Volume Standard Deviation Alert GusPurpose
The script detects and alerts traders when the volume of a trading asset significantly exceeds a calculated threshold based on the standard deviation of volume over a specified lookback period. It optionally filters these alerts based on whether the price action is bullish or bearish.
Key Components
Inputs
lookback (default: 20)
The number of bars to consider when calculating the moving average and standard deviation of volume.
stdDevFactor (default: 2.0)
The multiplier for the standard deviation to determine the threshold for a volume spike.
alertOnClose (default: true)
Determines whether alerts should only be triggered after the bar has closed.
checkBullBear (default: false)
Enables filtering of alerts based on the bullishness or bearishness of the bar.
Calculations
volSMA
The simple moving average (SMA) of the volume over the lookback period.
volStd
The standard deviation of the volume over the lookback period.
threshold
The alert threshold is calculated as:
Threshold
=
volSMA
+
(
stdDevFactor
×
volStd
)
Threshold=volSMA+(stdDevFactor×volStd)
isBullish & isBearish
Determines whether the current bar is bullish (close > open) or bearish (close < open).
volumeSpikeCondition
A condition that triggers when the current volume exceeds the calculated threshold.
bullishCondition & bearishCondition
Refines the spike condition by requiring the bar to be bullish or bearish when checkBullBear is enabled.
finalCondition
The ultimate alert condition based on the user’s preference for bullish/bearish filtering.
finalTrigger
Ensures the alert only triggers at bar close if alertOnClose is set to true.
Visualization
Plots the SMA of the volume (volSMA) and the threshold line (threshold), helping traders visually understand the conditions.
Histograms the current volume and colors the bars:
Red: Volume exceeds the threshold.
Blue: Volume is below the threshold.
Alerts
The script generates an alert message when the finalTrigger condition is met:
"Bullish Volume Spike!" if the bar is bullish.
"Bearish Volume Spike!" if the bar is bearish.
"High Volume Spike!" if no bull/bear filter is applied.
Alerts are sent using alert() with the message and set to trigger once per bar close.
Usage
Traders can use this script to identify unusual volume activity, which often precedes significant price movements.
Customizability allows traders to tune the lookback period, standard deviation multiplier, and whether to filter for bullish/bearish spikes.
Visual and audible cues help in identifying important market events in real time.
This indicator is particularly useful for spotting market breakouts or breakdowns driven by high trading activity.
스크립트에서 "bear"에 대해 찾기
Directional Volume IndexDirectional Volume Index (DVI) (buying/selling pressure)
This index is adapted from the Directional Movement Index (DMI), but based on volume instead of price movements. The idea is to detect building directional volume indicating a growing amount of orders that will eventually cause the price to follow. (DVI is not displayed by default)
The rough algorithm for the Positive Directional Volume Index (green bar):
calculate the delta to the previous green bar's volume
if the delta is positive (growing buying pressure) add it to an SMA, else add 0 (also for red bars)
divide these average deltas by the average volume
the result is the Positive Directional Volume Index (DVI+) (vice versa for DVI-)
Differential Directional Volume Index (DDVI) (relative pressure)
Creating the difference of both Directional Volume Indexes (DVI+ - DVI-) creates the Differential Directional Volume Index (DDVI) with rising values indicating a growing buying pressure, falling values a growing selling pressure. (DDVI is displayed by default, smoothed by a custom moving average)
Average Directional Volume Index (ADVX) (pressure strength)
Putting the relative pressure (DDVI) in relation to the total pressure (DVI+ + DVI-) we can determine the strength and duration of the currently building volume change / trend. For the DMI/ADX usually 20 is an indicator for a strong trend, values above 50 suggesting exhaustion and approaching reversals. (ADVX is not displayed by default, smoothed by a custom moving average)
Divergences of the Differential Directional Volume Index (DDVI) (imbalances)
By detecting divergences we can detect situations where e.g. bullish volume starts to build while price is in a downtrend, suggesting that there is growing buying pressure indicating an imminent bullish pullback/order block or reversal. (strong and hidden divergences are displayed by default)
Divergences Overview:
strong bull: higher lows on volume, lower lows on price
medium bull: higher lows on volume, equal lows on price
weak bull: equal lows on volume, lower lows on price
hidden bull: lower lows on volume, higher lows on price
strong bear: lower highs on volume, higher highs on price
medium bear: lower highs on volume, equal highs on price
weak bear: equal highs on volume, higher highs on price
hidden bear: higher highs on volume, lower highs on price
DDVI Bands (dynamic overbought/oversold levels)
Using Bollinger Bands with DDVI as source we receive an averaged relative pressure with stdev band offsets. This can be used as dynamic overbought/oversold levels indicating reversals on sharp crossovers.
Alerts
As of now there are no alerts built in, but all internal data is exposed via plot and plotshape functions, so it can be used for custom crossover conditions in the alert dialog. This is still a personal research project, so if you find good setups, please let me know.
Breakouts with Tests & Retests [LuxAlgo]The Breakouts Tests & Retests indicator highlights tests and retests of levels constructed from detected swing points. A swing area of interest switches colors when a breakout occurs.
Users can control the sensitivity of the swing point detection and the width of the swing areas.
🔶 USAGE
When a Swing point is detected, an area of interest is drawn, colored green for a bullish swing and red when bearish.
A test is confirmed when the opening price is situated in the area of interest, and the closing price is above or below the area, depending on whether it is a bullish or bearish swing. Tests are highlighted with a solid-colored triangle.
A breakout is confirmed when the price closes in the opposite position, below or above the area, in which case the area will switch colors.
If the opening price is located within the area and the closing price closes outside the area, in the same direction as the breakout, this is considered a retest . Retests are highlighted with a hollow-colored triangle.
Note that tests/retests do not act on wicks. The main factor is that the opening price is in the area of interest, while the closing price is outside.
🔹 Area Of Interest Width
The user can adjust the width of the swing areas. Changing the " Width " is a fast and easy way to find different areas of interest.
A higher "Multiple" setting would return a wider area, allowing price to develop within it for a longer period of time and potentially provide later test signals.
When a swing area is broken, a higher "Width" setting can make it more complicated for the price to break it again, allowing a swing area to remain valid for a longer period of time thus potentially providing more retest signals.
🔶 DETAILS
Generally, only one bullish/bearish pattern can be active at a time. This means that no more than 1 bullish or bearish area will be active.
The " Display " settings, however, can help control how areas of different types are displayed.
Bullish AND Bearish: Both, bullish and bearish patterns can be drawn at the same time
Bullish OR Bearish: Only 1 bullish or 1 bearish pattern is drawn at a time
Bullish: Only bullish patterns
Bearish: Only bearish patterns
🔹 Test/Retest Labels
The user can adjust the settings so only the latest test/retest label is shown or set a minimum number of bars until the next test/retest can be drawn.
🔹 Maximum Bars
Users can set a limit of bars for when there is no test/retest in that period; the area of interest won't be updated anymore and will be available and ready for the next Swing.
An option for pulling the area back to the last retest is included.
