Volume Percentile Supertrend [BackQuant]Volume Percentile Supertrend
A volatility and participation aware Supertrend that automatically widens or tightens its bands based on where current volume sits inside its recent distribution. The goal is simple: fewer whipsaws when activity surges, faster reaction when the tape is quiet.
What it does
Calculates a standard Supertrend framework from an ATR on a volume weighted price source.
Measures current volume against its recent percentile and converts that context into a dynamic ATR multiplier.
Widens bands when volume is unusually high to reduce chop. Tightens bands when volume is unusually low to catch turns earlier.
Paints candles, draws the active Supertrend line and optional bands, and prints clear Long and Short signal markers.
Why volume percentile
Fixed ATR multipliers assume all bars are equal. They are not. When participation spikes, price swings expand and a static band gets sliced.
Percentiles place the current bar inside a recent distribution. If volume is in the top slice, the Supertrend allows more room. If volume is in the bottom slice, it expects smaller noise and tightens.
This keeps the same playbook usable across busy sessions and sleepy ones without constant manual retuning.
How it works
Volume distribution - A rolling window computes the Pth percentile of volume. Above that is flagged as high volume. A lower reference percentile marks quiet bars.
Dynamic multiplier - Start from a Base Multiplier. If bar is high volume, scale it up by a function of volume-to-average and a Sensitivity knob. If bar is low volume, scale it down. Smooth the result with an EMA to avoid jitter.
VWMA source - The price input for bands is a short volume weighted moving average of close. Heavy prints matter more.
ATR envelope - Compute ATR on your length. UpperBasic = VWMA + Multiplier x ATR. LowerBasic = VWMA - Multiplier x ATR.
Trailing logic - The final lines trail price so they only move in a direction that preserves Supertrend behavior. This prevents sudden flips from transient pokes.
Direction and signals - Direction flips when price crosses through the relevant trailing line. SupertrendLong and SupertrendShort mark those flips. The plotted Supertrend is the active trailing side.
Inputs and what they change
Volume Lookback - Window for percentile and average. Larger window = stabler percentile, smaller = snappier.
Volume Percentile Level - Threshold that defines high volume. Example 70 means top 30 percent of recent bars are treated as high activity.
Volume Sensitivity - Gain from volume ratio to the dynamic multiplier. Higher = bands expand more when volume spikes.
VWMA Source Length - Smoothing of the volume weighted price source for the bands.
ATR Length - Standard ATR window. Larger = slower, smaller = quicker.
Base Multiplier - Core band width before volume adjustment. Think of this as your neutral volatility setting.
Multiplier Smoothing - EMA on the dynamic multiplier. Reduces back and forth changes when volume oscillates around the threshold.
Show Supertrend on chart - Toggles the active line.
Show Upper Lower Bands - Draws both sides even when inactive. Good for context.
Paint candles according to Trend - Colors bars by trend direction.
Show Long and Short Signals - Prints 𝕃 and 𝕊 markers at flips.
Colors - Choose your long and short palette.
Reading the plot
Supertrend line - Thick line that hugs price from above in downtrends and from below in uptrends. Its distance breathes with volume.
Bands - Optional upper and lower rails. Useful to see the inactive side and judge how wide the envelope is right now.
Signals - 𝕃 prints when the trend flips long. 𝕊 prints when the trend flips short.
Candle colors - Quick bias read at a glance when painting is enabled.
Typical workflows
Trend following - Use 𝕃 flips to initiate longs and ride while bars remain colored long and price respects the lower trailing line. Mirror for shorts with 𝕊 and the upper trailing line. During high volume phases the line will give more room, which helps stay in the move.
Pullback adds - In an established trend, shallow tags toward the active line after a high volume expansion can be add points. The dynamic envelope adjusts to the session so your add distance is not fixed to a stale volatility regime.
Mean reversion filter - In quiet tape the multiplier contracts and flips come earlier. If you prefer fading, watch for quick toggles around the bands when volume percentile remains low. In high volume, avoid fading into the widened line unless you have other strong reasons.
Notes on behavior
High volume bar: the percentile gate opens, volRatio > 1 powers up the multiplier through the Sensitivity lever, bands widen, fewer false flips.
Low volume bar: multiplier contracts, bands tighten, flips can happen earlier which is useful when you want to catch regime changes in quiet conditions.
Smoothing matters: both the price source (VWMA) and the multiplier are smoothed to keep structure readable while still adapting.
Quick checklist
If you see frequent chop and today feels busy: check that volume is above your percentile. Wider bands are expected. Consider letting the trend prove itself against the expanded line before acting.
If everything feels slow and you want earlier entries: percentile likely marks low volume, so bands tighten and 𝕃 or 𝕊 can appear sooner.
If you want more or fewer flips overall: adjust Base Multiplier first. If you want more reaction specifically tied to volume surges: raise Volume Sensitivity. If the envelope breathes too fast: raise Multiplier Smoothing.
What the signals mean
SupertrendLong - Direction changed from non-long to long. 𝕃 marker prints. The active line switches to support below price.
SupertrendShort - Direction changed from non-short to short. 𝕊 marker prints. The active line switches to resistance above price.
Trend color - Bars painted long or short help validate context for entries and management.
Summary
Volume Percentile Supertrend adapts the classic Supertrend to the day you are trading. Volume percentile sets the mood, sensitivity translates it into dynamic band width, and smoothing keeps it clean. The result is a single plot that aims to stay conservative when the tape is loud and act decisively when it is quiet, without you having to constantly retune settings.
Scalping
KAMENICZKI PROSCAPLERPROSCAPLER is an advanced trading indicator that combines a dynamic channel with a prediction line for maximum accuracy and trading success. The indicator is designed for professional traders who need reliable signals with high success rates.
Adaptive Intelligence
Automatic optimal period detection - the indicator adapts to various market conditions
Intelligent timeframe settings - automatically optimizes periods based on TF
Dynamic adaptation - the channel changes according to volatility and trend.
High Signal Accuracy
Pearson R correlation - filters only strong trends with high reliability
Multi-timeframe confirmation - confirms signals on higher timeframe
Volatility and volume filters - eliminates false signals
RSI extreme values - captures only the best entry points
Prediction Line
Future price direction - shows where the price will move
Adaptive length - adapts to timeframe
Strong signals - when the entire prediction line is in the center of the channel
Quality Filters
Minimum Pearson R 0.5+ - only strong trends
Volume filter 1.2x - only signals with sufficient volume
ATR volatility filter - eliminates low volatility
RSI extreme levels - only at oversold/overbought values
Anomalies
Anomaly detection - captures exceptional opportunities
Bright yellow/pink color - immediately visible
Fast Reaction
Minimum trend bars = 1 - fast turning
Adaptive detection - immediate reaction to changes
Automatic optimizations - without manual settings
News & Volatility Filters
News filter - disables channel during high impact news
Volatility filter - protects against high volatility
Gap detection - filters dangerous gaps
Combined Filters
All filters must be met - maximum reliability
Multi-timeframe confirmation - double check
Pearson R validation - mathematical accuracy
Volume confirmation - institutional interest
Reaction Speed
Instant signals - without delay
Adaptive settings - automatic optimization
Fast turning - minimum 1 bar trend
Signal Accuracy
Quality filters increase success rate to 70-80%
Anomalies have 80-90% success rate
STRONG signals (prediction line in center) 85-95%
HAVE FUN :)
BOCS Channel Scalper Indicator - Mean Reversion Alert System# BOCS Channel Scalper Indicator - Mean Reversion Alert System
## WHAT THIS INDICATOR DOES:
This is a mean reversion trading indicator that identifies consolidation channels through volatility analysis and generates alert signals when price enters entry zones near channel boundaries. **This indicator version is designed for manual trading with comprehensive alert functionality.** Unlike automated strategies, this tool sends notifications (via popup, email, SMS, or webhook) when trading opportunities occur, allowing you to manually review and execute trades. The system assumes price will revert to the channel mean, identifying scalp opportunities as price reaches extremes and preparing to bounce back toward center.
## INDICATOR VS STRATEGY - KEY DISTINCTION:
**This is an INDICATOR with alerts, not an automated strategy.** It does not execute trades automatically. Instead, it:
- Displays visual signals on your chart when entry conditions are met
- Sends customizable alerts to your device/email when opportunities arise
- Shows TP/SL levels for reference but does not place orders
- Requires you to manually enter and exit positions based on signals
- Works with all TradingView subscription levels (alerts included on all plans)
**For automated trading with backtesting**, use the strategy version. For manual control with notifications, use this indicator version.
## ALERT CAPABILITIES:
This indicator includes four distinct alert conditions that can be configured independently:
**1. New Channel Formation Alert**
- Triggers when a fresh BOCS channel is identified
- Message: "New BOCS channel formed - potential scalp setup ready"
- Use this to prepare for upcoming trading opportunities
**2. Long Scalp Entry Alert**
- Fires when price touches the long entry zone
- Message includes current price, calculated TP, and SL levels
- Notification example: "LONG scalp signal at 24731.75 | TP: 24743.2 | SL: 24716.5"
**3. Short Scalp Entry Alert**
- Fires when price touches the short entry zone
- Message includes current price, calculated TP, and SL levels
- Notification example: "SHORT scalp signal at 24747.50 | TP: 24735.0 | SL: 24762.75"
**4. Any Entry Signal Alert**
- Combined alert for both long and short entries
- Use this if you want a single alert stream for all opportunities
- Message: "BOCS Scalp Entry: at "
**Setting Up Alerts:**
1. Add indicator to chart and configure settings
2. Click the Alert (⏰) button in TradingView toolbar
3. Select "BOCS Channel Scalper" from condition dropdown
4. Choose desired alert type (Long, Short, Any, or Channel Formation)
5. Set "Once Per Bar Close" to avoid false signals during bar formation
6. Configure delivery method (popup, email, webhook for automation platforms)
7. Save alert - it will fire automatically when conditions are met
**Alert Message Placeholders:**
Alerts use TradingView's dynamic placeholder system:
- {{ticker}} = Symbol name (e.g., NQ1!)
- {{close}} = Current price at signal
- {{plot_1}} = Calculated take profit level
- {{plot_2}} = Calculated stop loss level
These placeholders populate automatically, creating detailed notification messages without manual configuration.
## KEY DIFFERENCE FROM ORIGINAL BOCS:
**This indicator is designed for traders seeking higher trade frequency.** The original BOCS indicator trades breakouts OUTSIDE channels, waiting for price to escape consolidation before entering. This scalper version trades mean reversion INSIDE channels, entering when price reaches channel extremes and betting on a bounce back to center. The result is significantly more trading opportunities:
- **Original BOCS**: 1-3 signals per channel (only on breakout)
- **Scalper Indicator**: 5-15+ signals per channel (every touch of entry zones)
- **Trade Style**: Mean reversion vs trend following
- **Hold Time**: Seconds to minutes vs minutes to hours
- **Best Markets**: Ranging/choppy conditions vs trending breakouts
This makes the indicator ideal for active day traders who want continuous alert opportunities within consolidation zones rather than waiting for breakout confirmation. However, increased signal frequency also means higher potential commission costs and requires disciplined trade selection when acting on alerts.
## TECHNICAL METHODOLOGY:
### Price Normalization Process:
The indicator normalizes price data to create consistent volatility measurements across different instruments and price levels. It calculates the highest high and lowest low over a user-defined lookback period (default 100 bars). Current close price is normalized using: (close - lowest_low) / (highest_high - lowest_low), producing values between 0 and 1 for standardized volatility analysis.
### Volatility Detection:
A 14-period standard deviation is applied to the normalized price series to measure price deviation from the mean. Higher standard deviation values indicate volatility expansion; lower values indicate consolidation. The indicator uses ta.highestbars() and ta.lowestbars() to identify when volatility peaks and troughs occur over the detection period (default 14 bars).
### Channel Formation Logic:
When volatility crosses from a high level to a low level (ta.crossover(upper, lower)), a consolidation phase begins. The indicator tracks the highest and lowest prices during this period, which become the channel boundaries. Minimum duration of 10+ bars is required to filter out brief volatility spikes. Channels are rendered as box objects with defined upper and lower boundaries, with colored zones indicating entry areas.
### Entry Signal Generation:
The indicator uses immediate touch-based entry logic. Entry zones are defined as a percentage from channel edges (default 20%):
- **Long Entry Zone**: Bottom 20% of channel (bottomBound + channelRange × 0.2)
- **Short Entry Zone**: Top 20% of channel (topBound - channelRange × 0.2)
Long signals trigger when candle low touches or enters the long entry zone. Short signals trigger when candle high touches or enters the short entry zone. Visual markers (arrows and labels) appear on chart, and configured alerts fire immediately.
