zero line
## 📊 BEST PRACTICES
### **Timeframe Selection**
- **Scalping (1-5min)**: Focus on 2H-4H dominance shifts
- **Day Trading (15-60min)**: Monitor Daily and Weekly structure
- **Swing Trading (4H-Daily)**: Track Weekly and Monthly dominance
### **Confirmation Strategies**
1. **Trend Following**: Enter in direction of dominance above/below ±20
2. **Reversal Trading**: Fade extreme readings beyond ±50 when diverging with price
3. **Breakout Trading**: Look for dominance expansion beyond ±30 with increasing volume
### **Risk Management**
- Avoid trading during NEUTRAL states (dominance between -10 and +10)
- Use POC levels as logical stop-loss placement
- Consider VAH/VAL as profit targets for mean reversion
## ⚠️ LIMITATIONS & WARNINGS
**Data Requirements**
- Requires sufficient historical data on current chart (minimum 100 bars recommended)
- Lower timeframes may show fewer bars per HTF session initially
- More accurate results after several complete HTF sessions have formed
**Not a Standalone System**
- This indicator analyzes market structure and participant control
- Should be combined with price action, support/resistance, and risk management
- Does not guarantee profitable trades - past dominance does not predict future results
**Repainting Characteristics**
- Higher timeframe levels (POC, VAH, VAL) update as new bars form within the session
- Dominance score recalculates with each new bar
- Historical signals remain fixed, but current session data is developing
**Volume Limitations**
- Uses exchange-provided volume data which varies by instrument type
- Forex and some CFDs use tick volume (not actual transaction volume)
- Most accurate on instruments with reliable volume data (stocks, futures, crypto)
## 🔍 TECHNICAL NOTES
**Performance Optimization**
- Uses `max_bars_back=5000` for extended historical analysis
- Efficient array management prevents memory issues
- Automatic cleanup of session data on new period
**Calculation Method**
- Market Profile uses actual volume distribution, not TPO (Time Price Opportunity)
- Value Area expansion follows traditional Market Profile auction theory
- All calculations occur on the chart's current symbol and timeframe
## 📚 EDUCATIONAL VALUE
This indicator helps traders understand:
- How institutional traders use Market Profile to identify fair value
- The relationship between price, volume, and market acceptance
- Multi-factor analysis techniques for assessing market conditions
- The importance of higher timeframe structure in trade planning
## 🎓 RECOMMENDED READING
To better understand the concepts behind this indicator:
- "Mind Over Markets" by James Dalton (Market Profile foundations)
- "Markets in Profile" by James Dalton (Value Area analysis)
- Volume Profile analysis in institutional trading
## 💬 USAGE TERMS
This indicator is provided as an educational and analytical tool. It does not constitute financial advice, investment recommendations, or trading signals. Users are responsible for their own trading decisions and should conduct their own research and due diligence.
Trading involves substantial risk of loss. Past performance does not guarantee future results. Always use proper risk management and never risk more than you can afford to lose.
Seasonality Heatmap [QuantAlgo]🟢 Overview
The Seasonality Heatmap analyzes years of historical data to reveal which months and weekdays have consistently produced gains or losses, displaying results through color-coded tables with statistical metrics like consistency scores (1-10 rating) and positive occurrence rates. By calculating average returns for each calendar month and day-of-week combination, it identifies recognizable seasonal patterns (such as which months or weekdays tend to rally versus decline) and synthesizes this into actionable buy low/sell high timing possibilities for strategic entries and exits. This helps traders and investors spot high-probability seasonal windows where assets have historically shown strength or weakness, enabling them to align positions with recurring bull and bear market patterns.
🟢 How It Works
1. Monthly Heatmap
How % Return is Calculated:
The indicator fetches monthly closing prices (or Open/High/Low based on user selection) and calculates the percentage change from the previous month:
(Current Month Price - Previous Month Price) / Previous Month Price × 100
Each cell in the heatmap represents one month's return in a specific year, creating a multi-year historical view
Colors indicate performance intensity: greener/brighter shades for higher positive returns, redder/brighter shades for larger negative returns
What Averages Mean:
The "Avg %" row displays the arithmetic mean of all historical returns for each calendar month (e.g., averaging all Januaries together, all Februaries together, etc.)
This metric identifies historically recurring patterns by showing which months have tended to rise or fall on average
Positive averages indicate months that have typically trended upward; negative averages indicate historically weaker months
Example: If April shows +18.56% average, it means April has averaged a 18.56% gain across all years analyzed
What Months Up % Mean:
Shows the percentage of historical occurrences where that month had a positive return (closed higher than the previous month)
Calculated as:
(Number of Months with Positive Returns / Total Months) × 100
Values above 50% indicate the month has been positive more often than negative; below 50% indicates more frequent negative months
Example: If October shows "64%", then 64% of all historical Octobers had positive returns
What Consistency Score Means:
A 1-10 rating that measures how predictable and stable a month's returns have been
Calculated using the coefficient of variation (standard deviation / mean) - lower variation = higher consistency
High scores (8-10, green): The month has shown relatively stable behavior with similar outcomes year-to-year
Medium scores (5-7, gray): Moderate consistency with some variability
Low scores (1-4, red): High variability with unpredictable behavior across different years
Example: A consistency score of 8/10 indicates the month has exhibited recognizable patterns with relatively low deviation
What Best Means:
Shows the highest percentage return achieved for that specific month, along with the year it occurred
Reveals the maximum observed upside and identifies outlier years with exceptional performance
Useful for understanding the range of possible outcomes beyond the average
Example: "Best: 2016: +131.90%" means the strongest January in the dataset was in 2016 with an 131.90% gain
What Worst Means:
Shows the most negative percentage return for that specific month, along with the year it occurred
Reveals maximum observed downside and helps understand the range of historical outcomes
Important for risk assessment even in months with positive averages
Example: "Worst: 2022: -26.86%" means the weakest January in the dataset was in 2022 with a 26.86% loss
2. Day-of-Week Heatmap
How % Return is Calculated:
Calculates the percentage change from the previous day's close to the current day's price (based on user's price source selection)
Returns are aggregated by day of the week within each calendar month (e.g., all Mondays in January, all Tuesdays in January, etc.)
Each cell shows the average performance for that specific day-month combination across all historical data
Formula:
(Current Day Price - Previous Day Close) / Previous Day Close × 100
What Averages Mean:
The "Avg %" row at the bottom aggregates all months together to show the overall average return for each weekday
Identifies broad weekly patterns across the entire dataset
Calculated by summing all daily returns for that weekday across all months and dividing by total observations
Example: If Monday shows +0.04%, Mondays have averaged a 0.04% change across all months in the dataset
What Days Up % Mean:
Shows the percentage of historical occurrences where that weekday had a positive return
Calculated as:
(Number of Positive Days / Total Days Observed) × 100
Values above 50% indicate the day has been positive more often than negative; below 50% indicates more frequent negative days
Example: If Fridays show "54%", then 54% of all Fridays in the dataset had positive returns
What Consistency Score Means:
A 1-10 rating measuring how stable that weekday's performance has been across different months
Based on the coefficient of variation of daily returns for that weekday across all 12 months
High scores (8-10, green): The weekday has shown relatively consistent behavior month-to-month
Medium scores (5-7, gray): Moderate consistency with some month-to-month variation
Low scores (1-4, red): High variability across months, with behavior differing significantly by calendar month
Example: A consistency score of 7/10 for Wednesdays means they have performed with moderate consistency throughout the year
What Best Means:
Shows which calendar month had the strongest average performance for that specific weekday
Identifies favorable day-month combinations based on historical data
Format shows the month abbreviation and the average return achieved
Example: "Best: Oct: +0.20%" means Mondays averaged +0.20% during October months in the dataset
What Worst Means:
Shows which calendar month had the weakest average performance for that specific weekday
Identifies historically challenging day-month combinations
Useful for understanding which month-weekday pairings have shown weaker performance
Example: "Worst: Sep: -0.35%" means Tuesdays averaged -0.35% during September months in the dataset
3. Optimal Timing Table/Summary Table
→ Best Month to BUY: Identifies the month with the lowest average return (most negative or least positive historically), representing periods where prices have historically been relatively lower
Based on the observation that buying during historically weaker months may position for subsequent recovery
Shows the month name, its average return, and color-coded performance
Example: If May shows -0.86% as "Best Month to BUY", it means May has historically averaged -0.86% in the analyzed period
→ Best Month to SELL: Identifies the month with the highest average return (most positive historically), representing periods where prices have historically been relatively higher
Based on historical strength patterns in that month
Example: If July shows +1.42% as "Best Month to SELL", it means July has historically averaged +1.42% gains
→ 2nd Best Month to BUY: The second-lowest performing month based on average returns
Provides an alternative timing option based on historical patterns
Offers flexibility for staged entries or when the primary month doesn't align with strategy
Example: Identifies the next-most favorable historical buying period
→ 2nd Best Month to SELL: The second-highest performing month based on average returns
Provides an alternative exit timing based on historical data
Useful for staged profit-taking or multiple exit opportunities
Identifies the secondary historical strength period
Note: The same logic applies to "Best Day to BUY/SELL" and "2nd Best Day to BUY/SELL" rows, which identify weekdays based on average daily performance across all months. Days with lowest averages are marked as buying opportunities (historically weaker days), while days with highest averages are marked for selling (historically stronger days).
🟢 Examples
Example 1: NVIDIA NASDAQ:NVDA - Strong May Pattern with High Consistency
Analyzing NVIDIA from 2015 onwards, the Monthly Heatmap reveals May averaging +15.84% with 82% of months being positive and a consistency score of 8/10 (green). December shows -1.69% average with only 40% of months positive and a low 1/10 consistency score (red). The Optimal Timing table identifies December as "Best Month to BUY" and May as "Best Month to SELL." A trader recognizes this high-probability May strength pattern and considers entering positions in late December when prices have historically been weaker, then taking profits in May when the seasonal tailwind typically peaks. The high consistency score in May (8/10) provides additional confidence that this pattern has been relatively stable year-over-year.
Example 2: Crypto Market Cap CRYPTOCAP:TOTALES - October Rally Pattern
An investor examining total crypto market capitalization notices September averaging -2.42% with 45% of months positive and 5/10 consistency, while October shows a dramatic shift with +16.69% average, 90% of months positive, and an exceptional 9/10 consistency score (blue). The Day-of-Week heatmap reveals Mondays averaging +0.40% with 54% positive days and 9/10 consistency (blue), while Thursdays show only +0.08% with 1/10 consistency (yellow). The investor uses this multi-layered analysis to develop a strategy: enter crypto positions on Thursdays during late September (combining the historically weak month with the less consistent weekday), then hold through October's historically strong period, considering exits on Mondays when intraweek strength has been most consistent.
Example 3: Solana BINANCE:SOLUSDT - Extreme January Seasonality
A cryptocurrency trader analyzing Solana observes an extraordinary January pattern: +59.57% average return with 60% of months positive and 8/10 consistency (teal), while May shows -9.75% average with only 33% of months positive and 6/10 consistency. August also displays strength at +59.50% average with 7/10 consistency. The Optimal Timing table confirms May as "Best Month to BUY" and January as "Best Month to SELL." The Day-of-Week data shows Sundays averaging +0.77% with 8/10 consistency (teal). The trader develops a seasonal rotation strategy: accumulate SOL positions during May weakness, hold through the historically strong January period (which has shown this extreme pattern with reasonable consistency), and specifically target Sunday exits when the weekday data shows the most recognizable strength pattern.
ATAI Volume Pressure Analyzer V 1.0 — Pure Up/DownATAI Volume Pressure Analyzer V 1.0 — Pure Up/Down
Overview
Volume is a foundational tool for understanding the supply–demand balance. Classic charts show only total volume and don’t tell us what portion came from buying (Up) versus selling (Down). The ATAI Volume Pressure Analyzer fills that gap. Built on Pine Script v6, it scans a lower timeframe to estimate Up/Down volume for each host‑timeframe candle, and presents “volume pressure” in a compact HUD table that’s comparable across symbols and timeframes.
1) Architecture & Global Settings
Global Period (P, bars)
A single global input P defines the computation window. All measures—host‑TF volume moving averages and the half‑window segment sums—use this length. Default: 55.
