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MACD-V (Volatility Normalized MACD)Award-Winning Momentum Indicator by Alex Spiroglou (CMT Charles Dao Award & NAAIM Founders Award, 2022) The classic MACD has powered trading decisions for decades, but it suffers from five major limitations that undermine consistency: 1- Readings are not comparable over time (absolute price dependency causes massive scale differences across decades) 2- Not comparable across markets or assets (e.g., stocks vs. forex vs. crypto) 3- No universal overbought/oversold levels 4- Excessive whipsaws in low-momentum/range-bound conditions 5- Lagging signals in high-momentum reversals (e.g., missing big chunks of V-shaped recoveries) MACD-V solves all five issues by normalizing momentum against volatility instead of price. Core Formula MACD-V = (EMA(12) - EMA(26)) / ATR(26) × 100 This expresses momentum in units of Average True Range (ATR), creating a volatility-adjusted oscillator that remains mathematically meaningful and comparable: -Analysts can use MACD-V across any timeframe: -Across any asset class (stocks, forex, commodities, bonds, crypto) -Over decades of history Key Features & Benefits Time-stable & cross-market comparable: A +100 reading today has the same meaning as +100 in the past years, regardless of asset or price level. Universal extremes: ±150 captures ~95% of all readings across markets → extreme/stretched momentum. Momentum Lifecycle Roadmap (objective framework): +150 or < -150: Extreme / overstretched (high reversal risk) +50 to +150 or -50 to -150: Strong directional momentum (rallying, retracing, rebounding, reversing) -50 to +50: Neutral / low momentum / ranging (avoid most signals — high whipsaw zone) Range Rules for regime context: In bullish regimes (price > 200 EMA), -50 to -150 becomes the practical oversold zone; readings below -100 are rare and often powerful buy setups. Opposite in bearish regimes. Improved signal quality: Filter whipsaws in neutral zone, anticipate lag in extremes, prioritize high-probability crosses in strong-momentum bands. MACD-V Histogram (MACD-VH): Normalized short-term momentum with extremes at ±40 for fast reversal detection. Backtesting & strategy-friendly: Enables reliable historical analysis, cross-asset relative strength, and systematic rules MACD-V transforms momentum from subjective art into objective, repeatable science — giving you consistent, actionable insights no matter what you're trading. Use it standalone or layer with trend filters (e.g., 200 EMA), volume, or price action for even stronger edges. Developer: Alex Spiroglou Open-source versions inspired by his work — feel free to fork and improve! Happy trading! 🚀
Pine Script® 인디케이터
KivancOzbilgic의
14
Lanovyx# Lanovyx — Setup Window Confluence System ## The Problem This Solves Traditional confluence indicators require all conditions to align on the exact same bar: stochastic must be oversold AND price must touch support AND divergence must form — all simultaneously. In real markets, this rarely happens. Price touches VWAP -2σ, but stochastic doesn't reach oversold until 3 bars later. The opportunity is missed. **Lanovyx solves this with the Setup Window methodology.** --- ## Core Innovation: Setup Windows Instead of requiring simultaneous conditions, Lanovyx separates trading signals into two phases: **Phase 1 — Context Event (Setup Activation)** When a meaningful event occurs, it "opens a window" that stays active for a configurable number of bars: - Price touches VWAP ±2σ or ±3σ band → window opens - Price tests Previous Day High/Low → window opens - Stochastic divergence forms → window opens - Opening Range breakout occurs → window opens - Price reaches Support/Resistance level → window opens Each event adds to a cumulative "setup score" (capped at 8). Higher scores indicate stronger context. **Phase 2 — Trigger (Signal Generation)** Within the active window, when stochastic conditions confirm, a signal fires. The trigger doesn't need to occur on the same bar as the context — it just needs to occur while the window is open. This two-phase approach captures setups that traditional indicators miss entirely. --- ## Why Stochastic + VWAP Confluence Works **VWAP (Volume-Weighted Average Price)** tells us where institutional money has transacted. The standard deviation bands identify statistical extremes: - Price at VWAP -2σ is extended to the downside (potential mean reversion long) - Price at VWAP +2σ is extended to the upside (potential mean reversion short) **Stochastic Oscillator** measures momentum exhaustion. When price reaches a VWAP extreme AND stochastic shows momentum reversing, we have confluence of: 1. Price extension (VWAP bands) 2. Momentum exhaustion (Stochastic) 3. Context validation (Setup Window score) The multi-lane stochastic (14/21/55 periods) adds timeframe confluence — when fast, medium, and slow stochastics align, the signal is stronger. --- ## Five Signal Families Each family targets a specific market condition: ### 1. Trend Entry (T) — Blue Labels **When:** Stochastic pulls back to 25-55 zone (longs) or 45-75 zone (shorts) during established trend **Logic:** In trending markets, pullbacks to the "value zone" offer low-risk entries with trend **Best for:** Trending days with clear directional bias ### 2. Mean Reversion (R) — Green/Red Labels **When:** Stochastic exits oversold (<20) or overbought (>80) with active setup window **Logic:** At VWAP extremes with momentum exhaustion, price tends to revert to mean **Best for:** Range-bound, choppy markets **Requires:** Active setup window (context event must have occurred) ### 3. Breakout (B) — Orange Labels **When:** Stochastic lanes compress ("coil") then expand, crossing the 50 midline **Logic:** Compression precedes expansion; breakout from tight range signals new trend **Best for:** Transition days, post-squeeze moves ### 4. Momentum (M) — Green/Red Labels **When:** Stochastic crosses 50 from extreme zone (<25 or >75) within lookback period **Logic:** Catches V-shaped reversals where regime detection lags the move **Best for:** Fast reversals, news-driven moves ### 5. Counter-Signal / FADE (C) — Purple Labels **When:** A signal fires and immediately fails (stochastic reverses sharply against it) **Logic:** Failed signals often lead to strong moves in the opposite direction (trapped traders) **Confidence gating:** High-confidence fades generate signals; low-confidence show warnings only --- ## Institutional Key Levels Lanovyx incorporates levels that institutional traders use: - **PDH/PDL** (Previous Day High/Low) — Major support/resistance where stops cluster - **PDC** (Previous Day Close) — Settlement price, gap reference - **ORB** (Opening Range) — First 15 minutes high/low, breakout trigger - **IB** (Initial Balance) — First 60 minutes range, institutional benchmark These levels automatically activate setup windows when price interacts with them, adding to the setup score. --- ## Filtering System **ADX Filter:** In strong trends (ADX > 25), blocks counter-trend mean reversion signals to avoid fighting momentum. **HTF Bias Filter:** Optional alignment with higher timeframe (e.g., 1-hour) EMAs. Can block or demote signals that oppose the larger trend. **Regime Detection:** Classifies market as Uptrend, Downtrend, Sideways, or Squeeze using EMA alignment and market structure (HH/HL/LH/LL patterns). --- ## How to Use 1. **Wait for Setup** — Watch for context events (VWAP band touch, key level test, divergence) 2. **Check the Score** — Higher setup scores indicate stronger context (visible in debug mode) 3. **Wait for Trigger** — Let stochastic confirm within the window 4. **Confirm Regime** — Ensure signal type matches market condition 5. **Manage Risk** — Use the ATR-based stop/target levels shown after signals **Strong signals (★)** appear when multiple confluence factors align — these are highest probability setups. --- ## Settings Overview | Setting | Default | Purpose | |---------|---------|---------| | Setup Window | 10 bars | How long context events stay active | | Entry Zone | 25-55 | Stochastic zone for trend pullback entries | | OS/OB Levels | 20/80 | Stochastic extremes for mean reversion | | Stop Loss | 1.5 ATR | Risk management distance | | Target 1 | 2.0 ATR | First profit target (1.33:1 R:R) | Recommended timeframes: 5-minute and 15-minute charts. --- ## Disclaimer This indicator is for educational purposes only and does not constitute financial advice. Past performance does not guarantee future results. Always use proper risk management and never risk more than you can afford to lose. No indicator can predict the future — use this as one input in your trading decision process, not as a standalone system.
