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Volume - Pattern Intelligence [DAFE]Volume Pattern Intelligence : The Ultimate VSA & Market Structure Engine This is not a volume indicator. This is an X-Ray into the market's auction, powered by the Wick Pressure Kernel, the DAFE Visuals Library, and a multi-resolution pattern intelligence core. It is the ultimate tool for trading the cause, not the effect. █ CHAPTER 1: THE PHILOSOPHY - BEYOND VOLUME BARS, INTO THE APEX Traditional volume analysis is a conversation with a ghost. It shows you a simple bar representing the total activity, but it tells you nothing of the battle that took place within it. Was that high volume a sign of aggressive buying breaking out, or was it the desperate final gasp of a trend being absorbed by a wall of institutional limit orders? A simple volume bar cannot answer. The Volume Pattern Intelligence engine was engineered to be the definitive answer. It is a complete, institutional-grade analytical framework built upon a revolutionary principle: that every significant market move, every trend, and every reversal is preceded by a "Volume Apex"—a critical moment of confluence where Price Spread, Volume Intensity, and Order Flow Delta align to signal the true intent of the market's largest players. This is not a single indicator, but a powerful fusion of DAFE's most advanced library systems. It leverages the DAFEWickPressureKernel to dissect the physics of every candle and the DafeVisualsLib to render this complex data into stunning, intuitive art. The result is a multi-resolution pattern intelligence engine that allows you to see the market not as a series of random price bars, but as a structured, cause-and-effect auction process. █ CHAPTER 2: THE DUAL-LIBRARY CORE - A FUSION OF GENIUSES The unparalleled power of Volume Pattern Intelligence comes from its unique architecture. It is the first indicator of its kind to be built upon two separate, specialized DAFE libraries, creating a system that is far greater than the sum of its parts. ENGINE #1: The DAFEWickPressureKernel (The "Why") This is the analytical brain. Instead of just looking at volume, this library acts as an integrated physics and machine learning engine to reconstruct the "invisible auction" inside every candle. It provides the deep, contextual data that standard indicators miss: Delta Physics: The WPK calculates the Estimated Institutional Delta for every bar. It analyzes the geometry of the wicks versus the body to estimate whether the volume was aggressive (market orders) or passive (limit orders), revealing the true net buying or selling pressure. Siege Analysis: It tracks the structural integrity of key price levels with a "Siege Decay" score. It understands that a support level tested once is strong, but a level tested five times is weak and likely to break. Kinetic Force: It calculates the true "impact" of a candle by multiplying its relative volume by its relative range, quantifying the physical force of the move. Anomaly Scoring: It uses Z-Score normalization to identify statistically rare events, flagging candles that represent significant institutional intervention. By importing the WPK, this indicator moves beyond simple VSA and into the realm of quantitative, physics-based market analysis. ENGINE #2: The DafeVisualsLib (The "How") This is the artistic soul. Raw data is useless if it's not intuitive. This library takes the complex, multi-dimensional output from the WPK and the core engine and transforms it into stunning, actionable art. Intelligent Analysis: Before drawing anything, the analyze() function scans the data to understand its nature. Auto-Configuration: The auto_config() function then acts as an AI artist. It automatically selects the optimal color gradients, applies physics-based "Neon Glow" effects whose intensity is tied to market volatility, and adapts the plot style and line width for maximum clarity. Revolutionary Rendering: It provides access to a suite of 14+ animated visualization modes , allowing you to see the volume data as a "Kernel Fusion," a "Siege Architecture," a "Nebula Plasma," or a "Neural Flux," among others. █ CHAPTER 3: THE PATTERN TAXONOMY - DECODING THE APEX The Volume Pattern Intelligence engine is a master of pattern recognition. It doesn't just show you volume; it classifies it, giving you a clear narrative of the market's story. 🔴 Climax (Stopping Volume): An extreme volume spike (>2.0 Sigma) coupled with a large rejection wick. This is the "transfer of ownership." At a top, it's smart money selling into retail FOMO. At a bottom, it's smart money absorbing retail panic. Action: Expect a reversal or significant pause. 🏦 Absorption (The Iceberg): High volume on a very small price range. This is the signature of a massive, hidden wall of limit orders absorbing all aggressive market orders. Price is trying to move but is being held in place by an invisible force. Action: Fade the attempted move. A failed breakout from an absorption zone is a high-probability reversal signal. 💨 Dry-Up (No Supply/Demand): A sequence of bars with volume significantly below average. This indicates a lack of interest and participation. It signifies that a trend or pullback is running out of fuel. Action: Use this as confirmation for an entry. A pullback to a support level on dry-up volume is a classic, high-probability long setup. ⚡ Thrust (Initiation): A large-bodied candle that breaks a range on high volume, following a period of low-volume consolidation. This is the signature of smart money initiating a new trend after a period of accumulation or distribution. Action: Join the move. This is a powerful trend-following signal. 🔄 Divergence: When price makes a new high but volume makes a lower high, it shows that the trend is losing participation and is built on a weak foundation. The WPK's delta calculation provides an even more powerful divergence signal. █ CHAPTER 4: A MULTI-RESOLUTION VIEW OF THE BATTLEFIELD Volume analysis on a single timeframe is short-sighted. This engine provides a complete, multi-resolution view of the market's auction. The HTF (Higher Timeframe) Analysis: The engine can analyze volume patterns on a higher timeframe (e.g., Daily) and overlay that intelligence onto your current chart. An HTF background tint gives you an immediate sense of the macro volume regime. A "Climax Top" pattern on the Daily chart that appears on your 15-minute screen is a critical, high-level warning that the macro trend may be reversing. The LTF (Lower Timeframe) Analysis: This is the high-fidelity microstructure engine. By requesting intrabar data from a lower timeframe (e.g., 1-minute data on a 5-minute chart), the WPK can reconstruct the order flow with incredible precision, calculating an Aggregated Delta that is far superior to any single-timeframe estimation. This allows you to see the outcome of the battle inside the current candle before it even closes. The MTF Confluence Bar: This brilliant little display at the bottom of the volume overlay synthesizes the directional bias of all three timeframes (LTF, Chart, HTF) into a single, easy-to-read verdict. When all three are aligned (e.g., +3 Bullish), it signals a state of powerful trend coherence across all resolutions. █ CHAPTER 5: A VISUAL GUIDE - DECODING THE DISPLAYS THE ON-CHART VOLUME OVERLAY This is a revolutionary concept. Instead of cluttering the bottom of your screen, the engine renders its analysis as a stunning, semi-transparent overlay at the bottom of your main price chart. This allows you to see volume context without ever taking your eye off the candles. The visualization is controlled by the DafeVisualsLib and features multiple modes: Kernel Fusion: A multi-layered bar. The base layer represents raw volume, a green/red tint shows the estimated Delta, and a glowing purple top layer highlights the Kinetic Force of the bar. Siege Architecture: Visualizes the "Siege Decay" score from the WPK. Strong, healthy levels appear as solid pillars. Weak, frequently tested levels appear cracked and fractured, signaling a potential break. Neural Flux: A probabilistic visualization from the WPK's learning engine, showing the confidence of the pattern recognition system. And many more... Each of the 14+ modes provides a unique lens through which to view the underlying physics of volume and pressure. SMART ZONES & PATTERN LABELS Smart Zones: The indicator automatically draws powerful Supply and Demand zones on your chart. These are not based on simple price pivots. They are generated only when a high-confidence Volume Apex pattern (like a Climax or Absorption) leads to a reversal, marking that price level as an institutionally defended "fortress." Pattern Labels: The engine automatically plots and tracks all detected patterns in a memory bank. Each pattern is displayed as a clean, floating label within its zone, showing the pattern type (e.g., "HTF CLIMAX") and its decaying confidence score over time. THE DASHBOARD Core Readout: Get an instant view of the current Volume Regime, the Siege Decay of the current level, and a confluence score of active patterns. Extended Metrics: Toggle a detailed view for the professional quant, showing the raw values for Relative Volume, Estimated Delta, MTF Confluence, and the Kinetic Force score from the WPK. █ DEVELOPMENT PHILOSOPHY Volume Pattern Intelligence is the culmination of the DAFE philosophy: that to truly understand the market, you must understand the auction. By synergizing our most advanced libraries—the DAFEWickPressureKernel for physics-based analysis and the DafeVisualsLib for intelligent rendering—we have created a tool that goes beyond VSA. It is a comprehensive framework for quantifying, visualizing, and trading the unseen forces of institutional order flow. It is for the trader who seeks to move from reacting to price to anticipating it. █ DISCLAIMER AND BEST PRACTICES THIS IS AN ADVANCED ANALYTICAL TOOL: This indicator provides intelligence on volume and order flow, not financial advice. It is a decision-support tool. RISK MANAGEMENT IS PARAMOUNT: All trading involves substantial risk. The zones and patterns are based on historical data and statistical probability, not guarantees. LTF IS KEY: For the most precise delta calculations, set your Lower Timeframe (LTF) appropriately. For a 15-minute chart, use 1m or 3m. For a 1-Hour chart, use 5m. USE CONFLUENCE: The highest probability signals come from confluence. A "Climax Bottom" pattern on your chart that occurs within an HTF Demand Zone and shows a bullish MTF Confluence score is an A++ setup. Taking you to school. — Dskyz, Trade with insight. Trade with anticipation.
