Inizia

SPX (S&P 500 Index)

SPX Levels Mapper (Auto-Calibrating v3)SPX Levels Mapper (Auto-Calibrating v3) Plot S&P 500 levels directly on any chart — converted automatically using a live rolling linear regression between SPX and your instrument. How it works: The indicator pulls real-time SPX data and runs a rolling linear regression against whatever ticker you're charting over a configurable lookback window. Any SPX level you input gets converted to its equivalent price on your chart — no manual slope or intercept needed. Features: Auto-calibrating regression that updates every bar Works on any correlated instrument (NQ, MNQ, ES, MES, individual stocks, etc.) 8 configurable level slots, each with its own color, label, and settings Per-level gamma toggle (Positive / Negative) with ⚠ warning labels for negative gamma Per-level Hard Stop toggle — marks levels where price should stop with a 🛑 label Optional padded zones (±10 points default) to visualize the area of influence around each level Per-level zone transparency control so you can dial up intensity on key levels and fade out the rest Info box showing live regression stats (slope, intercept, R²) Use cases: Map SPX gamma/GEX levels from Unusual Whales, SpotGamma, etc. onto any chart Distinguish between positive and negative gamma environments per level Mark hard stops where market maker positioning suggests price rejection Visualize zones of influence with adjustable padding and intensity How to use: Add to any chart that correlates with SPX Enter SPX levels in the settings — each level has its own group Toggle gamma type, hard stop, zone visibility, and transparency per level Lines and zones appear at the equivalent price on your chart, updating in real time Built for traders who read SPX flows but execute on other instruments.
Indicatore Pine Script®
di timkamazik
3
SPX Levels on NQ (Auto)SPX Levels on NQ (Auto-Calibrating) Plot S&P 500 support/resistance levels directly on your NQ/MNQ chart — converted automatically using a live rolling linear regression. How it works: The indicator pulls real-time SPX price data and runs a linear regression against NQ over a configurable lookback window. This gives you a dynamically updating formula (NQ = slope × SPX + intercept) that adapts as the relationship between the two instruments shifts. Any SPX level you input gets converted to its NQ equivalent and drawn as a horizontal line on your chart. Use cases: Map SPX gamma/GEX levels (from Unusual Whales, SpotGamma, etc.) onto your NQ chart Track SPX key support/resistance while trading NQ or MNQ Cross-reference SPX options positioning with NQ price action Features: Auto-calibrating — no manual slope/intercept needed 8 configurable level slots with custom labels Info box showing current regression stats and R² Adjustable lookback, line style, and colors How to use: Add to any NQ1! or MNQ1! chart Enter your SPX levels in the settings Lines appear at the equivalent NQ price, updating in real time Built for anyone who reads SPX flows but trades NQ.
Indicatore Pine Script®
di timkamazik
Macro Environment Dashboard SPX/Nasdaq Levels============================================================ Macro Environment Dashboard SPX/Nasdaq Levels This indicator aims to show an actual snapshot of the current macro situation, so you can estimate what to expect from the day. This is a result of a long AI conversation, in order to gather market principles into a usable dashboard. Hope you find it useful. Purpose Provides a structured macro environment dashboard for equity index trading, combining liquidity, volatility, credit, and trend signals into a single regime framework. It automatically determines support and resistance levels, evaluates market risk conditions, and generates contextual alerts for potential breakout or breakdown events. The tool is designed for discretionary traders, systematic traders, and macro-aware technical traders who want to align execution decisions with the prevailing macro regime. --- 1. Market Principles the Script Is Based On The indicator is built on a multi-factor macro model. It assumes that equity index behavior is primarily driven by liquidity conditions, financial stress signals, interest rates, volatility, and trend structure. Core Principle: Markets Move With Liquidity When liquidity expands: * risk assets tend to rise * volatility tends to fall * credit conditions improve When liquidity contracts: * risk assets tend to weaken * volatility tends to rise * financial stress increases The Model Uses Eight Core Signals Liquidity Measures global central bank balance sheets relative to liquidity drains. Liquidity Delta Measures short-term liquidity changes from funding sources. Dollar (DXY) A stronger dollar tightens global financial conditions. 10Y Yield Higher yields increase discount rates and pressure equities. Credit Credit spreads reflect financial system health. VIX Market volatility represents risk perception. SPX Trend Trend direction of the S&P 500. Nasdaq Trend Trend direction of the Nasdaq index. These signals are combined into a weighted score that determines the market regime. Regime Model STRONG RISK ON High liquidity alignment and positive market conditions. RISK ON Supportive macro environment but not fully aligned. NEUTRAL Mixed signals or transitional environment. RISK OFF Defensive environment with elevated risk. --- 2. Table Rows — All Possible Values and Meaning Liquidity Injection Liquidity is expanding. Typically bullish for equities. Drain Liquidity is contracting. Typically bearish for equities. Impact Interpretation Injection → upward price pressure Drain → downward price pressure --- Liq Delta Improving Short-term liquidity is increasing. Deteriorating Short-term liquidity is decreasing. Impact Interpretation Improving → short-term support Deteriorating → short-term risk --- Dollar Weak USD Financial conditions are easing. Strong USD Financial conditions are tightening. Impact Interpretation Weak USD → risk assets supported Strong USD → risk assets pressured --- 10Y Yield Falling Discount rates are declining. Rising Discount rates are increasing. Impact Interpretation Falling → equities supported Rising → equities pressured --- Credit Healthy Credit markets are stable. Stress Credit risk is increasing. Impact Interpretation Healthy → supportive risk environment Stress → elevated financial risk --- VIX Low Vol Market risk perception is low. High Vol Market risk perception is elevated. Impact Interpretation Low Vol → stable conditions High Vol → unstable conditions --- SPX Trend Bullish Short-term trend is upward. Bearish Short-term trend is downward. --- Nasdaq Trend Bullish Short-term trend is upward. Bearish Short-term trend is downward. --- Selected Bullish The currently selected execution market trend is positive. Bearish The currently selected execution market trend is negative. --- Support 1 Automatically calculated key support level. Meaning Primary downside structure level. Behavior Break below support indicates potential continuation lower. --- Resistance 1 Automatically calculated key resistance level. Meaning Primary upside structure level. Behavior Break above resistance indicates potential continuation higher. --- Persistence / Risk Confirmed The macro regime has persisted for the required number of bars. Pending The regime is still forming. Risk Layer Values TRENDING Directional movement is strong and sustained. CONSOLIDATING Market is range-bound. UNSTABLE Volatility expansion or elevated risk conditions. Impact Interpretation TRENDING Trend continuation likely. CONSOLIDATING Breakout risk increasing. UNSTABLE Risk management priority. --- Regime / Score Displays the macro regime and confidence percentage. Possible Values STRONG RISK ON Score above 75% RISK ON Score between 55% and 75% NEUTRAL Score between 35% and 55% RISK OFF Score below 35% --- Glyph Symbols ▲ Bullish or supportive signal ▼ Bearish or negative signal • Neutral condition --- 3. Settings Explanation Auto Detect Market Automatically determines whether the chart represents: SPX or NASDAQ If enabled The script identifies the instrument automatically. If disabled Manual selection is used. --- Manual Market Override Used only when auto detection is disabled. Options SPX NASDAQ --- Fast Length Short-term moving average period. Used for trend detection. Typical values 3 5 10 --- Slow Length Longer moving average period. Used for trend confirmation. Typical values 15 20 30 --- Show Dashboard Table Enables or disables the macro dashboard display. --- Show Macro Background Colors the chart background according to the macro regime. Green Risk-on environment Orange Neutral environment Red Risk-off environment --- Show Support / Resistance Levels Displays automatically calculated levels. --- Show S/R Price Labels Displays price labels to the right of the last bar. Example S1: 5120 R1: 5185 --- Levels Mode Determines how support and resistance are calculated. Options Swing Uses recent highs and lows. ATR Uses volatility-based levels. Pivot Uses pivot structure detection. --- Swing Lookback 1 Short-term support/resistance window. Typical 20 --- Swing Lookback 2 Longer-term support/resistance window. Typical 50 --- ATR Length Volatility measurement period. Typical 14 --- ATR Basis Length Moving average used as ATR center. Typical 20 --- ATR Mult 1 Primary volatility distance. Typical 1.0 --- ATR Mult 2 Secondary volatility distance. Typical 2.0 --- Pivot Left Bars Number of bars before pivot. --- Pivot Right Bars Number of bars after pivot. --- Regime Confirmation Bars Number of bars required to confirm a regime. Higher value More stability Less noise Lower value Faster signals More sensitivity Typical 3 --- Liquidity Delta Smoothing Smoothing factor for liquidity change signal. Typical 3 --- Liquidity Delta Lookback Historical comparison period. Typical 5 --- Risk Layer Fast Trend Short-term trend period. --- Risk Layer Slow Trend Longer trend period. --- Risk Layer Range Length Range measurement window. --- Trending Threshold % Minimum trend strength required. --- Unstable ATR % Threshold Volatility threshold for instability detection. --- Consolidation Range % Threshold Range size threshold for consolidation detection. --- 4. Use Cases / How To Use Use Case 1 — Trend Continuation Conditions Regime STRONG RISK ON Risk Layer TRENDING Signal Price breaks Resistance 1 Interpretation High-probability continuation setup. --- Use Case 2 — Breakdown Risk Conditions Regime RISK OFF Risk Layer UNSTABLE Signal Price breaks Support 1 Interpretation Downside continuation likely. --- Use Case 3 — Range Trading Conditions Risk Layer CONSOLIDATING Signal Price moves between Support and Resistance. Interpretation Mean-reversion environment. --- Use Case 4 — Early Risk Warning Conditions Liquidity Drain Credit Stress VIX High Vol Interpretation Elevated systemic risk. Risk management priority. --- Use Case 5 — Regime Transition Conditions Regime Pending Interpretation Market environment changing. Wait for confirmation. --- Best Practices Use the indicator for: Context Risk management Trade confirmation Market regime identification Do not use it as: A standalone entry signal A prediction tool A guarantee of market direction ---
Indicatore Pine Script®
di FutuRInvest
S&P 500 Breadth BullstackCore Idea of the Indicator: The indicator is not a classic buy/sell trigger, but rather a breadth regime scanner for the S&P 500. In other words, it measures how many stocks in each sector are trading above their 20-day, 50-day, and 200-day moving averages (Simple Moving Average - SMA), compresses that information into a color-coded view, and visualizes whether there is a true “bullstack” in the market. In practical terms, this means it is especially useful for filtering long positions during strong market phases, scaling into them, and turning defensive earlier when market breadth starts to weaken. Structure: The code loads three breadth series for each of the 11 S&P 500 sectors, plus the Nasdaq-100: 20D, 50D, and 200D. The data is retrieved using request.security() from other symbols or contexts; in Pine, this function is used to access values from other symbols or timeframes within the script. The script also calculates three averages from the 11 sectors (tot20, tot50, tot200) to create an overall view of S&P 500 market breadth. Color Logic: The core idea is: 20D represents short-term momentum, 50D represents medium-term confirmation, and 200D represents the long-term trend. The bullstackColor() function does not create a simple traffic-light system, but rather a graduated state model: green/turquoise means broad strength, white marks the transition zone, yellow/orange signals early weakness, red to near-black indicates clear breadth weakness, and pink represents a special case of negative divergence. This divergence occurs when many stocks are still above their 200D line in the long term (b200 > 65), while short-term momentum is already breaking down significantly (b20 < 45) — a typical late-cycle/distribution signal. Long Strategy: For longs, the indicator is most powerful when used as a market filter: The best entries occur when overall breadth rotates up out of capitulation through neutral (white) and then into light green, with 20D breadth picking up first as short-term momentum, 50D breadth then confirming as the medium-term trend, and 200D remaining stable as the long-term trend. The highest-quality longs occur when not only “Total SPY” turns green, but especially cyclical sectors such as XLY, XLF, XLI, XLK, and ideally the Nasdaq block as well are participating. That usually means the rally is broad, risk-on, and more durable. Specifically, I would derive three long setups from this: Early long (first tranche) on the turn from capitulation into the neutral zone, when 20D breadth is clearly rising and 50D breadth is no longer declining. Confirmation long (second tranche), when 20D > 50D > 50 and several leading sectors turn green at the same time. Trend add-on (final tranche), when the overall market and cyclical sectors such as XLY, XLF, XLI, and XLK are already green and rotating into turquoise, while pullbacks on the price chart remain shallow (only down to the SMA20 or slightly below). Position Management: For position management, the color is almost more important than the entry itself: as long as the picture remains green and 20D only fluctuates slightly, that argues for holding rather than nervous re-trading. Partial profit-taking or tighter risk management makes sense once strong green fades into pale green or white, because that often marks the transition from expansion to exhaustion. A clear warning signal against new longs is pink: in that case, the long-term trend is still intact, but short-term momentum is already rolling over — exactly the kind of environment where late longs are often rewarded the least. Caution is warranted here, and the first partial profits should be secured. Short Strategy: I would trade shorts much more selectively than longs with this indicator, because breadth indicators in uptrends can often stay “too strong” longer than short setups can tolerate. The better short opportunities do not occur on the first yellow bar, but when the overall picture shifts from white/yellow into orange/red, while 20D breadth and 50D breadth are weak at the same time and defensive sectors look better than cyclical ones. That points more to genuine market distribution rather than just a simple pullback in individual sectors. The cleanest short entries come after a failed rebound out of a pink divergence, or when multiple sectors flip synchronously into red/dark red after a warning phase, especially if Nasdaq, Tech, and other cyclical sectors confirm the weakness. A simple practical rule would therefore be: Prefer longs when breadth is expanding, 20D leads first, and 50D/200D then confirm. No fresh longs during pink divergences. Only take shorts when the weakness is broad, synchronized, and visible across sectors. One more important point: The script measures market breadth, not price structure. Therefore, it is best used as a top-down filter together with price triggers in SPY/ES/QQQ or in individual stocks — for example, breadth turning green plus a breakout or trend pullback on the chart, rather than trading breadth in isolation.
