智能趋势-多周期动态信号 Smart Trend Oscillator MTF V1🚀 智能趋势-多周期动态信号 Smart Trend Oscillator MTF V1
—— 让交易像红绿灯一样简单直观 | Making Trading as Simple as Traffic Lights
告别复杂的参数设置，把市场噪音变成明确的信号。 Say goodbye to complex parameters. Turn market noise into clear signals.
🌟 它是做什么的？ / What Does It Do?
“智能趋势管家” 就像您的私人交易副驾驶。它内置了一套先进的智能平滑算法，能够自动过滤掉市场中那些骗人的假动作，只把最核心的**“市场真实韵律”通过一条平滑的波浪线展示给您。它不只是一根线，它是一套会思考的系统**。
"Smart Trend Oscillator " is like your personal trading co-pilot. It features a built-in advanced smoothing algorithm that automatically filters out deceptive market "fake-outs," revealing the "true rhythm" of the market through a single, smooth wave. It’s not just a line; it’s a thinking system.
🔥 核心功能 / Core Features
1. 🌊 智能波浪引擎 / Smart Wave Engine
不要被K线的上蹿下跳迷惑。我们的引擎能识别市场内部的真实能量。 Don't be confused by erratic candlesticks. Our engine identifies the true internal energy of the market.
过滤噪音 (Filter Noise)：自动忽略短暂的随机波动。
捕捉趋势 (Capture Trends)：波浪上升代表买方主导，波浪下降代表卖方主导。
2. 🛡️ 自适应波动通道 / Adaptive Channels
市场有时候像乌龟（波动小），有时候像兔子（波动大）。指标拥有一个“弹性通道”，它会根据市场活跃度自动变宽或变窄，精准判断价格是否“过热”或“超卖”。 The market moves between low and high volatility. The indicator features an "elastic channel" that automatically widens or narrows, accurately judging if the price is "Overheated" or "Oversold."
3. 🌍 全局监控面板 / Global Dashboard
右上角的面板是您的战况指挥室。一眼看懂 6 个不同时间维度的状态。全绿代表多周期共振向上，全红代表多周期共振向下。 The panel in the top-right corner is your Command Center. Understand the status of 6 different time dimensions at a glance. All Green means upward resonance; All Red means downward resonance.
⚙️ 极致的个性化定制 / Ultimate Customization
v16 版本为您提供了前所未有的控制权，让指标完全适应您的交易风格。 Version 16 gives you unprecedented control to tailor the indicator to your trading style.
🕒 1. 时间周期，由你定义 (Customizable Timeframes)
不再局限于系统默认设置。您可以在设置面板中自由输入 6 个您最关心的周期（例如：5分钟、1小时、甚至 3天）。
短线手：设置为 1分/3分/5分/15分...
波段手：设置为 1小时/4小时/日线/周线...
Benefit: You can freely input the 6 timeframes that matter most to you in the settings panel, whether you are a scalper or a swing trader.
🎯 2. 灵敏度调节 (Adjustable Sensitivity)
想要更多交易机会？还是想要更稳健的信号？
高灵敏度：调高 Zone Sensitivity，捕捉每一次微小的回调（适合激进风格）。
低灵敏度：调低数值，过滤掉小波动，只抓大趋势（适合稳健风格）。
Benefit: Dial up the sensitivity to catch every minor pullback (Aggressive), or dial it down to filter noise and catch only big trends (Conservative).
📊 3. 两种平滑模式 (SMA vs. VWMA)
您可以选择通道的计算核心：
Standard (SMA)：经典模式，适合大多数市场。
Volume Weighted (VWMA)：成交量加权模式。在加密货币或股票市场，它能帮您过滤掉“无量空涨”或“无量空跌”的假信号。
Benefit: Choose Standard (SMA) for general markets, or Volume Weighted (VWMA) to filter out fake moves on low volume (great for Crypto/Stocks).
🚦 信号含义 / Signals Guide
我们把复杂的逻辑浓缩成了最简单的视觉标签： We have condensed complex logic into the simplest visual labels:
🟢 绿色 BUY 标签：市场“便宜”且能量向上。 (Market is "Cheap" & Energy is Up.)
🔴 红色 SELL 标签：市场“过热”且能量向下。 (Market is "Overheated" & Energy is Down.)
🔵 蓝色 HOLD 标签：趋势延续中，建议持仓。 (Trend is continuing, suggest holding position.)
📥 快速上手 / Quick Start
加载指标 (Load)：添加到您的图表。
设置周期 (Set Timeframes)：在输入选项里填入您习惯查看的 6 个时间周期。
选择模式 (Choose Mode)：如果是成交量重要的资产，建议开启 VWMA 模式。
等信号 (Wait)：等待带方框的 BUY 或 SELL 标签出现。
把复杂留给算法，把简单留给您。 Leave the complexity to the algorithms, and keep the simplicity for yourself.
사이클
Relative Strength Portofolio Strategy (RSPS) | DextraRelative Strength Portofolio Strategy (RSPS) | Dextra
Conceptual Foundation and Strategy Innovation
RSPS is a multi-asset rotation strategy that combines pairwise relative strength analysis across major cryptocurrencies with a robust market regime filter, along with an automatic safe-haven switch to Gold or USD (cash) during weakening market conditions. The strategy is designed to dynamically allocate capital to the cryptocurrency exhibiting the strongest relative dominance during bull phases, while significantly reducing exposure when overall crypto momentum fades—aiming to capture upside from the leading sector while limiting large drawdowns.