### Cooldown Filter:
An optional cooldown period (measured in bars) prevents alert spam by enforcing minimum spacing between consecutive signals. If cooldown is set to 3 bars, no new long alert will fire until 3 bars after the previous long signal. Long and short cooldowns are tracked independently, allowing both directions to signal within the same period.
### ATR Volatility Filter:
The indicator includes a multi-timeframe ATR filter to avoid alerts during low-volatility conditions. Using request.security(), it fetches ATR values from a specified timeframe (e.g., 1-minute ATR while viewing 5-minute charts). The filter compares current ATR to a user-defined minimum threshold:
- If ATR ≥ threshold: Alerts enabled
- If ATR < threshold: No alerts fire
This prevents notifications during dead zones where mean reversion is unreliable due to insufficient price movement. The ATR status is displayed in the info table with visual confirmation (✓ or ✗).
### Take Profit Calculation:
Two TP methods are available:
**Fixed Points Mode**:
- Long TP = Entry + (TP_Ticks × syminfo.mintick)
- Short TP = Entry - (TP_Ticks × syminfo.mintick)
**Channel Percentage Mode**:
- Long TP = Entry + (ChannelRange × TP_Percent)
- Short TP = Entry - (ChannelRange × TP_Percent)
Default 50% targets the channel midline, a natural mean reversion target. These levels are displayed as visual lines with labels and included in alert messages for reference when manually placing orders.
### Stop Loss Placement:
Stop losses are calculated just outside the channel boundary by a user-defined tick offset:
- Long SL = ChannelBottom - (SL_Offset_Ticks × syminfo.mintick)
- Short SL = ChannelTop + (SL_Offset_Ticks × syminfo.mintick)
This logic assumes channel breaks invalidate the mean reversion thesis. SL levels are displayed on chart and included in alert notifications as suggested stop placement.
### Channel Breakout Management:
Channels are removed when price closes more than 10 ticks outside boundaries. This tolerance prevents premature channel deletion from minor breaks or wicks, allowing the mean reversion setup to persist through small boundary violations.
## INPUT PARAMETERS:
### Channel Settings:
- **Nested Channels**: Allow multiple overlapping channels vs single channel
- **Normalization Length**: Lookback for high/low calculation (1-500, default 100)
- **Box Detection Length**: Period for volatility detection (1-100, default 14)
### Scalping Settings:
- **Enable Long Scalps**: Toggle long alert generation on/off
- **Enable Short Scalps**: Toggle short alert generation on/off
- **Entry Zone % from Edge**: Size of entry zone (5-50%, default 20%)
- **SL Offset (Ticks)**: Distance beyond channel for stop (1+, default 5)
- **Cooldown Period (Bars)**: Minimum spacing between alerts (0 = no cooldown)
### ATR Filter:
- **Enable ATR Filter**: Toggle volatility filter on/off
- **ATR Timeframe**: Source timeframe for ATR (1, 5, 15, 60 min, etc.)
- **ATR Length**: Smoothing period (1-100, default 14)
- **Min ATR Value**: Threshold for alert enablement (0.1+, default 10.0)
### Take Profit Settings:
- **TP Method**: Choose Fixed Points or % of Channel
- **TP Fixed (Ticks)**: Static distance in ticks (1+, default 30)
- **TP % of Channel**: Dynamic target as channel percentage (10-100%, default 50%)
### Appearance:
- **Show Entry Zones**: Toggle zone labels on channels
- **Show Info Table**: Display real-time indicator status
- **Table Position**: Corner placement (Top Left/Right, Bottom Left/Right)
- **Long Color**: Customize long signal color (default: darker green for readability)
- **Short Color**: Customize short signal color (default: red)
- **TP/SL Colors**: Customize take profit and stop loss line colors
- **Line Length**: Visual length of TP/SL reference lines (5-200 bars)
## VISUAL INDICATORS:
- **Channel boxes** with semi-transparent fill showing consolidation zones
- **Colored entry zones** labeled "LONG ZONE ▲" and "SHORT ZONE ▼"
- **Entry signal arrows** below/above bars marking long/short alerts
- **TP/SL reference lines** with emoji labels (⊕ Entry, 🎯 TP, 🛑 SL)
- **Info table** showing channel status, last signal, entry/TP/SL prices, risk/reward ratio, and ATR filter status
- **Visual confirmation** when alerts fire via on-chart markers synchronized with notifications
## HOW TO USE:
### For 1-3 Minute Scalping with Alerts (NQ/ES):
- ATR Timeframe: "1" (1-minute)
- ATR Min Value: 10.0 (for NQ), adjust per instrument
- Entry Zone %: 20-25%
- TP Method: Fixed Points, 20-40 ticks
- SL Offset: 5-10 ticks
- Cooldown: 2-3 bars to reduce alert spam
- **Alert Setup**: Configure "Any Entry Signal" for combined long/short notifications
- **Execution**: When alert fires, verify chart visuals, then manually place limit order at entry zone with provided TP/SL levels
### For 5-15 Minute Day Trading with Alerts:
- ATR Timeframe: "5" or match chart
- ATR Min Value: Adjust to instrument (test 8-15 for NQ)
- Entry Zone %: 20-30%
- TP Method: % of Channel, 40-60%
- SL Offset: 5-10 ticks
- Cooldown: 3-5 bars
- **Alert Setup**: Configure separate "Long Scalp Entry" and "Short Scalp Entry" alerts if you trade directionally based on bias
- **Execution**: Review channel structure on alert, confirm ATR filter shows ✓, then enter manually
### For 30-60 Minute Swing Scalping with Alerts:
- ATR Timeframe: "15" or "30"
- ATR Min Value: Lower threshold for broader market
- Entry Zone %: 25-35%
- TP Method: % of Channel, 50-70%
- SL Offset: 10-15 ticks
- Cooldown: 5+ bars or disable
- **Alert Setup**: Use "New Channel Formation" to prepare for setups, then "Any Entry Signal" for execution alerts
- **Execution**: Larger timeframes allow more analysis time between alert and entry
### Webhook Integration for Semi-Automation:
- Configure alert webhook URL to connect with platforms like TradersPost, TradingView Paper Trading, or custom automation
- Alert message includes all necessary order parameters (direction, entry, TP, SL)
- Webhook receives structured data when signal fires
- External platform can auto-execute based on alert payload
- Still maintains manual oversight vs full strategy automation
## USAGE CONSIDERATIONS:
- **Manual Discipline Required**: Alerts provide opportunities but execution requires judgment. Not all alerts should be taken - consider market context, trend, and channel quality
- **Alert Timing**: Alerts fire on bar close by default. Ensure "Once Per Bar Close" is selected to avoid false signals during bar formation
- **Notification Delivery**: Mobile/email alerts may have 1-3 second delay. For immediate execution, use desktop popups or webhook automation
- **Cooldown Necessity**: Without cooldown, rapidly touching price action can generate excessive alerts. Start with 3-bar cooldown and adjust based on alert volume
- **ATR Filter Impact**: Enabling ATR filter dramatically reduces alert count but improves quality. Track filter status in info table to understand when you're receiving fewer alerts
- **Commission Awareness**: High alert frequency means high potential trade count. Calculate if your commission structure supports frequent scalping before acting on all alerts
## COMPATIBLE MARKETS:
Works on any instrument with price data including stock indices (NQ, ES, YM, RTY), individual stocks, forex pairs (EUR/USD, GBP/USD), cryptocurrency (BTC, ETH), and commodities. Volume-based features are not included in this indicator version. Multi-timeframe ATR requires higher-tier TradingView subscription for request.security() functionality on timeframes below chart timeframe.
## KNOWN LIMITATIONS:
- **Indicator does not execute trades** - alerts are informational only; you must manually place all orders
- **Alert delivery depends on TradingView infrastructure** - delays or failures possible during platform issues
- **No position tracking** - indicator doesn't know if you're in a trade; you must manage open positions independently
- **TP/SL levels are reference only** - you must manually set these on your broker platform; they are not live orders
- **Immediate touch entry can generate many alerts** in choppy zones without adequate cooldown
- **Channel deletion at 10-tick breaks** may be too aggressive or lenient depending on instrument tick size
- **ATR filter from lower timeframes** requires TradingView Premium/Pro+ for request.security()
- **Mean reversion logic fails** in strong breakout scenarios - alerts will fire but trades may hit stops
- **No partial closing capability** - full position management is manual; you determine scaling out
- **Alerts do not account for gaps** or overnight price changes; morning alerts may be stale
## RISK DISCLOSURE:
Trading involves substantial risk of loss. This indicator provides signals for educational and informational purposes only and does not constitute financial advice. Past performance does not guarantee future results. Mean reversion strategies can experience extended drawdowns during trending markets. Alerts are not guaranteed to be profitable and should be combined with your own analysis. Stop losses may not fill at intended levels during extreme volatility or gaps. Never trade with capital you cannot afford to lose. Consider consulting a licensed financial advisor before making trading decisions. Always verify alerts against current market conditions before executing trades manually.
## ACKNOWLEDGMENT & CREDITS:
This indicator is built upon the channel detection methodology created by **AlgoAlpha** in the "Smart Money Breakout Channels" indicator. Full credit and appreciation to AlgoAlpha for pioneering the normalized volatility approach to identifying consolidation patterns. The core channel formation logic using normalized price standard deviation is AlgoAlpha's original contribution to the TradingView community.
Enhancements to the original concept include: mean reversion entry logic (vs breakout), immediate touch-based alert generation, comprehensive alert condition system with customizable notifications, multi-timeframe ATR volatility filtering, cooldown period for alert management, dual TP methods (fixed points vs channel percentage), visual TP/SL reference lines, and real-time status monitoring table. This indicator version is specifically designed for manual traders who prefer alert-based decision making over automated execution.
BOCS Channel Scalper Strategy - Automated Mean Reversion System# BOCS Channel Scalper Strategy - Automated Mean Reversion System
## WHAT THIS STRATEGY DOES:
This is an automated mean reversion trading strategy that identifies consolidation channels through volatility analysis and executes scalp trades when price enters entry zones near channel boundaries. Unlike breakout strategies, this system assumes price will revert to the channel mean, taking profits as price bounces back from extremes. Position sizing is fully customizable with three methods: fixed contracts, percentage of equity, or fixed dollar amount. Stop losses are placed just outside channel boundaries with take profits calculated either as fixed points or as a percentage of channel range.
## KEY DIFFERENCE FROM ORIGINAL BOCS:
**This strategy is designed for traders seeking higher trade frequency.** The original BOCS indicator trades breakouts OUTSIDE channels, waiting for price to escape consolidation before entering. This scalper version trades mean reversion INSIDE channels, entering when price reaches channel extremes and betting on a bounce back to center. The result is significantly more trading opportunities:
- **Original BOCS**: 1-3 signals per channel (only on breakout)
- **Scalper Version**: 5-15+ signals per channel (every touch of entry zones)
- **Trade Style**: Mean reversion vs trend following
- **Hold Time**: Seconds to minutes vs minutes to hours
- **Best Markets**: Ranging/choppy conditions vs trending breakouts
This makes the scalper ideal for active day traders who want continuous opportunities within consolidation zones rather than waiting for breakout confirmation. However, increased trade frequency also means higher commission costs and requires tighter risk management.
## TECHNICAL METHODOLOGY:
### Price Normalization Process:
The strategy normalizes price data to create consistent volatility measurements across different instruments and price levels. It calculates the highest high and lowest low over a user-defined lookback period (default 100 bars). Current close price is normalized using: (close - lowest_low) / (highest_high - lowest_low), producing values between 0 and 1 for standardized volatility analysis.
### Volatility Detection:
A 14-period standard deviation is applied to the normalized price series to measure price deviation from the mean. Higher standard deviation values indicate volatility expansion; lower values indicate consolidation. The strategy uses ta.highestbars() and ta.lowestbars() to identify when volatility peaks and troughs occur over the detection period (default 14 bars).
### Channel Formation Logic:
When volatility crosses from a high level to a low level (ta.crossover(upper, lower)), a consolidation phase begins. The strategy tracks the highest and lowest prices during this period, which become the channel boundaries. Minimum duration of 10+ bars is required to filter out brief volatility spikes. Channels are rendered as box objects with defined upper and lower boundaries, with colored zones indicating entry areas.
