Open Interest Z-Score [BackQuant]Open Interest Z-Score
A standardized pressure gauge for futures positioning that turns multi venue open interest into a Z score, so you can see how extreme current positioning is relative to its own history and where leverage is stretched, decompressing, or quietly re loading.
What this is
This indicator builds a single synthetic open interest series by aggregating futures OI across major derivatives venues, then standardises that aggregated OI into a rolling Z score. Instead of looking at raw OI or a simple change, you get a normalized signal that says "how many standard deviations away from normal is positioning right now", with optional smoothing, reference bands, and divergence detection against price.
You can render the Z score in several plotting modes:
Line for a clean, classic oscillator.
Colored line that encodes both sign and momentum of OI Z.
Oscillator histogram that makes impulses and compressions obvious.
The script also includes:
Aggregated open interest across Binance, Bybit, OKX, Bitget, Kraken, HTX, and Deribit, using multiple contract suffixes where applicable.
Choice of OI units, either coin based or converted to USD notional.
Standard deviation reference lines and adaptive extreme bands.
A flexible smoothing layer with multiple moving average types.
Automatic detection of regular and hidden divergences between price and OI Z.
Alerts for zero line and ±2 sigma crosses.
Aggregated open interest source
At the core is the same multi venue OI aggregation engine as in the OI RSI tool, adapted from NoveltyTrade's work and extended for this use case. The indicator:
Anchors on the current chart symbol and its base currency.
Loops over a set of exchanges, gated by user toggles:
Binance.
Bybit.
OKX.
Bitget.
Kraken.
HTX.
Deribit.
For each exchange, loops over several contract suffixes such as USDT.P, USD.P, USDC.P, USD.PM to cover the common perp and margin styles.
Requests OI candles for each exchange plus suffix pair into a small custom OI type that carries open, high, low and close of open interest.
Converts each OI stream into a common unit via the sw method:
In COIN mode, OI is normalized relative to the coin.
In USD mode, OI is scaled by price to approximate notional.
Exchange specific scaling factors are applied where needed to match contract multipliers.
Accumulates all valid OI candles into a single combined OI "candle" by summing open, high, low and close across venues.
The result is oiClose , a synthetic close for aggregated OI that represents cross venue positioning. If there is no valid OI data for the symbol after this process, the script throws a clear runtime error so you know the market is unsupported rather than quietly plotting nonsense.
How the Z score is computed
Once the aggregated OI close is available, the indicator computes a rolling Z score over a configurable lookback:
Define subject as the aggregated OI close.
Compute a rolling mean of this subject with EMA over Z Score Lookback Period .
Compute a rolling standard deviation over the same length.
Subtract the mean from the current OI and divide by the standard deviation.
This gives a raw Z score:
oi_z_raw = (subject − mean) ÷ stdDev .
Instead of plotting this raw value directly, the script passes it through a smoothing layer:
You pick a Smoothing Type and Smoothing Period .
Choices include SMA, HMA, EMA, WMA, DEMA, RMA, linear regression, ALMA, TEMA, and T3.
The helper ma function applies the chosen smoother to the raw Z score.
The result is oi_z , a smoothed Z score of aggregated open interest. A separate EMA with EMA Period is then applied on oi_z to create a signal line ma that can be used for crossovers and trend reads.
Plotting modes
The Plotting Type input controls how this Z score is rendered:
1) Line
In line mode:
The smoothed OI Z score is plotted as a single line using Base Line Color .
The EMA overlay is optionally plotted if Show EMA is enabled.
This is the cleanest view when you want to treat OI Z like a standard oscillator, watching for zero line crosses, swings, and divergences.
2) Colored Line
Colored line mode adds conditional color logic to the Z score:
If the Z score is above zero and rising, it is bright green, representing positive and strengthening positioning pressure.
If the Z score is above zero and falling, it shifts to a cooler cyan, representing positive but weakening pressure.
If the Z score is below zero and falling, it is bright red, representing negative and strengthening pressure (growing net de risking or shorting).
If the Z score is below zero and rising, it is dark red, representing negative but recovering pressure.
This mapping makes it easy to see not only whether OI is above or below its historical mean, but also whether that deviation is intensifying or fading.
3) Oscillator
Oscillator mode turns the Z score into a histogram:
The smoothed Z score is plotted as vertical columns around zero.
Column colors use the same conditional palette as colored line mode, based on sign and change direction.
The histogram base is zero, so bars extend up into positive Z and down into negative Z.
Oscillator mode is useful when you care about impulses in positioning, for example sharp jumps into positive Z that coincide with fast builds in leverage, or deep spikes into negative Z that show aggressive flushes.
4) None
If you only want reference lines, extreme bands, divergences, or alerts without the base oscillator, you can set plotting to None and keep the rest of the tooling active.
The EMA overlay respects plotting mode and only appears when a visible Z score line or histogram is present.
Reference lines and standard deviation levels
The Select Reference Lines input offers two styles:
Standard Deviation Levels
Plots small markers at zero.
Draws thin horizontal lines at +1, +2, −1 and −2 Z.
Acts like a classic Z score ladder, zero as mean, ±1 as normal band, ±2 as outer band.
This mode is ideal if you want a textbook statistical framing, using ±1 and ±2 sigma as standard levels for "normal" versus "extended" positioning.
Extreme Bands
Extreme bands build on the same ±1 and ±2 lines, then add:
Upper outer band between +3 and +4 Z.
Lower outer band between −3 and −4 Z.
Dynamic fill colors inside these bands:
If the Z score is positive, the upper band fill turns red with an alpha that scales with the magnitude of |Z|, capped at a chosen max strength. Stronger deviations towards +4 produce more opaque red fills.
If the Z score is negative, the lower band fill turns green with the same adaptive alpha logic, highlighting deep negative deviations.
Opposite side bands remain a faint neutral white when not in use, so they still provide structural context without shouting.
This creates a visual "danger zone" for position crowding. When the Z score enters these outer bands, open interest is many standard deviations away from its mean and you are dealing with rare but highly loaded positioning states.
Z score as a positioning pressure gauge
Because this is a Z score of aggregated open interest, it measures how unusual current positioning is relative to its own recent history, not just whether OI is rising or falling:
Z near zero means total OI is roughly in line with normal conditions for your lookback window.
Positive Z means OI is above its recent mean. The further above zero, the more "crowded" or extended positioning is.
Negative Z means OI is below its recent mean. Deep negatives often mark post flush environments where leverage has been cleared and the market is under positioned.
The smoothing options help control how much noise you want in the signal:
Short Z score lookback and short smoothing will react quickly, suited for short term traders watching intraday positioning shocks.
Longer Z score lookback with smoother MA types (EMA, RMA, T3) give a slower, more structural view of where the crowd sits over days to weeks.
Divergences between price and OI Z
The indicator includes automatic divergence detection on the Z score versus price, using pivot highs and lows:
You configure Pivot Lookback Left and Pivot Lookback Right to control swing sensitivity.
Pivots are detected on the OI Z series.
For each eligible pivot, the script compares OI Z and price at the last two pivots.
It looks for four patterns:
Regular Bullish – price makes a lower low, OI Z makes a higher low. This can indicate selling exhaustion in positioning even as price washes out. These are marked with a line and a label "ℝ" below the oscillator, in the bullish color.
Hidden Bullish – price makes a higher low, OI Z makes a lower low. This suggests continuation potential where price holds up while positioning resets. Marked with "ℍ" in the bullish color.
Regular Bearish – price makes a higher high, OI Z makes a lower high. This is a classic warning sign of trend exhaustion, where price pushes higher while OI Z fails to confirm. Marked with "ℝ" in the bearish color.
Hidden Bearish – price makes a lower high, OI Z makes a higher high. This is often seen in pullbacks within downtrends, where price retraces but positioning stretches again in the direction of the prevailing move. Marked with "ℍ" in the bearish color.
Each divergence type can be toggled globally via Show Detected Divergences . Internally, the script restricts how far back it will connect pivots, so you do not get stray signals linking very old structures to current bars.
Trading applications
Crowding and squeeze risk
Z scores are a natural way to talk about crowding:
High positive Z in aggregated OI means the market is running high leverage compared to its own norm. If price is also extended, the risk of a squeeze or sharp unwind rises.
Deep negative Z means leverage has been cleaned out. While it can be painful to sit through, this environment often sets up cleaner new trends, since there is less one sided positioning to unwind.
The extreme bands at ±3 to ±4 highlight the rare states where crowding is most intense. You can treat these events as regime markers rather than day to day noise.
Trend confirmation and fade selection
Combine Z score with price and trend:
Bull trends with positive and rising Z are supported by fresh leverage, usually more persistent.
Bull trends with flat or falling Z while price keeps grinding up can be more fragile. Divergences and extreme bands can help identify which edges you do not want to fade and which you might.
In downtrends, deep negative Z that stays pinned can mean persistent de risking. Once the Z score starts to mean revert back toward zero, it can mark the early stages of stabilization.
Event and liquidation context
Around major events, you often see:
Rapid spikes in Z as traders rush to position.
Reversal and overshoot as liquidations and forced de risking clear the book.
A move from positive extremes through zero into negative extremes as the market transitions from crowded to under exposed.
The Z score makes that path obvious, especially in oscillator mode, where you see a block of high positive bars before the crash, then a slab of deep negative bars after the flush.
Settings overview
Z Score group
Plotting Type – None, Line, Colored Line, Oscillator.
Z Score Lookback Period – window used for mean and standard deviation on aggregated OI.
Smoothing Type – SMA, HMA, EMA, WMA, DEMA, RMA, linear regression, ALMA, TEMA or T3.
Smoothing Period – length for the selected moving average on the raw Z score.
Moving Average group
Show EMA – toggle EMA overlay on Z score.
EMA Period – EMA length for the signal line.
EMA Color – color of the EMA line.
Thresholds and Reference Lines group
Select Reference Lines – None, Standard Deviation Levels, Extreme Bands.
Standard deviation lines at 0, ±1, ±2 appear in both modes.
Extreme bands add filled zones at ±3 to ±4 with adaptive opacity tied to |Z|.
Extra Plotting and UI
Base Line Color – default color for the simple line mode.
Line Width – thickness of the oscillator line.
Positive Color – positive or bullish condition color.
Negative Color – negative or bearish condition color.
Divergences group
Show Detected Divergences – master toggle for divergence plotting.
Pivot Lookback Left and Pivot Lookback Right – how many bars left and right to define a pivot, controlling divergence sensitivity.
Open Interest Source group
OI Units – COIN or USD.
Exchange toggles for Binance, Bybit, OKX, Bitget, Kraken, HTX, Deribit.
Internally, all enabled exchanges and contract suffixes are aggregated into one synthetic OI series.
Alerts included
The indicator defines alert conditions for several key events:
OI Z Score Positive – Z crosses above zero, aggregated OI moves from below mean to above mean.
OI Z Score Negative – Z crosses below zero, aggregated OI moves from above mean to below mean.
OI Z Score Enters +2σ – Z enters the +2 band and above, marking extended positive positioning.
OI Z Score Enters −2σ – Z enters the −2 band and below, marking extended negative positioning.
Tie these into your strategy to be notified when leverage moves from normal to extended states.
Notes
This indicator does not rely on price based oscillators. It is a statistical lens on cross venue open interest, which makes it a complementary tool rather than a replacement for your existing price or volume signals. Use it to:
Quantify how unusual current futures positioning is compared to recent history.
Identify crowded leverage phases that can fuel squeezes.
Spot structural divergences between price and positioning.
Frame risk and opportunity around events and regime shifts.
It is not a complete trading system. Combine it with your own entries, exits and risk rules to get the most out of what the Z score is telling you about positioning pressure under the hood of the market.
Scalping
One Candle 5min Retest Strategy🚀 One Candle 5min Retest Strategy (OCRS) – Your Morning on Autopilot
Less drawing, more trading.
Sick of drawing the opening range manually every single morning? Or catching yourself FOMOing into trades before the candle even closes? The OCRS Indicator automates the heavy lifting for the "First Candle" / "One Candle Retest" strategy (Scarface Trades style).
It’s basically a tool to keep you honest and save you time.
🧠 Why use it?
Forced Patience: The range lines stay PURPLE while the first 5 minutes are playing out. That’s your sign to chill and wait. No early entries.
Instant Levels: Once the range closes, the lines snap to BLUE (High) and ORANGE (Low) . You see the levels immediately.
The "Zone" Finder: If price breaks out, the script finds the specific Order Block for you (the last contrary candle before the move) and draws the retest box.
Bullish Breakout? Catches the last red candle.
Bearish Breakout? Catches the last green candle.
No Confusion: Markets are messy. If price fakes a pump and then dumps, the indicator keeps the old zone and draws the new one. You see exactly what's happening.
🛠️ The Good Stuff:
Set and Forget: Auto-syncs to NY Open (09:30 EST). Works on any timeframe.
Clean Charts: Lines only run for 90 minutes. No clutter for the rest of the day.
Day Separator: A simple vertical line marks the next session. Perfect for backtesting —you know exactly when to hit pause before the next open.
No Wicks: Boxes only paint when the candle actually closes outside the range. Zero fakeouts.
Your Style: Turn boxes on/off or change colors to match your vibe.
🎯 How to trade it:
Chill for the first 5 minutes (09:30 - 09:35 NY). Purple lines = hands off.
Watch for the break.
Candle CLOSES above Blue? Wait for the Blue Box .
Candle CLOSES below Orange? Wait for the Orange Box .
The Setup: Wait for price to tap back into the box.
Entry: Find your confirmation inside that zone and take the trade.
Keep your morning simple. Install OCRS and trade with clarity.
Note: This is just a tool to help with the strategy. Risk management is still on you.
Bollinger Bands Forecast [QuantAlgo]🟢 Overview
Bollinger Bands are widely recognized for mapping volatility boundaries around price action, but they inherently lag behind market movement since they calculate based on completed bars. The Bollinger Bands Forecast addresses this limitation by adding a predictive layer that attempts to project where the upper band, lower band, and basis line might position in the future. The indicator provides three unique analytical models for generating these projections: one examines swing structure and breakout patterns, another integrates volume flow and accumulation metrics, while the third applies statistical trend fitting. Traders can select whichever methodology aligns with their market view or trading style to gain visibility into potential future volatility zones that could inform position planning, risk management, and timing decisions across various asset classes and timeframes.
🟢 How It Works
The core calculation begins with traditional Bollinger Bands: a moving average basis line (configurable as SMA, EMA, SMMA/RMA, WMA, or VWMA) with upper and lower bands positioned at a specified number of standard deviations away. The forecasting extension works by first generating predicted price values for upcoming bars using the selected method. These projected prices then feed into a rolling calculation that simulates how the basis line would update bar by bar, respecting the mathematical properties of the chosen moving average type. As each new forecasted price enters the calculation window, the oldest historical price drops out, mimicking the natural progression of the moving average. The system recalculates standard deviation across this evolving price window and applies the multiplier to determine where upper and lower bands would theoretically sit. This process repeats for each of the forecasted bars, creating a connected chain of potential future band positions that render as dashed lines on the chart.
🟢 Key Features
1. Market Structure Model
This forecasting approach interprets price through the lens of swing analysis and structural patterns. The algorithm identifies pivot highs and lows across a definable lookback window, then tracks whether price is forming higher highs and higher lows (bullish structure) or lower highs and lower lows (bearish structure). The system looks for break of structure (BOS) when price pushes beyond a previous swing point in the trending direction, or change of character (CHoCH) when price starts creating opposing swing patterns.