Indicatore Pine Script®
di Nsrs05
1
APEX ELITE . 2━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ ◈ APEX ELITE . 2 Open Source Pine Script v6 · Panel-Only Edition · Zero Chart Clutter ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ ⚠️ NOT FINANCIAL ADVICE — See full disclaimer at the bottom. ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ WHAT IS APEX ELITE? ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ APEX ELITE is a single, unified intraday dashboard that replaces what would otherwise require 8 or more separate indicators. Everything runs internally and surfaces through one clean, color-coded panel. Your chart stays completely uncluttered — no extra lines, no overlapping boxes, no noise. Built specifically for intraday traders who need instant situational awareness: → Is there a signal right now? → What is the trend across multiple timeframes? → Where are the key levels? → How strong is the current edge? All of that — answered in a single glance at the panel. 🔑 Key principles: • All signals fire on confirmed bars only — zero repainting • 12+ factors combine into one composite score before any signal fires • Session clock tracks 8 intraday phases so you always know the market context • Compact Mode available for smaller screens • 22 configurable alert conditions built in ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ THE 12 MODULES — COMPLETE BREAKDOWN ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ ▸ BLOCK A — SIGNAL COMMAND ─────────────────────────── The top block of the panel. Shows the current signal state in large text — ▲ CALL SIGNAL, ▼ PUT SIGNAL, or ● WATCHING — along with the live composite edge score and directional bias. • Signal State: CALL / PUT / WATCHING — updates every confirmed bar • Edge Direction: BULL / BEAR / NEUT with score out of 100 (e.g. "BULL 82/100") • Edge Bar: 10-block visual bar showing edge % (████████░░) • Bull / Bear pts: Raw scores shown side-by-side for comparison The background color of this row changes: green for CALL, red for PUT, neutral for watching. ▸ BLOCK B — INTRADAY LEVELS ──────────────────────────── Every key price level an intraday trader needs, all in one place. • VWAP Zone: Which of 6 zones price is in — Above +2σ / +1→+2σ / VWAP→+1σ / -1→VWAP / -2→-1σ / Below -2σ • VWAP Distance: Real-time % distance of close from VWAP (e.g. +0.42% dist) • PMH / PML: Pre-Market High and Low — the most important intraday reference levels. A break of PMH or PML triggers the maximum +20 trigger points. • FCH / FCL: First Candle High and Low (configurable: 1/2/3/5/15 min). Also shows the first candle's range as a %. • Supply / Demand: Nearest unmitigated supply zone above price and demand zone below price — with total active zone count. • Level Break: Live readout when PMH, PML, FCH, or FCL is broken on the current bar. ▸ BLOCK C — MOMENTUM STACK ─────────────────────────── A complete multi-timeframe picture of trend alignment. • SMA 9 (cyan): Short-term momentum MA. Above = bullish micro trend. • SMA 21 (gold): Medium momentum MA. The primary intraday trend filter. • SMA 50 (orange): Intermediate trend. Pullback entries reference this level. • SMA 200 (red): Long-term macro trend. Above = bull market context. • MA Alignment: Count of MAs on each side (e.g. 4/4 bull). Full stack = strongest signal. • MA Stack Order: Full Bull Stack confirmed when 9 > 21 > 50 > 200 all correctly ordered. • EMA Ribbon: EMA 8 vs EMA 21 — ribbon direction shows short-term momentum. • MTF Alignment: Per-timeframe arrows (▲5m ▲15m ▼1h) — instantly see each TF at a glance. • Daily Context: Daily EMA 9 vs EMA 21 — trade with the daily trend for the highest quality setups. Tip: MTF 3/3 aligned + MA 4/4 bull + daily EMA bull = the highest conviction entries. ▸ BLOCK D — MARKET STRUCTURE ────────────────────────────── The highest-conviction trigger events in the system. • Liquidity Sweep: Price briefly violates a 20-bar extreme before reversing — a classic stop hunt. Tracks age in bars (e.g. "▲ Bull (3b ago)"). • Structure Break (MSB): Close crosses a confirmed 10-bar pivot high or low. The strongest directional confirmation. Also tracks age. • Squeeze: Bollinger Bands contracting inside Keltner Channels = coiling volatility. Shows bars coiling. Fires on expansion. • Squeeze Momentum: Rising / Falling / Flat direction of momentum during the squeeze. • ADX: Average Directional Index — Strong (>30) / Trending (20-30) / Choppy (<20). • DI+ / DI-: Split readout showing directional pressure. Both Sweeps and MSBs add the maximum trigger bonus (+20 pts) to the score. ▸ BLOCK E — RISK ENGINE ──────────────────────── Everything needed to size and manage a trade the moment a signal appears. • ATR 14: 14-period Average True Range — raw volatility in price points. • Stop 1× / 1.5× / 2×: Three stop-loss distances pre-calculated simultaneously. Choose based on your risk tolerance. • Volume Ratio: Current volume as a multiple of the 20-bar average (e.g. 1.8× avg). • Volume: "▲ SPIKE" label when volume clears your configured threshold. "Normal" otherwise. • RSI 14: 14-period RSI with contextual labels — OB (>70), OS (<30), Elevated, Depressed, Neutral. ▸ BLOCK F — LIQUIDITY HEATMAP ( Inspired by BigBeluga — Dynamic Liquidity HeatMap Profile ) ────────────────────────────────────────────────────────────── This module is inspired by the methodology from BigBeluga's excellent Dynamic Liquidity HeatMap Profile indicator. It uses ATR-normalized, volume-weighted pivot analysis over a configurable lookback (default 300 bars) to determine whether buy-side or sell-side liquidity is dominant. • Liq Bias: Buy-Side / Sell-Side / Balanced — with dominant side percentage (e.g. "Buy-Side 73%") • Vol Intensity: Graphical bar (▓▓▓░░) showing current volume activity as % of the 300-bar max • Score Impact: +5 bull score when buy-side > 60% · +5 bear score when sell-side > 60% Full credit to BigBeluga for the original concept. Please visit and support their work. ▸ BLOCK G — REVERSAL PROBABILITY ZONE ( Inspired by LuxAlgo — Reversal Probability Zone & Levels ) ────────────────────────────────────────────────────────────── This module ports the exact algorithmic core of LuxAlgo's Reversal Probability Zone & Levels indicator. It builds two separate databases of historical swing moves — one bullish, one bearish — tracking both the price magnitude and bar duration of every confirmed pivot. From these it calculates statistical percentile targets for the most likely next move. • Forecast Bias: ▲ Bull or ▼ Bear — direction expected after the last pivot • 25th / 50th Percentile: Conservative and median price targets (e.g. 518.40 / 521.20) • 75th / 90th Percentile: Aggressive and maximum targets (e.g. 524.80 / 528.50) • Duration: Expected bar count to reach each target (e.g. "8 bars / 22 bars") • Pivot Count: Total swings tracked — more pivots = more statistically reliable readings Full credit to LuxAlgo for the original algorithm. Licensed under CC BY-NC-SA 4.0. ▸ BLOCK H — STANDARD DEVIATION CHANNEL ──────────────────────────────────────── A linear regression channel fitted to the last N bars (default 128). Shows where price sits statistically within the current trend. • Channel Zone: One of 6 zones — Above +2σ / +1→+2σ / Mid→+1σ / -1→Mid / -2→-1σ / Below -2σ • Trend Direction: Rising / Falling / Flat based on the regression slope • Pearson R: Correlation coefficient. Above 0.8 = very clean trend. Below 0.5 = noisy/ranging. • Midline Distance: % distance of close from the regression center line Best CALL zone: "Mid → +1σ" on a rising channel. Best PUT zone: "Mid → -1σ" on a falling channel. Avoid entries when zone shows "Above +2σ" or "Below -2σ" — price is statistically extended. ▸ BLOCK I — RSI DIVERGENCE ( Libertus Method ) ───────────────────────────────────────────── Detects bull and bear RSI divergences by comparing price swing extremes against RSI swing extremes over a configurable lookback window (default 90 bars). • Bull Divergence: Price makes lower low but RSI makes higher low — hidden strength, potential reversal up • Bear Divergence: Price makes higher high but RSI makes lower high — hidden weakness, potential reversal down • Age Tracking: "Bull Div (3b ago)" or "Bull Div ✦ NOW" — shows exactly how fresh the divergence is • RSI Value: Current reading with OB / OS labels • Score Bonus: +5 bull score on bull divergence · +5 bear score on bear divergence Credit to Libertus for the divergence detection methodology. ▸ BLOCK J — SESSION CLOCK ────────────────────────── Intraday trading is entirely timing-dependent. This block tracks 8 distinct market phases, each color-coded by typical volatility profile. PRE-MKT → 4:00 – 9:30 AM ET (PMH/PML building) OPEN (HOD/LOD) → 9:30 – 10:00 AM ET (highest volatility, initial direction) AM SESSION → 10:00 – 11:30 AM ET (best signal quality window) LUNCH APPROACH → 11:30 – 12:00 PM ET (momentum slowing) LUNCH CHOP → 12:00 – 1:30 PM ET (avoid new entries) PM SESSION → 1:30 – 2:30 PM ET (trend continuation or reversal) POWER HOUR NEAR → 2:30 – 3:00 PM ET (institutional activity increasing) POWER HOUR → 3:00 – 4:00 PM ET (highest volume, strongest moves) Also shows time remaining in RTH. Turns gold when less than 60 minutes remain. ▸ BLOCK K — COMPOSITE EDGE SCORE ─────────────────────────────────── Instead of just showing one number, this block breaks the score into individual factor bars — each showing exactly how much it is contributing. You can see not just THAT the score is high, but WHY. VWAP → ████░ (max 15 pts) MTF → █████ (max 15 pts) MA → ████░ (max 12 pts) Momentum → ███░░ (max 5 pts) Volume → ██░░░ (max 10 pts) Trigger → █████ (max 20 pts ← most important) ADX → ████░ (max 8 pts) Edge → ████░ (overall 0-100) A high score driven purely by momentum without a trigger event is weaker than one with everything aligned. ▸ BLOCK L — FRACTAL BASE ( Inspired by LuxAlgo — Fractal Base Indicator ) ────────────────────────────────────────────────── This module ports the core logic from LuxAlgo's Fractal Base Indicator. A fractal is a confirmed swing pivot where price has N bars of context on both sides — these represent the most significant recent support and resistance levels because they show where price genuinely reversed. • Fractal Res: Last confirmed fractal HIGH — price + bars since + % distance from close • Fractal Sup: Last confirmed fractal LOW — price + bars since + % distance from close • Price Bias: "Above Res" (price broke resistance) / "Below Sup" (broke support) / "In Range" (between levels) • Fractal Event: "New High Fractal" or "New Low Fractal" when a new fractal confirms this bar • Score Bonus: +4 pts near fractal support/resistance · +3 pts when level is broken • Configurable: Fractal Periods input — 2 = 5-bar fractal (default), 1 = 3-bar, 3 = 7-bar Full credit to LuxAlgo for the original indicator concept. ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ THE SCORING ENGINE ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ Bull and bear scores are calculated independently on every confirmed bar. A signal only fires when the score clears the threshold AND key filters are simultaneously met. COMPONENT MAX PTS CONDITION ──────────────────────────────────────────────────────────── VWAP Zone 15 / 8 15 inside ±1σ · 8 correct side outside band MTF Alignment 15 / 8 15 all 3 TFs aligned · 8 for 2 of 3 MA Alignment 12/7/3 12 for 4/4 · 7 for 3/4 · 3 for 2/4 EMA Ribbon 5 EMA 8 vs 21 direction Volume Spike 10 Volume > mult × 20-bar avg AND correct direction Trigger Event 20 ★ PMH/PML/FCH/FCL break · Sweep · MSB ADX Strength 8 / 5 8 if ADX >30 · 5 if ADX 20-30 Squeeze Fire 5 Squeeze fires in signal direction ABC Harmonic 5 Active harmonic pattern aligned RSI Zone 5 RSI 50-70 for bull · 30-50 for bear RSI Divergence 5 Bull/bear divergence active Liq HeatMap Bias 5 Buy/sell-side >60% Std Dev Channel 4 Price in sweet zone on correct trend Daily EMA Trend 4 Daily chart EMA alignment S/D Zone Proximity 3 Within 0.3% of demand (bull) or supply (bear) Fractal Proximity 4 / 3 Within 0.25% of fractal level / level broken ──────────────────────────────────────────────────────────── ★ Trigger Event carries the most weight. A signal without a trigger is unlikely to fire. DEFAULT THRESHOLD: 65 pts Raise to 75+ for fewer but higher-quality signals. Lower to 55 on very active trending days. ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ SIGNAL CONDITIONS ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ A CALL signal requires ALL of the following simultaneously: ✅ Bull score ≥ threshold ✅ Close above VWAP (hard filter) ✅ MTF alignment 2/3 or better ✅ Active trigger event (PMH break / FCH break / Bull Sweep / MSB ▲ / Squeeze bull) ✅ barstate.isconfirmed — never fires mid-bar, zero repainting ✅ RTH session active (if RTH Only setting is on) A PUT signal requires ALL of the following simultaneously: ✅ Bear score ≥ threshold ✅ Close below VWAP (hard filter) ✅ MTF alignment 2/3 or better (bearish) ✅ Active trigger event (PML break / FCL break / Bear Sweep / MSB ▼ / Squeeze bear) ✅ barstate.isconfirmed ✅ RTH session active (if RTH Only setting is on) ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ 22 ALERT CONDITIONS ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ To set up: Right-click the indicator → Add Alert → Select condition. All alerts include: ticker · close price · timestamp. SIGNAL ALERTS ▲ CALL Signal — Full CALL criteria met ▼ PUT Signal — Full PUT criteria met ◆ Any Signal — Either CALL or PUT LEVEL BREAK ALERTS → PMH Breakout — Close crosses pre-market high → PML Breakdown — Close crosses pre-market low → FCH Break — Close crosses first candle high → FCL Break — Close crosses first candle low STRUCTURE ALERTS → Sweep CALL — Bull sweep + above VWAP → Sweep PUT — Bear sweep + below VWAP → MSB Bull — Market structure break upward → MSB Bear — Market structure break downward MOMENTUM ALERTS → Squeeze Bull Fire — Squeeze fires with bullish close → Squeeze Bear Fire — Squeeze fires with bearish close → MA Full Bull Stack — All 4 MAs correctly ordered up → MA Full Bear Stack — All 4 MAs correctly ordered down DIVERGENCE & LIQUIDITY → RSI Bull Divergence — Bull div detected → RSI Bear Divergence — Bear div detected → Liq Buy Bias — HeatMap buy-side > 60% → Liq Sell Bias — HeatMap sell-side > 60% PREMIUM ALERTS ★ High Edge (80+) — Composite edge score reaches 80 — premium setup → New High Fractal — New confirmed fractal high (LuxAlgo logic) → New Low Fractal — New confirmed fractal low (LuxAlgo logic) ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ SETTINGS QUICK REFERENCE ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ SESSION & TIME Pre-Market Session → 0400-0930 ET (adjust for your exchange) RTH Session → 0930-1600 ET First Candle Length → 1 / 2 / 3 / 5 / 15 minutes RTH Signals Only → On by default (recommended) SIGNAL ENGINE Min Score to Signal → 65 (raise for fewer signals, lower for more) Volume Spike Mult → 1.4× (volume must be this × the 20-bar average) MOVING AVERAGES MA Type → SMA / EMA / WMA (switches all 4 simultaneously) MA Lengths → 9 / 21 / 50 / 200 (individually configurable) REVERSAL PROB ZONE (LuxAlgo) Swing Length → 20 (pivot sensitivity) Max Reversals → 1000 (database cap) Percentiles → 25 / 50 / 75 / 90 (target levels to display) FRACTAL BASE (LuxAlgo) Fractal Periods → 2 = 5-bar fractal | 1 = 3-bar | 3 = 7-bar STD DEV CHANNEL Regression Length → 128 bars (shorter = more reactive) RSI DIVERGENCE RSI Length → 14 OB / OS Levels → 70 / 30 Divergence Lookback → 90 bars DISPLAY Panel Position → Top Right / Top Left / Bottom Right / Bottom Left Compact Mode → Hides sub-rows to shrink panel height ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ HOW TO READ THE PANEL — QUICK CHECKLIST ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ Before entering any trade, run through these 9 checks: ① Signal showing CALL or PUT? (not just Watching) ② Score at or above your threshold? ③ On the correct side of VWAP? ④ MTF at least 2/3 aligned? ⑤ Channel zone in a reasonable position? (avoid Above +2σ for CALLs) ⑥ Fractal Bias showing "Above Res" (CALL) or "Below Sup" (PUT)? ⑦ RPZ showing a clear price target with enough room for your R:R? ⑧ What was the trigger event? (MSB and Sweep are strongest) ⑨ Can you fit your stop within the 1.5× ATR distance? If you can answer yes to most of these — the setup has strong confluence. ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ CREDITS & ACKNOWLEDGEMENTS ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ APEX ELITE was built with deep respect for the Pine Script community. Several modules are directly inspired by the outstanding published work of: 🏆 LuxAlgo Two modules in APEX ELITE are inspired by LuxAlgo's indicators: → Block G (Reversal Probability Zone) ports the core algorithmic logic from LuxAlgo's "Reversal Probability Zone & Levels" — including the exact pivot detection method, price/bar delta database, and percentile target calculation. Licensed under CC BY-NC-SA 4.0. → Block L (Fractal Base) implements the fractal high/low detection and support/resistance logic from LuxAlgo's "Fractal Base Indicator". LuxAlgo's original indicators are published at: tradingview.com/u/LuxAlgo/ All credit for these algorithmic approaches belongs entirely to LuxAlgo. 🏆 BigBeluga → Block F (Liquidity HeatMap) is inspired by BigBeluga's "Dynamic Liquidity HeatMap Profile" indicator. The volume-normalized, pivot-based liquidity bias methodology is adapted from their approach. BigBeluga's work can be found at: tradingview.com/u/BigBeluga/ Please visit and support their original publications directly. 🏆 Libertus → Block I (RSI Divergence) implements the divergence detection method from Libertus's "RSI Divergences" indicator. Thank you to all three creators for sharing their knowledge with the community. ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ ⚠️ DISCLAIMER — PLEASE READ IN FULL ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ APEX ELITE is a technical analysis tool published for EDUCATIONAL and INFORMATIONAL purposes only. ❌ It does NOT constitute financial advice. ❌ It does NOT constitute investment advice. ❌ It does NOT constitute trading recommendations. ❌ It is NOT a solicitation to buy or sell any financial instrument. All information displayed by this indicator is derived from historical price data and mathematical calculations. Past signal performance does NOT guarantee or predict future results. Financial markets are inherently unpredictable and all trading involves significant risk, including the potential loss of your entire invested capital. The author of APEX ELITE is not a licensed financial advisor, broker, dealer, or investment professional. Nothing in this indicator or its documentation should be interpreted as personalized investment advice tailored to your individual financial situation, risk tolerance, or investment objectives. YOU are solely responsible for all trading decisions you make. Always conduct your own independent research and due diligence. Always use proper risk management — including position sizing and stop-loss orders. Never trade with money you cannot afford to lose. If you are uncertain about any aspect of trading or investing, consult a licensed financial professional in your jurisdiction. By adding this indicator to your chart, you acknowledge that you have read and understood this disclaimer, and that any trading decisions you make based on or influenced by this indicator are entirely your own responsibility. ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ Pine Script v6 · Not Financial Advice · Educational Use Only ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ EOF
Indicatore Pine Script®
di ALA3
Auto-Basis ES to SPXThis indicator is a specialized utility for traders who analyze market structure using ES (S&P 500 E-mini Futures) levels but execute or monitor trades on the SPX (S&P 500 Cash Index). Because futures contracts trade at a premium or discount to the cash index (the "Basis"), ES levels cannot be plotted directly on an SPX chart without significant manual math. This script automates that conversion by calculating the spread between a user-defined ES contract and the SPX index, applying that offset to your levels instantly. How to Use Input Levels: Paste your ES levels into the "Paste ES levels here" text area. The script recognizes the following format: Pivot Level: 6150.25 Resistance Levels: 6165.50, 6180.75 Support Levels: 6140.25, 6125.00 Select Your Contract: Under the "ES Contract Ticker" setting, you can choose which contract to use for the basis calculation. It defaults to the front-month continuous contract (CME_MINI:ES1!), but can be changed to specific quarterly contracts (e.g., ESH2026). Choose Basis Mode: Daily Open: Capture and lock the spread at the 9:30 AM EST market open. This provides static, non-moving levels for the duration of the session. Live: Continuously updates the spread, allowing levels to drift in real-time as the futures-to-cash relationship fluctuates. Key Features Automated Numbering: Automatically parses your input to label levels as R1, R2, R3... and S1, S2, S3... sequentially. Customizable Line Styles: Choose between Solid, Dashed, or Dotted lines and adjust the thickness to fit your chart's theme. Visual Zones: Toggle "Show Zones" to display a shaded area (adjustable in ticks) around each level for better context on supply and demand areas. High-Contrast Labels: Labels default to Normal size with Black Text on a White Background, positioned to the right of the price action for maximum readability. Information Dashboard: A small table in the Bottom Right displays the active Ticker, Basis Mode, and the current mathematical offset being applied.
Indicatore Pine Script®
di TatankaTrading
Regime Dashboard (SPX / NDX / R2K / BTC / Miners / Custom) Regime Dashboard (SPX / NDX / BTC / Miners) is a market “risk regime” + breadth dashboard designed to help you avoid fighting the tape and improve timing for swings and longer holds. This indicator does not forecast price. It measures participation / trend-health in a chosen universe and converts it into a simple RISK ON / RISK OFF regime using a smoothed breadth + hysteresis (two-threshold) engine to reduce chop. What it measures (by mode) 1) SPX Breadth Uses TradingView breadth symbols for the S&P 500: % Above 200D (long-term trend participation) % Above 50D (short-term participation) 2) Nasdaq-100 Breadth Same concept, but for the Nasdaq-100: % Above 200D % Above 50D 3) BTC Trend (proxy) BTC doesn’t have “% of components above MA”, so the indicator uses a binary trend proxy: BTC > 200D SMA → 100, else 0 BTC > 50D SMA → 100, else 0 Smoothing turns this into a “persistence” metric (how consistently BTC stays above its long MA). 4) Miner Basket Breadth Builds a custom basket (e.g., MARA/RIOT/CLSK/WULF/HIVE/CIFR/IREN/BTDR/HUT) and computes: b200: % of selected miners above their own 200D SMA b50: % above their own 50D SMA Because baskets are smaller and step-like, this mode typically needs stronger smoothing/hysteresis. The 3 plotted lines 200 (raw) (red): long-term participation / trend health 50 (raw) (blue): short-term participation / momentum health Smooth(200) (white): SMA of the red line, used for regime decisions Risk regime engine (sticky + smoothed) Regime is determined by Smooth(200) with two thresholds (hysteresis): If Smooth(200) ≥ Risk-ON threshold → RISK ON If Smooth(200) ≤ Risk-OFF threshold → RISK OFF Between thresholds → regime stays the same (“sticky”) to avoid frequent flipping. HUD dashboard A compact table shows: Active mode (SPX / NDX / BTC / Miners) Current regime (RISK ON/OFF) 200 raw / 50 raw / smoothed 200 Current parameters (smoothing + thresholds) What it’s for Align trades with risk conditions Improve entry timing by waiting for breadth confirmation Avoid “bottom picking” when the market/sector is in RISK OFF Press winners harder when participation supports continuation Step-by-step: How to Use It (Playbook) Step 1 — Pick the correct mode for what you trade Use the universe that drives your ticker: Large caps / general equities: SPX Breadth Tech / growth: Nasdaq-100 Breadth Crypto exposure: BTC Trend (proxy) Miners / BTC-linked stocks: Miner Basket Breadth Rule: If your ticker is a “pack trade” (miners/biotech/spec small caps), use the pack’s breadth, not SPX alone. Step 2 — Use the regime shading as your “aggression switch” RISK ON (green background) Favor longs / adds on pullbacks Allow wider stops / longer holds Expect breakouts and trend continuation to work more often RISK OFF (red background) Reduce size, tighten risk, take profits faster Be skeptical of breakouts Bottom-fishing is lower probability; prefer waiting for regime improvement This is the core point: your strategy changes with regime. Step 3 — Understand what the lines mean (mechanically) Blue (50 raw) = short-term participation Moves first at turns Good for early “is selling pressure easing?” signals Red (200 raw) = long-term participation Defines whether the universe is broadly in a long-term uptrend vs downtrend More stable, but slower to turn White (Smooth(200)) = the decision engine Filters noise in the red line Prevents regime from flipping on small, temporary changes Step 4 — Bottom timing sequence (highest probability) For bottoms, watch the internal sequence: RISK OFF + blue line depressed → the universe is weak; rallies are often “dead-cat bounces” Blue (50) turns up (higher lows / rising trend) → early evidence the group is improving Red (200) stabilizes + Smooth(200) rises → long-term participation starts recovering Smooth(200) crosses above Risk-ON threshold → regime flips to RISK ON (confirmation that tends to last) Use it like this: Early entry attempts: only if you accept higher risk Higher-probability entries: after step 2 or step 4 depending on your style Step 5 — Trend continuation and “add points” In RISK ON: Adds on pullbacks work best when: blue line stays above ~50 and/or is rising Smooth(200) remains above the ON threshold (no loss of regime) In RISK OFF: Treat rallies as tactical unless internals improve. Step 6 — Suggested starting settings (by mode) These are starting points, not gospel. SPX / NDX SmoothLen: 3–5 ON/OFF: 55 / 35 (or similar) Miners basket SmoothLen: 7–14 (often needed because basket is step-like) ON/OFF: 60 / 40 (wider band reduces whipsaw) BTC proxy SmoothLen: 10–20 ON/OFF: depends on how strict you want “trend persistence” to be (Higher smoothing = fewer flips) Important Notes Breadth symbols vary by TradingView data access. If a symbol doesn’t exist on your plan, replace it in inputs. Miner baskets are sample-based: small baskets move in steps (e.g., 1/9 ≈ 11.1%). That’s normal. This tool is a context filter, not a standalone trading system. Use with your price structure (S/R, AVWAP, volume profile, trend MAs) for entries/exits. “Quick Start” (2 rules) Only press longs in RISK ON. When hunting bottoms, watch blue (50) turn first, then wait for Smooth(200) confirmation if you want higher win-rate.