The core approach relies on a custom momentum indicator optimized for each asset pair, incorporating hysteresis to maintain signal stability and prevent excessive rotation (whipsaw). This creates a responsive rotation system that adapts to shifts in sector strength within the crypto market, focusing on capitalizing on the strongest prevailing momentum.
Market Regime Detection
Overall market regime is determined by a custom momentum indicator applied to the CRYPTO INDEX.
Gold strength is evaluated separately via a similar indicator on the Gold asset, serving as the trigger for safe-haven allocation during bearish conditions.
Pairwise Relative Strength Analysis
Relative strength is measured through pairwise comparisons between assets using custom indicator with period and threshold parameters tailored specifically to each pair—reflecting the unique volatility and historical behavior of each relationship.
Scoring System
Each asset receives a score (0–5) based on how many other assets it “outperforms” in the pairwise comparisons.
The highest score identifies the current relative leader.
During bull markets: allocation focuses on the top-scoring cryptocurrency.
During bear markets: the system switches to GOLD (if showing strength) or USD (cash) as a defensive position.
Allocation Guidance
The script defaults to suggesting 100% allocation to the selected asset to maximize exposure to the strongest momentum. However, traders can adjust exposure percentages based on personal risk tolerance—for example, allocating 70–90% to the dominant asset and keeping the remainder in USD or stablecoins to reduce portfolio volatility.
Equity Curve & Risk Metrics
Equity curve is calculated in real-time starting from a user-defined date.
Maximum Drawdown (MDD) is tracked and displayed as the primary risk metric.
Visualization and Dashboard Features
Equity Curve: Thick line plot with dynamic coloring based on the currently active asset.
Bar and Background Coloring: Transparent green during bull regime, red during bear.
Table in the bottom-right corner: Displays real-time scores for all assets (including USD and GOLD when relevant), with asset-specific background colors and highlighting for high scores.
Information Label: Shows the current active position, total ROI (as a multiplier), and MDD (%).
Assets Covered
Major cryptocurrencies: BTC, ETH, SOL, SUI, BNB, HYPE
Safe-haven assets: GOLD, USD (cash)
It performs best on the daily (1D) timeframe, where noise is reduced and signal reliability is higher.
Summary
RSPS | Dextra provides a fully automated asset rotation framework based on pairwise relative strength with pair-specific parameters, combined with clear market regime detection and risk-off mechanics. With its comprehensive visual dashboard (score table, colored equity curve, and real-time performance metrics), the script serves as a powerful decision-support tool for navigating crypto market dynamics—capturing upside from leading sectors while protecting capital during downturns.
Market Flow Rule [KARMA]The Market Flow Rule is a trend-following guideline that helps you decide when to stay invested and when to stay out of the market.
It compares the market’s short-term momentum with its long-term trend.
When the Market Flow Line moves above the trend line → the market is in a positive flow, and you stay invested.
When the Market Flow Line moves below the trend line → the flow turns negative, and you move to a safe position.
This rule helps reduce drawdowns and keeps you aligned with the major trend instead of reacting to short-term noise.
MTF Switch Level (Single TF)Multi-timeframe Switch Level (Single TF)
This indicator marks the most recent “switch level” created by breakout / breakdown behaviour on the current timeframe.
How it works
– After a bullish breakout (close above the previous bar’s high), the script sets a bearish switch level at that previous high.
– After a bearish breakdown (close below the previous bar’s low), it sets a bullish switch level at that previous low.
– A single horizontal line extends from the latest switch level.
– The line and “S” label turn bullish when price is above the level and bearish when price is below it.
– Optional alerts fire when price crosses the active switch level.
Use-cases
– Visualise where breakout traders are likely trapped.
– Define a simple “above = bullish / below = bearish” bias line.
– Combine with higher-timeframe analysis or other tools for context.
Inputs
– Enable/disable bullish and bearish switch conditions.
– Line length, colour, style, thickness.
– Label position and offsets.
– Alert conditions for crosses.
Disclaimer
This tool is for charting and educational purposes only and is not financial advice or a signal service. Always do your own research and risk management.
Continuation Model by XausThis report summarizes the historical performance of the Institutional Daily Bias Probability Model on
EURUSD daily data for the 2025 calendar year. The model combines three components: 1.
Continuation bias around the previous day's high/low (PDH/PDL). 2. Reversal bias based on failed
continuation, failed breakouts, and exhaustion. 3. Neutral bias to identify liquidity-building days when no
directional trades should be taken. A fixed 25-pip stop loss (0.0025) is assumed for R-multiple
calculations. Trades are only taken when Neutral score < 50 and either Continuation or Reversal score
is at least 70, with Neutral overriding, then Reversal, then Continuation.
FOMC Federal Fund Rate Tracker [MHA Finverse]The FOMC Rate Tracker is a comprehensive indicator that visualizes Federal Reserve interest rate decisions and tracks market behavior during FOMC meeting periods. This tool helps traders analyze historical rate changes and anticipate market movements around Federal Open Market Committee announcements.