Pine Script® 인디케이터
DskyzInvestments의
1
2022 Model Pro+ | ICTKESIK2022 MODEL PRO+ | ICTKESIK OVERVIEW 2022 Model Pro+ | ICTKESIK is a professional-grade execution and study framework designed to systematically visualize ICT Unicorn and Silver Bullet style models in real time. The indicator consolidates liquidity, structure, displacement, PD Arrays, SMT divergence, session logic, and risk framework components into a single, rule-driven engine. It is built for traders, analysts, and educators who want to: - Study repeatable institutional models - Reduce discretion during live execution - Maintain consistency through structured validation and on-chart grading This indicator does not place trades or execute strategies. All logic is visual, analytical, and educational in nature. ----------------------------------------------------------------------------------------------- MODEL FOUNDATION ----------------------------------------------------------------------------------------------- The 2022 Model is built around a repeatable sequence of market behaviors: Liquidity interaction → Structure shift → Displacement → Price delivery 2022 Model Pro+ formalizes this process into two primary execution models: Unicorn Model - Sweep-based reversal framework - Requires full structural confirmation Silver Bullet Model - Time-restricted displacement model - Designed for NYAM macro execution Each model follows strict validation rules and is continuously evaluated until completion or invalidation. ----------------------------------------------------------------------------------------------- MODEL LOGIC FLOW ----------------------------------------------------------------------------------------------- Liquidity Identification - Tracks multiple liquidity sources: - Session highs and lows (Asia, London, NYAM, NYPM) - Previous day high and low - Swing-based buy-side and sell-side liquidity - Event-driven data wicks around the 08:30 NY window - All liquidity points remain active until swept or invalidated Liquidity Sweep Detection - A sweep is confirmed when price trades beyond a valid liquidity level - Sweeps are classified by source and logged as part of the model lifecycle - Sweeps act as the catalyst for further validation Market Structure Shift - Structure is tracked using swing sequencing - A shift is confirmed when price closes beyond the relevant swing reference - MSS confirmation gates all downstream logic Displacement and Fair Value Gaps - Displacement is detected through body-based imbalances - Both current timeframe and higher timeframe FVGs are supported - HTF PD Arrays are tracked as delivery objectives and grading context Breaker Block Validation - Breaker blocks are identified after a confirmed structure shift - Breaker candle selection is rule-based and non-repainting - Breakers are used exclusively for Unicorn model validation ----------------------------------------------------------------------------------------------- MODEL TYPES ----------------------------------------------------------------------------------------------- Unicorn Model - Requires the full sequence: - Liquidity sweep - Market structure shift - Valid breaker block - Fair value gap confirmation - Entry can be placed at: - Fair Value Gap - Breaker Block - Optimal overlap between both Silver Bullet Model - Restricted to the NYAM macro window - Does not require a breaker block - Uses premium and discount alignment for directional filtering - Requires displacement-based FVG formation inside the time window ----------------------------------------------------------------------------------------------- CORE COMPONENTS ----------------------------------------------------------------------------------------------- Liquidity Framework - Session liquidity tracking - Previous day reference levels - Data highs and lows - Optional visualization and mitigation handling Session Engine - Asia, London, NYAM, NYPM session boundaries - Session highs and lows persist until swept - Session context is integrated into model grading Key Opens - Midnight NY open - 08:30 NY open - Plotted as short reference stubs with labels Fair Value Gaps - Current timeframe FVG detection - Higher timeframe PD Array mapping - HTF gaps finalize on source timeframe close - Only the closest relevant HTF PD Array is kept active SMT Divergence - Automatic correlated asset pairing - Manual override supported - SMT is tracked as confirmation context - Only the most recent SMT is displayed to maintain clarity Premium and Discount - Dynamic midpoint calculation during active windows - Used as a directional filter for Silver Bullet execution - Updates in real time during the session ----------------------------------------------------------------------------------------------- ENTRY AND LIMIT FRAMEWORK ----------------------------------------------------------------------------------------------- Entry Level - Automatically plotted when a model completes validation - Entry logic depends on the active model and selected placement mode Stop Loss - Derived from multiple candidates: - Fixed baseline buffer - Structural pivots - Breaker block boundaries - FVG candle references - The most conservative valid stop is selected Take Profits - TP1 and TP2 are derived from nearby opposing liquidity - Targets respect minimum reward logic - Optional price labels can be displayed Consecutive Displacement Handling - If a new qualifying FVG forms before break-even is hit: - Entry, stop, and targets may be recalculated - Once break-even is reached, recalculation is disabled ----------------------------------------------------------------------------------------------- CHECKLIST AND GRADING ----------------------------------------------------------------------------------------------- When a setup forms, a live checklist appears on the chart verifying: - Liquidity sweep confirmed - Structure shift confirmed - Fair value gap present - Breaker block present (Unicorn only) - Premium or discount alignment - HTF PD Array delivery context - Session or data sweep source - SMT confirmation when enabled The checklist is designed to enforce discipline and prevent partial or forced setups. ----------------------------------------------------------------------------------------------- ALERT SYSTEM ----------------------------------------------------------------------------------------------- Alerts are optional and fully configurable. Alert categories include: - Macro window opens - Silver Bullet hour open - Session liquidity sweeps - Unicorn setup detected - Silver Bullet setup detected - Invalidation events All alerts output text messages only and do not execute trades. ----------------------------------------------------------------------------------------------- USAGE GUIDELINES ----------------------------------------------------------------------------------------------- This indicator is best used as: - A structured execution assistant - A study and journaling tool - An educational framework for teaching ICT-style models Recommended workflows: - Use neutral bias during study and replay - Apply directional bias when HTF context is already defined - Reduce visual toggles to focus only on components you actively use ----------------------------------------------------------------------------------------------- OPERATIONAL NOTES AND LIMITATIONS ----------------------------------------------------------------------------------------------- - All HTF logic finalizes on bar close - Session times use New York time - Some inputs exist for future expansion but may be inactive - Performance depends on chart density and enabled features - No strategy tester or automated execution module is included ----------------------------------------------------------------------------------------------- ORIGINALITY AND ATTRIBUTION ----------------------------------------------------------------------------------------------- 2022 Model Pro+ | ICTKESIK integrates multiple independent systems into a unified engine: - Liquidity and session tracking - Sequential model validation - HTF PD Array delivery mapping - SMT divergence confirmation - Structured entry and limit logic - Discipline-enforcing checklist workflow Core concepts such as liquidity sweeps, fair value gaps, PD Arrays, SMT divergence, and market structure are widely taught within ICT-style education. This implementation was designed and engineered by TakingProphets and authored for TradingView publication by TakingProphets. ----------------------------------------------------------------------------------------------- TERMS AND DISCLAIMER ----------------------------------------------------------------------------------------------- This indicator is provided for educational and analytical purposes only. It does not provide financial advice, predictions, or guarantees. All trading decisions remain the responsibility of the user. Use of this script implies agreement with TradingView’s Terms of Use. ----------------------------------------------------------------------------------------------- ACCESS ----------------------------------------------------------------------------------------------- Access is managed through TradingView’s invite-only framework. Requests are handled directly by TakingProphets. -----------------------------------------------------------------------------------------------
Pine Script® 인디케이터
TakingProphets의
NY AM Inversion IFVG and past LevelsThis indicator is a comprehensive toolkit designed specifically for trading the New York Morning Session (Indices/Futures). It combines Smart Money Concepts (SMC) with Volume Spread Analysis (VSA) to identify high-probability reversal setups, traps, and key liquidity levels. The script operates strictly on Chicago Time (UTC-6/UTC-5) to ensure perfect alignment with the US Market Open (08:30 CT), regardless of your local timezone. 核心 Features 1. Inversion Fair Value Gaps (IFVG) The script identifies specific "Inversion" setups where a Fair Value Gap is respected and then aggressively broken, signaling a shift in market sentiment. Time Window: Scans for setups strictly between 08:45 and 09:30 (Chicago Time). Validation: An IFVG is only valid if the inversion happens within 5 bars of the gap creation (customizable), ensuring we only catch immediate reactions. Dynamic Coloring: Green Box: A Bearish FVG broken to the upside (Becomes Support). Red Box: A Bullish FVG broken to the downside (Becomes Resistance). 2. Opening Range (OR) & Traps Blue Box (08:30 - 08:59): automatically highlights the range of the first 30 minutes of the RTH session. Extended Lines: The High and Low of the OR are projected forward until 15:00. "Trap" Detection (Failed Auctions): The script highlights candles in RED if they attempt to break the OR but fail. Condition: Wick breaks the High/Low, but Body closes inside the range + Volume is 2x the average. 3. Key Liquidity Levels (Dynamic Lines) Plots essential levels for liquidity targets or reversal points: OV H / OV L: Overnight Session Highs & Lows (17:00 prev day - 08:29 current day). PD H / PD L: Previous Day RTH Highs & Lows (08:30 - 15:59 prev day). Interactive Style: Lines start as dashed. Once price touches/breaks them, they turn solid and stop extending, giving you a visual confirmation that the level has been tested. 4. Performance Optimization Garbage Collection: To keep your chart clean and fast, the script automatically deletes drawing objects older than 10 sessions (customizable). Timeframe: Optimized for the 1-minute timeframe. How to use IFVG: Look for the colored boxes between 8:45 and 9:30 as entry zones for a reversal trade. Traps: If you see a Red Candle piercing the Blue Opening Range lines, it indicates a "Failed Auction" and a potential reversal back into the range. Levels: Use the Dashed Black Lines (OV/PD) as your Take Profit targets. Settings Show IFVG: Toggle the gap boxes. Max Bars: Maximum candles allowed for an IFVG inversion to be valid (Default: 5). Volume Multiplier: Sensitivity for the "Trap" candle volume spike (Default: 2.0x). History: Number of past days to keep on the chart.