### Entry Signal Generation:
The strategy uses immediate touch-based entry logic. Entry zones are defined as a percentage from channel edges (default 20%):
- **Long Entry Zone**: Bottom 20% of channel (bottomBound + channelRange × 0.2)
- **Short Entry Zone**: Top 20% of channel (topBound - channelRange × 0.2)
Long signals trigger when candle low touches or enters the long entry zone. Short signals trigger when candle high touches or enters the short entry zone. This captures mean reversion opportunities as price reaches channel extremes.
### Cooldown Filter:
An optional cooldown period (measured in bars) prevents signal spam by enforcing minimum spacing between consecutive signals. If cooldown is set to 3 bars, no new long signal will fire until 3 bars after the previous long signal. Long and short cooldowns are tracked independently, allowing both directions to signal within the same period.
### ATR Volatility Filter:
The strategy includes a multi-timeframe ATR filter to avoid trading during low-volatility conditions. Using request.security(), it fetches ATR values from a specified timeframe (e.g., 1-minute ATR while trading on 5-minute charts). The filter compares current ATR to a user-defined minimum threshold:
- If ATR ≥ threshold: Trading enabled
- If ATR < threshold: No signals fire
This prevents entries during dead zones where mean reversion is unreliable due to insufficient price movement.
### Take Profit Calculation:
Two TP methods are available:
**Fixed Points Mode**:
- Long TP = Entry + (TP_Ticks × syminfo.mintick)
- Short TP = Entry - (TP_Ticks × syminfo.mintick)
**Channel Percentage Mode**:
- Long TP = Entry + (ChannelRange × TP_Percent)
- Short TP = Entry - (ChannelRange × TP_Percent)
Default 50% targets the channel midline, a natural mean reversion target. Larger percentages aim for opposite channel edge.
### Stop Loss Placement:
Stop losses are placed just outside the channel boundary by a user-defined tick offset:
- Long SL = ChannelBottom - (SL_Offset_Ticks × syminfo.mintick)
- Short SL = ChannelTop + (SL_Offset_Ticks × syminfo.mintick)
This logic assumes channel breaks invalidate the mean reversion thesis. If price breaks through, the range is no longer valid and position exits.
### Trade Execution Logic:
When entry conditions are met (price in zone, cooldown satisfied, ATR filter passed, no existing position):
1. Calculate entry price at zone boundary
2. Calculate TP and SL based on selected method
3. Execute strategy.entry() with calculated position size
4. Place strategy.exit() with TP limit and SL stop orders
5. Update info table with active trade details
The strategy enforces one position at a time by checking strategy.position_size == 0 before entry.
### Channel Breakout Management:
Channels are removed when price closes more than 10 ticks outside boundaries. This tolerance prevents premature channel deletion from minor breaks or wicks, allowing the mean reversion setup to persist through small boundary violations.
### Position Sizing System:
Three methods calculate position size:
**Fixed Contracts**:
- Uses exact contract quantity specified in settings
- Best for futures traders (e.g., "trade 2 NQ contracts")
**Percentage of Equity**:
- position_size = (strategy.equity × equity_pct / 100) / close
- Dynamically scales with account growth
**Cash Amount**:
- position_size = cash_amount / close
- Maintains consistent dollar exposure regardless of price
## INPUT PARAMETERS:
### Position Sizing:
- **Position Size Type**: Choose Fixed Contracts, % of Equity, or Cash Amount
- **Number of Contracts**: Fixed quantity per trade (1-1000)
- **% of Equity**: Percentage of account to allocate (1-100%)
- **Cash Amount**: Dollar value per position ($100+)
### Channel Settings:
- **Nested Channels**: Allow multiple overlapping channels vs single channel
- **Normalization Length**: Lookback for high/low calculation (1-500, default 100)
- **Box Detection Length**: Period for volatility detection (1-100, default 14)
### Scalping Settings:
- **Enable Long Scalps**: Toggle long entries on/off
- **Enable Short Scalps**: Toggle short entries on/off
- **Entry Zone % from Edge**: Size of entry zone (5-50%, default 20%)
- **SL Offset (Ticks)**: Distance beyond channel for stop (1+, default 5)
- **Cooldown Period (Bars)**: Minimum spacing between signals (0 = no cooldown)
### ATR Filter:
- **Enable ATR Filter**: Toggle volatility filter on/off
- **ATR Timeframe**: Source timeframe for ATR (1, 5, 15, 60 min, etc.)
- **ATR Length**: Smoothing period (1-100, default 14)
- **Min ATR Value**: Threshold for trade enablement (0.1+, default 10.0)
### Take Profit Settings:
- **TP Method**: Choose Fixed Points or % of Channel
- **TP Fixed (Ticks)**: Static distance in ticks (1+, default 30)
- **TP % of Channel**: Dynamic target as channel percentage (10-100%, default 50%)
### Appearance:
- **Show Entry Zones**: Toggle zone labels on channels
- **Show Info Table**: Display real-time strategy status
- **Table Position**: Corner placement (Top Left/Right, Bottom Left/Right)
- **Color Settings**: Customize long/short/TP/SL colors
## VISUAL INDICATORS:
- **Channel boxes** with semi-transparent fill showing consolidation zones
- **Colored entry zones** labeled "LONG ZONE ▲" and "SHORT ZONE ▼"
- **Entry signal arrows** below/above bars marking long/short entries
- **Active TP/SL lines** with emoji labels (⊕ Entry, 🎯 TP, 🛑 SL)
- **Info table** showing position status, channel state, last signal, entry/TP/SL prices, and ATR status
## HOW TO USE:
### For 1-3 Minute Scalping (NQ/ES):
- ATR Timeframe: "1" (1-minute)
- ATR Min Value: 10.0 (for NQ), adjust per instrument
- Entry Zone %: 20-25%
- TP Method: Fixed Points, 20-40 ticks
- SL Offset: 5-10 ticks
- Cooldown: 2-3 bars
- Position Size: 1-2 contracts
### For 5-15 Minute Day Trading:
- ATR Timeframe: "5" or match chart
- ATR Min Value: Adjust to instrument (test 8-15 for NQ)
- Entry Zone %: 20-30%
- TP Method: % of Channel, 40-60%
- SL Offset: 5-10 ticks
- Cooldown: 3-5 bars
- Position Size: Fixed contracts or 5-10% equity
### For 30-60 Minute Swing Scalping:
- ATR Timeframe: "15" or "30"
- ATR Min Value: Lower threshold for broader market
- Entry Zone %: 25-35%
- TP Method: % of Channel, 50-70%
- SL Offset: 10-15 ticks
- Cooldown: 5+ bars or disable
- Position Size: % of equity recommended
## BACKTEST CONSIDERATIONS:
- Strategy performs best in ranging, mean-reverting markets
- Strong trending markets produce more stop losses as price breaks channels
- ATR filter significantly reduces trade count but improves quality during low volatility
- Cooldown period trades signal quantity for signal quality
- Commission and slippage materially impact sub-5-minute timeframe performance
- Shorter timeframes require tighter entry zones (15-20%) to catch quick reversions
- % of Channel TP adapts better to varying channel sizes than fixed points
- Fixed contract sizing recommended for consistent risk per trade in futures
**Backtesting Parameters Used**: This strategy was developed and tested using realistic commission and slippage values to provide accurate performance expectations. Recommended settings: Commission of $1.40 per side (typical for NQ futures through discount brokers), slippage of 2 ticks to account for execution delays on fast-moving scalp entries. These values reflect real-world trading costs that active scalpers will encounter. Backtest results without proper cost simulation will significantly overstate profitability.
## COMPATIBLE MARKETS:
Works on any instrument with price data including stock indices (NQ, ES, YM, RTY), individual stocks, forex pairs (EUR/USD, GBP/USD), cryptocurrency (BTC, ETH), and commodities. Volume-based features require data feed with volume information but are optional for core functionality.
## KNOWN LIMITATIONS:
- Immediate touch entry can fire multiple times in choppy zones without adequate cooldown
- Channel deletion at 10-tick breaks may be too aggressive or lenient depending on instrument tick size
- ATR filter from lower timeframes requires higher-tier TradingView subscription (request.security limitation)
- Mean reversion logic fails in strong breakout scenarios leading to stop loss hits
- Position sizing via % of equity or cash amount calculates based on close price, may differ from actual fill price
- No partial closing capability - full position exits at TP or SL only
- Strategy does not account for gap openings or overnight holds
## RISK DISCLOSURE:
Trading involves substantial risk of loss. Past performance does not guarantee future results. This strategy is for educational purposes and backtesting only. Mean reversion strategies can experience extended drawdowns during trending markets. Stop losses may not fill at intended levels during extreme volatility or gaps. Thoroughly test on historical data and paper trade before risking real capital. Use appropriate position sizing and never risk more than you can afford to lose. Consider consulting a licensed financial advisor before making trading decisions. Automated trading systems can malfunction - monitor all live positions actively.
## ACKNOWLEDGMENT & CREDITS:
This strategy is built upon the channel detection methodology created by **AlgoAlpha** in the "Smart Money Breakout Channels" indicator. Full credit and appreciation to AlgoAlpha for pioneering the normalized volatility approach to identifying consolidation patterns. The core channel formation logic using normalized price standard deviation is AlgoAlpha's original contribution to the TradingView community.
Enhancements to the original concept include: mean reversion entry logic (vs breakout), immediate touch-based signals, multi-timeframe ATR volatility filtering, flexible position sizing (fixed/percentage/cash), cooldown period filtering, dual TP methods (fixed points vs channel percentage), automated strategy execution with exit management, and real-time position monitoring table.
Z-Score Trend Channels [BackQuant]Z-Score Trend Channels
A self-contained price-statistics framework that turns a rolling z-score into price channels, bias states, and trade markers. Run either trend-following or mean-reversion from the same tool with clear, on-chart context.
What it is
A rolling statistical map that measures how far price is from its recent average in standard-deviation units (z-score).
Adaptive channels drawn in price space from fixed z thresholds, so the rails breathe with volatility.
A simple trend proxy from z-score momentum to separate trending from ranging conditions.
On-chart signals for pullback entries, stretched extremes, and practical exits.
Core idea (plain English math)
Rolling mean and volatility - Over a lookback you get the average price and its standard deviation.
Z-score - How many standard deviations the current price is above or below its average: z = (price - mean) / stdev. z near 0 means near average; positive is above; negative is below.
Noise control - An EMA smooths the raw z to reduce jitter and false flickers.
Channels back in price - Fixed z levels are converted back to price to form the upper, lower, and extreme rails.
Trend proxy - A smoothed change in z is used as a lightweight trend-strength line. Positive strength with positive z favors uptrend; negative strength with negative z favors downtrend.
What you see on the chart
Channels and fills - Mean, upper, lower, and optional extreme lines. The area mean->upper tints with the bearish color, mean->lower tints with the bullish color.
Background tint (optional) - Soft green, red, or neutral based on detected trend state.
Signals - Bullish Entry (triangle up) when z exits the oversold zone upward; Bearish Entry (triangle down) when z exits the overbought zone downward; Extreme markers (diamonds) at the extreme bands with a one-bar turn.
Table - Current z, trend state, trend strength, distance to bands, market state tag, and a quick volatility regime label.
Edge labels - MEAN, OB, and OS labels slightly projected forward with level values.
Inputs you will actually use
Z-Score Period - Lookback for mean and stdev. Larger = slower and steadier rails, smaller = more reactive.
Smoothing Period - EMA on z. Lower = earlier but choppier flips; higher = later but cleaner.
Price Source - Default hlc3. Choose close if you prefer session-close logic.
Upper and Lower Thresholds - Default around +2.0 and -2.0. Tighten for more signals, widen for fewer and stronger.
Extreme Upper and Lower - Deeper stretch guards, e.g., +/- 2.5.
Strength Period - EMA on z momentum. Sets how fast the trend proxy flips.
Trend Threshold - Minimum absolute z to accept a directional bias.
Visual toggles - Channels, signals, background tint, stats table, colors, and optional last-bar trend label.
How to use it: trend-following playbook
Read the state - Uptrend when z > Trend Threshold and trend strength > 0. Downtrend when z < -Trend Threshold and trend strength < 0. Neutral otherwise.
Entries - In an uptrend, prefer Bullish Entry signals that fire near the lower channel. In a downtrend, prefer Bearish Entry signals that fire near the upper channel.
Stops - Conservative: beyond the extreme channel on your side. Tighter: just outside the standard band that framed the signal.
Exits - For longs, exit or trim on a cross back through z = 0 or a clean tag of the upper threshold. For shorts, mirror with z = 0 up-cross or tag of the lower threshold. You can also reduce if trend strength flips against you.
