Laguerre Filter [BackQuant]Laguerre Filter
Overview
The Laguerre Filter is a powerful trend-following tool designed to smooth price action while maintaining responsiveness to market changes. It is based on the Laguerre recursive filter, which is a type of signal processing filter that adapts to both the current price dynamics and the underlying trend. The Laguerre Filter can be seen as a method to reduce market noise, enabling traders to more easily identify the strength and direction of trends while minimizing lag.
The Laguerre Filter is well-suited for markets with varying volatility levels, offering a smoother representation of price action without the delay associated with traditional moving averages. By dynamically adjusting to price movements, the Laguerre Filter provides a more adaptive and reliable signal compared to simpler smoothing techniques.
What is the Laguerre Filter?
The Laguerre Filter is derived from the Laguerre polynomial, which is used in signal processing for smooth filtering of data. The Laguerre filter is a recursive filter, meaning that each new value is calculated based on both the current price data and previous values, with a weighting system that allows it to adapt to market conditions. This recursive nature helps reduce the impact of short-term fluctuations, enabling the filter to focus on the underlying trend.
The Laguerre filter uses a feedback mechanism, where the input signal (price data) is smoothed iteratively. This iterative process helps avoid the lag that is typically associated with traditional moving averages while still capturing the overall trend direction.
The filter is designed to have:
Adaptive behavior: It reacts quickly to significant price changes while ignoring minor fluctuations.
Reduced noise: By filtering out random short-term price movements, it provides a clearer view of the underlying trend.
Customizability: Traders can adjust the filter’s sensitivity through user inputs, making it adaptable to different market conditions.
Core Calculation Methodology
The core of the Laguerre Filter lies in its recursive calculation:
Each new value is calculated using the previous value along with the current price input.
The recursive formula is governed by two key parameters: the damping factor (gamma) and the order of the filter (number of Laguerre elements).
The damping factor controls how responsive the filter is to changes in price. A higher gamma value makes the filter smoother but introduces more lag, while a lower gamma value makes it more reactive to price changes but can introduce more noise.
The order defines how many Laguerre elements are used in the calculation. A higher order results in a smoother output but with more delay, while a lower order provides a faster response but less smoothing.
The filter works by weighting previous values with a binomial weighting system, which assigns more weight to recent values and less weight to older values. This creates a dynamic smoothing effect that adapts to price volatility, ensuring that the filter is neither too slow nor too noisy.
Signal Logic and Trend Detection
The Laguerre Filter continuously evaluates the strength and direction of the trend by comparing the current smoothed value to the previous value:
If the current value is greater than the previous value, the trend is considered bullish, and the filter will signal a long condition.
If the current value is less than the previous value, the trend is considered bearish, and the filter will signal a short condition.
The trend detection logic is based on the recursive nature of the filter, which smooths price movements over time. This allows the filter to capture the broader trend while minimizing the influence of short-term price fluctuations.
The trend state is also visually represented by color-coding:
Green color represents an uptrend (bullish condition).
Red color represents a downtrend (bearish condition).
Neutral (white) indicates no clear trend direction.
This color-coding helps traders easily identify the prevailing trend and decide whether to enter or exit trades based on the trend's strength.
Laguerre Filter Behavior and Performance
The performance of the Laguerre Filter can be influenced by several factors:
Gamma (Damping Factor): A higher gamma value results in a smoother filter but increases lag. A lower gamma value allows for a faster response but may introduce more noise, making it more reactive to smaller price changes.
Filter Order: The order determines how many Laguerre elements are used in the filter calculation. A higher order provides more smoothing but increases lag, while a lower order results in a quicker response but less smoothing.
The sweet spot for gamma is typically between 0.7 and 0.85, where the filter offers a good balance between smoothness and responsiveness. The filter order is usually set to 4 for classic Laguerre filtering, but higher orders can be used for more smoothing if needed.
The Laguerre Filter’s performance shines in markets with sustained trends, where the filter can effectively capture and represent the underlying direction without excessive lag. It is particularly useful in volatile markets, as it helps smooth out noise while providing a clear picture of the trend.
Visual Presentation
The Laguerre Filter provides a dynamic, color-coded line that follows the trend direction. This line can be displayed alongside price data to visually highlight the market trend. In addition to the main Laguerre line, several visual enhancements can be applied:
Gradient fill between the price and the Laguerre Filter line, providing a visual cue for bullish or bearish market conditions.
Candle coloring to reflect the current trend, making it easier to spot trend reversals or confirmations directly on the chart.
Background shading to visually highlight areas of strong trend or consolidation.
Edge glow effect that highlights trend boundaries, making it easy to spot key levels of support or resistance.
These visual elements enhance the usability of the Laguerre Filter, allowing traders to quickly assess the market trend and make informed decisions.
Practical Use Cases
1) Trend Following
The Laguerre Filter is ideal for trend-following strategies. By using the filter to identify the prevailing trend, traders can:
Enter long positions when the Laguerre Filter turns bullish (green).
Enter short positions when the Laguerre Filter turns bearish (red).
By aligning trades with the dominant trend, traders can improve their chances of success.
2) Trend Strength Assessment
The Laguerre Filter can also be used to assess the strength of the trend:
A rising Laguerre value indicates a strengthening uptrend.
A falling Laguerre value indicates a strengthening downtrend.
A flattening Laguerre value signals weakening momentum or consolidation.
This information can be used to adjust position sizing or to decide when to enter or exit a trade.
3) Trade Management
The Laguerre Filter can also assist in trade management:
Use the Laguerre line as a trailing stop for long positions in an uptrend.
Scale out of positions as the Laguerre value begins to flatten or reverse.
Use the Laguerre Filter to avoid trades when the market is in consolidation or lacks a clear trend.
Tuning Guidelines
The Laguerre Filter can be adjusted for different market conditions using the following parameters:
Gamma (Damping Factor): Adjust for the desired level of responsiveness versus smoothness. Typical values range from 0.7 to 0.85.
Filter Order: Adjust to control the level of smoothing. The default value of 4 is a good starting point, but higher orders can be used for smoother filters.
Summary
The Laguerre Filter is a versatile and adaptive trend-following indicator that smooths price data and reduces noise, making it easier to identify and follow trends. By using recursive smoothing techniques and adjustable parameters, the Laguerre Filter provides an accurate representation of market conditions with minimal lag. It is especially useful in volatile markets where traditional moving averages may fail to capture the underlying trend. With its color-coded trend detection, gradient fills, and customizable settings, the Laguerre Filter is a powerful tool for traders looking to stay aligned with the prevailing market direction.