🔶 SETTINGS
Display: Determines which swing areas are displayed by the indicator. See the "DETAILS" section for more information
Multiple: Adjusts the width of the areas of interest
Maximum Bars: Limit of bars for when there is no test/retest
Display Test/Retest Labels: Show all labels or just the last test/retest label associated with a swing area
Minimum Bars: Minimum bars required for a subsequent test/retest label are allowed to be displayed
Set Back To Last Retest: When after "Maximum Bars" no test/retest is found, place the right side of the area at the last test/retest
🔹 Swings
Left: x amount of wicks on the left of a potential Swing need to be higher/lower for a Swing to be confirmed.
Right: The number of wicks on the right of a potential swing needs to be higher/lower for a Swing to be confirmed.
🔹 Style
Bullish: color for test period (before a breakout) / retest period (after a breakout)
Bearish: color for test period (before a breakout) / retest period (after a breakout)
Label Size
Multi Timeframe Trend StrengthThis code is an advancement of my previous percentile-based trend strength. It follows the same concept, except this code display the trend and trend strength in multiple timeframe (1 min, 5 min, 15 min, 1hr and 4hr).
This gives an indication of the trend is evolving and allows to see how short-term trend matches with the long-term trend.
How it works:
The script assesses trend strength through percentile values derived from high and low prices across various time periods. It categorizes the current trend as either Bullish, Bearish, or N/A (No Trend) with the following steps:
Percentile Calculations: The code calculates the 75th percentile of high prices (e.g., percentile_13H) and the 25th percentile of low prices (e.g., percentile_13L) for specified Fibonacci-based periods (13, 21, 34, 55, 89, and 144). These percentiles serve as thresholds for identifying strong trends.
Calculate Highest High and Lowest Low: It computes the highest high (75th percentile high price of the longest period) and lowest low (25th percentile low price of the longest period), referred to as highest_high and lowest_low. These values establish critical price levels.
Trend Strength Conditions: For each percentile and period, the code checks if the percentile exceeds the highest high (trendBull) or falls below the lowest low (trendBear). These conditions gauge the strength of bullish and bearish trends.
Count Bull and Count Bear: Variables countBull and countBear tally the number of bullish and bearish conditions met, helping assess trend strength.
Weak Bull and Weak Bear Count: The code calculates weak bullish and bearish conditions, occurring when percentiles fall within the range defined by highest_high and lowest_low but don't meet strong trend criteria.
Bull Strength and Bear Strength: bullStrength and bearStrength are calculated based on counts of bullish, bearish, weak bullish, and weak bearish conditions, representing overall trend strength.
Strong Bull and Bear Conditions: These conditions arise when the 75th percentile of high prices (bull conditions) or the 25th percentile of low prices (bear conditions) surpass or dip below the highest high or lowest low, respectively, for the specified period. Strong conditions indicate robust trends with significant price movements.
Weak Bull and Bear Conditions: Weak conditions occur when percentiles fall within the range between highest_high and lowest_low, suggesting some bullish or bearish tendencies without reaching extreme levels. These imply less decisive trends.
Current Trend Identification: The current trend is determined by comparing bullStrength and bearStrength. A greater bullStrength indicates a Bull trend, greater bearStrength implies a Bear trend, and equal values denote No Trend (N/A).
Percentile Based Trend StrengthThe "Percentile Based Trend Strength" (PBTS) calculates trend strength based on percentile values of high and low prices for various length periods and then identifies the current trend as either Bullish, Bearish, or N/A (No Trend). Here's a step-by-step explanation of the code:
Percentile Calculations:
For each specified length period (13, 21, 34, 55, 89, and 144 - Fibonacci numbers), the code calculates the 75th percentile of high prices (e.g., percentile_13H) and the 25th percentile of low prices (e.g., percentile_13L). These percentiles represent levels that prices need to exceed or fall below to indicate a strong trend.
Calculate Highest High and Lowest Low:
The highest high (75th percentile high price of longest length) and lowest low (25th percentile low price of longest length) for the longest length period (144) are calculated as highest_high and lowest_low. These values represent threshold price levels .
Trend Strength Conditions:
The code calculates various conditions to determine trend strength. For each percentile value and each length period, it checks if the percentile value is greater than the highest high (trendBull) or less than the lowest low (trendBear). These conditions are used to assess the strength of the bullish and bearish trends.
Count Bull and Count Bear:
The countBull and countBear variables count the number of bullish and bearish conditions met, respectively. These counts help evaluate trend strength.
Weak Bull and Weak Bear Count:
The code calculates the number of weak bullish and bearish conditions. Weak conditions occur when a percentile value falls within the range defined by the highest high and lowest low but doesn't meet the strong trend criteria.
Bull Strength and Bear Strength:
bullStrength and bearStrength are calculated based on the counts of bullish, bearish, weak bullish, and weak bearish conditions. These values represent the overall strength of the bullish and bearish trends.
Strong Bull and Bear Conditions:
These conditions occur when the 75th percentile of high prices (for bull conditions) or the 25th percentile of low prices (for bear conditions) exceeds or falls below the highest high or lowest low, respectively, for the specified length period.
Strong bull conditions indicate a strong upward trend, while strong bear conditions indicate a strong downward trend.
Strong conditions are indicative of more significant price movements and are considered as primary signals of trend strength.
Weak Bull and Bear Conditions:
Weak bull and bear conditions are more nuanced. They occur when the 75th percentile of high prices (for weak bull conditions) or the 25th percentile of low prices (for weak bear conditions) falls within the range defined by the highest high and lowest low for the specified length period.
In other words, prices are not strong enough to reach the extreme levels represented by the highest high or lowest low, but they still exhibit some bullish or bearish tendencies within that range.
Weak conditions suggest a less robust trend. They may indicate that while there is some bias toward a bullish or bearish trend, it is not as strong or decisive as in the case of strong conditions.
Current Trend Identification:
The current trend is determined by comparing bullStrength and bearStrength. If bullStrength is greater, it's considered a Bull trend; if bearStrength is greater, it's a Bear trend. If they are equal, the trend is identified as N/A (No Trend).
Displaying Trend Information:
The code creates a table to display the current trend, reversal probability (strength), count of bullish and bearish conditions, weak bullish and weak bearish counts, and colors the text accordingly.
Plotting Percentiles:
Finally, the code plots the percentile lines for visualization, with 20% transparency. It also plots the highest high and lowest low lines (75th and 25th percentile of the longest length 144) using their original colors.
In summary, this indicator calculates trend strength based on percentile levels of high and low prices for different length periods. It then counts the number of bullish and bearish conditions, factors in weak conditions, and compares the strengths to identify the current trend as Bullish, Bearish, or No Trend. It provides a table with trend information and visualizes percentile lines on the chart.
DOW 30 - Market BreadthDOW 30 indicator is intended for short-term intraday analysis and should not be used solely alone. Best to use this indicator in a combination with technical and fundamental analysis.
This indicator is calculated from all stocks in the DJI as of 8/9/2022;
- Evaluating VWAP,
- 9 EMA,
- 20 EMA.