Key Features:
• Visual FOMC Periods - Automatically highlights each FOMC meeting period with colored boxes spanning from announcement to the next meeting
• Complete Rate Data - Displays actual rates, forecasts, previous rates, and rate differences for every meeting from 2021-2026
• Multiple Color Modes - Choose between cycle colors for visual distinction or rate difference colors (green for hikes, red for cuts, gray for holds)
• Smart Filtering - Filter periods by rate hikes only, cuts only, no change, or surprise moves to focus on specific market conditions
• Performance Metrics - Track average returns during rate hikes, cuts, and holds to identify historical patterns
• Volatility Analysis - Measure and compare price volatility across different FOMC periods
• Statistical Dashboard - View total hikes, cuts, holds, surprises, and longest hold streaks at a glance
• Built-in Alerts - Get notified 1 day before FOMC meetings, on meeting day, or when rates change
How It Works:
The indicator divides your chart into distinct periods between FOMC meetings, with each period showing a labeled box containing the meeting date, actual rate, forecast, previous rate, and rate difference. Future meetings are marked as "UPCOMING" to help you prepare for scheduled announcements.
Use Cases:
- Analyze how markets typically react to rate hikes vs. cuts
- Identify volatility patterns around FOMC announcements
- Backtest strategies based on monetary policy cycles
- Plan trades around upcoming Federal Reserve meetings
- Study the impact of surprise rate decisions on price action
Customization Options:
- Adjustable box transparency and outlines
- Customizable label sizes and colors
- Toggle individual dashboards on/off
- Filter specific types of rate decisions
- Configure alert preferences
This indicator is ideal for traders who incorporate fundamental analysis and monetary policy into their trading decisions. The historical data provides context for understanding market reactions to Federal Reserve actions.
Weekly Range Bias Panel — Ace v1.6 (1st Target)Perfect, we’ll keep the script exactly as it is and just make the “user manual” super simple.
---
## 1. What this script does (one sentence)
It tells you **what kind of week we just had** (TIGHT / NORMAL / WIDE),
marks **Last Week’s High/Low + CE**,
and gives you a **simple first target idea** for this week.
---
## 2. What each panel row means
### Row 0 – Title
`WEEKLY RANGE BIAS`
> Just the header.
---
### Row 1 – “Last Week: TIGHT / NORMAL / WIDE”
It compares **last week’s range** to the **average range of the last X weeks**.
* **TIGHT**
* Last week’s range was **smaller than usual**.
* Market is “coiled”.
* Expect **expansion** – a raid of LWH or LWL is more likely.
* **WIDE**
* Last week’s range was **bigger than usual**.
* Market already “spent a lot of energy”.
* Expect **cooling / consolidation / controlled continuation**.
* **NORMAL**
* Range was about average.
* Nothing special – treat it as a standard week.
---
### Row 2 – Hunt/Build + “1st tgt”
Example text:
`HUNT (expect a raid of LWH/LWL) | 1st tgt: LWH first`
* **HUNT** (when TIGHT)
* Look for **a raid of one side of the weekly range**.
* Script tells you which side is more likely **first**:
* `1st tgt: LWH first` → bias towards **taking out last week’s high** first.
* `1st tgt: LWL first` → bias towards **taking out last week’s low** first.
* **BUILD/COOL** (when WIDE)
* Last week was huge.
* `1st tgt: CE / mean reversion` → expect price to **respect or return to CE** more, instead of running to new extremes right away.
* **NEUTRAL** (when NORMAL)
* No special edge from range size.
* Use levels mainly as **reference / targets**, not as a strong bias.
---
### Row 3 – Range numbers
Example:
`LW Range: 480.00 | Avg(6): 520.00`
* **LW Range** = last week’s high – low (in points).
* **Avg(6)** = average range of the **last 6 weeks** (you set this with `lookback`).
You don’t need to overthink this. It’s just to **see the size** quickly.
---
### Row 4 – Price vs Weekly CE
Example:
`Above Weekly CE (premium of last week)`
* **Above Weekly CE**
* Price is trading in **premium** vs last week’s middle.
* For shorts, you want **sweeps / setups above CE**.
* **Below Weekly CE**
* Price is in **discount** vs last week’s middle.
* For longs, you want **sweeps / setups below CE**.
* **At Weekly CE**
* Market is sitting near the middle of last week’s range = **no big edge** from location alone.
---
### Row 5 – Exact levels
Example:
`LWH: 25850.00 | LWL: 25200.00 | CE: 25525.00`
* Exact prices for:
* **LWH** – Last Week’s High
* **LWL** – Last Week’s Low
* **CE** – middle of that range
You can use these as **targets, alerts, and liquidity pools.**
---
## 3. The lines on the chart
If `Plot LWH / LWL / Weekly CE` is ON:
* **Grey line** at **LWH**
* **Grey line** at **LWL**
* **Brown line** at **Weekly CE**
They extend to the right, so **this whole week** you see:
* Where last week’s extremes are.
* Where last week’s mid (CE) is.
You can use them on **any timeframe** (Daily, 1H, 15M, 5M, etc).