Timeframe Handling
The core of the indicator is estimating Up/Down volume using lower‑timeframe data. You can set a custom lower timeframe, or rely on auto‑selection:
◉ Second charts → 1S
◉ Intraday → 1 minute
◉ Daily → 5 minutes
◉ Otherwise → 60 minutes
Lower TFs give more precise estimates but shorter history; higher TFs approximate buy/sell splits but provide longer history. As a rule of thumb, scan thin symbols at 5–15m, and liquid symbols at 1m.
2) Up/Down Volume & Derived Series
The script uses TradingView’s library function tvta.requestUpAndDownVolume(lowerTf) to obtain three values:
◉ Up volume (buyers)
◉ Down volume (sellers)
◉ Delta (Up − Down)
From these we define:
◉ TF_buy = |Up volume|
◉ TF_sell = |Down volume|
◉ TF_tot = TF_buy + TF_sell
◉ TF_delta = TF_buy − TF_sell
A positive TF_delta indicates buyer dominance; a negative value indicates selling pressure. To smooth noise, simple moving averages of TF_buy and TF_sell are computed over P and used as baselines.
3) Key Performance Indicators (KPIs)
Half‑window segmentation
To track momentum shifts, the P‑bar window is split in half:
◉ C→B: the older half
◉ B→A: the newer half (toward the current bar)
For each half, the script sums buy, sell, and delta. Comparing the two halves reveals strengthening/weakening pressure. Example: if AtoB_delta < CtoB_delta, recent buying pressure has faded.
[ 4) HUD (Table) Display /i]
Colors & Appearance
Two main color inputs define the theme: a primary color and a negative color (used when Δ is negative). The panel background uses a translucent version of the primary color; borders use the solid primary color. Text defaults to the primary color and flips to the negative color when a block’s Δ is negative.
Layout
The HUD is a 4×5 table updated on the last bar of each candle:
◉ Row 1 (Meta): indicator name, P length, lower TF, host TF
◉ Row 2 (Host TF): current ↑Buy, ↓Sell, ΔDelta; plus Σ total and SMA(↑/↓)
◉ Row 3 (Segments): C→B and B→A blocks with ↑/↓/Δ
◉ Rows 4–5: reserved for advanced modules (Wings, α/β, OB/OS, Top
5) Advanced Modules
5.1 Wings
“Wings” visualize volume‑driven movement over C→B (left wing) and B→A (right wing) with top/bottom lines and a filled band. Slopes are ATR‑per‑bar normalized for cross‑symbol/TF comparability and converted to angles (degrees). Coloring mirrors HUD sign logic with a near‑zero threshold (default ~3°):
◉ Both lines rising → blue (bullish)
◉ Both falling → red (bearish)
◉ Mixed/near‑zero → gray
Left wing reflects the origin of the recent move; right wing reflects the current state.
5.2 α / β at Point B
We compute the oriented angle between the two wings at the midpoint B:
β is the bottom‑arc angle; α = 360° − β is the top‑arc angle.
◉ Large α (>180°) or small β (<180°) flags meaningful imbalance.
◉ Intuition: large α suggests potential selling pressure; small β implies fragile support. HUD cells highlight these conditions.
5.3 OB/OS Spike
OverBought/OverSold (OB/OS) labels appear when directional volume spikes align with a 7‑oscillator vote (RSI, Stoch, %R, CCI, MFI, DeMarker, StochRSI).
◉ OB label (red): unusually high sell volume + enough OB votes
◉ OS label (teal): unusually high buy volume + enough OS votes
Minimum votes and sync window are user‑configurable; dotted connectors can link labels to the candle wick.
5.4 Top3 Volume Peaks
Within the P window the script ranks the top three BUY peaks (B1–B3) and top three SELL peaks (S1–S3).
◉ B1 and S1 are drawn as horizontal resistance (at B1 High) and support (at S1 Low) zones with adjustable thickness (ticks/percent/ATR).
◉ The HUD dedicates six cells to show ↑/↓/Δ for each rank, and prints the exact High (B1) and Low (S1) inline in their cells.
6) Reading the HUD — A Quick Checklist
◉ Meta: Confirm P and both timeframes (host & lower).
◉ Host TF block: Compare current ↑/↓/Δ against their SMAs.
◉ Segments: Contrast C→B vs B→A deltas to gauge momentum change.
◉ Wings: Right‑wing color/angle = now; left wing = recent origin.
◉ α / β: Look for α > 180° or β < 180° as imbalance cues.
◉ OB/OS: Note labels, color (red/teal), and the vote count.
◉Top3: Keep B1 (resistance) and S1 (support) on your radar.
Use these together to sketch scenarios and invalidation levels; never rely on a single signal in isolation.
[ 7) Example Highlights (What the table conveys) /i]
◉ Row 1 shows the indicator name, the analysis length P (default 55), and both TFs used for computation and display.
◉ B1 / S1 blocks summarize each side’s peak within the window, with Δ indicating buyer/seller dominance at that peak and inline price (B1 High / S1 Low) for actionable levels.
◉ Angle cells for each wing report the top/bottom line angles vs. the horizontal, reflecting the directional posture.
◉ Ranks B2/B3 and S2/S3 extend context beyond the top peak on each side.
◉ α / β cells quantify the orientation gap at B; changes reflect shifting buyer/seller influence on trend strength.
Together these visuals often reveal whether the “wings” resemble a strong, upward‑tilted arm supported by buyer volume—but always corroborate with your broader toolkit
8) Practical Tips & Tuning
◉ Choose P by market structure. For daily charts, 34–89 bars often works well.
◉ Lower TF choice: Thin symbols → 5–15m; liquid symbols → 1m.
◉ Near‑zero angle: In noisy markets, consider 5–7° instead of 3°.
◉ OB/OS votes: Daily charts often work with 3–4 votes; lower TFs may prefer 4–5.
◉ Zone thickness: Tie B1/S1 zone thickness to ATR so it scales with volatility.
◉ Colors: Feel free to theme the primary/negative colors; keep Δ<0 mapped to the negative color for readability.
Combine with price action: Use this indicator alongside structure, trendlines, and other tools for stronger decisions.
Technical Notes
Pine Script v6.
◉ Up/Down split via TradingView/ta library call requestUpAndDownVolume(lowerTf).
◉ HUD‑first design; drawings for Wings/αβ/OBOS/Top3 align with the same sign/threshold logic used in the table.
Disclaimer: This indicator is provided solely for educational and analytical purposes. It does not constitute financial advice, nor is it a recommendation to buy or sell any security. Always conduct your own research and use multiple tools before making trading decisions.
Aggressive Volume 📊 Indicator: Aggressive Volume – Simulated Buy/Sell Pressure
Aggressive Volume estimates delta volume using candle data to simulate the market’s internal buy/sell pressure. It helps visualize how aggressive buyers or sellers are moving the price without needing full order flow access.
⚙️ How It Works:
Calculates simulated delta volume based on candle direction and volume.
Bullish candles (close > open) suggest dominance by buyers.
Bearish candles (close < open) suggest dominance by sellers.
Delta is the difference between simulated buying and selling pressure.
🔍 Key Features:
Visual bars showing aggressive buyer vs seller dominance
Helps spot trend strength, momentum bursts, and potential reversals
Simple, effective, and compatible with any timeframe
Lightweight and ideal for scalping, day trading, and swing trading
💡 How to Use:
Look for strong positive delta during bullish trends for confirmation.
Watch for delta weakening or divergence as potential reversal signals.
Combine with trend indicators or price action for enhanced accuracy.
📊 Indicador: Volume Agressivo – Pressão de Compra/Venda Simulada
Volume Agressivo estima o delta de volume utilizando dados dos candles para simular a pressão interna de compra/venda do mercado. Ele ajuda a visualizar como os compradores ou vendedores agressivos estão movendo o preço, sem precisar de acesso completo ao fluxo de ordens.
⚙️ Como Funciona:
Calcula o delta de volume simulado com base na direção do candle e no volume.
Candles de alta (fechamento > abertura) indicam predominância de compradores.
Candles de baixa (fechamento < abertura) indicam predominância de vendedores.
O delta é a diferença entre a pressão de compra e venda simulada.
🔍 Principais Funcionalidades:
Barras visuais mostrando a dominância de compradores vs vendedores agressivos
Ajuda a identificar a força da tendência, explosões de momentum e possíveis reversões
Simples, eficaz e compatível com qualquer período de tempo
Leve e ideal para scalping, day trading e swing trading
💡 Como Usar:
Procure por delta positivo forte durante tendências de alta para confirmação.
Observe o delta enfraquecendo ou divergências como sinais de possível reversão.
Combine com indicadores de tendência ou price action para maior precisão.
Nef33-Volume Footprint ApproximationDescription of the "Volume Footprint Approximation" Indicator
Purpose
The "Volume Footprint Approximation" indicator is a tool designed to assist traders in analyzing market volume dynamics and anticipating potential trend changes in price. It is inspired by the concept of a volume footprint chart, which visualizes the distribution of trading volume across different price levels. However, since TradingView does not provide detailed intrabar data for all users, this indicator approximates the behavior of a footprint chart by using available volume and price data (open, close, volume) to classify volume as buy or sell, calculate volume delta, detect imbalances, and generate trend change signals.
The indicator is particularly useful for identifying areas of high buying or selling activity, imbalances between supply and demand, delta divergences, and potential reversal points in the market. It provides specific signals for bullish and bearish trend changes, making it suitable for traders looking to trade reversals or confirm trends.
How It Works
The indicator uses volume and price data from each candlestick to perform the following calculations:
Volume Classification:
Classifies the volume of each candlestick as "buy" or "sell" based on price movement:
If the closing price is higher than the opening price (close > open), the volume is classified as "buy."
If the closing price is lower than the opening price (close < open), the volume is classified as "sell."
If the closing price equals the opening price (close == open), it compares with the previous close to determine the direction:
If the current close is higher than the previous close, it is classified as "buy."
If the current close is lower than the previous close, it is classified as "sell."
If the current close equals the previous close, the classification from the previous bar is used.
Delta Calculation:
Calculates the volume delta as the difference between buy volume and sell volume (buyVolume - sellVolume).
A positive delta indicates more buy volume; a negative delta indicates more sell volume.
Imbalance Detection:
Identifies imbalances between buy and sell volume:
A buy imbalance occurs when buy volume exceeds sell volume by a defined percentage (default is 300%).
A sell imbalance occurs when sell volume exceeds buy volume by the same percentage.
Delta Divergence Detection:
Positive Delta Divergence: Occurs when the price is falling (for at least 2 bars) but the delta is increasing or becomes positive, indicating that buyers are entering despite the price decline.
Negative Delta Divergence: Occurs when the price is rising (for at least 2 bars) but the delta is decreasing or becomes negative, indicating that sellers are entering despite the price increase.
Trend Change Signals:
Bullish Signal (trendChangeBullish): Generated when the following conditions are met:
There is a positive delta divergence.
The delta has moved from a negative value (e.g., -500) to a positive value (e.g., +200) over the last 3 bars.
There is a buy imbalance.
The price is near a historical support level (approximated as the lowest low of the last 50 bars).
Bearish Signal (trendChangeBearish): Generated when the following conditions are met:
There is a negative delta divergence.
The delta has moved from a positive value (e.g., +500) to a negative value (e.g., -200) over the last 3 bars.
There is a sell imbalance.
The price is near a historical resistance level (approximated as the highest high of the last 50 bars).
Visual Elements
The indicator is displayed in a separate panel below the price chart (overlay=false) and includes the following elements:
Volume Histograms:
Buy Volume: Represented by a green histogram. Shows the volume classified as "buy."
Sell Volume: Represented by a red histogram. Shows the volume classified as "sell."
Note: The histograms overlap, and the last plotted histogram (red) takes visual precedence, meaning the sell volume may cover the buy volume if it is larger.
Delta Line:
Delta Volume: Represented by a blue line. Shows the difference between buy and sell volume.
A line above zero indicates more buy volume; a line below zero indicates more sell volume.
A dashed gray horizontal line marks the zero level for easier interpretation.
Imbalance Backgrounds:
Buy Imbalance: Light green background when buy volume exceeds sell volume by the defined percentage.
Sell Imbalance: Light red background when sell volume exceeds buy volume by the defined percentage.
Divergence Backgrounds:
Positive Delta Divergence: Lime green background when a positive delta divergence is detected.