Pine Script® 인디케이터
sfbayman의
Volume Oracle - Regime DetectionVolume Oracle - Regime Detection Volume Oracle transforms raw volume data into a regime-based flow analysis framework. The indicator is designed to help traders identify periods of accumulation and distribution through five integrated analytical layers: regime detection, market structure validation, volume footprint analysis, quality scoring, and multi-timeframe confluence. ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ 🔶 𝗢𝗩𝗘𝗥𝗩𝗜𝗘𝗪 Volume analysis has long been considered a window into market participant activity. Large players cannot move size without leaving footprints in the volume record. Traditional volume indicators show raw numbers, but interpreting whether elevated volume represents accumulation or distribution requires additional context. Volume Oracle builds on this foundation by adding five analytical layers: • Regime Detection: Classifies the current market state as Accumulation (buying pressure), Distribution (selling pressure), or Neutral (no clear direction) using a composite scoring system that weighs price velocity, trend alignment, and volume-weighted flow. • Market Structure Validation: Tracks swing highs and lows to determine if price structure (higher highs/higher lows vs lower highs/lower lows) agrees with the detected regime. • Volume Footprint Analysis: Classifies volume spikes as either Momentum bars (large body, small wicks indicating directional conviction) or Absorption bars (small body, large wicks indicating supply/demand absorption). • Quality Scoring System: Rates each signal from 0-100% based on multiple confluence factors, displayed as star ratings for quick visual assessment. • Multi-Timeframe Confluence: Optional higher timeframe filters that require regime alignment across multiple timeframes before generating signals. The indicator adapts all parameters automatically based on the chart timeframe, with different settings optimized for scalping, intraday, swing, and position trading styles. ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ 🔶 𝗛𝗢𝗪 𝗜𝗧 𝗪𝗢𝗥𝗞𝗦 The indicator is built around one core principle: market participant activity may reveal itself through the relationship between volume, price movement, and market structure. 𝗥𝗲𝗴𝗶𝗺𝗲 𝗗𝗲𝘁𝗲𝗰𝘁𝗶𝗼𝗻 𝗦𝘆𝘀𝘁𝗲𝗺 What it does: The regime engine calculates a composite score using four weighted components: recent price velocity (where price is heading now versus recent history), trend alignment (EMA stacking and price position relative to moving averages), volume-weighted flow (proportion of volume occurring on up-closes versus down-closes), and volume confirmation (whether current volume exceeds average). The score passes through an EMA smoothing filter and must exceed configurable thresholds for multiple consecutive bars before a regime change is confirmed. How to interpret it: When the indicator shows Accumulation, this suggests buying pressure currently dominates. Distribution suggests selling pressure dominates. Neutral indicates no clear directional bias. The regime state colors the volume bars: green tints during accumulation, red tints during distribution, gray during neutral periods. A subtle background shade reinforces the current regime. 𝗠𝗮𝗿𝗸𝗲𝘁 𝗦𝘁𝗿𝘂𝗰𝘁𝘂𝗿𝗲 𝗩𝗮𝗹𝗶𝗱𝗮𝘁𝗶𝗼𝗻 What it does: The indicator tracks recent swing highs and swing lows using pivot detection. It compares the most recent swing points to previous ones to determine if price is making higher highs and higher lows (bullish structure), lower highs and lower lows (bearish structure), or mixed patterns. How to interpret it: When structure aligns with regime (bullish structure during accumulation, bearish structure during distribution), the regime table displays a checkmark. When structure conflicts with regime, this may suggest the regime is losing conviction. Structure validation appears in the regime table and factors into signal quality scores. 𝗩𝗼𝗹𝘂𝗺𝗲 𝗙𝗼𝗼𝘁𝗽𝗿𝗶𝗻𝘁 𝗔𝗻𝗮𝗹𝘆𝘀𝗶𝘀 What it does: On volume spike bars, the indicator analyzes the candle structure. Momentum bars have large bodies relative to their range (directional conviction). Absorption bars have small bodies with large wicks (supply or demand being absorbed without moving price significantly). How to interpret it: Momentum bars during a trend may suggest strong directional conviction pushing price. Absorption bars may suggest supply or demand being absorbed at support or resistance without significant price movement. Footprint type factors into signal quality and triggers dedicated alerts. 𝗤𝘂𝗮𝗹𝗶𝘁𝘆 𝗦𝗰𝗼𝗿𝗶𝗻𝗴 𝗦𝘆𝘀𝘁𝗲𝗺 What it does: Each signal receives a quality score from 0-100% based on multiple factors: volume spike strength, flow direction conviction, trend alignment, regime strength, regime freshness, squeeze proximity, HTF alignment (if enabled), momentum acceleration, structure agreement, footprint type, market character (trending vs choppy), and confluence count. High signal density (many signals in a short period) reduces quality scores. How to interpret it: Signals display star ratings: three stars for scores above 85%, two stars for 75-84%, one star for 65-74%, and no stars below 65%. A target emoji appears when five or more confluence factors align. Higher quality scores suggest more factors agreeing, though this does not guarantee outcomes. 