They are always based on **weekly data**.
---
## 4. Simple trading use-case (your style)
### Step 1 – Weekly bias (Sunday night / Monday)
Look at **Row 1–2**:
* **If TIGHT + HUNT + “1st tgt: LWH first”**
* Expect **weekly expansion up**.
* Intraday you’ll watch for **longs** that aim for **LWH** as first big target.
* **If TIGHT + “1st tgt: LWL first”**
* Same idea but **down** → look for shorts towards **LWL**.
* **If WIDE + “1st tgt: CE / mean reversion”**
* Favor **mean reversion** plays:
* If above CE → bias to **shorts back to CE** (with proper intraday confirmation).
* If below CE → bias to **longs back to CE**.
* **If NORMAL**
* No special push from weekly range.
* Use LWH/LWL as **big liquidity targets**, but let your Purge/MMXM model be the main driver.
---
### Step 2 – Intraday execution (Purge / MMXM)
Use the weekly info as **context**, not a signal:
* Treat **LWH/LWL** as **big liquidity pools**.
* Treat **Weekly CE** as **mean point / magnet**.
Example combo:
1. Script says:
* `Last Week: TIGHT`
* `HUNT (expect a raid) | 1st tgt: LWH first`
2. Price is **below CE**, building a base.
3. In your killzone, you see:
* **Sweep of intraday low**,
* **Shift in structure up**,
* Return to a 15M/5M OB/FVG.
→ You now have **HTF reason to believe upside expansion is likely**,
and your **intraday trigger** tells you where to enter.
---
## 5. Alerts (optional, but powerful)
The script already has:
* `Weekly Range = TIGHT` → tells you a **coil week** just closed.
* `Weekly Range = WIDE` → tells you a **big expansion week** just closed.
* `Raid LWH` → price traded above last week’s high.
* `Raid LWL` → price traded below last week’s low.
You can set these as **heads up alerts** on Sunday / Monday so you don’t miss the context shift.
---
If you want, next step we can add a **tiny “GO / WAIT / NO-GO” line** to the panel based on:
* TIGHT vs WIDE
* your position vs CE
* and whether LWH/LWL has already been raided this week.
15 min Trailstop15m High/Low Liquidity Lines (1m) — Indicator Description
15m High/Low Liquidity Lines (1m) is a precision liquidity-mapping tool designed for intraday traders who understand the importance of higher-timeframe liquidity levels while executing on the 1-minute chart.
This indicator automatically detects confirmed 15-minute swing highs and swing lows using pivot logic. When a new 15m high or low forms:
✔ Liquidity Line Generation
A horizontal line is drawn exactly at the price level of the pivot.
The line is anchored to the exact 1-minute candle that produced the 15m high/low, ensuring perfect visual alignment.
The line extends only up to the current bar — not across the whole chart.
Optional text labels (“15m High”, “15m Low”) can be shown at the start of each line.
✔ Auto-Cleanup (Smart Liquidity Sweep Detection)
If price trades through the level, the corresponding line and label are:
Instantly deleted
Marking the level as taken/swept
Allowing the chart to stay clean and focused on active liquidity only
This mimics institutional liquidity logic: once the high or low is violated, the target is considered filled and removed.
✔ Alerts
The indicator includes built-in alerts that fire when:
A new 15m high is confirmed
A new 15m low is confirmed
This allows the trader to react immediately when fresh liquidity levels appear.
✔ Customization Options
You can fully tailor the visual representation:
Turn highs and/or lows on or off
Choose line style (solid, dashed, dotted)
Customize line color and thickness
Customize the label style, size, and transparency
Who Is This For?
This indicator is ideal for:
ICT-style traders
Liquidity-based scalpers
1-minute ES/NQ traders
Anyone who uses HTF liquidity levels to frame trades on the LTF
It provides a clean, automated method to track active 15-minute liquidity levels directly on the 1-minute chart with zero clutter and perfect alignment.
Stage 2 Pullback Swing indicatorThis scanner is built for swing traders who want high-probability pullbacks inside strong, established uptrends. It targets names in a confirmed Stage 2 bull phase (Weinstein model) that have pulled back 10–30% from a recent swing high on light selling volume, while still respecting fast EMAs.
Goal: find powerful uptrending stocks during controlled dips before the next leg higher.
What it looks for
Strong prior uptrend: price above the 50 and 200 SMAs, momentum positive over multiple timeframes
Confirmed Stage 2: price above a rising 30-week MA on the weekly chart
Pullback depth: 10–30% off recent swing highs—not too shallow, not broken
Pullback quality: range contained, no panic selling, trend structure intact
EMA behavior: price near EMA10 or EMA20 at signal time
Volume contraction: sellers fading throughout the pullback
Bullish shift: green candle back in trend direction
Why this matters
This setup hints at institutions defending positions during a temporary dip. Strong stocks pull back cleanly with declining volume, then resume the primary trend. This script alerts you when those conditions align.