When projecting future prices, the model considers current distance from recent swing levels and the strength of the established trend (measured by counting higher highs versus lower lows). If bullish structure dominates and price sits near a swing low, the forecast biases upward. Conversely, bearish structure near a swing high produces downward bias. ATR scaling ensures the projection magnitude relates to actual market volatility.
Practical Implications for Traders:
Useful when you trade based on swing points and structural breaks
The Structure Influence slider (0 to 1) lets you dial in how much weight structure analysis carries versus pure trend
Helps visualize where bands could form around key structural levels you're watching
Works better in trending conditions where structure patterns are clearer
Might be less effective in choppy, sideways markets without defined swings
2. Volume-Weighted Model
This method attempts to incorporate volume flow into the price forecast. It combines three volume-based metrics: On-Balance Volume (OBV) to track cumulative buying/selling pressure, the Accumulation/Distribution Line to measure money flow, and volume-weighted price changes to emphasize moves that occur on high volume. The algorithm calculates the slope of these indicators to determine if volume is confirming price direction or diverging from it.
Volume spikes above a configurable threshold are flagged as potentially significant, with the direction of the spike (whether it occurred on an up bar or down bar) influencing the forecast. When OBV, A/D Line, and volume momentum all align in the same direction, the model projects stronger moves. When they conflict or show weak volume support, the forecast becomes more conservative.
Practical Implications for Traders:
Relevant if you use volume analysis to confirm price moves
More meaningful in markets with reliable volume data
The Volume Influence parameter (0 to 1) controls how much volume factors into the projection
Volume Spike Threshold adjusts sensitivity to what constitutes unusual volume
Helps spot scenarios where volume doesn't support a move, suggesting possible consolidation
Might be less effective in low-liquidity instruments or markets where volume reporting is unreliable
3. Linear Regression Model
The simplest of the three methods, linear regression fits a straight line through recent price data using least-squares mathematics and extends that line forward. This creates a clean trend projection without conditional logic or interpretation of market characteristics. The forecast simply asks: if the recent trend continues at its current rate of change, where would price be in 10 or 20 bars?
Practical Implications for traders:
Provides a neutral, mathematical baseline for comparison
Works well when trends are steady and consistent
Can be useful for backtesting since results are deterministic
Requires minimal configuration beyond lookback period
Might not adapt to changing market conditions as dynamically as the other methods
Best suited for trending markets rather than ranging or volatile conditions
🟢 Universal Applications Across All Models
Regardless of which forecasting method you select, the indicator projects future Bollinger Band positions that may help with:
▶ Pre-planning entries and exits: See where potential support (lower band) or resistance (upper band) might develop before price gets there
▶ Volatility context: Observe whether forecasted bands are widening (suggesting potential volatility expansion) or narrowing (possible compression or squeeze setup)
▶ Target setting: Reference projected band levels when determining profit targets or stop placement
▶ Mean reversion scenarios: Visualize potential paths back toward the basis line when price extends to a band extreme
▶ Breakout anticipation: Consider where upper or lower bands might sit if price begins a strong directional move
▶ Strategy development: Build trading rules around forecasted band interactions, such as entering when price is projected to return to the basis or exit when forecasts show band expansion
▶ Method comparison: Switch between the three forecasting models to see if they agree or diverge, potentially using consensus as a confidence filter
It's critical to understand that these forecasts are projections based on recent market behavior. Markets are complex systems influenced by countless factors that cannot be captured in a technical calculation or predicted perfectly. The forecasted bands represent one possible scenario of how volatility might unfold, so actual price action may still diverge from these projections. Past performance and historical patterns provide no assurance of future results. Use these forecasts as one input within a broader trading framework that includes proper risk management, position sizing, and multiple forms of analysis. The value lies not in prediction accuracy but in helping you think probabilistically about potential market states and plan accordingly.
Advanced Confluence DashboardAdvanced Confluence Dashboard - Multi-Indicator Technical Analysis Tool
OVERVIEW
The Advanced Confluence Dashboard is a comprehensive technical analysis tool designed to help traders identify high-probability trade setups by tracking multiple technical indicators simultaneously. The indicator displays up to 13 different technical confluences in an easy-to-read dashboard format, providing both individual signals and an overall market bias percentage. Switch between full table view and condensed view for maximum chart flexibility.
FEATURES
- 13 Technical Confluences: RSI, VWAP, EMA Cross (9/21), MACD, Stochastic, Trend (50 EMA), Bollinger Bands, ADX Strength, Price Momentum, Volume Breakout, VWAP Bands, 200 EMA, and Price Action (Higher Highs/Lower Lows)
- Real-time Confluence Scoring: Automatically calculates bullish vs bearish signal strength
- Multi-Timeframe Support: Analyze indicators on any timeframe while viewing your chart on another
- Customizable Display: Toggle individual indicators on/off, adjust table position, size, and transparency
- ATR Information: Optional ATR display for volatility-based position sizing
- Condensed View Mode: Ultra-minimal display showing only confluence score and ATR (perfect for scalpers who want maximum chart visibility)
- Full Table View: Detailed breakdown of each indicator's value and signal
- Color-Coded Signals: Green (bullish), red (bearish), white (neutral) for instant visual clarity
HOW IT WORKS
The indicator evaluates each enabled technical indicator and assigns it either a bullish or bearish signal based on its current state. The confluence score shows how many indicators are aligned in each direction, giving you a clear percentage-based view of market bias. For example, if 8 out of 13 indicators are bullish, you'll see a 62% LONG BIAS signal.
DISPLAY MODES
Full View: Shows all enabled indicators with their current values and signals in a detailed table format. Perfect for understanding exactly which indicators are bullish or bearish and why.
Condensed View: Shows only the confluence score (e.g., "4/13 LONG | 9/13 SHORT - SHORT BIAS 69%") and optional ATR information. This minimal display keeps your chart clean while still providing the essential confluence data you need for quick trading decisions. Ideal for scalpers and traders who want maximum chart space.
CONFLUENCES EXPLAINED
- RSI: Momentum oscillator (>50 bullish, <50 bearish, shows overbought/oversold)
- VWAP: Volume-weighted average price (above = bullish, below = bearish)
- EMA Cross: Fast EMA (9) vs Slow EMA (21) with price position
- MACD: Trend-following momentum (line above signal = bullish)
- Stochastic: Momentum oscillator (>50 bullish, <50 bearish)
- Trend (50 EMA): Price position relative to 50-period EMA
- Bollinger Bands: Volatility and mean reversion (above middle = bullish)
- ADX Strength: Trend strength indicator (shows strong trends)
- Price Momentum: Rate of price change over specified period
- Volume Breakout: Detects unusual volume with directional bias
- VWAP Bands: Standard deviation bands around VWAP
- 200 EMA: Long-term trend indicator
- Price Action: Higher Highs and Lower Lows pattern detection
SETTINGS
Timeframe Settings:
- Indicator Timeframe: Analyze indicators on a different timeframe than your chart
Display Options:
- Condensed View: Toggle between full table and minimal display
- Show ATR Info: Display/hide ATR information
- Table Position: 9 positions (top/middle/bottom + left/center/right)
- Text Size: Auto, tiny, small, normal, large, huge
- Table Transparency: 0-100%
- Border Width: 1-5 pixels
Confluence Toggles:
- Enable/disable any of the 13 confluences individually
- Confluence score automatically adjusts based on enabled indicators
Indicator Settings:
- RSI Length (default: 14)
- ATR Length (default: 14)
- Fast/Slow EMA (default: 9/21)
- Trend EMA (default: 50)
- Volume SMA Length (default: 20)
- Volume Breakout Multiplier (default: 2.0x)
- Bollinger Bands Length/StdDev (default: 20/2.0)
- ADX Length (default: 14)
- ADX Strength Threshold (default: 25)
- Momentum Length (default: 10)
IDEAL USE CASES
- Scalping: Quick identification of confluence for fast entries/exits - use condensed view for clean charts
- Day Trading: Multi-timeframe analysis for intraday setups
- Swing Trading: Confirmation of longer-term bias
- Risk Management: Higher confluence = higher probability trades
- Trade Filtering: Only take trades when confluence reaches your threshold
- Multi-Monitor Setups: Use condensed view on execution charts, full view on analysis charts
HOW TO USE
1. Add the indicator to your chart
2. Toggle on/off the confluences you prefer to use
3. Choose between Full View (detailed) or Condensed View (minimal)
4. Adjust the table position and size to your preference
5. Look for high confluence percentages (70%+ is strong bias)
6. Use the individual indicator signals (full view) to understand market structure
7. Combine with your trading strategy for entry/exit confirmation
TIPS
- Use Condensed View when scalping to keep your chart clean and uncluttered
- Switch to Full View when you need to analyze which specific indicators are conflicting
- Higher confluence doesn't guarantee success - always use proper risk management
- Consider using 60%+ confluence as a minimum threshold for trades
- Pay attention to which specific indicators are aligned vs conflicting
- Use the ATR display for quick reference on position sizing
- Experiment with different timeframes to find what works for your style
- Disable indicators you don't use to simplify your confluence scoring
DISCLAIMER
This indicator is for educational and informational purposes only. It does not constitute financial advice, investment advice, trading advice, or any other type of advice. Trading and investing in financial markets involves substantial risk of loss and is not suitable for every investor. Past performance is not indicative of future results. Always do your own research and consult with a qualified financial advisor before making any investment decisions.
IDLP – Intraday Daily Levels Pro [FXSMARTLAB]🔥 IDLP – Intraday Daily Levels Pro
IDLP – Intraday Daily Levels Pro is a precision toolkit for intraday traders who rely on objective daily structure instead of repainting indicators and noisy signals.
Every level plotted by IDLP is derived from one simple rule:
Today’s trading decisions must be based on completed market data only.
That means:
✅ No use of the current day’s unfinished data for levels
✅ No lookahead
✅ No hidden repaint behavior
IDLP reconstructs the previous trading day from the intraday chart and then projects that structure forward onto the current session, giving you a stable, institutional-style intraday map.
🧱 1. Previous Daily Levels (Core Structure)
IDLP extracts and displays the full previous daily structure, which you can toggle on/off individually via the inputs:
Previous Daily High (PDH)
Previous Daily Low (PDL)
Previous Daily Open
Previous Daily Close,
Previous Daily Mid (50% of the range)
Previous Daily Q1 (25% of the range)
Previous Daily Q3 (75% of the range)
All of these come from the day that just closed and are then locked for the entire current session.
What these levels tell you:
PDH / PDL – true extremes of yesterday’s price action (liquidity zones, breakout/reversal points).
Previous Daily Open / Close – how the market positioned itself between session start and end
Mid (50%) – equilibrium level of the previous day’s auction.
Q1 / Q3 (25% / 75%) internal structure of the previous day’s range, dividing it into four equal zones and helping you see if price is trading in the lower, middle, or upper quarter of yesterday’s range.
All these levels are non-repaint: once the day is completed, they are fixed and never change when you scroll, replay, or backtest.
🎯 2. Previous Day Pivot System (P, S1, S2, R1, R2)
IDLP includes a classic floor-trader pivot grid, but critically:
It is calculated only from the previous day’s high, low, and close.
So for the current session, the following are fixed:
Pivot P – central reference level of the previous day.
Support 1 (S1) and Support 2 (S2)
Resistance 1 (R1) and Resistance 2 (R2)
These levels are widely used by institutional desks and algos to structure:
mean-reversion plays, breakout zones, intraday targets, and risk placement.
Everything in this section is non-repaint because it only uses the previous day’s fully closed OHLC.
📏 3. 1-Day ADR Bands Around Previous Daily Open
Instead of a multi-day ADR, IDLP uses a pure 1-Day ADR logic:
ADR = Range of the previous day
ADR = PDH − PDL
From that, IDLP builds two clean bands centered around the previous daily Open:
ADR Upper Band = Previous Day Open + (ADR × Multiplier)
ADR Lower Band = Previous Day Open − (ADR × Multiplier)
The multiplier is user-controlled in the inputs:
ADR Multiplier (default: 0.8)
This lets you choose how “tight” or “wide” you want the ADR envelope to be around the previous day’s open.
Typical use cases:
Identify realistic intraday extension targets, Spot exhaustion moves beyond ADR bands, Frame reversals after reaching volatility extremes, Align trades with or against volatility expansion
Again, since ADR is calculated only from the completed previous day, these bands are totally non-repaint during the current session.
🔒 4. True Non-Repaint Architecture
The internal logic of IDLP is built to guarantee non-repaint behavior:
It reconstructs each day using time("D") and tracks:
dayOpen, dayHigh, dayLow, dayClose for the current day
prevDayOpen, prevDayHigh, prevDayLow, prevDayClose for the previous day
At the moment a new day starts:
The “current day” gets “frozen” into prevDay*
These prevDay* values then drive: Previous Daily Levels, Pivots, ADR.
During the current day:
All these “previous day” values stay fixed, no matter what happens.
They do not move in real time, they do not shift in replay.
This means:
What you see in the past is exactly what you would have seen live.
No fake backtests.
No illusion of perfection from repainting behavior.
🎯 5. Designed For Intraday Traders
IDLP – Intraday Daily Levels Pro is made for:
- Day traders and scalpers
- Index and FX traders
- Prop firm challenge trading
- Traders using ICT/SMC-style levels, liquidity, and range logic
- Anyone who wants a clean, institutional-style daily framework without noise
You get:
Previous Day OHLC
Mid / Q1 / Q3 of the previous range
Previous-Day Pivots (P, S1, S2, R1, R2)
1-Day ADR Bands around Previous Day Open
All calculated only from closed data, updated once per day, and then locked.
Stochastic RSI Forecast [QuantAlgo]🟢 Overview
The Stochastic RSI Forecast extends the classic momentum oscillator by projecting potential future K and D line values up to 10 bars ahead. Unlike traditional indicators that only reflect historical price action, this indicator uses three proprietary forecasting models, each operating on different market data inputs (price structure, volume metrics, or linear trend), to explore potential price paths. This unique approach allows traders to form probabilistic expectations about future momentum states and incorporate these projections into both discretionary and algorithmic trading and/or analysis.
🟢 How It Works
The indicator operates through a multi-stage calculation process that extends the RSI-to-Stochastic chain forward in time. First, it generates potential future price values using one of three selectable forecasting methods, each analyzing different market dimensions (structure, volume, or trend). These projected prices are then processed through an iterative RSI calculation that maintains continuity with historical gain/loss averages, producing forecasted RSI values. Finally, the system applies the full stochastic transformation (calculating the position of each forecasted RSI within its range, smoothing with K and D periods) to project potential future oscillator values.
The forecasting models adapt to market conditions by analyzing configurable lookback periods and recalculating projections on every bar update. The implementation preserves the mathematical properties of the underlying RSI calculation while extrapolating momentum trajectories, creating visual continuity between historical and forecasted values displayed as semi-transparent dashed lines extending beyond the current bar.
🟢 Key Features
1. Market Structure Model
This algorithm applies price action analysis by tracking break of structure (BOS) and change of character (CHoCH) patterns to identify potential order flow direction. The system detects swing highs and lows using configurable pivot lengths, then analyzes sequences of higher highs or lower lows to determine bullish or bearish structure bias. When price approaches recent swing points, the forecast projects moves in alignment with the established structure, scaled by ATR (Average True Range) for volatility adjustment.