Vwap Calculations;
Stock above Vwap = 1 (Vwap Bull),
Stock below Vwap = 1 (Vwap Bear),
As there are 30 stocks in the DJI, there is a max value of 30 Vwap Bulls/ Vwap Bears.
Ema Calculation;
Stock above 9 EMA = 0.5 (EMA Bulls),
Stock below 9 EMA = 0.5 (EMA Bears),
Stock above 20 EMA = 0.5 (EMA Bulls),
Stock below 20 EMA = 0.5 (EMA Bears),
For the EMA Bulls to reach 30 all stocks must be trading above both the 9 EMA and 20 EMA to reach a Max Value of 30.
The reasoning for this calculation is to suggest the current strength and speed of the current turn in the market.
Horizontal Lines:
There are three horizontal lines, MAX, MIN & Neutral;
MAX & MIN
Resides at the 30 & 0 levels suggesting the market is currently at an extreme. Representing all stocks are moving in the same direction together.
When the MAX or MIN are represented in the VWAP Line this represents directional conviction in the underlining DJI.
Neutral
Neutral resides at the 15 level and represents that the market is either about to make a decision or is choppy.
EXAMPLE
Below are some examples of how the DOW 30 indicator is able to represent the current market conditions.
Understand Current Market Conditions, either being Bullish, Neutral, or Bearish.
See live Market Mechanics, and understand the current market direction on a short-term timeframe.
DOW 30 indicator is intended for short-term intraday analysis and should not be used solely alone. Best to use this indicator in a combination with technical and fundamental analysis.
If there are any additional requests to the indicator feel free to leave a comment or privet message.
Best of luck trading.
Cyclic Smoothed RSI with Motive-Corrective Wave Indicator
This indicator uses the cyclic smoothed Relative Strength Index (cRSI) instead of the traditional Relative Strength Index (RSI). See below for more info on the benefits to the cRSI.
My key contributions
1) A Weighted Moving Average (WMA) to track the general trend of the cRSI signal. This is very helpful in determining when the equity switches from bullish to bearish, which can be used to determine buy/sell points. This is then is used to color the region between the upper and lower cRSI bands (green above, red below).
2) An attempt to detect the motive (impulse) and corrective and waves. Corrective waves are indicated A, B, C, D, E, F, G. F and G waves are not technically Elliot Waves, but the way I detect waves it is really hard to always get it right. Once and a while you could actually see G and F a second time. Motive waves are identified as s (strong) and w (weak). Strong waves have a peak above the cRSI upper band and weak waves have a peak below the upper band.
3) My own divergence indicator for bull, hidden bull, bear, and hidden bear. I was not able to replicate the TradingView style of drawing a line from peak to peak, but for this indicator I think in the end it makes the chart cleaner.
There is a latency issue with an indicator that is based on moving averages. That means they tend to trigger right after key events. Perfect timing is not possible strictly with these indicators, but they do work very well "on average." However, my implementation has minimal latency as peaks (tops/bottoms) only require one bar to detect.
As a bit of an Easter Egg, this code can be tweaked and run as a strategy to get buy/sell signals. I use this code for both my indicator and for trading strategy. Just copy and past it into a new strategy script and just change it from study to a strategy, something like this:
strategy("cRSI + Waves Strategy with VWMA overlay", overlay=overlay)
The buy/sell code is at the end and just needs to be uncommented. I make no promises or guarantees about how good it is as a strategy, but it gives you some code and ideas to work with.
Tuning
1) Volume Weighted Moving Average (VWMA): This is a “hidden strategy” feature implemented that will display the high-low bands of the VWMA on the price chart if run the code using “overlay = true”.
- If the equity does not have volume, then the VWMA will not show up. Uncheck this box and it will use the regular WMA (no volume).
- defines how far back the WMA averages price.
2) cRSI (Black line in the indicator)
- Increase to length that amount of time a band (upper/lower) stays high/low after a peak. Reduce the value to shorten the time. Just increment it up/down to see the effect.
- defines how far back the SMA averages the cRSI. This affects the purple line in the indicator.
- defines how many bars back the peak detector looks to determine if a peak has occurred. For example, a top is detected like this: current-bar down relative to the 1-bar-back, 1-bar-back up relative to 2-bars-back (look back = 1), c) 2-bars-back up relative to 3-bars-back (lookback = 2), and d) 3-bars-back up relative to 4-bars-back (lookback = 3). I hope that makes sense. There are only 2 options for this setting: 2 or 3 bars. 2 bars will be able to detect small peaks but create more “false” peaks that may not be meaningful. 3 bars will be more robust but can miss short duration peaks.
3) Waves
- The check boxes are self explanatory for which labels they turn on and off on the plot.
4) Divergence Indicators
- The check boxes are self explanatory for which labels they turn on and off on the plot.
Hints
- The most common parameter to change is the . Different stocks will have different levels of strength in their peaks. A setting of 2 may generate too many corrective waves.
- Different times scales will give you different wave counts. This is to be expected. A counter impulse wave inside a corrective wave may actually go above the cRSI WMA on a smaller time frame. You may need to increase it one or two levels to see large waves.
- Just because you see divergence (bear or hidden bear) does not mean a price is going to go down. Often price continues to rise through bears, so take note and that is normal. Bulls are usually pretty good indicators especially if you see them on C,E,G waves.
----------------------------------------------------------------------------------------------------------------------------
cyclic smoothed RSI (cRSI) indicator
----------------------------------------------------------------------------------------------------------------------------
The “core” code for the cyclic smoothed RSI (cRSI) indicator was written by Lars von Theinen and is subject to the terms of the Mozilla Public License 2.0 at mozilla.org Copyright (C) 2017 CC BY, whentotrade / Lars von Thienen. For more details on the cRSI Indicator:
The cyclic smoothed RSI indicator is an enhancement of the classic RSI, adding
1) additional smoothing according to the market vibration,
2) adaptive upper and lower bands according to the cyclic memory and
3) using the current dominant cycle length as input for the indicator.
It is much more responsive to market moves than the basic RSI. The indicator uses the dominant cycle as input to optimize signal, smoothing, and cyclic memory. To get more in-depth information on the cyclic-smoothed RSI indicator, please read Decoding The Hidden Market Rhythm - Part 1: Dynamic Cycles (2017), Chapter 4: "Fine-tuning technical indicators." You need to derive the dominant cycle as input parameter for the cycle length as described in chapter 4.
Hope this helps and good luck.
DSMS - DeltaSurge Matrix Station - 1M Scalping [SurgeGuru]DSMS - DeltaSurge Matrix Station
HOW TO READ THE CHART
=====================================
This guide explains every visual element you see on the chart.
DSMS is a volume profile + order flow indicator built for 1-minute Bitcoin scalping.
It shows WHERE institutional money is sitting and WHERE price is likely to react next.
=====================================
1. THE VOLUME PROFILE (left side of chart)
=====================================
The colored horizontal bars extending left from the candles are the volume profile.
Each bar represents a price level (called a "bin") and shows how much volume traded there.
LONGER BAR = more volume at that price.