𝗠𝘂𝗹𝘁𝗶-𝗧𝗶𝗺𝗲𝗳𝗿𝗮𝗺𝗲 𝗖𝗼𝗻𝗳𝗹𝘂𝗲𝗻𝗰𝗲 What it does: When enabled, the indicator fetches data from one or two higher timeframes and calculates simplified regime scores for each. It checks whether HTF regimes match the current timeframe regime, whether HTF strength exceeds a minimum threshold, and whether HTF regimes are strengthening rather than weakening. How to interpret it: When all HTF conditions align, signals display an additional emoji indicator. In strict mode, signals only appear when HTF agrees. The HTF table shows regime state, strength percentage, trend direction, and alignment status for each configured timeframe. ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ 🔶 𝗪𝗛𝗬 𝗧𝗛𝗘𝗦𝗘 𝗖𝗢𝗠𝗣𝗢𝗡𝗘𝗡𝗧𝗦 𝗪𝗢𝗥𝗞 𝗧𝗢𝗚𝗘𝗧𝗛𝗘𝗥 Each layer addresses a different aspect of market analysis: 1. Regime Detection: Establishes the directional bias using volume-weighted evidence. 2. Structure Validation: Confirms whether price action supports the detected regime. 3. Footprint Analysis: Characterizes the nature of volume activity on spikes. 4. Quality Scoring: Synthesizes all factors into a single actionable metric. 5. Multi-Timeframe Filter: Reduces noise by requiring agreement across timeframes. When multiple factors align (strong regime, confirming structure, momentum footprint, high quality score, HTF agreement), this represents maximum confluence. Such conditions may warrant closer examination, though they do not guarantee any particular outcome. ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ 🔶 𝗛𝗢𝗪 𝗧𝗢 𝗨𝗦𝗘 This section provides step-by-step guidance for interpreting the indicator's visual elements. 𝗦𝘁𝗲𝗽 𝟭: 𝗜𝗱𝗲𝗻𝘁𝗶𝗳𝘆 𝘁𝗵𝗲 𝗖𝘂𝗿𝗿𝗲𝗻𝘁 𝗥𝗲𝗴𝗶𝗺𝗲 Look at the regime table in the corner of the chart. The top row shows the current regime state: ACCUMULATION, DISTRIBUTION, or NEUTRAL. The color matches the regime (green, red, or gray). • Volume bars tinted green suggest accumulation regime • Volume bars tinted red suggest distribution regime • Volume bars gray indicate neutral regime The regime provides context for all other readings. Trading with the regime (buying during accumulation, selling during distribution) aligns with the detected flow direction. 𝗦𝘁𝗲𝗽 𝟮: 𝗔𝘀𝘀𝗲𝘀𝘀 𝗥𝗲𝗴𝗶𝗺𝗲 𝗛𝗲𝗮𝗹𝘁𝗵 The regime table displays multiple health indicators: • Strength percentage: Higher values suggest stronger conviction • Status: STRONG, FADING, WEAKENING, or CRITICAL • Health: Composite warning indicator (HEALTHY, WATCH, CAUTION, DANGER) • Structure: Whether price structure agrees with regime • Market: Whether conditions are TRENDING, NORMAL, or CHOPPY • Flip: Whether a regime change is building When status shows FADING or worse, the regime may be losing conviction. Yellow-tinted volume bars appear after three consecutive bars of weakening status, providing early warning of potential regime changes. 𝗦𝘁𝗲𝗽 𝟯: 𝗪𝗮𝘁𝗰𝗵 𝗳𝗼𝗿 𝗦𝗶𝗴𝗻𝗮𝗹𝘀 Bullish signals appear as green labels with an up arrow above volume spikes during accumulation. Bearish signals appear as red labels with a down arrow during distribution. Labels include: • Star ratings indicating quality (more stars suggest more confluence) • Target emoji when five or more factors align • HTF emoji when higher timeframe agrees Hover over any signal label to see detailed tooltip information including quality percentage, risk levels, position sizing suggestions, and specific confluence factors present. 𝗦𝘁𝗲𝗽 𝟰: 𝗖𝗵𝗲𝗰𝗸 𝗛𝗧𝗙 𝗔𝗹𝗶𝗴𝗻𝗺𝗲𝗻𝘁 (𝗜𝗳 𝗘𝗻𝗮𝗯𝗹𝗲𝗱) When multi-timeframe filtering is enabled, a second table appears showing HTF regime states. Green checkmarks indicate alignment, red X marks indicate disagreement. For maximum confluence, all timeframes should agree on regime direction. 𝗦𝘁𝗲𝗽 𝟱: 𝗠𝗼𝗻𝗶𝘁𝗼𝗿 𝗘𝘅𝗶𝘁 𝗪𝗮𝗿𝗻𝗶𝗻𝗴𝘀 Yellow warning labels appear when exit conditions trigger: regime flips, flow reversals, critical weakness, time-based exits, or target hits. These suggest reviewing open positions. The tooltip explains the specific exit reason. 𝗦𝘁𝗲𝗽 𝟲: 𝗖𝗼𝗺𝗯𝗶𝗻𝗲 𝗠𝘂𝗹𝘁𝗶𝗽𝗹𝗲 𝗙𝗮𝗰𝘁𝗼𝗿𝘀 The indicator provides the most context when multiple elements align: 𝘌𝘹𝘢𝘮𝘱𝘭𝘦 𝘚𝘤𝘦𝘯𝘢𝘳𝘪𝘰 𝘈 (𝘛𝘳𝘦𝘯𝘥 𝘊𝘰𝘯𝘵𝘪𝘯𝘶𝘢𝘵𝘪𝘰𝘯): Regime shows ACCUMULATION at 72% strength with STRONG status. Structure displays checkmark (HH/HL confirmed). Market character shows TRENDING. A volume spike triggers a bullish signal with two stars and HTF alignment. Multiple factors agreeing during an established regime suggests trend may continue, though no outcome is guaranteed. 𝘌𝘹𝘢𝘮𝘱𝘭𝘦 𝘚𝘤𝘦𝘯𝘢𝘳𝘪𝘰 𝘉 (𝘔𝘰𝘮𝘦𝘯𝘵𝘶𝘮 𝘍𝘢𝘥𝘪𝘯𝘨): Regime shows DISTRIBUTION but status has shifted to FADING. Strength dropped from 65% to 48% over recent bars. Structure shows conflict (regime bearish but structure making higher lows). Volume bars have turned yellow. This type of internal disagreement often appears before regime changes or consolidation periods. 𝘌𝘹𝘢𝘮𝘱𝘭𝘦 𝘚𝘤𝘦𝘯𝘢𝘳𝘪𝘰 𝘊 (𝘌𝘹𝘩𝘢𝘶𝘴𝘵𝘪𝘰𝘯 𝘞𝘢𝘳𝘯𝘪𝘯𝘨): After an extended rally, regime shows ACCUMULATION but status reads CRITICAL. Health indicator shows CAUTION with two warnings active. An absorption bar appears (volume spike with small body and large upper wick). The Flip row shows regime change building. None of this guarantees reversal, but multiple warning signs appearing together suggest caution. 𝘌𝘹𝘢𝘮𝘱𝘭𝘦 𝘚𝘤𝘦𝘯𝘢𝘳𝘪𝘰 𝘋 (𝘉𝘳𝘦𝘢𝘬𝘰𝘶𝘵 𝘍𝘳𝘰𝘮 𝘊𝘰𝘯𝘴𝘰𝘭𝘪𝘥𝘢𝘵𝘪𝘰𝘯): Regime has shown NEUTRAL for several sessions with volume bars gray and muted. Market character displays CHOPPY. Then a volume spike triggers with regime flipping to ACCUMULATION, confirmed by structure shift to HH/HL. A three-star signal appears with target emoji. When multiple elements shift together after a quiet period, consolidation may be resolving into a directional move. ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ 🔶 𝗡𝗔𝗩𝗜𝗚𝗔𝗧𝗜𝗡𝗚 𝗗𝗜𝗙𝗙𝗘𝗥𝗘𝗡𝗧 𝗠𝗔𝗥𝗞𝗘𝗧 𝗖𝗢𝗡𝗗𝗜𝗧𝗜𝗢𝗡𝗦 𝗧𝗿𝗲𝗻𝗱𝗶𝗻𝗴 𝗠𝗮𝗿𝗸𝗲𝘁𝘀 During sustained trends, the indicator typically shows persistent regime state (accumulation in uptrends, distribution in downtrends) with STRONG status and TRENDING market character. Structure should confirm with appropriate swing point patterns. Signals receive quality bonuses during trending conditions. Focus on signals that align with the established regime rather than counter-trend setups. The regime strength percentage and status provide ongoing confirmation that the trend remains healthy. 𝗥𝗮𝗻𝗴𝗶𝗻𝗴 𝗠𝗮𝗿𝗸𝗲𝘁𝘀 During consolidation, expect frequent regime shifts between accumulation, distribution, and neutral. Market character will display CHOPPY, and quality scores receive penalties. Structure may show mixed readings. Signal frequency increases but quality decreases. Consider using stricter filtering (higher volume threshold, HTF requirement) or waiting for regime stability before acting. The stability index in the regime table tracks flip frequency to help identify choppy conditions. 𝗛𝗶𝗴𝗵 𝗩𝗼𝗹𝗮𝘁𝗶𝗹𝗶𝘁𝘆 𝗘𝘃𝗲𝗻𝘁𝘀 During news events or volatility spikes, the auto-adapt feature adjusts thresholds based on ATR readings. Higher volatility raises the bar for regime changes, reducing whipsaws. Volume spikes during high volatility require greater statistical significance. The regime table tooltip shows current adaptive settings for transparency. Signals during extreme volatility should be interpreted with additional caution. ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ 🔶 𝗧𝗘𝗖𝗛𝗡𝗜𝗖𝗔𝗟 𝗗𝗘𝗧𝗔𝗜𝗟𝗦 • Volume spike detection uses z-score normalization against a lookback window • Regime scoring combines velocity, trend, flow, and volume components with configurable weights • Regime changes require multi-bar confirmation above thresholds • Structure detection uses pivot-based swing point identification • Footprint classification analyzes body-to-range ratio and wick proportions • Quality scoring aggregates multiple factors with caps and multipliers • HTF data uses request.security with lookahead disabled (non-repainting) • All signals fire on bar close only (non-repainting architecture) • Parameters adapt automatically based on timeframe category ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ 🔶 𝗨𝗡𝗜𝗤𝗨𝗘 𝗙𝗘𝗔𝗧𝗨𝗥𝗘𝗦 • Timeframe Adaptive: All parameters (lookbacks, thresholds, confirmations) automatically scale based on whether the chart shows scalp, intraday, swing, or position timeframes. • Multi-Layer Warning System: Four warning levels (STRONG, FADING, WEAKENING, CRITICAL) provide graduated alerts as regimes deteriorate, rather than binary flip signals. • Structure-Regime Validation: Cross-references detected regime against actual price structure (swing highs/lows) to identify potential divergences. • Volume Footprint Classification: Distinguishes between momentum-driven volume spikes and absorption patterns that may indicate different market participant behavior. • Quality-Based Position Sizing: Suggested position sizes scale based on signal quality, with higher confluence signals receiving larger size recommendations. • Non-Repainting Architecture: All calculations use confirmed bar data only. Historical display matches real-time behavior exactly. ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ 🔶 𝗦𝗘𝗧𝗧𝗜𝗡𝗚𝗦 𝗢𝗩𝗘𝗥𝗩𝗜𝗘𝗪 • Detection: Volume spike threshold, signal cooldown, regime sensitivity mode, auto-adapt toggle, warning display toggle • Risk: Account size, risk percentage, ATR length, stop/target multipliers, partial exit percentage, trailing stop and breakeven settings • Multi-Timeframe: HTF enable toggles, timeframe selections, strict mode, minimum HTF strength threshold • Strategy: Trading mode selection (Trend Following, Mean Reversion, or Hybrid), mean reversion threshold • Display: Toggles for regime table, background colors, exit warnings, quality stars, management labels, tooltips, and HTF table • Table Style: Layout orientation, table positions, text sizes, border and frame widths ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ 🔶 𝗔𝗟𝗘𝗥𝗧𝗦 25 alert conditions available: • Bull Signal / Bear Signal / Any Signal: Core directional signals with quality and position details • Target 1 Hit / Breakeven: Position management milestones • Exit Warning: Triggered when exit conditions appear • Regime to Accumulation / Distribution / Neutral: Individual regime change alerts • Any Regime Change: Fires on any regime transition • Regime Weakening: Early warning of deteriorating regime • Momentum Fading / Flow Deteriorating / Volume Drying: Leading exit indicators • Multiple Warnings: Fires when two or more warning conditions active • HTF Aligned / HTF Broke: Multi-timeframe alignment changes • Structure Bullish / Structure Bearish: Price structure shifts • Structure Conflict: When structure disagrees with regime • Momentum Footprint / Absorption Footprint: Volume footprint detection • Market Trending / Market Choppy: Market character changes • High Confluence Signal: Signals with five or more factors aligned ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ 🔶 𝗟𝗜𝗠𝗜𝗧𝗔𝗧𝗜𝗢𝗡𝗦 • Requires Volume Data: Instruments without reliable volume data (some forex pairs, indices) will produce unreliable readings. • Analysis Tool, Not Signal Generator: This indicator identifies conditions that may warrant attention. It does not provide entry/exit instructions and should not be followed mechanically. • Lagging Component: Regime detection requires confirmation bars, introducing necessary lag. Fast reversals may not be captured in time. • No Guarantee of Outcomes: High quality scores and multiple confluence factors improve context but do not predict results. Markets can move against any setup. • HTF Limitations: Higher timeframe data updates on HTF bar closes, not continuously. Brief alignment windows may be missed. ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ 🔶 𝗖𝗢𝗡𝗖𝗟𝗨𝗦𝗜𝗢𝗡 Volume Oracle provides a structured framework for analyzing volume flow through regime detection, structure validation, footprint classification, quality scoring, and multi-timeframe confluence. The indicator is designed to help traders identify accumulation and distribution phases and assess the conviction behind detected regimes. Multiple warning systems provide early indication when regimes may be losing strength. ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ 🔶 𝗗𝗜𝗦𝗖𝗟𝗔𝗜𝗠𝗘𝗥 Trading is risky and most traders lose money. This indicator is provided for informational and educational purposes only. It does not constitute financial advice, and past performance does not guarantee future results. All content, tools, and analysis should not be considered as recommendations to buy or sell any asset. Users are solely responsible for their own trading decisions. Always use proper risk management and consider consulting a qualified financial advisor before making trading decisions. ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ Built with PineScript v6. Non-repainting. All signals confirmed on bar close.
Pine Script® 인디케이터
SignalPilotLabs의
Exchange Sessions - Bollinger Bands Version [FervTrades]This indicator visualizes the four major trading sessions (New York orange, London blue, Tokyo pink, Sydney yellow) using fixed UTC timings optimized for crypto/forex markets and UTC+8 equivalents noted in code. It overlays customizable session ranges (90% transparent boxes), Bollinger Bands (20-period, 2σ default), optional trendlines (linear regression with R²), session means, or max/min levels, plus daily dividers with weekday labels for clear session isolation during high-volume overlaps like London/NY. Key Features - Session Dashboard: Real-time table (top-right default) shows active/inactive status (green/red), trend strength (R² >0 bullish), BB width (expansion/contraction), and volatility (σ) for each session; toggle advanced mode for metrics. ​ - Bollinger Bands Per Session: Session-specific BB calculated incrementally during active hours only, plotted with basis (solid), upper/lower (translucent); ideal for spotting volatility squeezes or breakouts within sessions. ​ - Flexible Overlays: Enable/disable per session and type (range, BB, trendline, mean, max/min); trendlines use weighted linear regression for directional bias. ​ ----------------Session Times (UTC)---------------- Session Time (UTC) PHT Equivalent New York 13:00-22:00 9PM-6AM London 08:00-16:30 4PM-12:30AM Tokyo 00:00-09:00 8AM-5PM Sydney 22:00-07:00 6AM-3PM (next day) Refer to this image: Perfect for orderflow traders focusing on institutional sessions—pair with volume/delta tools to time entries on BB touches or range breaks. No DST issues; works on any timeframe.
Pine Script® 인디케이터
FervTrades의
1
LH Alert Orb & SessionsLH Alert Orb & Session Levels LH Alert ORB & Sessions is a multi-module intraday trading overlay that combines an Opening Range Breakout (ORB) framework, automated session reference levels, and a “Sniper” alert engine designed to highlight higher-quality momentum entries during a defined New York trading window. It is optimized for index futures—especially NQ/MNQ—and is best used on a 5-minute chart for the intended balance of signal quality and structure clarity. The indicator plots EMA 10/20/200 and VWAP for trend/mean reference, then generates Sniper Long/Short alerts only when multiple conditions align: directional EMA trend (10 vs 20), reclaim confirmation relative to VWAP and EMA200 within a configurable lookback window, optional “recent cross” validation, and optional RSI and volume expansion filters. To reduce low-quality signals, the Sniper engine includes comprehensive candle-quality rules (minimum body % to avoid dojis, max wick-to-body ratios to avoid wicky indecision candles, hammer-like rejection filtering, and an optional “wick battle” filter that blocks candles where either wick represents an outsized share of the candle range). Alerts can also be gated by proximity to the current ORB and, optionally, require that both VWAP and EMA200 are contained within the opening range to enforce tighter structure-based entries. The ORB module supports a configurable opening-range duration and an optional custom session (default 08:00–08:15 UTC-5), draws the opening range box, OR High/Low/Mid levels, and optionally displays breakout markers and bias-aware target logic (all breakout signals and targets are disabled by default for a clean chart). Historical ORB drawings can be preserved or hidden based on preference. In addition, the Sessions module continuously tracks and draws key market structure levels for Asia, London, and PreMarket sessions (High/Low and an average line for each), along with prior trading day high/low using a futures-style trading day definition (rolling at 18:00 New York time). Each level is fully style-customizable (color, line style, width), providing a complete intraday roadmap of session extremes and mean levels alongside the Sniper/ORB framework. This script is intended for intraday charts only (it enforces a timeframe below 1D) and is designed to be used as an alert-driven decision aid—prioritizing confluence, structure, and candle quality to reduce noise while keeping all major components configurable via grouped settings.