Potential Benefits for Traders:
Explores potential momentum continuation scenarios during established trends
Identifies areas where structure changes might influence momentum
Could be useful for swing traders and position traders who incorporate structure-based analysis
The Structure Influence parameter (0-1 scale) allows blending between pure trend following and structure-weighted forecasts
Helps visualize potential trend exhaustion through weakening structure patterns
2. Volume-Weighted Model
This model analyzes volume patterns by combining On-Balance Volume (OBV), Accumulation/Distribution Line, and volume-weighted price returns to assess potential capital flow. The algorithm calculates directional volume momentum and identifies volume spikes above customizable thresholds to determine accumulation or distribution phases. When volume indicators align directionally, the forecast projects stronger potential moves; when volume diverges from price trends, it suggests possible reversals or consolidation.
Potential Benefits for Traders:
Incorporates volume analysis into momentum forecasting
Attempts to filter price action by volume support or lack thereof
Could be more relevant in markets where volume data is reliable (equities, crypto, major forex pairs)
Volume Influence parameter (0-1 scale) enables adaptation to different market liquidity profiles
Highlights volume climax patterns that sometimes precede trend changes
Could be valuable for traders who incorporate volume confirmation in their analysis
3. Linear Regression Model
This mathematical approach applies least-squares regression fitting to project price trends based on recent price data. Unlike the conditional logic of the other methods, linear regression provides straightforward trend extrapolation based on the best-fit line through the lookback period.
Potential Benefits for Traders:
Delivers consistent, reproducible forecasts based on statistical principles
Works better in trending markets with clear directional bias
Useful for systematic traders building quantitative strategies requiring stable inputs
Minimal parameter sensitivity (primarily controlled by lookback period)
Computationally efficient with fast recalculation on every bar
Serves as a baseline to compare against the more complex structure and volume methods
🟢 Universal Applications Across All Models
Each forecasting method projects potential future stochastic RSI values (K and D lines), which traders can use to:
▶ Anticipate potential crossovers: Visualize possible K/D crosses several bars ahead
▶ Explore overbought/oversold scenarios: Forecast when momentum might return from extreme zones
▶ Assess divergences: Evaluate how oscillator divergences might develop
▶ Inform entry timing: Consider potential points along the forecasted momentum curve for trade entry
▶ Develop systematic strategies: Build rules based on forecasted crossovers, slope changes, or threshold levels
▶ Adapt to market conditions: Switch between methods based on current market character (trending vs range-bound, high vs low volume)
In short, the indicator's flexibility allows traders to combine forecasting projections with traditional stochastic signals, using historical K/D for immediate reference while considering forecasted values for planning and analysis. As with all technical analysis tools, the forecasts represent one possible scenario among many and should be used as part of a broader trading methodology rather than as standalone signals.
VWAP + EMA9 With SignalsThis script is for scalping on the 5 minute timeframe. It contains signals that indicate intersection of VWAP by the EMA9. It contains Buy signals when a candle closes above both lines indicating a quick continuation of a long position (quick scalp) as well as Sell signals when a candle closes below both lines indicating a quick continuation of a short position (quick scalp). Please note that i do not recommend entries at Buy and Sell signals during Accumulation/Consolidation. Positions should be taken with volume.
KIMATIX VWAP/EMA System (by ASCE)**KIMATIX VWAP/EMA System (by ASCE)**
A precision-built intraday framework for momentum, structure, and liquidity timing.
**Why this indicator exists**
Most traders see movement, but not context. They enter too late, chase momentum, or fade reversals without understanding where institutional players react.
This tool solves that problem by combining two of the most powerful structural concepts in intraday price discovery:
Trend alignment through EMAs
Liquidity reaction zones through VWAPs
Together, they provide directional clarity, timing, and trade location.
**Core Components**
**Three Trend EMAs**
• **EMA 7** – Microtrend and momentum speed
• **EMA 23** – Intraday trend leadership
• **EMA 50** – Higher-timeframe structure anchor
This trio shows how price accelerates, slows, flips bias, or compresses.
**Three Volume-Weighted Average Prices**
• **Daily VWAP** – Primary scalper reference point
• **Weekly VWAP** – Bias filter and intermediate balance zone
• **Monthly VWAP** – High-impact “magnet” where major reactions occur
VWAP represents the fair value where volume is distributed.
When price taps, rejects, or reclaims these levels, liquidity flow shifts — ideal for scalp-to-swing entries.
**What it helps you see**
• When price is aligned with or diverging from trend
• Where momentum will expand or fail
• Which levels larger participants defend
• Where the highest-probability reaction zones form
This is not a signal tool — it is a structure and decision-making framework used by professional intraday traders.
**How to use it**
1. **Trade with VWAP alignment** – expect reactions at daily/weekly/monthly VWAPs
2. **Follow EMA flow** – when EMAs compress or flip, momentum changes
3. **Look for price interaction** – rejection, reclaim, or breakthrough of a VWAP often leads to fast moves
Ideal for scalping, day-trading, futures, FX, indices, crypto, and metals.
**Customization**
Colors for each EMA and each VWAP can be personalized, allowing alignment with your charting workflow.
**Final Notes**
This system gives you the *context* most traders miss — where trend meets liquidity.
Use it as a roadmap to understand where price *should* react and when momentum is likely to shift.
Flow Rider Mother Candle Breakout Long Short indicator - ScalpOVERVIEW
// ═══════════════════════════════════════════════════════════
// 1. Detects HIGH VOLUME "Mother/Big" candles
// 2. Waits for 2+ INSIDE bars (consolidation)
// 3. Enters SHORT on bearish breakout below mother low Enters Long on bullish breakout above
// 4. Stop Loss: Highest point + 1.5x largest upper wick (default)
// 5. Targets: TP1 @ 0.618, TP2 @ 1.618 Fibonacci extensions
XAUMO MegaBar VSA by Mohamed Mahmoud XAUMO MegaBar VSA — Smart Money Breakout & Reversal Engine for XAUUSD
(Educational Use Only)
1) WHAT THIS INDICATOR DOES
XAUMO MegaBar VSA is an institutional-style smart money engine for XAUUSD designed to show you what professional money is doing, not just where price is moving.
It combines:
- MegaBar detection on 1H and 15m
- VSA (Volume Spread Analysis) events
- VPOC / WVPOC and volume clusters
- Liquidity sweeps, CHoCH, order blocks, FVGs
- Full Fibonacci leg mapping (retracements + extensions)
- Pre-built execution ladders (Entry, SL, TP1–TP4, Reverse Fib trades)
All in one dashboard with:
- Color-coded candles
- Clean, ATR-offset labels
- Optional tables and debug panels
So traders can quickly decide:
“Is this move driven by smart money, or is it just noise?”
2) CORE MODULES & FEATURES
A) SESSION + ACCUMULATION / DISTRIBUTION CONTEXT
- Session filter: London, New York, Overlap, or custom.
- Accumulation / distribution zones shaded on chart with adjustable colors/opacity.
- Quick legend so you always know if the market is in “smart money accumulation” or “distribution”.
HOW TRADERS USE IT:
Focus only on your trading session and instantly see if volume is building (accumulation), unloading (distribution), or flat. This helps you avoid trading in dead liquidity.
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B) MEGABAR ENGINE + FIB MAP
- Automatically detects “MegaBars” (institutional candles) on 15m and 1H.
- Uses body size, range, and volume to pick only meaningful bars.
- Builds a full Fibonacci map from each active MegaBar:
• Retracements: 0, 13, 23.6, 38.2, 50, 61.8, 78.6, 86.2, 100, and -33.
• Extensions: 125% up to 600%+ (configurable ladder).
- Per-level style controls:
• Color, width, line style (solid/dotted/dashed).
• Optional price labels with ATR-based offsets.
- Main Fib legend that explains shallow / normal / deep reload zones.
HOW TRADERS USE IT:
You stop guessing where to buy or sell. You trade around the institutional leg:
- Buy dips into defined reload zones after bullish MegaBars.
- Sell rallies into extension zones after bearish MegaBars.
- Use clean, pre-mapped structure for both scalps and swings.
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C) VSA ENGINE + CANDLE LABELING
- Detects a full set of VSA events such as:
• No Demand / No Supply
• Stopping Volume
• Absorption
• Springs / Upthrusts
• Buying Climax / Selling Climax
• Bullish / Bearish EVR
• Tests and confirmed VSA signals at S/R
- Enhances with:
• Body vs total range analysis
• Wick dominance for exhaustion vs aggression
• Momentum and volume confirmation filters
HOW TRADERS USE IT:
Each label becomes a “comment” from smart money on the chart:
- “No Demand” near resistance + weak RVOL = skip long entries.
- “Stopping Volume” + spring at Fib reload zone + VPOC cluster = potential high-quality long.
- Combine VSA with the MegaBar Fib map and volume profile for structured decisions.
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D) SUPERSONIC BREAKOUT ENGINE
- Calculates a breakout strength score using:
• RVOL and volume expansion
• Spread expansion vs recent bars
• Body quality (body vs range)
• Bar progress (how much of the candle’s time has elapsed)
- Differentiates:
• Potential vs confirmed breakouts
• Strong, volume-backed moves vs weak spikes
- Optional debug label explaining:
• Momentum score
• Volume ratio and RVOL
• Spread behaviour
• Body quality
• Bar elapsed %
HOW TRADERS USE IT:
You avoid chasing every big candle.
You only act when:
- Breakout strength is high,
- Volume confirms the move,
- Structure (Fib / VPOC / CHoCH) is aligned.
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E) VPOC / WVPOC CLUSTERS & DYNAMIC ZONES
- Tracks real-time VPOC and WVPOC.
- Identifies VPOC/WVPOC clusters as powerful S/R zones.
- Confirms bullish or bearish breaks when price clears these levels with volume.
- Provides dynamic SL and TP logic:
• SL near/behind VPOC with ATR buffer.
• TP ladders aligned with volume structure.
HOW TRADERS USE IT:
You anchor your risk to where the most volume traded, not random price points:
- Use VPOC as a rational stop placement.
- Treat VPOC/WVPOC clusters as “coiled springs” – zones where large moves often start.
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F) SMART MONEY ENTRY ENGINE (1H + 15M MEGABARS)
- Uses MTF `request.security` logic to bring 1H MegaBars into lower timeframes.
- Identifies:
• 1H + 15m confluence entries (A-grade setups).
• Single-TF entries (B-grade setups).
- Pre-calculates for each scenario:
• Entry level (Fib-based within the MegaBar range).
• Stop loss (beyond range or leg-based).
• TP1–TP4 along Fib extensions / structure.
- Labels show:
• “Entry = …”
• “SL = …”
• “TP1 = … / TP2 = … / TP3 = … / TP4 = …”
with adjustable font size and ATR-based offsets.
- Optional “show only latest” mode to keep your chart clean.
- Alert-ready so you can receive notifications when conditions are met.
HOW TRADERS USE IT:
You get a fully defined execution ladder:
- The engine tells you where a logical entry is,
- Where a logical SL should be,
- And how to scale out with multiple targets.
You can use:
- Confluence setups for main trades,
- Single-TF setups for more frequent but lower conviction trades.
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G) REVERSE FIB TRADING MODULE
- Triggers after extended moves when key TPs are hit.
- Looks for:
• Rejection candles at or beyond major extensions.
• Exhaustion + VSA confirmation.
- Builds a reverse (counter-trend) Fib plan:
• Counter-trend entry from extension extremes.
• TP ladder based on 0.618, 0.786, 1.236, 1.382, 1.5, 1.618, 2.0, etc.
• SL and TSL based on ATR and Fib distance.
- ATR timeframe adapts to chart timeframe.
HOW TRADERS USE IT:
You can fade overextended moves once structure and P/A agree:
- Trend traders can use it to tighten or exit.
- Counter-trend traders can structure “fade” setups with defined risk.
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H) LIQUIDITY SWEEPS, CHoCH, ORDER BLOCKS, FVGs
- Detects sweeps above highs and below lows (liquidity grabs).
- Marks CHoCH (Change of Character) when structure flips with volume.
- Basic smart money order block detection (bullish / bearish).
- FVGs (Fair Value Gaps) shaded on chart, removed when filled.
HOW TRADERS USE IT:
Combine sweeps + CHoCH + MegaBar + VSA + VPOC:
- Join clean, volume-backed continuations.
- Fade obvious stop hunts when they reject into strong zones.
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I) VSA + BREAKOUT DASHBOARD TABLE (OPTIONAL)
- Compact table with:
• VSA context
• Breakout score
• RVOL / volume status
• Spread and candle quality
• ATR regime
• Close position within the bar
• VPOC and elapsed bar percentage
HOW TRADERS USE IT:
Before pressing the button, glance at the table:
- Is volatility supportive?
- Is volume confirming?
- Is this a clean breakout or a tired move?
This pushes you toward rule-based execution and away from impulse.
--------------------------------------------------
3) TYPICAL TRADING WORKFLOW WITH XAUMO MEGABAR VSA
A) Pick timeframe and session
- Use 15m or 1H on XAUUSD.
- Align the indicator’s session inputs with your actual trading hours.
B) Read context first
- Check accumulation / distribution zones.
- Look at VSA events and the breakout engine.
- Note where VPOC / WVPOC are relative to price.
C) Find the active MegaBar and its Fib structure
- Identify the most recent bull/bear MegaBar.
- See if price is:
• Pulling back into reload zones,
• Breaking out of them,
• Or extending into high-risk zones.
D) Wait for smart money confirmation
- Look for:
• Confluence setups (1H + 15m MegaBars),
• Strong breakout score,
• Valid VSA signals,
• Helpful structure: CHoCH, FVG, sweeps.
E) Execute using the printed ladders
- Use the on-chart Entry / SL / TP labels as your execution framework.
- Adjust lot size and risk % according to your own plan.
F) Manage and exit
- Use ATR / VPOC logic to trail or lock profits.
- Rotate to reverse Fib setups if extensions look exhausted.
4) WHO THIS INDICATOR IS FOR
- Gold traders (XAUUSD CFD or spot) on 15m and 1H.
- Traders who prefer institutional structure (volume, VPOC, SMC, Fib) over simple indicators.
- Traders who want pre-structured entries, SL, and TP ladders without losing flexibility.
- Advanced students of VSA and smart money concepts who want everything in one tool.
5) FULL EDUCATIONAL DISCLAIMER (READ CAREFULLY)
- This indicator and all descriptions are for EDUCATIONAL PURPOSES ONLY.
- NOTHING in this script, its labels, tables, alerts, outputs, or documentation is:
• Investment advice
• Trading advice
• A recommendation to buy or sell any asset
• A signal service or portfolio management tool
- Markets are risky. Trading leveraged instruments such as CFDs, futures, or margin products involves a HIGH RISK of loss, including the possible loss of ALL invested capital.
- Past performance, backtests, or hypothetical examples DO NOT guarantee future results.
- Any probabilities, scores, or “quality levels” shown by the indicator are purely algorithmic and DO NOT represent guarantees or promises of profit.
- You are solely responsible for:
• Your position sizing
• Your leverage
• Your entries, exits, and risk management
• Compliance with local regulations and tax rules
- Before trading live with real money, you should:
• Thoroughly backtest and forward-test the indicator.
• Use a demo account to understand how signals behave in real time.
• Consult a licensed financial professional if you need personalised investment or trading advice.
- By using this indicator:
• You accept that the author and any associated entities or brands (including XAUMO, XAUMO indicators, and any promotional text) bear NO LIABILITY for any financial losses, missed gains, or decisions you make based on this tool.
• You agree that you are acting entirely at your own risk and that all outputs are informational and educational, not prescriptive trading instructions.
In short:
Use XAUMO MegaBar VSA as a powerful educational and analytical companion,
NOT as a substitute for your own independent judgment, testing, and risk control.