BAR COLOR tells you who is in control:
- Green/teal bar = buyers dominated that level (bullish delta)
- Red/orange bar = sellers dominated that level (bearish delta)
- The more intense the color, the stronger the imbalance
SPLIT BARS (bull/bear breakdown):
If enabled, each bar splits into two halves showing exact buy vs sell volume.
Top half = sell volume, bottom half = buy volume.
HEATMAP (wide faded bars behind the profile):
The large transparent boxes behind the profile bars are the heatmap.
They show the same delta information but stretched wider for quick visual scanning.
Bright = high conviction. Faded = low conviction.
=====================================
2. KEY PRICE LEVELS ON THE PROFILE
=====================================
POC (Point of Control):
The bin outlined with a bright border is the POC -- the single price level
with the MOST volume. Price tends to gravitate back to the POC.
A small label shows the POC price and context like "EQUILIBRIUM" or "BULL ATK".
POC FLASH LINE:
A short dashed cyan line appears at the POC when a bounce is detected.
Trigger conditions: price is at the POC, the current candle is bullish after
a bearish candle, and volume is at least 1.2x average. This signals that
the POC is acting as active support and price is reacting to it in real time.
VA HIGH / VA LOW (Value Area lines):
Two horizontal lines mark the top and bottom of the Value Area -- the price range
where approximately 70% of volume traded. These act as support and resistance.
- VA High = resistance when price is below, breakout level when price pushes above
- VA Low = support when price is above, breakdown level when price drops below
When a breakout happens, the line turns green (up) or red (down) and gets thicker.
=====================================
3. LABELS ON PROFILE BINS
=====================================
Each profile bin can show a small text label. These describe what is happening
at that specific price level. Here is what each label means:
ABS (with up/down arrow):
"ABS▼ 7b" = Absorption detected. Institutional players are absorbing selling
pressure at this level (likely accumulating). The "7b" means it held for 7 bars.
ABS▼ = absorbing sells (bullish). ABS▲ = absorbing buys (bearish).
FLOW (with arrow):
"FLOW↑" or "FLOW↓" = A flow shift happened here. The delta direction reversed,
meaning buyers took over from sellers or vice versa. This is a momentum change signal.
FAIL (with arrow):
"FAIL↑" or "FAIL↓" = A flow shift was detected but FAILED to confirm.
The reversal started but price did not follow through. Shown in orange.
Often means the opposing side absorbed the move.
INVAL / INVALID:
"INVAL" or "INVALID" = A previously confirmed flow shift was invalidated.
Price reversed back through the shift level, canceling the signal.
Shown in orange. Treat the original shift direction as no longer valid.
BULL EXH / BEAR EXH:
"BULL EXH" or "BEAR EXH" = Exhaustion zone. Extreme delta (above 65%) combined
with FADING volume. The dominant side pushed too hard and is running out of fuel.
Shown in gold. Often precedes a reversal. Higher delta + lower volume = more exhausted.
IMBALANCE RATIO (number:1):
"4:1" = The ratio of buy volume to sell volume (or vice versa) at this bin.
A 4:1 ratio means one side has 4x the volume of the other.
Only shown when the imbalance exceeds the configured threshold.
ICE:
"ICE" = Iceberg order detected in this bin. High volume traded but price barely
moved, suggesting a large hidden order was absorbing all the activity.
CONFL / CONF+ / CONF-:
Confluence detected. Multiple signals (structure + order flow) agree on direction.
CONF+ = bullish confluence. CONF- = bearish confluence.
CONFLICT:
Structure says one thing, order flow says another. Be cautious.
STK (with multiplier):
"STK x3" = Imbalance stack. Three or more consecutive bins all lean the same
direction. Shows institutional pressure building across multiple price levels.
OB (with arrow):
"OB↑" or "OB↓" = This bin overlaps with an active Order Block (see section 6).
FVG (with arrow):
"FVG↑" or "FVG↓" = This bin overlaps with an active Fair Value Gap (see section 7).
"uFVG↑" or "uFVG↓" = Same but for a micro-level FVG (smaller gap detected
within the profile structure rather than on-chart candle gaps).
uSR:
Micro structure level. A price level that has been tested multiple times with
high volume -- acts as local support or resistance.
EQUILIBRIUM / BULL ATK / BEAR DEF / etc:
Context labels that describe the state of the bin:
- EQUILIBRIUM = balanced buyers and sellers
- BULL ATK = buyers attacking with increasing volume
- BULL DEF = buyers holding but volume fading
- BEAR ATK = sellers attacking with increasing volume
- BEAR DEF = sellers holding but volume fading
CONFIDENCE SCORE (number at end of label):
Example: "ABS▼ CONFL "
The number in brackets is a confidence score from 0-100.
Higher = more signals agreeing. Above 70 is strong.
DWELL TIME:
"8d" at the end means price spent 8 bars dwelling at this level.
More time at a level = stronger support/resistance.
=====================================
4. ARROWS ON PROFILE BINS
=====================================
Small arrows may appear to the right of profile bars:
DELTA ARROWS (^^):
Show if buying/selling pressure is accelerating or decelerating.
pointing up = bullish momentum gaining speed
pointing down = bearish momentum gaining speed
VOLUME ARROWS:
Show if volume is increasing or decreasing at each level.
Up arrow = volume building. Down arrow = volume fading.
VELOCITY BANDS:
Small colored boxes to the right of the profile.
Green = volume accelerating. Red = volume decelerating.
Only appears on high-volume bins.
=====================================
5. CVD LINE (curved line inside the profile)
=====================================
The colored line running through the profile area is the CVD
(Cumulative Volume Delta) line.
It tracks the running total of buy volume minus sell volume across the session.
- Line going UP = buyers accumulating over time
- Line going DOWN = sellers accumulating over time
HOW THE LINE COLOR WORKS:
The line color is NOT random. It checks the CVD value against 5 moving averages
(EMA 8, 13, 21, 34, and 55). Each EMA that CVD is ABOVE scores +1. Each EMA
that CVD is BELOW scores -1. The total score (-5 to +5) sets the color:
+5 (above ALL 5 EMAs) = deep forest green -- strong bullish momentum
+3 to +4 = bright green -- solid bullish
+1 to +2 = light green -- lean bullish
0 = gray -- neutral, no clear direction
-1 to -2 = light red -- lean bearish
-3 to -4 = bright red -- solid bearish
-5 (below ALL 5 EMAs) = deep dark red -- strong bearish momentum
In practice: when the line shifts from red to green, it means CVD has crossed
above its moving averages -- buying pressure is accelerating. When green turns
red, selling pressure is taking over. A gray section means CVD is choppy and
sitting between its averages with no conviction.
CVD LABEL (at the right end of the line):
"CVD +1.2K +5"
First number = raw CVD value (+1,200 net buy volume)
Second number = confirmation count (+5 means 5 consecutive bars where the
adaptive reset system confirmed the bullish direction)
The label color uses a separate gradient based on the confirmation count:
Deep green = many consecutive bullish confirmations
Deep red = many consecutive bearish confirmations
Yellow/gray = few or mixed confirmations
=====================================
6. ORDER BLOCKS (OBs) - colored boxes on candles
=====================================
Order Blocks are zones where institutions placed large orders.