Pine Script® 인디케이터
messaoud_ramzi의
BayesCore Golden Bars Signal NASDAQIt is recommended to use this indicator for the Nasdaq 100 E-mini Futures (NQ ). This indicator uses golden candles and dots that appear directly on the chart to draw the trader's attention to potential entry opportunities (buy/sell). Usage: When the lines are in an uptrend, if the second golden candle is above the lines and moving upward, there is a buying opportunity. When the lines are in a downtrend, if the second golden candle is below the lines and moving downward, there is a selling opportunity. In a sideways market, do not execute trades. If you wish to trade in a sideways market, you can use the blue line as a guide: when the price is below the line, you buy; when it is above, you sell — this way, you can perform scalping. These golden signals are designed to highlight candles that align more closely with the moving averages (blue and green lines), increasing the likelihood of capturing trades in line with the prevailing trend. By concentrating on these highlighted points, traders can more easily identify high-probability setups while avoiding unnecessary distractions. The main purpose is to support longer trades on the Nasdaq 100 E-mini Futures (NQ), without adding new positions along the way. This approach helps traders maintain a safer and more consistent trading style. Always confirm whether the golden signals converge with the overall market trend.
Pine Script® 인디케이터
ricciardi의
Quantum Quarterly CycleOverview Quantum Quarterly Cycle (QQC) is a comprehensive institutional-grade trading tool designed for TradingView (Pine Script v6). It is built around the concept of Time and Price, specifically focusing on the 90-minute Quarterly Cycles (Accumulation, Manipulation, Distribution, and Reversal/Continuation - AMDX framework) and Institutional True Opens. Key Features 1. 90-Minute Quarterly Cycles (AMDX) The indicator automatically divides the trading day into 90-minute quarters, color-coding them based on institutional logic: Q1 (Accumulation): Grey Q2 (Manipulation): Red Q3 (Distribution): Green Q4 (Reversal/Continuation): Blue Each quarter includes its own high/low tracking and optional Micro-Quarter (22.5m) subdivisions for precision entry. 2. Institutional True Opens Tracks and visualizes critical "True Open" levels used by institutional traders to determine daily, weekly, and monthly bias: TDO (True Day Open): 00:00 NY TWO (True Week Open): Monday 18:00 NY (Trading Week Start) TMO (True Month Open): 2nd Monday of the Month (Q2 of the Month) TSO (True Session Opens): AO (Asia Open), LO (London Open), NYO (NY Open), PMO (PM Session Open). 3. Session Liquidity (Pivots) Automatically identifies and labels session-specific highs and lows: AQH/L: Asia Quarter High/Low LQH/L: London Quarter High/Low AMQH/L: AM Session Quarter High/Low PMQH/L: PM Session Quarter High/Low Lines extend dynamically "Until Swept", providing real-time liquidity targets. 4. Automated DWM Levels Dynamic tracking of Daily (DQH/L), Weekly (WQH/L), and Monthly (MQH/L) levels with automatic sweep detection. Lines turn dotted once price breaches the level, keeping your chart clean from stale levels. 5. QQC Status Table A real-time dashboard on the right side of your chart showing the current status (Above/Below) of: All TSO levels (AO, LO, NYO, PMO) TDO, TWO, and TMO Latest Micro-Quarter Opens (TMSO) 6. AMDX Day Coloring Background coloring for the entire trading day based on the daily AMDX cycle (Monday to Friday), helping you stay aligned with the higher-timeframe narrative. How to Use Bias Determination: Use TDO/TWO/TMO to determine the institutional bias. Price above these levels typically suggests bullish sentiment, while price below suggests bearish sentiment. Timing Entries: Look for Manipulation (Q2) sweeps of previous session liquidity (Pivots) during the 90-minute windows. Liquidity Targets: Use the "Until Swept" Pivot lines as your primary take-profit or draw-on-liquidity targets.
Pine Script® 인디케이터
thirudinesh의
SPP PRO Wyckoff Institutional Engine v4.0Dear User, Quick Start guide Step 1: Install the Indicator 1. Open TradingView and navigate to the Pine Script editor (bottom panel). 2. Click “Open” > “New blank indicator” to clear the editor. 3. Delete all existing code and paste the entire Wyckoff Institutional Engine v4.0 script. 4. Click “Add to chart”. The indicator will compile and appear on your chart. Step 2: Read the Dashboard Once loaded, you will see a dark-themed dashboard in the top-right corner of your chart. This is your command centre. Focus on these key readings: Dashboard Row What It Tells You Action PATTERN Whether the market is in Accumulation, Distribution, or Neutral Determines your directional bias PHASE Current Wyckoff phase (A through E) Tells you where you are in the cycle CONFIDENCE Overall signal quality score (0–100%) Only trade above your minimum threshold P(ACC) / P(DIST) Bayesian probability of accumulation vs distribution Confirms or contradicts the pattern read COMPOSITE Institutional money flow direction (0–100) Above 60 = institutional buying, below 40 = selling Step 3: Watch for Event Labels When the engine detects a Wyckoff event (Spring, SOS, UTAD, etc.), a colour-coded label appears directly on the chart with the event name and its confidence percentage. Green labels are bullish events; red labels are bearish events. The label size scales with confidence: larger labels indicate higher-conviction signals. Step 4: Set Your First Alert 1. Right-click the indicator name on your chart and select “Add alert on Wyckoff Institutional Engine v4.0”. 2. In the Condition dropdown, select “High Quality Signal” (fires when signal quality exceeds 80%). 3. Choose your notification method (popup, email, push notification, or webhook). 4. Set the alert name to something descriptive like “Wyckoff HQ Signal – BTCUSD” and click Create. Quick Start Tip Start with the default settings. The indicator is calibrated for daily charts. For intraday use, reduce the Range Detection Period to 30 and increase Detection Sensitivity to 1.3. How the Indicator Works Wyckoff Phase Detection Engine The core of the indicator is a finite state machine that tracks the progression of Wyckoff schematic events. The engine maintains persistent state across bars, recording the current phase, trading range boundaries (support and resistance), and the count of confirmed events. Accumulation Schematic Phase Key Events What Happens Detection Criteria A: Stopping SC (Selling Climax), AR (Automatic Rally) Downtrend halts with climactic volume and a sharp counter-rally Ultra-high volume + wide spread + close near lows in downtrend; followed by strong bullish bar within 3–15 bars B: Building Cause ST (Secondary Test) Price oscillates within the trading range, building a cause for the future move Return to SC area on reduced volume with lower wick > body C: Spring/Test Spring, Shakeout, Test Price briefly penetrates support to shake out weak hands, then recovers Price breaks below range support then closes back above it on moderate volume; close strength > 0.5 D: Markup Begins SOS (Sign of Strength), LPS (Last Point of Support) Demand overwhelms supply with strong moves up on volume; pullbacks hold on declining volume Bullish bar + high volume + close above EMA20 + close strength > 0.7 + composite score > 55 E: Breakout JAC (Jump Across Creek) Decisive break above the trading range on strong volume Close above range high + bullish bar + high volume + close strength > 0.7 Distribution Schematic Phase Key Events What Happens Detection Criteria A: Stopping BC (Buying Climax), AR (Automatic Reaction) Uptrend halts with climactic volume and a sharp sell-off Ultra-high volume + wide spread + close near highs in uptrend; followed by bearish bar within 3–15 bars B: Building Cause ST (Secondary Test) Price oscillates near the high, institutional selling absorbs demand Return to BC area on reduced volume with upper wick > body C: UTAD UTAD (Upthrust After Distribution) Price briefly penetrates resistance to trap breakout buyers, then reverses Price breaks above range high then closes below it on moderate volume; close strength < 0.5 D: Markdown Begins SOW (Sign of Weakness), LPSY (Last Point of Supply) Supply overwhelms demand with strong moves down on volume; rallies fail on declining volume Bearish bar + high volume + close below EMA20 + close strength < 0.3 + composite score < 45 E: Breakdown ICE Break Decisive break below the trading range on strong volume Close below range low + bearish bar + high volume + close strength < 0.3 Phase Reset Logic If price moves more than 3x ATR beyond the trading range while still in Phases A–C, the state machine resets to prevent stale phase readings. Phases D and E are not reset as these represent confirmed markup/markdown. 3.2 Volume Spread Analysis (VSA) The VSA layer classifies every bar according to the Tom Williams methodology, reading the relationship between volume, spread (high minus low), and close position to identify institutional activity that is invisible on price-only charts. Bar Classifications Signal Volume Spread Close Position Interpretation Stopping Volume High Any Lower wick > body, pos < 30% Institutions absorbing supply near lows No Demand Low Narrow Bullish, pos > 50% Rally lacks institutional participation No Supply Low Narrow Bearish, pos < 50% Decline lacks institutional selling Selling Climax Bar Ultra-high Wide Bearish, pos < 20% Panic selling; potential exhaustion Buying Climax Bar Ultra-high Wide Bullish, pos > 80% Euphoric buying; potential exhaustion Test Bar Low Narrow pos < 30%, lower wick > upper Successful test of prior supply area Upthrust Bar High — Upper wick > 1.5x body, pos > 70% Failed breakout attempt; supply entering Absorption High effort, low result Narrow EVR < 0.5 Large orders being absorbed without moving price Effort vs Result (EVR) The EVR ratio divides the result (spread ratio) by the effort (volume ratio). A value below 0.5 with high volume indicates absorption: large institutional orders are being filled without moving the price, a hallmark of accumulation or distribution. A value above 2.0 with low volume indicates ease of movement: price is moving freely, suggesting markup or markdown has begun. 