Statistics
Full Dashboard V16 - Final Fix M15 & PA SignalsTable (Multi timefram)
- show Trend
- show rsi
- show Stoch
- show prev candle (default hide)
- show curr candle (default hide)
- shows the time when the candlestick will close.
--- can config show/hide all column
Graph
- show rsi 89/21
Signal
- show signal with tp/sl (default hide)
Fix bug
AI Academy: Volume k-NN [PhenLabs]📊 AI Academy: Volume k-NN
Version: PineScript™ v6
━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━
━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━
📌 Description
AI Academy: Volume k-NN (Theory Edition) is an educational indicator designed to demystify how artificial intelligence pattern recognition works directly on your TradingView charts. Rather than being a black-box signal generator, this tool visualizes the entire k-Nearest Neighbors algorithm process in real-time, showing you exactly how AI identifies similar historical patterns and generates predictions.
The indicator scans up to 2,000 historical bars to find patterns that match your current price action, then uses an ensemble of the closest matches to project potential future movement. What sets this apart is the integrated “AI Grimoire”—an interactive educational book overlay that teaches core machine learning concepts through four illuminating chapters.
Whether you’re a trader curious about AI methodology or a developer learning algorithmic concepts, this indicator transforms abstract machine learning theory into tangible, visual understanding.
━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━
━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━
🚀 Points of Innovation
• First TradingView indicator to visualize k-NN algorithm execution in real-time with full transparency
• Interactive “AI Grimoire” educational overlay teaches machine learning concepts while you trade
• Dual-mode pattern matching combines price action with optional volume confirmation
• Confidence-based opacity system visually communicates prediction reliability
• Historical match visualization shows exactly which past patterns informed the prediction
• Ghost bar projections display averaged ensemble predictions with adjustable forecast horizons
━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━
🔧 Core Components
• Pattern Capture Engine: Converts recent price action into logarithmic returns for normalized comparison across different price levels
• k-NN Search Algorithm: Calculates Euclidean distance between current pattern and historical patterns to find closest matches
• Volume Weighting System: Optional feature that incorporates volume patterns into distance calculations with adjustable influence
• Ensemble Predictor: Averages future returns from k-nearest historical matches to generate consensus forecast
• Confidence Calculator: Measures average distance of top matches to determine prediction reliability on 0-100% scale
• AI Grimoire Display: Table-based educational overlay rendering book-style content with chapter navigation
━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━
🔥 Key Features
• Adjustable Pattern Length: Define how many bars constitute the current pattern for matching (5-100 bars)
• Configurable Search Depth: Control how far back the algorithm searches for historical matches (500-4,900 bars)
• Flexible k-Neighbors: Select how many closest matches inform the prediction (1-20 neighbors)
• Volume Toggle: Enable or disable volume pattern matching for different market conditions
• Volume Influence Slider: Fine-tune the weight given to volume vs. price patterns (0-100%)
• Ghost Bar Count: Adjust how many future bars the indicator projects (3-15 bars)
• Minimum Confidence Filter: Set threshold to hide low-confidence predictions
• Historical Match Display: Toggle visibility of colored boxes marking source patterns
━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━
🎨 Visualization
• Blue Scanner Box: Highlights current pattern being analyzed labeled “AI INPUT (The Prompt)”
• Green Historical Boxes: Mark past patterns where price subsequently moved bullish
• Red Historical Boxes: Mark past patterns where price subsequently moved bearish
• Ghost Bars: Semi-transparent candles projecting into the future showing predicted price path
• Confidence Label: Displays prediction confidence percentage and number of matches used
• AI Grimoire Book: Leather-bound book overlay in top-right corner with navigable chapters
━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━
📖 Usage Guidelines
Algorithm Settings
• Pattern Length — Default: 20 | Range: 5-100 | Controls how many recent bars define the pattern. Shorter values find more matches but less specific. Longer values find fewer but more precise matches.
• Search Depth — Default: 2000 | Range: 500-4900 | Determines how many historical bars to scan. Higher values find more potential matches but increase computation time.
• k-Neighbors — Default: 5 | Range: 1-20 | Number of closest matches to use for prediction. Higher values smooth predictions but may dilute strong signals.
• Ghost Bar Count — Default: 5 | Range: 3-15 | How many future bars to project. Shorter horizons are typically more reliable.
• Use Volume Matching — Default: Off | When enabled, patterns must match on both price AND volume characteristics.
• Volume Influence — Default: 30% | Range: 0-100% | Weight given to volume pattern when volume matching is enabled.
Visualization Settings
• Bullish/Bearish Match Colors — Customize colors for historical match boxes based on outcome direction.
• Min Confidence % — Default: 60 | Predictions below this threshold will not display.
• Show Historical Matches — Default: On | Toggle visibility of source pattern boxes on chart.
Education Settings
• Select Chapter — Navigate through AI Grimoire chapters or keep book closed for clean chart view.
━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━
✅ Best Use Cases
• Learning how k-Nearest Neighbors algorithm functions in a trading context
• Understanding the relationship between historical patterns and forward predictions
• Identifying when current market conditions resemble past scenarios
• Supplementing discretionary analysis with pattern-based confluence
• Teaching others machine learning concepts through visual demonstration
• Validating whether volume confirms price pattern formations
• Building intuition for what AI “sees” when analyzing charts
━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━
⚠️ Limitations
• Past pattern similarity does not guarantee future outcome similarity
• Requires sufficient historical data (minimum 500+ bars) to function properly
• Computation-intensive on lower timeframes with maximum search depth
• Cannot predict truly novel “black swan” events not represented in historical data
• Volume matching less effective on assets with inconsistent volume reporting
• Predictions become less reliable as forecast horizon extends further out
• Educational overlay may obstruct chart view on smaller screens
━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━
💡 What Makes This Unique
• Full Transparency: Unlike black-box AI tools, every step of the algorithm is visualized on your chart
• Integrated Education: The AI Grimoire teaches machine learning concepts without leaving TradingView
• Theory Meets Practice: See exactly which historical patterns inform each prediction
• Honest Uncertainty: Confidence scoring and opacity fading acknowledge when the AI “doesn’t know”
• Dual-Mode Analysis: Optional volume weighting adds institutional-quality analysis dimension
━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━
🔬 How It Works
1. Pattern Capture: On each bar, the indicator captures the most recent price changes as logarithmic returns, creating a normalized “fingerprint” of current market behavior. If volume matching is enabled, volume changes are captured similarly.
2. Historical Search: The algorithm iterates through up to 2,000 historical bars, calculating the Euclidean distance between the current pattern fingerprint and each historical pattern. Distance combines price similarity and optional volume similarity based on weight settings.