=====================================================
XAUMO MegaBar VSA — محرّك البريك آوت و الريفرسال بتاع السمارت ماني للدهب
( استخدام تعليمي بس)
1) المؤشّر ده بيعمل إيه؟
XAUMO MegaBar VSA معمول مخصوص للـ XAUUSD عشان يورّيك "الفلوس الكبيرة" بتتحرك إزاي،
مش بس السِعر رايح فين.
بيجمع في حتّة واحدة:
- رصد MegaBar على الساعة والربع ساعة
- VSA (Volume Spread Analysis) – سلوك الفوليوم جوّه الشمعة
- VPOC / WVPOC و تجمّعات الفوليوم المهمّة
- سويپس لليكويديتي + CHoCH + Order Blocks + FVGs
- خريطة فيبوناتشي كاملة (Retrace + Extensions)
- سلالم تنفيذ جاهزة (Entry, SL, TP1–TP4 + صفقات Reverse Fib)
وكل ده:
- بألوان واضحة على الشموع
- لِيبلات متظبّطة بـ ATR Offset
- Tables و Panels اختيارية
عشان المتداول يسأل نفسه:
"الحركة دي بتاعة سمارت ماني؟ ولا مجرد دوشة ملوش لازمة؟"
2) أهم الموديولات اللي جوّه المؤشّر
A) الكونتكست بتاع السيشن + تجميع/توزيع
- فلتر جلسات: لندن – نيو يورك – overlap – أو وقت تحطّه انت.
- مناطق Accumulation / Distribution متظلّلة بألوان أنت بتختارها.
- لچند بسيط يوضّح لك السوق دلوقتي: تجميع؟ توزيع؟ ولا نايم.
المتداول يستخدمه إزاي؟
تركّز بس في الجلسة اللي انت شغّال فيها، وتشوف فورًا:
فيه بناء مراكز؟ فيه تصريف؟ ولا مفيش فوليوم أصلاً؟
ده يقلّل دخولك في أوقات السوق فيها “ميت”.
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B) محرّك الـ MegaBar + خريطة الفيبوناتشي
- المؤشّر يلقط لوحده الـ MegaBars (شموع مؤسّسات) على 15m و 1h.
- بيعتمد على: حجم الجسم، مدى الشمعة، الفوليوم.
- يرسم خريطة فيبوناتشي كاملة من الرجل الأساسية:
• Retrace: 0, 13, 23.6, 38.2, 50, 61.8, 78.6, 86.2, 100, -33
• Extensions: من 125% لحد 600%+ (سلم قابل للتعديل)
- لكل مستوى:
• لون / سماكة / ستايل (سوليد – دوتيد – داشد)
• ليبل سِعر مع Offset بـ ATR
- لچند يشرح لك Reload Zones: ضحلة / عادية / عميقة.
المتداول يستخدمه إزاي؟
بدل ما “تخمّن” فين تشتري وتبيع:
- تشتري الدِپ جوّه مناطق Reload بعد MegaBar صاعد.
- تبيع الريبوند جوّه Extensions بعد MegaBar هابط.
- عندك هيكل واضح للسوينج والسكالب من غير فوضى.
--------------------------------------------
C) VSA + لِيبلات على الشموع
- يكتشف أحداث VSA زي:
• No Demand / No Supply
• Stopping Volume
• Absorption
• Spring / Upthrust
• Buying / Selling Climax
• EVR (شموع مجنونة فوليومًا)
• Tests و Confirmed Signals عند الدعوم/المقاومات
- مع تحسينات:
• تحليل Body vs Range
• مين اللي غالب؟ جسم الشمعة ولا الذيول؟
• فلتر Momentum + Volume
المتداول يستخدمه إزاي؟
كل ليبل على الشمعة = كومنت من السمارت ماني:
- No Demand عند مقاومة + RVOL ضعيف → بلاش تشتري.
- Stopping Volume + Spring جوّه Reload Zone + VPOC → فرصة قوية للشراء.
- توصل بين VSA + Fib + VPOC فتفهم “مين بيكسب المعركة”.
--------------------------------------------
D) محرّك البريك آوت Supersonic
- بيحسب Score للقوة بتاعة البريك آوت من:
• RVOL + Volume Expansion
• توسّع السبريد مقارنة بالشموع السابقة
• جودة جسم الشمعة (جسم ولا ذيل)
• نسبة الوقت اللي عدّى من الشمعة الحالية
- يفرّق بين:
• بريك آوت محتمل vs مؤكد
• حركة قوية مدعومة بفوليوم vs “شمعة شو”
- يقدر يطلع ليبل Debug يشرح:
• Momentum Score
• Volume Ratio / RVOL
• Spread Behaviour
• Body Quality
• % الوقت اللي فات من عمر الشمعة
المتداول يستخدمه إزاي؟
ماتجريش ورا كل شمعة كبيرة:
- استنَى لما يكون الـ Score عالي،
- والفوليوم مصدّق الحركة،
- والهيكل (Fib / VPOC / CHoCH) موافق.
ساعتها بس البريك آوت يستاهل المخاطرة.
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E) VPOC / WVPOC + مناطق الفوليوم
- يرقب VPOC و WVPOC في الوقت الحقيقي.
- يحدّد Clusters مهمة تتحوّل لـ Support / Resistance محترم.
- يراقب كسر المناطق دي بفوليوم واضح (بداية موجة جديدة).
- SL و TP ديناميك:
• SL حوالين VPOC مع Buffer من ATR.
• TP متوزع على مستويات فيبوناتشي و زونات فوليوم.
المتداول يستخدمه إزاي؟
بتربط مخاطرتك بأين اشتغل الفوليوم التقيل:
- VPOC = منطق منطقي للستوب.
- Clusters = زون ضغط ينفع يبدأ منها ترند قوي.
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F) محرّك الدخول بتاع السمارت ماني (1h + 15m MegaBars)
- يجيب MegaBars بتاعة الساعة جوّه فريمات أقل بالـ `request.security`.
- يميّز:
• Confluence بين MegaBar الساعة + MegaBar الربع ساعة (صفقة A-Grade).
• MegaBar على فريم واحد بس (B-Grade).
- يجهّز تلقائيًا:
• Entry
• SL
• TP1–TP4 على Extensions و مستويات هيكلية.
- اللّيبلات تكتب:
• Entry = …
• SL = …
• TP1 = … / TP2 = … / TP3 = … / TP4 = …
مع تحكّم في حجم الخط و ATR Offset.
- فيه اختيار “أظهر آخر سيناريو بس” عشان الشارت يفضل نضيف.
- جاهز للـ Alerts لما الشروط تكمّل.
المتداول يستخدمه إزاي؟
يبقى عندك Execution Ladder كامل:
- فين تدخل،
- فين تحط الستوب،
- إزاي تقسم الخروج على أكتر من هدف.
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G) موديل الـ Reverse Fib (صفقات عكس الاتجاه)
- بيشتغل بعد ما السعر يبالغ في الحركة و يوصل Extensions معيّنة.
- يدور على:
• شموع رفض عند/بعد Extensions.
• Exhaustion + إشارة VSA.
- يرسم خطة عكسية:
• Entry عكسي من Extension Extreme.
• TP سلم مبني على 0.618, 0.786, 1.236, 1.382, 1.5, 1.618, 2.0, … إلخ
• SL و TSL مبنيين على ATR و مسافة الفيبوناتشي.
المتداول يستخدمه إزاي؟
لو انت ترند تريدر:
- تستخدمه عشان تقفل/تخفف عند تمدّد مبالغ فيه.
لو انت Counter-Trend:
- يديك سيناريو “فِيد” منطقي بمخاطرة محسوبة.
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H) سويپس لليكويديتي + CHoCH + Order Blocks + FVGs
- يوسم مناطق ضرب الستوبات فوق الهاي وتحت اللو (Liquidity Grabs).
- يحدد CHoCH لما الاتجاه يغيّر شخصيته مع فوليوم.
- يرصد Order Blocks أساسية (Bullish / Bearish).
- يظلّل الـ FVGs و يشيلها لما تتعبّى.
المتداول يستخدمه إزاي؟
تجمع بين:
MegaBar + VSA + Fib + VPOC + Liquidity:
- يا إمّا تلحق موجة نظيفة،
- يا إمّا تفِيد Stop Hunt غبي اتكشف على الشارت.
--------------------------------------------
I) داشبورد VSA + Breakout (Table اختياري)
- Table صغيرة فيها:
• حالة VSA
• قوة البريك آوت
• RVOL / Volume
• Spread & Candle Quality
• حالة ATR
• مكان الإغلاق جوّه الشمعة
• وضع VPOC
• نسبة الوقت اللي عدّى من الشمعة
المتداول يستخدمه إزاي؟
قبل ما تدوس Buy / Sell:
- تبص على التابل ثانيتين:
الدنيا شغّالة ولا لأ؟
فيه فوليوم؟ فيه ترند؟ ولا حركة ميتة؟
ده يقلل قرارات “من غير plan”.
3) سيناريو شغل متداول على XAUMO MegaBar VSA
1) اختار الفريم + الجلسة
- 15m أو 1h على XAUUSD.
- ظبّط سيشن لندن/نيويورك زي وقت شغلك الحقيقي.
2) اقرأ الكونتكست
- السوق بيبنِي مراكز؟ بيصفّي؟ ولا نايم؟
- إيه إشارات الـ VSA و Score البريك آوت؟
- فين VPOC / WVPOC من السعر؟
3) دور على MegaBar النشط و خريطة الفيبوناتشي بتاعته
- السعر:
• بيرجّع جوّه Reload Zone؟
• بيكسر البرنچ؟
• ولا داخل على Overextension؟
4) استنَى تأكيد السمارت ماني
- Confluence بين MegaBar الساعة والربع ساعة.
- Breakout Score محترم.
- VSA منطقي (No Demand, Stopping Volume, Spring, …).
- Structure: CHoCH / FVG / Liquidity Sweep في اتجاه الصفقة.
5) نفّذ باستخدام السلم المطبوع على الشارت
- استخدم Entry / SL / TP1–TP4 كـ هيكل أساسي.
- عدّل اللوت / الريسك حسب خطتك انت.
6) الإدارة والخروج
- استعمل ATR + VPOC في Trailing/Lock.
- لما Extensions تبان مبالغ فيها → ركّز على Reverse Fib.
4) المؤشّر ده مناسب لمين؟
- اللي بيتاجر دهب XAUUSD (CFD أو Spot) على 15m و 1h.
- اللي بيحب شغل مؤسّسات: Volume, VPOC, SMC, Fib مش مؤشرات بسيطة.
- اللي عايز Execution Plan جاهز (Entry/SL/TP) بس لسه عنده حريّة تعديل.
- اللي عايز يتعلّم VSA و Smart Money Concepts بشكل تطبيقي على شارت واحد.
5) إخلاء مسؤولية كامل (مهم تقراه)
- المؤشّر ده وكل الكلام اللي حواليه للتعليم بس.
- مش:
• نصيحة استثمارية،
• ولا توصية شراء/بيع،
• ولا خدمة إدارة محافظ،
• ولا سيجنال سيرڤس.
- التداول في الأسواق (خصوصًا المشتقات، الـ CFD، الفيوتشر) فيه مخاطرة عالية جدًا،
وممكن تخسر جزء كبير أو كل رأس مالك.
- أي أداء سابق، باك تست، أو مثال افتراضي → مش ضمان لنتيجة مستقبلية.
- أي نسبة احتمالات، Scores، أو “Quality” بيطلعها المؤشّر:
• دي حسابات كود، مش ضمان ربح،
• مش وعد ولا تعهّد بأي نتيجة.
- انت المسؤول 100% عن:
• حجم العقود اللي بتدخلها،
• الرافعة اللي بتستخدمها،
• أماكن الدخول والخروج،
• وإدارة المخاطرة بتاعتك،
• والتزامك بالقوانين والضرائب في بلدك.
- قبل ما تستخدم المؤشّر على حساب حقيقي:
• جرّب كويس على باك تست و فورورد تست،
• اشتغل فترة على Demo،
• لو محتاج نصيحة مالية شخصية → ارجع لمستشار مالي مرخَّص.
باختصار:
XAUMO MegaBar VSA ده أداة تعليمية وتحليلية قوية تساعدك تفهم حركة الذهب،
مش زرار “اطبع فلوس”.
انت صاحب القرار، وانت صاحب المسؤولية، وانت اللي بتتحمّل أي ربح أو خسارة.
Bayesian Order Flow Predictor📌 Bayesian Order Flow Predictor — Advanced Probability Engine for Nasdaq and Futures
This indicator is a next-generation probabilistic forecasting system designed for Nasdaq traders who rely on Order Flow, Auction Market Theory, Value Area dynamics, market structure, DOM imbalance, and Bayesian probability models.
It combines 7 professional-grade factors (DOM, CVD, RSI, EMA trend, ATR volatility, Market Structure, Value Area positioning) into a unified Bayesian probability panel that outputs a clean bullish/bearish probability curve with high-confidence reversal and trend-continuation signals.
Engineered for scalpers, day traders, futures traders, and ICT-style order flow technicians, it delivers real-time directional probability, session-aware signals, and optional news-filter exclusion.
⭐ Features
Bayesian Probability Model (0–100%)
DOM imbalance scoring across dynamic depth levels
Cumulative Volume Delta (CVD) scoring
Market structure detection (HH/LL micro-trend shifts)
RSI momentum and overbought/oversold scoring
EMA directional bias + ATR-normalized deviation
Value Area positioning (VAH / VAL / POC) with optional previous-session mode
Session filtering (only signals during active hours)
Automated news filter (exclude signals around scheduled macro events)
Bull/Bear probability zones with background coloring
Anti-repetition system (no double signals in same direction)
Designed for future scalping, futures order flow, and high-precision timing
🧠 Bayesian Probability Engine — How It Works
The model evaluates 7 independent market factors simultaneously:
DOM imbalance
CVD pressure
Market structure
RSI deviation
EMA trend
Value Area position
ATR volatility shift
Each factor is transformed into a normalized score, multiplied by its weighting parameter, and aggregated into a global score.
This score is then passed through a Bayesian logistic function to convert uncertainty into a smooth probability curve, giving traders a clean, mathematically stable, and noise-resistant forecast.
📈 Buy & Sell Signal Logic
Signals trigger when:
Bullish Probability crosses above the user threshold
Bearish Probability crosses below the opposite threshold
Session is active
No protected news event is occurring
This avoids noise, prevents over-signaling, and focuses only on high-confidence inflection points.
🎯Fully compatible with the indicator: ➡️ AI Probabilistic Orderflow scalper
Both indicators synchronize perfectly when used together:
Bayesian panel → trend probability
Scalper v1 → timing + TP/SL engine
Together they create a complete probability-driven revenue management system for scalping Future.
📘 How to Use
Add the indicator to your chart
Set your trading session (e.g., 09:30–16:00 EST)
Adjust weights depending on your style (Order Flow / Momentum / Value Area)
Watch the probability curve:
Above threshold → bullish bias
Below threshold → bearish bias
Take signals when the curve crosses thresholds, not when flat
Combine with "AI Probabilistic Orderflow scalper" indicator for execution timing
Avoid high-impact news using the News Filter
💎 Advantages
Professional-grade Bayesian model
Works in all volatility regimes
Noise-resistant and smoother than traditional oscillators
Integrates Order Flow + Auction Theory + Momentum + Volatility
Perfect for NQ scalpers seeking an AI-style probability dashboard
Reduces emotional decision-making
Compatible with any execution strategy
Optimized for high winrate scalping and sniper entries
ZynIQ Pullback Zones Lite - (Lite Pack)Overview
ZynIQ Pullback Zones Lite identifies dynamic EMA-based retracement areas inside trending markets. These zones highlight where price is most likely to pull back before continuing in the dominant direction. The tool is intentionally simple, visual, and designed to complement the rest of the ZynIQ Lite package without adding noise or complexity.