3.3 Smart Money Composite Operator The Composite Operator score synthesises six institutional flow indicators into a single 0–100 reading that profiles the direction and intensity of institutional money flow. Component Weight What It Measures Bullish Reading Chaikin Money Flow (CMF) 25% Volume-weighted buying/selling pressure over 20 bars CMF > 0 (positive flow) Cumulative Delta 20% Net buying vs selling volume (tick-level proxy) Delta above its 20-bar MA On-Balance Volume (OBV) 15% Cumulative volume flow direction OBV above its 20-bar MA Accumulation/Distribution Line 15% Money flow persistence A/D above its 20-bar MA VSA Signal 15% Current bar’s VSA classification Stopping volume, no supply, or test bar Money Flow Index (MFI) 10% Volume-weighted RSI (overbought/oversold) MFI between 40–80 (healthy range) Smart Money Divergence: The engine also detects divergences between price and institutional flow. A bullish divergence occurs when price makes a lower low but cumulative delta makes a higher low and CMF is positive, indicating institutions are accumulating while price falls. A bearish divergence is the mirror: price rising while delta and CMF decline. 3.4 Bayesian AI Probability Engine The Bayesian engine calculates the posterior probability that the current market structure represents accumulation versus distribution. It starts with a configurable prior probability (default 50%) and updates it by multiplying seven likelihood ratios derived from independent evidence layers. Evidence Layers & Likelihood Ratios Evidence Layer Bullish LR Bearish LR Neutral LR E1: Volume Pattern (stopping vol, absorption) 2.5 0.4 1.0 E2: Price Position (bottom/top of range) 2.0 (pos < 30%) 0.5 (pos > 70%) 1.0 E3: Smart Money Flow (composite score) 1.5–2.0 (score > 60) 0.5–1.0 (score < 40) 1.0 E4: VSA Signal (stopping vol, no supply, test) 2.0 0.5 1.0 E5: Effort vs Result (absorption detected) 1.8 0.6 1.0 E6: Trend Context (downtrend at lows) 1.5 0.6 1.0 E7: Cumulative Delta (bullish divergence) 2.2 0.45 1.0 The Calculation The combined likelihood ratio is the product of all seven individual ratios. The posterior probability is then computed using Bayes’ theorem: P(Acc | Evidence) = (Combined_LR × Prior) / (Combined_LR × Prior + (1 - Prior)) The Bayesian Confidence displayed on the dashboard is how far the posterior is from 50/50, scaled to 0–100%. A confidence of 80% means the posterior is at 90% accumulation or 10% accumulation (90% distribution). 3.5 Adaptive Learning System The adaptive learning system tracks the outcome of every signal by recording the entry price and checking whether price moved favourably within 20 bars. It maintains separate success rates for accumulation and distribution signals, updating them using exponential smoothing: new_rate = old_rate + learning_rate × (outcome - old_rate) Where outcome is 1 for a winning signal and 0 for a losing signal. The learning rate (default 0.08) controls how quickly the system adapts: higher values respond faster to recent results but are noisier; lower values are more stable but slower to adjust. The win rate is displayed in the dashboard and is factored into the Signal Quality Score, creating a feedback loop where the indicator’s confidence in its own signals adjusts based on empirical performance. 3.6 Market Regime Detection The regime detector classifies the current market environment using ADX (trend strength) and ATR percentile (volatility). This contextualises Wyckoff signals: the same Spring event has very different implications in a quiet ranging market versus a volatile trending market. Regime Criteria Signal Implications TREND ▲ ADX > 25, EMA20 > EMA50 Accumulation signals are strongest; distribution signals may be counter-trend TREND ▼ ADX > 25, EMA20 < EMA50 Distribution signals are strongest; accumulation signals are counter-trend RANGE ADX < 20, range < 15% of price Ideal environment for Wyckoff detection; phases develop most clearly VOLATILE ATR > 1.5x its 100-bar average Signals may whipsaw; reduce position size and require higher confidence QUIET ATR < 0.7x average + ranging Low-risk testing environment; springs and UTADs are most reliable here 3.7 Multi-Timeframe Confluence When enabled, the engine pulls data from a higher timeframe (default: Daily) and scores the alignment between the current chart’s signals and the higher timeframe context. The MTF alignment score (0–100) is built from four factors: • HTF Trend: EMA20 vs EMA50 on the higher timeframe (+/- 15 points) • HTF RSI: RSI above or below 50 on the higher timeframe (+/- 10 points) • HTF CMF: Chaikin Money Flow positive or negative on the higher timeframe (+/- 10 points) • Price vs HTF EMA: Current close above or below the higher timeframe EMA20 (+/- 15 points) MTF Best Practice For intraday charts (5m–60m), set the higher timeframe to 4H or Daily. For daily charts, use Weekly. Signals that align with the higher timeframe trend have significantly higher win rates. 3.8 Actuarial Risk Management The risk management layer provides institutional-grade metrics using a Cornish-Fisher expansion to account for the non-normal distribution of financial returns (fat tails and skewness). Value at Risk (VaR) VaR estimates the maximum expected loss over one period at a given confidence level. The standard parametric approach assumes normally distributed returns, but real markets exhibit skewness and excess kurtosis. The Cornish-Fisher adjustment modifies the z-score to account for these higher moments: CF_z = z + (z²-1)×skew/6 + (z³-3z)×kurt/24 - (2z³-5z)×skew²/36 VaR = -(mean_return - CF_z × std_deviation) × portfolio_value Expected Shortfall (CVaR) While VaR tells you the threshold loss, Expected Shortfall (also called Conditional VaR) tells you the average loss in the tail beyond the VaR threshold. This is the risk metric preferred by regulators and institutional risk managers because it captures catastrophic tail risk. Kelly Criterion The Kelly criterion calculates the theoretically optimal fraction of capital to risk on each trade based on the adaptive win rate and assumed reward-to-risk ratio. The dashboard displays the half-Kelly fraction, which is the standard conservative implementation used by professional fund managers to avoid over-leverage. Position Sizing The ATR-based position size divides the maximum dollar risk per trade (portfolio value multiplied by max risk percentage) by the stop distance (2x ATR). This produces the number of units to trade such that a 2-ATR adverse move results in exactly the configured maximum loss.   4. Understanding the Visual Interface 4.1 The Dashboard The dashboard is a 22-row, 3-column panel rendered in a Bloomberg-terminal aesthetic with a dark (#0d1117) background. It is divided into five logical sections: Section Rows Contents Header Row 0 Indicator name, ticker symbol, timeframe Pattern Rows 1–3 Pattern type (Accumulation/Distribution/Neutral), current phase (A–E), confirmed event count AI Rows 4–8 Section header, signal confidence with bar gauge (███░░), Bayesian P(Acc), P(Dist), adaptive win rate with sample count Flow Rows 9–13 Section header, composite operator score with bar gauge, CMF value, volume ratio, market regime VSA Rows 14–16 Section header, current VSA signal name, effort-vs-result ratio with absorption/ease label Risk Rows 17–21 Section header, VaR ($ and %), CVaR ($ and %), half-Kelly %, ATR-based position size with stop level Colour Coding • Green: Bullish readings (composite > 60, CMF positive, confidence > 75%, rising metrics) • Red: Bearish readings (composite < 40, CMF negative, risk metrics, falling metrics) • Amber: Warning or transitional readings (medium confidence, elevated volume, VaR levels) • Blue: Accent colour for section headers and high-confidence indicators • Grey: Neutral or inactive readings 4.2 Phase Progress Bar The phase progress bar sits at the bottom centre of the chart and provides an at-a-glance view of how far through the Wyckoff schematic the current pattern has progressed. It shows five cells (A through E) with the following states: • ✓ (check mark): Phase completed • ● (filled circle): Phase currently active • ○ (open circle): Phase not yet reached The left cell shows ACC or DIS with the appropriate colour, and the right cell shows the current confidence percentage. 4.3 Event Labels & Tooltips When the engine detects a Wyckoff event and the signal quality exceeds your minimum confidence threshold, a label is placed directly on the chart. Labels appear below price for bullish events and above price for bearish events. Element Behaviour Label text Event abbreviation + confidence percentage (e.g., SPRING 78%) Label colour Green for bullish events, red for bearish events, with 20% transparency Label size Normal for quality ≥ 75%, Small for ≥ 55%, Tiny for others Tooltip Hover over any label to see: Phase, Bayesian probability, quality score, composite score, and volume ratio 4.4 Supply/Demand Zones & Trading Range When zones are enabled, the indicator draws three types of visual overlays: • Accumulation Zone (blue fill): A shaded box around the trading range support level (±0.3 ATR) with a dashed border. This highlights the area where institutional buying is concentrated. • Distribution Zone (red fill): A shaded box around the trading range resistance level (±0.3 ATR) with a dashed border. This highlights the area where institutional selling is concentrated. • Trading Range Box (dotted outline): A rectangular box from the phase start bar to the current bar, bounded by the range high and low. This provides the overall structural context. 4.5 Trend Ribbon & VWAP The trend ribbon is a filled area between EMA20 and EMA50. When EMA20 is above EMA50, the fill is green (bullish); when below, it is red (bearish). The SMA200 is plotted as a grey structural reference line. The VWAP (Volume Weighted Average Price) is plotted in purple and serves as an institutional benchmark: institutional traders frequently use VWAP to gauge whether they are buying below or above the day’s fair value. 