3. Neighbor Selection: All historical patterns are ranked by similarity (lowest distance = most similar). The k-closest matches are selected as the “ensemble council” that will inform the prediction.
4. Confidence Calculation: Average distance of top-k matches determines confidence. Tighter clustering of similar patterns yields higher confidence scores, while scattered or distant matches produce lower confidence.
5. Prediction Generation: Future returns from each historical match (what happened AFTER those patterns) are averaged together. This ensemble average is applied to current price to generate ghost bar projections.
6. Visualization: Historical match locations are marked with colored boxes (green for bullish outcomes, red for bearish). Ghost bars render with opacity tied to confidence level—higher confidence means more solid bars.
━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━
💡 Note:
This indicator is designed primarily for educational purposes —to help traders understand how AI pattern recognition algorithms function. While the predictions can supplement your analysis, they should never be used as the sole basis for trading decisions. The AI Grimoire chapters explain key concepts including why AI “hallucinates” during unprecedented market events. Always combine with proper risk management and additional confirmation.
━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━
Apex Wallet - Real-Time Market Volume Delta & Order FlowOverview The Apex Wallet Market Volume Delta is a professional liquidity analysis tool designed to decode the internal structure of market volume. Unlike standard volume bars, this script calculates the "Delta"—the net difference between buying and selling pressure—to reveal the true conviction of market participants in real-time.
Dynamic Multi-Mode Intelligence This indicator features an adaptive calculation engine that recalibrates its internal logic based on your trading style:
Scalping: Fast-response settings (9-period MA) for immediate execution on low timeframes.
Day-Trading: Balanced settings (26-period MA) optimized for intraday sessions.
Swing-Trading: High-filter settings (52-period MA) for major trend confirmation.
Advanced Order Flow Detection
Real-Time Delta Calculation: Tracks the precise interaction between price and volume to identify aggressive buyers vs. passive sellers.
Dual Calculation Modes: Choose between "Buy/Sell" (aggressive) or "Buy/Sell/Neutral" for a more granular view of flat market periods.
Visual Delta Labels: Displays the net volume values directly above each bar, with color-coded alerts (Green for Bullish Delta, Red for Bearish Delta).
Scalable UI: Features a "Scale Down Factor" to simplify large volume numbers into readable units (10/100/1k/10k).
Key Features:
Visual Split: Clearly differentiates historical volume from real-time buying and selling flows.
Trend Confirmation: Integrated optional EMA to compare current volume surges against the average market liquidity.
Clean Interface: Professional-grade histogram styling with clear demarcation of session activity.
10 Youtube Opening Range Strategies + Backtest 1. Quick Flip Scalper
A strategy centered on fading or following the initial move relative to the Opening Range (OR).
LONG Rules:
Reversal Mode: If the Opening Range is Bearish (Red), enter Long when price drops below the Opening Range Low (ORL).
Continuity Mode: If the Opening Range is Bullish (Green), enter Long when price drops below the Opening Range Low (ORL) (Buying the deep pullback/trap).
SHORT Rules:
Reversal Mode: If the Opening Range is Bullish (Green), enter Short when price breaks above the Opening Range High (ORH).
Continuity Mode: If the Opening Range is Bearish (Red), enter Short when price breaks above the Opening Range High (ORH) (Selling the deep pullback/trap).
2. First Candle Scalper
Identical to the Quick Flip Scalper but restricts entries to the very first retest only.
LONG Rules:
Same as Quick Flip Long, but only triggers once per session.
SHORT Rules:
Same as Quick Flip Short, but only triggers once per session.
3. Smart Money Trap (SMT)
Identifies a "fakeout" breakout followed immediately by a reversal candlestick pattern.
LONG Rules:
Condition: The previous candle low was below the ORL, but the candle closed back inside (above ORL).
Trigger: Must have a Bullish Engulfing or Bullish Rejection pattern closing above the ORL.
SHORT Rules:
Condition: The previous candle high was above the ORH, but the candle closed back inside (below ORH).
Trigger: Must have a Bearish Engulfing or Bearish Rejection pattern closing below the ORH.
4. Trident Pattern (TG Capital)
A London-session exclusive strategy requiring a Fair Value Gap (FVG) and a Doji confirmation.
LONG Rules:
Filter: Price is Above the 200 EMA (if enabled).
Setup: A Bullish FVG forms.
Confirmation: A Doji candle wicks down into the 50% level of the FVG.
Trigger: Enter on the next candle close.
SHORT Rules:
Filter: Price is Below the 200 EMA (if enabled).
Setup: A Bearish FVG forms.
Confirmation: A Doji candle wicks up into the 50% level of the FVG.
Trigger: Enter on the next candle close.
5. OTE Framework (MBB Trader)
Simulates an Optimal Trade Entry by combining a Liquidity Sweep with a Market Structure Shift (SMR).
LONG Rules:
Sweep: Price drops below the lowest low of the last 20 candles.
Structure: A Bullish SMR forms (Low → High → Lower Low → Higher High).
SHORT Rules:
Sweep: Price breaks above the highest high of the last 20 candles.
Structure: A Bearish SMR forms (High → Low → Higher High → Lower Low).
6. Liquidity Trap (Marco Trades)
A contrarian strategy that buys/sells purely on sweeps of major structural levels.
LONG Rules:
Trigger: Price sweeps (drops below) the lowest low of the last 50 candles.
SHORT Rules:
Trigger: Price sweeps (breaks above) the highest high of the last 50 candles.
7. Trojan Horse (Trader Mayne)
Uses Trend EMAs (50 & 200) to identify direction, then enters on a Lower Timeframe Breaker.
LONG Rules:
Trend: 50 EMA > 200 EMA (Uptrend).
Trigger: Price sweeps a recent 10-candle low, then immediately breaks a recent 5-candle high.
SHORT Rules:
Trend: 50 EMA < 200 EMA (Downtrend).
Trigger: Price sweeps a recent 10-candle high, then immediately breaks a recent 5-candle low.
8. Simplified SMT (9:30 Range)
Focuses on the 9:30 AM range. Waits for a breakout and a confirmed failure to sustain it.
LONG Rules:
Context: Price previously broke above the ORH.
Trigger: Price returns to the ORH (Retest) with a Bullish Engulfing/Rejection pattern.
SHORT Rules:
Context: Price previously broke below the ORL.
Trigger: Price returns to the ORL (Retest) with a Bearish Engulfing/Rejection pattern.
9. 9:30 One-Candle (Scarface)
Uses the high/low of the single 9:30 candle as the range.
LONG Rules:
Setup: Price closes above the 9:30 High.
Trigger: Price pulls back and touches/dips into the 9:30 High (Retest).