Indicatore Pine Script®
di MPRManagement
Institutional Value Relocation VerdictSummary in one paragraph Value Relocation Verdict ARD is an acceptance versus rejection classifier for liquid instruments on intraday to daily timeframes. It helps you act only when multiple conditions align after price pushes beyond a boundary. It is original because it treats every break as a probe and scores whether value is relocating using a break anchored VWAP relocation metric fused with time outside, extension, outside volume share, pullback quality, and failure velocity back into value. Add it to a clean chart, read the compact decision table, and use the visuals or alerts. Shapes can move while the bar is open and settle on close. For conservative alerts select on bar close. Scope and intent • Markets. Major FX pairs, index futures, large cap equities, liquid crypto • Timeframes. One minute to daily • Default demo used in the publication. NQ1! on 15 minute • Purpose. Prevent trading raw breakouts and raw fades before the market proves acceptance or rejection • Limits. This is an indicator. It does not place orders and does not simulate fills Originality and usefulness This is not a mashup of common indicators. It is a state machine that measures what happens after a boundary is breached. • Unique concept or fusion. Breaks are treated as probes and classified by value relocation using break anchored VWAP plus behavioral metrics outside the boundary • What failure mode it addresses. False starts in chop, one bar breakouts that reverse, and fades taken too early when value is actually relocating • Testability. The table shows the live decision, the two competing scores, and the driver metrics so users can verify why a suggestion appears • Portable yardstick. All distances are normalized in ATR units so thresholds travel better across symbols • Protected scripts. Public open source, implementation visible Method overview in plain language Base measures • Range basis. True Range smoothed with ATR over ATR length • Value basis. Session anchored VWAP defines a value center, with a configurable VWAP band as the value zone Components • Boundary selection. Choose prior day high and low, opening range, prior week high and low, VWAP band edges, or custom levels • Probe state. A probe begins when price crosses a boundary. The boundary is frozen for the probe so time outside and velocity are measured consistently • Acceptance score. A 0 to 100 score built from closes outside, max extension beyond the boundary, outside volume ratio, break anchored VWAP relocation, defense touches, expansion context, and a pullback penalty • Rejection score. Evaluated only when price re enters the boundary. It fuses sweep size, snapback depth, fail velocity, speed of re entry, RVOL, compression context, and a value zone re entry bonus • Context regime. A light regime classifier uses session VWAP slope and a higher timeframe EMA slope to bias acceptance slightly in trend direction and boost rejection slightly in ranges • Session windows optional. Session follows the exchange time of the chart. Verify when changing symbol or venue Fusion rule • Two separate scores are maintained during a probe: Acceptance score and Rejection risk • During the probe, the table shows a Lean decision based on the score spread: Acceptance score minus Rejection risk • Thresholds for ACC and REJ are explicit in Inputs and the drivers are visible in the table Signal rule • ACC Up appears when a probe above the boundary reaches acceptance score threshold for the configured confirm bars, closes remain outside the buffer, and chase distance is not excessive • ACC Down is symmetric for probes below the boundary • REJ Up appears when price re enters the boundary after probing above and rejection score meets its threshold • REJ Down is symmetric for probes below the boundary • WAIT shows when no probe is active or when neither side has a clear edge What you will see on the chart • Active boundary line. Thick line at the frozen probe boundary • Value zone. Optional VWAP band fill and optional VWAP lines for context • Probe band. Optional thin band around the boundary equal to the outside buffer • Break VWAP. Optional line during the probe that shows break anchored VWAP • Markers. ACC and REJ markers on the bar where the model resolves • Optional plan overlay. Entry, stop, and target lines for the last resolved signal, informational only • Compact table. A decision dashboard with Lean, State, Regime, ACC score, REJ risk, and the drivers Table fields and quick reading guide • Decision. Lean ACC, Lean REJ, or Wait • State. Idle, Probe Above, Probe Below, Waiting Levels, or Out of Session • Regime. Trend Up, Trend Down, or Range • ACC Score. 0 to 100 plus a bar gauge • REJ Risk. 0 to 100 plus a bar gauge • Boundary. Frozen boundary price during the probe • Value VWAP. Session anchored VWAP price • Outside. Closes outside count versus Accept min closes outside • Delta. ACC Score minus REJ Risk, used to express separation • Drivers shown by preset. Extension ATR, Reloc ATR, Out Vol, Pull ATR, RVOL, Fail Vel, Sweep ATR, Snap ATR, Expansion, Compression Reading tip. When Session is ON and Delta shows clear separation, outcomes tend to be easier to manage than when both scores are similar. Inputs with guidance Setup • Theme. Dark or Light. Matches chart background for readability • Preset. Minimal, Standard, Pro. Minimal is the clean chart default • Session and Require session. Typical use is ON for index futures and intraday equity sessions • Cooldown bars. Typical range 0 to 15. Higher reduces clustered probes • Max probe bars. Typical range 20 to 120. Lower avoids stale probes • Decision delta. Typical range 10 to 25. Higher demands more separation before leaning Levels • Mode. Prev Day HL, Opening Range, Prev Week HL, VWAP Band, Custom • Opening range minutes. Typical 15 to 60 on intraday charts • Break trigger. Close is more conservative. Wick is earlier but noisier • VWAP band width ATR. Typical 0.5 to 1.5 • Custom upper and Custom lower. Only active in Custom mode. Both must be greater than 0 and upper must be greater than lower Scoring • Outside buffer ATR. Typical 0.05 to 0.30. Higher requires stronger closes outside • Accept min closes outside. Typical 3 to 10. Higher confirms slower relocations • Accept min extension ATR. Typical 0.6 to 1.8. Higher demands stronger expansion • Accept min outside volume ratio. Typical 0.45 to 0.80. Higher demands conviction • Accept min relocation ATR. Typical 0.10 to 0.50. Higher demands value shift beyond the boundary • Accept max pullback ATR. Typical 0.30 to 1.00. Lower penalizes weak holding • Accept confirm bars. Typical 1 to 3. Higher reduces one bar acceptance • Accept score threshold. Typical 60 to 85 • Accept max chase distance ATR. Typical 0.8 to 2.0. Lower avoids late entries • Defense touches needed and defense touch distance ATR. Use 0 to disable. Typical 1 to 2 touches, 0.15 to 0.35 distance Rejection scoring • Reject max closes outside before re entry. Typical 2 to 6. Lower demands fast failure • Reject min fail velocity. Typical 0.3 to 1.0. Higher demands sharper failure • RVOL length and reject min RVOL. Typical 20 and 1.1 to 1.8 • Reject min sweep ATR and reject min snapback ATR. Typical sweep 0.25 to 0.80, snap 0.10 to 0.50 • Reject score threshold. Typical 60 to 85 Context • Context timeframe. Typical 15, 30, or 60 minutes for intraday • Context EMA length. Typical 34 to 100 • VWAP slope bars and trend slope threshold. Typical 4 to 12 bars, threshold 0.05 to 0.15 • Bias scores by regime. ON by default. Turn OFF if you want pure probe math only UI • Show signals, probe band, value fill, value lines, signal labels • Table position and table size Clean default. Minimal preset with value fill ON, value lines OFF, and labels OFF Usage recipes Intraday trend focus • Preset Standard • Context timeframe 30 • Bias scores by regime ON • Accept score threshold 75 • Reject score threshold 80 • Break trigger Close • Decision delta 20 Intraday mean reversion focus • Preset Standard • Mode Prev Day HL or Opening Range • Bias scores by regime ON • Reject max closes outside 3 • Reject min sweep 0.35 and snapback 0.20 • Reject score threshold 70 • Decision delta 15 Swing continuation • Timeframe 60 minutes to 4 hours • Context timeframe 1 day • Increase Accept min closes outside and Accept confirm bars • Increase Max probe bars • Use Close trigger • Raise Decision delta Realism and responsible publication • No performance claims. Past results never guarantee future outcomes • No certainty about the future • Intrabar motion reminder. Shapes can move while a bar forms and settle on close • Standard candles are recommended. Non standard chart types change OHLC and can alter the meaning of sweeps and snapbacks Honest limitations and failure modes • Economic releases and thin liquidity can invalidate sweep and relocation behavior • Gap heavy symbols can distort intrabar probe stats on small timeframes • Very quiet regimes reduce score separation. Consider longer windows or higher thresholds • Session windows use the exchange time of the chart • Custom mode requires valid upper and lower values or the script will wait Open source reuse and credits • None Legal Education and research only. Not investment advice. You are responsible for your decisions. Test on historical data and in simulation before any live use. Use realistic costs.
Indicatore Pine Script®
di exlux
TDL Adaptive Session Zones Pro🔷 What This Indicator Does TDL Adaptive Session Zones Pro maps high-probability reaction areas where price is statistically more likely to pause, reverse, or accelerate — based on real historical session data, not arbitrary levels. Unlike static support and resistance tools, these zones automatically adapt to changing market volatility every session. When volatility contracts, zones tighten. When it expands, zones widen. The result is a dynamic framework that reflects how the market is actually behaving right now. This indicator is built for intraday traders who want structure and context — not signals. 🔷 Core Components 1️⃣ Adaptive Percentile Zones (Session-Based S/R) The engine of this indicator. It works by: • Collecting historical intraday session ranges over a configurable lookback period (default 20 sessions) • Calculating percentile distances (25th, 50th, 75th, 100th by default) from that data • Projecting those distances symmetrically above and below the current session open • Resetting and recalculating every session automatically 🟩 Lower zones → Statistically derived support reaction areas 🟥 Upper zones → Statistically derived resistance reaction areas Outer zones (higher percentile) represent more extreme price extensions and carry greater significance when tested. Inner zones represent typical intraday range behavior. The key insight: instead of drawing arbitrary lines, these zones tell you where price has historically found the edges of its range — adjusted for current conditions. 2️⃣ Strike / Round Number Levels (Liquidity Reference) Plots round-number price levels at configurable intervals (50, 100, etc.) from the session open. These levels frequently act as liquidity concentration areas in index futures and options markets. • Configurable interval spacing • Min/Max distance controls • Optional mid-strike gap levels (dotted) • Session-bounded display Useful for NQ, ES, and index derivatives where options strike prices create natural liquidity clusters. 3️⃣ Previous Day OHLC Reference Plots Previous Day Open, High, Low, and Close as intraday reference levels — widely observed by both retail and institutional participants. • All four levels with distinct color coding • Configurable line style (solid, dashed, dotted) • Clean labels for quick identification 4️⃣ Opening Range Breakout (ORB) Captures the high and low of the first N minutes of the session (configurable: 5 to 60 minutes). The opening range provides useful context when combined with the adaptive percentile zones. • Configurable time window • Filled range visualization • Session-bounded display 🔷 Optional Validation Filters All filters are off by default and designed to help observe cleaner price behavior near important zones. 🔹 Candle Structure Validation Filters out candles with excessive range (ATR multiple), small bodies (body/range %), or extreme wick imbalance. Helps isolate price action reflecting healthy market participation near key levels. 🔹 Rejection Wick Detection Identifies candles with significant wick-to-body ratios (hammer-type structure), independent of candle color. Useful for spotting potential rejection behavior when price interacts with zone boundaries. 🔹 Volume Participation Filter Highlights periods where volume exceeds the average by a configurable multiplier. Includes a confirmation window (number of bars following the spike) to allow for delayed reaction observation. 🔹 Daily Pivot Classic pivot point (H+L+C)/3 plotted as a session-fixed reference level for additional market structure context. 🔹 Higher Timeframe Trend Background color overlay based on a configurable HTF moving average. Supports SMA, EMA, WMA, and VWMA. Provides directional context without enforcing bias on the intraday analysis. 🔷 Confluence Highlight System When price arrives near any key zone (percentile, strike, OHLC, ORB, or pivot) AND all enabled validation filters align on the same candle, that candle is highlighted in yellow. ⚠️ The yellow highlight is NOT a buy or sell signal. It indicates that price behavior appears structurally meaningful at an important market location based on your selected filter combination. Three alertcondition() calls are included: Bullish confluence, Bearish confluence, and Any confluence — ready for TradingView alerts. 🔷 Session Volatility Gauge Real-time dashboard (table overlay) showing what percentage of the median daily range has been consumed in the current session. States: • LOW (< 40%) — Session range is compressed relative to history • BUILDING (40-70%) — Range is developing, room for expansion • HEALTHY (70-100%) — Normal range consumption • EXTENDED (> 100%) — Session exceeds typical range, potential exhaustion This helps gauge whether the session still has room to move or is approaching statistical limits. 🔷 Zone Touch Tracker Counts fresh touches on each percentile zone during the current session. A "touch" is registered when price enters a zone's proximity after being outside it. More touches on a zone suggest greater significance. Displayed as a table overlay with per-zone counts for both resistance and support zones. Resets automatically each session. 🔷 Recommended Settings NQ / ES Futures (5m–15m): • Session: 0930-1600, Timezone: America/New_York • Percentiles: 25 / 50 / 75 / 100 (default) • Strike Interval: 100 • ORB: 15 minutes Stocks (5m–15m): • Strike Interval: 5 or 10 • Consider tightening percentiles (20 / 45 / 65 / 85) for lower-volatility names Gold Futures (5m): • Strike Interval: 10 or 25 • Adjust session window to your active trading hours 🔷 How To Use 1. Apply to an intraday chart (1m to 15m recommended) 2. Observe where price interacts with the adaptive percentile zones 3. Optionally enable one or more validation filters to highlight structurally clean candles at key zones 4. Use the Session Volatility Gauge to assess how much range has been consumed 5. Enable the Zone Touch Tracker to identify high-significance levels 6. Apply your own analysis, execution method, and risk management This is a context and structure tool. It shows you WHERE you are within the session's statistical range — the trading decisions are yours. 🔷 Technical Notes • Works on any intraday timeframe; designed for 1m to 15m • Requires sufficient historical data for percentile calculations (minimum ~5 sessions) • Session detection works correctly with extended hours both on and off • All zone levels are session-bounded and reset automatically • Open source — inspect, learn from, or adapt the code as you see fit ⚠️ Disclaimer This script is provided for educational and informational purposes only. It does not generate buy or sell signals and does not constitute financial advice. Past performance of any trading methodology is not indicative of future results. Always apply independent analysis and proper risk management.