Best way to use
Filter a strong universe before applying—quality tickers only
Pair with clear trade plans: risk defined by prior swing low or ATR
Trigger alerts instead of hunting charts manually
Intended for
Swing traders who want momentum continuation setups
Traders who prefer entering on controlled retracements
Anyone tired of chasing extended breakouts
WaveTrend with MFI and Auto/Manual HTFWaveTrend with MFI and Auto/Manual HTF
WaveTrend with MFI and Auto/Manual HTF
WaveTrend with MFI and Auto/Manual HTF
WaveTrend with MFI and Auto/Manual HTF
Macro Timing Window Signal ⏱️ Macro Timing Window Signal – Check/X Indicator
This indicator displays a green check mark ✔️ or red X ✖️ in the top-right corner of the chart based on a repeating macro time cycle that divides every hour into active and inactive windows.
How it works:
• ✔️ Green Check (Active Macro Window):
Appears from xx:45 → xx:15 of the next hour (30-minute macro window).
• ✖️ Red X (Inactive Macro Window):
Appears from xx:16 → xx:44 (mid-hour cooldown window).
• Optional flash signal at the exact macro flip points (xx:45, xx:00, xx:15) to highlight transitions.
• Supports sound alerts so you never miss the start or end of a macro window.
This tool is designed for traders who incorporate macro-driven time cycles, liquidity sessions, or algorithmic delivery windows into their strategy.
The display is fixed on-screen, clean, and unobtrusive, ensuring instant recognition of the current macro state without cluttering the chart.
BTC - FRIC: Friction & Realized Intensity CompositeTitle: BTC - FRIC: Friction & Realized Intensity Composite
Data: IntoTheBlock
Overview & Philosophy
FRIC (Friction & Realized Intensity Composite) is a specialized on-chain oscillator designed to visualize the "psychological battlegrounds" of the Bitcoin network.
Most indicators focus on Price or Momentum. FRIC focuses on Cost Basis. It operates on the thesis that the market experiences maximum "Friction" when the price revisits the cost basis of a large number of holders. These are the zones where investors are emotionally triggered to react—either to exit "at breakeven" after a loss (creating resistance) or to defend their entry (creating support).
This indicator answers two questions simultaneously:
Intensity: Is the market hitting a Wall (High Friction) or a Vacuum (Low Friction)?
Valuation: Is this happening at a market bottom or a top?
The "Alpha" (Wall vs. Vacuum)
Why we visualize both extremes: This indicator filters out the "Noise" (the middle range) to show you only the statistically significant anomalies.
1. The "Wall" (Positive Z-Score Bars)
What it is : A statistically high number of addresses are at breakeven.
The Implication : Expect a grind. Price action often slows down or reverses here because "Bag Holders" are selling into strength to get out flat, or new buyers are establishing a floor.
2. The "Vacuum" (Negative Z-Score Bars)
What it is : A statistically low number of addresses are at breakeven.
The Implication : Expect acceleration. The price is moving through a zone where very few people have a cost basis. With no natural "breakeven supply" to block the path, price often enters Price Discovery or Free Fall.
Methodology
The indicator constructs a composite view using two premium metrics from IntoTheBlock:
1. The "Activity" (Friction Z-Score): We utilize the Breakeven Addresses Percentage. This measures the % of all addresses where the current price equals the average cost basis.
- Normalization: We apply a rolling Z-Score (Standard Deviation) to this data.
- The Filter: We hide the "Noise" (e.g., Z-Scores between -2.0 and +2.0) to isolate only the events where market structure is truly stretched.
2. The "Context" (Valuation Heatmap): We utilize the MVRV Ratio to color-code the friction.
Deep Value (< 1.0): Price is below the average "Fair Value" of the network.
Overheated (> 3.0): Price is significantly extended above the "Fair Value."
Credit: The MVRV Ratio was originally conceptualized by Murad Mahmudov and David Puell. It remains one of the gold standards for detecting Bitcoin's fair value deviations.
How to Read the Indicator
The chart is visualized as a Noise-Filtered Heatmap.
1. The Bars (Intensity)
Bars Above Zero: High Friction (Congestion). The market is fighting through a supply wall.
Bars Below Zero: Low Friction (Vacuum). The market is accelerating through thin air.
Gray/Ghosted: Noise. Routine market activity; no significant signal.
2. The Colors (Valuation Context) The color tells you why the friction is happening:
🟦 Deep Blue (The "Capitulation Buy"):
Signal: High Friction + Low MVRV.
Meaning : Investors are panic-selling at breakeven/loss, but the asset is fundamentally undervalued. Historically, these are high-conviction cycle bottoms.
🟥 Dark Red (The "FOMO Sell"):
Signal: High Friction + High MVRV.
Meaning : Investors are churning at high valuations. Smart money is often distributing to late retail arrivers. Historically marks cycle tops.
🟨 Yellow/Orange (The "Trend Battle"):
Signal: High Friction + Neutral MVRV.
Meaning : The market is contesting a level within a trend (e.g., a mid-cycle correction).
Visual Guide & Features
10-Zone Heatmap: A granular color gradient that shifts from Dark Blue (Deep Value) → Sky Blue → Grey (Neutral) → Orange → Dark Red (Top).
Noise Filter
A unique feature that "ghosts out" insignificant data, leaving only the statistically relevant signals visible.
Data Check Monitor
A diagnostic table in the bottom-right corner that confirms the live connection to IntoTheBlock data streams and displays the current regime in real-time.