SHORT Rules:
Setup: Price closes below the 9:30 Low.
Trigger: Price pulls back and touches/wicks into the 9:30 Low (Retest).
10. London Breakout (Joovier)
Based on the 3 AM - 9 AM EST box.
LONG Rules:
Trigger: A candle's Body (Open and Close) forms completely above the Box High after the session opens.
SHORT Rules:
Trigger: A candle's Body (Open and Close) forms completely below the Box Low after the session opens.
⚠️ DISCLAIMER & LIMITATION OF LIABILITY
1. NO AFFILIATION / INDEPENDENT PROJECT This script is an independent coding project created solely for testing, research, and entertainment purposes. The creator of this indicator is not associated, affiliated, endorsed by, or in any way connected to the strategy authors or influencers mentioned within the tool (including but not limited to TG Capital, MBB Trader, Marco Trades, Trader Mayne, Scarface, or Joovier).
The strategy names are used strictly for identification purposes to credit the original concept creators.
This code represents an independent interpretation of public trading concepts. It may not reflect the exact, proprietary, or private methods taught by these individuals.
This is not an official product from any of the aforementioned parties.
2. FOR EDUCATIONAL PURPOSES ONLY This indicator is strictly for educational and informational purposes. It is not a signal service and does not constitute investment, financial, or trading advice. The buy/sell labels generated by this script are merely visual representations of specific code logic and should not be interpreted as instructions to execute trades.
3. EXCLUSION OF LIABILITY By using this script, you explicitly agree that:
The creator assumes no responsibility or liability for any direct, indirect, consequential, or incidental losses or damages resulting from the use of this tool.
You engage in trading entirely at your own risk.
You release the creator from any legal responsibility regarding your trading activities or financial results.
4. HYPOTHETICAL PERFORMANCE The statistics displayed on the "Dashboard" (Win Rate, P&L, etc.) are hypothetical and based on historical backtesting data.
Past performance is not indicative of future results.
These results do not account for slippage, spreads, commission fees, or real-time liquidity issues.
Strategies that performed well in the past may fail in current or future market conditions.
5. HIGH-RISK WARNING Trading in financial markets (Stocks, Forex, Crypto, Futures) involves a high degree of risk and is not suitable for all investors. You could lose some or all of your initial investment. You should not trade with money that you cannot afford to lose.
IF YOU DO NOT AGREE WITH THESE TERMS, DO NOT USE THIS SCRIPT.
Apex Wallet - Bitcoin Halving Cycle & Profit ProjectionOverview The Apex Wallet Bitcoin Halving Cycle Profit is a strategic macro-analysis tool designed for Bitcoin investors and long-term holders. It provides a visual framework of Bitcoin's 4-year cycles by identifying past halving dates and projecting future ones automatically. The script highlights key accumulation and profit-taking windows based on historical cycle performance.
Dynamic Cycle Intelligence
Halving Milestones: Automatically detects and marks all major halving events (2012, 2016, 2020, 2024) with precise timestamps.
Predictive Projections: Using an estimated 1,460-day cycle, the script projects up to 30 future halving events to help plan long-term investment horizons.
Timeframe Optimization: Built specifically for Weekly (W) and Monthly (M) charts to provide a clean, high-level perspective of market structure.
Key Strategy Visuals
Profit Windows: Visualizes "Start" and "End" profit zones with automated vertical lines and color-coded labels based on user-defined offsets from the halving.
DCA Chain Signals: Identifies strategic Dollar Cost Averaging (DCA) points throughout the cycle to assist in disciplined accumulation.
Heatmap Shading: Features dynamic background shading that intensifies as the cycle progresses toward historical peak performance periods.
How to Use:
Switch to a Weekly or Monthly Bitcoin chart.
Use the Green Labels (Profit START) to identify early cycle strength.
Monitor the Red Labels (Profit END) for historical cycle exhaustion zones.
Smart Position Calculator: Risk, Margin & TicksAre you tired of manually calculating position sizes or using clumsy external calculators? This minimalist indicator solves the problem directly on your chart.
It tells you exactly how much to buy/sell to risk a specific dollar amount (e.g., $50), considering your leverage and commissions.
Key Benefits:
Protect your deposit: Standardize your risk per trade.
Plan better: See your Risk/Reward ratio and Commission costs instantly.
Trade comfortably: The UI adapts to your screen (Dark/Light modes + Font Size control).
Scalp precisely: See distance in Ticks.
How it works:
Add to Favorites.
Select Entry, Stop, and Take Profit points on the chart.
Read the table.
Growth Comparison (Gold, Silver, Copper, Platinum & Crypto)
Data Sources
The symbols configured this time point to globally trusted data sources (providers).
・OANDA (XAUUSD, XAGUSD, XCUUSD, XPTUSD):
Data from OANDA, one of the world's largest FX and commodity providers. It reflects the “spot prices” for gold, silver, copper, and platinum in near real-time.
・BINANCE (BTCUSDT, ETHUSDT, XRPUSDT):
Data from Binance, the world's largest cryptocurrency exchange. It has the highest trading volume and is used as the global standard price indicator. Retrieves BTC, ETH, and XRP.
How the Script Works (Technical Explanation)
・Fixed Starting Price:
The script internally stores the price on the set “comparison start date” (e.g., January 1, 2025).
・Real-Time Calculation:
It constantly retrieves the latest current price and continuously calculates the percentage using the following formula.
Formula: (Current Price - January 1, 2025 Price) ÷ January 1, 2025 Price × 100
*Since January 1 is a global market holiday (New Year's Day) with no prices available, the script automatically adopts the next market opening price (e.g., January 2 morning's open price) as the baseline.
・Automatic label tracking:
The program displays labels like “GOLD” at the right edge of the graph. This ensures you never lose track of which line corresponds to which asset, even when lines overlap.
Translated with DeepL.com (free version)
FOMC Policy Events[nakano]### FOMC Policy Events
#### Summary / 概要
This indicator plots the historical policy decisions of the U.S. Federal Open Market Committee (FOMC) directly onto your chart. It is an essential tool for traders and analysts who want to visualize how the market reacts to changes in monetary policy. All historical event data from 2000 onwards is hard-coded into the script for fast and reliable performance.
このインジケーターは、米国連邦公開市場委員会(FOMC)の過去の政策決定をチャート上に直接プロットします。金融政策の変更に対する市場の反応を視覚的に分析したいトレーダーやアナリストにとって不可欠なツールです。2000年以降の全ての過去イベントデータが含まれます。
---
#### Features / 主な機能
* **Comprehensive Historical Data / 包括的な過去データ**
Includes all historical scheduled and emergency FOMC rate decisions from January 2000.