Pine Script® 인디케이터
jgmtex05의
Bitcoin Halving Cycles [DotGain]Halving Cycles A lightweight, time-anchored Bitcoin halving cycle visualizer built for clean charting, repeatable process planning, and simple profit/DCA timing references. This Code was heavily inspired by KevinSvenson_ who created Bitcoin Halving Cycle Profit . What this indicator does This script plots the key “cycle landmarks” relative to each halving date: Halving (⛏) – the cycle anchor Profit START – marks the beginning of the post-halving profit window (default: 40 weeks ) Profit END / Last Call – marks the final phase of the profit window (default: 77 weeks ) DCA START – marks the point where long-term accumulation becomes the focus again (default: 135 weeks ) How to read it Vertical lines = the exact cycle milestones Bottom labels = description of each milestone aligned to its line (keeps the chart clean) Green background (optional) = active Profit Zone on existing bars Red background (optional) = optional warning zone after Profit END HUD Panel (top-right) The HUD gives you a fast “where are we in the cycle?” view with two modes: Current Cycle Shows: Halving date, Weeks since, and time remaining to Profit START / Last Call / DCA START within the current cycle. Next Halving (Projection) Shows: Countdown to the next enabled future halving, plus the projected weeks from today to Profit START / Last Call / DCA START after that future halving. Future Halvings (manual) You can manually add up to 3 future halving dates (Halving #1–#3). This is useful for forward planning and cycle projection even before the event happens. Enable Halving #1 / #2 / #3 Set Year / Month / Day for each Optional: show/hide future markers & projections Note: background zones only shade existing bars . Future projections are shown via lines/labels. Settings overview Show all cycles – plots every enabled cycle (historical + optional future). If disabled, only the current cycle is drawn. Show Profit Zone background – green shading during the active profit window (current cycle only). Show vertical markers + labels – toggles all milestone lines + labels. Show HUD – toggles the HUD panel. HUD Mode – switch between Current Cycle and Next Halving (Projection). Cycle Logic – edit offsets in weeks (Profit START / Profit END / DCA START). Optional Warning Zone – show a post-profit warning shading for a chosen number of weeks. Have fun :) Disclaimer This Halving Cycles indicator is provided for informational and educational purposes only. It does not, and should not be construed as, financial, investment, or trading advice. This indicator is an independent implementation of a time-based Bitcoin halving cycle visualization tool and is not affiliated with, or endorsed by, any third-party trading systems, strategies, protocols, or trademarked methodologies. The cycle zones, milestone markers, and countdown values displayed by this indicator are generated by a predefined set of algorithmic rules based on historical halving dates and user-defined time offsets. They do not constitute a direct recommendation to buy, sell, or hold any financial instrument or digital asset. All trading and investing in financial markets involves a substantial risk of loss. You may lose part or all of your invested capital. Past performance does not guarantee future results. This indicator highlights historical and projected time-based market cycles and may produce false, lagging, incomplete, or misleading signals. Market behavior is influenced by many external factors and can deviate significantly from historical patterns or expectations. The creator DotGain assumes no responsibility or liability for any financial losses, damages, or decisions made based on the use of this indicator or the information it provides. You are solely responsible for your own trading and investment decisions. Always conduct your own research (DYOR), use proper risk management, validate insights with additional tools or analysis, and consider your personal financial situation and risk tolerance before making any financial decision.
Pine Script® 인디케이터
DotGain의
The System THE SYSTEM — Intraday Market Regime & Decision Framework Overview THE SYSTEM is a closed-source market regime and decision-support framework designed for intraday use, specifically optimized for futures markets. The purpose of the system is not continuous signal generation, but the clear separation of tradable and non-tradable market environments, as well as the statistical reduction of decision-making errors. Applied Elements and Methodology THE SYSTEM is built upon classical technical indicator families (trend, momentum, and volatility-based calculations); however, it does not use them as standalone indicators or for direct signal generation. The roles of these indicators are functionally separated and organized into a hierarchical decision architecture. These individual elements would not provide a trading signal on their own. Architecture Overview The operation of the system is based on four mutually validating logical layers: 1. Market Regime Classification The system continuously classifies the market into one of the following states: Trending, Transitional, or Range/Chop. This classification is based on a combination of volatility, momentum, and structure-based measurements. In a Range/Chop state, signal generation is hard-blocked, and the system prohibits trading. 2. Directional Bias Engine (MTF / HTF Validation) Short-term movements are compared against higher-timeframe trend and structural analysis. The system excludes setups that run counter to the dominant direction, reducing the number of counter-trend and false breakout entries. HTF / MTF parameters are user-adjustable; any modifications are at the user's own risk. 3. Momentum & Volatility Filter Signals can only be activated if the current impulse energy exceeds an adaptive threshold and the volatility environment is statistically suitable for intraday trading. This module filters out low-participation moves, exhausted impulses, and noise-driven price fluctuations. 4. Price Action Validation Layer The system also analyzes the internal structure of candles: body-to-wick ratios, closing positions within the range, and impulse continuity. A signal is generated only if the movement is structurally consistent. Why is it not an Indicator Mashup? THE SYSTEM does not combine indicator values; it builds chains of conditions. A signal can only arise if the market environment is tradable, the direction aligns with the higher timeframe structure, the momentum and volatility are appropriate, and the price action structure is valid. If any layer fails, the system provides no signal. This logic cannot be reproduced by simply merging indicators. Visual Context Logic The background color is the system's primary decision filter: 🟢 Green – Bullish environment (long-only focus). 🔴 Red – Bearish environment (short-only focus). ⚪ Neutral – Transitional zone; both trend and reversal signals may appear. ⚫ Gray – Range / Chop state; signaling is prohibited. Technical Characteristics of Signals Long, Short, Early Exit, and Trailing Stop signals may appear intra-bar, but they only become final upon the closing of the candle. The system does not repaint on a closed candle. A yellow signal warns of momentum exhaustion but is non-deterministic and does not appear in all cases. Optimized Usage Recommended Timeframe: 5 minutes. Reliability may decrease on lower timeframes due to market noise. Typical Instruments: Index futures (NQ, ES, YM, RTY), Commodities (Gold, WTI Oil, Copper, Henry Hub Gas), and Crypto (BTC Futures / Perpetuals). Why is it invite only? The added value is not the existence of the indicators used, but their functional separation, the hierarchical decision logic, and the framework that actively filters out statistically unfavorable trades. The system's goal is not more trades, but fewer, higher-quality decisions. Disclaimer THE SYSTEM is not an automated strategy but a discretionary decision-support tool. Risk management, position sizing, and trade management are the sole responsibility of the user. Past results do not guarantee future performance.