Settings
Lookback Period (Default: 90): The rolling window used for the Z-Score calculation. Shortening this (e.g., to 30) makes the indicator more sensitive to local volatility; lengthening it (e.g., to 365) aligns it with macro cycles.
Noise Threshold (Default: 2.0): The strictness of the filter. Only friction events exceeding this Z-Score will be highlighted in full color.
Show Status Table : Toggles the on-screen dashboard.
Disclaimer
This script is for research and educational purposes only. It relies on third-party on-chain data which may be subject to latency or revision. Past performance of on-chain metrics does not guarantee future price action.
Tags
bitcoin, btc, on-chain, mvrv, intotheblock, friction, z-score, fundamental, valuation, cycle
Ellipse Price Action Indicator v3Successful Trade Setup Using Ellipse Price Action Indicator (EPAI) 🔥
With the help of the Ellipse Price Action Indicator, this bearish trade setup played out perfectly.
EPAI generated a Sell Signal with a red arrow.
According to the EPAI method:
🔹 If price makes a new high on the next candle — add one more unit.
🔹 Every time a new high forms, add one more unit per candle.
🔹 Exit all units at the Moving Average (MA) — this is the core risk-controlled exit rule.
This is why EPAI consistently provides successful trade setups when followed with discipline.
⚠ Important Notice — Last Chance!
The Ellipse Price Action Indicator (EPAI) will soon become PRIVATE.
Access will be restricted only to Premium Members.
✅ First 25 subscribers can use this indicator absolutely FREE.
After that, it will not be available publicly.
Zero Lag EMA_BhavatThis is a test script for zelma. This is intended to cut down the lag from traditional ema indicators.
YSD RSIYSD RSI
This indicator is an enhanced version of the traditional Relative Strength Index (RSI), designed to provide deeper insight into market momentum and trend quality. While the classic RSI focuses primarily on the ratio of recent gains to losses, this strengthened variant incorporates additional layers of analysis to capture subtler shifts in price behavior. By applying refined smoothing techniques, integrating volatility awareness, and emphasizing the consistency of directional movement, the indicator aims to reduce noise and highlight more reliable momentum signals. As a result, it not only identifies overbought and oversold conditions with greater precision but also reacts more intelligently to changing market environments. Traders can use this improved RSI to detect early trend reversals, filter out false signals, and gain a more comprehensive understanding of underlying price dynamics compared to the standard RSI.
Multi-TF Quarter & Session Candle Indicator-aamirlang [Beta]Key Features:
Quarter Identification: It detects 90-minute HTF candles on 5-minute charts and labels them as Q1, Q2, Q3, Q4 for clear session tracking.
Session Identification (Asia, London, NY, PM): Identifies sessions on 15-minute and 60-minute charts and labels them automatically. So that you can visually see whats happening on Higher TimeFrame.
CISD Detection: Highlights Critical Swing Directions to pinpoint potential market reversals.
Sweep Detection: Automatically draws sweeps to indicate price levels tested or broken.
Multi-Timeframe Support: Works seamlessly on 1m, 5m, 15m, 60m, Daily, Weekly, and Monthly charts.
How It Works:
If you do not see higher TF Candles please enable them from the Menu.
Detects and prints HTF candle and automatically detects Quarters and Sessions.
Automatically maps 5m to 90m (Quarter of a Session) HTF and labels Q1/Q2/Q3/Q4 to each candle so that you can visually see how a session is going on and what to expect in comming sessions.
Automatically detects a Session and labels sessions Asia/London/NY/PM.
When working in Higher TF other that 4H, It prints Daily candles by labeling them.
Other timeframes show normal candle time or standard D/W/M formatting.
CISD module identifies critical swing directions.
Sweeps are drawn automatically to highlight tested levels.
By using this Indicator:
Quickly identify session and quarter candles without manual calculations.
Detect intraday swing directions and potential reversal zones.
Visualize volatility for better risk management.
Perfect for intraday, swing, and long-term analysis.
Credits:
Credit to: @traderdaye for Quarterly theory.
and to all the beautiful people on Tradingview who contributed.
Note:
This is free and version so it may contain error or bugs please leave a comment for any bugs, suggestions and queries.
Enjoy Trading.
FlowTrinity - Crypto Dominance Rotation IndexFlowTrinity — Crypto Dominance Rotation Index
(Tracks BTC / Stablecoin / Altcoin dominance flows with standardized oscillators)
⚪ Overview
FlowTrinity decomposes total crypto market structure into three capital-flow regimes — BTC dominance, Stablecoin dominance, and Altcoin dominance — each normalized into oscillator form. Additionally, a fourth histogram tracks Total Market Cap expansion/contraction relative to BTC+Stable capital, revealing underlying rotation pressure not visible in raw dominance charts.
Each component is standardized through SMA/STD normalization, producing smoothed 0–100 style oscillations that highlight overbought/oversold rotation extremes, risk-on/risk-off transitions, and capital cycle inflection zones.
⚪ Flow Components
Stablecoin Dominance Oscillator —White line
Measures the combined USDT + USDC share of market dominance.
High values indicate increased hedging behavior or sidelined capital.
Low values coincide with renewed risk appetite and capital deployment into crypto assets.