Negative Delta Divergence: Fuchsia background when a negative delta divergence is detected.
Trend Change Signals:
Bullish Signal: Green label with the text "Bullish Trend Change" when the conditions for a bullish trend change are met.
Bearish Signal: Red label with the text "Bearish Trend Change" when the conditions for a bearish trend change are met.
Information Labels:
Below each bar, a label displays:
Total Vol: The total volume of the bar.
Delta: The delta volume value.
Alerts
The indicator generates the following alerts:
Positive Delta Divergence: "Positive Delta Divergence Detected! Price is falling, but delta is increasing."
Negative Delta Divergence: "Negative Delta Divergence Detected! Price is rising, but delta is decreasing."
Bullish Trend Change Signal: "Bullish Trend Change Signal! Positive Delta Divergence, Delta Rise, Buy Imbalance, and Near Support."
Bearish Trend Change Signal: "Bearish Trend Change Signal! Negative Delta Divergence, Delta Drop, Sell Imbalance, and Near Resistance."
These alerts can be configured in TradingView to receive real-time notifications.
Adjustable Parameters
The indicator allows customization of the following parameters:
Imbalance Threshold (%): The percentage required to detect an imbalance between buy and sell volume (default is 300%).
Lookback Period for Divergence: Number of bars to look back for detecting price and delta trends (default is 2 bars).
Support/Resistance Lookback Period: Number of bars to look back for identifying historical support and resistance levels (default is 50 bars).
Delta High Threshold (Bearish): Minimum delta value 2 bars ago for the bearish signal (default is +500).
Delta Low Threshold (Bearish): Maximum delta value in the current bar for the bearish signal (default is -200).
Delta Low Threshold (Bullish): Maximum delta value 2 bars ago for the bullish signal (default is -500).
Delta High Threshold (Bullish): Minimum delta value in the current bar for the bullish signal (default is +200).
Practical Use
The indicator is useful for the following purposes:
Identifying Trend Changes:
The trend change signals (trendChangeBullish and trendChangeBearish) indicate potential price reversals. For example, a bullish signal near a support level may be an opportunity to enter a long position.
Detecting Divergences:
Delta divergences (positive and negative) can anticipate trend changes by showing a disagreement between price movement and underlying buying/selling pressure.
Finding Key Levels:
Imbalances (green and red backgrounds) often coincide with support and resistance levels, helping to identify areas where the market might react.
Confirming Trends:
A consistently positive delta in an uptrend or a negative delta in a downtrend can confirm the strength of the trend.
Identifying Failed Auctions:
Although not detected automatically, you can manually identify failed auctions by observing a price move to new highs/lows with decreasing volume in the direction of the move.
Limitations
Intrabar Data: It does not use detailed intrabar data, making it less precise than a native footprint chart.
Approximations: Volume classification and support/resistance detection are approximations, which may lead to false signals.
Volume Dependency: It requires reliable volume data, so it may be less effective on assets with inaccurate volume data (e.g., some forex pairs).
False Signals: Divergences and imbalances do not always indicate a trend change, especially in strongly trending markets.
Recommendations
Combine with Other Indicators: Use tools like RSI, MACD, support/resistance levels, or candlestick patterns to confirm signals.
Trade on Higher Timeframes: Signals are more reliable on higher timeframes like 1-hour or 4-hour charts.
Perform Backtesting: Evaluate the indicator's accuracy on historical data to adjust parameters and improve effectiveness.
Adjust Parameters: Modify thresholds (e.g., imbalanceThreshold or supportResistanceLookback) based on the asset and timeframe you are trading.
Conclusion
The "Volume Footprint Approximation" indicator is a powerful tool for analyzing volume dynamics and anticipating price trend changes. By classifying volume, calculating delta, detecting imbalances and divergences, and generating trend change signals, it provides traders with valuable insights into market buying and selling pressure. While it has limitations due to the lack of intrabar data, it can be highly effective when used in combination with other technical analysis tools and on assets with reliable volume data.
Buyer to Seller Volume (BSV) Indicator As promised, here is the buyer to seller volume indicator!
About it/How it works:
The indicator tracks buying and selling volume. It does it simplistically but effectively simply by looking at red vs green candles and averaging out the volume of each respective candle.
It uses the SMA of buying/selling and overall volume to track buyers to sellers and also display the average volume traded over a designated period of time.
Legend:
Green lines = buying volume
Red lines = selling volume
Yellow lines = SMA over designated period of time (user input defined, default is 14 candles).
Buyers are shown in green and sellers are shown in red:
How to Use it:
Default, the indicator goes to 1 Day, 14 candle period.
My preference personally is to use to have it go to "chart" but you can view any time period on the chart that you want and designate the time period of volume you want to view independently.
This can be used for:
1. Identify trends: When buying or selling volume is above selling volume and above the SMA, you know that this persuasively supports a bullish trend. Inverse for the opposite (see below):
2. To identify fakeouts and whether there is volume backing a move:
3. To identify potential changes in trends via a cross:
Its also a great reference when you are unsure of a move. This indicator literally just saved me from wrongfully shorting the FOMC bear flag today:
Probably many other uses you can find, but these are the things I like to use it for!
As always, I have posted a tutorial video for your reference:
As always though, if you have any questions, comments or suggestions for the indicator, please share them below!
Safe trades and best of luck to all!
BTC Fear & Greed Incremental StrategyIMPORTANT: READ SETUP GUIDE BELOW OR IT WON'T WORK
# BTC Fear & Greed Incremental Strategy — TradeMaster AI (Pure BTC Stack)
## Strategy Overview
This advanced Bitcoin accumulation strategy is designed for long-term hodlers who want to systematically take profits during greed cycles and accumulate during fear periods, while preserving their core BTC position. Unlike traditional strategies that start with cash, this approach begins with a specified BTC allocation, making it perfect for existing Bitcoin holders who want to optimize their stack management.
## Key Features
### 🎯 **Pure BTC Stack Mode**
- Start with any amount of BTC (configurable)
- Strategy manages your existing stack, not new purchases
- Perfect for hodlers who want to optimize without timing markets
### 📊 **Fear & Greed Integration**
- Uses market sentiment data to drive buy/sell decisions
- Configurable thresholds for greed (selling) and fear (buying) triggers
- Automatic validation to ensure proper 0-100 scale data source
### 🐂 **Bull Year Optimization**
- Smart quarterly selling during bull market years (2017, 2021, 2025)
- Q1: 1% sells, Q2: 2% sells, Q3/Q4: 5% sells (configurable)
- **NO SELLING** during non-bull years - pure accumulation mode
- Preserves BTC during early bull phases, maximizes profits at peaks
### 🐻 **Bear Market Intelligence**
- Multi-regime detection: Bull, Early Bear, Deep Bear, Early Bull
- Different buying strategies based on market conditions
- Enhanced buying during deep bear markets with configurable multipliers
- Visual regime backgrounds for easy market condition identification
### 🛡️ **Risk Management**
- Minimum BTC allocation floor (prevents selling entire stack)
- Configurable position sizing for all trades
- Multiple safety checks and validation
### 📈 **Advanced Visualization**
- Clean 0-100 scale with 2 decimal precision
- Three main indicators: BTC Allocation %, Fear & Greed Index, BTC Holdings
- Real-time portfolio tracking with cash position display
- Enhanced info table showing all key metrics
## How to Use
### **Step 1: Setup**
1. Add the strategy to your BTC/USD chart (daily timeframe recommended)
2. **CRITICAL**: In settings, change the "Fear & Greed Source" from "close" to a proper 0-100 Fear & Greed indicator
---------------
I recommend Crypto Fear & Greed Index by TIA_Technology indicator
When selecting source with this indicator, look for "Crypto Fear and Greed Index:Index"
---------------
3. Set your "Starting BTC Quantity" to match your actual holdings
4. Configure your preferred "Start Date" (when you want the strategy to begin)
### **Step 2: Configure Bull Year Logic**
- Enable "Bull Year Logic" (default: enabled)
- Adjust quarterly sell percentages:
- Q1 (Jan-Mar): 1% (conservative early bull)
- Q2 (Apr-Jun): 2% (moderate mid bull)
- Q3/Q4 (Jul-Dec): 5% (aggressive peak targeting)
- Add future bull years to the list as needed
### **Step 3: Fine-tune Thresholds**
- **Greed Threshold**: 80 (sell when F&G > 80)
- **Fear Threshold**: 20 (buy when F&G < 20 in bull markets)
- **Deep Bear Fear Threshold**: 25 (enhanced buying in bear markets)
- Adjust based on your risk tolerance
### **Step 4: Risk Management**
- Set "Minimum BTC Allocation %" (default 20%) - prevents selling entire stack
- Configure sell/buy percentages based on your position size
- Enable bear market filters for enhanced timing
### **Step 5: Monitor Performance**
- **Orange Line**: Your BTC allocation percentage (target: fluctuate between 20-100%)
- **Blue Line**: Actual BTC holdings (should preserve core position)
- **Pink Line**: Fear & Greed Index (drives all decisions)
- **Table**: Real-time portfolio metrics including cash position
## Reading the Indicators
### **BTC Allocation Percentage (Orange Line)**
- **100%**: All portfolio in BTC, no cash available for buying
- **80%**: 80% BTC, 20% cash ready for fear buying
- **20%**: Minimum allocation, maximum cash position
### **Trading Signals**
- **Green Buy Signals**: Appear during fear periods with available cash
- **Red Sell Signals**: Appear during greed periods in bull years only
- **No Signals**: Either allocation limits reached or non-bull year
## Strategy Logic
### **Bull Years (2017, 2021, 2025)**
- Q1: Conservative 1% sells (preserve stack for later)
- Q2: Moderate 2% sells (gradual profit taking)
- Q3/Q4: Aggressive 5% sells (peak targeting)
- Fear buying active (accumulate on dips)
### **Non-Bull Years**
- **Zero selling** - pure accumulation mode
- Enhanced fear buying during bear markets
- Focus on rebuilding stack for next bull cycle
## Important Notes
- **This is not financial advice** - backtest thoroughly before use
- Designed for **long-term holders** (4+ year cycles)
- **Requires proper Fear & Greed data source** - validate in settings
- Best used on **daily timeframe** for major trend following
- **Cash calculations**: Use allocation % and BTC holdings to calculate available cash: `Cash = (Total Portfolio × (1 - Allocation%/100))`
## Risk Disclaimer
This strategy involves active trading and position management. Past performance does not guarantee future results. Always do your own research and never invest more than you can afford to lose. The strategy is designed for educational purposes and long-term Bitcoin accumulation thesis.
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*Developed by Sol_Crypto for the Bitcoin community. Happy stacking! 🚀*
Ultimate RSI [captainua]Ultimate RSI
Overview
This indicator combines multiple RSI calculations with volume analysis, divergence detection, and trend filtering to provide a comprehensive RSI-based trading system. The script calculates RSI using three different periods (6, 14, 24) and applies various smoothing methods to reduce noise while maintaining responsiveness. The combination of these features creates a multi-layered confirmation system that reduces false signals by requiring alignment across multiple indicators and timeframes.
The script includes optimized configuration presets for instant setup: Scalping, Day Trading, Swing Trading, and Position Trading. Simply select a preset to instantly configure all settings for your trading style, or use Custom mode for full manual control. All settings include automatic input validation to prevent configuration errors and ensure optimal performance.
Configuration Presets
The script includes preset configurations optimized for different trading styles, allowing you to instantly configure the indicator for your preferred trading approach. Simply select a preset from the "Configuration Preset" dropdown menu:
- Scalping: Optimized for fast-paced trading with shorter RSI periods (4, 7, 9) and minimal smoothing. Noise reduction is automatically disabled, and momentum confirmation is disabled to allow faster signal generation. Designed for quick entries and exits in volatile markets.
- Day Trading: Balanced configuration for intraday trading with moderate RSI periods (6, 9, 14) and light smoothing. Momentum confirmation is enabled for better signal quality. Ideal for day trading strategies requiring timely but accurate signals.
- Swing Trading: Configured for medium-term positions with standard RSI periods (14, 14, 21) and moderate smoothing. Provides smoother signals suitable for swing trading timeframes. All noise reduction features remain active.
- Position Trading: Optimized for longer-term trades with extended RSI periods (24, 21, 28) and heavier smoothing. Filters are configured for highest-quality signals. Best for position traders holding trades over multiple days or weeks.