2000年1月以降の、全ての定例および緊急のFOMC金利決定の履歴を含みます。
* **Detailed Event Labels / 詳細なイベントラベル**
Each event is marked with a clear label showing:
各イベントには、以下の情報を示す明確なラベルが表示されます:
* The exact date of the announcement.
発表の正確な日付
* The type of decision (Rate Hike, Rate Cut, Hold, or Emergency Cut).
決定内容(利上げ、利下げ、据え置き、緊急利下げ)
* The resulting Federal Funds Target Rate.
決定後の政策金利(FF金利ターゲット)
* **Fully Customizable Display / 柔軟な表示設定**
From the indicator's settings menu, you can:
インジケーターの設定画面から、以下の操作が可能です:
* Individually toggle the visibility of Rate Hikes, Rate Cuts, and Holds.
「利上げ」「利下げ」「据え置き」の表示・非表示を個別に切り替える
* Choose your preferred language for the labels (English or Japanese).
ラベルの表示言語を「英語」または「日本語」から選択する
* **Clear Visual Cues / 明確なビジュアル**
* **Rate Hikes:** Green labels positioned below the price bars.
**利上げ:** バーの下に緑色のラベル
* **Rate Cuts:** Red labels positioned above the price bars.
**利下げ:** バーの上に赤色のラベル
* **Holds:** Gray labels positioned above the price bars.
**据え置き:** バーの上に灰色のラベル
* **Emergency Events:** Specially highlighted in maroon for easy identification.
**緊急イベント:** 識別しやすいように特別な色(ワインレッド)で強調表示
---
#### How to Use / 使用方法
1. Add the indicator to your chart.
インジケーターをチャートに追加します。
2. Click the **Settings (gear icon)** next to the indicator name on your chart.
チャート上のインジケーター名の横にある**設定(歯車アイコン)**をクリックします。
3. In the "Display Settings" section, check or uncheck the boxes to show or hide different event types.
「Display Settings」セクションで、各イベントタイプの表示・非表示をチェックボックスで切り替えます。
4. In the "Language Settings" section, select your preferred language from the dropdown menu.
「Language Settings」セクションで、ドロップダウンメニューからお好みの言語を選択します。
---
#### A Note on Data / データについて
The event data included in this script is static and contains historical decisions up to September 2025. The script does not plot future scheduled meetings and will need to be manually updated as new policy decisions are made.
このスクリプトに含まれるイベントデータは静的なものであり、2026年1月までの過去の決定を含んでいます。未来のスケジュールをプロットする機能はなく、新しい金融政策が決定された場合は、スクリプトの手動更新が必要です。
PPAO - Propagator Price Action Oscillator
How PPAO works in one cycle (what it does every candle)
PPAO has 3 moving parts that run every bar:
1) It measures new candle pressure (the “push”)
This is the forcing term.
Return (ret): did price go up or down from last close?
Body: did the candle close above or below its open?
CLV: did the candle close near the high or near the low of its range?
With Option B, the “price action push” is directional:
Body is positive on bullish candles, negative on bearish candles.
CLV is:
near +1 if the candle closes near the high (buying strength),
near -1 if it closes near the low (selling strength).
So a candle that closes weak (near the low) pushes PPAO downward even if the candle range is large.
2) It decides how much to remember vs forget (the “friction”)
This is damping / decay.
High volatility (noisy market) → forget faster
Low volatility (cleaner market) → remember longer
So PPAO adapts: in chop it won’t hold bias for long; in smooth trends it will.
3) It updates a hidden “momentum engine” (state)
Internally it keeps two numbers (p and q) that store the market’s impulse with memory.
Every candle:
it shrinks the old state (decay),
rotates it a bit (momentum/volatility creates oscillation),
then adds the candle push (forcing).
Finally, it converts that hidden state into a 0–100 line:
> 50 means the state is aligned bullish,
< 50 means it’s aligned bearish.
The image below will give you an example of a deep analysis using the Propagator Price Action Oscillator (PPAO).
PPAO below 30
What that means mechanically
Below 30 = bearish impulse extreme.
It happens when the recent candles are consistently “bearish pressure” according to the forcing inputs:
returns are negative and/or
candles close weak inside their range (CLV negative) and/or
bodies are bearish (close < open)
Also, if volatility is elevated, damping can make this flip faster and stay extreme during a strong impulse.
What it means behaviorally
PPAO < 30 is not “prediction.” It is diagnosis:
“Recent candle pressure has been strongly bearish.”
This can show up in two common market contexts:
Continuation context
Price is breaking structure down, and candles keep closing weak → PPAO stays < 30.
Distribution / hidden weakness context (important)
Price may look stable or near a high, but candles are repeatedly closing poorly inside their ranges (negative CLV).
That makes PPAO drop under 30 even if price hasn’t collapsed yet.
That second case is exactly why Option B (Body + CLV) is useful: it can flag weak closes / selling absorption earlier than “price-only” oscillators.
PPAO above 70
What that means mechanically
Above 70 = bullish impulse extreme.
It occurs when the forcing inputs are strongly positive:
returns are positive and/or
candles close strong inside their range (CLV positive) and/or
bodies are bullish (close > open)
If volatility is not exploding, damping won’t erase the accumulated bullish state quickly, so PPAO can stay above 70 during sustained buying pressure.
What it means behaviorally
Again: not a prophecy, but an impulse read:
“Recent candle pressure has been strongly bullish.”
Two common contexts:
Trend continuation
Price is pushing higher and closes are strong → PPAO remains > 70.
Exhaustion risk
If price is hitting major resistance/liquidity and you start seeing weaker closes (CLV drops) while PPAO stops making new highs → that’s where reversals begin to appear.
The key takeaway using both images
PPAO extremes are best understood as:
Below 30: “Sellers are currently dominating candle pressure.”
Above 70: “Buyers are currently dominating candle pressure.”
Whether that dominance leads to continuation or reversal depends on what price does next (structure + where you are on the chart). PPAO is measuring pressure, not guaranteeing outcome.
Candle Size Table (Big Font & Colors)Symbols: gold, oil, BTC, silver, USDJPY, GBPUSD, USDCAD, AUDUSD
Timeframes: 1m and 5m
Size of the previous candle (for each TF)
I’ll assume “size” = candle range (high − low) of the previous closed candle.
Weekly Open Lines 1hWeekly open price plotted on the 1h chart, fwd looking across the week. Stats showing likelihood of a return to the open price by weekday.