They appear as colored boxes around groups of candles.
ACTIVE OBs (not yet tested):
- Green/teal box = bullish OB (expect support when price returns)
- Red box = bearish OB (expect resistance when price returns)
- Solid fill, extends rightward from the origin candles
BROKEN OBs (breakers):
- Same colors but with a transparent fill and border outline only
- A bullish OB becomes a breaker when price closes below its bottom
- A bearish OB becomes a breaker when price closes above its top
- Once broken, the OB flips role: old support becomes resistance and vice versa
- A dotted midline shows the 50% level of the broken OB
- If price then closes through the breaker in the new direction, it is removed entirely
Two detection methods run simultaneously:
- Fast: simple 3-bar pivot swings for reactive OBs near current price
- Deep: ICS-style fractal depth swings for structural OBs from further back
The "Detection Depth" setting controls the fractal depth (Short/Intermediate/Long Term).
=====================================
7. FAIR VALUE GAPS (FVGs) - striped zones on candles
=====================================
FVGs are gaps in the price action where one side (buyers or sellers) was so
dominant that price skipped over a range. Price tends to come back and fill these gaps.
They appear as small striped/hatched boxes at the gap location.
- Purple-ish stripes = the gap zone
- Each individual stripe is deleted when price crosses through its midpoint,
so the gap visually erodes from the inside out as price fills it
- After 21 bars, remaining unfilled stripes fade to show the gap is aging
- Once every stripe is filled, the FVG is fully removed from the chart
- Maximum 30 FVGs tracked at once (oldest removed first if exceeded)
=====================================
8. MULTI-TIMEFRAME BOXES (2m / 5m / 15m)
=====================================
Colored boxes extending behind and slightly ahead of the current candles.
These show FVGs and Order Blocks detected on HIGHER timeframes (2-minute,
5-minute, 15-minute charts) projected onto your 1-minute chart.
HOW TO TELL THEM APART:
Border style:
- Dashed border = FVG (Fair Value Gap)
- Solid border = OB (Order Block)
Thickness and length:
- Thin border, extends 20 bars back = 2-minute timeframe
- Thin border, extends 30 bars back = 5-minute timeframe
- Thick border, extends 50 bars back = 15-minute timeframe
Color:
- Cyan/teal = bullish (expect support)
- Orange = bearish (expect resistance)
When your 1-minute price touches a higher-timeframe structure, it carries
more weight because institutions watch those levels.
=====================================
9. PREDICTIVE CONFLUENCE ZONES (projected boxes)
=====================================
These are the "ZONE S x3" and "ZONE R x2" boxes that project AHEAD of current price
(to the right of the last candle).
They appear when multiple structures from different sources cluster at the
same price area:
- 1m Order Blocks + 1m FVGs + 2m structures + 5m structures + 15m structures
The system scans all unmitigated levels, finds where they overlap, and projects
a high-probability reaction zone.
"ZONE S x3" = Support zone, 3 structures converge here (green box)
"ZONE R x2" = Resistance zone, 2 structures converge here (red box)
Higher count = stronger zone. These are the highest-conviction levels on the chart.
=====================================
10. SIGNAL LABELS ON CANDLES
=====================================
These labels appear directly on or near candles when specific conditions are met:
SWEEP LABELS (cyan/magenta bubbles):
Example: "VA High 8"
A liquidity sweep happened -- price wicked past a key level and reversed.
The name shows which level was swept. The number is a quality score.
Higher score = more reliable sweep. Cyan = bullish sweep. Magenta = bearish.
ICE (cyan/red squares):
Small squares below (bull) or above (bear) candles.
"ICE 2.3x" = Iceberg order detected. Volume was 2.3x average but price
barely moved. A hidden large order was absorbing all activity.
COILED:
"COILED " = Price has been compressing (low volatility) for 4 bars
while sitting near a wall of support/resistance. Like a spring ready to release.
Green = bullish coil (expect breakout up). Red = bearish coil (expect breakdown).
!!SR (with arrow and count):
"!!SR 5x" = A wall of 5 micro-structure levels stacked at this price.
Strong support (arrow down, green) or resistance (arrow up, red).
CVD DIV:
"CVD DIV (up arrow)" = Bullish CVD divergence. Price is making lower lows but CVD
is improving -- hidden buying.
"CVD DIV (down arrow)" = Bearish CVD divergence. Price making higher highs but CVD
declining -- hidden selling.
VA BREAK:
"VA BREAK (up arrow)" or "VA BREAK (down arrow)" = Price just broke out of the Value Area.
A thick green or red line extends forward showing the breakout level.
This is a high-momentum signal.
VOLUME SPIKE:
"x3.2" = Volume on this candle is 3.2x the average. Shows in magenta above the candle.
REJECT:
"REJECT (arrow)" = Price momentum is pushing into a wall of support or resistance.
Warns of a potential rejection/reversal at that wall.
=====================================
11. SEQUENCE PATTERNS (triangles)
=====================================
These track a full institutional flow sequence through 4 stages:
1. ABSORPTION = institution absorbs orders at a level
2. FLOW SHIFT = delta reverses confirming direction
3. SWEEP = liquidity grab confirms intent
4. BREAKOUT = Value Area breakout completes the pattern
PROGRESS LABELS (small, during build-up):
"SEQ:SHIFT" or "SEQ:SWEEP" = Sequence is building, currently at that stage.
COMPLETED SEQUENCE (large triangle + label):
Hot pink triangle (up or down) with "SEQ BULL " or "SEQ BEAR ".
The number is the sequence score. This is the highest-confidence signal in DSMS.
A full 4-stage institutional sequence just completed.
=====================================
12. CANDLE TECH (colored candle borders)
=====================================
Certain candles get a colored border and a small label:
- Green border = bullish pattern detected (hammer, bullish engulfing, etc.)
- Red border = bearish pattern detected (shooting star, bearish engulfing, etc.)
The label shows:
"R 5" = Reversal pattern, score 5
"(up arrow) 3" = Continuation pattern, score 3
Higher score = more confirming factors (CVD alignment, volume surge, trend direction).
Thicker border = stronger pattern.
=====================================
13. LIQUIDITY VOID LINES
=====================================
Yellow dashed horizontal lines extending left from the profile.
These mark price levels with very low volume -- gaps where price moved
through quickly without much trading. When price returns to these levels,
it tends to move through them fast again or react sharply.
=====================================
14. STATE OF THE ARENA TABLE (corner dashboard)
=====================================
The table in the corner of the chart is the real-time scoring dashboard.
It combines all signals into one weighted score from -100 (max bearish) to +100 (max bullish).
HEADER ROW:
Shows the overall market state and final score.
States: BREAKOUT, TRENDING, COMPRESSED, CONTESTED, or NEUTRAL.