4.6 VaR Risk Bands When risk analytics are enabled, amber-shaded bands appear above and below the close price representing the daily VaR range. If price closes near the edge of these bands, it indicates the market is approaching its statistical tail risk boundary for the day. This helps traders visually assess whether a move is within normal range or represents an outlier. 4.7 Bar Coloring The indicator applies subtle bar colouring only when a qualified event is detected, keeping the chart clean during normal market activity. Event Type Colour Meaning Spring / Shakeout Bright green (#39d353) Key reversal event in accumulation UTAD Bright red (#da3633) Key reversal event in distribution JAC (breakout) Green (#3fb950) Confirmed markup beginning ICE Break (breakdown) Red (#f85149) Confirmed markdown beginning Other bullish events Green (40% transparency) Supporting bullish evidence Other bearish events Red (40% transparency) Supporting bearish evidence No event / below threshold No colour override Chart uses default candle colours   5. Settings Reference 5.1 Core Detection Setting Default Range Description Volume MA Length 20 5–100 Period for the volume moving average. Lower values make volume spike detection more sensitive; higher values smooth out noise. Range Detection Period 50 20–200 Lookback for determining the trading range (highest high / lowest low). Use 30–50 for intraday, 50–100 for daily, 100–200 for weekly. Pivot Lookback 5 2–20 Number of bars left and right for pivot high/low detection. Lower values catch minor pivots; higher values catch major structure. Detection Sensitivity 1.0 0.3–2.0 Global sensitivity multiplier. Increase above 1.0 for noisy markets or lower timeframes; decrease below 1.0 for clean markets. ATR Period 14 5–50 Average True Range lookback used for stop distances, zone sizing, and volatility measurements. 5.2 Bayesian AI Engine Setting Default Range Description Enable AI Pattern Recognition On — Master toggle for the Bayesian probability engine. When off, the dashboard shows N/A for probability fields. Enable Adaptive Learning On — Toggle for the signal outcome tracking system. When off, the indicator uses fixed success rate assumptions. Learning Rate 0.08 0.01–0.5 Controls how fast the adaptive system adjusts. 0.01 = very stable (slow to change), 0.5 = very reactive (changes quickly). Recommended: 0.05–0.15. Minimum Signal Confidence % 60 40–95 Only events with a signal quality score above this threshold generate chart labels. Higher values = fewer but higher-quality signals. Prior: Accumulation 0.50 0.1–0.9 Starting probability for accumulation in the Bayesian engine. Set to 0.6 if you believe the broader market has a bullish bias; 0.4 for bearish bias. 5.3 Actuarial Risk Setting Default Range Description Enable Risk Analytics On — Master toggle for VaR, CVaR, Kelly, and position sizing calculations. VaR Confidence % 95.0 90–99.9 Confidence level for VaR calculation. 95% is standard; 99% is conservative (used by banks). Risk Lookback 100 50–500 Number of bars used for calculating return statistics (mean, std dev, skewness, kurtosis). Portfolio Value ($) 100,000 1,000+ Your total portfolio value. Used to compute dollar VaR/CVaR and ATR-based position sizing. Max Risk Per Trade % 2.0 0.5–10 Maximum percentage of portfolio value to risk on a single trade. Industry standard is 1–2%. 5.4 Display Setting Default Description Show Dashboard On Toggle the main 22-row info panel Show S/D Zones On Toggle supply/demand zone boxes around support and resistance Show Event Labels On Toggle on-chart labels for detected Wyckoff events Show VWAP On Toggle the Volume Weighted Average Price line Show VaR Risk Bands On Toggle the amber VaR bands around the close Show Phase Progress On Toggle the bottom-centre phase A–E progress bar Dashboard Position Top Right Move the dashboard to any corner (Top Right, Top Left, Bottom Right, Bottom Left) Color Theme Dark Dark (Bloomberg-style #0d1117 background) or Light (white background) 5.5 Multi-Timeframe Setting Default Description Enable MTF Confluence On Toggle higher-timeframe data fetching and alignment scoring Higher Timeframe D (Daily) The timeframe used for MTF analysis. Must be higher than the chart timeframe. Examples: 60 (1H), 240 (4H), D (Daily), W (Weekly).   6. Setting Up Alerts The Wyckoff Institutional Engine v4.0 provides 11 pre-built alert conditions that cover every major signal type. Alerts can be delivered via popup, email, push notification, SMS (via webhook), or integrated into automated trading systems. 6.1 Available Alert Conditions Alert Name Trigger Use Case 🟢 Spring Detected Phase C accumulation spring event Primary buy signal — potential reversal from support 🔴 UTAD Detected Phase C distribution upthrust Primary sell signal — potential reversal from resistance 🟢 Jump Across Creek Phase E accumulation breakout Confirmed markup — trend-following long entry 🔴 Break of ICE Phase E distribution breakdown Confirmed markdown — trend-following short entry 🟢 Sign of Strength Phase D strong demand event Demand exceeding supply — markup acceleration 🔴 Sign of Weakness Phase D strong supply event Supply exceeding demand — markdown acceleration ⚪ Selling Climax Phase A climactic selling exhaustion Potential downtrend exhaustion — early warning ⚪ Buying Climax Phase A climactic buying exhaustion Potential uptrend exhaustion — early warning ⭐ High Quality Signal Signal quality score exceeds 80% Highest conviction setups across all event types 🔵 SM Bull Divergence Price falling + institutional accumulating Hidden bullish divergence in smart money flow 🔵 SM Bear Divergence Price rising + institutional distributing Hidden bearish divergence in smart money flow 6.2 Step-by-Step Alert Configuration Method 1: From the Indicator (Recommended) 1. Ensure the Wyckoff Institutional Engine v4.0 is active on your chart. 2. Right-click the indicator name in the top-left corner of the chart (or in the status line) and select “Add alert on Wyckoff Institutional Engine v4.0…”. 3. In the alert creation dialog, the “Condition” dropdown will show “Wyckoff Institutional Engine v4.0” as the source. The second dropdown will list all 11 alert conditions. 4. Select your desired alert condition (e.g., “Spring Detected”). 5. Set the “Trigger” to the appropriate firing mode. For event-based alerts, use “Any alert() function call” or “Once Per Bar Close” (recommended for avoiding intra-bar noise). 6. Configure your notification channels in the “Notifications” tab: enable the checkboxes for Popup, Email, Push (mobile app), Webhook URL, or SMS. 7. Set the alert name to include the ticker and alert type (e.g., “BTCUSD – Wyckoff Spring”). 8. Set the expiration. For ongoing monitoring, select “Open-ended” if your plan supports it, or set a future date. 9. Click “Create”. Method 2: From the Alert Manager 1. Click the clock/bell icon in the right sidebar (or press Alt+A) to open the Alert Manager. 2. Click “Create Alert” (or the + button). 3. In the “Condition” section, select “Wyckoff Institutional Engine v4.0” from the first dropdown. 4. Select the specific alert condition from the second dropdown. 5. Follow steps 5–9 from Method 1 above. Important: Once Per Bar Close For the most reliable signals, always set the trigger to “Once Per Bar Close”. Intra-bar alerts may fire on conditions that reverse before the bar closes, leading to false signals. Bar-close alerts ensure the Wyckoff event has been confirmed by the completed bar. Alert Message Customization Each alert comes with a pre-configured message that includes the event name and a brief description. You can customise the alert message in the “Message” field of the alert dialog. TradingView supports these placeholders in alert messages: Placeholder Output {{ticker}} The symbol (e.g., BTCUSD) {{exchange}} The exchange (e.g., BINANCE) {{interval}} The chart timeframe (e.g., 60, D) {{time}} The alert trigger time (server time) {{close}} The closing price of the bar {{volume}} The volume of the bar Example Custom Message Wyckoff {{ticker}} on {{exchange}} ({{interval}}): Spring detected at {{close}}. Volume: {{volume}}. Check dashboard for confidence and risk metrics. 6.3 Alert Strategies by Trading Style Conservative (Beginners) Focus on the single highest-quality alert to minimise false signals while you learn the system: • Primary alert: High Quality Signal (fires only when quality > 80%) • Supplementary: Smart Money Bull/Bear Divergence for early warning This gives you perhaps 2–5 alerts per week on a daily chart, each representing a high-conviction setup. Active (Intermediate) Add event-specific alerts for the most tradeable Wyckoff events: • Core alerts: Spring Detected + UTAD Detected (Phase C reversals) • Confirmation: SOS + SOW (Phase D confirmation of direction) • Breakout: Jump Across Creek + Break of ICE (Phase E entries) This gives you comprehensive coverage of the Wyckoff cycle with approximately 5–15 alerts per week. Aggressive (Advanced) Enable all alerts and use the dashboard to filter in real-time: • All 11 alerts enabled on your watchlist symbols • Use the confidence score in the alert message to prioritise which alerts to act on • Reduce minimum confidence to 50% in settings to see more events, then use the dashboard and tooltip data to make decisions Institutional (Portfolio Managers) Use webhook alerts to feed signals into your order management system or risk platform: • Webhook URL: Point alerts to your API endpoint or middleware (e.g., TradingView webhook to Alpaca, IBKR, or custom OMS) • Signal filtering: Use the High Quality Signal alert with a customised JSON message payload • Multi-asset: Set up identical alert configurations across your entire universe 6.4 Webhook & Automation Setup TradingView alerts can be sent as HTTP POST requests to any webhook URL. This enables integration with automated trading systems, Slack/Discord channels, Google Sheets logging, and custom dashboards. Webhook Message Format (JSON) Configure your alert message as a JSON payload for easy parsing by your receiving system: { "ticker": "{{ticker}}", "exchange": "{{exchange}}", "timeframe": "{{interval}}", "price": {{close}}, "volume": {{volume}}, "signal": "Spring Detected", "timestamp": "{{time}}" } Common Webhook Integrations Platform Setup Discord Create a webhook in your Discord channel settings, paste the URL into TradingView’s Webhook URL field. Format the message as a Discord-compatible JSON with a “content” field. Slack Create an incoming webhook in your Slack workspace. Paste the webhook URL and format the message with a “text” field. Telegram Use a Telegram bot API URL (api.telegram.org) with chat_id and text parameters. Google Sheets Deploy a Google Apps Script web app that accepts POST requests and appends data to a spreadsheet. Paste the web app URL. 3Commas / Cornix Follow the platform’s documentation for TradingView webhook integration. Format your alert message according to their required JSON structure. Custom API Any endpoint that accepts HTTP POST with a JSON body. Include authentication tokens in the message payload if required.   