Altcoin Dominance Oscillator — Orange Line
Tracks the share of liquidity rotating into altcoins (Total – BTC – Stable).
Rising values indicate broad market expansion and speculative activity.
Falling values reflect flight-to-safety or concentration back into majors.
BTC Dominance Oscillator — Purple line(off by default
Normalized BTC dominance revealing transitions between Bitcoin-led markets and altcoin-led cycles. Useful for identifying BTC absorption phases vs. altcoins dispersion regimes.
Total–BTC–Stable MarketCap Difference Histogram — histogram
A normalized histogram of total market cap change minus BTC+Stable market cap change.
• Positive → altcoin segment expanding
• Negative → capital retreating into BTC or stables
Acts as a structural layer confirming or contradicting dominance-based signals.
Normalization Logic
All flows use SMA + standard deviation scaling (lookback 7 / smoothing 7), enabling consistent comparison across unrelated dominance and market-cap metrics.
⚪ Use Cases
• Identify shifts between BTC-led and alt-led markets
• Detect early signs of liquidity rotation
• If Stablecoin OSC is oversold, liquidity may soon rotate to BTC or Altcoins, signaling potential price moves.
• If Stablecoin OSC is overbought and Altcoin OSC is oversold, it can indicate an early buying opportunity in Altcoins.
• Watching these oscillator positions helps spot early market rotations and plan entries or exits.
snapshot
Disclaimer
This indicator is for educational and informational purposes only and does not constitute financial advice or investment guidance. Cryptocurrency trading involves significant risk; you are solely responsible for your trading decisions, based on your financial objectives and risk tolerance. The author assumes no liability for any losses arising from the use of this tool.
Time-Candle Sync — The Book of TIME by Nancy_PelosiTime-Candle Sync is a precision time-alignment framework designed to synchronize candle opens, closes, and session transitions across multiple timeframes and custom trading windows.
Built to work hand-in-hand with Nancy Pelosi’s Book of Time, this tool visualizes how market structure responds to time itself — not indicators, not signals, but when price is allowed to move.
By mapping higher-timeframe boundaries and user-defined time segments directly onto lower-timeframe candles, Time-Candle Sync helps traders identify:
True session transitions
Time-based inflection points
Candle alignment across multiple timeframes
Periods of increased probability and structural change
Custom Time Control
The script supports fully customizable time windows, allowing users to define specific market sessions, macro periods, or personal trading windows. All dividers are anchored to the selected chart timezone to ensure accurate alignment regardless of asset or exchange.
Designed for Time-Aware Trading
This indicator does not generate buy or sell signals. Instead, it provides structural context so traders can:
Align executions with time-based events
Avoid trading during low-probability periods
Confirm when candles are synchronized across timeframes
Intended Use
Time-Candle Sync is best used alongside:
Session-based trading
Market structure concepts
Time-driven frameworks such as The Book of Time
Time controls price access.
Candles reveal when that access is granted.
Credit Spread RegimeThe Credit Market as Economic Barometer
Credit spreads are among the most reliable leading indicators of economic stress. When corporations borrow money by issuing bonds, investors demand a premium above the risk-free Treasury rate to compensate for the possibility of default. This premium, known as the credit spread, fluctuates based on perceptions of economic health, corporate profitability, and systemic risk.
The relationship between credit spreads and economic activity has been studied extensively. Two papers form the foundation of this indicator. Pierre Collin-Dufresne, Robert Goldstein, and Spencer Martin published their influential 2001 paper in the Journal of Finance, documenting that credit spread changes are driven by factors beyond firm-specific credit quality. They found that a substantial portion of spread variation is explained by market-wide factors, suggesting credit spreads contain information about aggregate economic conditions.
Simon Gilchrist and Egon Zakrajsek extended this research in their 2012 American Economic Review paper, introducing the concept of the Excess Bond Premium. They demonstrated that the component of credit spreads not explained by default risk alone is a powerful predictor of future economic activity. Elevated excess spreads precede recessions with remarkable consistency.
What Credit Spreads Reveal
Credit spreads measure the difference in yield between corporate bonds and Treasury securities of similar maturity. High yield bonds, also called junk bonds, carry ratings below investment grade and offer higher yields to compensate for greater default risk. Investment grade bonds have lower yields because the probability of default is smaller.
The spread between high yield and investment grade bonds is particularly informative. When this spread widens, investors are demanding significantly more compensation for taking on credit risk. This typically indicates deteriorating economic expectations, tighter financial conditions, or increasing risk aversion. When the spread narrows, investors are comfortable accepting lower premiums, signaling confidence in corporate health.
The Gilchrist-Zakrajsek research showed that credit spreads contain two distinct components. The first is the expected default component, which reflects the probability-weighted cost of potential defaults based on corporate fundamentals. The second is the excess bond premium, which captures additional compensation demanded beyond expected defaults. This excess premium rises when investor risk appetite declines and financial conditions tighten.
The Implementation Approach
This indicator uses actual option-adjusted spread data from the Federal Reserve Economic Database (FRED), available directly in TradingView. The ICE BofA indices represent the industry standard for measuring corporate bond spreads.