Pine Script® 인디케이터
Kmvadasz의
Price Acceptance MapPrice Acceptance Map Price Acceptance Map is a read-only market context indicator that evaluates whether newly asserted price levels are being accepted, rejected, or remain undefined by subsequent market behavior. Rather than treating trend continuation as confirmation, this indicator frames directional price movement as an attempt to establish a new auction level. That attempt must then be validated or rejected after the fact. The indicator follows three conceptual steps: Environment Qualification Evaluation is permitted only when market structure and volatility conditions are suitable. When these conditions are not met, the indicator intentionally remains silent. Level Assertion Detection Meaningful price expansion beyond recent balance is interpreted as a level claim. Gradual movement may result in no level being defined. Acceptance Verdict Subsequent price behavior determines whether the level is: Accepted (held by the market), Rejected (failed and returned into prior balance), or Undefined (no valid level requiring a verdict). The current state is displayed using a simple, non-interpretive panel: ACCEPTED / LEVEL ACCEPTED NOT ACCEPTED / LEVEL REJECTED UNRESOLVED / LEVEL UNDEFINED Important Notes Indicator only (no signals, no orders) Evaluated on confirmed bar close No intentional repaint or lookahead logic Designed for contextual analysis, not prediction Price Acceptance Map is intended to clarify when the market is making a decision — and when it is not.
Pine Script® 인디케이터
ibotrade의
NY S/R Breakout V1drive.google.com drive.google.com Using ATR, VWAP, and RVOL, we can make assumed breakout lines that follow as the price develops, and when a good breakout happens, the lines won't follow but become slightly static to confirm. The best use I've seen with this indicator is when Price on the 5m closes officially above or below one of the lines, and then shows some bullish push up on the 1m, followed by VWAP price being below price if Bullish, and Above price if Bearish (A good distance is developed for an accurate VWAP) Please note that this indicator was developed using Google AI. Please comment on your thoughts, ideas, and improvements to help this indicator grow! The best settings for this are: Keep only Long Buffer, short Buffer, and VWAP on Turn off the ORB High and Low ATR - 0.3 Relative Volume Threshold - 1.2 These are the settings I found successful for finding confirmed breakouts at 9:30 AM EST, market open This code was developed by @parischristo67 Coded with Gemini
Pine Script® 인디케이터
parischristo67의
Dual HTF EMAMulti-timeframe Exponential Moving Average (EMA) indicator plots two separate higher timeframe (HTF) EMAs of your choice. Displays four EMAs per HTF while providing optional background coloring (bullish/bearish). The background coloring occurs when two EMA's cross per HTF. User can select two of the four EMAs to determine the trend direction as they cross creating the background color. User can configure timeframe, EMA lengths, EMA cross and background, source, and visibility; separately for each timeframe. Default lengths are 9, 21, 50, 200 with source as closed and EMA cross background from EMA 1 and EMA 3. Also clear visual distinction using thick solid lines for HTF 1 and thin dashed lines for HTF 2. Uses request.security() with gaps=barmerge.gaps_on to avoid staircase effects on lower timeframes. This script is ideal for multi-timeframe analysis, helping traders align shorter-term price movements with broader trends from higher timeframes without cluttering the chart.
Pine Script® 인디케이터
Eightgent7의
Engulfing Candle Mid-pointsThis Pine Script, “Engulfing Candle Mid-points,” identifies bullish and bearish engulfing candles within a user-selected intraday time range. For a candle to qualify, it must fully engulf the previous candle’s body in the opposite direction and meet a configurable minimum body size in points. When such a candle is detected, the script draws a horizontal line at the mid-point of the candle’s body, extending forward for a user-defined number of bars. The script stores only the five most recent bullish and bearish lines to keep the chart clean, and all line colors, widths, and extension lengths are configurable, allowing traders to visually track significant price moves during specific trading sessions.
Pine Script® 인디케이터
andrew_blichasz의
Market State Tracker🙏🏻 This is MST (Market State Tracker) , it’s main purpose is to tell whether it's better to take a predefined take-profit, or to expect a runner. Unlike widely-known alternatives, this model is made with top state-space and innovation modelling tech, and it takes the necessary info ‘itself’ (not the derivatives) from the right places. In fancy terms it’s not even a model, it’s an ensemble of several models. If you want to get familiar with other work of mine like this, check UAT . ^^ compared with reverse-engineered Jurik Moving Average in moving window mode … Main use case : take-profit engine. It tells whether to hold a position past its primary 1:1 Risk:Reward take-profit up to the opposite entry), or to close it right away at 1:1. Alternative use case : market state operator. Alternatively the study can be used as a primary market-state operator that would actually define further strategies and actions. It’s very useful if your strategies are not market regime agnostic. Otherwise, use it only as the main use case tells. Other use cases : anything that other mainstream studies are doing, but better* (proceed to the Tech Note in the end of the post): trend detection, price smoothing, crossovers, dynamic S&R etc. … How to use: The script has 2 studies, lower study (blue and red lines) and upper study (purple and gray lines). ... Lower study is less variance & more bias option , in general it’s less preferred than upper study, but if none of your other system layers do not gauge directional info directly and you wanna keep it simply this way, this lower study is what you need. Lower study states -> advised take-profit strategy: When: negative gamma (red line) is above positive gamma (blue line), market is biased towards sell side, so shorts should be held up to the opposite entry, while longs should be closed asap after 1:1 Risk:Reward When: positive gamma (blue line) is above negative gamma (red line), market is biased towards buy side, so longs should be held up to the opposite entry, while shorts should be closed asap after 1:1 Risk:Reward ... Upper study is the preferred one in general because of its higher informational content. Most probably, if you’re already gaining directional info on your other system layers, this one will likely provide you information you don’t gain there. Here the purple line is the lead state estimate, and the gray line is the lagged state estimate, and current price = current bar POC or HLC3 (inferred POC). Upper study states -> advised take-profit strategy: When: current price > purple line > gray line, market is heavily biased towards buy side, so longs should be held up to the opposite entry, while shorts should be closed asap after 1:1 Risk:Reward When: current price < purple line < gray line, market is heavily biased towards sell side, so shorts should be held up to the opposite entry, while longs should be closed asap after 1:1 Risk:Reward When: purple line > gray line > current price, market is biased towards another buy wave, so longs should be held up to the opposite entry, while shorts should be closed asap after 1:1 Risk:Reward When: purple line < gray line < current price, market is biased towards another sell wave, so shorts should be held up to the opposite entry, while longs should be closed asap after 