7. Trading Strategies 7.1 Conservative Strategy (Beginners) This strategy prioritises capital preservation and only takes trades with the strongest confirmation. Parameter Setting Minimum Confidence 75% Entry Trigger High Quality Signal alert only Entry Confirmation Bayesian P(Acc) > 70% for longs, P(Dist) > 70% for shorts Stop Loss Below the Spring low (longs) or above the UTAD high (shorts) Take Profit 1.5x the risk distance (1.5R) Position Size Half-Kelly or 1% of portfolio, whichever is smaller Max Concurrent Positions 2 7.2 Active Strategy (Intermediate) This strategy trades multiple phases of the Wyckoff cycle with moderate risk tolerance. Parameter Setting Minimum Confidence 60% Entry Trigger Spring, SOS, or JAC alerts for longs; UTAD, SOW, or ICE Break for shorts Entry Confirmation Composite Operator > 55 (longs) or < 45 (shorts) + regime not VOLATILE Stop Loss 2x ATR from entry Take Profit Scale out: 50% at 2R, 25% at 3R, trail remainder Position Size ATR-based from the risk panel Max Concurrent Positions 4–6 7.3 Aggressive Strategy (Advanced) This strategy captures early-phase signals and trades more frequently with tighter risk management. Parameter Setting Minimum Confidence 50% Entry Trigger All event alerts including SC/BC early warnings and Smart Money Divergences Entry Confirmation At least 2 of: VSA signal, composite direction, Bayesian bias aligned Stop Loss 1.5x ATR from entry (tight) Take Profit Dynamic: move to breakeven at 1R, trail at 1x ATR Position Size Full Kelly (use with caution) Max Concurrent Positions 8–10 7.4 Institutional Strategy (Portfolio Managers) This strategy integrates Wyckoff signals into a portfolio-level risk management framework. Parameter Setting Minimum Confidence 70% Portfolio VaR Budget Allocate total portfolio VaR across positions; each new position must fit within remaining budget Entry Filter High Quality Signal + MTF alignment > 65 + regime is RANGE or QUIET Position Sizing CVaR-based: size positions so that each position’s CVaR contribution is equal Correlation Adjustment Reduce position size when adding correlated assets (same sector/factor exposure) Rebalance Trigger Rebalance when any position’s VaR exceeds 30% of its initial allocation Exit Rules Hard stop at 2x initial CVaR; profit-take when Wyckoff phase advances past D   8. Troubleshooting & FAQ The indicator shows “Scanning...” and no events are detected. This means the phase state machine has not yet identified a Selling Climax (for accumulation) or Buying Climax (for distribution) to begin tracking. This is normal: Wyckoff events require specific market conditions. Wait for a climactic volume event near a range extreme, or try a different symbol that is currently in a trading range. The confidence score seems stuck at the same value. The confidence score updates on every bar based on the current evidence. If it appears static, it may be because the underlying factors (volume ratios, price position, smart money flow) are not changing significantly. This often happens during Phase B (building cause), which is typically a low-volatility consolidation. The VaR and CVaR values seem too high or too low. Check the Risk Lookback setting. A very short lookback (50 bars) captures recent volatility and may spike during volatile periods. A longer lookback (200–500 bars) smooths the calculation but may underestimate current risk. Also verify that your Portfolio Value is set correctly, as VaR is expressed in dollar terms. Alerts are firing too frequently. Increase the Minimum Signal Confidence threshold in settings (e.g., from 60% to 75%). You can also switch your alert trigger from “Any alert() function call” to “Once Per Bar Close” to eliminate intra-bar noise. For the most selective filtering, use only the “High Quality Signal” alert, which requires quality > 80%. The indicator is slow to load. The engine performs extensive calculations including Bayesian updates, higher-moment statistics, and multi-timeframe data requests. On lower timeframes (1m, 5m) with large amounts of historical data, loading may take 5–15 seconds. If performance is an issue, disable MTF Confluence, or reduce the Risk Lookback period. Can I use this on any market? Yes. The indicator works on any asset with volume data: stocks, ETFs, futures, forex, and crypto. For forex pairs where tick volume is used instead of real volume, the VSA and volume-based signals will be less reliable. The indicator auto-adjusts sensitivity based on the timeframe but performs best on instruments with genuine exchange volume. The Smart Money Divergence alert fired but price kept going in the original direction. Smart money divergences are early warnings, not immediate reversal signals. Institutional accumulation or distribution can take weeks or months to complete. Treat these alerts as a heads-up to begin watching for Phase C events (Spring/UTAD), not as standalone trade triggers. Why does the win rate start at 50%? The adaptive learning system initialises with a neutral 55% success rate assumption and requires actual signal outcomes to adjust. After approximately 20–30 signals (which may take weeks on a daily chart), the win rate will reflect the indicator’s actual performance on the specific symbol and timeframe you are monitoring.   9. Glossary Term Definition Absorption The process of large institutional orders being filled without moving price, visible as high volume with narrow spread (high effort, low result). ADX Average Directional Index. Measures trend strength on a 0–100 scale. Above 25 indicates a trending market; below 20 indicates a ranging market. AR (Automatic Rally/Reaction) A sharp counter-move following a Selling or Buying Climax, establishing the other boundary of the trading range. ATR Average True Range. Measures volatility as the average of high-low ranges over N periods. Bayesian Probability A statistical method that updates the probability of a hypothesis (accumulation vs distribution) as new evidence becomes available. BC (Buying Climax) A wide-spread, ultra-high-volume bar near the top of an uptrend, indicating buying exhaustion and the beginning of potential distribution. CMF Chaikin Money Flow. A volume-weighted buying/selling pressure indicator ranging from -1 to +1. Composite Operator Wyckoff’s concept of the “smart money”—the aggregate activity of institutional traders who manipulate price to accumulate or distribute positions. Cornish-Fisher Expansion A mathematical correction that adjusts VaR calculations for non-normal return distributions by incorporating skewness and kurtosis. Creek The resistance level at the top of an accumulation trading range. “Jumping across the creek” means breaking above resistance. CVaR (Expected Shortfall) The average expected loss in the tail beyond the VaR threshold. Captures extreme risk that VaR misses. EVR Effort vs Result ratio. Effort = volume ratio, Result = spread ratio. Low EVR with high volume = absorption. ICE The support level at the bottom of a distribution trading range. “Breaking the ICE” means falling below support. JAC (Jump Across Creek) A decisive bullish breakout above the trading range resistance in Phase E of accumulation. Kelly Criterion A formula that determines the optimal fraction of capital to risk on a trade: K = (W×R - L) / R, where W = win rate, L = loss rate, R = reward/risk ratio. Likelihood Ratio The ratio of the probability of observing evidence under one hypothesis versus another. Used in Bayesian updating. LPS (Last Point of Support) The final pullback to support during Phase D of accumulation, confirmed by declining volume. LPSY (Last Point of Supply) The final rally to resistance during Phase D of distribution, confirmed by declining volume. MFI Money Flow Index. A volume-weighted version of RSI that ranges from 0 to 100. OBV On-Balance Volume. A cumulative volume indicator that adds volume on up days and subtracts on down days. SC (Selling Climax) A wide-spread, ultra-high-volume bar near the bottom of a downtrend, indicating selling exhaustion and the beginning of potential accumulation. Shakeout A deep spring where price penetrates well below support with high volume before recovering strongly. More severe than a standard spring. SOS (Sign of Strength) A strong bullish move during Phase D of accumulation, confirming that demand is overwhelming supply. SOW (Sign of Weakness) A strong bearish move during Phase D of distribution, confirming that supply is overwhelming demand. Spring A brief break below trading range support in Phase C that is quickly reversed, designed to shake out weak holders before markup. ST (Secondary Test) A return to the area of the climax on reduced volume, confirming that supply (or demand) has been absorbed. UTAD (Upthrust After Distribution) A brief break above trading range resistance in Phase C that fails, designed to trap breakout buyers before markdown. VaR (Value at Risk) The maximum expected loss at a given confidence level over one period. 95% VaR = the loss that will not be exceeded 95% of the time. VSA Volume Spread Analysis. A method of reading the relationship between volume, spread, and close position to identify institutional activity. VWAP Volume Weighted Average Price. The average price weighted by volume, used as an institutional execution benchmark.