Probabilidad Alcista / Bajista por Volumen yvvProbabilidad Alcista / Bajista por Volumen y tendencia
SHFE vs COMEX Silver USD Spread (FX Adjusted)This indicator converts Shanghai Futures Exchange silver pricing (CNY per kilogram) into U.S. dollars per troy ounce using the live USD/CNY exchange rate. It compares the FX-adjusted Shanghai price with COMEX silver futures pricing and displays:
• Shanghai silver (converted to USD/oz)
• COMEX silver (USD/oz)
• The spread between the two markets (Shanghai − COMEX)
The tool helps visualize cross-market pricing differences and how currency movements influence silver valuation between Chinese and U.S. futures markets.
This is an analytical comparison tool and does not provide trading signals.
Notes:
• Requires access to SHFE and COMEX futures data on TradingView
• Uses USDCNY from the current chart (or selected FX symbol)
• Spread values are calculated mechanically from price and FX conversion
Intrinsic Fair Value Calculator (Auto)📊 Intrinsic Fair Value Calculator Auto
Multi-Model Institutional Valuation Engine
The Intrinsic Fair Value Calculator Auto is a comprehensive, institutional-grade valuation indicator that combines multiple professional valuation frameworks into a single, automated system. It allows traders and investors to objectively determine whether an asset is undervalued, fairly valued, or overvalued—directly on the chart, in real time.
Unlike basic valuation tools, this indicator does not rely on a single method. Instead, it aggregates and visualizes five widely accepted intrinsic valuation models used by analysts, portfolio managers, and venture investors.
🔑 Valuation Models Included
🔹 1. 10-Year Discounted Cash Flow (DCF) Model
Projects 10 years of future free cash flows, discounts each year back to present value using a risk-adjusted rate, and calculates terminal value using a perpetuity growth model.
This is the gold standard for intrinsic valuation and reflects the true cash-generating ability of a business.
Best for: Long-term investors and fundamental analysis.
🔹 2. EV / EBITDA Valuation Model
Uses Enterprise Value relative to EBITDA to assess how the market is pricing operational earnings, independent of capital structure.
This model is widely used in institutional finance, private equity, and M&A.
Best for: Comparing valuation across companies or industries.
🔹 3. Asset-Based Valuation Model
Estimates intrinsic value based on a company’s net asset value, accounting for assets minus liabilities.
This approach is especially useful for asset-heavy businesses and downside protection analysis.
Best for: Value investing and balance-sheet-driven analysis.
🔹 4. Venture Capital (VC) Method
Estimates future exit value and discounts it back to present value using high risk-adjusted return assumptions.
This model is designed to evaluate high-growth, early-stage, or speculative assets.
Best for: Growth stocks, startups, and high-risk/high-reward opportunities.
🔹 5. Benjamin Graham Formula
A classic intrinsic value formula created by Benjamin Graham, the father of value investing.
It combines earnings power and growth assumptions into a conservative valuation baseline.
Best for: Conservative value investors seeking margin of safety.
📈 What the Indicator Displays
• Individual intrinsic value estimates for each valuation model
• A composite fair value range derived from all models
• Clear undervalued, fair value, and overvalued zones
• Dynamic valuation levels that update with market data
• Clean on-chart visualization for fast decision-making
🎯 How Traders & Investors Use It
• Identify high-confidence accumulation zones
• Spot overvaluation and distribution areas
• Compare price vs. intrinsic value across multiple models
• Build confluence with technical structure and volume
• Reduce emotional decision-making using objective valuation
🌍 Markets & Timeframes
✔ Stocks
✔ Forex
✔ Crypto
✔ Futures
✔ Intraday, Swing, and Long-Term Charts
⚠️ Disclaimer
This indicator is for educational and analytical purposes only and does not constitute financial advice. Always apply proper risk management and confirm signals using additional analysis.
Ticker DataTicker Data is a high-efficiency dashboard designed for traders and analysts who need immediate context on a ticker without cluttering their chart.
This script aggregates fundamental data, price performance, and key institutional support levels into a single, customizable table. It allows you to assess the "character" of a stock in seconds by overlaying essential metrics directly onto your chart.
Key Features
1. Institutional Anchors (Auto-VWAPs)
Instead of manually drawing Anchored VWAPs for every ticker, this script automatically calculates and displays the three most important levels for trend management:
VWAP IPO: The volume-weighted average price since the stock's inception.
VWAP YTD: The volume-weighted average price starting from Jan 1st of the current year.
VWAP Earnings: The volume-weighted average price since the most recent earnings report.
Visual Logic: Text turns Green if price is above the VWAP, and Red if below.
2. Trend & Momentum
5-Day MA: Displays the 5-day Simple Moving Average based on Daily data. This serves as a "momentum guardrail"—if the price is above the 5DMA, short-term momentum is bullish.
Timeframe Independence: The 5DMA and performance stats are forced to the Daily timeframe, ensuring consistent data even if you view the chart on 15m or 1H intervals.
3. Fundamental Context
Market Cap: Current market capitalization.
Float & Float %: Displays the number of floating shares and the percentage of total shares they represent. Vital for gauging volatility potential (low float = higher volatility).
4. Price Performance & Range
Performance: % change over the last Week (1W), Month (1M), and Quarter (3M).
52-Week High/Low:
Off 52W High: The % drawdown from the 52-week high.
Above 52W Low: The % extension from the 52-week low.
5. Event & History Awareness
Earnings Countdown: Displays the number of days until the next earnings report. Text turns Red inside the "Danger Zone" (less than 7 days).
IPO Timer: Calculates exactly how many years have passed since the stock's public listing, allowing you to quickly filter for fresh merchandise vs. mature assets.
Settings & Customization
This script is built for "Chart Real Estate" management. You have full control over the visual layout via the inputs tab:
Display Toggles: Every metric (Float %, Dist from High/Low, IPO Timer, VWAPs, etc.) has its own checkbox. Uncheck what you don't need to keep the table compact.
Table Positioning:
Location: Pin the table to any corner (Top/Bottom, Left/Right).
Size: Scale the table from Tiny to Large to fit your resolution.
Push Down: A unique feature that adds empty transparent rows to the top of the table. This pushes the data down so it does not obscure the most recent price candles or the ticker header.
Visual Styling:
Alignment: Independently control the text alignment (Left, Center, Right) for both the Labels and the Data columns.
Colors: Fully customizable Background and Text colors.
Note: The default text color is Black (optimized for Light Mode charts). If you use Dark Mode, simply switch the "Text Color" input to White.
Technical Notes
Data Source: Moving averages and VWAP anchors are calculated using Daily ('D') data to ensure institutional relevance.
Weekly Open Lines - H1Prints a line from the Sunday evening open (GMT) across the trading week and calculates how often price returns to trade at the open price that week, and on which day.