The primary data sources are FRED:BAMLH0A0HYM2, the ICE BofA US High Yield Index Option-Adjusted Spread, and FRED:BAMLC0A0CM, the ICE BofA US Corporate Index Option-Adjusted Spread for investment grade bonds. These indices measure the spread of corporate bonds over Treasury securities of similar duration, expressed in basis points.
Option-adjusted spreads account for embedded options in corporate bonds, providing a cleaner measure of credit risk than simple yield spreads. The methodology developed by ICE BofA is widely used by institutional investors and central banks for monitoring credit conditions.
The indicator offers two modes. The HY-IG excess spread mode calculates the difference between high yield and investment grade spreads, isolating the pure compensation for below-investment-grade credit risk. This measure is less affected by broad interest rate movements. The HY-only mode tracks the absolute high yield spread, capturing both credit risk and the overall level of risk premiums in the market.
Interpreting the Regimes
Credit conditions are classified into four regimes based on Z-scores calculated from the spread proxy.
The Stress regime occurs when spreads reach extreme levels, typically above a Z-score of 2.0. At this point, credit markets are pricing in significant default risk and economic deterioration. Historically, stress regimes have coincided with recessions, financial crises, and major market dislocations. The 2008 financial crisis, the 2011 European debt crisis, the 2016 commodity collapse, and the 2020 pandemic all triggered credit stress regimes.
The Elevated regime, between Z-scores of 1.0 and 2.0, indicates above-normal risk premiums. Credit conditions are tightening. This often occurs in the build-up to stress events or during periods of uncertainty. Risk management should be heightened, and exposure to credit-sensitive assets may be reduced.
The Normal regime covers Z-scores between -1.0 and 1.0. This represents typical credit conditions where spreads fluctuate around historical averages. Standard investment approaches are appropriate.
The Low regime occurs when spreads are compressed below a Z-score of -1.0. Investors are accepting below-average compensation for credit risk. This can indicate complacency, strong economic confidence, or excessive risk-taking. While often associated with favorable conditions, extremely tight spreads sometimes precede sudden reversals.
Credit Cycle Dynamics
Beyond static regime classification, the indicator tracks the direction and acceleration of spread movements. This reveals where credit markets stand in the credit cycle.
The Deteriorating phase occurs when spreads are elevated and continuing to widen. Credit conditions are actively worsening. This phase often precedes or coincides with economic downturns.
The Recovering phase occurs when spreads are elevated but beginning to narrow. The worst may be over. Credit conditions are improving from stressed levels. This phase often accompanies the early stages of economic recovery.
The Tightening phase occurs when spreads are low and continuing to compress. Credit conditions are very favorable and improving further. This typically occurs during strong economic expansions but may signal building complacency.
The Loosening phase occurs when spreads are low but beginning to widen from compressed levels. The extremely favorable conditions may be normalizing. This can be an early warning of changing sentiment.
Relationship to Economic Activity
The predictive power of credit spreads for economic activity is well-documented. Gilchrist and Zakrajsek found that the excess bond premium predicts GDP growth, industrial production, and unemployment rates over horizons of one to four quarters.
When credit spreads spike, the cost of corporate borrowing increases. Companies may delay or cancel investment projects. Reduced investment leads to slower growth and eventually higher unemployment. The transmission mechanism runs from financial conditions to real economic activity.
Conversely, tight credit spreads lower borrowing costs and encourage investment. Easy credit conditions support economic expansion. However, excessively tight spreads may encourage over-leveraging, planting seeds for future stress.
Practical Application
For equity investors, credit spreads provide context for market risk. Equities and credit often move together because both reflect corporate health. Rising credit spreads typically accompany falling stock prices. Extremely wide spreads historically have coincided with equity market bottoms, though timing the reversal remains challenging.
For fixed income investors, spread regimes guide sector allocation decisions. During stress regimes, flight to quality favors Treasuries over corporates. During low regimes, spread compression may offer limited additional return for credit risk, suggesting caution on high yield.
For macro traders, credit spreads complement other indicators of financial conditions. Credit stress often leads equity volatility, providing an early warning signal. Cross-asset strategies may use credit regime as a filter for position sizing.
Limitations and Considerations
FRED data updates with a lag, typically one business day for the ICE BofA indices. For intraday trading decisions, more current proxies may be necessary. The data is most reliable on daily timeframes.
Credit spreads can remain at extreme levels for extended periods. Mean reversion signals indicate elevated probability of normalization but do not guarantee timing. The 2008 crisis saw spreads remain elevated for many months before normalizing.
The indicator is calibrated for US credit markets. Application to other regions would require different data sources such as European or Asian credit indices. The relationship between spreads and subsequent economic activity may vary across market cycles and structural regimes.
References
Collin-Dufresne, P., Goldstein, R.S., and Martin, J.S. (2001). The Determinants of Credit Spread Changes. Journal of Finance, 56(6), 2177-2207.
Gilchrist, S., and Zakrajsek, E. (2012). Credit Spreads and Business Cycle Fluctuations. American Economic Review, 102(4), 1692-1720.
Krishnamurthy, A., and Muir, T. (2017). How Credit Cycles across a Financial Crisis. Working Paper, Stanford University.
5-Bar BreakoutThis indicator shows if the price is breaking out above the high or the low of the previous 5 bars