COMPONENT ROWS (each scored -100 to +100, weighted into final score):
Delta Flow (10%) -- raw buying vs selling pressure on current bar
CVD Flow (10%) -- cumulative volume delta trend and EMA band position
Flow Shift (9%) -- recent delta direction reversals
Absorption (9%) -- institutional stop hunt detection
Sequence (8%) -- institutional flow sequence progress
Confluence (7%) -- structural + psychological signal agreement
OB/FVG (7%) -- nearest order block or gap bias
Sweep (7%) -- recent liquidity grab signals
MTF (6%) -- multi-timeframe alignment (2m/5m/15m)
Volume (6%) -- spike detection
Walls (6%) -- support/resistance cluster strength
Accel (5%) -- delta acceleration (2nd derivative of momentum)
Iceberg (4%) -- hidden institutional order detection
Candle (3%) -- pattern recognition score
POC Shift (3%) -- value area migration direction
The final score is the weighted sum, clamped to -100 to +100.
70+ or below -70 = STRONG conviction
40-69 = MEDIUM conviction
15-39 = WEAK conviction
Below 15 = no clear direction
Each row shows a text status, numeric score, and a visual bar made of blocks.
Green blocks = bullish. Red blocks = bearish. More blocks = stronger signal.
SIGNAL SECTION (bottom of table):
Shows the single highest-priority actionable signal right now.
"Key" = what the signal is based on
"Action" = suggested stance (BUY / SELL / HOLD / CAUTION)
"Watch" = what to watch for next
=====================================
QUICK REFERENCE - COLOR GUIDE
=====================================
Cyan/Teal ......... Bullish structures, support, buy signals
Red/Orange ........ Bearish structures, resistance, sell signals
Green ............. Bullish momentum, buyers winning
Red ............... Bearish momentum, sellers winning
Yellow ............ Liquidity voids, caution zones
Purple ............ FVG gap zones
Hot Pink .......... Completed sequence patterns
Magenta ........... Volume spikes, sweep highlights
Gold .............. Predictive zone projections
White text ........ All on-chart signal labels
=====================================
ALERTS
=====================================
DSMS has 6 built-in alerts you can set from TradingView's alert menu:
Flow Shift -- delta direction reversed at a price level
Volume Spike -- volume exceeds threshold with bin concentration
VA Breakout -- price broke out of the Value Area
Strong Confluence -- multiple signals align above the confluence threshold
Absorption -- institutional absorption pattern detected
Sequence Complete -- full 4-stage institutional sequence finished
To set an alert: click the alarm clock icon in TradingView, select DSMS as
the condition source, pick the alert type, and choose your notification method.
Each alert can be toggled on/off in the settings panel.
=====================================
SETTINGS OVERVIEW
=====================================
Everything is toggleable. The main groups in settings are:
Core Settings -- lookback period, number of bins, profile width
Display Options -- toggle heatmap, delta flow, volume breakdown, POC
1M Scalping -- CVD line, zoomed-out mode, volume trend arrows
Signal Settings -- enable/disable each signal type
Advanced Tuning -- compression bars, confidence thresholds
OB/FVG Settings -- order block depth, FVG stripe count, max blocks
Candle Tech -- pattern detection and scoring
Liquidity Sweeps -- wick ratio, volume requirement, score display
Tier 3: Flow Intel -- sequence patterns, multi-timeframe (2m/5m/15m), predictive zones
Colors -- customize every major visual element
State of the Arena -- table position, size, and which components to show
Smart Krypto Futures Daytrade Suite Here is the complete **Strategy & User Guide** for your **"Smart Crypto Futures Daytrade Suite (Final)"** in English.
---
# 📘 Smart Crypto Futures Daytrade Suite – User Guide
### 1. Overview
This suite is an all-in-one institutional-grade tool designed for **Scalping and Daytrading** cryptocurrencies (Bitcoin, Ethereum, Altcoins). It combines high-timeframe trends with lower-timeframe entry triggers, liquidity levels, and a real-time market dashboard.
### 2. The Visual Legend (What is what?)
#### A) Trend & Momentum (The "Traffic Light")
* **🟣 Daily EMA 50 (Neon Violet):** The **Macro Trend**.
* *Price Above:* Bullish Bias (Look for Longs).
* *Price Below:* Bearish Bias (Look for Shorts).
* **🟢 4h EMA 50 (Neon Green):** The **Swing Trend**. Ideally, price is above both the Violet and Green lines for a strong trend.
* **🔵 WMA 200 (Royal Blue):** The **"Last Line of Defense"**. A weighted moving average often respected by algorithms as major dynamic support or resistance.
* **💠 VWAP (Cyan/Light Blue):** The **Session Anchor**.
* *Bullish Day:* Price stays above VWAP.
* *Bearish Day:* Price stays below VWAP.
* **🟡 EMA 9 (Yellow):** The **Entry Trigger**. Use this for timing. Enter when a candle closes above/below this line after a pullback.
#### B) Market Structure & Zones
* **🟥 / 🟩 Boxes (Solid):** **Supply & Demand Zones** (1h Timeframe). These are major reversal areas.
* **⬜ FVG Boxes (Transparent):** **Fair Value Gaps**. Imbalances in the market that price often wants to fill ("mitigate") before continuing the trend.
#### C) Liquidity & Targets
* **🟡 POC Line (Gold):** **Point of Control** (Yesterday’s highest volume price).
* *Rule:* Use as a **Take Profit** target. Price acts like a magnet to this level.
* **⚪ PDH / PDL (Grey Dashed):** **Previous Day High / Low**.
* *Strategy:* Watch for "Fakeouts" (Liquidity Grabs) at these levels to take a reversal trade.
---
### 3. The Dashboard (Head-Up Display)
Located in the top right corner, this panel gives you an instant overview of the market health without switching charts.
**Columns:**
1. **ASSET:** Monitors BTC, ETH, Bitcoin Dominance (BTC.D), and Tether Dominance (USDT.D).
2. **TREND (15m):** Compares Price vs. EMA 50 (15m timeframe).
* **🟢 BULL:** Short-term trend is Up.
* **🔴 BEAR:** Short-term trend is Down.
3. **RSI (15m):** Relative Strength Index (14).
* **🟢 < 30:** Oversold (Potential Bounce / Long opportunity).
* **🔴 > 70:** Overbought (Potential Pullback / Short opportunity).
* **⚪ 30-70:** Neutral.
**Correlations to watch:**
* If **BTC.D** is BULL (Green), money is flowing into Bitcoin (Altcoins might bleed).
* If **USDT.D** is BULL (Green), traders are fleeing to cash (Crypto prices usually drop).
---
### 4. Trading Strategy Blueprints
#### Setup A: The "Trend Pullback" (High Probability)
1. **Context:** Price is above **Daily EMA (Violet)** and **4h EMA (Green)**.
2. **Pullback:** Price drops down to test the **WMA 200 (Royal Blue)** or **VWAP (Cyan)**.
3. **Confluence:** Ideally, there is a **Green Demand Zone** or an **FVG** at the same level.
4. **Trigger:** Wait for a candle to close back above the **EMA 9 (Yellow)**.
5. **Target:** The **POC (Gold)** or **PDH (Grey)**.
#### Setup B: The "Liquidity Sweep" (Reversal)
1. **Context:** Price shoots up rapidly.