The table breaks down the % frequency of the returns over a historic range up to 5 years.
COT Index TT Tools Questo indicatore nasce come ispirazione diretta dallo script TradingView “COT Index” di Dixon_Chai 👉
La logica di base rimane quella del COT Index in stile Larry Williams (calcolo dell’indice su più finestre temporali), ma questa versione TT Tools introduce funzionalità operative aggiuntive pensate per una lettura immediata del posizionamento dei Commercials e per individuare con precisione i cambi di regime delle Net Position.
🔹 Cosa aggiunge questa versione (TT Tools)
✅ Riquadro “Net State” nella tabella di verifica
LONG quando le Net Position dei Commercials sono positive
SHORT quando sono negative
colorazione verde / rossa coerente con lo stato
✅ Segnalazione visiva dello switch
“⚠️ ALERT CHANGE LONG” quando le Net Position passano da negative a positive
“⚠️ ALERT CHANGE SHORT” quando passano da positive a negative
la segnalazione appare solo nella settimana del cambio
✅ Alert TradingView integrati
Possibilità di creare alert automatici per essere notificati esattamente nel momento in cui avviene lo switch LONG/SHORT, senza dover monitorare manualmente il grafico.
🔹 Utilizzo consigliato
Questo indicatore è pensato per essere utilizzato in combinazione con
“Contango/Backwardation Futures Box Desk – TT Tools”.
La lettura congiunta permette di:
contestualizzare il posizionamento dei Commercials
verificare la struttura della curva (contango / backwardation)
individuare fasi di rotazione, accumulo o distribuzione con maggiore probabilità
Note
Dati COT forniti tramite libreria ufficiale TradingView (COT Library)
Mapping manuale dei codici CFTC per gli strumenti supportati
Focus principale sulle Net Position dei Commercials
_____________________________________________________________
Description
This indicator is directly inspired by the TradingView script “COT Index” by Dixon_Chai
👉
It preserves the original Larry Williams–style COT Index logic (index calculation over multiple lookback periods), while this TT Tools version introduces additional operational features designed for a faster and more actionable reading of Commercials’ positioning, with a specific focus on regime changes in Net Positions.
🔹 What this TT Tools version adds
✅ “Net State” box inside the verification table
LONG when Commercials’ Net Positions are positive
SHORT when they are negative
green / red coloring consistent with the current state
✅ Visual regime-change signal
“⚠️ ALERT CHANGE LONG” when Net Positions switch from negative to positive
“⚠️ ALERT CHANGE SHORT” when they switch from positive to negative
the alert appears only on the exact week of the switch
✅ Built-in TradingView alerts
You can link TradingView alerts to be notified precisely when a LONG/SHORT regime change occurs, without manual chart monitoring.
🔹 Recommended usage
This indicator is designed to be used in combination with
“Contango/Backwardation Futures Box Desk – TT Tools”.
Using both tools together allows you to:
contextualize Commercials’ positioning
evaluate the futures curve structure (contango / backwardation)
identify potential rotation, accumulation, or distribution phases with higher confidence
Notes
COT data provided via the official TradingView COT Library
Manual mapping of CFTC codes for supported instruments
Primary focus on Commercials’ Net Positions
Volatility Range Indicator Pro# Volatility Range Indicator Pro - User Guide
## 📊 Overview
**Volatility Range Pro** is a professional volatility analysis tool that displays market volatility data across different time periods in a clear table format, helping traders quickly assess market conditions.
---
## 🎯 Core Features
Displays a professional information table on the chart:
| Data Field | Description |
|------------|-------------|
| **Today** | Today's high-low range and volatility |
| **Yesterday** | Previous day's range and volatility |
| **This Week** | Current week's daily average |
| **Last Week** | Previous week's daily average |
| **N-Day Avg** | Adjustable moving average |
| **Rel Strength** | Today vs N-day average percentage |
| **N-Day Max** | Maximum volatility in period |
| **N-Day Min** | Minimum volatility in period |
---
## ⚙️ Parameters
### Basic Settings
| Parameter | Default | Description |
|-----------|---------|-------------|
| **Average Days** | 20 | Days for N-day average (5-100) |
### Display Settings
| Parameter | Default | Description |
|-----------|---------|-------------|
| **Table Position** | Middle Right | 6 positions available |
| **Show Arrows** | ✓ | Display ▲▼◆ indicators |
| **Show Relative Strength** | ✓ | Display relative strength row |
| **Show Max/Min** | ✓ | Display extreme value rows |
| **Color Mode** | Auto | Auto/Dark/Light |
| **Language** | 中文 | 中文/English |
### Alert Settings
| Parameter | Default | Description |
|-----------|---------|-------------|
| **High Volatility Threshold** | 1.5x | Trigger when exceeding N-day avg by X times |
| **Low Volatility Threshold** | 0.5x | Trigger when below N-day avg by X times |
# 震盪幅度指標 Pro 使用說明
## 📊 指標概述
**震盪幅度指標 Pro** 是一款專業的波動率分析工具,透過表格方式清晰呈現不同時間週期的波動性數據,幫助交易者快速評估市場狀態。
---
## 🎯 核心功能
在圖表上顯示專業資訊表格,包含:
| 資料欄位 | 說明 |
|---------|------|
| **當日** | 今日高低點差與震盪幅度 |
| **前一日** | 昨日高低點差與震盪幅度 |
| **本週平均** | 本週日平均波動 |
| **上週平均** | 上週日平均波動 |
| **N日平均** | 可調整的移動平均 |
| **相對強度** | 今日 vs N日平均的百分比 |
| **N日最大** | 期間內最大波動 |
| **N日最小** | 期間內最小波動 |
---
## ⚙️ 參數設定
### 基本設定
| 參數 | 預設值 | 說明 |
|------|-------|------|
| **平均天數** | 20 | 計算 N 日平均的天數 (5-100) |
### 顯示設定
| 參數 | 預設值 | 說明 |
|------|-------|------|
| **表格位置** | 右中 | 6 個位置可選 |
| **顯示漲跌箭頭** | ✓ | 顯示 ▲▼◆ 箭頭 |
| **顯示相對強度** | ✓ | 顯示相對強度欄位 |
| **顯示最大/最小** | ✓ | 顯示極值欄位 |
| **配色模式** | 自動 | 自動/深色/淺色 |
| **語言** | 中文 | 中文/English |
### 警報設定
| 參數 | 預設值 | 說明 |
|------|-------|------|
| **高波動警報閾值** | 1.5 倍 | 超過 N 日平均 X 倍時觸發 |
| **低波動警報閾值** | 0.5 倍 | 低於 N 日平均 X 倍時觸發 |
Swing Zig Zag - Market Structure Indicator by Panda TradingOverview
The Swing Zig Zag indicator is a powerful tool for identifying market structure changes, Break of Structure (BOS), and Change of Character (CHoCH) patterns. It automatically detects and visualizes key price action levels, helping traders identify potential trend reversals and continuation patterns.