This is a contextual tool — ideal for timing continuation entries, filtering counter-trend trades, and improving overall trend structure awareness.
Key Features
• Dynamic pullback zones using profile-based EMA + ATR
• Smart trend detection with optional HTF confirmation
• Fresh-touch recognition for potential continuation setups
• Clean ZynIQ-themed visuals (teal/fuchsia zones)
• Lightweight chart footprint for intraday and swing traders
• ZynIQ Lite HUD with profile, trend and HTF status
• Moveable watermark for clear branding on streams and screenshots
• Alerts for long and short pullback opportunities
Use Cases
• Identifying pullback areas within established trends
• Avoiding early entries during retracements
• Timing continuation setups more cleanly
• Filtering false breakouts and counter-trend traps
• Combining with breakout or momentum tools for confluence
• Works on crypto, forex, indices and commodities
Notes
This tool provides structure and context for pullback-based trend trading.
It is not a standalone strategy and should be combined with your preferred confirmations and risk management rules.
Momentum Factor Model [QuantAlgo]🟢 Overview
The Momentum Factor Model is a multi-horizon momentum analysis system that combines weighted return calculations with risk-adjusted price projections to identify and track persistent directional trends. The indicator employs a quantitative approach by measuring momentum across multiple timeframes simultaneously, applying exponential decay weighting to balance recent versus historical price action, and constructing volatility-normalized boundaries for trend validation. This factor-based methodology provides traders and investors with a systematic framework for momentum regime identification, trend persistence evaluation, and dynamic support/resistance determination across diverse market conditions and timeframes.
🟢 How It Works
The indicator constructs a composite momentum factor by calculating percentage returns over three distinct lookback periods (1, 3, and 5 bars) and combining them using exponentially decayed weights. The momentum decay parameter controls the relative importance of each timeframe, with higher decay values creating more balanced weighting between recent and historical momentum, while lower values emphasize immediate price action. This weighted momentum factor captures the multi-dimensional nature of trend strength rather than relying on a single timeframe measurement.
The expected return is derived by smoothing the momentum factor over a user-defined period, establishing a baseline for anticipated price movement based on recent momentum characteristics. This expected return then projects a factor-based price estimate, which undergoes risk adjustment through volatility normalization, creating a price estimate that accounts for both directional bias and market volatility conditions.
🟢 How to Use It
▶ Enter Long positions when the momentum factor dots (⏺) transition from red to green (bullish) , indicating the momentum factor model has confirmed positive directional bias. The color change represents a validated shift where the factor line has broken through the lower boundary and begun tracking the upper bound, signaling momentum reversal to the upside. Conversely, enter Short positions or exit existing Longs when the dots shift from green to red (bearish) , confirming negative momentum establishment and downward trend tracking.
The momentum factor dots function as a dynamic momentum-based reference pathway that can be used for position management and risk control. During bullish phases, the dot formation represents a momentum-weighted support zone where pullbacks may find stability before continuation. During bearish trends, it acts as resistance where rallies may encounter selling pressure. Price action relative to the momentum factor pathway provides context on trend health: sustained price movement in the direction of the trend (above the dots during bullish phases, below during bearish phases) confirms momentum persistence, while repeated violations may suggest weakening directional conviction.
▶ Configure alert notifications to monitor trend changes without continuous chart observation. The indicator provides three alert types: "Bullish Momentum Signal" triggers specifically on upward trend reversals, "Bearish Momentum Signal" captures downward momentum shifts, and "Momentum Trend Change" fires on any directional transition. These alerts activate only when the trend state changes from one regime to another, eliminating false triggers from intrabar noise or temporary boundary touches that don't result in confirmed trend reversals.
▶ The indicator also offers six pre-designed color schemes (Classic, Aqua, Cosmic, Ember, Neon, Custom) optimized for various chart backgrounds and visual preferences, ensuring the momentum trend remains clearly visible under different display conditions. The bar coloring feature overlays trend direction directly onto the price candles, providing immediate visual confirmation of the momentum regime without needing to reference the dot pattern position.
🟢 Pro Tips for Trading and Investing
▶ Align the configuration preset with your trading timeframe and objectives: Fast Response settings excel on 1-15 minute charts for scalping and day trading where capturing quick momentum shifts is paramount, though this comes with increased signal frequency and potential whipsaws in ranging conditions. Default parameters suit hourly to daily charts for swing trading, providing balanced responsiveness without excessive noise. Smooth Trend configuration works best on 4-hour to weekly timeframes for position trading and investment analysis, prioritizing trend stability over timing precision and significantly reducing false reversals during consolidation periods.
▶ Context matters significantly for momentum-based systems. The indicator performs optimally during trending market regimes where directional persistence exists and may struggle during sideways consolidation where momentum lacks consistency. Before taking signals, assess the broader market structure: look for established higher highs/higher lows (uptrend) or lower highs/lower lows (downtrend) on higher timeframes to confirm you're trading with the dominant directional bias. During range-bound periods, reduce position sizing or wait for the momentum factor dots to establish a clear directional slope and consistent movement before committing capital.
▶ Layer the momentum factor model with complementary analysis rather than using it in isolation. Combine trend signals with volume confirmation (increasing volume on trend changes suggests institutional participation), key support/resistance levels (signals near major levels carry higher probability), and volatility context (ATR expansion can precede significant moves). Consider the momentum decay parameter's impact: values near 0.85 make the model highly sensitive to recent price action, ideal for fast-moving markets but prone to false signals; values near 0.95 create smoother momentum estimates that better filter noise but may lag major reversals.
▶ Implement dynamic position management using the momentum factor pathway as a trailing reference framework. Rather than placing fixed stops, observe the dot formation's progression: as long as it maintains its directional slope and price respects it as support (bullish) or resistance (bearish), the momentum regime remains intact. Exit or tighten stops when price closes decisively through the momentum factor dots against your position, or when the dot pathway itself flattens (losing slope) indicating momentum exhaustion. For portfolio allocation, scale position sizes based on momentum factor strength, e.g., steeper dot progression angles and faster advancement suggest stronger momentum worthy of larger allocations within your risk parameters.
AI Probabilistic OrderFlow Scalper⭐ Description:
📌 AI Probabilistic OrderFlow Scalper
This script combines Order Flow, Auction Market Theory, Volume Imbalance, Market Structure (HH/LL), RSI bias filtering, and a probability-based direction model inspired by AI and statistics.
It produces high-precision scalping entries designed for fast markets such as Futures, while remaining compatible with all markets (indices, crypto, forex, metals).
This is not a typical indicator — it is a probabilistic predictive model engineered to provide sniper entries, a tick-based Take Profit, a volatility-adaptive ATR Stop Loss, and optional Value Area levels (VAH/VAL/POC).
⭐ Main Features:
🔥 Directional probability model (AI-style weighted scoring)
📊 Order Flow imbalance (delta-like logic)
📈 HH/LL market structure detection
🎯 Smart RSI bias filter
🚀 One signal per trend shift (anti-spam)
🎯 Tick-based Take Profit (perfect for NQ / futures)
🛡️ ATR-based dynamic Stop Loss
📉 Value Area display: VAH, VAL, POC
🔊 Volume confirmation filter
📡 Directional probability plot
✔️ Works for Futures, Crypto, Forex, Indices
🧠 Probabilistic AI Approach
The model uses a 3-factor scoring system:
Order Flow imbalance
Market structure (HH/LL)
RSI trend bias
Each validated condition = 1 point.
The total score is converted into Buy/Sell probabilities, and the higher-probability direction is selected.
When probability exceeds the threshold (e.g. 80%), the system triggers a high-confidence sniper signal.
This mirrors Revenue Management logic:
→ Only take a decision when probability of success is maximized.
🎯 Buy/Sell Signals (Sniper Entries)
🔵 Green triangle under the candle = high-probability Buy
🔴 Red triangle above the candle = high-probability Sell
✔️ Only one signal per directional shift
✔️ Signals appear only when all strict filters are satisfied
📌 Automatic TP / SL
TP: fixed tick-based (e.g. 100 ticks for NQ scalping)
SL: ATR-based, adapts to volatility
TP/SL display can be enabled or disabled
Perfectly calibrated for high-speed scalping.
📘 How to Use
Use on every timeframe
Adjust probability threshold (75–90 recommended)
Enable strict mode for maximum precision
Let the model filter entries automatically
Choose a TP suitable for your market
Optionally display VAH/VAL/POC for Auction Theory context
Always test using backtesting before going live
🏆 Advantages
Extremely fast for scalping
High win-rate potential via probabilistic filtering
Clean signals (no noise or spam)
Combines the strongest trading frameworks:
Order Flow
Market Structure
Statistical modeling
Volume profiling
Automated risk management
AI Probabilistic OrderFlow Scalper⭐ Main Name
AI Probabilistic OrderFlow Scalper
⭐Description:
📌 AI Probabilistic OrderFlow Scalper — Predictive Auction Theory Model for Futures
This script combines Order Flow, Auction Market Theory, Volume Imbalance, Market Structure (HH/LL), RSI bias filtering, and a probability-based direction model inspired by AI and Revenue Management.
It produces high-precision scalping entries designed for fast markets such as Nasdaq Futures (NQ), while remaining compatible with all markets (indices, crypto, forex, metals).
This is not a typical indicator — it is a probabilistic predictive model engineered to provide sniper entries, a tick-based Take Profit, a volatility-adaptive ATR Stop Loss, and optional Value Area levels (VAH/VAL/POC).
⭐ Main Features
🔥 Directional probability model (AI-style weighted scoring)
📊 Order Flow imbalance (delta-like logic)
📈 HH/LL market structure detection
🎯 Smart RSI bias filter
🚀 One signal per trend shift (anti-spam)
🎯 Tick-based Take Profit (perfect for NQ / futures)
🛡️ ATR-based dynamic Stop Loss
📉 Value Area display: VAH, VAL, POC
🔊 Volume confirmation filter
📡 Directional probability plot
✔️ Works for Futures, Crypto, Forex, Indices
🧠 Probabilistic AI Approach
The model uses a 3-factor scoring system:
Order Flow imbalance
Market structure (HH/LL)
RSI trend bias
Each validated condition = 1 point.
The total score is converted into Buy/Sell probabilities, and the higher-probability direction is selected.
When probability exceeds the threshold (e.g. 80%), the system triggers a high-confidence sniper signal.
This mirrors Hight probability decision:
→ Only take a decision when probability of success is maximized.
🎯 Buy/Sell Signals (Sniper Entries)
🔵 Green triangle under the candle = high-probability Buy
🔴 Red triangle above the candle = high-probability Sell
✔️ Only one signal per directional shift
✔️ Signals appear only when all strict filters are satisfied
📌 Automatic TP / SL
TP: fixed tick-based (e.g. 100 ticks for NQ scalping)
SL: ATR-based, adapts to volatility
TP/SL display can be enabled or disabled
Perfectly calibrated for high-speed scalping.
📘 How to Use
Use any timeframe
Adjust probability threshold (75–90 recommended)
Enable strict mode for maximum precision
Let the model filter entries automatically
Choose a TP suitable for your market
Optionally display VAH/VAL/POC for Auction Theory context
Always test using backtesting before going live
🏆 Advantages
Extremely fast for scalping
High win-rate potential via probabilistic filtering
Clean signals (no noise or spam)
Combines the strongest trading frameworks:
Order Flow
Market Structure
Statistical modeling
Volume profiling
Automated risk management
Scalp Boost LONG✦ Overview
Scalp Boost LONG is a visual tool designed to highlight potential short-term upward impulses.
A signal is generated only when multiple market conditions align at the candle close, combining momentum dynamics, local probability shifts, and abnormal volume behavior.
The indicator does not repaint.
✦ Concept
The tool focuses on selective situations where the market shows signs of micro-breakout potential.
If all internal conditions are confirmed — a LONG event is displayed.
If not — the chart remains clean.
This builds a low-noise signal model, prioritizing quality over frequency.
✦ Signal Logic
The LONG signal requires confirmation of all core conditions:
• Local impulse dynamics
Identifies short-term acceleration suggesting a breakout from a compressed price structure.
• Probability beyond a statistical zone
Uses relative breakout probability instead of fixed levels, checking whether price exceeds expected local ranges.
• Abnormal volume activity
Highlights candles with monetary flow above a custom threshold, signaling increased market interest.
• Anti-overheat filter
Conditions avoiding exhausted or low-momentum phases where continuation is less likely.
Only when all filters are aligned a LONG marker appears.
✦ Visual Structure
The chart display is intentionally minimal:
• ROC Curve
Subdued line, showing short-term momentum without distraction.
• LONG Marker
Green triangle below the candle on confirmed events.
• Candle Highlight
Soft background highlight on the signal bar.
• Volume Marker
Small red dot at the bottom of candles with abnormal monetary flow.
All visual elements appear only on candle close.
✦ Alerts
A clean event structure is available for notifications:
LONG Signal
This allows receiving alerts during chart analysis or in automated workflows while keeping full control over decision-making.
✦ Notes & Guidelines
This tool:
is not a trading system,
does not provide targets or stops,
may trigger against the dominant trend,
should be combined with the user’s own methodology.
Signals are rare by design.
Do not interpret each event as a trend continuation — it highlights conditions, not outcomes.
✦ Suggested Use
-(Non-mandatory ideas for advanced users)
-identifying potential micro-breakouts,
-timing entries around volume spikes,
-adding context to scalping models,
-filtering impulsive moves from noise.
-suitable for a 5-minute timeframe
The indicator can be helpful as a confirmation layer, not a standalone decision tool.
Powell's Brain Mk.4.4 [Scalper Edition]Title: Powell's Brain Mk.4.4
Description
Powell's Brain is a mechanical scalping system designed for volatile assets (like SPY, QQQ, NVDA, and TSLA) on 1-minute and 5-minute timeframes.
Unlike standard indicators that spam signals at every crossover, this script uses a "Subtractive" Philosophy. It starts with a trend crossover signal and then runs it through a squad of 6 distinct filters. If any filter detects low probability (chop, low volume, weak momentum), the trade is blocked.
This is the Scalper Edition, tuned to catch V-Shape reversals while still protecting capital during sideways chop.
🧠 How It Works
The system relies on the confluence of four market forces: Momentum, Energy, Trend Strength, and AI Confirmation.
1. The Core Strategy (The Engine)
Dual EMA Crossover: Uses a Fast (9) and Slow (50) EMA to identify immediate trend changes.
Slope Detection: A trade is only considered if the EMAs are separating with sufficient velocity (0.04% slope threshold). This prevents trading when lines are flat/tangled.
2. The "No" Squad (Filters)
A signal is rejected unless it passes these checks:
Volume Gate: Volume must be at least 80% (0.8x) of the 20-period average. This filters out pre-market noise or lunch-hour apathy.
ADX Shield: The Average Directional Index must be > 20. If ADX is lower, the market is chopping, and the script forces you to sit on your hands.
Time-of-Day: By default, it targets "Prime Hours" (09:30–11:00 & 14:00–16:00 EST) to avoid the "lunchtime trap."
Cooldown: Enforces a 3-bar wait period between signals to prevent signal flickering in high-volatility zones.