Indicatore Pine Script®
di TDecisionslab
SPX SPY 5Min Lock🔹 DESCRIPTION (Public Library) This indicator overlays SPX price levels directly onto the SPY chart by converting SPX levels into SPY prices using a session-locked SPY/SPX ratio. Instead of mentally translating SPX levels, you see them mapped precisely on SPY, where you actually trade. How it works • Calculates the SPY-to-SPX price ratio • Locks the ratio at the first 5-minute RTH candle close (9:35am ET) • Uses that fixed ratio for the entire session • Converts SPX levels into accurate SPY-equivalent prices • Draws clean labels (and optional short stubs) directly on SPY Why the 5-minute lock SPY and SPX can drift slightly during the day. Locking the ratio at 9:35am creates stable, non-moving levels that stay consistent throughout RTH, making them far more usable for intraday trading. Best use cases • SPY / SPX options traders • Index-based level traders • GEX, gamma, and macro level mapping • Traders who think in SPX but execute in SPY Customization • Adjustable SPX level spacing (5 / 10 / 25) • Number of levels above and below price • Label size and offset • Live or Locked ratio mode • Optional short line stubs • Info table with ratio and lock status
Indicatore Pine Script®
di GEOC1
Global Session AlertsSee liquidity shifts before they happen. Session & market structure alerts, plotted X minutes early. Global Session Alerts: Multi-Time-zone (Configurable Lead) Clean, intraday session and structure alerts plotted directly on your chart: X minutes before the event, fully configurable. This indicator draws vertical dotted lines + labels for key market sessions, rhythm shifts, and close mechanics, helping you anticipate liquidity and volatility before it hits. Sessions Asian Open / Close London Open / Close NY Open / Close Rhythm / Structure 10:00am Reversal / Trend Wall Street Lunch PM Session Power Hour Close Mechanics Pre-Close HOOD Effect Closing Cross Features Configurable lead time (minutes before event) Editable event times + label text Vertical or horizontal labels Adjustable label size & offset Per-group color + opacity IANA timezone support (DST-aware) Optional TradingView alerts Intraday-only, non-repainting Automatic cleanup (count-based & time-based) Designed for SPX / ES / NQ / 0DTE scalpers who care about when the market moves, not just where.
Indicatore Pine Script®
di FullHeartJay
Volatility Visualizer Percentiles (VIXFix, ATR, VIX)Summary A volatility regime dashboard for liquid instruments that converts three volatility lenses into 0 to 100 percentile ranks versus the last 252 closed daily bars. It is built to answer one question: is volatility unusually low or unusually high relative to the last year . Use it to adjust position sizing, stop width, and trade selectivity. It is not a directional signal. Scope and intent Markets : US indices and index ETFs, index futures, large cap equities, liquid crypto proxies, and other symbols where daily volatility regimes matter Timeframes : best on Daily. It can be applied on other chart timeframes, but the reference window remains 252 closed daily bars Default demo : SPX on Daily Purpose : provide a simple, testable volatility context layer that you can plug into any daily system as a risk filter or risk scaler What makes it original and useful Most “volatility tools” show raw ATR or a single volatility index. This script standardizes three distinct sources into the same unit (percentile), so you can compare them and combine them without guessing thresholds. Unique fusion : internal realized volatility (ATR%), internal stress proxy (VIXFix), and external implied volatility (input VIX symbol) expressed in the same 0 to 100 scale Practical outcome : the table gives a regime read and an action posture, so the output is directly usable for risk decisions Testable : all components are visible and thresholdable; you can backtest rules like “only trade when composite is between 30 and 75” Portable : percentiles remove the need to hardcode market specific “ATR is high” numbers across different symbols Method overview in plain language Base measures VIXFix : a price based fear proxy derived from the instrument’s own daily behavior (using the relationship between recent high closes and current lows) ATR% : daily ATR normalized by daily close, expressed as a percentage for cross symbol comparability External VIX : a user selected volatility index or proxy pulled via input symbol (default CBOE:VIX) Normalization to percentiles For each metric, the script stores the last 252 closed daily values It then computes where the most recent closed daily value sits inside that history as a percentile from 0 to 100 Tie handling is configurable (Midrank, StrictLess, LessOrEqual) to define how repeated values are ranked Fusion rule Composite percentile is the simple average of the available percentiles (VIXFix, ATR%, VIX) If one component is missing (for example the external symbol is unavailable), the composite averages the remaining components How to use it on Daily This tool is most effective as a risk regime layer on top of an existing strategy. Use the Composite row as the primary dial, and the individual components as confirmation. Recommended operating zones 0–20 Very Low : quiet regime. Tight stops often survive, but breakouts can underperform. Favor mean reversion or require stronger breakout confirmation. 20–40 Low : constructive for many systems. Use baseline sizing and baseline stops. 40–60 Mid : neutral. Run your base playbook. 60–80 High : volatility expansion. Reduce size and widen stops, or trade only higher quality setups. 80–100 Very High : stress regime. Smallest size, widest stops, and skip marginal setups. Gap risk and slippage risk are higher. How to interpret disagreements If ATR% is high but VIX is mid , realized vol is elevated but the market is not pricing extreme fear. Treat as a caution zone, not panic. If VIX is high but ATR% is mid , implied vol is elevated ahead of potential events. Expect expansion risk even if realized vol has not moved yet. If all three are high , treat it as a full stress regime and enforce strict risk limits. What you will see on the chart A compact table with one row per metric and optional composite For each row: last closed daily value, 252D percentile, a progress bar, and an action posture Optional stats: min, median, max for the 252D window (useful for sanity checks, adds CPU) Table fields quick guide Last closed daily : the value used for ranking, taken from the last fully closed daily bar 252D percentile : where the current reading ranks versus the last 252 closed daily readings Bar : quick visual map of percentile from 0 to 100 Action : risk posture suggestion tied to the percentile bucket Inputs with guidance Core Window (closed daily bars) : default 252. Higher values make the regime slower and more structural. Lower values make it more reactive. VIX VIX symbol : default CBOE:VIX. You can replace it with another implied volatility proxy appropriate for your market. VIXFix VIXFix lookback : typical range 21/22. Smaller reacts faster, larger smooths regimes. ATR ATR length : typical range 10–21 on Daily ATR as % of close : recommended on for comparability across symbols and long history UI Show composite volatility score : recommended on. Best single dial. Show action guide : recommended on if you want direct posture cues. Show min, median, max : optional. Useful for diagnostics, higher CPU. Table position : place it where it does not cover price. Usage recipes Daily trend following overlay Trade your trend system normally when Composite is between 25 and 75 If Composite is above 75, reduce size and widen stops, and require stronger trend confirmation Daily mean reversion overlay Focus on Composite below 40 Avoid Composite above 80 where gaps and cascading moves reduce mean reversion reliability Daily risk parity style scaling Use Composite percentile as a coarse risk throttle: higher percentile equals lower exposure Example posture: 0–40 normal exposure, 40–80 reduced exposure, above 80 minimal exposure Alerts This script is intentionally a dashboard and does not emit buy or sell signals. If you want alerts, create them from percentile thresholds in your own fork. For conservative workflows, trigger alerts on bar close. // Example alert conditions (add to your fork if desired) high_vol = comp_pct > 80 low_vol = comp_pct < 20 Honest limitations and failure modes This is not a directional predictor. Volatility can rise in both bull and bear markets. Percentiles are relative to the last 252 closed daily bars. A “high percentile” is high versus recent history, not an absolute guarantee of future movement. Implied volatility (VIX) can move ahead of realized volatility (ATR%). Treat divergence as information, not a signal. Very high volatility regimes can include gap risk and slippage risk that are not visible in indicator values alone. Legal Education and research only. Not investment advice. You are responsible for your decisions. Test on historical data and in simulation before any live use.
Indicatore Pine Script®
di exlux
Guac's MAs, BBs, and ADX (SMA/EMA/BB + ADX/DI + Daily ATR)As someone who browses through numerous TradingView scripts, I find many ideas/functions that I find useful. However, sometimes I find certain features that I don't find useful or that could be added to make something more useful. Because of this I designed this script to collectively encompass functionality of the items/indicators I find useful when looking at an index/equity chart. This script was desgined/inspired to keep the chart clean while providing signal context for trend, volatility, price action, and regime conditions. Summary of what this script does: Plots a compact, customizable set of SMAs + EMAs for structure and trend layering. Adds Bollinger Bands with expansion/contraction coloring to visualize volatility state. Optionally overlays ADX/DI regime context, including: • an ADX-based “regime fill” (temperature-style colors) on the BB fill • optional DI+ / DI- cross markers for directional shift awareness • expanded ADX regime labels (Dead Chop → Very Strong/Extended) • optional “ADX momentum” (smoothed ADX slope) in the status label to show regime acceleration/decay Provides a small corner “Regime Status Label” that summarizes ADX regime (with numeric ADX) when enabled. Optionally appends Daily ATR (value + momentum) to the same label for range/volatility context that is consistent across intraday timeframes. I always find it frustrating when I am testing or playing with someones indicator and they don't have tooltips implemented so that I can understand the purpose of their parameters and the inputs. I have specifically tried to implement tooltip info bubbles next to every parameter input to give a short explanation of the parameter and it's purpose
Indicatore Pine Script®
di ExtraGuacAM
0DTE Credit-Spread Morning FilterUPDATE: NATIVE ALERTS ADDED! You asked, we delivered. You no longer need to sit and stare at the dashboard waiting for a green signal. 1. New "Trade Entry Signal" Alert: I have added a custom alert condition to the code. This triggers the exact moment the dashboard flips from "NO TRADE" to "GREEN" (Strategy Found). 2. How to set it: Simply click the "Create Alert" button (clock icon) in TradingView, select this indicator, and choose "Trade Entry Signal" from the list. Now you can get notified on your phone or desktop instantly when the market conditions align for a 0DTE play. Happy Trading!
Indicatore Pine Script®
di oXXo1
2
US Market Long Horizon Momentum Summary in one paragraph US Market Long Horizon Momentum is a trend following strategy for US index ETFs and futures built around a single eighteen month time series momentum measure. It helps you stay long during persistent bull regimes and step aside or flip short when long term momentum turns negative. Scope and intent • Markets. Large cap US equity indices, liquid US index ETFs, index futures • Timeframes. 4h/ Daily charts • Default demo used in the publication. SPY on 4h timeframe chart • Purpose. Provide a minimal long bias index timing model that can reduce deep drawdowns and capture major cycles without parameter mining • Limits. This is a strategy. Orders are simulated on standard candles only Originality and usefulness • Unique concept or fusion. One unscaled multiple month log return of an external benchmark symbol drives all entries and exits, with optional volatility targeting as a single risk control switch. • Failure mode addressed. Fully passive buy and hold ignores the sign of long horizon momentum and can sit through multi year drawdowns. This script offers a way to step down risk in prolonged negative momentum without chasing short term noise. • Testability. All parameters are visible in Inputs and the momentum series is plotted so users can verify every regime change in the Tester and on price history. • Portable yardstick. The log return over a fixed window is a unit that can be applied to any liquid symbol with daily data. Method overview in plain language The method looks at how far the benchmark symbol has moved in log return terms over an eighteen month window in our example. If that long horizon return is positive the strategy allows a long stance on the traded symbol. If it is negative and shorts are enabled the strategy can flip short, otherwise it goes flat. There is an optional realised volatility estimate on the traded symbol that can scale position size toward a target annual volatility, but in the default configuration the model uses unit leverage and only the sign of momentum matters. Base measures Return basis. The core yardstick is the natural log of close divided by the close eighteen months ago on the benchmark symbol. Daily log returns of the traded symbol feed the realised volatility estimate when volatility targeting is enabled. Components • Component one Momentum eighteen months. Log of benchmark close divided by its close mom_lookback bars ago. Its sign defines the trend regime. No extra smoothing is applied beyond the long window itself. • Component two Realised volatility optional. Standard deviation of daily log returns on the traded symbol over sixty three days. Annualised by the square root of 252. Used only when volatility targeting is enabled. • Optional component Volatility targeting. Converts target annual volatility and realised volatility into a leverage factor clipped by a maximum leverage setting. Fusion rule The model uses a simple gate. First compute the sign of eighteen month log momentum on the benchmark symbol. Optionally compute leverage from volatility. The sign decides whether the strategy wants to be long, short, or flat. Leverage only rescales position size when enabled and does not change direction. Signal rule • Long suggestion. When eighteen month log momentum on the benchmark symbol is greater than zero, the strategy wants to be long. • Short suggestion. When that log momentum is less than zero and shorts are allowed, the strategy wants to be short. If shorts are disabled it stays flat instead. • Wait state. When the log momentum is exactly zero or history is not long enough the strategy stays flat. • In position. In practice the strategy sits IN LONG while the sign stays positive and flips to IN SHORT or flat only when the sign changes. Inputs with guidance Setup • Momentum Lookback (months). Controls the horizon of the log return on the benchmark symbol. Typical range 6 to 24 months. Raising it makes the model slower and more selective. Lowering it makes it more reactive and sensitive to medium term noise. • Symbol. External symbol used for the momentum calculation, SPY by default. Changing it lets you time other indices or run signals from a benchmark while trading a correlated instrument. Logic • Allow Shorts. When true the strategy will open short positions during negative momentum regimes. When false it will stay flat whenever momentum is negative. Practical setting is tied to whether you use a margin account or an ETF that supports shorting. Internal risk parameters (not exposed as inputs in this version) are: • Target Vol (annual). Target annual volatility for volatility targeting, default 0.2. • Vol Lookback (days). Window for realised volatility, default 63 trading days. • Max Leverage. Cap on leverage when volatility targeting is enabled, default 2. Usage recipes Swing continuation • Signal timeframe. Use the daily chart. • Benchmark symbol. Leave at SPY for US equity index exposure. • Momentum lookback. Eighteen months as a default, with twelve months as an alternative preset for a faster swing bias. Properties visible in this publication • Initial capital. 100000 • Base currency. USD • Default order size method. 5% of the total capital in this example • Pyramiding. 0 • Commission. 0.03 percent • Slippage. 3 ticks • Process orders on close. On • Bar magnifier. Off • Recalculate after order is filled. Off • Calc on every tick. Off • All request.security calls use lookahead = barmerge.lookahead_off Realism and responsible publication The strategy is for education and research only. It does not claim any guaranteed edge or future performance. All results in Strategy Tester are hypothetical and depend on the data vendor, costs, and slippage assumptions. Intrabar motion is not modeled inside daily bars so extreme moves and gaps can lead to fills that differ from live trading. The logic is built for standard candles and should not be used on synthetic chart types for execution decisions. Performance is sensitive to regime structure in the US equity market, which may change over time. The strategy does not protect against single day crash risk inside bars and does not model gap risk explicitly. Past behavior of SPY and the momentum effect does not guarantee future persistence. Honest limitations and failure modes • Long sideways regimes with small net change over eighteen months can lead to whipsaw around the zero line. • Very sharp V shaped reversals after deep declines will often be missed because the model waits for momentum to turn positive again. • The sample size in a full SPY history is small because regime changes are infrequent, so any test must be interpreted as indicative rather than statistically precise. • The model is highly dependent on the chosen lookback. Users should test nearby values and validate that behavior is qualitatively stable. Legal Education and research only. Not investment advice. You are responsible for your own decisions. Always test on historical data and in simulation with realistic costs before any live use.