- Custom: Full manual control over all settings. All input parameters are available for complete customization. This is the default mode and maintains full backward compatibility with previous versions.
When a preset is selected, it automatically adjusts RSI periods, smoothing lengths, and filter settings to match the trading style. The preset configurations ensure optimal settings are applied instantly, eliminating the need for manual configuration. All settings can still be manually overridden if needed, providing flexibility while maintaining ease of use.
Input Validation and Error Prevention
The script includes comprehensive input validation to prevent configuration errors:
- Cross-Input Validation: Smoothing lengths are automatically validated to ensure they are always less than their corresponding RSI period length. If you set a smoothing length greater than or equal to the RSI length, the script automatically adjusts it to (RSI Length - 1). This prevents logical errors and ensures valid configurations.
- Input Range Validation: All numeric inputs have minimum and maximum value constraints enforced by TradingView's input system, preventing invalid parameter values.
- Smart Defaults: Preset configurations use validated default values that are tested and optimized for each trading style. When switching between presets, all related settings are automatically updated to maintain consistency.
Core Calculations
Multi-Period RSI:
The script calculates RSI using the standard Wilder's RSI formula: RSI = 100 - (100 / (1 + RS)), where RS = Average Gain / Average Loss over the specified period. Three separate RSI calculations run simultaneously:
- RSI(6): Uses 6-period lookback for high sensitivity to recent price changes, useful for scalping and early signal detection
- RSI(14): Standard 14-period RSI for balanced analysis, the most commonly used RSI period
- RSI(24): Longer 24-period RSI for trend confirmation, provides smoother signals with less noise
Each RSI can be smoothed using EMA, SMA, RMA (Wilder's smoothing), WMA, or Zero-Lag smoothing. Zero-Lag smoothing uses the formula: ZL-RSI = RSI + (RSI - RSI ) to reduce lag while maintaining signal quality. You can apply individual smoothing lengths to each RSI period, or use global smoothing where all three RSIs share the same smoothing length.
Dynamic Overbought/Oversold Thresholds:
Static thresholds (default 70/30) are adjusted based on market volatility using ATR. The formula: Dynamic OB = Base OB + (ATR × Volatility Multiplier × Base Percentage / 100), Dynamic OS = Base OS - (ATR × Volatility Multiplier × Base Percentage / 100). This adapts to volatile markets where traditional 70/30 levels may be too restrictive. During high volatility, the dynamic thresholds widen, and during low volatility, they narrow. The thresholds are clamped between 0-100 to remain within RSI bounds. The ATR is cached for performance optimization, updating on confirmed bars and real-time bars.
Adaptive RSI Calculation:
An adaptive RSI adjusts the standard RSI(14) based on current volatility relative to average volatility. The calculation: Adaptive Factor = (Current ATR / SMA of ATR over 20 periods) × Volatility Multiplier. If SMA of ATR is zero (edge case), the adaptive factor defaults to 0. The adaptive RSI = Base RSI × (1 + Adaptive Factor), clamped to 0-100. This makes the indicator more responsive during high volatility periods when traditional RSI may lag. The adaptive RSI is used for signal generation (buy/sell signals) but is not plotted on the chart.
Overbought/Oversold Fill Zones:
The script provides visual fill zones between the RSI line and the threshold lines when RSI is in overbought or oversold territory. The fill logic uses inclusive conditions: fills are shown when RSI is currently in the zone OR was in the zone on the previous bar. This ensures complete coverage of entry and exit boundaries. A minimum gap of 0.1 RSI points is maintained between the RSI plot and threshold line to ensure reliable polygon rendering in TradingView. The fill uses invisible plots at the threshold levels and the RSI value, with the fill color applied between them. You can select which RSI (6, 14, or 24) to use for the fill zones.
Divergence Detection
Regular Divergence:
Bullish divergence: Price makes a lower low (current low < lowest low from previous lookback period) while RSI makes a higher low (current RSI > lowest RSI from previous lookback period). Bearish divergence: Price makes a higher high (current high > highest high from previous lookback period) while RSI makes a lower high (current RSI < highest RSI from previous lookback period). The script compares current price/RSI values to the lowest/highest values from the previous lookback period using ta.lowest() and ta.highest() functions with index to reference the previous period's extreme.
Pivot-Based Divergence:
An enhanced divergence detection method that uses actual pivot points instead of simple lowest/highest comparisons. This provides more accurate divergence detection by identifying significant pivot lows/highs in both price and RSI. The pivot-based method uses a tolerance-based approach with configurable constants: 1% tolerance for price comparisons (priceTolerancePercent = 0.01) and 1.0 RSI point absolute tolerance for RSI comparisons (pivotTolerance = 1.0). Minimum divergence threshold is 1.0 RSI point (minDivergenceThreshold = 1.0). It looks for two recent pivot points and compares them: for bullish divergence, price makes a lower low (at least 1% lower) while RSI makes a higher low (at least 1.0 point higher). This method reduces false divergences by requiring actual pivot points rather than just any low/high within a period. When enabled, pivot-based divergence replaces the traditional method for more accurate signal generation.
Strong Divergence:
Regular divergence is confirmed by an engulfing candle pattern. Bullish engulfing requires: (1) Previous candle is bearish (close < open ), (2) Current candle is bullish (close > open), (3) Current close > previous open, (4) Current open < previous close. Bearish engulfing is the inverse: previous bullish, current bearish, current close < previous open, current open > previous close. Strong divergence signals are marked with visual indicators (🐂 for bullish, 🐻 for bearish) and have separate alert conditions.
Hidden Divergence:
Continuation patterns that signal trend continuation rather than reversal. Bullish hidden divergence: Price makes a higher low (current low > lowest low from previous period) but RSI makes a lower low (current RSI < lowest RSI from previous period). Bearish hidden divergence: Price makes a lower high (current high < highest high from previous period) but RSI makes a higher high (current RSI > highest RSI from previous period). These patterns indicate the trend is likely to continue in the current direction.
Volume Confirmation System
Volume threshold filtering requires current volume to exceed the volume SMA multiplied by the threshold factor. The formula: Volume Confirmed = Volume > (Volume SMA × Threshold). If the threshold is set to 0.1 or lower, volume confirmation is effectively disabled (always returns true). This allows you to use the indicator without volume filtering if desired.
Volume Climax is detected when volume exceeds: Volume SMA + (Volume StdDev × Multiplier). This indicates potential capitulation moments where extreme volume accompanies price movements. Volume Dry-Up is detected when volume falls below: Volume SMA - (Volume StdDev × Multiplier), indicating low participation periods that may produce unreliable signals. The volume SMA is cached for performance, updating on confirmed and real-time bars.
Multi-RSI Synergy
The script generates signals when multiple RSI periods align in overbought or oversold zones. This creates a confirmation system that reduces false signals. In "ALL" mode, all three RSIs (6, 14, 24) must be simultaneously above the overbought threshold OR all three must be below the oversold threshold. In "2-of-3" mode, any two of the three RSIs must align in the same direction. The script counts how many RSIs are in each zone: twoOfThreeOB = ((rsi6OB ? 1 : 0) + (rsi14OB ? 1 : 0) + (rsi24OB ? 1 : 0)) >= 2.
Synergy signals require: (1) Multi-RSI alignment (ALL or 2-of-3), (2) Volume confirmation, (3) Reset condition satisfied (enough bars since last synergy signal), (4) Additional filters passed (RSI50, Trend, ADX, Volume Dry-Up avoidance). Separate reset conditions track buy and sell signals independently. The reset condition uses ta.barssince() to count bars since the last trigger, returning true if the condition never occurred (allowing first signal) or if enough bars have passed.
Regression Forecasting
The script uses historical RSI values to forecast future RSI direction using four methods. The forecast horizon is configurable (1-50 bars ahead). Historical data is collected into an array, and regression coefficients are calculated based on the selected method.
Linear Regression: Calculates the least-squares fit line (y = mx + b) through the last N RSI values. The calculation: meanX = sumX / horizon, meanY = sumY / horizon, denominator = sumX² - horizon × meanX², m = (sumXY - horizon × meanX × meanY) / denominator, b = meanY - m × meanX. The forecast projects this line forward: forecast = b + m × i for i = 1 to horizon.
Polynomial Regression: Fits a quadratic curve (y = ax² + bx + c) to capture non-linear trends. The system of equations is solved using Cramer's rule with a 3×3 determinant. If the determinant is too small (< 0.0001), the system falls back to linear regression. Coefficients are calculated by solving: n×c + sumX×b + sumX²×a = sumY, sumX×c + sumX²×b + sumX³×a = sumXY, sumX²×c + sumX³×b + sumX⁴×a = sumX²Y. Note: Due to the O(n³) computational complexity of polynomial regression, the forecast horizon is automatically limited to a maximum of 20 bars when using polynomial regression to maintain optimal performance. If you set a horizon greater than 20 bars with polynomial regression, it will be automatically capped at 20 bars.
Exponential Smoothing: Applies exponential smoothing with adaptive alpha = 2/(horizon+1). The smoothing iterates from oldest to newest value: smoothed = alpha × series + (1 - alpha) × smoothed. Trend is calculated by comparing current smoothed value to an earlier smoothed value (at 60% of horizon): trend = (smoothed - earlierSmoothed) / (horizon - earlierIdx). Forecast: forecast = base + trend × i.
Moving Average: Uses the difference between short MA (horizon/2) and long MA (horizon) to estimate trend direction. Trend = (maShort - maLong) / (longLen - shortLen). Forecast: forecast = maShort + trend × i.
Confidence bands are calculated using RMSE (Root Mean Squared Error) of historical forecast accuracy. The error calculation compares historical values with forecast values: RMSE = sqrt(sumSquaredError / count). If insufficient data exists, it falls back to calculating standard deviation of recent RSI values. Confidence bands = forecast ± (RMSE × confidenceLevel). All forecast values and confidence bands are clamped to 0-100 to remain within RSI bounds. The regression functions include comprehensive safety checks: horizon validation (must not exceed array size), empty array handling, edge case handling for horizon=1 scenarios, division-by-zero protection, and bounds checking for all array access operations to prevent runtime errors.
Strong Top/Bottom Detection
Strong buy signals require three conditions: (1) RSI is at its lowest point within the bottom period: rsiVal <= ta.lowest(rsiVal, bottomPeriod), (2) RSI is below the oversold threshold minus a buffer: rsiVal < (oversoldThreshold - rsiTopBottomBuffer), where rsiTopBottomBuffer = 2.0 RSI points, (3) The absolute difference between current RSI and the lowest RSI exceeds the threshold value: abs(rsiVal - ta.lowest(rsiVal, bottomPeriod)) > threshold. This indicates a bounce from extreme levels with sufficient distance from the absolute low.
Strong sell signals use the inverse logic: RSI at highest point, above overbought threshold + rsiTopBottomBuffer (2.0 RSI points), and difference from highest exceeds threshold. Both signals also require: volume confirmation, reset condition satisfied (separate reset for buy vs sell), and all additional filters passed (RSI50, Trend, ADX, Volume Dry-Up avoidance).
The reset condition uses separate logic for buy and sell: resetCondBuy checks bars since isRSIAtBottom, resetCondSell checks bars since isRSIAtTop. This ensures buy signals reset based on bottom conditions and sell signals reset based on top conditions, preventing incorrect signal blocking.
Filtering System
RSI(50) Filter: Only allows buy signals when RSI(14) > 50 (bullish momentum) and sell signals when RSI(14) < 50 (bearish momentum). This filter ensures you're buying in uptrends and selling in downtrends from a momentum perspective. The filter is optional and can be disabled. Recommended to enable for noise reduction.
Trend Filter: Uses a long-term EMA (default 200) to determine trend direction. Buy signals require price above EMA, sell signals require price below EMA. The EMA slope is calculated as: emaSlope = ema - ema . Optional EMA slope filter additionally requires the EMA to be rising (slope > 0) for buy signals or falling (slope < 0) for sell signals. This provides stronger trend confirmation by requiring both price position and EMA direction.
ADX Filter: Uses the Directional Movement Index (calculated via ta.dmi()) to measure trend strength. Signals only fire when ADX exceeds the threshold (default 20), indicating a strong trend rather than choppy markets. The ADX calculation uses separate length and smoothing parameters. This filter helps avoid signals during sideways/consolidation periods.