2. **Event:** Price breaks the **PDH (Previous Day High)** but fails to close above it (leaves a long wick).
3. **Dashboard Check:** RSI is red (> 70).
4. **Entry:** Short when price falls back below the PDH.
5. **Target:** Back to the **VWAP** or **POC**.
---
### 5. Risk Management Rules
* **No Man's Land:** Do not trade when price is far away from all EMAs and VWAP. Wait for a return to value.
* **The Chop:** If the EMAs are flat and weaving through price, the market is ranging. Reduce position size or wait.
* **VWAP Rule:** In a strong trend, the VWAP often acts as the "floor" (Longs) or "ceiling" (Shorts). If price breaks VWAP with volume, the day's trend might be changing.
**Enjoy the suite! Simplicity is the ultimate sophistication.**
Rhokeo-VW-RSI Histogram for Cumulative Delta by ZeiirmanRhokeo-VW-RSI Histogram: Volume-Weighted Momentum (use with Cumulative Delta from Zeiierman) Note that Cumulative Delta is a paid indicator.
Overview: The Rhokeo-VW-RSI Histogram is a momentum oscillator designed to filter out market noise by integrating volume directly into the RSI calculation. Unlike a standard RSI, which only considers price change, this indicator weights those changes by the volume occurring at the time.
It creates a momentum profile in the form of a Histogram. If the price moves on high volume, the indicator reflects that strong market interest through its volume-weighted gain and loss calculations. It is particularly effective as a complementary filter for “Cumulative Delta” from Zeiierman to confirm the strength behind a move before you enter a trade.
How It Works The indicator operates on a normalized scale of -1.0 to +1.0 for easier visual interpretation and compatibility with Cumulative Delta indicator:
• The Volume-Weighted Core: Gains and losses are calculated by multiplying the price change by volume to ensure the "Relative Strength" reflects true capital flow.
• Smoothing for Clarity: The raw Volume Weighted RSI (VW-RSI) is processed through a customizable Moving Average—such as SMA, EMA, SMMA, WMA, or VWMA—to produce the smooth histogram.
• Four-Zone Coloring System: The histogram changes color dynamically based on momentum intensity:
o Strong Bull: Price is trending up with high-volume conviction.
o Weak Bull: Positive momentum, but not yet overextended.
o Weak Bear: Negative momentum starting to build.
o Strong Bear: Heavy selling pressure with high-volume conviction.
Key Features
• Shading: The background features optional red and green shading in the "Extreme" zones to warn traders of potential exhaustion areas.
• Dynamic Zero Line: The center line flips color between Green and Red based on whether the VW-RSI is positive or negative.
• Customization: Traders can adjust the smoothing length, source price, and the specific levels for overbought/oversold zones.
Best Use Case for New Traders: New traders often get "faked out" by price spikes that have no volume behind them. This indicator helps confirm and time better entries:
1. Wait for your Cumulative Delta indicator to give a signal.
2. Check the VW-RSI Histogram and whether it confirms or not.
3. Long Entry: Only enter if the histogram is positive and rising (above 0).
4. Short Entry: Only enter if the histogram is negative and decreasing (below 0).
________________________________________
Disclaimer
Financial Risk:
• Trading involves significant risk, and most traders lose money.
• This indicator is a tool for technical analysis and does not constitute financial, investment, or trading advice.
• Past performance is not indicative of future results; never trade with money you cannot afford to lose.
Usage & Reliability:
• The Rhokeo-VW-RSI Histogram is provided "as-is" for educational and informational purposes only.
• While volume-weighting aims to filter market noise, no indicator can guarantee 100% accuracy or predict future market movements with certainty.
• This script is intended to be a complementary tool that works well with other indicators in this case the Cumulative Delta from Zeiirman; it should be used in conjunction with other forms of analysis, risk management, and your own due diligence.
Commercial Notice:
• If you are using this alongside a third-party paid indicator, please note that I am not responsible for the performance or support of external products.
• Users are responsible for their own trade execution and account management.
Deep AILibrary "Deeptest"
Comprehensive quantitative backtesting library with 112+ metrics: Sharpe/Sortino ratios, drawdown analysis, Monte Carlo simulation, Walk-Forward Analysis, VaR/CVaR, benchmark comparison, and interactive table rendering for TradingView strategies
@version 1.0.1 (01.01.2026)
============================================================================
CHANGELOG
============================================================================
v1.0.1 (01.01.2026)
- Added textSize parameter to runDeeptest() for controlling table text size
- New values: size.auto, size.small, size.tiny, size.normal, size.large
- Applies to all tables: main, stress test, drawdowns, recoveries, trades
v1.0.0 (31.12.2025)
- Initial release
- 112+ backtesting metrics
- Monte Carlo simulation and Walk-Forward Analysis
- Interactive table rendering with tooltips
============================================================================
TABLE OF CONTENTS
============================================================================
SECTION 1: File Header & Metadata
SECTION 2: Constants & Configuration
SECTION 3: Type Definitions
SECTION 4: Core Calculation Functions - Array Utilities
SECTION 5: Core Calculation Functions - Return Extraction
SECTION 6: Core Calculation Functions - Sharpe & Sortino
SECTION 7: Core Calculation Functions - Performance Metrics
SECTION 8: Core Calculation Functions - Drawdown Analysis
SECTION 9: Core Calculation Functions - Recovery Analysis
SECTION 10: Core Calculation Functions - Trade Analysis
SECTION 11: Core Calculation Functions - Statistical Distribution
SECTION 12: Core Calculation Functions - Risk Metrics
SECTION 13: Core Calculation Functions - Benchmark Comparison
SECTION 14: Core Calculation Functions - Time-Based Metrics
SECTION 15: Core Calculation Functions - Rolling Statistics
SECTION 16: Core Calculation Functions - Strategy Integration
SECTION 17: Core Calculation Functions - Walk Forward Analysis
SECTION 18: Core Calculation Functions - Monte Carlo Simulation
SECTION 19: Core Calculation Functions - Out-of-Sample Analysis
SECTION 20: Formatting Utilities - Value Formatting
SECTION 21: Formatting Utilities - Duration Formatting
SECTION 22: Formatting Utilities - Frequency Formatting
SECTION 23: Formatting Utilities - Date Formatting
SECTION 24: Tooltip Builders - Main Table Metrics
SECTION 25: Tooltip Builders - Complementary Metrics
SECTION 26: Tooltip Builders - Stress Test Metrics
SECTION 27: Tooltip Builders - Period Analysis Cards
SECTION 28: Table Rendering - Structure Helpers
SECTION 29: Table Rendering - Main Deeptest Table
SECTION 30: Table Rendering - Cell Renderers - Complementary Row
SECTION 31: Table Rendering - Stress Test Table
SECTION 32: Table Rendering - Period Analysis Cards
SECTION 33: Main Entry Point
============================================================================