Pine Script® 인디케이터
Nasdacbull의
HEK @ HHEK @ H Indicator – Strategy Description HEK @ H is a custom intraday trading indicator designed primarily for 3-minute timeframe charts. It combines two key zones — the HEK zones (consisting of a Green zone and a Red zone) and the CPR (Central Pivot Range) — to identify high-probability reversal and breakout setups. Both HEK zones and CPR act as dynamic support and resistance areas. Key Components HEK Green Zone: Acts as potential support. HEK Red Zone: Acts as potential resistance. CPR: Central Pivot Range, also serving as support/resistance. Preferred Conditions: Trade only when the HEK zones are narrow (small range) and the distance between the previous day’s close and the HEK zones is minimal. This increases the likelihood of strong reactions. All trade signals require confirmation from a completed 3-minute candle. Reversal Signals at HEK Zones Bearish Reversal (Short Setup) Price touches or enters the Red HEK zone. A red (bearish) 3-minute candle forms/closes at or from that zone. Signal: Potential trend reversal downward. Action: Enter short position. Primary Target: CPR. Bullish Reversal (Long Setup) Price touches or enters the Green HEK zone. A green (bullish) 3-minute candle forms/closes at or from that zone. Signal: Potential trend reversal upward. Action: Enter long position. Primary Target: CPR. Signals at CPR Bearish Rejection (Short Setup) Price starts below CPR, moves up to touch/test CPR. A red 3-minute candle closes (rejection). Action: Enter short. Primary Target: Green HEK zone. Bullish Rejection (Long Setup) Price starts above CPR, moves down to touch/test CPR. A green 3-minute candle closes (rejection). Action: Enter long. Primary Target: Red HEK zone. Breakout Signals from HEK Green Zone Strong Bearish Breakout (Short): Price clearly breaks and closes below the Green HEK zone on a 3-minute candle → Enter short. Strong Bullish Breakout (Long): Price clearly breaks and closes above the Red HEK zone on a 3-minute candle → Enter long. (These breakout trades are valid only under the preferred narrow HEK and close-proximity conditions.) Recommended Usage Notes Best results on 3-minute charts for intraday trading. Always wait for the 3-minute candle to close for confirmation. Prioritize setups when HEK zones are tight and close to the previous day’s closing price. Risk management (stop-loss beyond the touched/rejected zone) is essential. HEK @ H provides clear, rule-based setups combining reversal and breakout logic around two powerful confluence zones, helping traders capture high-probability intraday moves. Note: Narrow CPR Day is not a good day to Trade with CPR as support and Resistance NSE:NIFTY NSE:NIFTY
Pine Script® 인디케이터
Hantish의
Liquidity Points with Stop Hunts (Optimized)The Liquidity Points with Stop Hunts (Optimized) indicator is designed to identify "trapped" volume and structural turning points specifically in high-volatility environments like Gold (GC). In order flow terms, a Stop Hunt (or Liquidity Grab) occurs when the price briefly pierces a significant level—like a previous high or low—to trigger stop-loss orders, only to reverse sharply once that liquidity is "harvested" by institutional "Whales." Here is how to describe the "Optimized" version of this tool in ATAS for your strategy: 1. The Core Objective This indicator filters out minor price fluctuations to focus only on Institutional Sweeps. Instead of marking every wick, it uses "Optimized" logic (likely based on ATR or Volume Thresholds) to highlight areas where significant retail stop-loss clusters were triggered and absorbed. 2. Key Features of the "Optimized" Version Smart Filtering: It distinguishes between a "Breakout" (continuation) and a "Stop Hunt" (reversal) by analyzing the Delta and Volume at the moment the level is breached. Wick vs. Body Logic: It prioritizes candles with long wicks (at least 2x the body size) that occur at major session highs/lows. Volume Confirmation: It only marks a "Stop Hunt" if there is a surge in volume at the extreme, signaling that the Whale used the retail stops as fuel to enter their own opposite position.
Pine Script® 인디케이터
afzaalkiani의
Alerta Mean Reversion PRO by Bruno MoscanMean Reversion Overstretch: A Strategic Distance-from-Mean Tool Overview Successful trading is often about identifying market exhaustion. When prices deviate too far from their historical average, the probability of a "rubber-band effect" (a sharp snap back to the mean) increases significantly. This tool is a specialized Mean Reversion Oscillator and Visualizer designed to highlight extreme price dislocations. By calculating the percentage distance from a 100-period Moving Average (MA), it identifies high-probability zones for Long and Short entries where most traders are blinded by FOMO or FUD. How It Works 1. The Core Logic (The Mean) The tool tracks the 100-period Moving Average (default). This serves as the "fair value" of the asset. Bullish Environment: When price is above the MA, the background turns a soft green, indicating the dominant trend is up. Bearish Environment: When price is below the MA, the background turns a soft red, indicating the dominant trend is down. 2. Extreme Deviation Signals (The "Stretch") The indicator triggers signals based on aggressive mathematical exhaustion points: SELL/SHORT (The Blow-off Top): Triggered when the price reaches 100% above the MA. This identifies "parabolic" moves that are statistically unsustainable. BUY/LONG (The Capitulation): Triggered when the price drops 40% below the MA. This identifies deep "oversold" conditions where a bounce is imminent. 3. Smart Filters (The Professional Edge) To prevent "false positives," we’ve integrated two institutional-grade filters: Volume Confirmation: Signals only trigger if the current volume exceeds the 20-period Volume MA. This ensures the move has the necessary "fuel" to mark a turning point. Automatic Exit Points (Take Profit): The script marks an "X" on the chart when the price returns to the 100-MA. In mean reversion, the MA is your ultimate target. Key Features Fully Customizable: Tailor the MA period, source (Close, HL2, etc.), and percentage thresholds to fit any asset—from Blue Chip stocks to volatile Altcoins. Visual Clarity: Clean labels and arrows for entries, and discrete symbols for exits. Psychological Comfort: The subtle background coloring helps traders remain calm and aligned with the macro trend. Alert Ready: Built-in alerts for Long and Short conditions so you never miss a trade even when away from your screen. How to Trade with this Tool Identify the Signal: Wait for the "BUY/LONG" or "SELL/SHORT" label. Check the Context: Ensure the signal aligns with your risk management. The Exit: Close the position (or take partial profits) when the price touches the 100-period Moving Average. "The market is a pendulum that forever swings between unsustainable optimism and unjustified pessimism. This tool is designed to catch the pendulum at its peak."