Key Features
📊 Market Structure Detection
- Break of Structure (BOS): Identifies when price breaks significant swing highs/lows, indicating trend continuation
- Change of Character (CHoCH): Detects trend reversals when price breaks counter-trend levels
- Visual ZigZag Lines: Connects CHoCH points to clearly visualize market structure flow
🎨 Customizable Display
- **Adjustable Pivot Length**: Control sensitivity of swing point detection (default: 5)
- **Two Detection Modes**:
- Extreme Points: Uses absolute highs and lows
- Adjusted Points: Dynamically adjusts levels for better accuracy
- **Line Limit Control**: Display up to 500 structure lines to keep charts clean
- **Color-Coded Levels**: Distinct colors for bullish/bearish BOS and CHoCH
⚡ Real-Time Alerts
- Built-in alert system for CHoCH detection
- Separate alerts for bullish and bearish changes
- Once-per-bar alert frequency to avoid spam
🔧 Customization Options
- ZigZag Lines: Toggle visibility, customize color, width, and style (Solid/Dashed/Dotted)
- Structure Lines: Show/hide market structure with adjustable display limit
- CHoCH Extension: Horizontal lines extend forward to highlight active levels
How to Use
1. Trend Following: Use BOS confirmations to enter in the direction of the trend
2. Reversal Trading: Watch for CHoCH signals indicating potential trend changes
3. Support/Resistance: CHoCH levels often act as key support and resistance zones
4. Market Structure: The zigzag pattern helps identify higher highs/lows and market phases
Settings
- Pivot Length: Controls sensitivity (lower = more signals, higher = stronger signals)
- Structure Limit: Number of historical structure lines to display (10-500)
- ZigZag Display: Toggle and customize the connecting lines between CHoCH points
- Mode Selection: Choose between Extreme Points or Adjusted Points for different trading styles
Best Practices
- Combine with other indicators for confirmation
- Use on higher timeframes for stronger signals
- Wait for candle close before acting on signals
- CHoCH levels can act as dynamic support/resistance
Technical Notes
- Maximum 5000 bars lookback
- Supports up to 500 lines and labels
- Optimized for performance on all timeframes
- Works on all markets: Forex, Crypto, Stocks, Indices
---
Perfect for: Price action traders, swing traders, and anyone looking to understand market structure and trend changes with clarity.
Contango/Backwardation Futures Box Desk - TT ToolsBackwardation Futures Box – TT Tools
Questo indicatore mostra in modo chiaro, compatto e immediato la struttura Contango / Backwardation di una curva futures, direttamente sul grafico tramite un box informativo avanzato. È pensato per trader discrezionali, spread traders e analisi di curva, con una visualizzazione ottimizzata sia per desktop che per mobile.
Il riquadro box mostra in tempo reale la struttura di Contango o Backwardation della curva futures, includendo:
• stato della curva (Contango / Backwardation / Flat)
• spread percentuale tra le prime scadenze
• prezzi delle tre scadenze (Near, Mid, Far) con indicatori direzionali
• conferma o meno della struttura della curva
• data di scadenza del contratto e countdown ai giorni residui
• avviso di rollover imminente
Il box è ottimizzato per Desktop, Compact e Mobile, con layout adattivo e informazioni sempre leggibili.
Mini guida operativa
Selezione dei contratti
Inserisci nel box Front (1), Next (2) e Third (3) i future più prossimi a scadenza, partendo dal contratto front-month.
Puoi cercare rapidamente il contratto corretto tramite “Cambia simbolo”, filtrando per Futures e selezionando la scadenza desiderata.
Controllo della scadenza
Individua la data di rollover direttamente sul grafico tramite la sezione Eventi → Switch di contratto.
Utilizza questa informazione per verificare di stare analizzando la scadenza corretta.
Impostazione della NEXT EXPIRY
Inserisci nel campo NEXT EXPIRY (data precisa) la data di scadenza del prossimo future.
È sufficiente confrontarla con lo switch di contratto visibile sul grafico per essere allineati correttamente.
Monitoraggio della curva
Il box mostra in tempo reale:
struttura della curva (Contango / Backwardation / Flat)
spread percentuale tra le scadenze
prezzi dei tre contratti con direzione relativa
conferma o meno della struttura
countdown ai giorni residui
alert visivo di rollover imminente
👉 Mantieni sempre aggiornati contratti e data di scadenza per avere una lettura affidabile della curva futures e anticipare correttamente le fasi di rollover.
___________________________________________________________________________
___________________________________________________________________________
Contango / Backwardation Futures Box – TT Tools
This indicator provides a clear, compact, and intuitive view of the Contango / Backwardation structure of a futures curve, displayed directly on the chart through an advanced informational box.
It is designed for discretionary traders, spread traders, and curve analysis, with an optimized visualization for both desktop and mobile use.
The box displays the real-time Contango or Backwardation structure of the futures curve, including:
curve status (Contango / Backwardation / Flat)
percentage spread between the front contracts
prices of the three expiries (Near, Mid, Far) with directional indicators
confirmation or non-confirmation of the curve structure
contract expiration date with remaining days countdown
rollover warning when expiration is approaching
The box is fully optimized for Desktop, Compact, and Mobile layouts, ensuring a clean, adaptive design and always-readable information.
Quick Start Guide
Select the futures contracts
Insert the nearest futures contracts into Front (1), Next (2) and Third (3), starting from the front-month contract.
You can easily find the correct contract using “Change Symbol”, filtering by Futures and selecting the appropriate expiry.
Check the contract expiry
Identify the rollover date directly on the chart using Events → Contract Switch.
This helps you confirm that you are analyzing the correct futures expiration.
Set the NEXT EXPIRY date
Enter the next futures expiration date in the NEXT EXPIRY (exact date) field.
Simply match it with the contract switch shown on the chart to stay perfectly aligned.
Monitor the curve
The box displays in real time:
curve structure (Contango / Backwardation / Flat)
percentage spread between expiries
prices of the three contracts with directional indicators
structure confirmation status
days-to-expiry countdown
visual rollover warning when expiration approaches
👉 Always keep contracts and expiry dates updated to ensure an accurate reading of the futures curve and to anticipate rollover phases correctly.






