Volume Dry-Up Avoidance: Prevents signals during periods of extremely low volume relative to average. If volume dry-up is detected and the filter is enabled, signals are blocked. This helps avoid unreliable signals that occur during low participation periods.
RSI Momentum Confirmation: Requires RSI to be accelerating in the signal direction before confirming signals. For buy signals, RSI must be consistently rising (recovering from oversold) over the lookback period. For sell signals, RSI must be consistently falling (declining from overbought) over the lookback period. The momentum check verifies that all consecutive changes are in the correct direction AND the cumulative change is significant. This filter ensures signals only fire when RSI momentum aligns with the signal direction, reducing false signals from weak momentum.
Multi-Timeframe Confirmation: Requires higher timeframe RSI to align with the signal direction. For buy signals, current RSI must be below the higher timeframe RSI by at least the confirmation threshold. For sell signals, current RSI must be above the higher timeframe RSI by at least the confirmation threshold. This ensures signals align with the larger trend context, reducing counter-trend trades. The higher timeframe RSI is fetched using request.security() from the selected timeframe.
All filters use the pattern: filterResult = not filterEnabled OR conditionMet. This means if a filter is disabled, it always passes (returns true). Filters can be combined, and all must pass for a signal to fire.
RSI Centerline and Period Crossovers
RSI(50) Centerline Crossovers: Detects when the selected RSI source crosses above or below the 50 centerline. Bullish crossover: ta.crossover(rsiSource, 50), bearish crossover: ta.crossunder(rsiSource, 50). You can select which RSI (6, 14, or 24) to use for these crossovers. These signals indicate momentum shifts from bearish to bullish (above 50) or bullish to bearish (below 50).
RSI Period Crossovers: Detects when different RSI periods cross each other. Available pairs: RSI(6) × RSI(14), RSI(14) × RSI(24), or RSI(6) × RSI(24). Bullish crossover: fast RSI crosses above slow RSI (ta.crossover(rsiFast, rsiSlow)), indicating momentum acceleration. Bearish crossover: fast RSI crosses below slow RSI (ta.crossunder(rsiFast, rsiSlow)), indicating momentum deceleration. These crossovers can signal shifts in momentum before price moves.
StochRSI Calculation
Stochastic RSI applies the Stochastic oscillator formula to RSI values instead of price. The calculation: %K = ((RSI - Lowest RSI) / (Highest RSI - Lowest RSI)) × 100, where the lookback is the StochRSI length. If the range is zero, %K defaults to 50.0. %K is then smoothed using SMA with the %K smoothing length. %D is calculated as SMA of smoothed %K with the %D smoothing length. All values are clamped to 0-100. You can select which RSI (6, 14, or 24) to use as the source for StochRSI calculation.
RSI Bollinger Bands
Bollinger Bands are applied to RSI(14) instead of price. The calculation: Basis = SMA(RSI(14), BB Period), StdDev = stdev(RSI(14), BB Period), Upper = Basis + (StdDev × Deviation Multiplier), Lower = Basis - (StdDev × Deviation Multiplier). This creates dynamic zones around RSI that adapt to RSI volatility. When RSI touches or exceeds the bands, it indicates extreme conditions relative to recent RSI behavior.
Noise Reduction System
The script includes a comprehensive noise reduction system to filter false signals and improve accuracy. When enabled, signals must pass multiple quality checks:
Signal Strength Requirement: RSI must be at least X points away from the centerline (50). For buy signals, RSI must be at least X points below 50. For sell signals, RSI must be at least X points above 50. This ensures signals only trigger when RSI is significantly in oversold/overbought territory, not just near neutral.
Extreme Zone Requirement: RSI must be deep in the OB/OS zone. For buy signals, RSI must be at least X points below the oversold threshold. For sell signals, RSI must be at least X points above the overbought threshold. This ensures signals only fire in extreme conditions where reversals are more likely.
Consecutive Bar Confirmation: The signal condition must persist for N consecutive bars before triggering. This reduces false signals from single-bar spikes or noise. The confirmation checks that the signal condition was true for all bars in the lookback period.
Zone Persistence (Optional): Requires RSI to remain in the OB/OS zone for N consecutive bars, not just touch it. This ensures RSI is truly in an extreme state rather than just briefly touching the threshold. When enabled, this provides stricter filtering for higher-quality signals.
RSI Slope Confirmation (Optional): Requires RSI to be moving in the expected signal direction. For buy signals, RSI should be rising (recovering from oversold). For sell signals, RSI should be falling (declining from overbought). This ensures momentum is aligned with the signal direction. The slope is calculated by comparing current RSI to RSI N bars ago.
All noise reduction filters can be enabled/disabled independently, allowing you to customize the balance between signal frequency and accuracy. The default settings provide a good balance, but you can adjust them based on your trading style and market conditions.
Alert System
The script includes separate alert conditions for each signal type: buy/sell (adaptive RSI crossovers), divergence (regular, strong, hidden), crossovers (RSI50 centerline, RSI period crossovers), synergy signals, and trend breaks. Each alert type has its own alertcondition() declaration with a unique title and message.
An optional cooldown system prevents alert spam by requiring a minimum number of bars between alerts of the same type. The cooldown check: canAlert = na(lastAlertBar) OR (bar_index - lastAlertBar >= cooldownBars). If the last alert bar is na (first alert), it always allows the alert. Each alert type maintains its own lastAlertBar variable, so cooldowns are independent per signal type. The default cooldown is 10 bars, which is recommended for noise reduction.
Higher Timeframe RSI
The script can display RSI from a higher timeframe using request.security(). This allows you to see the RSI context from a larger timeframe (e.g., daily RSI on an hourly chart). The higher timeframe RSI uses RSI(14) calculation from the selected timeframe. This provides context for the current timeframe's RSI position relative to the larger trend.
RSI Pivot Trendlines
The script can draw trendlines connecting pivot highs and lows on RSI(6). This feature helps visualize RSI trends and identify potential trend breaks.
Pivot Detection: Pivots are detected using a configurable period. The script can require pivots to have minimum strength (RSI points difference from surrounding bars) to filter out weak pivots. Lower minPivotStrength values detect more pivots (more trendlines), while higher values detect only stronger pivots (fewer but more significant trendlines). Pivot confirmation is optional: when enabled, the script waits N bars to confirm the pivot remains the extreme, reducing repainting. Pivot confirmation functions (f_confirmPivotLow and f_confirmPivotHigh) are always called on every bar for consistency, as recommended by TradingView. When pivot bars are not available (na), safe default values are used, and the results are then used conditionally based on confirmation settings. This ensures consistent calculations and prevents calculation inconsistencies.
Trendline Drawing: Uptrend lines connect confirmed pivot lows (green), and downtrend lines connect confirmed pivot highs (red). By default, only the most recent trendline is shown (old trendlines are deleted when new pivots are confirmed). This keeps the chart clean and uncluttered. If "Keep Historical Trendlines" is enabled, the script preserves up to N historical trendlines (configurable via "Max Trendlines to Keep", default 5). When historical trendlines are enabled, old trendlines are saved to arrays instead of being deleted, allowing you to see multiple trendlines simultaneously for better trend analysis. The arrays are automatically limited to prevent memory accumulation.
Trend Break Detection: Signals are generated when RSI breaks above or below trendlines. Uptrend breaks (RSI crosses below uptrend line) generate buy signals. Downtrend breaks (RSI crosses above downtrend line) generate sell signals. Optional trend break confirmation requires the break to persist for N bars and optionally include volume confirmation. Trendline angle filtering can exclude flat/weak trendlines from generating signals (minTrendlineAngle > 0 filters out weak/flat trendlines).
How Components Work Together
The combination of multiple RSI periods provides confirmation across different timeframes, reducing false signals. RSI(6) catches early moves, RSI(14) provides balanced signals, and RSI(24) confirms longer-term trends. When all three align (synergy), it indicates strong consensus across timeframes.
Volume confirmation ensures signals occur with sufficient market participation, filtering out low-volume false breakouts. Volume climax detection identifies potential reversal points, while volume dry-up avoidance prevents signals during unreliable low-volume periods.
Trend filters align signals with the overall market direction. The EMA filter ensures you're trading with the trend, and the EMA slope filter adds an additional layer by requiring the trend to be strengthening (rising EMA for buys, falling EMA for sells).
ADX filter ensures signals only fire during strong trends, avoiding choppy/consolidation periods. RSI(50) filter ensures momentum alignment with the trade direction.
Momentum confirmation requires RSI to be accelerating in the signal direction, ensuring signals only fire when momentum is aligned. Multi-timeframe confirmation ensures signals align with higher timeframe trends, reducing counter-trend trades.
Divergence detection identifies potential reversals before they occur, providing early warning signals. Pivot-based divergence provides more accurate detection by using actual pivot points. Hidden divergence identifies continuation patterns, useful for trend-following strategies.
The noise reduction system combines multiple filters (signal strength, extreme zone, consecutive bars, zone persistence, RSI slope) to significantly reduce false signals. These filters work together to ensure only high-quality signals are generated.
The synergy system requires alignment across all RSI periods for highest-quality signals, significantly reducing false positives. Regression forecasting provides forward-looking context, helping anticipate potential RSI direction changes.
Pivot trendlines provide visual trend analysis and can generate signals when RSI breaks trendlines, indicating potential reversals or continuations.
Reset conditions prevent signal spam by requiring a minimum number of bars between signals. Separate reset conditions for buy and sell signals ensure proper signal management.
Usage Instructions
Configuration Presets (Recommended): The script includes optimized preset configurations for instant setup. Simply select your trading style from the "Configuration Preset" dropdown:
- Scalping Preset: RSI(4, 7, 9) with minimal smoothing. Noise reduction disabled, momentum confirmation disabled for fastest signals.
- Day Trading Preset: RSI(6, 9, 14) with light smoothing. Momentum confirmation enabled for better signal quality.
- Swing Trading Preset: RSI(14, 14, 21) with moderate smoothing. Balanced configuration for medium-term trades.
- Position Trading Preset: RSI(24, 21, 28) with heavier smoothing. Optimized for longer-term positions with all filters active.
- Custom Mode: Full manual control over all settings. Default behavior matches previous script versions.
Presets automatically configure RSI periods, smoothing lengths, and filter settings. You can still manually adjust any setting after selecting a preset if needed.
Getting Started: The easiest way to get started is to select a configuration preset matching your trading style (Scalping, Day Trading, Swing Trading, or Position Trading) from the "Configuration Preset" dropdown. This instantly configures all settings for optimal performance. Alternatively, use "Custom" mode for full manual control. The default configuration (Custom mode) shows RSI(6), RSI(14), and RSI(24) with their default smoothing. Overbought/oversold fill zones are enabled by default.
Customizing RSI Periods: Adjust the RSI lengths (6, 14, 24) based on your trading timeframe. Shorter periods (6) for scalping, standard (14) for day trading, longer (24) for swing trading. You can disable any RSI period you don't need.
Smoothing Selection: Choose smoothing method based on your needs. EMA provides balanced smoothing, RMA (Wilder's) is traditional, Zero-Lag reduces lag but may increase noise. Adjust smoothing lengths individually or use global smoothing for consistency. Note: Smoothing lengths are automatically validated to ensure they are always less than the corresponding RSI period length. If you set smoothing >= RSI length, it will be auto-adjusted to prevent invalid configurations.
Dynamic OB/OS: The dynamic thresholds automatically adapt to volatility. Adjust the volatility multiplier and base percentage to fine-tune sensitivity. Higher values create wider thresholds in volatile markets.
Volume Confirmation: Set volume threshold to 1.2 (default) for standard confirmation, higher for stricter filtering, or 0.1 to disable volume filtering entirely.
Multi-RSI Synergy: Use "ALL" mode for highest-quality signals (all 3 RSIs must align), or "2-of-3" mode for more frequent signals. Adjust the reset period to control signal frequency.
Filters: Enable filters gradually to find your preferred balance. Start with volume confirmation, then add trend filter, then ADX for strongest confirmation. RSI(50) filter is useful for momentum-based strategies and is recommended for noise reduction. Momentum confirmation and multi-timeframe confirmation add additional layers of accuracy but may reduce signal frequency.