3. The AI Engine (k-NN Machine Learning)
Included is a k-Nearest Neighbors (k-NN) implementation that analyzes historical RSI and Relative Volume patterns.
It compares the current market state to the last ~1,000 bars.
It calculates a "Confidence %" based on how often similar past setups resulted in a bullish or bearish move.
AI Gating: You can enable a "Strict Mode" in settings where the script will block any trade that the AI does not agree with (Confidence < 55%).
4. The Squeeze Filter (TTM Logic)
An optional filter allows you to trade only on volatility expansion (Bollinger Bands exiting Keltner Channels). This is disabled by default to allow for standard trend scalping but can be enabled for breakout hunting.
🚦 How to Use
The Signals:
Green "CALL" Label: Bullish Momentum + Volume + Trend Strength.
Red "PUT" Label: Bearish Momentum + Volume + Breakdown.
The HUD (Heads-Up Display):
Monitor the top-right panel for Market Flow, Squeeze Status, and AI Confidence.
If the AI text is Orange ("INITIALIZING"), wait for more data to load.
The Debugger:
If you see a crossover but NO signal, turn on "Show Debug Labels" in settings.
The chart will print exactly why the trade was skipped (e.g., Vol❌ means volume was too low, Slope❌ means the trend was too flat).
⚙️ Settings Guide
Strategy Core: Adjust Min EMA Separation to tune sensitivity. Higher = Fewer, safer trades. Lower = Faster entries.
Filters:
Trade with 200 EMA Trend: Keep OFF for scalping reversals. Turn ON for strict trend following.
Gate Entries with AI: Turn ON if you want the Machine Learning engine to veto low-confidence setups.
Visuals: Toggle Dark/Light themes to match your chart.
Disclaimer
This script is a tool for identifying high-probability setups based on historical data and technical analysis. It does not guarantee future performance. Always use proper risk management (Stop Losses are included in the logic visuals). In less words DON'T BE AN IDIOT.
By FallenAngel666
Simulated Liquidation Heatmap [QuantAlgo]🟢 Overview
This indicator visualizes where clusters of stop-loss orders and liquidation levels are likely located, displayed as a 'heatmap'. It's based on the concept of market structure liquidity: large groups of stop orders tend to gather around obvious technical levels (like swing highs and lows), and these pools of orders often attract price movement from institutional traders. The indicator uses a fractal-based algorithm to identify these high-probability liquidation zones and displays them as dynamic, color-coded boxes.
The key feature is the thermal color gradient, which indicates the freshness (age) and therefore the relative relevance of the liquidity zone. Hot colors (e.g., Red/Yellow) represent fresh clusters that have just formed, suggesting strong and immediate liquidity interest. Cold colors (e.g., Blue/Purple) represent aged or decaying clusters that are becoming less relevant over time. This visualization allows traders to anticipate potential liquidity sweeps (stop hunts) and understand areas of significant retail and institutional positioning.
🟢 Key Features
1. Liquidity Zone Heatmap
The core function is the identification of swing high and swing low price points using a user-defined Lookback period. These points are where retail traders are statistically most likely to place their stop-loss orders. The indicator simulates the clustering of these orders by drawing a zone (box) around the detected swing point, with the vertical size controlled by the Stop/Liquidation Zone Width (%) setting.
▶ Cluster Lookback: Defines the sensitivity of swing point detection. Lower values detect frequent, minor zones (scalping/intraday); higher values detect major, stronger swing points (swing trading).
▶ Zone Width (%): Sets the percentage range above and below the swing point where stops are simulated to cluster, accounting for slippage and typical stop placement spread.
▶ Liquidity Decay: Zones gradually fade in color intensity and are eventually removed after the user-defined Liquidity Decay Period (Bars), ensuring the heatmap only displays relevant, current liquidity areas.
▶ Round Number Filter: An optional filter that limits the display to liquidity zones occurring only at psychologically significant round numbers (e.g., $100, $1,500.00), which typically attract higher concentrations of orders.
2. Thermal Color Gradient
The heatmap's color is a direct function of the zone's age, providing a visual proxy for immediate relevance.
▶ Freshness: Newly created zones are displayed in the Hot Color (high relevance).
▶ Decay: As bars pass, the zone color transitions along the gradient toward the Cold Color and increased transparency (lower relevance), until it is removed entirely.
▶ Color Schemes: Multiple pre-configured and custom color schemes are available to optimize the visualization for different chart themes and color preferences.
3. Liquidity Heat Thermometer
An optional visual thermometer is displayed on the chart to provide an instant, overall assessment of the current liquidation heat level in the immediate vicinity of the price.
▶ Calculation: The thermometer calculates an aggregate heat score based on the age and proximity of all liquidity zones within a user-defined Zone Detection Range (%) of the current price.
▶ Visual Feedback: A marker (triangle) points to the corresponding level on the thermometer's color gradient (Hot to Cold). A high reading indicates price is close to fresh, dense stop clusters, suggesting high volatility or an imminent liquidity sweep is probable. A low reading indicates price is in a low-density or aged liquidity area.
▶ Customization: The thermometer's resolution, position, and text size are fully customizable for optimal chart placement and readability.
🟢 Practical Applications
▶ Anticipate Sweeps: Prioritize trading in the direction of Hot (fresh) liquidity zones. For example, a hot low-side zone suggests strong sell-side liquidity (stop-losses) is available for large buyers to sweep.
▶ Filter Noise: Use the Round Number Filter to focus only on the highest probability liquidation zones, which are often at clean, psychological price levels.
▶ Validate Entries: Combine the Heat Thermometer with price action analysis. A rising heat level indicates increasing proximity to a major stop cluster, signaling a potential turn or an aggressive market move to sweep those stops.
▶ Risk Management: Understand that price often acts dynamically around these zones. High heat levels imply high risk/reward setups; stops should be placed strategically beyond the defined Liquidation Zone Width.
▶ Multi-Timeframe Context: Higher timeframes (e.g., Daily, 4-Hour) often reveal more significant, major liquidity zones. Use this indicator on lower timeframes (e.g., 5-min, 15-min) for execution, but prioritize zones that align with higher-timeframe structures.
RSI-ma Wave Sensor (Free ver.)RSI-ma Wave Sensor is a 3-line RSI-based oscillator (Main / Middle / Wave) that shows trend direction, momentum and higher timeframe context in a single pane.
Compared with many classic MA/RSI tools it aims to:
• react with very low lag (almost real-time feeling)
• detect trend direction early
• avoid “overbought/oversold sticking” so you can hold calmly until the trend really starts to end
This Free version is a DAY trade preset for the 15m chart:
• Main = 14, Middle = EMA 9, Wave = EMA 28
• 1h higher timeframe wave sensor included
• good for learning / testing how to read trends with RSI waves
Bookmap Style Aggressor Bubbles
This indicator is designed to emulate the visual aesthetic of professional Order Flow software (such as Bookmap) directly within TradingView. It replaces the traditional candlestick view with a clean "Microstructure" Step Line and highlights significant volume events using dynamic "Aggressor Bubbles."
This tool is perfect for traders who practice Order Flow analysis, Scalping, or VSA (Volume Spread Analysis) and want to visualize the relative intensity of buyers and sellers without the noise of traditional wicks and bodies.
1. How it Works
Since TradingView Pine Script operates on OHLCV (Level 1) data, this indicator uses a heuristic model to approximate Order Flow dynamics:
Aggressor Bubbles (Volume Spikes):
The script calculates a Relative Volume (RVOL) metric by comparing the current bar's volume against a 50-period Simple Moving Average (SMA).
If the current volume exceeds a user-defined threshold (e.g., 2.0x the average), a bubble is plotted.
Size: The bubble size scales dynamically based on how massive the volume spike is (Small, Normal, Large, Huge).
Direction (Color): The aggressor side is approximated using the price action of the bar. If Close >= Open, it is treated as Buy Aggression (Green). If Close < Open, it is treated as Sell Aggression (Red).
Microstructure Price Line:
Standard candles can obscure the immediate path of price. This indicator includes a Step Line option that plots the closing price. This mimics the "Last Price" feed seen in DOM-based software, allowing you to see exactly where price held or broke.
2. Features
Smart Filtering: Filters out low-volume noise. You only see bubbles when "Whales" or significant liquidity changes occur.
Visual Customization: Fully adjustable colors for Buy/Sell bubbles and the price line.
Alert System: Includes a built-in alert that triggers whenever a significant Aggressor Bubble appears, allowing you to be notified of high-activity moments instantly.
Clean Aesthetic: Optimized for Dark Mode/Black backgrounds.
3. How to Use
Chart Setup (Important): For the best experience, hide your standard candles. Go to Chart Settings > Symbol and uncheck Body, Borders, and Wick.
Settings: Set your background to Black.
Interpretation:
Breakouts: Look for large bubbles pushing price through a key level. This indicates strong momentum.
Absorptions: Look for large bubbles appearing at the top/bottom of a range without price follow-through. This often suggests a reversal (Passive limit orders absorbing the aggressive market orders).
4. Technical Disclosure & Limitations
Please note that TradingView Pine Script provides access to OHLCV (History) data, not historical Tick-by-Tick or Level 2 (Depth of Market) data. Therefore, this indicator is a simulation. The "Aggressor" side is derived from bar direction, and the bubbles represent executed volume per bar, not individual tick clusters. It is intended for visual analysis and identifying high-volume nodes relative to recent history.
Renko ScalperWhat it is-
A lightweight Renko Scalper that combines Renko brick direction with an internal EMA trend filter and MACD confirmation to signal high-probability short-term entries. EMAs are used internally (hidden from the chart) so the visual remains uncluttered.
Signals-
Buy arrow: Renko direction turns bullish AND EMA trend up AND MACD histogram positive.
Sell arrow: Renko direction turns bearish AND EMA trend down AND MACD histogram negative.
Consecutive same-direction signals are suppressed (only one arrow per direction until opposite signal).
Visuals-
Buy / Sell arrows (large) above/below bars.
Chart background tints green/red after the respective signal for easy glance recognition.
Inputs:-
Renko Box Size (points)
EMA Fast / EMA Slow
MACD fast/slow/signal lengths
How to use-
Add to chart
Use smaller Renko box sizes for scalping, larger for swing-like entries.
Confirm signal with price action and volume—this indicator is a signal generator, not a full automated system.
Use alerts (built in) to receive Buy / Sell arrow notifications.
Alerts-
Buy Arrow — buySignal
Sell Arrow — sellSignal
Buy Background / Sell Background — background-color state alerts
Recommended settings-
Timeframes: 1m–15m for scalping, 5m for balanced intraday.
Symbols: liquid futures/currency pairs/major crypto.
Disclaimer
This script is educational and not financial advice. Backtest and forward test on a demo account before live use. Past performance is not indicative of future results. Use proper risk management.
Confluence Engine [BullByte]CONFLUENCE ENGINE
Multi-Factor Technical Analysis Framework
OVERVIEW
Confluence Engine is a multi-dimensional technical analysis framework that evaluates market conditions across five distinct analytical pillars simultaneously. Rather than relying on a single indicator or signal source, this tool synthesizes Structure, Momentum, Volume, Volatility, and Pattern analysis into a unified scoring system that identifies high-probability trading opportunities when multiple technical factors align.
The core philosophy behind this indicator stems from a fundamental observation: isolated signals frequently fail, but when multiple independent analytical methods agree, the probability of a successful trade increases substantially. This indicator was developed after extensive research into why traders often receive conflicting signals from different indicators on their charts, leading to analysis paralysis and poor decision-making.
THE PROBLEM AND SOLUTION
The Problem:
Most traders use multiple indicators independently, often receiving contradictory signals. One indicator says "buy" while another says "wait." This creates confusion and leads to missed opportunities, premature entries based on incomplete analysis, difficulty quantifying how strong a setup actually is, and inconsistent decision-making across different market conditions.
The Solution:
Confluence Engine addresses this by providing a single, unified score (0-100) that represents the aggregate strength of a trading setup. Instead of mentally weighing five different indicators, traders receive a clear numerical score indicating setup quality, visual tier classification (ULTRA, HIGH, STANDARD), specific identification of which factors are strong or weak, and actionable guidance on what to watch for next.
THE FIVE ANALYTICAL DIMENSIONS
Each dimension was selected because it measures a fundamentally different aspect of market behavior:
STRUCTURE ANALYSIS
Evaluates price position relative to key levels and recent swing points. Markets respect structure - previous highs, lows, and areas where price reversed. This dimension identifies when price interacts with these critical levels and measures the quality of that interaction.
What it detects: Price approaching or sweeping swing highs/lows, reclaim patterns after false breakouts, EMA alignment and trend structure, exhaustion after extended moves.
MOMENTUM ANALYSIS
Measures the underlying strength and direction of price movement. Strong moves are characterized by momentum preceding price. This dimension evaluates whether momentum supports the current price direction.
What it detects: Oversold/overbought conditions with reversal potential, momentum divergence states, directional movement strength (ADX-based), momentum shifts before price confirmation.
VOLUME ANALYSIS
Volume validates price movement. Significant moves require participation. This dimension measures current volume relative to recent averages to determine if market participants are genuinely committing to the move.
What it detects: Volume spikes confirming price action, below-average volume warning of weak moves, climactic volume at potential reversals, volume confirmation of rejection patterns.
VOLATILITY ANALYSIS
Markets alternate between compression (low volatility) and expansion (high volatility). This dimension identifies these phases and recognizes when compression is likely to resolve into directional movement.
What it detects: Volatility squeeze conditions (Bollinger inside Keltner), squeeze release direction, ATR expansion indicating breakout potential, compression duration for timing breakouts.
PATTERN ANALYSIS
Candlestick patterns reflect the battle between buyers and sellers within each bar. This dimension evaluates the quality and context of reversal and continuation patterns.
What it detects: Engulfing patterns with quality scoring, hammer and shooting star formations, rejection wicks indicating trapped traders, pattern confluence with other factors.
WHAT MAKES THIS INDICATOR ORIGINAL Not a mashup
This is NOT a mashup of indicators displayed together. The Confluence Engine represents an integrated analytical framework with the following unique characteristics:
Unified Scoring System: All five dimensions feed into a proprietary scoring algorithm that weights and combines their signals. The output is a single 0-100 score, not five separate readings.
Multi-Factor Gate: Beyond just scoring, the system requires a minimum number of factors to be "active" (meeting their individual thresholds) before allowing signals. This prevents signals based on one extremely strong factor masking four weak ones.
Regime-Aware Adjustments: The engine detects the current market regime (trending, ranging, volatile, weak) and automatically adjusts factor weights and score multipliers. A structure signal means something different in a trending market versus a ranging market.
Adaptive Risk Management: Take-profit and stop-loss levels are not static. They adapt based on current volatility, market regime, and signal quality - providing tighter targets in low-volatility environments and wider targets when volatility expands.
Liquidity Sweep Detection: A distinctive feature that identifies when price has swept beyond a swing high/low and then reclaimed back inside. This pattern often indicates stop hunts followed by reversals.
Signal Quality Tiers: Rather than just "signal" or "no signal," the engine classifies setups into tiers. ULTRA (80+) represents highest probability setups with all factors aligned. HIGH (70-79) represents strong setups with multiple factors confirming. STANDARD meets minimum threshold for acceptable setups.
HOW THE SCORING WORKS
Each of the five factors generates a raw score from 0-100 based on current market conditions. These raw scores are then weighted according to the selected trading style (Balanced, Scalper, Swing, Range, Trend), adjusted based on current market regime detection, modified by higher timeframe alignment (if enabled), bonused when multiple factors exceed their activation thresholds simultaneously, and multiplied by session factors (if session filter is enabled).