Pine Script® 인디케이터
BrunoMoscan의
Latino Trading by Panda Trading : Squeeze Momentum + ADX + 4 EMA A comprehensive trading indicator that combines the Squeeze Momentum oscillator with the Average Directional Index (ADX) to identify high-probability trading opportunities. Features: 🔹 Squeeze Momentum Indicator Detects volatility contractions (squeeze) using Bollinger Bands and Keltner Channels Color-coded histogram shows momentum direction and strength: Bright Green: Strong bullish momentum Dark Green: Weakening bullish momentum Red: Strong bearish momentum Maroon: Weakening bearish momentum Squeeze status indicated by dots at zero line: Black: Squeeze ON (low volatility - potential breakout) Gray: Squeeze OFF (volatility expansion) Blue: No squeeze condition 🔹 ADX (Average Directional Index) White line shows trend strength (scaled to match momentum oscillator) Dashed gray line marks the key level 20 threshold ADX above 20: Strong trend ADX below 20: Weak/ranging market Adjustable scale factor to customize visualization 🔹 Multi-Timeframe EMAs 4 customizable exponential moving averages overlaid on price chart Helps identify trend direction and dynamic support/resistance How to Use: Look for squeeze conditions (black dots) - volatility compression Wait for squeeze release with momentum shift Confirm trend strength with ADX above 20 Use EMAs for trend context and entry/exit levels Settings: Adjustable BB/KC lengths and multipliers Customizable ADX period and scale Flexible moving average periods Perfect for swing traders and day traders looking to combine volatility, momentum, and trend strength analysis in one comprehensive tool.
Pine Script® 인디케이터
pandatradingt21의
Macro Channel & Key Levels [FundedLab]Designed specifically for funded traders, this comprehensive toolkit combines a wide-range Linear Regression Channel with Automated Institutional Key Levels . It eliminates chart noise, allowing you to focus on the dominant trend and high-probability reaction zones. Key Features: Macro Regression Channel: Automatically visualizes the major market trend using a wide 200-period linear regression logic. The dynamic bands act as strong overbought/oversold zones for reversal setups. Auto Key Levels: Detects and plots critical Support & Resistance levels (Swing Highs/Lows) based on fractal geometry. Includes real-time price labels for precise entry/exit planning. Clean Visuals: Professional styling with non-intrusive zones and clear price tags, keeping your charts clean and readable. How to Use: Trend Identification: Use the channel slope to determine the bias (Bullish/Bearish). Reversals: Look for price rejection at the outer channel bands. Confluence: The strongest setups occur when a Key Level aligns perfectly with the Channel Band .
Pine Script® 인디케이터
FundedLab의
T. E. Allen (R.Eng) RSI/MACD/Volume/EMA/MA ComboThis indicator combines multiple tools to generate high-quality trading signals. It integrates RSI, MACD, and a volume filter for confirmation, alongside key moving averages: the T-Line (8 EMA), the 32 EMA, the 20 SMA, the 50 SMA, and the 200 SMA. Together, these elements create a powerful setup that helps traders identify trends, reversals, and momentum shifts. Once you understand how the components work and get accustomed to the system, maintaining discipline and controlling emotions becomes crucial. With consistent practice and proper risk management, this indicator can significantly improve your chances of trading profitably.
Pine Script® 인디케이터
Miebidear의
Supply & Demand Zones By Panda Trading This advanced indicator automatically identifies high-probability supply and demand zones using the base-blast candle methodology. Designed for traders who utilize institutional order flow concepts, this tool helps you visualize key price levels where significant buying or selling pressure has occurred. Key Features: 🎯 Intelligent Zone Detection Identifies zones based on base/blast candle ratio patterns Configurable base-to-blast ratio (default 8:1) for precision control Wick threshold filtering to ensure quality setups Works on any timeframe with multi-timeframe analysis support 🎨 Dynamic Color Coding Zones automatically change color based on current price position Green zones (demand) appear below current price Red zones (supply) appear above current price Visual clarity for identifying support/resistance levels 📊 Smart Zone Management Tracks zone touches/reactions automatically Configurable zone deletion after X touches (default: 5) Optional zone removal after price breaks through Limits maximum zones displayed to reduce chart clutter ⚙️ Fully Customizable Adjustable zone colors and transparency Border width and color settings Show/hide demand or supply zones independently Optional zone labels with touch counters 📈 Information Dashboard Real-time display of active zones Current timeframe indicator Zone count statistics Configuration settings overview Perfect for swing traders, day traders, and scalpers looking to identify institutional order blocks and high-probability reversal zones
Pine Script® 인디케이터
pandatradingt21의
Trend Change Entry Exit (Final)Trend Change Entry Exit (Final) is a clean, no-noise indicator designed to help traders identify trend reversals and manage entries and exits with clarity. This indicator focuses on: • EMA-based trend change detection • Higher timeframe (HTF) trend confirmation • VWAP directional bias • Strong candle confirmation • Clear BUY / SELL entries at trend change • Clear EXIT signals when trend weakens or reverses • Non-repaint logic (signals only after candle close) The goal of this script is to reduce overtrading and eliminate random scalp signals, allowing traders to focus only on meaningful trend changes. Best use cases: • Forex (especially XAUUSD / Gold) • Crypto (BTC, ETH) • Lower timeframes (1m–5m) • Trend reversal and trend-follow strategies Important notes: • This is not a holy grail. • Always use proper risk management. • Avoid trading during high-impact news. • Test on demo before using in live markets. Use at your own risk.
Pine Script® 인디케이터
gardeniaherbals2의
ALGOSYS BrahMosALGOSYS BrahMo s - Developed by Algosys India ⚡ Fast. Precise. Decisive. ALGOSYS BrahMos Universal is a high-precision trading indicator designed to identify institutional-grade moves across indices, forex, and crypto. Built for traders who value clarity over clutter, it focuses on: 🎯 High-probability entries ⚡ Early momentum detection 🧠 Smart trend & reversal logic 🌍 Universal usability across markets & timeframes Ideal for intraday, scalping, and swing traders, BrahMos Universal helps you stay aligned with strong directional moves while avoiding noise. Trade with speed. Strike with precision.
Pine Script® 인디케이터
TD_Algosys의
Alarme Medo e Ganancia - Bruno Moscan"Alarme Medo e Ganância - Bruno Moscan", is designed to identify extreme market sentiment (Fear and Greed) by using the Relative Strength Index (RSI) as a proxy for price exhaustion. Here is the breakdown of the code: 1. Settings and Inputs rsiLen: Sets the look-back period for the RSI (default is 14). overbought (Greed Level): Defines the threshold (75) where the market is considered overextended to the upside. oversold (Fear Level): Defines the threshold (25) where the market is considered overextended to the downside. 2. Core Logic rsiValue: Calculates the standard RSI based on closing prices. medoExtremo (Extreme Fear): Triggers when the RSI falls below or hits the 25 level. This represents a "Buy" opportunity based on the contrarian philosophy of "buying when there is blood in the streets." gananciaExtrema (Extreme Greed): Triggers when the RSI rises above or hits the 75 level. This represents a "Sell" opportunity, suggesting the market is overheated. 3. Visuals (Plotting) The script uses plotshape to place labels directly on the chart: Green "BUY MEDO" labels appear below the price bars during extreme fear. Red "SELL GANÂNCIA" labels appear above the price bars during extreme greed. 4. Alerts The alertcondition functions allow you to set up push notifications, emails, or pop-ups in TradingView. The messages follow the classic trading proverbs: "Buy to the sound of cannons" (Fear) and "Sell to the sound of violins" (Greed).
Pine Script® 인디케이터
BrunoMoscan의
BTC EMA by Ciclos - Bruno MoscanLong-Term Market Cycles & Trend FilterOverviewThis indicator is a comprehensive tool designed for macro analysis, specifically optimized for high-timeframe assets like Bitcoin (Weekly chart). It identifies major market shifts (Bull/Bear cycles) using specialized moving averages based on median price ( GETTEX:HL2 $) and provides tactical entry signals using a filtered Stochastic oscillator.The core philosophy of this script is that price action eventually reverts to the "General Mean" (Mediana), and the most reliable trade opportunities occur when momentum aligns with the macro trend.Key Features1. Macro Cycle Crosses (383 & 1050 Periods)The script tracks the relationship between a Short-term (383) and a Long-term (1050) Moving Average.Bull Market Signal: Triggered when the 383 MA crosses above the 1050 MA. A green triangle and a "Bull" tag will appear.Bear Market Signal: Triggered when the 383 MA crosses below the 1050 MA. A red triangle and a "Bear" tag will appear.2. The Mediana (717 Period)Rendered as a thick blue line, this 717-period average represents the general equilibrium of the market. It serves as a visual "gravity" point where prices often return after extreme extensions.3. Smart Trade Alerts (Filtered Stochastic)Unlike standard oscillators that provide too many false signals, this script uses a Trend Filter based on the Mediana (717 MA):TRADE LONG: Appears when the Stochastic is oversold (< 10) AND the price is above the 717 Blue Line. This captures pullbacks in an uptrend.TRADE SHORT: Appears when the Stochastic is overbought (> 90) AND the price is below the 717 Blue Line. This captures relief rallies in a downtrend.How to Use ItBest Timeframe: Weekly (W) or Daily (D).Assets: Ideally suited for Bitcoin ( CRYPTOCAP:BTC $) or major indices with long-standing price history.Strategy: Use the Bull/Bear tags to determine the overall portfolio bias. Use the Trade Long/Short labels for tactical entries or de-risking points within those larger cycles.Settings & CustomizationYou can fully customize the periods for all averages, the colors, and the Stochastic sensitivity in the Inputs tab to suit your specific strategy or backtesting results.DisclaimerThis indicator is for educational and informational purposes only. Past performance does not guarantee future results. Always use proper risk management.
Pine Script® 인디케이터
BrunoMoscan의