Adds - In strong trends, additional signals near your side’s band can be add points. Avoid adding once z hovers near the opposite band for several bars.
How to use it: mean-reversion playbook
Find stretch - Standard reversions: Bullish Entry when z leaves the oversold zone upward; Bearish Entry when z leaves the overbought zone downward. Aggressive reversions: Extreme markers at extreme bands with a one-bar turn.
Entries - Take the signal as price exits the zone. Prefer setups where trend strength is near zero or tilting against the prior push.
Targets - First target is the mean line. A runner can aim for the opposite standard channel if momentum keeps flipping.
Stops - Outside the extreme band beyond your entry. If fading without extremes, place risk just beyond the opposite standard band.
Filters - Optional: skip counter-trend fades against a very strong trend state unless your risk is tight and predefined.
Reading the stats table
Current Z-Score - Magnitude and sign of displacement now.
Trend State - Uptrend, Downtrend, or Ranging.
Trend Strength - Smoothed z momentum. Higher absolute values imply stronger directional conviction.
Distance to Upper/Lower - Percent distance from price to each band, useful for sizing targets or judging room left.
Market State - Overbought, Oversold, Extreme OB, Extreme OS, or Normal.
Volatility Regime - High, Normal, or Low relative to recent distribution. Expect bands to widen in High and tighten in Low.
Parameter guidance (conceptual)
Z-Score Period - Choose longer for a structural mean, shorter for a reactive mean.
Smoothing Period - Lower for earlier but noisier reads; higher for slower but steadier reads.
Thresholds - Start around +/- 2.0. Tighten for scalping or quiet ranges. Widen for noisy or fast markets.
Trend Threshold and Strength Period - Raise to avoid weak, transient bias. Lower to capture earlier regime shifts.
Practical examples
Trend pullback long - State shows Uptrend. Price tests the lower channel; z dips near or below the lower threshold; a Bullish Entry prints. Stop just below extreme lower; first target mean; keep a runner if trend strength stays positive.
Mean-revert short - State is Ranging. z tags the extreme upper, an Extreme Bearish marker prints, then a Bearish Entry prints on the leave. Stop above extreme upper; target the mean; consider a runner toward the lower channel if strength turns negative.
Potential Questions you might have
Why z-score instead of fixed offsets - Because the bands adapt with volatility. When the tape gets quiet the rails tighten, when it runs hot the rails expand. Your entries stay normalized.
Do I need both modes - No. Many users run only trend pullbacks or only mean-reversions. The tool lets you toggle what you need and keep the chart readable.
Multi-timeframe workflow - A common approach is to set bias from a higher timeframe’s trend state and execute on a lower timeframe’s signals that align with it.
Summary
Z-Score Trend Channels gives you an adaptive mean, volatility-aware rails, a simple trend lens, and clear signals. Trade the trend by buying pullbacks in green and selling pullbacks in red, or fade stretched extremes back to the mean with defined risk. One framework, two strategies, consistent logic.
BOCS AdaptiveBOCS Adaptive Strategy - Automated Volatility Breakout System
WHAT THIS STRATEGY DOES:
This is an automated trading strategy that detects consolidation patterns through volatility analysis and executes trades when price breaks out of these channels. Take-profit and stop-loss levels are calculated dynamically using Average True Range (ATR) to adapt to current market volatility. The strategy closes positions partially at the first profit target and exits the remainder at the second target or stop loss.
TECHNICAL METHODOLOGY:
Price Normalization Process:
The strategy begins by normalizing price to create a consistent measurement scale. It calculates the highest high and lowest low over a user-defined lookback period (default 100 bars). The current close price is then normalized using the formula: (close - lowest_low) / (highest_high - lowest_low). This produces values between 0 and 1, allowing volatility analysis to work consistently across different instruments and price levels.
Volatility Detection:
A 14-period standard deviation is applied to the normalized price series. Standard deviation measures how much prices deviate from their average - higher values indicate volatility expansion, lower values indicate consolidation. The strategy uses ta.highestbars() and ta.lowestbars() functions to track when volatility reaches peaks and troughs over the detection length period (default 14 bars).
Channel Formation Logic:
When volatility crosses from a high level to a low level, this signals the beginning of a consolidation phase. The strategy records this moment using ta.crossover(upper, lower) and begins tracking the highest and lowest prices during the consolidation. These become the channel boundaries. The duration between the crossover and current bar must exceed 10 bars minimum to avoid false channels from brief volatility spikes. Channels are drawn using box objects with the recorded high/low boundaries.
Breakout Signal Generation:
Two detection modes are available:
Strong Closes Mode (default): Breakout occurs when the candle body midpoint math.avg(close, open) exceeds the channel boundary. This filters out wick-only breaks.
Any Touch Mode: Breakout occurs when the close price exceeds the boundary.
When price closes above the upper channel boundary, a bullish breakout signal generates. When price closes below the lower boundary, a bearish breakout signal generates. The channel is then removed from the chart.
ATR-Based Risk Management:
The strategy uses request.security() to fetch ATR values from a specified timeframe, which can differ from the chart timeframe. For example, on a 5-minute chart, you can use 1-minute ATR for more responsive calculations. The ATR is calculated using ta.atr(length) with a user-defined period (default 14).
Exit levels are calculated at the moment of breakout:
Long Entry Price = Upper channel boundary
Long TP1 = Entry + (ATR × TP1 Multiplier)
Long TP2 = Entry + (ATR × TP2 Multiplier)
Long SL = Entry - (ATR × SL Multiplier)
For short trades, the calculation inverts:
Short Entry Price = Lower channel boundary
Short TP1 = Entry - (ATR × TP1 Multiplier)
Short TP2 = Entry - (ATR × TP2 Multiplier)
Short SL = Entry + (ATR × SL Multiplier)
Trade Execution Logic:
When a breakout occurs, the strategy checks if trading hours filter is satisfied (if enabled) and if position size equals zero (no existing position). If volume confirmation is enabled, it also verifies that current volume exceeds 1.2 times the 20-period simple moving average.
If all conditions are met:
strategy.entry() opens a position using the user-defined number of contracts
strategy.exit() immediately places a stop loss order
The code monitors price against TP1 and TP2 levels on each bar
When price reaches TP1, strategy.close() closes the specified number of contracts (e.g., if you enter with 3 contracts and set TP1 close to 1, it closes 1 contract). When price reaches TP2, it closes all remaining contracts. If stop loss is hit first, the entire position exits via the strategy.exit() order.
Volume Analysis System:
The strategy uses ta.requestUpAndDownVolume(timeframe) to fetch up volume, down volume, and volume delta from a specified timeframe. Three display modes are available:
Volume Mode: Shows total volume as bars scaled relative to the 20-period average
Comparison Mode: Shows up volume and down volume as separate bars above/below the channel midline
Delta Mode: Shows net volume delta (up volume - down volume) as bars, positive values above midline, negative below
The volume confirmation logic compares breakout bar volume to the 20-period SMA. If volume ÷ average > 1.2, the breakout is classified as "confirmed." When volume confirmation is enabled in settings, only confirmed breakouts generate trades.
INPUT PARAMETERS:
Strategy Settings:
Number of Contracts: Fixed quantity to trade per signal (1-1000)
Require Volume Confirmation: Toggle to only trade signals with volume >120% of average
TP1 Close Contracts: Exact number of contracts to close at first target (1-1000)
Use Trading Hours Filter: Toggle to restrict trading to specified session
Trading Hours: Session input in HHMM-HHMM format (e.g., "0930-1600")
Main Settings:
Normalization Length: Lookback bars for high/low calculation (1-500, default 100)
Box Detection Length: Period for volatility peak/trough detection (1-100, default 14)
Strong Closes Only: Toggle between body midpoint vs close price for breakout detection
Nested Channels: Allow multiple overlapping channels vs single channel at a time
ATR TP/SL Settings:
ATR Timeframe: Source timeframe for ATR calculation (1, 5, 15, 60, etc.)
ATR Length: Smoothing period for ATR (1-100, default 14)
Take Profit 1 Multiplier: Distance from entry as multiple of ATR (0.1-10.0, default 2.0)
Take Profit 2 Multiplier: Distance from entry as multiple of ATR (0.1-10.0, default 3.0)
Stop Loss Multiplier: Distance from entry as multiple of ATR (0.1-10.0, default 1.0)
Enable Take Profit 2: Toggle second profit target on/off
VISUAL INDICATORS:
Channel boxes with semi-transparent fill showing consolidation zones
Green/red colored zones at channel boundaries indicating breakout areas
Volume bars displayed within channels using selected mode
TP/SL lines with labels showing both price level and distance in points
Entry signals marked with up/down triangles at breakout price
Strategy status table showing position, contracts, P&L, ATR values, and volume confirmation status
HOW TO USE:
For 2-Minute Scalping:
Set ATR Timeframe to "1" (1-minute), ATR Length to 12, TP1 Multiplier to 2.0, TP2 Multiplier to 3.0, SL Multiplier to 1.5. Enable volume confirmation and strong closes only. Use trading hours filter to avoid low-volume periods.
For 5-15 Minute Day Trading:
Set ATR Timeframe to match chart or use 5-minute, ATR Length to 14, TP1 Multiplier to 2.0, TP2 Multiplier to 3.5, SL Multiplier to 1.2. Volume confirmation recommended but optional.
For Hourly+ Swing Trading:
Set ATR Timeframe to 15-30 minute, ATR Length to 14-21, TP1 Multiplier to 2.5, TP2 Multiplier to 4.0, SL Multiplier to 1.5. Volume confirmation optional, nested channels can be enabled for multiple setups.
BACKTEST CONSIDERATIONS:
Strategy performs best during trending or volatility expansion phases
Consolidation-heavy or choppy markets produce more false signals
Shorter timeframes require wider stop loss multipliers due to noise
Commission and slippage significantly impact performance on sub-5-minute charts
Volume confirmation generally improves win rate but reduces trade frequency
ATR multipliers should be optimized for specific instrument characteristics
COMPATIBLE MARKETS:
Works on any instrument with price and volume data including forex pairs, stock indices, individual stocks, cryptocurrency, commodities, and futures contracts. Requires TradingView data feed that includes volume for volume confirmation features to function.
KNOWN LIMITATIONS:
Stop losses execute via strategy.exit() and may not fill at exact levels during gaps or extreme volatility
request.security() on lower timeframes requires higher-tier TradingView subscription
False breakouts inherent to breakout strategies cannot be completely eliminated
Performance varies significantly based on market regime (trending vs ranging)
Partial closing logic requires sufficient position size relative to TP1 close contracts setting
RISK DISCLOSURE:
Trading involves substantial risk of loss. Past performance of this or any strategy does not guarantee future results. This strategy is provided for educational purposes and automated backtesting. Thoroughly test on historical data and paper trade before risking real capital. Market conditions change and strategies that worked historically may fail in the future. Use appropriate position sizing and never risk more than you can afford to lose. Consider consulting a licensed financial advisor before making trading decisions.
ACKNOWLEDGMENT & CREDITS:
This strategy is built upon the channel detection methodology created by AlgoAlpha in the "Smart Money Breakout Channels" indicator. Full credit and appreciation to AlgoAlpha for pioneering the normalized volatility approach to identifying consolidation patterns and sharing this innovative technique with the TradingView community. The enhancements added to the original concept include automated trade execution, multi-timeframe ATR-based risk management, partial position closing by contract count, volume confirmation filtering, and real-time position monitoring.
Maple Algorithm_GOLDMaple Algorithm – AI-Powered Gold Indicator
Maple Algorithm is an AI-inspired indicator designed specifically around the price behavior of Gold (XAUUSD).
It automatically calculates and plots take-profit (TP) and stop-loss (SL) levels based on dynamic market conditions, allowing traders to capture precise entries and exits.
✨ Key Features
AI-driven adaptive model trained on Gold’s market structure
Auto-generated TP/SL zones for precision trading
Compatible with your own strategies — scale from 1:2 RRR up to even higher setups
Optimized for scalping and short-term momentum bursts
⚠️ Disclaimer:
This indicator is for educational and research purposes only. It does not guarantee future results. Always test thoroughly before applying to live trading.
⚪ Liquidity Spike Marker
Description:
The Liquidity Spike Marker indicator helps to identify abnormal bursts of liquidity in the market. The logic is based on comparing the product of the volume by the minimum candle price (Volume × Low) with the threshold value set by the user.