The result is a final Bull Score and Bear Score, each ranging from 0-100, representing the current strength of long and short setups respectively.
Signal Generation Requirements:
- Score meets minimum threshold (configurable: 60-95)
- Required number of factors are "active" (default: 3 of 5)
- Market regime is not blocked (if blocking enabled)
- Higher timeframe alignment passes (if required)
- Cooldown period from last signal has elapsed
UNDERSTANDING THE DASHBOARDS
Main Dashboard (Top Right)
The main dashboard displays real-time scores and market context:
LONG Score - Current bullish setup strength (0-100) with quality tier displayed
SHORT Score - Current bearish setup strength (0-100) with quality tier displayed
Regime - Current market state showing TREND UP, TREND DN, VOLATILE, RANGE, or WEAK
HTF - Higher timeframe alignment showing BULL, BEAR, NEUT, or OFF
Squeeze - Volatility state showing SQZ (in squeeze), REL+ (bullish release), REL- (bearish release), or NORM
Gate - Factor count versus requirement, for example 4/3 means 4 factors active with 3 required
Sweep L/S - Liquidity sweep status for long and short setups
ATR% - Current ATR as percentile of recent range indicating relative volatility
Vol - Current volume relative to 20-period average
R:R - Current risk-reward ratio based on adaptive TP/SL calculations
Trade - Active trade status and unrealized profit/loss percentage
Analysis Dashboard (Bottom Left)
The analysis dashboard provides actionable guidance:
Signal Readiness - Visual progress bars showing how close each direction is to generating a signal
Blocking Factors - Identifies which specific factor is weakest and preventing signals
Recommended Action - Context-aware guidance such as WATCH, WAIT, MANAGE, or SCAN
Watch For - Specific events to monitor for setup completion
Opportunity Level - Overall market opportunity rating from EXCELLENT to VERY POOR
Timing - Contextual timing guidance based on current conditions
Status Bar (Bottom Center)
Compact view displaying Long Score, Gate Status, Current State, Gate Status, and Short Score in a single row for quick reference.
Dashboard Size - Auto Mode Explained
When Dashboard Size is set to "Auto", the indicator intelligently adjusts text size based on your current chart timeframe to optimize readability:
Auto-Sizing Logic:
1-Minute to 5-Minute Charts → Tiny
- Lower timeframes show more bars on screen
- Tiny text prevents dashboard from obscuring price action
- Recommended for scalping and high-frequency monitoring
15-Minute Charts → Small
- Balanced size for intraday trading
- Readable without being intrusive
1-Hour to Daily Charts → Normal
- Standard size for most trading styles
- Optimal readability for swing trading
Weekly and Monthly Charts → Large
- Larger text for position trading
- Fewer bars visible so space is available
Manual Override:
You can override auto-sizing for any dashboard individually:
- Dashboard Size (All): Sets master size applied to all dashboards
- Main Dashboard Size: Override for top-right dashboard specifically
- Analysis Panel Size: Override for bottom-left panel specifically
- Status Bar Size: Override for bottom-center bar specifically
Example Use Case:
Trading on 5m chart (default = Tiny) but you have good eyesight and large monitor:
- Set "Dashboard Size (All)" to "Small" or "Normal" for better readability
- Individual dashboards will use your override instead of auto-sizing
Recommendation:
Start with Auto mode and only adjust if dashboards are too large or too small for your monitor/eyesight.
UNDERSTANDING SIGNAL LABELS
When a signal generates, a label appears with trade information:
Minimal Style Example:
LONG 85
Shows tier icon, direction, and score only.
Detailed Style Example:
ULTRA LONG
Score: 85
Entry: 50250.50
TP1: 50650.25
TP2: 51500.75
SL: 49850.25
R:R 1:2.5
Regime: TREND UP
HTF: BULL
Tier Icons Explained:
indicates ULTRA quality with score 80 or higher
indicates HIGH quality with score between 70 and 79
indicates STANDARD quality with score meeting minimum threshold
UNDERSTANDING TRADE ZONES
When a signal generates, visual elements appear on the chart:
Entry Line (Purple) marks the entry price level
TP1 Line (Blue Dashed) marks the first take-profit target
TP2 Line (Cyan Dashed) marks the final take-profit target
SL Line (Orange Dotted) marks the stop-loss level
Trade Zone Box shows shaded area from SL to TP2
These elements extend forward as price progresses. When TP1 is hit, its line becomes solid to indicate achievement. When the trade completes at either TP2 or SL, all elements are cleaned up and the entry label converts to a compact ghost label for historical reference.
Exit Labels Explained:
+X.XX% indicates first target reached with partial profit secured
+X.XX% indicates full target reached with maximum profit achieved
-X.XX% indicates stop-loss triggered
TP1 Hit, SL... indicates stopped out after TP1 was already hit (optional display)
OPPOSITE SIGNAL HANDLING
When market conditions shift dramatically, the engine may generate a signal in the opposite direction while an existing trade is active. This represents a significant change in confluence and is handled automatically:
Automatic Trade Reversal Process:
1. Detection: New signal triggers opposite to current trade direction (e.g., SHORT signal while LONG trade is active)
2. Current Trade Closure:
- All visual elements (entry line, TP/SL lines, trade zone) are deleted
- Current trade is marked as closed
3. Entry Label Conversion:
- The detailed entry label is converted to a compact ghost label
- Ghost label shows direction + score (e.g., "LONG 75")
- Marked with "OPP" outcome to indicate opposite signal closure
- Moved to a non-interfering position below/above price
4. New Trade Initialization:
- Fresh entry label created for new direction
- New TP1, TP2, SL levels calculated based on new signal quality
- Trade zone and price lines drawn for new trade
Example Scenario:
You enter a LONG trade at score 72. Price moves sideways for 8 bars, then market structure breaks down. Confluence shifts heavily bearish with a sweep reclaim bear + momentum + volume spike, generating a SHORT signal at score 81. The engine automatically:
- Closes the LONG trade
- Converts "LONG 72" entry label to a small ghost label
- Opens new SHORT trade at current price
- Displays new SHORT entry label with full trade details
Trading Implication:
This behavior ensures the engine is always aligned with the highest-probability direction based on current confluence. It prevents you from holding a position when all five factors have flipped against you.
Note: This does NOT happen for every small score change. The opposite signal must meet all signal generation requirements (minimum score, gate pass, regime check, HTF alignment) before triggering. Typically occurs during strong trend reversals or major support/resistance breaks.
EXAMPLE TRADE : LONG
Instrument and Exchange: Bitcoin / TetherUS (BTC/USDT) on Binance
Timeframe: 5-minute
Timestamp: Nov 27, 2025 12:39 UTC
Indicator Script: Confluence Engine v1.0
Trade Type: Long (Example Trade)
Setting Used: Default
Signal Details:
- Tier: HIGH
- Score: 70
- Entry Price: 90040.70
- TP1 Target: 90868.63
- TP2 Target: 92110.52
- Stop Loss: 89325.94
- Risk Reward: 1:2.9
Trade Outcome:
- TP1 hit after 12 bars (+0.95%)
- TP2 hit after 28 bars (+2.85%)
- Total gain: +2.85% on full position
EXAMPLE TRADE : SHORT with Dashboard Explanation and interpretation
Instrument and Exchange: Ethereum / U.S. Dollar (ETH/USD) — Coinbase
Timeframe: 1-hour
Timestamp (screenshot): Nov 28, 2025 16:41 UTC
Indicator Script: Confluence Engine v1.0
Trade Type: Short (Example Trade)
Setting Used: Default
Signal Details
-Tier: STANDARD (STD)
-Score: 64
-Entry Price: 3037.26
-TP1 Target: 2981.61 (-55.65 pts)
-TP2 Target: 2898.12 (-139.14 pts)
-Stop Loss: 3099.79 (+62.53 pts)
-Risk:Reward: ≈ 1 : 2.2 (TP2/SL)
-Market Context at Signal
-Regime: TREND UP (contextual regime at time of signal) — mixed environment for shorts
-HTF Alignment: OFF (no higher-timeframe confirmation)
-Gate Status: 3 / 3 (minimum factor groups active — gate passed)
-Squeeze Status: NORM (no active compression breakout)
-Volume: ~1.8× average (elevated participation)
-ATR%: 57% (elevated volatility)
Analysis Dashboard Reading (what the user sees)
-Long Readiness: Needs +36 points to qualify.
-Short Readiness: Needs +11 points to qualify (closer but not auto-entering).
-Blocking Factors: Structure = 0 — the single decisive blocker preventing fresh signals.
-Opportunity Level: VERY POOR (roughly 20 / 100) — low quality environment for adding positions.
-Timing: Wait for better setup (do not add new positions).
-Trade Outcome (screenshot moment)
-Trade state: Active SHORT (opened earlier).
-Live P&L (snapshot): +0.14% (managing trade).
-TP1/TP2: Targets shown on chart (TP1 2981.61, TP2 2898.12). Not closed yet at screenshot.
-Visuals: Entry label, TP/SL lines and trade zone are displayed and being extended while trade is active.
Interpretation
The engine produced a standard short (Score 64) while the market showed elevated volume and volatility but no HTF confirmation. Although the Gate passed (3/3), Structure = 0 blocks the indicator from issuing fresh entries — this is intentional and by design: one missing factor (structure) is enough to prevent new signals even when other factors look supportive. The currently open short is being managed (partial targets and SL visible), but the system's recommendation is to manage the existing trade only and not open new shorts until structure or HTF alignment improves.
Why this example matters (teaching point)
-Gate ≠ Go: Gate pass (factor count) alone does not force fresh trades — the system enforces additional checks (structure, regime, HTF) to avoid lower-quality setups.
-Volume & Volatility are necessary but not sufficient: High volume and wide ATR create movement but do not replace structural validation.
-Active trade vs new entries: The script will continue to manage an already open trade but will not create a new signal while a blocking factor remains. This prevents overtrading and reduces false positives.
-Practical trader actions shown by the example
-Manage existing SHORT only: Trail to breakeven if TP1 is taken; scale out at TP1; hold remaining if price respects trend and structure reclaims.
-Do not add fresh positions: Wait for Structure > 0 or a HTF alignment that lifts the block.
-Watch for signals that matter: Sweep reclaim, HTF alignment turning bullish for shorts (i.e., HTF changes to BEAR), or a squeeze release with volume spike — these can clear the blocker and validate new entries.
RECOMMENDED TIMEFRAMES
For Scalping on 1m, 5m, or 15m charts: Use higher factor thresholds and shorter cooldowns. The faster pace requires stricter filtering.
For Day Trading on 15m, 30m, or 1H charts: This provides a balance of signal frequency and reliability suitable for most active traders.
For Swing Trading on 1H, 4H, or Daily charts: Expect higher quality signals with longer hold periods and fewer false signals.
For Position Trading on Daily or Weekly charts: Focus on ULTRA signals only for maximum conviction on longer-term positions.
Higher Timeframe Alignment Recommendations:
When trading 5m, use 1H as your HTF
When trading 15m, use 1H or 4H as your HTF
When trading 1H, use 4H or Daily as your HTF
When trading 4H, use Daily as your HTF
The general rule is to select an HTF that is 4 to 12 times your trading timeframe.
TRADING STYLE PRESETS
Balanced (Default)
Equal weighting across all five factors at 20% each. Suitable for most market conditions and recommended as starting point.
Scalper
Emphasizes Volume at 30% and Volatility at 30%. Designed for quick in-and-out trades on lower timeframes where immediate momentum and volatility expansion matter most.
Swing Trader
Emphasizes Structure at 30% and Momentum at 30%. Focuses on catching larger moves where trend direction and key levels are paramount.
Range Trader
Emphasizes Structure at 35% and Pattern at 25%. Optimized for sideways markets where support/resistance levels and reversal patterns dominate.
Trend Follower
Emphasizes Momentum at 40%. Designed for trending markets where staying with the dominant direction is the priority.
QUALITY MODE SETTINGS
Custom Mode
Set your own minimum score threshold. Lower thresholds between 60 and 65 generate more signals but with lower average quality. Higher thresholds of 75 or above generate fewer but higher-quality signals.
High Quality Mode
Uses minimum score of 70. Recommended for most users as it filters out marginal setups while still providing reasonable signal frequency.
Ultra Only Mode
Uses minimum score of 80 for maximum selectivity. Only the highest-conviction setups generate signals. Recommended for swing and position traders or during uncertain market conditions.
REGIME DETECTION
The engine continuously evaluates market conditions and classifies them into five states:
TREND UP
Characteristics: Strong ADX reading with EMAs aligned in bullish order
Trading Implications: Long signals receive score boost while short signals are suppressed. Momentum factor gains additional weight.
TREND DN
Characteristics: Strong ADX reading with EMAs aligned in bearish order
Trading Implications: Short signals receive score boost while long signals are suppressed. Momentum factor gains additional weight.
VOLATILE
Characteristics: High ATR percentile, wide Bollinger Bands, elevated volume
Trading Implications: Both directions remain viable but wider stops are recommended. Volume factor gains additional weight.
RANGE
Characteristics: Low ADX reading, narrow Bollinger Bands, low ATR percentile
Trading Implications: Structure signals are emphasized while momentum signals are suppressed. Pattern recognition becomes more important.
WEAK
Characteristics: Unclear or mixed conditions that do not fit other categories
Trading Implications: Reduced confidence in all signals. Consider waiting for clearer market conditions.
Filter Mode Options:
Off - Regime is detected and displayed but no score adjustments are applied
Adjust Scores - Automatically modifies factor weights based on current regime
Block Weak Regimes - Prevents signals from generating when regime is RANGE or WEAK
VOLATILITY SQUEEZE DETECTION
A volatility squeeze occurs when Bollinger Bands contract inside the Keltner Channel, indicating reduced volatility and potential energy building for a breakout.
Squeeze States Explained:
SQZ with bar count (example: SQZ 15)
Indicates currently in squeeze for the displayed number of bars. A score penalty is applied during this phase because compression represents uncertainty about direction.
REL+ (Release Bullish)
Indicates squeeze has released with price above the basis line. Score bonus is applied for long setups as this often precedes strong upward moves.
REL- (Release Bearish)
Indicates squeeze has released with price below the basis line. Score bonus is applied for short setups as this often precedes strong downward moves.
NORM (Normal)
No active squeeze detected. Standard scoring applies.
Trading Implication:
Squeeze releases often produce strong directional moves. The engine detects both the squeeze duration and the release direction, awarding bonus points to signals that align with the release. Longer squeeze duration often corresponds to more powerful breakouts.
LIQUIDITY SWEEP DETECTION
Markets often sweep beyond obvious support and resistance levels to trigger stops before reversing. The engine detects these patterns:
Bullish Sweep Reclaim
Price sweeps below recent swing low, triggering stop losses, then reclaims back above the swing low. This often indicates smart money accumulation after retail stops are collected.
Bearish Sweep Reclaim
Price sweeps above recent swing high, triggering stop losses, then reclaims back below the swing high. This often indicates smart money distribution after retail stops are collected.
Sweep Status in Dashboard:
RCL (Reclaim) - Reclaim has been confirmed. This receives highest structure score as the pattern is complete.
PND (Pending) - Sweep has occurred and price is near the level but full reclaim not yet confirmed. Watching for completion.
ACT (Active) - Sweep is currently in progress with price beyond the swing level.
Dash (-) - No sweep activity detected.
MULTI-FACTOR GATE SYSTEM
Beyond overall score, the engine counts how many individual factors meet their activation threshold.