Strategia Pine Script®
di exlux
SPY/QQQ Customizable Price ConverterThis is a minimalist utility tool designed for Index traders (SPX, NDX, RUT). It allows you to monitor the price of a reference asset (like SPY, QQQ) directly on your main chart without cluttering your screen. Key Features: 1.🖱️ Crosshair Sync for Historical Data (Highlight): Unlike simple info tables that only show the latest price, this script allows for historical inspection. · How it works: Simply move your mouse crosshair over ANY historical candle on your chart. · The script will instantly display the closing price of the reference asset (e.g., SPY) for that specific time in the Status Line (top-left) or the Data Window. Perfect for backtesting and reviewing price action. 2.🔄 Fully Customizable Ticker: Default is set to SPY, but you can change it to anything in the settings. e.g. · Trading NDX Change it to QQQ. · Trading RUT Change it to IWM. 3.📊 Clean Real-Time Dashboard: · A floating table displays the current real-time price of your reference asset. · Color-coded text (Green/Red) indicates price movement. · Fully customizable size, position, and colors to fit your layout.
Indicatore Pine Script®
di Sewell_
SP500 Session Gap Fade StrategySummary in one paragraph SPX Session Gap Fade is an intraday gap fade strategy for index futures, designed around regular cash sessions on five minute charts. It helps you participate only when there is a full overnight or pre session gap and a valid intraday session window, instead of trading every open. The original part is the gap distance engine which anchors both stop and optional target to the previous session reference close at a configurable flat time, so every trade’s risk scales with the actual gap size rather than a fixed tick stop. Scope and intent • Markets. Primarily index futures such as ES, NQ, YM, and liquid index CFDs that exhibit overnight gaps and regular cash hours. • Timeframes. Intraday timeframes from one minute to fifteen minutes. Default usage is five minute bars. • Default demo used in the publication. Symbol CME:ES1! on a five minute chart. • Purpose. Provide a simple, transparent way to trade opening gaps with a session anchored risk model and forced flat exit so you are not holding into the last part of the session. • Limits. This is a strategy. Orders are simulated on standard candles only. Originality and usefulness • Unique concept or fusion. The core novelty is the combination of a strict “full gap” entry condition with a session anchored reference close and a gap distance based TP and SL engine. The stop and optional target are symmetric multiples of the actual gap distance from the previous session’s flat close, rather than fixed ticks. • Failure mode it addresses. Fixed sized stops do not scale when gaps are unusually small or unusually large, which can either under risk or over risk the account. The session flat logic also reduces the chance of holding residual positions into late session liquidity and news. • Testability. All key pieces are explicit in the Inputs: session window, minutes before session end, whether to use gap exits, whether TP or SL are active, and whether to allow candle based closes and forced flat. You can toggle each component and see how it changes entries and exits. • Portable yardstick. The main unit is the absolute price gap between the entry bar open and the previous session reference close. tp_mult and sl_mult are multiples of that gap, which makes the risk model portable across contracts and volatility regimes. Method overview in plain language The strategy first defines a trading session using exchange time, for example 08:30 to 15:30 for ES day hours. It also defines a “flat” time a fixed number of minutes before session end. At the flat bar, any open position is closed and the bar’s close price is stored as the reference close for the next session. Inside the session, the strategy looks for a full gap bar relative to the prior bar: a gap down where today’s high is below yesterday’s low, or a gap up where today’s low is above yesterday’s high. A full gap down generates a long entry; a full gap up generates a short entry. If the gap risk engine is enabled and a valid reference close exists, the strategy measures the distance between the entry bar open and that reference close. It then sets a stop and optional target as configurable multiples of that gap distance and manages them with strategy.exit. Additional exits can be triggered by a candle color flip or by the forced flat time. Base measures • Range basis. The main unit is the absolute difference between the current entry bar open and the stored reference close from the previous session flat bar. That value is used as a “gap unit” and scaled by tp_mult and sl_mult to build the target and stop. Components • Component one: Gap Direction. Detects full gap up or full gap down by comparing the current high and low to the previous bar’s high and low. Gap down signals a long fade, gap up signals a short fade. There is no smoothing; it is a strict structural condition. • Component two: Session Window. Only allows entries when the current time is within the configured session window. It also defines a flat time before the session end where positions are forced flat and the reference close is updated. • Component three: Gap Distance Risk Engine. Computes the absolute distance between the entry open and the stored reference close. The stop and optional target are placed as entry ± gap_distance × multiplier so that risk scales with gap size. • Optional component: Candle Exit. If enabled, a bullish bar closes short positions and a bearish bar closes long positions, which can shorten holding time when price reverses quickly inside the session. • Session windows. Session logic uses the exchange time of the chart symbol. When changing symbols or venues, verify that the session time string still matches the new instrument’s cash hours. Fusion rule All gates are hard conditions rather than weighted scores. A trade can only open if the session window is active and the full gap condition is true. The gap distance engine only activates if a valid reference close exists and use_gap_risk is on. TP and SL are controlled by separate booleans so you can use SL only, TP only, or both. Long and short are symmetric by construction: long trades fade full gap downs, short trades fade full gap ups with mirrored TP and SL logic. Signal rule • Long entry. Inside the active session, when the current bar shows a full gap down relative to the previous bar (current high below prior low), the strategy opens a long position. If the gap risk engine is active, it places a gap based stop below the entry and an optional target above it. • Short entry. Inside the active session, when the current bar shows a full gap up relative to the previous bar (current low above prior high), the strategy opens a short position. If the gap risk engine is active, it places a gap based stop above the entry and an optional target below it. • Forced flat. At the configured flat time before session end, any open position is closed and the close price of that bar becomes the new reference close for the following session. • Candle based exit. If enabled, a bearish bar closes longs, and a bullish bar closes shorts, regardless of where TP or SL sit, as long as a position is open. What you will see on the chart • Markers on entry bars. Standard strategy entry markers labeled “long” and “short” on the gap bars where trades open. • Exit markers. Standard exit markers on bars where either the gap stop or target are hit, or where a candle exit or forced flat close occurs. Exit IDs “long_gap” and “short_gap” label gap based exits. • Reference levels. Horizontal lines for the current long TP, long SL, short TP, and short SL while a position is open and the gap engine is enabled. They update when a new trade opens and disappear when flat. • Session background. This version does not add background shading for the session; session logic runs internally based on time. • No on chart table. All decisions are visible through orders and exit levels. Use the Strategy Tester for performance metrics. Inputs with guidance Session Settings • Trading session (sess). Session window in exchange time. Typical value uses the regular cash session for each contract, for example “0830-1530” for ES. Adjust if your broker or symbol uses different hours. • Minutes before session end to force exit (flat_before_min). Minutes before the session end where positions are forced flat and the reference close is stored. Typical range is 15 to 120. Raising it closes trades earlier in the day; lowering it allows trades later in the session. Gap Risk • Enable gap based TP/SL (use_gap_risk). Master switch for the gap distance exit engine. Turning it off keeps entries and forced flat logic but removes automatic TP and SL placement. • Use TP limit from gap (use_gap_tp). Enables gap based profit targets. Typical values are true for structured exits or false if you want to manage exits manually and only keep a stop. • Use SL stop from gap (use_gap_sl). Enables gap based stop losses. This should normally remain true so that each trade has a defined initial risk in ticks. • TP multiplier of gap distance (tp_mult). Multiplier applied to the gap distance for the target. Typical range is 0.5 to 2.0. Raising it places the target further away and reduces hit frequency. • SL multiplier of gap distance (sl_mult). Multiplier applied to the gap distance for the stop. Typical range is 0.5 to 2.0. Raising it widens the stop and increases risk per trade; lowering it tightens the stop and may increase the number of small losses. Exit Controls • Exit with candle logic (use_candle_exit). If true, closes shorts on bullish candles and longs on bearish candles. Useful when you want to react to intraday reversal bars even if TP or SL have not been reached. • Force flat before session end (use_forced_flat). If true, guarantees you are flat by the configured flat time and updates the reference close. Turn this off only if you understand the impact on overnight risk. Filters There is no separate trend or volatility filter in this version. All trades depend on the presence of a full gap bar inside the session. If you need extra filtering such as ATR, volume, or higher timeframe bias, they should be added explicitly and documented in your own fork. Usage recipes Intraday conservative gap fade • Timeframe. Five minute chart on ES regular session. • Gap risk. use_gap_risk = true, use_gap_tp = true, use_gap_sl = true. • Multipliers. tp_mult around 0.7 to 1.0 and sl_mult around 1.0. • Exits. use_candle_exit = false, use_forced_flat = true. Focus on the structured TP and SL around the gap. Intraday aggressive gap fade • Timeframe. Five minute chart. • Gap risk. use_gap_risk = true, use_gap_tp = false, use_gap_sl = true. • Multipliers. sl_mult around 0.7 to 1.0. • Exits. use_candle_exit = true, use_forced_flat = true. Entries fade full gaps, stops are tight, and candle color flips flatten trades early. Higher timeframe gap tests • Timeframe. Fifteen minute or sixty minute charts on instruments with regular gaps. • Gap risk. Keep use_gap_risk = true. Consider slightly higher sl_mult if gaps are structurally wider on the higher timeframe. • Note. Expect fewer trades and be careful with sample size; multi year data is recommended. Properties visible in this publication • On average our risk for each position over the last 200 trades is 0.4% with a max intraday loss of 1.5% of the total equity in this case of 100k $ with 1 contract ES. For other assets, recalculations and customizations has to be applied. • Initial capital. 100 000. • Base currency. USD. • Default order size method. Fixed with size 1 contract. • Pyramiding. 0. • Commission. Flat 2 USD per order in the Strategy Tester Properties. (2$ buying + 2$selling) • Slippage. One tick in the Strategy Tester Properties. • Process orders on close. ON. Realism and responsible publication • No performance claims are made. Past results do not guarantee future outcomes. • Costs use a realistic flat commission and one tick of slippage per trade for ES class futures. • Default sizing with one contract on a 100 000 reference account targets modest per trade risk. In practice, extreme slippage or gap through events can exceed this, so treat the one and a half percent risk target as a design goal, not a guarantee. • All orders are simulated on standard candles. Shapes can move while a bar is forming and settle on bar close. Honest limitations and failure modes • Economic releases, thin liquidity, and limit conditions can break the assumptions behind the simple gap model and lead to slippage or skipped fills. • Symbols with very frequent or very large gaps may require adjusted multipliers or alternative risk handling, especially in high volatility regimes. • Very quiet periods without clean gaps will produce few or no trades. This is expected behavior, not a bug. • Session windows follow the exchange time of the chart. Always confirm that the configured session matches the symbol. • When both the stop and target lie inside the same bar’s range, the TradingView engine decides which is hit first based on its internal intrabar assumptions. Without bar magnifier, tie handling is approximate. Legal Education and research only. This strategy is not investment advice. You remain responsible for all trading decisions. Always test on historical data and in simulation with realistic costs before considering any live use.