Noise Reduction: The noise reduction system is enabled by default with balanced settings. Adjust minSignalStrength (default 3.0) to control how far RSI must be from centerline. Increase requireConsecutiveBars (default 1) to require signals to persist longer. Enable requireZonePersistence and requireRsiSlope for stricter filtering (higher quality but fewer signals). Start with defaults and adjust based on your needs.
Divergence: Enable divergence detection and adjust lookback periods. Strong divergence (with engulfing confirmation) provides higher-quality signals. Hidden divergence is useful for trend-following strategies. Enable pivot-based divergence for more accurate detection using actual pivot points instead of simple lowest/highest comparisons. Pivot-based divergence uses tolerance-based matching (1% for price, 1.0 RSI point for RSI) for better accuracy.
Forecasting: Enable regression forecasting to see potential RSI direction. Linear regression is simplest, polynomial captures curves, exponential smoothing adapts to trends. Adjust horizon based on your trading timeframe. Confidence bands show forecast uncertainty - wider bands indicate less reliable forecasts.
Pivot Trendlines: Enable pivot trendlines to visualize RSI trends and identify trend breaks. Adjust pivot detection period (default 5) - higher values detect fewer but stronger pivots. Enable pivot confirmation (default ON) to reduce repainting. Set minPivotStrength (default 1.0) to filter weak pivots - lower values detect more pivots (more trendlines), higher values detect only stronger pivots (fewer trendlines). Enable "Keep Historical Trendlines" to preserve multiple trendlines instead of just the most recent one. Set "Max Trendlines to Keep" (default 5) to control how many historical trendlines are preserved. Enable trend break confirmation for more reliable break signals. Adjust minTrendlineAngle (default 0.0) to filter flat trendlines - set to 0.1-0.5 to exclude weak trendlines.
Alerts: Set up alerts for your preferred signal types. Enable cooldown to prevent alert spam. Each signal type has its own alert condition, so you can be selective about which signals trigger alerts.
Visual Elements and Signal Markers
The script uses various visual markers to indicate signals and conditions:
- "sBottom" label (green): Strong bottom signal - RSI at extreme low with strong buy conditions
- "sTop" label (red): Strong top signal - RSI at extreme high with strong sell conditions
- "SyBuy" label (lime): Multi-RSI synergy buy signal - all RSIs aligned oversold
- "SySell" label (red): Multi-RSI synergy sell signal - all RSIs aligned overbought
- 🐂 emoji (green): Strong bullish divergence detected
- 🐻 emoji (red): Strong bearish divergence detected
- 🔆 emoji: Weak divergence signals (if enabled)
- "H-Bull" label: Hidden bullish divergence
- "H-Bear" label: Hidden bearish divergence
- ⚡ marker (top of pane): Volume climax detected (extreme volume) - positioned at top for visibility
- 💧 marker (top of pane): Volume dry-up detected (very low volume) - positioned at top for visibility
- ↑ triangle (lime): Uptrend break signal - RSI breaks below uptrend line
- ↓ triangle (red): Downtrend break signal - RSI breaks above downtrend line
- Triangle up (lime): RSI(50) bullish crossover
- Triangle down (red): RSI(50) bearish crossover
- Circle markers: RSI period crossovers
All markers are positioned at the RSI value where the signal occurs, using location.absolute for precise placement.
Signal Priority and Interpretation
Signals are generated independently and can occur simultaneously. Higher-priority signals generally indicate stronger setups:
1. Multi-RSI Synergy signals (SyBuy/SySell) - Highest priority: Requires alignment across all RSI periods plus volume and filter confirmation. These are the most reliable signals.
2. Strong Top/Bottom signals (sTop/sBottom) - High priority: Indicates extreme RSI levels with strong bounce conditions. Requires volume confirmation and all filters.
3. Divergence signals - Medium-High priority: Strong divergence (with engulfing) is more reliable than regular divergence. Hidden divergence indicates continuation rather than reversal.
4. Adaptive RSI crossovers - Medium priority: Buy when adaptive RSI crosses below dynamic oversold, sell when it crosses above dynamic overbought. These use volatility-adjusted RSI for more accurate signals.
5. RSI(50) centerline crossovers - Medium priority: Momentum shift signals. Less reliable alone but useful when combined with other confirmations.
6. RSI period crossovers - Lower priority: Early momentum shift indicators. Can provide early warning but may produce false signals in choppy markets.
Best practice: Wait for multiple confirmations. For example, a synergy signal combined with divergence and volume climax provides the strongest setup.
Chart Requirements
For proper script functionality and compliance with TradingView requirements, ensure your chart displays:
- Symbol name: The trading pair or instrument name should be visible
- Timeframe: The chart timeframe should be clearly displayed
- Script name: "Ultimate RSI " should be visible in the indicator title
These elements help traders understand what they're viewing and ensure proper script identification. The script automatically includes this information in the indicator title and chart labels.
Performance Considerations
The script is optimized for performance:
- ATR and Volume SMA are cached using var variables, updating only on confirmed and real-time bars to reduce redundant calculations
- Forecast line arrays are dynamically managed: lines are reused when possible, and unused lines are deleted to prevent memory accumulation
- Calculations use efficient Pine Script functions (ta.rsi, ta.ema, etc.) which are optimized by TradingView
- Array operations are minimized where possible, with direct calculations preferred
- Polynomial regression automatically caps the forecast horizon at 20 bars (POLYNOMIAL_MAX_HORIZON constant) to prevent performance degradation, as polynomial regression has O(n³) complexity. This safeguard ensures optimal performance even with large horizon settings
- Pivot detection includes edge case handling to ensure reliable calculations even on early bars with limited historical data. Regression forecasting functions include comprehensive safety checks: horizon validation (must not exceed array size), empty array handling, edge case handling for horizon=1 scenarios, and division-by-zero protection in all mathematical operations
The script should perform well on all timeframes. On very long historical data, forecast lines may accumulate if the horizon is large; consider reducing the forecast horizon if you experience performance issues. The polynomial regression performance safeguard automatically prevents performance issues for that specific regression type.
Known Limitations and Considerations
- Forecast lines are forward-looking projections and should not be used as definitive predictions. They provide context but are not guaranteed to be accurate.
- Dynamic OB/OS thresholds can exceed 100 or go below 0 in extreme volatility scenarios, but are clamped to 0-100 range. This means in very volatile markets, the dynamic thresholds may not widen as much as the raw calculation suggests.
- Volume confirmation requires sufficient historical volume data. On new instruments or very short timeframes, volume calculations may be less reliable.
- Higher timeframe RSI uses request.security() which may have slight delays on some data feeds.
- Regression forecasting requires at least N bars of history (where N = forecast horizon) before it can generate forecasts. Early bars will not show forecast lines.
- StochRSI calculation requires the selected RSI source to have sufficient history. Very short RSI periods on new charts may produce less reliable StochRSI values initially.
Practical Use Cases
The indicator can be configured for different trading styles and timeframes:
Swing Trading: Select the "Swing Trading" preset for instant optimal configuration. This preset uses RSI periods (14, 14, 21) with moderate smoothing. Alternatively, manually configure: Use RSI(24) with Multi-RSI Synergy in "ALL" mode, combined with trend filter (EMA 200) and ADX filter. This configuration provides high-probability setups with strong confirmation across multiple RSI periods.
Day Trading: Select the "Day Trading" preset for instant optimal configuration. This preset uses RSI periods (6, 9, 14) with light smoothing and momentum confirmation enabled. Alternatively, manually configure: Use RSI(6) with Zero-Lag smoothing for fast signal detection. Enable volume confirmation with threshold 1.2-1.5 for reliable entries. Combine with RSI(50) filter to ensure momentum alignment. Strong top/bottom signals work well for day trading reversals.
Trend Following: Enable trend filter (EMA) and EMA slope filter for strong trend confirmation. Use RSI(14) or RSI(24) with ADX filter to avoid choppy markets. Hidden divergence signals are useful for trend continuation entries.
Reversal Trading: Focus on divergence detection (regular and strong) combined with strong top/bottom signals. Enable volume climax detection to identify capitulation moments. Use RSI(6) for early reversal signals, confirmed by RSI(14) and RSI(24).
Forecasting and Planning: Enable regression forecasting with polynomial or exponential smoothing methods. Use forecast horizon of 10-20 bars for swing trading, 5-10 bars for day trading. Confidence bands help assess forecast reliability.
Multi-Timeframe Analysis: Enable higher timeframe RSI to see context from larger timeframes. For example, use daily RSI on hourly charts to understand the larger trend context. This helps avoid counter-trend trades.
Scalping: Select the "Scalping" preset for instant optimal configuration. This preset uses RSI periods (4, 7, 9) with minimal smoothing, disables noise reduction, and disables momentum confirmation for faster signals. Alternatively, manually configure: Use RSI(6) with minimal smoothing (or Zero-Lag) for ultra-fast signals. Disable most filters except volume confirmation. Use RSI period crossovers (RSI(6) × RSI(14)) for early momentum shifts. Set volume threshold to 1.0-1.2 for less restrictive filtering.
Position Trading: Select the "Position Trading" preset for instant optimal configuration. This preset uses extended RSI periods (24, 21, 28) with heavier smoothing, optimized for longer-term trades. Alternatively, manually configure: Use RSI(24) with all filters enabled (Trend, ADX, RSI(50), Volume Dry-Up avoidance). Multi-RSI Synergy in "ALL" mode provides highest-quality signals.
Practical Tips and Best Practices
Getting Started: The fastest way to get started is to select a configuration preset that matches your trading style. Simply choose "Scalping", "Day Trading", "Swing Trading", or "Position Trading" from the "Configuration Preset" dropdown to instantly configure all settings optimally. For advanced users, use "Custom" mode for full manual control. The default configuration (Custom mode) is balanced and works well across different markets. After observing behavior, customize settings to match your trading style.
Reducing Repainting: All signals are based on confirmed bars, minimizing repainting. The script uses confirmed bar data for all calculations to ensure backtesting accuracy.
Signal Quality: Multi-RSI Synergy signals in "ALL" mode provide the highest-quality signals because they require alignment across all three RSI periods. These signals have lower frequency but higher reliability. For more frequent signals, use "2-of-3" mode. The noise reduction system further improves signal quality by requiring multiple confirmations (signal strength, extreme zone, consecutive bars, optional zone persistence and RSI slope). Adjust noise reduction settings to balance signal frequency vs. accuracy.
Filter Combinations: Start with volume confirmation, then add trend filter for trend alignment, then ADX filter for trend strength. Combining all three filters significantly reduces false signals but also reduces signal frequency. Find your balance based on your risk tolerance.
Volume Filtering: Set volume threshold to 0.1 or lower to effectively disable volume filtering if you trade instruments with unreliable volume data or want to test without volume confirmation. Standard confirmation uses 1.2-1.5 threshold.
RSI Period Selection: RSI(6) is most sensitive and best for scalping or early signal detection. RSI(14) provides balanced signals suitable for day trading. RSI(24) is smoother and better for swing trading and trend confirmation. You can disable any RSI period you don't need to reduce visual clutter.
Smoothing Methods: EMA provides balanced smoothing with moderate lag. RMA (Wilder's smoothing) is traditional and works well for RSI. Zero-Lag reduces lag but may increase noise. WMA gives more weight to recent values. Choose based on your preference for responsiveness vs. smoothness.
Forecasting: Linear regression is simplest and works well for trending markets. Polynomial regression captures curves and works better in ranging markets. Exponential smoothing adapts to trends. Moving average method is most conservative. Use confidence bands to assess forecast reliability.
Divergence: Strong divergence (with engulfing confirmation) is more reliable than regular divergence. Hidden divergence indicates continuation rather than reversal, useful for trend-following strategies. Pivot-based divergence provides more accurate detection by using actual pivot points instead of simple lowest/highest comparisons. Adjust lookback periods based on your timeframe: shorter for day trading, longer for swing trading. Pivot divergence period (default 5) controls the sensitivity of pivot detection.
Dynamic Thresholds: Dynamic OB/OS thresholds automatically adapt to volatility. In volatile markets, thresholds widen; in calm markets, they narrow. Adjust the volatility multiplier and base percentage to fine-tune sensitivity. Higher values create wider thresholds in volatile markets.
Alert Management: Enable alert cooldown (default 10 bars, recommended) to prevent alert spam. Each alert type has its own cooldown, so you can set different cooldowns for different signal types. For example, use shorter cooldown for synergy signals (high quality) and longer cooldown for crossovers (more frequent). The cooldown system works independently for each signal type, preventing spam while allowing different signal types to fire when appropriate.