When the value exceeds the threshold, a white triangle appears under the candle, indicating a possible influx of liquidity. This can help traders pay attention to the key points where large participants may enter the market.
Features:
Displays a placemark (⚪ white triangle) when the threshold is exceeded.
Configurable parameter Volume × Low Threshold.
The ability to set an alert for automatic notification.
A lightweight and minimalistic tool without unnecessary elements.
Note: The indicator is not a trading recommendation. Use it in combination with your own trading system and other analysis methods.
Foresight Cone (HoltxF1xVWAP) [KedArc Quant]Description:
This is a time-series forecasting indicator that estimates the next bar (F1) and projects a path a few bars ahead. It also draws a confidence cone based on how accurate the recent forecasts have been. You can optionally color the projection only when price agrees with VWAP.
Why it’s different
* One clear model: Everything comes from Holt’s trend-aware forecasting method—no mix of unrelated indicators.
* Transparent visuals: You see the next-bar estimate (F1), the forward projection, and a cone that widens or narrows based on recent forecast error.
* Context, not signals: The VWAP option only changes colors. It doesn’t add trade rules.
* No look-ahead: Accuracy is measured using the forecast made on the previous bar versus the current bar.
Inputs (what they mean)
* Source: Price series to forecast (default: Close).
* Preset: Quick profiles for fast, smooth, or momentum markets (see below).
* Alpha (Level): How fast the model reacts to new prices. Higher = faster, twitchier.
* Beta (Trend): How fast the model updates the slope. Higher = faster pivots, more flips in chop.
* Horizon: How many bars ahead to project. Bigger = wider cone.
* Residual Window: How many bars to judge recent accuracy. Bigger = steadier cone.
* Confidence Z: How wide the cone should be (typical setting ≈ “95% style” width).
* Show Bands / Draw Forward Path: Turn the cone and forward lines on/off.
* Color only when aligned with VWAP: Highlights projections only when price agrees with the trend side of VWAP.
* Colors / Show Panel: Styling plus a small panel with RMSE, MAPE, and trend slope.
Presets (when to pick which)
* Scalp / Fast (1-min): Very responsive; best for quick moves. More twitch in chop.
* Smooth Intraday (1–5 min): Calmer and steadier; a good default most days.
* Momentum / Breakout: Quicker slope tracking during strong pushes; may over-react in ranges.
* Custom: Set your own values if you know exactly what you want.
What is F1 here?
F1 is the model’s next-bar fair value. Crosses of price versus F1 can hint at short-term momentum shifts or mean-reversion, especially when viewed with VWAP or the cone.
How this helps
* Gives a baseline path of where price may drift and a cone that shows normal wiggle room.
* Helps you tell routine noise (inside cone) from information (edges or breaks outside the cone).
* Keeps you aware of short-term bias via the trend slope and F1.
How to use (step by step)
1. Add to chart → choose a Preset (start with Smooth Intraday).
2. Set Horizon around 8–15 bars for intraday.
3. (Optional) Turn on VWAP alignment to color only when price agrees with the trend side of VWAP.
4. Watch where price sits relative to the cone and F1:
* Inside = normal noise.
* At edges = stretched.
* Outside = possible regime change.
5. Check the panel: if RMSE/MAPE spike, expect a wider cone; consider a smoother preset or a higher timeframe.
6. Tweak Alpha/Beta only if needed: faster for momentum, slower for chop.
7. Combine with your own plan for entries, exits, and risk.
Accuracy Panel — what it tells you
Preset & Horizon: Shows which preset you’re using and how many bars ahead the projection goes. Longer horizons mean more uncertainty.
RMSE (error in price units): A “typical miss” measured in the chart’s currency (e.g., ₹).
Lower = tighter fit and a usually narrower cone. Rising = conditions getting noisier; the cone will widen.
MAPE (error in %): The same idea as RMSE but in percent.
Good for comparing different symbols or timeframes. Sudden spikes often hint at a regime change.
Slope T: The model’s short-term trend reading.
Positive = gentle up-bias; negative = gentle down-bias; near zero = mostly flat/drifty.
How to read it at a glance
Calm & directional: RMSE/MAPE steady or falling + Slope T positive (or negative) → trends tend to respect the cone’s mid/upper (or mid/lower) area.
Choppy/uncertain: RMSE/MAPE climbing or jumping → expect more whipsaw; rely more on the cone edges and higher-TF context.
Flat tape: Slope T near zero → mean-revert behavior is common; treat cone edges as stretch zones rather than breakout zones.
Warm-up & tweaks
Warm-up: Right after adding the indicator, the panel may be blank for a short time while it gathers enough bars.
Too twitchy? Switch to Smooth Intraday or increase the Residual Window.
Too slow? Use Scalp/Fast or Momentum/Breakout to react quicker.
Timeframe tips
* 1–3 min: Scalp/Fast or Momentum/Breakout; horizon \~8–12.
* 5–15 min: Smooth Intraday; horizon \~12–15.
* 30–60 min+: Consider a larger residual window for a steadier cone.
FAQ
Q: Is this a strategy or an indicator?
A: It’s an indicator only. It does not place orders, TP/SL, or run backtests.
Q: Does it repaint?
A: The next-bar estimate (F1) and the cone are calculated using only information available at that time. The forward path is a projection drawn on the last bar and will naturally update as new bars arrive. Historical bars aren’t revised with future data.
Q: What is F1?
A: F1 is the indicator’s best guess for the next bar.
Price crossing above/below F1 can hint at short-term momentum shifts or mean-reversion.
Q: What do “Alpha” and “Beta” do?
A: Alpha controls how fast the indicator reacts to new prices
(higher = faster, twitchier). Beta controls how fast the slope updates (higher = quicker pivots, more flips in chop).
Q: Why does the cone width change?
A: It reflects recent forecast accuracy. When the market gets noisy, the cone widens. When the tape is calm, it narrows.
Q: What does the Accuracy Panel tell me?
A:
* Preset & Horizon you’re using.
* RMSE: typical forecast miss in price units.
* MAPE: typical forecast miss in percent.
* Slope T: short-term trend reading (up, down, or flat).
If RMSE/MAPE rise, expect a wider cone and more whipsaw.
Q: The panel shows “…” or looks empty. Why?
A: It needs a short warm-up to gather enough bars. This is normal after you add the indicator or change settings/timeframes.
Q: Which timeframe is best?
A:
* 1–3 min: Scalp/Fast or Momentum/Breakout, horizon \~8–12.
* 5–15 min: Smooth Intraday, horizon \~12–15.
Higher timeframes work too; consider a larger residual window for steadier cones.
Q: Which preset should I start with?
A: Start with Smooth Intraday. If the market is trending hard, try Momentum/Breakout.
For very quick tapes, use Scalp/Fast. Switch back if things get choppy.
Q: What does the VWAP option do?
A: It only changes colors (highlights when price agrees with the trend side of VWAP).
It does not add or remove signals.
Q: Are there alerts?
A: Yes—alerts for price crossing F1 (up/down). Use “Once per bar close” to reduce noise on fast charts.
Q: Can I use this on stocks, futures, crypto, or FX?
A: Yes. It works on any symbol/timeframe. You may want to adjust Horizon and the Residual Window based on volatility.
Q: Can I use it with Heikin Ashi or other non-standard bars?
A: You can, but remember you’re forecasting the synthetic series of those bars. For pure price behavior, use regular candles.
Q: The cone feels too wide/too narrow. What do I change?
A:
* Too wide: lower Alpha/Beta a bit or increase the Residual Window.
* Too narrow (misses moves): raise Alpha/Beta slightly or try Momentum/Breakout.
Q: Why do results change when I switch timeframe or symbol?
A: Different noise levels and trends. The accuracy stats reset per chart, so the cone adapts to each context.
Q: Any limits or gotchas?
A: Extremely large Horizon may hit TradingView’s line-object limits; reduce Horizon or turn
off extra visuals if needed. Big gaps or news spikes will widen errors—expect the cone to react.
Q: Can this predict exact future prices?
A: No. It provides a baseline path and context. Always combine with your own rules and risk management.
Glossary
* TS (Time Series): Data over time (prices).
* Holt’s Method: A forecasting approach that tracks a current level and a trend to predict the next bars.
* F1: The indicator’s best guess for the next bar.
* F(h): The projected value h bars ahead.
* VWAP: Volume-Weighted Average Price—used here for optional color alignment.
* RMSE: Typical forecast miss in price units (how far off, on average).
* MAPE: Typical forecast miss in percent (scale-free, easy to compare).
Notes & limitations
* The panel needs a short warm-up; stats may be blank at first.
* The cone reflects recent conditions; sudden volatility changes will widen it.
* This is a tool for context. It does not place trades and does not promise results.
⚠️ Disclaimer
This script is provided for educational purposes only.
Past performance does not guarantee future results.
Trading involves risk, and users should exercise caution and use proper risk management when applying this strategy.
FlowSpike ES — BB • RSI • VWAP + AVWAP + News MuteThis indicator is purpose-built for E-mini S&P 500 (ES) futures traders, combining volatility bands, momentum filters, and session-anchored levels into a streamlined tool for intraday execution.
Key Features:
• ES-Tuned Presets
Automatically optimized settings for scalping (1–2m), daytrading (5m), and swing trading (15–60m) timeframes.
• Bollinger Band & RSI Signals
Entry signals trigger only at statistically significant extremes, with RSI filters to reduce false moves.
• VWAP & Anchored VWAPs
Session VWAP plus anchored VWAPs (RTH open, weekly, monthly, and custom) provide high-confidence reference levels used by professional order-flow traders.
• Volatility Filter (ATR in ticks)
Ensures signals are only shown when the ES is moving enough to offer tradable edges.
• News-Time Mute
Suppresses signals around scheduled economic releases (customizable windows in ET), helping traders avoid whipsaw conditions.
• Clean Alerts
Long/short alerts are generated only when all conditions align, with optional bar-close confirmation.
Why It’s Tailored for ES Futures:
• Designed around ES tick size (0.25) and volatility structure.
• Session settings respect RTH hours (09:30–16:00 ET), the period where most liquidity and institutional flows concentrate.
• ATR thresholds and RSI bands are pre-tuned for ES market behavior, reducing the need for manual optimization.
⸻
This is not a generic indicator—it’s a futures-focused tool created to align with the way ES trades day after day. Whether you scalp the open, manage intraday swings, or align to weekly/monthly anchored flows, FlowSpike ES gives you a clear, rules-based signal framework.
Dynamic Stop Loss Optimizer [BackQuant]Dynamic Stop Loss Optimizer
Overview
Stop placement decides expectancy. This tool gives you three professional-grade, adaptive stop engines, ATR, Volatility, and Hybrid. So your exits scale with current conditions instead of guessing fixed ticks. It trails intelligently, redraws as the market evolves, and annotates the chart with clean labels/lines and a compact stats table. Pick the engine that fits the trade, or switch on the fly.
What it does
Calculates three adaptive stops in real time (ATR-based, Volatility-based, and Hybrid) and keeps them trailed as price makes progress.
Shows exactly where your risk lives with on-chart levels, color-coded markers (long/short), and precise “Risk %” labels at the current bar.
Surfaces context you actually use - current ATR, daily volatility, selected method, and the live stop level—in a tidy, movable table.
Fires alerts on stop hits so you can automate exits or journal outcomes without staring at the screen.
Why it matters
Adaptive risk control: Stops expand in fast tape and tighten in quiet tape. You’re not punished for volatility; you’re aligned with it.
Consistency across assets: The same playbook works whether you’re trading indexes, FX, crypto, or equities, because the engine normalizes to each symbol’s behavior.
Cleaner decision-making: One chart shows your entry idea and its invalidation in the same breath. If price trespasses, you know it instantly.
The three methods (choose your engine)
1) ATR Based “Structure-aware” distance
This classic approach keys off Average True Range to set a stop just beyond typical bar-to-bar excursion. It adapts smoothly to changing ranges and respects swing structure.
Use when: you want a steady, intuitive buffer that tracks trend legs without hugging price.
See it in action:
2) Volatility Based “Behavior-aware” distance
This engine derives stop distance from current return volatility (annualized, then scaled back down to the session). It reacts to regime shifts quickly and normalizes risk across symbols with very different prices.
Use when: you want the stop to breathe with realized volatility and respond faster to heat-ups/cool-downs.
See it in action:
3) Hybrid “Best of both worlds”
The Hybrid blends the ATR and Volatility distances into one consensus level, then trails it intelligently. You get the structural common sense of ATR and the regime sensitivity of Vol.