1:1 Risk:Reward All other price x purple line x gray line patterns are considered neutral, and both longs and shorts are done with minimal 1:1 Risk:Reward. Important: if you trade based on current session activity, you have to track current states. If you trade based on previous session levels, you only need the last state of that session that originated the level. Important 2: The script has a setting called “blend”. The differences between all 3 options provided there are extremely low, and moreover it doesn’t change the main part: location of crossovers. So I left it here because I genuinely don’t know yet which of these is the most primordial math option for the current context xd. ... * now about this: Tech note In short: it gains all the information without touching artifacts with the best possible math that runs on O(1) time complexity. The ‘final’ time complexity of the whole method is O(1), both in moving and expanding window modes. The main short-term forecasting & innovations engine, I called it VAPM (Volume Acceleration Price Model) , is inspired by how prediction and NaN fills works on the lowest hardware level, processor cache etc. It’s based on splines , the most fundamental geometrical principles. This is the stuff you can run on FPGAs doing UHFT, not even HFT. Based on lead/lag and negative/positive relationships with the VAPM forecasts, innovations are separated into 4 different streams. Each stream of these 4 then discovers its own adaptive gain (limited by theoretical constraints of the exponential distribution each stream follows). Then, 4 separate PVA (Position Velocity Acceleration) state-space models are run on POC estimate of each bar, using previously computed 4 different adaptive gains. Initial impulse response of the models was almost exactly matched with the Extended Beta(2, 2) Window, provided in UAT open access script (heck the code & description, it would worth it). Then these 4 separate trackers are grouped pairwise and blended into 2, resulting in the lead/lag model. Additionally, 4 adaptive gains are blended into 2 separate pos/neg models. I offer 3 blending options: max(), contraharmonic mean, and Log-Sum-Exp. The differences of outputs based on these 3 options are almost negligible. All possible hidden issues like info leakage from previous finished expanding windows, or special cases of forecasts at the very few first datapoints, are taken into account and solved. The whole method has zero constants and zero pre-optimized or arbitrary values, everything based on fundamental math entities / objects. … ∞
Pine Script® 인디케이터
gorx1의
UFX PRO How it works The indicator plots a single line on the chart that changes position and color depending on the trend: 🟢 Uptrend: The SuperTrend line is below the price → bullish bias 🔴 Downtrend: The SuperTrend line is above the price → bearish bias When the price crosses the SuperTrend line, it often signals a potential trend reversal. ✅ Advantages ✔ Easy to read ✔ Works well in trending markets ✔ Adaptive to volatility ✔ Useful for stops and trend confirmation
Pine Script® 인디케이터
UFXAlgo의
BTC - Power Law 1.5: Dynamic 50/50 Decay OVERVIEW Most Bitcoin models treat the asset as if it exists in a vacuum of infinite exponential growth. The classical Power Law (v1.0) was a groundbreaking start, but as Bitcoin matures into a multi-trillion dollar institutional asset, our models must account for the laws of physics and liquidity. The Power Law 1.5: Dynamic 50/50 Decay is a second-generation structural engine. It doesn't just draw a line; it calculates the structural "Center of Gravity" of Bitcoin’s adoption curve while accounting for the natural maturation (decay) of the network’s growth speed. THE MATHEMATICAL BACKBONE: QUANTILE MEDIAN CALCULATION The "Fair Value" line (blue) is derived using a Log-Log Linear Regression focused on the 50th percentile (Median). The script first transforms the price and the time (days since the Genesis Block) into a logarithmic scale. It then calculates a power-law constant by finding the Absolute Least Deviation across the entire historical dataset since 2011. Specifically, it uses the formula: Price = 10^(Intercept + Slope * log10(Days)) . To ensure the line is a true median, the script calculates the Median Offset of every historical price point from the raw regression line. By shifting the intercept by this median value, we guarantee that exactly 50% of all weekly bars fall above the curve and 50% fall below it, creating a robust, non-biased structural center. THE ALPHA SHADOW: DYNAMIC EXPONENT PROJECTION Unlike standard power-law projections that rely on a static slope, the "Alpha Shadow" (the projection extending from the blue backbone) utilizes a Time-Varying Exponent Model . The model acknowledges that Bitcoin's growth speed—the exponent 'b'—is a decaying function of time, reflecting the diminishing returns of a maturing asset. The script recalculated the Instantaneous Slope on every single bar using the formula: Future_Slope = Initial_Slope - (Decay_Rate * log10(Total_Days_from_Genesis)) . While the Decay Rate (default 0.045) serves as a structural sensitivity constant, its application ensures the growth speed is a dynamic variable rather than a fixed number. Each segment of the dashed green "Shadow" is a unique power-law arc calculated for its specific future time window. This ensures the projection isn't just a straight line drawn on a log chart, but a mathematically tethered curve that "feels" the weight of increasing market capitalization and respects the reality of global liquidity constraints as we approach 2029. HOW TO READ THE CHART • The Backbone (Solid Blue): This is the 50/50 Fair Value. When price is below this line, Bitcoin is structurally "cheap." When price is far above it, the asset is in a state of cyclical expansion. • The Alpha Shadow (Green): This is the mathematical projection of the current curve into 2029. It shows the path of "Fair Value" as the network continues to mature. • The Regime Audit (Dashboard): A real-time table in the middle-right of your chart provides an audit of the model's integrity, including the current slope (b) and the projected Fair Price for Jan 1, 2029. WHY THIS IS "FRESH" Most open-source Power Law scripts on TradingView utilize a Static Linear Regression —calculating a single constant slope that is applied equally to 2011 and 2029. Furthermore, common community models often rely on "Outer Band" fitting (connecting historical cycle peaks to cycle lows). While visually appealing, these methods can be highly sensitive to "Black Swan" outliers and often assume Bitcoin’s growth velocity is a permanent constant. This script stands out by introducing a Maturation Framework . Instead of fitting to volatile extremes, we anchor the logic to a 50/50 Quantile Median , creating a backbone that is mathematically centered regardless of cyclical noise. By then applying a Dynamic Decay Factor to the growth exponent, we move away from the "static bands" approach and toward a model that respects the physical reality of a maturing, multi-trillion-dollar asset class. This provides a structurally grounded, institutional-grade view of Bitcoin’s trajectory that accounts for the diminishing returns inherent in global adoption. DISCLAIMER This script is for educational and macro-analytical purposes only. It does not constitute financial advice. The 2029 projection is a mathematical extrapolation based on historical data and decay constants; it is not a guarantee of future price action. TAGS bitcoin, powerlaw, macro, regression, fairvalue, btc, projection, quantitative, math, structural, Rob Maths, robmaths, Rob_Maths
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