Technical Specifications
- Pine Script Version: v6
- Indicator Type: Non-overlay (displays in separate panel below price chart)
- Repainting Behavior: Minimal - all signals are based on confirmed bars, ensuring accurate backtesting results
- Performance: Optimized with caching for ATR and volume calculations. Forecast arrays are dynamically managed to prevent memory accumulation.
- Compatibility: Works on all timeframes (1 minute to 1 month) and all instruments (stocks, forex, crypto, futures, etc.)
- Edge Case Handling: All calculations include safety checks for division by zero, NA values, and boundary conditions. Reset conditions and alert cooldowns handle edge cases where conditions never occurred or values are NA.
- Reset Logic: Separate reset conditions for buy signals (based on bottom conditions) and sell signals (based on top conditions) ensure logical correctness.
- Input Parameters: 60+ customizable parameters organized into logical groups for easy configuration. Configuration presets available for instant setup (Scalping, Day Trading, Swing Trading, Position Trading, Custom).
- Noise Reduction: Comprehensive noise reduction system with multiple filters (signal strength, extreme zone, consecutive bars, zone persistence, RSI slope) to reduce false signals.
- Pivot-Based Divergence: Enhanced divergence detection using actual pivot points for improved accuracy.
- Momentum Confirmation: RSI momentum filter ensures signals only fire when RSI is accelerating in the signal direction.
- Multi-Timeframe Confirmation: Optional higher timeframe RSI alignment for trend confirmation.
- Enhanced Pivot Trendlines: Trendline drawing with strength requirements, confirmation, and trend break detection.
Technical Notes
- All RSI values are clamped to 0-100 range to ensure valid oscillator values
- ATR and Volume SMA are cached for performance, updating on confirmed and real-time bars
- Reset conditions handle edge cases: if a condition never occurred, reset returns true (allows first signal)
- Alert cooldown handles na values: if no previous alert, cooldown allows the alert
- Forecast arrays are dynamically sized based on horizon, with unused lines cleaned up
- Fill logic uses a minimum gap (0.1) to ensure reliable polygon rendering in TradingView
- All calculations include safety checks for division by zero and boundary conditions. Regression functions validate that horizon doesn't exceed array size, and all array access operations include bounds checking to prevent out-of-bounds errors
- The script uses separate reset conditions for buy signals (based on bottom conditions) and sell signals (based on top conditions) for logical correctness
- Background coloring uses a fallback system: dynamic color takes priority, then RSI(6) heatmap, then monotone if both are disabled
- Noise reduction filters are applied after accuracy filters, providing multiple layers of signal quality control
- Pivot trendlines use strength requirements to filter weak pivots, reducing noise in trendline drawing. Historical trendlines are stored in arrays and automatically limited to prevent memory accumulation when "Keep Historical Trendlines" is enabled
- Volume climax and dry-up markers are positioned at the top of the pane for better visibility
- All calculations are optimized with conditional execution - features only calculate when enabled (performance optimization)
- Input Validation: Automatic cross-input validation ensures smoothing lengths are always less than RSI period lengths, preventing configuration errors
- Configuration Presets: Four optimized preset configurations (Scalping, Day Trading, Swing Trading, Position Trading) for instant setup, plus Custom mode for full manual control
- Constants Management: Magic numbers extracted to documented constants for improved maintainability and easier tuning (pivot tolerance, divergence thresholds, fill gap, etc.)
- TradingView Function Consistency: All TradingView functions (ta.crossover, ta.crossunder, ta.atr, ta.lowest, ta.highest, ta.lowestbars, ta.highestbars, etc.) and custom functions that depend on historical results (f_consecutiveBarConfirmation, f_rsiSlopeConfirmation, f_rsiZonePersistence, f_applyAllFilters, f_rsiMomentum, f_forecast, f_confirmPivotLow, f_confirmPivotHigh) are called on every bar for consistency, as recommended by TradingView. Results are then used conditionally when needed. This ensures consistent calculations and prevents calculation inconsistencies.
Order Flow AnalysisOrder Flow Pressure Suite — Wick, Volume & Absorption-Based Pressure Map
This indicator builds a composite buying/selling pressure score from candle structure, volume behavior, and absorption signals.
It is designed to infer the “intent” behind price moves by looking at how candles form, where they close, and how volume behaves — even without access to true bid/ask or footprint data.
Core Concepts
Wick-to-Body Analysis
The script evaluates the ratio of upper and lower wicks to the total candle range.
Strong wicks with relatively small bodies are treated as rejections :
Long upper wick → potential selling pressure / rejection of higher prices
Long lower wick → potential buying pressure / rejection of lower prices
Close Position Analysis
The close is normalized within the candle range:
Close near the high → bullish pressure
Close near the low → bearish pressure
Close near the middle → more neutral , context taken from wicks and volume
Volume Delta Estimation
Since true bid/ask data is not available on standard charts, the script estimates “volume delta” by distributing total volume between buyers and sellers based on candle characteristics:
Bull candles receive more “buying volume,” weighted toward closes near the high
Bear candles receive more “selling volume,” weighted toward closes near the low
This is an approximation of order flow, not a direct time & sales feed.
Absorption Detection
The script looks for candles where volume is high but price movement is relatively small .
This combination often suggests:
Bullish absorption → buyers absorbing aggressive selling (potential accumulation)
Bearish absorption → sellers absorbing aggressive buying (potential distribution)
Absorption zones are tracked over a configurable lookback and can be shaded in the background.
Composite Pressure Oscillator
All the above components (wicks, close position, heuristic volume delta, absorption bias) are blended into a single pressure score :
Values > 0 → net buying pressure
Values < 0 → net selling pressure
The raw score is smoothed with an EMA to reduce noise and create a cleaner oscillator line.
Divergence Detection
The indicator compares price pivots to pressure pivots:
Bullish divergence : price makes a lower low while pressure makes a higher low
Bearish divergence : price makes a higher high while pressure makes a lower high
These conditions can help highlight potential exhaustion or hidden participation from larger players.
Visual Elements
Histogram showing the intensity of buying/selling pressure
Color-coding for increasing vs. decreasing pressure
Background shading for detected absorption zones
Status table summarizing current pressure, trend bias, volume delta, wick signal, and absorption state in real time
How To Use
Use the pressure oscillator to gauge whether the current bar sequence is dominated by buyers or sellers. Strong positive readings may indicate sustained buying pressure; strong negatives may indicate sustained selling pressure.
Watch for divergences between price and the pressure oscillator around key levels, swings, or zones you already care about.
Use absorption zones and wick rejection signals as additional context around support/resistance, breakouts, or failed moves.
Treat all signals as context and confluence , not as stand-alone trade entries or exits. This tool is best used alongside your existing price action, volume, and risk management framework.
Important Notes & Limitations
This script does not access real bid/ask, footprint, or order book data . All volume delta and absorption interpretations are heuristic estimates derived from OHLCV candles.
Signals are probabilistic , not guarantees. They can be early, late, or outright wrong in fast or low-liquidity markets.
Always validate signals with your own analysis, timeframe alignment, and risk management. This indicator is intended as an analytical tool , not financial advice.
Inside Candle DivergenceStudy Material: Inside Candle Divergence Indicator (aiTrendview)
1. Introduction
The Inside Candle Divergence Indicator is a custom tool built on TradingView using Pine Script. It is designed to help traders identify potential reversal points or trend continuations using a mix of candlestick analysis, RSI (Relative Strength Index), VWAP (Volume Weighted Average Price), Pivot Points, and Volume analytics. The tool also provides a dashboard table on the chart, summarizing all key values in a single glance for traders and analysts.
This indicator is not just a signal generator but also an educational framework—explaining how different concepts in technical analysis combine to build a systematic approach for market entries and exits.
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2. Core Concepts Behind the Tool
A. Inside Candle Pattern
An Inside Candle forms when the current candle’s high is lower than or equal to the previous candle’s high, and the low is higher than or equal to the previous candle’s low.
• This means the entire price action of the current candle is "inside" the range of the previous candle.
• A bullish inside candle occurs when the close is higher than the open.
• A bearish inside candle occurs when the close is lower than the open.
This pattern shows market indecision but also sets up potential breakouts or trend reversals.
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B. RSI (Relative Strength Index)
The indicator calculates RSI using the formula from the ta.rsi() function in TradingView. RSI helps measure momentum in the market.
• A low RSI (below 25) signals an oversold zone → possible buy.
• A high RSI (above 75) signals an overbought zone → possible sell.
By combining RSI with the Inside Candle, the indicator ensures that signals are triggered only when momentum and price patterns confirm each other.
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C. Buy & Sell Signals
• Buy Signal: Triggered when RSI < Buy Level (default 25) and a bullish inside candle forms.
• Sell Signal: Triggered when RSI > Sell Level (default 75) and a bearish inside candle forms.
When triggered, the chart displays a BUY (green label below candle) or SELL (red label above candle) marker. The indicator also saves the entry price and signal bar for future reference inside the dashboard.
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D. VWAP (Volume Weighted Average Price)
VWAP is calculated using the typical price (H+L+C)/3 and weighting it by volume.
• VWAP shows the average trading price weighted by volume, widely used by institutions.
• The tool calculates the distance of price from VWAP in % terms.
• If price is far above VWAP, the market may be overheated (overbought). If far below, it may be undervalued (oversold).
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E. Volume Analysis
The tool splits volume into Buy Volume and Sell Volume:
• Buy Volume: If close > open.
• Sell Volume: If close ≤ open.
• Cumulative totals are maintained, and percentages are calculated to show what proportion of total market volume is bullish vs bearish.
• A progress bar style visual (using blocks █) shows the dominance of buyers or sellers.
This allows traders to quickly measure whether buyers or sellers are controlling the market trend.
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F. Daily Pivot Points
Pivot Points are calculated using the previous day’s high, low, and close:
• Pivot = (High + Low + Close) / 3
• R1, S1, R2, S2, R3, S3 levels are derived from this pivot.
• These levels act as support and resistance zones.
The script plots Pivot, R1, and S1 lines on the chart for easy reference.
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G. Trend Direction
The indicator checks where the price is compared to R1 and S1:
• If price > R1 → Bullish Trend
• If price < S1 → Bearish Trend
• Otherwise → Neutral Trend
The trend direction is displayed in the dashboard with arrows (↑, ↓, →).
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H. Price Change Calculation
The tool calculates:
• Price Change = Current Close – Previous Close
• Percentage Change = (Change / Previous Close) × 100
• Displays ▲ (green upward) or ▼ (red downward) with the exact percentage.
This gives traders a quick snapshot of intraday price movement.
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I. Dashboard Table
One of the most powerful features is the real-time dashboard table shown on the chart. It contains:
1. Symbol & Price Info (Current ticker, price, change %)
2. RSI Reading (with color coding: green for oversold, red for overbought)
3. VWAP and Distance from VWAP
4. Volume Analysis with Progress Bar (Buy vs Sell %)
5. Pivot Levels (Pivot, R1, S1)
6. Trend Direction (Bullish, Bearish, Neutral)
7. Signal Status (Last Buy/Sell signal with entry price)
This reduces the need for multiple indicators and gives traders a command-center view directly on the chart.
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J. Alerts
The tool generates alerts whenever a Buy or Sell condition is met. Traders can set up TradingView alerts to be notified instantly when:
• Buy Signal Alert → RSI oversold + Bullish inside candle
• Sell Signal Alert → RSI overbought + Bearish inside candle
This ensures no opportunity is missed even if you’re not actively monitoring the chart.
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K. Background Highlights
The chart background also changes faintly (light green or light red) when a Buy or Sell condition is triggered. This gives traders visual confirmation along with signals and alerts.
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3. Practical Use of This Tool
• Scalpers & Intraday Traders can use it for quick momentum-based entries.
• Swing Traders can use the RSI + Inside Candle + Pivot Points to find medium-term reversals.
• Analysts can use the dashboard for real-time summaries in reports.
• Volume Analysis helps understand institutional activity.
Remember: This is not a standalone holy grail. It must be used with proper risk management and confirmation from higher timeframes.