Use when: you want robust, all-weather behavior without micromanaging inputs.
See it in action:
How it trails
Longs: The stop ratchets up with favorable movement and holds its ground on shallow pullbacks. If price closes back into the risk zone, the level refreshes to the newest valid distance.
Shorts: Mirror logic ratchets down with trend, resists noise, and refreshes if price reclaims the zone.
Hybrid trailing: Uses the blended distance and the same “no give-backs” principle to keep gains protected as structure builds.
Reading the chart
Markers: Circles = ATR stops, Crosses = Vol stops, Diamonds = Hybrid. Colors indicate long (red level under price) vs short (green level above price).
Lines: The latest active stop is extended with a dashed line so you can see it at a glance.
Labels: “Long SL / Short SL” shows the exact price and current risk % from the last close no math required.
Table: ATR value, Daily Vol %, your chosen Method, the Current SL, and Risk %—all in one compact block that you can pin top-left/right/center.
Quick workflow
Define the idea: Long or Short, and which engine fits the tape (ATR, Vol, or Hybrid).
Place and trail: Let the optimizer print the level; trail automatically as the move develops.
Manage outcomes: If the line is tagged, you’re out clean. If it holds, you’ve contained heat while giving the trade room to work.
Inputs you’ll actually touch
Calculation Settings
ATR Length / Multiplier: Controls the “structural” cushion.
Volatility Length / Multiplier: Controls the “behavioral” cushion.
Trading Days: 252 or 365 to keep the volatility math aligned with the asset’s trading calendar.
Stop Loss Method
ATR Based | Volatility Based | Hybrid : Switch engines instantly to fit the trade.
Position Type
Long | Short | Both : Show only what you need for the current strategy.
Visual Settings
Show ATR / Vol / Hybrid Stops: Toggle families on/off.
Show Labels: Print price + Risk % at the live stop.
Table Position: Park the metrics where you like.
Coloring
Long/Short/Hybrid colors: Set a palette that matches your theme and stands out on your background.
Practical patterns to watch
Trend-pullback continuation: The stop ratchets behind higher lows (long) or lower highs (short). If price tests the level and rejects, that’s your risk-defined continuation cue.
Break-and-run: After a clean break, the Hybrid will usually sit slightly wider than pure Vol, use it to avoid getting shaken on the first retest.
Range compression: When the ATR and Vol distances converge, the table will show small Risk %. That’s your green light to size up with the same dollar risk, or keep it conservative if you expect expansion.
Alerts
Long Stop Loss Hit : Notifies when price crosses below the live long stop.
Short Stop Loss Hit : Notifies when price crosses above the live short stop.
Why this feels “set-and-serious”
You get a single look that answers three questions in real time: “Where’s my line in the sand?”, “How much heat am I taking right now?”, and “Is this distance appropriate for current conditions?” With ATR, Vol, and Hybrid in one tool, you can run the exact same playbook across symbols and regimes while keeping your chart clean and your risk explicit.
Futures Playbook: VWAP + OR + Cross-Asset TellsFutures Playbook: VWAP + OR + Cross-Asset Tells (with Trade Messages + Coach Panel)
This all-in-one futures trading toolkit combines Opening Range (OR) levels, VWAP, and cross-asset signals to help traders quickly read intraday structure, manage execution, and filter noise.
Core Features
• Opening Range (OR):
• Customizable OR window with High/Low and Midpoint.
• Automatic shading of the OR zone.
• VWAP & Bands:
• Built-in or session-anchored VWAP.
• Optional standard deviation bands for context.
• Cross-Asset Tells:
• Live reads on US 10Y yield, DXY, Crude, and Gold.
• Regime detection: rates risk, USD strength, energy softness, and real-rate easing.
• Confirmations:
• Volume vs. moving average filter.
• Cumulative delta with smoothing.
• ATR-based chop filter to avoid low-quality trends.
Trade Messages + Coach Panel
• Trade Messages (labels): Automatic on-chart prompts for OR completion, VWAP reclaim/loss, long/short setups, and EU close flows.
• Coach Panel (table): Real-time dashboard with regime context, directional bias, execution notes, risk reminders, and key levels (ORH, ORL, VWAP).
Alerts
• OR breakout (long/short with confirmations).
• VWAP reclaim or loss.
• 10Y yield crossing risk threshold.
Use Case
Designed for futures traders and scalpers who rely on VWAP + OR dynamics and need cross-asset confirmation before committing to trades. Great for structuring entries, managing risk, and filtering market noise throughout the session.
Weekend Hunter Ultimate v6.2 Weekend Hunter Ultimate v6.2 - Automated Crypto Weekend Trading System
OVERVIEW:
Specialized trading strategy designed for cryptocurrency weekend markets (Saturday-Sunday) when institutional traders are typically offline and market dynamics differ significantly from weekdays. Optimized for 15-minute timeframe execution with multi-timeframe confluence analysis.
KEY FEATURES:
- Weekend-Only Trading: Automatically activates during configurable weekend hours
- Dynamic Leverage: 5-20x leverage adjusted based on market safety and signal confidence
- Multi-Timeframe Analysis: Combines 4H trend, 1H momentum, and 15M execution
- 10 Pre-configured Crypto Pairs: BTC, ETH, LINK, XRP, DOGE, SOL, AVAX, PEPE, TON, POL
- Position & Risk Management: Max 4 concurrent positions, -30% account protection
- Smart Trailing Stops: Protects profits when approaching targets
RISK MANAGEMENT:
- Maximum daily loss: 5% (configurable)
- Maximum weekend loss: 15% (configurable)
- Per-position risk: Capped at 120-156 USDT
- Emergency stops for flash crashes (8% moves)
- Consecutive loss protection (4 losses = pause)
TECHNICAL INDICATORS:
- CVD (Cumulative Volume Delta) divergence detection
- ATR-based dynamic stop loss and take profit
- RSI, MACD, Bollinger Bands confluence
- Volume surge confirmation (1.5x average)
- Weekend liquidity adjustments
INTEGRATION:
- Designed for Bybit Futures (0.075% taker fee)
- WunderTrading webhook compatibility via JSON alerts
- Minimum position size: 120 USDT (Bybit requirement)
- Initial capital: $500 recommended
TARGET METRICS:
- Win rate target: 65%
- Average win: 5.5%
- Average loss: 1.8%
- Risk-reward ratio: ~3:1
IMPORTANT DISCLAIMERS:
- Past performance does not guarantee future results
- Leveraged trading carries substantial risk of loss
- Weekend crypto markets have 13% of normal liquidity
- Not suitable for traders who cannot afford to lose their entire investment
- Requires continuous monitoring and adjustment
USAGE:
1. Apply to 15-minute charts only
2. Configure weekend hours for your timezone
3. Set up webhook alerts for automation
4. Monitor performance table in top-right corner
5. Adjust parameters based on your risk tolerance
This is an experimental strategy for educational purposes. Always test with small amounts first and never invest more than you can afford to lose completely.
Adaptive Cortex Strategy (Demo)Adaptive Cortex Strategy - The Smart, Adaptive Investment System
Don't Get Lost in the Market Noise. Learn to Understand the Market.
Every investor faces the same dilemma: Why does a strategy that worked perfectly yesterday struggle today when the market's character changes?
Because the market isn't static. It's a dynamic structure that constantly changes, breathes, and enters different regimes. So, why shouldn't your strategy adapt to this dynamism?
Adaptive Cortex Strategy (ACS)
What is This Strategy?
The Adaptive Cortex Strategy isn't just a simple indicator that gives you buy and sell signals. It's a holistic analysis framework that attempts to understand the changing nature of the market and adapt its decision-making mechanism accordingly. Its core philosophy is to identify data-driven, high-probability investment opportunities by combining (amalgamating) many different market dynamics.
The strategy's power comes from its proprietary technology, which we call the "Smart Decision Engine." This engine performs two primary functions:
Market Memory: The system continuously analyzes past significant market turning points and price levels. This allows the strategy to dynamically recognize and deeply understand the current market structure.
Situational Awareness: The system continuously measures the current market "mood." It detects whether we are in a strong trend or indecisive sideways movement and automatically adjusts its analysis accordingly. This allows it to adopt the most appropriate approach in each market.
What Does ACS Promise?
Clarity: By transforming complex market data into clear, conclusive signals, it provides you with an objective perspective during decision-making.
Discipline: With its rules-based structure, it helps you protect yourself from emotional traps like fear and greed, the market's greatest enemies.
Adaptation: Instead of searching for a "one-size-fits-all" strategy, it offers a system logic that "adapts to every market."
Risk Management: With advanced position management modules, it constantly reminds you that preserving capital is more important than making money.
What Doesn't It Promise? Guaranteed Profit or the "Holy Grail": No system in the financial markets can offer 100% certainty. Losing trades are a natural and inevitable part of professional investing. ACS aims not to eliminate losses, but to manage them and statistically maximize profit potential.
This is not a "run the robot and get rich" system. ACS is your most powerful analytical assistant, but the ultimate decision and responsibility always rest with the investor.
The Dream of Getting Rich Overnight: Successful investing is a marathon, not a sprint. ACS is designed to help disciplined and patient investors achieve statistical advantage over the long term.
Who Is This System Suitable For?
For Beginner Investors: It offers a disciplined and structured roadmap that avoids emotional decisions and confusion. For Experienced Analysts: It serves as a powerful quantitative aid that validates or challenges their technical analysis.
For Investors Seeking a System: It offers a professional-grade risk management framework that offers not only entry but also position management and multiple exit scenarios.
Bollinger Adaptive Trend Navigator [QuantAlgo]🟢 Overview
The Bollinger Adaptive Trend Navigator synthesizes volatility channel analysis with variable smoothing mechanics to generate trend identification signals. It uses price positioning within Bollinger Band structures to modify moving average responsiveness, while incorporating ATR calculations to establish trend line boundaries that constrain movement during volatile periods. The adaptive nature makes this indicator particularly valuable for traders and investors working across various asset classes including stocks, forex, commodities, and cryptocurrencies, with effectiveness spanning multiple timeframes from intraday scalping to longer-term position analysis.
🟢 How It Works
The core mechanism calculates price position within Bollinger Bands and uses this positioning to create an adaptive smoothing factor:
bbPosition = bbUpper != bbLower ? (source - bbLower) / (bbUpper - bbLower) : 0.5
adaptiveFactor = (bbPosition - 0.5) * 2 * adaptiveMultiplier * bandWidthRatio
alpha = math.max(0.01, math.min(0.5, 2.0 / (bbPeriod + 1) * (1 + math.abs(adaptiveFactor))))
This adaptive coefficient drives an exponential moving average that responds more aggressively when price approaches Bollinger Band extremes:
var float adaptiveTrend = source
adaptiveTrend := alpha * source + (1 - alpha) * nz(adaptiveTrend , source)
finalTrend = 0.7 * adaptiveTrend + 0.3 * smoothedCenter
ATR-based volatility boundaries constrain the final trend line to prevent excessive movement during volatile periods:
volatility = ta.atr(volatilityPeriod)
upperBound = bollingerTrendValue + (volatility * volatilityMultiplier)
lowerBound = bollingerTrendValue - (volatility * volatilityMultiplier)
The trend line direction determines bullish or bearish states through simple slope comparison, with the final output displaying color-coded signals based on the synthesis of Bollinger positioning, adaptive smoothing, and volatility constraints (green = long/buy, red = short/sell).
🟢 Signal Interpretation
Rising Trend Line (Green): Indicates upward direction based on Bollinger positioning and adaptive smoothing = Potential long/buy opportunity
Falling Trend Line (Red): Indicates downward direction based on Bollinger positioning and adaptive smoothing = Potential short/sell opportunity
Built-in Alert System: Automated notifications trigger when bullish or bearish states change, allowing you to act on significant development without constantly monitoring the charts
Candle Coloring: Optional feature applies trend colors to price bars for visual consistency
Configuration Presets: Three parameter sets available - Default (standard settings), Scalping (faster response), and Swing Trading (slower response)
Price Action Trader [BackQuant]Price Action Trader
Introduction
Price Action Trader is an all-in-one, chart-side workflow for reading trend, timing impulses, and mapping high-probability zones the way discretionary traders actually trade. It blends an ensemble trend engine with clean price-action building blocks—Market Structure (BOS/MSB), Fair Value Gaps, Order Blocks, and Volumetric Support/Resistance—so you can form a bias, find confluence, and execute with context.
What is it
A modular “price-action stack” that:
Paints trend bias and impulse shifts on the chart (optional candle coloring).