Strategia Pine Script®
di exlux
3
BB SPY Mean Reversion Investment StrategySummary Mean reversion first, continuation second. This strategy targets equities and ETFs on daily timeframes. It waits for price to revert from a Bollinger location with candle and EMA agreement, then manages risk with ATR based exits. Uniqueness comes from two elements working together. One, an adaptive band multiplier driven by volatility of volatility that expands or contracts the envelope as conditions change. Two, a bias memory that re arms the same direction after any stop, target, or time exit until a true opposite signal appears. Add it to a clean chart, use the markers and levels, and select on bar close for conservative alerts. Shapes can move while the bar is open and settle on close. Scope and intent • Markets. Currently adapted for SPY, needs to be optimized for other assets • Timeframes. Daily primary. Other frames are possible but not the default • Default demo. SPY on daily • Purpose. Trade mean reversion entries that can chain into a longer swing by splitting holds into ATR or time segments Originality and usefulness • Novelty. Adaptive band width from volatility of volatility plus a persistent bias array that keeps the original direction alive across sequential entries until an opposite setup is confirmed • Failure modes mitigated. False starts in chop are reduced by candle color and EMA location. Missed continuation after a take profit or stop is addressed by the re arm engine. Oversized envelopes during quiet regimes are avoided by the adaptive multiplier • Testability. Every module has Inputs and visible levels so users can see why a suggestion appears • Portable yardstick. All risk and targets are expressed in ATR units Method overview in plain language The engine measures where price sits relative to Bollinger bands, confirms with candle color and EMA location, requires ADX for shorts(in our case long close since we use it currently as long only), and optionally requires a trend or mean reversion regime using band width percent rank and basis slope. Risk uses ATR for stop, target, and optional breakeven. A small array stores the last confirmed direction. While flat, the engine keeps a pending order in that direction. The array flips only when a true opposite setup appears. Base measures • Range basis. True Range smoothed over a user defined ATR Length • Return basis. Not required Components • Bollinger envelope. SMA length and standard deviation multiplier. Entry is based on cross of close through the band with location bias • Candle and EMA filter. Close relative to open and close relative to EMA align direction • ADX gate for shorts. Requires minimum trend strength for short trades • Adaptive multiplier. Band width scales using volatility of volatility so envelopes breathe with conditions • Regime gate optional. Band width percent rank and basis slope identify trend or mean reversion regimes • Risk manager. ATR stop, ATR target, optional breakeven, optional time exit • Bias memory. Array stores last confirmed direction and re arms entries while flat Fusion rule Minimum satisfied gates count style. All required gates must be true. Optional gates are controlled in Inputs. Bias memory never overrides an opposite confirmed setup. Signal rule • Long setup when close crosses up through the lower band, the bar closes green, and close is above the long EMA • Short setup when close crosses down through the upper band, the bar closes red, close is below the short EMA, and ADX is above the minimum • While flat the model keeps a pending order in the stored direction until a true opposite setup appears • IN LONG or IN SHORT describes states between entry and exit What you will see on the chart • Markers for Long and Short setups • Exit markers from ATR or time rules • Reference levels for entry, stop, and target • Bollinger bands and optional adaptive bands Inputs with guidance Setup • Signal timeframe. Uses the chart timeframe • Invert direction optional. Flips long and short Logic • BB Length. Typical 10 to 50. Higher smooths more • BB Mult. Typical 1.0 to 2.5. Higher widens entries • EMA Length long. Typical 10 to 50 • EMA Length short. Typical 5 to 30 • ADX Minimum for short. Typical 15 to 35 Filters • Regime Type. none or trend or mean reversion • Rank Lookback. Typical 100 to 300 • Basis Slope Length and Threshold. Larger values reduce false trends Risk • ATR Length. Typical 10 to 21 • ATR Stop Mult. Typical 1.0 to 3.0 • ATR Take Profit Mult. Typical 2.0 to 5.0 • Breakeven Trigger R. Move stop to entry after the chosen multiple • Time Exit. Minimum bars and extension when profit exceeds a fraction of ATR Bias and rearm • Bias flips kept. Array depth • Keep rearm when flat. Maintain a pending order while flat UI • Show markers and levels. Clean defaults Usage recipes Alerts update in real time and can change while the bar forms. Select on bar close for conservative workflows. Properties visible in this publication • Initial capital 25000 • Base currency USD • If any higher timeframe calls are enabled, request.security uses lookahead off • Commission 0.03 percent • Slippage 3 ticks • Default order size method Percent of equity with value 5 • Pyramiding 0 • Process orders on close On • Bar magnifier Off • Recalculate after order is filled Off • Calc on every tick Off Realism and responsible publication No performance claims. Costs and fills vary by venue. Shapes can move intrabar and settle on close. Strategies use standard candles only. Honest limitations and failure modes High impact releases and thin liquidity can break assumptions. Gap heavy symbols may require larger ATR. Very quiet regimes can reduce contrast in the mean reversion signal. If stop and target can both be touched inside one bar, outcome follows the TradingView order model for that bar path. Regimes with extreme one sided trend and very low volatility can reduce mean reversion edges. Results vary by symbol and venue. Past results never guarantee future outcomes. Open source reuse and credits None. Backtest realism Costs are realistic for liquid equities. Sizing does not exceed five percent per trade by default. Any departure should be justified by the user. If you got any questions please le me know
Strategia Pine Script®
di exlux
NY VIX Channel Trend US Futures Day Trade StrategyNY VIX Channel Trend Strategy Summary in one paragraph Session anchored intraday strategy for index futures such as ES and NQ on one to fifteen minute charts. It acts only after the first configurable window of New York Regular Trading Hours and uses a VIX derived daily implied move to form a realistic channel from the session open. Originality comes from using a pure implied volatility yardstick as portable support and resistance, then committing in the direction of the first window close relative to the open. Add it to a clean chart and trade the simple visuals. For conservative alerts use on bar close. Scope and intent • Markets. Index futures ES and NQ • Timeframes. One to thirty minutes • Default demo. ES1 on five minutes • Purpose. Provide a portable intraday yardstick for entries and exits without curve fitting • Limits. This is a strategy. Orders are simulated on standard candles Originality and usefulness • Unique concept. A VIX only channel anchored at 09:30 New York plus a single window trend test • Addresses. False urgency at session open and unrealistic bands from arbitrary multipliers • Testability. Every input is visible and the channel is plotted so users can audit behavior • Portable yardstick. Daily implied move equals VIX percent divided by square root of two hundred fifty two • Protected status. None. Method and use are fully disclosed Method overview in plain language Take the daily VIX or VIX9D value, convert it to a daily fraction by dividing by square root of two hundred fifty two, then anchor a symmetric channel at the New York session open. Observe the first N minutes. If that window closes above the open the bias is long. If it closes below the open the bias is short. One trade per session. Exits occur at the channel boundary or at a bracket based on a user selected VIX factor. Positions are closed a set number of minutes before the session ends. Base measures Return basis. The daily implied move unit equals VIX percent divided by square root of two hundred fifty two and serves as the distance unit for targets and stops. Components • VIX Channel. Top, mid, bottom lines anchored at 09:30 New York. No extra multipliers • Window Trend. Close of the first N minutes relative to the session open sets direction • Risk Bracket. Take profit and stop loss equal to VIX unit times user factor • Session Window. Uses the exchange time of the chart Fusion rule Minimum gates count equals one. The trade only arms after the window has elapsed and a direction exists. One entry per session. Signal rule • Long when the window close is above the session open and the window has completed • Short when the window close is below the session open and the window has completed • Exit on channel touch. Long exits at the top. Short exits at the bottom • Flat thirty minutes before the session close or at the user setting Inputs with guidance Setup • Use VIX9D. Width source. Typical true for fast tone or false for baseline • Use daily OPEN. Toggle for sensitivity to overnight changes Logic • Window minutes. Five to one hundred twenty. Larger values delay entries and reduce whipsaw • VIX factor for TP. Zero point five to two. Raising it widens the profit target • VIX factor for SL. Zero point five to two. Raising it widens the stop • Exit minutes before close. Fifteen to ninety. Raising it exits earlier Properties visible in this publication • Initial capital one hundred thousand USD • Base currency USD • request.security uses lookahead off • Commission cash per contract two point five $ per each contract. Slippage one tick • Default order size method FIXED with value one contract. Pyramiding zero. Process orders on close ON. Bar magnifier OFF. Recalculate after order is filled OFF. Calc on every tick ON Realism and responsible publication No performance claims. Past results never guarantee future outcomes. Fills and slippage vary by venue. Shapes can move while a bar forms and settle on close. Strategy uses standard candles. Honest limitations and failure modes Economic releases and thin liquidity can break the channel. Very quiet regimes can reduce signal contrast. Session windows follow the exchange time of the chart. If both stop and target can be hit within one bar, assume stop first for conservative reading without bar magnifier. Works best in liquid hours of New York RTH. Very large gaps and surprise news may exceed the implied channel. Always validate on the symbols you trade. Entries and exits • Entry logic. After the first window, go long if the window close is above the session open, go short if below • Exit logic. Long exits at the channel top or at the take profit or stop. Short exits at the channel bottom or at the take profit or stop. Flat before session close by the configured minutes • Risk model. Initial stop and target based on the VIX unit times user factors. No trail and no break even. No cooldown • Tie handling. Treat as stop first for conservative interpretation Position sizing Fixed size one contract per trade. Target risk per trade should generally remain near one percent of account equity. Risk is based on the daily volatility value, the max loss from the tests for one year duration with 5min chart was 4%, while the avg loss was below <1% of the total capital. If you have any questions please let me know. Thank you for coming by !
Strategia Pine Script®
di exlux
10
TriAnchor Elastic Reversion US Market SPY and QQQ adaptedSummary in one paragraph Mean-reversion strategy for liquid ETFs, index futures, large-cap equities, and major crypto on intraday to daily timeframes. It waits for three anchored VWAP stretches to become statistically extreme, aligns with bar-shape and breadth, and fades the move. Originality comes from fusing daily, weekly, and monthly AVWAP distances into a single ATR-normalized energy percentile, then gating with a robust Z-score and a session-safe gap filter. Scope and intent • Markets: SPY QQQ IWM NDX large caps liquid futures liquid crypto • Timeframes: 5 min to 1 day • Default demo: SPY on 60 min • Purpose: fade stretched moves only when multi-anchor context and breadth agree • Limits: strategy uses standard candles for signals and orders only Originality and usefulness • Unique fusion: tri-anchor AVWAP energy percentile plus robust Z of close plus shape-in-range gate plus breadth Z of SPY QQQ IWM • Failure mode addressed: chasing extended moves and fading during index-wide thrusts • Testability: each component is an input and visible in orders list via L and S tags • Portable yardstick: distances are ATR-normalized so thresholds transfer across symbols • Open source: method and implementation are disclosed for community review Method overview in plain language Base measures • Range basis: ATR(length = atr_len) as the normalization unit • Return basis: not used directly; we use rank statistics for stability Components • Tri-Anchor Energy: squared distances of price from daily, weekly, monthly AVWAPs, each divided by ATR, then summed and ranked to a percentile over base_len • Robust Z of Close: median and MAD based Z to avoid outliers • Shape Gate: position of close inside bar range to require capitulation for longs and exhaustion for shorts • Breadth Gate: average robust Z of SPY QQQ IWM to avoid fading when the tape is one-sided • Gap Shock: skip signals after large session gaps Fusion rule • All required gates must be true: Energy ≥ energy_trig_prc, |Robust Z| ≥ z_trig, Shape satisfied, Breadth confirmed, Gap filter clear Signal rule • Long: energy extreme, Z negative beyond threshold, close near bar low, breadth Z ≤ −breadth_z_ok • Short: energy extreme, Z positive beyond threshold, close near bar high, breadth Z ≥ +breadth_z_ok What you will see on the chart • Standard strategy arrows for entries and exits • Optional short-side brackets: ATR stop and ATR take profit if enabled Inputs with guidance Setup • Base length: window for percentile ranks and medians. Typical 40 to 80. Longer smooths, shorter reacts. • ATR length: normalization unit. Typical 10 to 20. Higher reduces noise. • VWAP band stdev: volatility bands for anchors. Typical 2.0 to 4.0. • Robust Z window: 40 to 100. Larger for stability. • Robust Z entry magnitude: 1.2 to 2.2. Higher means stronger extremes only. • Energy percentile trigger: 90 to 99.5. Higher limits signals to rare stretches. • Bar close in range gate long: 0.05 to 0.25. Larger requires deeper capitulation for longs. Regime and Breadth • Use breadth gate: on when trading indices or broad ETFs. • Breadth Z confirm magnitude: 0.8 to 1.8. Higher avoids fighting thrusts. • Gap shock percent: 1.0 to 5.0. Larger allows more gaps to trade. Risk — Short only • Enable short SL TP: on to bracket shorts. • Short ATR stop mult: 1.0 to 3.0. • Short ATR take profit mult: 1.0 to 6.0. Properties visible in this publication • Initial capital: 25000USD • Default order size: Percent of total equity 3% • Pyramiding: 0 • Commission: 0.03 percent • Slippage: 5 ticks • Process orders on close: OFF • Bar magnifier: OFF • Recalculate after order is filled: OFF • Calc on every tick: OFF • request.security lookahead off where used Realism and responsible publication • No performance claims. Past results never guarantee future outcomes • Fills and slippage vary by venue • Shapes can move during bar formation and settle on close • Standard candles only for strategies Honest limitations and failure modes • Economic releases or very thin liquidity can overwhelm mean-reversion logic • Heavy gap regimes may require larger gap filter or TR-based tuning • Very quiet regimes reduce signal contrast; extend windows or raise thresholds Open source reuse and credits • None Strategy notice Orders are simulated by TradingView on standard candles. request.security uses lookahead off where applicable. Non-standard charts are not supported for execution. Entries and exits • Entry logic: as in Signal rule above • Exit logic: short side optional ATR stop and ATR take profit via brackets; long side closes on opposite setup • Risk model: ATR-based brackets on shorts when enabled • Tie handling: stop first when both could be touched inside one bar Dataset and sample size • Test across your visible history. For robust inference prefer 100 plus trades.