Example Calculation:
Structure score 45 with threshold 35 equals ACTIVE
Momentum score 25 with threshold 30 equals INACTIVE
Volume score 50 with threshold 35 equals ACTIVE
Volatility score 40 with threshold 30 equals ACTIVE
Pattern score 35 with threshold 30 equals ACTIVE
Result: 4 of 5 factors are active
If minimum required factors is set to 3, this example passes the gate and receives a 4-factor bonus.
Gate Bonuses:
4 factors active adds 8 points to final score (default setting)
5 factors active adds 15 points to final score (perfect confluence)
Purpose:
This mechanism prevents scenarios where one extremely high factor score masks four weak factors. A score of 75 with only 2 active factors is less reliable than a score of 70 with 4 active factors.
ADAPTIVE RISK MANAGEMENT
Take-profit and stop-loss distances adjust dynamically based on three inputs:
Volatility Influence (default 40% weight)
Low ATR percentile produces tighter targets
High ATR percentile produces wider targets
This ensures stops are not too tight in volatile conditions or too wide in calm conditions.
Regime Influence (default 30% weight)
Trending market with aligned signal produces extended targets
Ranging market produces contracted targets
Volatile regime produces wider stops for protection
Score Influence (default 30% weight)
ULTRA signals (high conviction) receive extended targets
STANDARD signals receive standard targets
Higher conviction justifies larger profit expectations.
You can configure the weight of each influence in settings to match your trading style.
SESSION FILTER (Optional Feature)
When enabled, the engine applies score multipliers based on the trading session:
Asian Session (default 0.9x multiplier)
Characterized by lower volatility and ranging tendency. Score reduction reflects reduced opportunity.
London Session (default 1.1x multiplier)
Characterized by high volatility and trend initiation. Score boost reflects increased opportunity.
London/NY Overlap (default 1.2x multiplier)
Characterized by highest liquidity and strongest moves. Maximum score boost reflects peak trading conditions.
New York Session (default 1.05x multiplier)
Characterized by volatility but typically after initial moves have occurred.
Configure your UTC offset in settings to align session detection with your chart timezone.
ALERT SYSTEM
The indicator provides comprehensive alerts with dynamic data:
Signal Alerts:
- ULTRA Long Signal with full trade details
- ULTRA Short Signal with full trade details
- HIGH Long Signal with key levels
- HIGH Short Signal with key levels
- Any Long Signal with basic info
- Any Short Signal with basic info
Trade Management Alerts:
- TP1 Reached with profit percentage
- TP2 Full Target with total profit
- Stop Loss Hit with loss percentage and status
Technical Event Alerts:
- Squeeze Release
- Liquidity Sweep
- Perfect Confluence
- Regime Change
All alerts include actual calculated values such as score, entry price, target levels, stop level, and risk-reward ratio at the time of trigger.
AUTOMATIC SETTINGS VALIDATION
The indicator performs comprehensive validation when first loaded on a chart. If configuration errors are detected, a warning label appears on the chart with specific guidance.
Critical Errors (Prevent Signal Generation):
ULTRA threshold must exceed HIGH threshold
- Example error: HIGH = 75, ULTRA = 70
- Fix: Ensure ULTRA threshold is higher than HIGH threshold
- Default safe values: HIGH = 70, ULTRA = 80
Minimum factors cannot exceed 5
- The gate requires 3 to 5 factors (you cannot require 6 of 5 factors)
- Fix: Set minimum active factors to 3, 4, or 5
TP2 multiplier must exceed TP1 multiplier
- Example error: TP1 = 3.0 ATR, TP2 = 2.0 ATR
- Fix: Ensure TP2 (final target) is farther than TP1 (partial target)
- Default safe values: TP1 = 2.0, TP2 = 5.0
Swing lookback minimum is 3 bars
- Liquidity sweep detection requires at least 3 bars to identify swing highs/lows
- Fix: Increase swing lookback period to 3 or higher
ATR period minimum is 5 bars
- ATR calculation requires sufficient data for accuracy
- Fix: Increase ATR period to 5 or higher (14 recommended)
Higher timeframe must be larger than chart timeframe
- Example error: Trading on 1H chart with MTF set to 15m
- Fix: Select HTF that is 4-12x your chart timeframe
- Example: If trading 15m, use 1H or 4H as HTF
Warnings (Signal Generation Continues):
Score threshold below 50 generates many signals
- Lower thresholds increase signal frequency but reduce quality
- Recommendation: Use minimum 60 for active trading, 70+ for swing trading
Cooldown below 3 bars may cause signal clustering
- Very short cooldowns can produce multiple signals in quick succession
- Recommendation: Use 5+ bars for lower timeframes, 3+ for higher timeframes
Validation Label Display:
When errors are detected, a label appears at the top of the chart showing:
SETTINGS QUICK REFERENCE
Signal Quality Section:
Quality Mode: High Quality recommended for most users
Custom Minimum Score: Used when Quality Mode is set to Custom (range 30-95)
HIGH Threshold: Score required for HIGH tier classification (default 70)
ULTRA Threshold: Score required for ULTRA tier classification (default 80)
Regime Engine Section:
Enable Regime Detection: Activates automatic market state classification
Filter Mode: Off, Adjust Scores, or Block Weak Regimes
ADX Strong Threshold: ADX level indicating strong trend (default 25)
ADX Weak Threshold: ADX level indicating ranging conditions (default 15)
Show Regime Background: Displays subtle background color for current regime
Liquidity and Squeeze Section:
Enable Liquidity Sweep Detection: Activates sweep and reclaim pattern detection
Swing Lookback Period: Bars used to identify swing highs and lows (default 8)
Reclaim Threshold: Percentage of range price must reclaim after sweep (default 15%)
Enable Volatility Squeeze Detection: Activates Bollinger/Keltner squeeze detection
Keltner Channel Multiplier: Width multiplier for Keltner Channel (default 1.5)
Squeeze Penalty: Points subtracted during active squeeze (default 25)
Squeeze Release Bonus: Points added on squeeze release (default 20)
Enable Multi-Factor Gate: Requires minimum factors active before signaling
Minimum Active Factors: How many factors must meet threshold (default 3)
Individual Factor Thresholds: Customize activation threshold for each factor
4-Factor Bonus: Points added when 4 of 5 factors active (default 8)
5-Factor Bonus: Points added when all 5 factors active (default 15)
MTF Confluence Section:
Enable MTF Confluence: Activates higher timeframe trend analysis
Higher Timeframe: Select timeframe for trend alignment (recommend 4-12x chart TF)
Require HTF Alignment: Block signals opposing higher timeframe trend
Show HTF EMAs: Display higher timeframe EMA 21 and EMA 50 on chart
Trading Style Section:
Enable Style Weighting: Activates factor weight adjustments based on style
Trading Style: Balanced, Scalper, Swing Trader, Range Trader, or Trend Follower
Custom Weights: Individual weight sliders when fine-tuning is needed
Session Filter Section:
Enable Session Filter: Activates session-based score multipliers
Your UTC Offset: Your timezone offset for accurate session detection
Session Multipliers: Individual multipliers for Asian, London, New York, and Overlap sessions
Risk Parameters Section:
ATR Period: Period for Average True Range calculation (default 14)
TP1 ATR Multiple: First target distance as ATR multiple (default 2.0)
TP2 ATR Multiple: Final target distance as ATR multiple (default 5.0)
SL ATR Multiple: Stop loss distance as ATR multiple (default 2.0)
Enable Adaptive TP/SL: Activates dynamic adjustment based on conditions
Volatility Weight: Influence of ATR percentile on adaptive calculation (default 40%)
Regime Weight: Influence of market regime on adaptive calculation (default 30%)
Score Weight: Influence of signal score on adaptive calculation (default 30%)
Appearance Section:
Color Theme: Matrix (green/red), Dark (modern dark), or Light (clean light)
Label Detail: Minimal (score only), Standard (key info), or Detailed (full breakdown)
Dashboard Size Controls: Master size and individual overrides for each dashboard
Show Trade Zones: Display shaded box from SL to TP2 for active trades
Show TP/SL Labels: Display price labels on target and stop lines
Show Trailing Exit Labels: Display exit label when stopped after TP1 hit
Show Main Dashboard: Toggle main dashboard visibility (top right)
Show Analysis Dashboard: Toggle analysis panel visibility (bottom left)
Show Status Bar: Toggle compact status bar visibility (bottom center)
Performance Section:
Performance Mode: Reduces visual elements on lower timeframes automatically
Max Ghost Labels: Maximum historical signal labels to retain (default 50)
Signal Cooldown: Minimum bars between signals in same direction (default 5)
Enable Script Alerts: Controls whether alert() calls fire automatically (default ON)
- ON: Dynamic alerts with calculated values fire automatically
- OFF: alert() suppressed, alertcondition() still available for manual creation
- Use OFF when testing settings or monitoring multiple instruments visually
- Toggle per-chart for selective alert coverage across watchlist
Show Factor Markers: Display shapes on chart when 3, 4, or 5 factors align
Show Score Breakdown: Display detailed factor scores table in debug panel
Show Regime Debug: Display regime state and ADX value in debug panel
Show MTF Debug: Display higher timeframe status in debug panel
DEBUG MODE AND FACTOR MARKERS
The indicator includes optional debug tools for traders who want deeper insight into the scoring mechanics and factor analysis. These features are disabled by default to keep the chart clean but can be enabled in the Debug Mode settings group.
FACTOR MARKERS
When "Show Factor Markers" is enabled, visual shapes appear on the chart indicating confluence states:
Perfect Confluence (5/5 Factors Active)
A circle appears below the bar for bullish or above the bar for bearish setups. This represents maximum confluence where all five analytical dimensions meet their activation thresholds simultaneously. A small label showing "5/5" also appears. This is a rare occurrence and typically precedes the highest quality signals. Background color shifts to highlight this exceptional alignment.
Strong Confluence (4/5 Factors Active)
A diamond shape appears below the bar for bullish or above the bar for bearish setups. This represents strong confluence with four of five factors active. A label showing "4/5" appears when this state is first achieved. This level of confluence is associated with high-quality setups.
Ready Confluence (3/5 Factors Active)
A triangle appears below the bar (pointing up) for bullish or above the bar (pointing down) for bearish setups. This represents the minimum confluence level required when gate is set to 3 factors. No label appears for this level to reduce visual clutter.
Confluence Background
When factor markers are enabled, a subtle background color appears indicating the current confluence state. Stronger colors indicate higher confluence levels. Bullish confluence shows green tints while bearish confluence shows red tints.
Purpose of Factor Markers:
These markers help traders visualize when confluence is building before a signal triggers. You might see a 4/5 diamond appear one or two bars before the actual signal, giving you advance notice that conditions are aligning. This can help with preparation and timing.
DEBUG PANEL (Bottom Right)
When any debug option is enabled, a debug panel appears in the bottom right corner of the chart providing detailed scoring information.
Score Breakdown Table
When "Show Score Breakdown" is enabled, the panel displays:
Factor column showing Structure, Momentum, Volume, Volatility, and Pattern
Bull column showing raw score (0-100) for each bullish factor
Bear column showing raw score (0-100) for each bearish factor
Weight column showing current percentage weight for each factor
Below the factor rows :
FINAL row shows the calculated final Bull and Bear scores after all adjustments
Adj row shows total adjustments applied including gate bonus, squeeze adjustment, and exhaustion adjustment with positive or negative sign
This breakdown allows you to see exactly which factors are contributing to the score and which are lagging. If you notice Structure consistently low, you know to wait for better price positioning relative to swing levels.
Regime Debug
When "Show Regime Debug" is enabled, the panel displays:
Current regime state (TREND UP, TREND DN, VOLATILE, RANGE, WEAK)
Current ADX value driving the regime classification
This helps you understand why certain score adjustments are being applied and verify the regime detection is working as expected for current market conditions.
MTF Debug
When "Show MTF Debug" is enabled, the panel displays:
Current MTF alignment status (BULL, BEAR, NEUT)
The higher timeframe being analyzed
This confirms the higher timeframe data is being read correctly and shows you the trend bias from the larger timeframe perspective.
Using Debug Mode Effectively
For Learning: Enable all debug options when first using the indicator to understand how scores are calculated and what drives signal generation.
For Optimization: Use score breakdown to identify which factors are consistently weak in your chosen market and timeframe. This can inform whether to adjust factor thresholds or switch trading styles.
For Troubleshooting: If signals seem inconsistent, enable debug to see exactly what values the engine is working with. This helps identify if a specific factor is behaving unexpectedly.
For Live Trading: Disable debug features to keep chart clean and reduce visual distraction. The main dashboards provide sufficient information for trade execution.
Debug Settings Summary:
Show Factor Markers - Displays shapes on chart when 3, 4, or 5 factors align. Useful for seeing confluence build before signals trigger.
Show Score Breakdown - Displays detailed table with all raw factor scores, weights, and adjustments. Useful for understanding exactly how final score is calculated.
Show Regime Debug - Adds regime state and ADX value to debug panel. Useful for verifying regime detection accuracy.
Show MTF Debug - Adds higher timeframe status and timeframe to debug panel. Useful for confirming MTF data is loading correctly.
PERFORMANCE CONSIDERATIONS
On lower timeframes such as 1-minute and 5-minute charts, the indicator creates visual elements including labels, lines, and boxes that may impact performance on slower devices.
Performance Mode automatically reduces visual elements, optimizes calculation frequency, and limits historical ghost labels when enabled.
Configure Max Ghost Labels (default 50) to control how many historical signal labels are retained on the chart.
NON-REPAINTING DESIGN
Signal Integrity:
All entry and exit signals generate only on confirmed (closed) bars using barstate.isconfirmed checks. This ensures signals do not appear and disappear during bar formation.
Higher Timeframe Data:
MTF analysis uses request.security with lookahead disabled (barmerge.lookahead_off) to prevent future data from influencing current calculations.
Visual Elements:
Lines, boxes, and labels for active trades update in real-time for monitoring purposes but this visual updating does not affect signal generation logic. Entry decisions are made solely on confirmed bar data.
DISCLAIMER
Trading financial instruments involves substantial risk of loss and is not suitable for all investors. Past performance does not guarantee future results. This indicator is a technical analysis tool provided for educational purposes only. It does not constitute financial advice, trading recommendations, or solicitation to buy or sell any financial instrument.
The developer makes no representations regarding the accuracy of signals or the profitability of trading based on this indicator. Users assume full responsibility for their trading decisions and should conduct their own analysis before entering any trade.
Always use proper risk management. Never risk more than you can afford to lose. Consider consulting a qualified financial advisor before making trading decisions.
VERSION HISTORY
v1.0 - Initial Release
- Five-factor confluence scoring system
- Regime detection and automatic adaptation
- Liquidity sweep and reclaim detection
- Volatility squeeze state machine
- Multi-factor gate with bonus system
- Adaptive risk management
- Comprehensive alert system
- Three dashboard display panels
- Session filter with multipliers
- Multiple trading style presets
- Theme customization options
Developed by BullByte
Pine Script v6
2025
Pin Bar Highlighter//@version=5
indicator("Pin Bar Highlighter", overlay=true)
body = math.abs(close - open)
upperWick = high - math.max(open, close)
lowerWick = math.min(open, close) - low
bullPin = (lowerWick >= body * 2) and (close > open)
bearPin = (upperWick >= body * 2) and (close < open)
bullColor = color.rgb(10, 20, 80)
bearColor = color.rgb(255, 20, 150)
barcolor(bullPin ? bullColor : bearPin ? bearColor : na)