Auto-annotates internal & swing structure (BOS / MSB).
Finds FVGs on your chosen timeframe and draws them cleanly.
Detects Order Blocks (with optional FVG confirmation).
Builds volumetric S/R levels that adapt to liquidity.
Emits alerts for key events (new levels, touches, breaks, OB creation/touch).
Everything is configurable—keep it minimal (trend + a few zones) or run the full toolkit.
What’s it used for
Bias first, trade second: establish direction/conviction, then execute where structure, gaps, blocks, and volume agree.
Timing: impulse flips and level touches provide actionable triggers.
Risk placement: OB edges, FVG midlines, and volumetric bands give logical stop/target references.
Review & journaling: optional session shading and labeled structures make post-trade notes simple.
Composite Trend Model
A lightweight signal line (default: 30-period) that turns green when the composite regime is bullish and red when bearish. Under the hood, multiple cues (adaptive momentum, de-noised oscillation, volatility-aware filters) are blended into a single directional score; when thresholds flip, the line recolors and optional Long/Short dots appear.
How to use
Treat the line as your bias rail : favor longs while green, shorts while red.
Flat/rapid flips = stand down or reduce size.
Prefer clean charts? Keep only the line and (optionally) trend-painted candles.
Inputs to know
Show Trend Signal Line / Width.
Paint Candles by Trend.
Long/Bearish color controls.
Impulse Model
Highlights short-term pressure shifts with optional impulse candle coloring and ▲/▼ markers. Great for entries in the prevailing trend and for early warnings when impulses fire against bias.
How to use
Up-bias: look for the next impulse-up near structure/FVG/OB or volumetric support.
Down-bias: mirror the logic.
Frequent counter-impulses → expect chop or regime change.
Inputs to know
Show Impulse Signals.
Paint Impulse Candles.
Market Structure
Automatic Internal (tight lookback) and Swing (wider lookback) structure with BOS and MSB (CHoCH) labels. You decide what to show—All, BOS only, MSB only—independently for internal vs swing.
How to use
Use Swing labels for the primary map; Internal for entry refinement.
After a bullish MSB , seek the first HL back into support/FVG/OB.
After a bearish BOS , favor LH fades into resistance/FVG/OB.
Inputs to know
Swing Lookback / Internal Lookback.
Swing/Internal Structure: All | BOS | MSB | None .
Separate bull/bear color controls for both layers.
Fair Value Gaps
Detects bullish/bearish FVGs on the current or higher TF, draws boxes, and can extend them forward. Midlines provide quick visual targeting.
How to use
In-trend fills: in an up-bias, tags of bullish FVGs often offer high-quality continuation entries, especially with structure/OB confluence.
Failed fills: rejections at the midline can signal emerging strength/weakness.
Inputs to know
Show FVG / Show Last N / Extend.
Timeframe (blank = chart TF; set higher TF for macro FVGs).
Bull/Bear colors (tune opacity to taste).
Volumetric Support and Resistance
Builds adaptive S/R from price interaction + relative volume over a rolling lookback. Levels store touch counts; you can show volume stats on labels or inside boxes. Transparency and border thickness can scale with volume so stronger levels are visually louder. Broken levels can auto-remove.
How to use
Use as confluence with structure, OBs, and FVGs. A long at volumetric support + Bull OB + FVG midline is qualitatively different from a naked level.
If a level breaks on strong volume, stop fading—flip expectations or wait for a clean retest.
Inputs to know
Detection Sensitivity / Volume Multiplier.
Analysis Period / Max Levels / Min Distance (%).
Remove Broken / Extend Right / Show Volume Info / Text Inside.
Support/Resistance colors (+ high-vol variants).
Alerts
New Support/Resistance Level Created.
Level Touch.
Level Break.
Order Blocks
Detects bullish/bearish OBs using configurable fractals (3- or 5-bar) with a break confirmation (by Close or High/Low). Optional FVG proximity filter, right-extension, and auto-delete when filled.
How to use
Bullish bias: stalk pullbacks into fresh Bull OBs aligned with a bullish FVG or volumetric support.
If price fills an opposing OB and fails to continue, reassess bias—context may be shifting.
Inputs to know
Fractal Type & Break Method (Close / HL).
Filter with FVG + Max FVG Distance.
Extend Blocks / Delete When Filled / Show Labels.
Alerts
New Order Block Created.
Order Block Touch.
Final Notes
Suggested workflow
Start with Composite Trend (bias).
Mark Swing structure in that direction.
Wait for an Impulse in-direction near an OB / FVG / Volumetric level.
Risk = nearest opposite level or OB edge; targets = FVG midlines / next S/R.
Timeframes & assets
Defaults suit liquid intraday and 1–4H swing.
Slower markets → lengthen lookbacks, lower sensitivity.
Very noisy crypto → keep trend visible, trim drawings (e.g., MSB only, last 3–5 FVGs, 8–12 volume levels).
Keep it readable
Turn off modules you don’t need today—fewer, higher-quality signals beat clutter.
About this release
Internal scoring, smoothing, and detection logic are proprietary. Behavior is controlled via inputs described above.
Trade with a plan, test your settings, and let confluence do the heavy lifting.
Sine Weighted Trend Navigator [QuantAlgo]🟢 Overview
The Sine Weighted Trend Navigator utilizes trigonometric mathematics to create a trend-following system that adapts to various market volatility. Unlike traditional moving averages that apply uniform weights, this indicator employs sine wave calculations to distribute weights across historical price data, creating a more responsive yet smooth trend measurement. Combined with volatility-adjusted boundaries, it produces actionable directional signals for traders and investors across various market conditions and asset classes.
🟢 How It Works
At its core, the indicator applies sine wave mathematics to weight historical prices. The system generates angular values across the lookback period and transforms them through sine calculations, creating a weight distribution pattern that naturally emphasizes recent price action while preserving smoothness. The phase shift feature allows rotation of this weighting pattern, enabling adjustment of the indicator's responsiveness to different market conditions.
Surrounding this sine-weighted calculation, the system establishes volatility-responsive boundaries through market volatility analysis. These boundaries expand and contract based on current market conditions, creating a dynamic framework that helps distinguish meaningful trend movements from random price fluctuations.
The trend determination logic compares the sine-weighted value against these adaptive boundaries. When the weighted value exceeds the upper boundary, it signals upward momentum. When it drops below the lower boundary, it indicates downward pressure. This comparison drives the color transitions of the main trend line, shifting between bullish (green) and bearish (red) states to provide clear directional guidance on price charts.
🟢 How to Use
Green/Bullish Trend Line: Rising momentum indicating optimal conditions for long positions (buy)
Red/Bearish Trend Line: Declining momentum signaling favorable timing for short positions (sell)
Steepening Green Line: Accelerating bullish momentum with increasing sine-weighted values indicating strengthening upward pressure and high-probability trend continuation
Steepening Red Line: Intensifying bearish momentum with declining sine-weighted calculations suggesting persistent downward pressure and optimal shorting opportunities
Flattening Trend Lines: Gradual reduction in directional momentum regardless of color may indicate approaching consolidation or trend exhaustion requiring position management review
🟢 Pro Tips for Trading and Investing
→ Preset Strategy Selection: Utilize the built-in presets strategically - Scalping preset for ultra-responsive 1-15 minute charts, Default preset for balanced general trading, and Swing Trading preset for 1-4 hour charts and multi-day positions.
→ Phase Shift Optimization: Fine-tune the phase shift parameter based on market bias - use positive values (0.1-0.5) in trending bull markets to enhance uptrend sensitivity, negative values (-0.1 to -0.5) in bear markets for improved downtrend detection, and zero for balanced neutral market conditions.
→ Multiplier Calibration: Adjust the multiplier according to market volatility and trading style. Use lower values (0.5-1.0) for tight, responsive signals in stable markets, higher values (2.0-3.0) during earnings seasons or high-volatility periods to filter noise and reduce whipsaws.
→ Sine Period Adaptation: Customize the sine weighted period based on your trading timeframe and market conditions. Use 5-14 for day trading to capture short-term momentum shifts, 14-25 for swing trading to balance responsiveness with reliability, and 25-50 for position trading to maintain long-term trend clarity.
→ Multi-Timeframe Sine Validation: Apply the indicator across multiple timeframes simultaneously, using higher timeframes (4H/Daily) for overall trend bias and lower timeframes (15m/1H) for entry timing, ensuring sine-weighted calculations align across different time horizons.
→ Alert-Driven Systematic Execution: Leverage the built-in trend change alerts to eliminate emotional decision-making and capture every mathematically-confirmed trend transition, particularly valuable for traders managing multiple instruments or those unable to monitor charts continuously.
→ Risk Management: Increase position sizes during strong directional sine-weighted momentum while reducing exposure during frequent color changes that indicate mathematical uncertainty or ranging market conditions lacking clear directional bias.
RSI Trend Navigator [QuantAlgo]🟢 Overview
The RSI Trend Navigator integrates RSI momentum calculations with adaptive exponential moving averages and ATR-based volatility bands to generate trend-following signals. The indicator applies variable smoothing coefficients based on RSI readings and incorporates normalized momentum adjustments to position a trend line that responds to both price action and underlying momentum conditions.
🟢 How It Works
The indicator begins by calculating and smoothing the RSI to reduce short-term fluctuations while preserving momentum information:
rsiValue = ta.rsi(source, rsiPeriod)
smoothedRSI = ta.ema(rsiValue, rsiSmoothing)
normalizedRSI = (smoothedRSI - 50) / 50
It then creates an adaptive smoothing coefficient that varies based on RSI positioning relative to the midpoint:
adaptiveAlpha = smoothedRSI > 50 ? 2.0 / (trendPeriod * 0.5 + 1) : 2.0 / (trendPeriod * 1.5 + 1)
This coefficient drives an adaptive trend calculation that responds more quickly when RSI indicates bullish momentum and more slowly during bearish conditions:
var float adaptiveTrend = source
adaptiveTrend := adaptiveAlpha * source + (1 - adaptiveAlpha) * nz(adaptiveTrend , source)
The normalized RSI values are converted into price-based adjustments using ATR for volatility scaling:
rsiAdjustment = normalizedRSI * ta.atr(14) * sensitivity
rsiTrendValue = adaptiveTrend + rsiAdjustment
ATR-based bands are constructed around this RSI-adjusted trend value to create dynamic boundaries that constrain trend line positioning:
atr = ta.atr(atrPeriod)
deviation = atr * atrMultiplier
upperBound = rsiTrendValue + deviation
lowerBound = rsiTrendValue - deviation
The trend line positioning uses these band constraints to determine its final value:
if upperBound < trendLine
trendLine := upperBound
if lowerBound > trendLine
trendLine := lowerBound
Signal generation occurs through directional comparison of the trend line against its previous value to establish bullish and bearish states:
trendUp = trendLine > trendLine
trendDown = trendLine < trendLine
if trendUp
isBullish := true
isBearish := false
else if trendDown
isBullish := false
isBearish := true
The final output colors the trend line green during bullish states and red during bearish states, creating visual buy/long and sell/short opportunity signals based on the combined RSI momentum and volatility-adjusted trend positioning.
🟢 Signal Interpretation
Rising Trend Line (Green): Indicates upward momentum where RSI influence and adaptive smoothing favor continued price advancement = Potential buy/long positions
Declining Trend Line (Red): Indicates downward momentum where RSI influence and adaptive smoothing favor continued price decline = Potential sell/short positions
Flattening Trend Lines: Occur when momentum weakens and the trend line slope approaches neutral, suggesting potential consolidation before the next move
Built-in Alert System: Automated notifications trigger when bullish or bearish states change, sending "RSI Trend Bullish Signal" or "RSI Trend Bearish Signal" messages for timely entry/exit
Color Bar Candles Option: Optional candle coloring feature that applies the same green/red trend colors to price bars, providing additional visual confirmation of the current trend direction
Key Levels: Daily, Weekly, Monthly [BackQuant]Key Levels: Daily, Weekly, Monthly
Map the market’s “memory” in one glance—yesterday’s range, this week’s chosen day high/low, and D/W/M opens—then auto-clean levels once they break.
What it does
This tool plots three families of high-signal reference lines and keeps them tidy as price evolves:
Chosen Day High/Low (per week) — Pick a weekday (e.g., Monday). For each past week, the script records that day’s session high and low and projects them forward for a configurable number of bars. These act like “memory levels” that price often revisits.
Daily / Weekly / Monthly Opens — Plots the opening price of each new day, week, and month with separate styling. These opens frequently behave like magnets/flip lines intraday and anchors for regime on higher timeframes.