Strategia Pine Script®
di exlux
2
FluxGate Daily Swing StrategySummary in one paragraph FluxGate treats long and short as different ecosystems. It runs two independent engines so the long side can be bold when the tape rewards upside persistence while the short side can stay selective when downside is messy. The core reads three directional drivers from price geometry then removes overlap before gating with clean path checks. The complementary risk module anchors stop distance to a higher timeframe ATR so a unit means the same thing on SPY and BTC. It can add take profit breakeven and an ATR trail that only activates after the trade earns it. If a stop is hit the strategy can re enter in the same direction on the next bar with a daily retry cap that you control. Add it to a clean chart. Use defaults to see the intended behavior. For conservative workflows evaluate on bar close. Scope and intent • Markets. Large cap equities and liquid ETFs major FX pairs US index futures and liquid crypto pairs • Timeframes. From one minute to daily • Default demo in this publication. SPY on one day timeframe • Purpose. Reduce false starts without missing sustained trends by fusing independent drivers and suppressing activity when the path is noisy • Limits. This is a strategy. Orders are simulated on standard candles. Non standard chart types are not supported for execution Originality and usefulness • Unique fusion. FluxGate extracts three drivers that look at price from different angles. Direction measures slope of a smoothed guide and scales by realized volatility so a point of slope does not mean a different thing on different symbols. Persistence looks at short sign agreement to reward series of closes that keep direction. Curvature measures the second difference of a local fit to wake up during convex pushes. These three are then orthonormalized so a strong reading in one does not double count through another. • Gates that matter. Efficiency ratio prefers direct paths over treadmills. Entropy turns up versus down frequency into an information read. Light fractal cohesion punishes wrinkly paths. Together they slow the system in chop and allow it to open up when the path is clean. • Separate long and short engines. Threshold tilts adapt to the skew of score excursions. That lets long engage earlier when upside distribution supports it and keeps short cautious where downside surprise and venue frictions are common. • Practical risk behavior. Stops are ATR anchored on a higher timeframe so the unit is portable. Take profit is expressed in R so two R means the same concept across symbols. Breakeven and trailing only activate after a chosen R so early noise does not squeeze a good entry. Re entry after stop lets the system try again without you babysitting the chart. • Testability. Every major window and the aggression controls live in Inputs. There is no hidden magic number. Method overview in plain language Base measures • Return basis. Natural log of close over prior close for stability and easy aggregation through time. Realized volatility is the standard deviation of returns over a moving window. • Range basis for risk. ATR computed on a higher timeframe anchor such as day week or month. That anchor is steady across venues and avoids chasing chart specific quirks. Components • Directional intensity. Use an EMA of typical price as a guide. Take the day to day slope as raw direction. Divide by realized volatility to get a unit free measure. Soft clip to keep outliers from dominating. • Persistence. Encode whether each bar closed up or down. Measure short sign agreement so a string of higher closes scores better than a jittery sequence. This favors push continuity without guessing tops or bottoms. • Curvature. Fit a short linear regression and compute the second difference of the fitted series. Strong curvature flags acceleration that slope alone may miss. • Efficiency gate. Compare net move to path length over a gate window. Values near one indicate direct paths. Values near zero indicate treadmill behavior. • Entropy gate. Convert up versus down frequency into a probability of direction. High entropy means coin toss. The gate narrows there. • Fractal cohesion. A light read of path wrinkliness relative to span. Lower cohesion reduces the urge to act. • Phase assist. Map price inside a recent channel to a small signed bias that grows with confidence. This helps entries lean toward the right half of the channel without becoming a breakout rule. • Shock control. Compare short volatility to long volatility. When short term volatility spikes the shock gate temporarily damps activity so the system waits for pressure to normalize. Fusion rule • Normalize the three drivers after removing overlap • Blend with weights that adapt to your aggression input • Multiply by the gates to respect path quality • Smooth just enough to avoid jitter while keeping timing responsive • Compute an adaptive mean and deviation of the score and set separate long and short thresholds with a small tilt informed by skew sign • The result is one long score and one short score that can cross their thresholds at different times for the same tape which is a feature not a bug Signal rule • A long suggestion appears when the long score crosses above its long threshold while all gates are active • A short suggestion appears when the short score crosses below its short threshold while all gates are active • If any required gate is missing the state is wait • When a position is open the status is in long or in short until the complementary risk engine exits or your entry mode closes and flips Inputs with guidance Setup Long • Base length Long. Master window for the long engine. Typical range twenty four to eighty. Raising it improves selectivity and reduces trade count. Lowering it reacts faster but can increase noise • Aggression Long. Zero to one. Higher values make thresholds more permissive and shorten smoothing Setup Short • Base length Short. Master window for the short engine. Typical range twenty eight to ninety six • Aggression Short. Zero to one. Lower values keep shorts conservative which is often useful on upward drifting symbols Entries and UI • Entry mode. Both or Long only or Short only Complementary risk engine • Enable risk engine. Turns on bracket exits while keeping your signal logic untouched • ATR anchor timeframe. Day Week or Month. This sets the structural unit of stop distance • ATR length. Default fourteen • Stop multiple. Default one point five times the anchor ATR • Use take profit. On by default • Take profit in R. Default two R • Breakeven trigger in R. Default one R Usage recipes Intraday trend focus • Entry mode Both • ATR anchor Week • Aggression Long zero point five Aggression Short zero point three • Stop multiple one point five Take profit two R • Expect fewer trades that stick to directional pushes and skip treadmill noise Intraday mean reversion focus • Session windows optional if you add them in your copy • ATR anchor Day • Lower aggression both sides • Breakeven later and trailing later so the first bounce has room • This favors fade entries that still convert into trends when the path stays clean Swing continuation • Signal timeframe four hours or one day • Confirm timeframe one day if you choose to include bias • ATR anchor Week or Month • Larger base windows and a steady two R target • This accepts fewer entries and aims for larger holds Properties visible in this publication • Initial capital 25.000 • Base currency USD • Default order size percent of equity value three - 3% of the total capital • Pyramiding zero • Commission zero point zero three percent - 0.03% of total capital • Slippage five ticks • Process orders on close off • Recalculate after order is filled off • Calc on every tick off • Bar magnifier off • Any request security calls use lookahead off everywhere Realism and responsible publication • No performance promises. Past results never guarantee future outcomes • Fills and slippage vary by venue and feed • Strategies run on standard candles only • Shapes can update while a bar is forming and settle on close • Keep risk per trade sensible. Around one percent is typical for study. Above five to ten percent is rarely sustainable Honest limitations and failure modes • Sudden news and thin liquidity can break assumptions behind entropy and cohesion reads • Gap heavy symbols often behave better with a True Range basis for risk than a simple range • Very quiet regimes can reduce score contrast. Consider longer windows or higher thresholds when markets sleep • Session windows follow the exchange time of the chart if you add them • If stop and target can both be inside a single bar this strategy prefers stop first to keep accounting conservative Open source reuse and credits • No reused open source beyond public domain building blocks such as ATR EMA and linear regression concepts Legal Education and research only. Not investment advice. You are responsible for your decisions. Test on history and in simulation with realistic costs
Strategia Pine Script®
di exlux
TwinPulse Q Lead SPY x QQQ Intermarket Pulse 1HTwinPulse Q Lead is a concise one hour indicator for SPY and QQQ that converts three sources of market information into a single pulse line, a mode readout with BUY SELL WAIT, and compact alerts. It blends intermarket leadership between QQQ and SPY, intraday flow from the slope of session VWAP, and where the current price sits inside the regular trading hours range. The three components are normalized, fused, compressed to a stable range, and smoothed for clear thresholds. The aim is a readable intraday regime signal that helps you decide when to participate and when to stand aside. The script is built with Pine v6, uses request security with lookahead off, and does not repaint. It is an indicator, not a strategy. It does not contain any solicitation, links, or outside references. The description is self contained and explains both logic and use so that any trader can understand the design without reading code. What makes this original and useful Intermarket leadership is measured directly from QQQ and SPY on your working timeframe using a Z score of the return spread. When growth is leading value heavy large caps, leadership turns positive. When it lags, leadership turns negative. This gives a real time read of the Nasdaq versus S and P tug of war that most day traders watch informally. Intraday flow is taken from the slope of the session VWAP. A linear regression of VWAP over a short window captures whether value is rising or falling inside the day. Dividing by ATR normalizes slope by typical movement so that the signal is comparable across weeks. Session position places price inside the current regular hours high to low. It answers whether the day is trading in the top half, the bottom half, or the middle. This is a simple but powerful context filter for breakouts and fades. The three components are fused into one pulse, compressed with either hyperbolic tangent or softsign to keep values bounded, and then smoothed by a short EMA. This yields a stable range with a zero line so the eye can read shifts quickly. The panel shows a human readable mode with reasons and a strength score. Traders who do not want to read lines can rely on a simple state and a compact justification that explains why the state is set. This is not a mashup that simply overlays unrelated indicators. Each component was chosen to answer a distinct question that is common to SPY and QQQ intraday decision making. Leadership answers who is in charge, flow answers whether value inside the session is building or leaking, and position answers if price is pressing the extremes or circling the middle. The pulse ties the three together and prevents any single component from dominating. How the calculations work Leadership. Compute a short rate of change for SPY and QQQ. Subtract SPY from QQQ to get spread returns, then compute a rolling Z score over a longer window. Positive values mean QQQ is leading. Negative values mean SPY is leading. Flow. Compute session VWAP on the active symbol. Regress VWAP over a short window to obtain a slope estimate. Divide by ATR to scale slope by current volatility so that a small rise on a quiet day is not treated the same as a small rise on a wild day. Position. Track the highest high and lowest low since the start of regular hours. Place the current close inside that range on a zero to one scale, then recenter to a minus one to plus one scale. Positive means the top half of the day, negative means the bottom half. Fusion. Multiply each component by a weight so users can emphasize or de emphasize leadership, flow, or position. Sum to a raw pulse. Compression. Pass the raw pulse through a bounded function. Hyperbolic tangent is smooth and has natural saturation near the extremes. Softsign is faster and behaves like a smoother version of sign near zero. Compression avoids unbounded excursions and makes thresholds meaningful across days. Smoothing. Apply a short EMA to the compressed pulse to reduce noise. This creates the main line called TwinPulse in the plot. Thresholds. You can use static symmetric levels or adaptive levels. The adaptive option computes a mean and a standard deviation of the smoothed pulse over a user window, then sets upper and lower thresholds as mean plus or minus sigma times standard deviation. This allows thresholds to adjust across regimes. Static levels are still available for traders who want repeatable levels. Events and mode. A long event fires when the smoothed pulse crosses the upper threshold with positive flow and any optional filters agree. A short event fires on the symmetric condition. The mode reads the current state rather than fire and forget. It returns BUY when the smoothed pulse is above the upper threshold with positive flow, SELL when the smoothed pulse is below the lower threshold with negative flow, otherwise WAIT. A cooldown controls how often events can fire so alerts do not spam during choppy periods. Inputs and default values The script ships with defaults chosen for SPY and QQQ on one hour charts. Symbols. SPY and QQQ by default. You can switch to any pair. Many users may test IWM versus SPY for small cap reads. Regular hours selector. On by default. This restricts the position factor to New York regular hours. Turn it off if you prefer full session behavior. ROC length is three bars. Z score length is fifty bars. VWAP slope window is ten bars. ATR length is fourteen bars. Pulse smoothing length is three bars. Compression mode. Choose hyperbolic tangent or softsign. Hyperbolic tangent is default. Weights. Leadership and flow are one by default. Position is set to zero point seven to give a modest influence to where price sits inside the day. Thresholds. Adaptive thresholds are on by default with a lookback of one hundred bars and a sigma width of zero point eight. Static levels at plus or minus zero point six are ready if you disable adaptive mode. Filters. ADX filter is off by default. If you enable it, the script requires ADX above a user minimum before it will signal. Higher time frame confirmation is off by default. When enabled it compares the smoothed pulse on the confirm timeframe to zero and requires alignment for longs or shorts. Cooldown. Three bars by default so that alerts do not trigger too frequently. UI. Bar coloring is on by default. The panel is on by default and sits at the top right. All request security calls use lookahead off and will not request future data. All persistent state variables are assigned in a way that prevents repainting. The indicator does not use non standard chart types in its logic. How to use the indicator Load a one hour chart of SPY or QQQ. Keep a clean chart so that the script output is easy to read. Turn on regular hours if you want the session position to reflect the cash session. This is recommended for SPY and QQQ. Watch the panel. Mode reads BUY or SELL or WAIT. The strength value is a simple vote based score that ranges from zero to one hundred. It counts leadership, flow, ADX if enabled, and higher time frame confirmation if enabled. You can use strength to filter weak states. Consider action only when mode is BUY or SELL and the signal has not just fired on the last bar. The triangles mark where an event fired. Alerts use the same logic as the events. WAIT means stand aside. To slow the system, enable ADX and set a higher minimum or enable higher time frame confirmation. To speed it up, disable the filters, disable adaptive thresholds, or tighten the sigma width. When publishing, use a clean chart with only this indicator. Show the symbol and timeframe clearly and make sure the plot legend is visible. If you add drawings on the chart, only include ones that help readers understand the output. Publication notes and compliance This description is written in English. The title uses ASCII and only uses capital letters for common abbreviations. The script is original and explains how and why the components work together. There are no links or promotional material. The script does not claim performance. It does not use lookahead. The panel and alerts exist to help a human read and act with discipline. The indicator can be published as open source or as protected. If you choose protected, the description still allows readers to understand how the logic works without access to the code. If you later convert the logic into a strategy for publication, use realistic commission and slippage, risk no more than a small share of equity per trade, and choose a dataset that yields a large enough sample. Explain any deviations from these default recommendations in your strategy description. Do not publish results from non standard chart types since they can mislead readers on signal timing. Limitations and risks Intermarket leadership is a relative measure. There are hours when both SPY and QQQ fall while leadership remains positive. Treat leadership as a context, not a stand alone trigger. VWAP slope is a path measure inside the session. It can flip several times on a choppy day. That is why the script uses a short smoothing and an optional cooldown. Use ADX or higher time frame confirmation to avoid the worst chop. Session position assumes a meaningful regular hours range. On half days or around openings with gaps the position factor can be less informative. If this bothers you, reduce the weight of position or turn it off. Compression and smoothing introduce lag by design. The goal is stability and clarity. If you want earlier but noisier signals, reduce smoothing and weights, and use static thresholds. No indicator guarantees future results. TwinPulse Q Lead is a decision aid. It should be combined with your risk rules, position size policy, and a clear exit plan. Past behavior is not a promise for the future. Frequently asked questions What symbols are supported. Any symbol can be used as the chart symbol. Leadership uses the two user symbols which default to SPY and QQQ. Many traders may try IWM versus SPY or DIA versus SPY. Can I change the timeframe. Yes, but the design target is one hour. On very short timeframes the VWAP slope becomes very sensitive and you should consider stronger filters. Does the script repaint. No. It uses request security with lookahead off and the panel updates on the last bar only. Events are based on bar close conditions unless you attach alerts on any alert function call which will still respect the logic without looking into the future. How are the strength numbers built. The strength score is the share of aligned votes across leadership, flow, ADX if enabled, and higher time frame confirmation if enabled. A value near one hundred means many filters agree. A value near fifty means partial alignment. It is not a probability or an accuracy number. Can I use non standard chart types. You can view the indicator on them but do not publish signals from non standard chart types because that can mislead readers about timing. Use classic candles or bars when you publish and when you test. Why do I sometimes see BUY but the price is not moving. A BUY mode requires pulse above the upper threshold and positive flow. It does not require higher highs immediately. Treat BUY as a permission to look for entries using your own execution rules.
Indicatore Pine Script®
di exlux
2
QQQ Ladder → Adjusted to Active Ticker (5s & 10s)This indicator allows you to a grid of QQQ levels directly on futures chart like NQ, MNQ, ES and MES, automatically adjusting for the spread between the displayed symbol and QQQ. This is particularly useful for traders who perform technical analysis on QQQ but execute trades on Futures. Features: Renders every 5 and 10 points steps of QQQ in your current chart. The script adjusts these levels in real-time based on the current spread between QQQ and the displayed symbol! Plots updated horizontal lines that move with the spread Supports Multiple Tickers, ES1!, MES1!, NQ1!, MNQ1! SPY and SPX500USD.
Indicatore Pine Script®
di alejandroveronn