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4. Strict Disclaimer (aiTrendview)
⚠️ Disclaimer from aiTrendview:
This indicator is designed for educational and analytical purposes only. It is not financial advice or a guaranteed trading strategy. Markets are inherently risky and unpredictable; past performance of indicators does not ensure future results. Trading involves risk of financial loss, and traders must use proper risk management, stop-loss, and independent judgment.
aiTrendview strictly follows TradingView.com rules and compliance guidelines.
Any misuse of this tool, its code, or analytical features for unauthorized commercial purposes, false promises, or misleading activities is strictly discouraged. The creators of this script and aiTrendview will not be responsible for any losses, damages, or misuse arising from its application. Always trade responsibly and only with money you can afford to lose.
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Intraday Volume Pulse GSK-VIZAG-AP-INDIAIntraday Volume Pulse Indicator
Overview
This indicator is designed to track and visualize intraday volume dynamics during a user-defined trading session. It calculates and displays key volume metrics such as buy volume, sell volume, cumulative delta (difference between buy and sell volumes), and total volume. The data is presented in a customizable table overlay on the chart, making it easy to monitor volume pulses throughout the session. This can help traders identify buying or selling pressure in real-time, particularly useful for intraday strategies.
The indicator resets its calculations at the start of each new day and only accumulates volume data from the specified session start time onward. It uses simple logic to classify volume as buy or sell based on candle direction:
Buy Volume: Assigned to green (up) candles or half of neutral (doji) candles.
Sell Volume: Assigned to red (down) candles or half of neutral (doji) candles.
All calculations are approximate and based on available volume data from the chart. This script does not incorporate external data sources, order flow, or tick-level information—it's purely derived from standard OHLCV (Open, High, Low, Close, Volume) bars.
Key Features
Session Customization: Define the start time of your trading session (e.g., market open) and select from common timezones like Asia/Kolkata, America/New_York, etc.
Volume Metrics:
Buy Volume: Total volume attributed to bullish activity.
Sell Volume: Total volume attributed to bearish activity.
Cumulative Delta: Net difference (Buy - Sell), highlighting overall market bias.
Total Volume: Sum of all volume during the session.
Formatted Display: Volumes are formatted for readability (e.g., in thousands "K", lakhs "L", or crores "Cr" for large numbers).
Color-Coded Table: Uses a patriotic color scheme inspired by general themes (Saffron, White, Green) with dynamic backgrounds based on positive/negative values for quick visual interpretation.
Table Options: Toggle visibility and position (top-right, top-left, etc.) for a clean chart layout.
How to Use
Add to Chart: Apply this indicator to any symbol's chart (works best on intraday timeframes like 1-min, 5-min, or 15-min).
Configure Inputs:
Session Start Hour/Minute: Set to your market's open time (default: 9:15 for Indian markets).
Timezone: Choose the appropriate timezone to align with your trading hours.
Show Table: Enable/disable the metrics table.
Table Position: Place the table where it doesn't obstruct your view.
Interpret the Table:
Monitor for spikes in buy/sell volume or shifts in cumulative delta.
Positive delta (green) suggests buying pressure; negative (red) suggests selling.
Use alongside price action or other indicators for confirmation—e.g., high total volume with positive delta could indicate bullish momentum.
Limitations:
Volume classification is heuristic and not based on actual order flow (e.g., it splits doji volume evenly).
Data accumulation starts from the session time and resets daily; historical backtesting may be limited by the max_bars_back=500 setting.
This is for educational and visualization purposes only—do not use as sole basis for trading decisions.
Calculation Details
Session Filter: Uses timestamp() to define the session start and filters bars with time >= sessionStart.
New Day Detection: Resets volumes on daily changes via ta.change(time("D")).
Volume Assignment:
Buy: Full volume if close > open; half if close == open.
Sell: Full volume if close < open; half if close == open.
Cumulative Metrics: Accumulated only during the session.
Formatting: Custom function f_format() scales large numbers for brevity.
Disclaimer
This script is for educational and informational purposes only. It does not provide financial advice or signals to buy/sell any security. Always perform your own analysis and consult a qualified financial professional before making trading decisions.
© 2025 GSK-VIZAG-AP-INDIA
CoffeeShopCrypto Supply Demand PPO AdvancedCoffeeShopCrypto PPO Advanced is a structure-aware momentum oscillator and price-trend overlay designed to help traders interpret momentum strength, exhaustion, and continuation across evolving market conditions. It’s not a “buy/sell” signal tool — it's a momentum context tool that helps confirm trend intent.
Original Code derived from the Price Oscillator Indicators (PPO) found in the TradingView Technical Indicators categories. You can view the info and calculation for the original PPO here
www.tradingview.com
Much like the MACD, the PPO uses a couple lagging indicators to present Momentum as a percentage. But it lacks context to market structure.
What It’s Based On
This tool is based on a dual-moving-average PPO oscillator structure (Percentage Price Oscillator) enhanced by:
Oscillator pivot structure: detection of Lower Highs (LH) and Higher Lows (HL) inside the oscillator.
Detection of Supply and Demand Trends via Market Absorption
Ability to transfer its average plots to price action
Detection of Trend Exhaustion
Real-time price-based exhaustion levels: projecting potential future supply and demand using trendlines from weakening momentum.
Integrated fast and slow Moving Averages on price using the same inputs as the oscillator, to visualize alignment between short- and long-term trends.
These elements combine momentum context with price action in a visual, intuitive system.
How It Works
1. Oscillator Structure
LHs (above zero): momentum weakening in uptrends.
HLs (below zero): momentum strengthening in downtrends.
Only valid pivots are shown (e.g., an LH must be preceded by a valid LL).
2. Exhaustion Levels
Green demand lines: price is making new lows, but oscillator prints HL → potential exhaustion.
Red supply lines: price is making new highs, but oscillator prints LH → potential exhaustion.
These lines are future-facing, projecting likely reaction zones based on momentum weakening.
3. Moving Averages on Price
Two MAs are drawn on the price chart:
Fast MA (same length as PPO short input)
Slow MA (same length as PPO long input)
These are not signal lines — they're visual guides for trend alignment.
MA crossover = PO crosses zero. This indicates short- and long-term momentum are syncing — a powerful signal of trend conviction.
When price is above both MAs, and the PO is rising above zero, bullish momentum is dominant.
When price is below both MAs, and the PO is falling below zero, bearish momentum dominates.
How Traders Can Use It
✅ Spot Trend Initiation
Wait for clear trend confirmation in price.
Use PPO Momentum+ to confirm momentum structure is aligned (e.g., HH/HL in oscillator + price above both MAs).
🔁 Track Continuations
In uptrends, look for oscillator HH and HL sequences with price holding above both MAs.
In downtrends, seek LL and LH sequences with price below both MAs.
⚠️ Watch for Exhaustion
Price breaking below red (supply) lines after oscillator LH = bearish exhaustion signal.
Price breaking above green (demand) lines after oscillator HL = bullish exhaustion signal.
These levels act like pre-mapped S/R zones, showing where momentum previously failed and price may react.
Why This Is Different
Momentum tools often lag or mislead when used blindly. This tool visualizes structural failure in momentum and maps potential outcomes. The integration of oscillator and price-based tools ensures traders are always reading context, not just raw signals.
Demand Trendlines
Demand trendlines show us Wykoff's law of "Absorbed Supply Reversal" In real time.
When aggressive selling pressure is persistently absorbed by passive buying interest without significant downward price continuation, and supply becomes exhausted, the market structure shifts as demand regains control—resulting in a directional reversal to the upside.
This commonly happens in a 3 phase interaction of price.
1. Selling pressure is absorbed quickly by buyers.
This PPO tool will calculate the trend of this absorption process
2. After there is a notable Bearish Exhaustion of price action, the PPO tool will draw a trendline of this absorption showing us the potential future prices where aggressive buyers will want to step in at lower prices.
3. After higher lows are defined in the oscillator, you'll see prices react in a strong bullish pattern at this trendline where aggressive buyers stepped in to reverse price action to the upside.
Supply Trendlines
Supply trendlines show us Wykoff's law of "Absorbed Demand Reversal" In real time.
When aggressive buying pressure is persistently absorbed by passive selling interest without significant downward price continuation, and demand becomes exhausted, the market structure shifts as supply regains control—resulting in a directional reversal to the downside.
This commonly happens in a 3 phase interaction of price.
1. Buying pressure is absorbed quickly by sellers.
This PPO tool will calculate the trend of this absorption process.
2. After there is a notable Bullish Exhaustion of price action, the PPO tool will draw a trendline of this absorption showing us the potential future prices where aggressive sellers will want to step in at higher prices.
3. After lower highs are defined in the oscillator, you'll see prices react in a strong bearish pattern at this trendline where aggressive sellers stepped in to reverse price action to the downside.
Lower High and Higher Low Signals
When the oscillator signals Lower Highs or High Lows its only noting that momentum in that trend direction is slowing. THis indicates a coming pause in the market and the proceeding longs of an uptrend or shorts of a downtrend should be taken with caution.
**These LH and HL markers are not reading as divergences in price vs momentum.**
They are simply registering against the highs and lows of itself..
Moving Averages on Price Action
The Oscillator will cross over its ZERO level the same time your Short and Long MAs cross each other. This will indicate that the short term average trend is moving ahead of the long term.
Crossovers are not an entry signal. It's a method in determining you current timeframe trend strength. Always observe price action as it passes through each of your moving averages and compare it to the positioning and direction of the oscillator.
If price dips in between the moving averages while the oscillator still shows a strong trend strength, you can wait for price to move ahead of your fast moving average.
Bar Colors and Signal Line for Trend Strength
Good Bullish Trend = Oscillator above zero + Signal rising below Oscillator
Weak Bullish Trend = Oscillator above zero + Signal above Oscillator
Good Bearish Trend = Oscillator below zero + Signal falling above Oscillator
Weak Bearish Trend = Oscillator below zero + Signal below Oscillator
Bar Colors
Bars are colored to match Oscillator Momentum Strength. Colors are set by user.
Why alter the known PPO (Percentage Price Oscillator) in this manner?
The PPO tool is great for measuring the strength as percentage of price action over and average amount of candles however, with these changes,
you know have the ability to correlate:
Wycoff theory of supply and demand,
Measure the depth of reversals and pullback by price positioning against moving averages,
Project potential reversal and exhaustion pricing,
Visibly note the structure of momentum much like you would note market structure,
Its not enough to know there is momentum. Its better to know
A) Is it enough
B) Is there something in the way which will cause price to push back
C) Does this momentum correlate to the prevailing trend
Volume Aggression Monitor📌 Volume Aggression Monitor — Overview
This indicator helps identify buying and selling pressure (aggression) in real-time by analyzing how market participants are executing trades. It is composed of three main components:
🔍 What Does It Show?
🧭 1. The Thermometer (Above Candles)
🟢 Green Arrow (▲) → Buy Aggression: Buyers are lifting the ask.
🔴 Red Arrow (▼) → Sell Aggression: Sellers are hitting the bid.
⚪ Gray Square (■) → Neutral: No significant price movement or aggression.
💡 Neutral in this context means:
The price barely moved during the candle (open-close % change < direction_threshold, default 0.05%).
No clear buyer or seller dominance. It often appears during low volatility, equilibrium, or market indecision periods. This prevents noise and false directional readings due to random micro-movements.
📊 2. Percentage Panel
A table displaying recent trades or candle data (from a lower timeframe). Colored arrows indicate the direction of aggression (buy/sell). Shows volume, delta, and aggression %.
✅ Use it to:
Track clusters of buy/sell aggression. Spot momentum builds.
⏱️ 3. Cumulative Times & Sales Bar
A horizontal progress bar representing cumulative aggression.
Positive = Buy Aggression dominates.
Negative = Sell Aggression dominates.
📉 Even in sideways price movement, this bar shows who is winning the fight under the surface.
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🧠 How to Use It:
🔹 Confirm Trades
Use the thermometer and aggression signals to confirm your strategy entries (e.g., breakouts, pullbacks, support/resistance).
🔹 Detect Dominance
Observe who is in control: buyers or sellers? Are they pressing or hesitating?
🔹 Filter Market Noise
The neutral state avoids misinterpreting small, meaningless movements as strong signals.
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Component | Meaning
🌡️ Thermometer (▲ ▼ ■) | Who’s in control in each candle
📊 Percentage Panel | Trade details: direction, delta, aggression
📈 Cumulative T&S Bar | Overall aggression bias over time
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