Auto-pruning — When price breaks a stored level, the script can automatically remove it to reduce clutter and refocus you on still-active lines. See: (broken levels removed).
Why these levels matter
Liquidity pockets — Prior day’s high/low and the daily open concentrate stops and pending orders. Mapping them quickly reveals likely sweep or fade zones. Example: previous day highs + daily open highlighting liquidity:
Context & regime — Monthly opens frame macro bias; trading above a rising cluster of monthly opens vs. below gives a clean top-down read. Example: monthly-only “macro outlook” view:
Cleaner charts — Auto-remove broken lines so you focus on what still matters right now.
What it plots (at a glance)
Past Chosen Day High/Low for up to N prior weeks (your choice), extended right.
Current Daily Open , Weekly Open , and Monthly Open , each with its own color, label, and forward extension.
Optional short labels (e.g., “Mon High”) or full labels (with week/month info).
How breaks are detected & cleaned
You control both the evidence and the timing of a “break”:
Break uses — Choose Close (more conservative) or Wick (more sensitive).
Inclusive? — If enabled, equality counts (≥ high or ≤ low). If disabled, you need a strict cross.
Allow intraday breaks? — If on, a level can break during the tracked day; if off, the script only counts breaks after the session completes.
Remove Broken Levels — When a break is confirmed, the line/label is deleted automatically. (See the demo: )
Quick start
Pick a Day of Week to Track (e.g., Monday).
Set how many weeks back to show (e.g., 8–10).
Choose how far to extend each family (bars to the right for chosen-day H/L and D/W/M opens).
Decide if a break uses Close or Wick , and whether equality counts.
Toggle Remove Broken Levels to keep the chart clean automatically.
Tips by use-case
Intraday bias — Watch the Daily Open as a magnet/flip. If price gaps above and holds, pullbacks to the daily open often decide direction. Pair with last day’s high/low for sweep→reversal or true breakout cues. See:
Weekly structure — Track the week’s chosen day (e.g., Monday) high/low across prior weeks. If price stalls near a cluster of old “Monday Highs,” look for sweep/reject patterns or continuation on reclaim.
Macro regime — Hide daily/weekly lines and keep only Monthly Opens to read bigger cycles at a glance (BTC/crypto especially). Example:
Customization
Use wicks or bodies for highs/lows (wicks capture extremes; bodies are stricter).
Line style & thickness — solid/dashed/dotted, width 1–5, plus global transparency.
Labels — Abbreviated (“Mon High”, “D Open”) or full (month/week/day info).
Color scheme — Separate colors for highs, lows, and each of D/W/M opens.
Capacity controls — Set how many daily/weekly/monthly opens and how many weeks of chosen-day H/L to keep visible.
What’s under the hood
On your selected weekday, the script records that session’s true high and true low (using wicks or body-based extremes—your choice), then projects a horizontal line forward for the next bars.
At each new day/week/month , it records the opening price and projects that line forward as well.
Each bar, the script checks your “break” rules; once broken, lines/labels are removed if auto-cleaning is on.
Everything updates in real time; past levels don’t repaint after the session finishes.
Recommended presets
Day trading — Weeks back: 6–10; extend D/W opens: 50–100 bars; Break uses: Close ; Inclusive: off; Auto-remove: on.
Swing — Fewer daily opens, more weekly opens (2–6), and 8–12 weeks of chosen-day H/L.
Macro — Show only Monthly Opens (1–6 months), dashed style, thicker lines for clarity.
Reading the examples
Broken lines disappear — decluttering in action:
Macro outlook — monthly opens as cycle rails:
Liquidity map — previous day highs + daily open:
Final note
These are not “signals”—they’re reference points that many participants watch. By standardising how you draw them and automatically clearing the ones that no longer matter, you turn a noisy chart into a focused map: where liquidity likely sits, where price memory lives, and which lines are still in play.
Quantile Regression Bands [BackQuant]Quantile Regression Bands
Tail-aware trend channeling built from quantiles of real errors, not just standard deviations.
What it does
This indicator fits a simple linear trend over a rolling lookback and then measures how price has actually deviated from that trend during the window. It then places two pairs of bands at user-chosen quantiles of those deviations (inner and outer). Because bands are based on empirical quantiles rather than a symmetric standard deviation, they adapt to skewed and fat-tailed behaviour and often hug price better in trending or asymmetric markets.
Why “quantile” bands instead of Bollinger-style bands?
Bollinger Bands assume a (roughly) symmetric spread around the mean; quantiles don’t—upper and lower bands can sit at different distances if the error distribution is skewed.
Quantiles are robust to outliers; a single shock won’t inflate the bands for many bars.
You can choose tails precisely (e.g., 1%/99% or 5%/95%) to match your risk appetite.
How it works (intuitive)
Center line — a rolling linear regression approximates the local trend.
Residuals — for each bar in the lookback, the indicator looks at the gap between actual price and where the line “expected” price to be.
Quantiles — those gaps are sorted; you select which percentiles become your inner/outer offsets.
Bands — the chosen quantile offsets are added to the current end of the regression line to draw parallel support/resistance rails.
Smoothing — a light EMA can be applied to reduce jitter in the line and bands.
What you see
Center (linear regression) line (optional).
Inner quantile bands (e.g., 25th/75th) with optional translucent fill.
Outer quantile bands (e.g., 1st/99th) with a multi-step gradient to visualise “tail zones.”
Optional bar coloring: bars trend-colored by whether price is rising above or falling below the center line.
Alerts when price crosses the outer bands (upper or lower).
How to read it
Trend & drift — the slope of the center line is your local trend. Persistent closes on the same side of the center line indicate directional drift.
Pullbacks — tags of the inner band often mark routine pullbacks within trend. Reaction back to the center line can be used for continuation entries/partials.
Tails & squeezes — outer-band touches highlight statistically rare excursions for the chosen window. Frequent outer-band activity can signal regime change or volatility expansion.
Asymmetry — if the upper band sits much further from the center than the lower (or vice versa), recent behaviour has been skewed. Trade management can be adjusted accordingly (e.g., wider take-profit upslope than downslope).
A simple trend interpretation can be derived from the bar colouring
Good use-cases
Volatility-aware mean reversion — fade moves into outer bands back toward the center when trend is flat.
Trend participation — buy pullbacks to the inner band above a rising center; flip logic for shorts below a falling center.
Risk framing — set dynamic stops/targets at quantile rails so position sizing respects recent tail behaviour rather than fixed ticks.
Inputs (quick guide)
Source — price input used for the fit (default: close).
Lookback Length — bars in the regression window and residual sample. Longer = smoother, slower bands; shorter = tighter, more reactive.
Inner/Outer Quantiles (τ) — choose your “typical” vs “tail” levels (e.g., 0.25/0.75 inner, 0.01/0.99 outer).
Show toggles — independently toggle center line, inner bands, outer bands, and their fills.
Colors & transparency — customize band and fill appearance; gradient shading highlights the tail zone.
Band Smoothing Length — small EMA on lines to reduce stair-step artefacts without meaningfully changing levels.
Bar Coloring — optional trend tint from the center line’s momentum.
Practical settings
Swing trading — Length 75–150; inner τ = 0.25/0.75, outer τ = 0.05/0.95.
Intraday — Length 50–100 for liquid futures/FX; consider 0.20/0.80 inner and 0.02/0.98 outer in high-vol assets.
Crypto — Because of fat tails, try slightly wider outers (0.01/0.99) and keep smoothing at 2–4 to tame weekend jumps.
Signal ideas
Continuation — in an uptrend, look for pullback into the lower inner band with a close back above the center as a timing cue.
Exhaustion probe — in ranges, first touch of an outer band followed by a rejection candle back inside the inner band often precedes mean-reversion swings.
Regime shift — repeated closes beyond an outer band or a sharp re-tilt in the center line can mark a new trend phase; adjust tactics (stop-following along the opposite inner band).
Alerts included
“Price Crosses Upper Outer Band” — potential overextension or breakout risk.
“Price Crosses Lower Outer Band” — potential capitulation or breakdown risk.
Notes
The fit and quantiles are computed on a fixed rolling window and do not repaint; bands update as the window moves forward.
Quantiles are based on the recent distribution; if conditions change abruptly, expect band widths and skew to adapt over the next few bars.
Parameter choices directly shape behaviour: longer windows favour stability, tighter inner quantiles increase touch frequency, and extreme outer quantiles highlight only the rarest moves.
Final thought
Quantile bands answer a simple question: “How unusual is this move given the current trend and the way price has been missing it lately?” By scoring that question with real, distribution-aware limits rather than one-size-fits-all volatility you get cleaner pullback zones in trends, more honest “extreme” tags in ranges, and a framework for risk that matches the market’s recent personality.
GOLD SCALPERGOLD SCALPER is an advanced trading indicator specifically designed for scalping on GOLD markets. It combines an ultra-fast prediction line with optimized Support & Resistance levels, providing a unique approach to GOLD trading.
Key Features
Ultra-Fast Prediction Line
The indicator contains the only directional indicator in the chart - an ultra-fast prediction line that reacts instantly to price changes. The line is drawn on every bar for maximum speed and provides clear BUY, SELL, and WAIT signals.
GOLD-Optimized Support & Resistance
The S/R system is specifically optimized for GOLD characteristics. It uses pivot period 10 for faster detection, sensitivity 1 for maximum sensitivity, and strength filter to display only strong levels with 3+ touches.
Anomaly Warning System
A unique early warning system for anomalies. When unusual market behavior is detected, S/R levels turn orange, alerting to potential risky situations.
Session Filter
An intelligent session filter optimized for GOLD trading. Automatically detects London and New York sessions (8-21 UTC) and adjusts signals based on market activity.
Technical Specifications
Prediction Line
- BUY signal: Vertical green line up
- SELL signal: Vertical red line down
- WAIT signal: Horizontal orange line
- Dotted style for scalping
- Instant reaction to price changes
Support & Resistance
- Pivot Period: optimized for 5M timeframe
- Sensitivity: maximum sensitivity
- Max Lines: 5 (better coverage)
- Strength Threshold: only strong levels
- Retest Tolerance: 0.1% (precision for GOLD)
Anomaly Detection
- Lookback: 20 bars
- Threshold: 2.0 ATR
- Detects: Range expansion, volume spikes, rapid price changes, RSI extremes
- Visual warning: Orange S/R lines
GOLD Optimizations
GOLD-Specific Settings
The indicator is optimized for GOLD trading with the following specific settings:
- Shorter pivot periods for faster reaction
- Maximum sensitivity for GOLD characteristics
- Volume confirmation for more reliable signals
- Session awareness for best trading times
Performance Optimizations
- Cache optimization for all calculations
- Memory management for proper line deletion
- Pine Script v6 for modern functionality
- No linter errors for stable performance
Usage
Recommended Settings
- Timeframe: 5-15M GOLD
- Sessions: London/NY (8-21 UTC)
- Prediction Style: Dotted
- S/R Style: Dotted
- Anomaly Warning: Enabled
Trading Approach
The indicator is designed for a scalping approach with emphasis on speed and accuracy. It combines a fast prediction line for directional signals with slower S/R levels for context and confirmation.
GOLD SCALPER represents a professional tool for GOLD scalping with a unique approach combining speed with precision. It is ideal for traders who need instant signals and reliable S/R levels for their trading decisions.
NIFTY_2min_FVG_Buy_StrategySummary
This strategy is designed for scalping Nifty on a 2-minute chart, focusing exclusively on long entries. The script's purpose is to identify and act on specific bullish reversal patterns based on volume analysis and price action.
Concept & Core Logic
The strategy operates on a two-stage confirmation process:
Volume Absorption: The initial condition seeks to identify potential bullish reversals by detecting signs of selling pressure being absorbed by buyers. This suggests that a downward move may be losing momentum.
Fair Value Gap (FVG) Confirmation: After a volume absorption signal, the strategy waits for a Fair Value Gap (FVG) to appear. A long entry signal is generated only after a candle closes above the FVG zone, serving as confirmation of bullish intent.
Risk Management
The strategy employs a fixed take profit and stop loss for each trade, based on the Nifty underlying price:
Take Profit: The exit signal is triggered when a trade reaches a 25-point profit.
Stop Loss: The exit signal is triggered when a trade reaches a 30-point loss.
Intended Use
This tool is intended for traders who:
Utilize mechanical, rule-based systems for intraday trading and scalping.
Are interested in studying a structured approach that combines volume analysis with price action inefficiencies like Fair Value Gaps.