API REFERENCE
============================================================================
Main Export:
------------
runDeeptest() - Complete backtest analysis orchestrator
============================================================================
KEY FEATURES
============================================================================
- Comprehensive backtesting metrics (112+ functions)
- Rolling window analysis with statistical distributions
- Advanced risk metrics (Sharpe, Sortino, Calmar, Martin, VaR, CVaR)
- Drawdown and recovery analysis
- Monte Carlo simulation and Walk-Forward Analysis
- Trade analysis (top/worst trades, consecutive streaks)
- Benchmark comparison (Alpha, Beta, R², Buy & Hold)
- Interactive table rendering with tooltips
============================================================================
USAGE EXAMPLE
============================================================================
╔══════════════════════════════════════════════════════════════════════════════╗
║ PROGRESSIVE USAGE EXAMPLES ║
╠══════════════════════════════════════════════════════════════════════════════╣
║ Three examples demonstrating increasing complexity: ║
║ 1. MINIMAL - "Hello World" with basic MA crossover ║
║ 2. BALANCED - Production ready with risk management & filters ║
║ 3. PROFESSIONAL - Full-featured with trailing stops & session filters ║
╚══════════════════════════════════════════════════════════════════════════════╝
╔══════════════════════════════════════════════════════════════════════════════╗
║ EXAMPLE 1: MINIMAL (The "Hello World") ║
╠══════════════════════════════════════════════════════════════════════════════╣
║ The simplest possible integration - just 3 lines to get started: ║
║ 1. Import the library ║
║ 2. Write your strategy logic ║
║ 3. Call runDeeptest() ║
╚══════════════════════════════════════════════════════════════════════════════╝
//@version=6
strategy("MA Crossover ", overlay=true)
// ═══════════════════════════════════════════════════════════════════════════
// ⮟ Import Deeptest (Direct import - no namespace prefix needed)
// ═══════════════════════════════════════════════════════════════════════════
import Fractalyst/Deeptest/1 as *
// ────────────────────────────────────────────────────────────────────────────
// Strategy Logic: Simple Moving Average Crossover
// ────────────────────────────────────────────────────────────────────────────
fastMA = ta.sma(close, 10) // Fast MA: 10 periods
slowMA = ta.sma(close, 30) // Slow MA: 30 periods
// Plot MAs for visualization
plot(fastMA, "Fast MA", color=color.blue)
plot(slowMA, "Slow MA", color=color.orange)
// Entry: Long when fast MA crosses above slow MA
if ta.crossover(fastMA, slowMA)
strategy.entry("Long", strategy.long)
// Exit: Close when fast MA crosses below slow MA
if ta.crossunder(fastMA, slowMA)
strategy.close("Long")
// ═══════════════════════════════════════════════════════════════════════════
// ⮟ Run backtest analysis (all parameters use smart defaults)
// ═══════════════════════════════════════════════════════════════════════════
DT.runDeeptest()
╔══════════════════════════════════════════════════════════════════════════════╗
║ EXAMPLE 2: BALANCED (Production Ready) ║
╠══════════════════════════════════════════════════════════════════════════════╣
║ Adds essential production features: ║
║ • User-configurable inputs ║
║ • ADX trend filter to avoid choppy markets ║
║ • Stop loss / Take profit for risk management ║
║ • Custom backtest parameters ║
╚══════════════════════════════════════════════════════════════════════════════╝
//@version=6
strategy("MA Crossover ", overlay=true)
import Fractalyst/Deeptest/1 as *
// ────────────────────────────────────────────────────────────────────────────
// INPUT PARAMETERS
// ────────────────────────────────────────────────────────────────────────────
fastLen = input.int(10, "Fast MA Period", minval=1)
slowLen = input.int(30, "Slow MA Period", minval=1)
riskPct = input.float(2.0, "Risk %", minval=0.1) / 100
slPct = input.float(5.0, "Stop Loss %", minval=0.1) / 100
tpPct = input.float(10.0, "Take Profit %", minval=0.1) / 100
adxThresh = input.int(20, "ADX Trend Threshold")
// ────────────────────────────────────────────────────────────────────────────
// INDICATORS
// ────────────────────────────────────────────────────────────────────────────
fastMA = ta.sma(close, fastLen)
slowMA = ta.sma(close, slowLen)
adx = ta.adx(14)
= ta.dmi(14, 14)
// ────────────────────────────────────────────────────────────────────────────
// FILTERS
// ────────────────────────────────────────────────────────────────────────────
trendConfirmed = adx > adxThresh and diPlus > diMinus
// ────────────────────────────────────────────────────────────────────────────
// STRATEGY LOGIC
// ────────────────────────────────────────────────────────────────────────────
// Entry: MA crossover + trend confirmation
if ta.crossover(fastMA, slowMA) and trendConfirmed
strategy.entry("Long", strategy.long)
// Exit: MA crossunder
if ta.crossunder(fastMA, slowMA)
strategy.close("Long")
// Risk management: Stop loss and take profit
if strategy.position_size > 0
strategy.exit("RM", "Long",
stop=strategy.position_avg_price * (1 - slPct),
limit=strategy.position_avg_price * (1 + tpPct))
// ═══════════════════════════════════════════════════════════════════════════
// ⮟ Run backtest with custom parameters
// ═══════════════════════════════════════════════════════════════════════════
DT.runDeeptest(
riskPerTrade = 1.0, // ← 1% risk per trade
targetMaxDDPct = 15.0, // ← 15% max drawdown target
showStressTest = true, // ← Enable stress test table
showPeriodCards = true, // ← Enable period cards
wfaWindows = 12, // ← Walk-forward windows
mcSimulations = 1000, // ← Monte Carlo runs
bullColor = color.new(#00b9ff, 0),
bearColor = color.new(#ff0051, 0),
benchmarkSymbol = "SPX", // ← Compare to S&P; 500
periodCardMode = "drawdowns", // ← Show drawdown periods
tradeSortBy = "return" // ← Sort by return %
)
╔══════════════════════════════════════════════════════════════════════════════╗
║ EXAMPLE 3: PROFESSIONAL (Full-Featured) ║
╠══════════════════════════════════════════════════════════════════════════════╣
║ Complete professional implementation: ║
║ • Organized input groups for better UX ║
║ • Multiple filters: ADX trend, ATR volatility, Session timing ║
║ • Trailing stop to lock in profits ║
║ • Position highlighting for visual feedback ║
║ • Full parameter customization with inline documentation ║
╚══════════════════════════════════════════════════════════════════════════════╝
//@version=6
runDeeptest(targetMaxDDPct, bullColor, bearColor, tableBg, headerBg, borderColor, textPrimary, textMuted, textSize, showComplementaryRow, showStressTestTable, showDrawdownRecoveryCards, showTradeCards)
Parameters:
targetMaxDDPct (float)
bullColor (color)
bearColor (color)
tableBg (color)
headerBg (color)
borderColor (color)
textPrimary (color)
textMuted (color)
textSize (string)
showComplementaryRow (bool)
showStressTestTable (bool)
showDrawdownRecoveryCards (bool)
showTradeCards (bool)
ThresholdConfig
ThresholdConfig - Configuration for metric thresholds and corresponding colors
Fields:
sharpeExc (series float)
sharpeGood (series float)
sharpeOk (series float)
sharpeBear (series color)
sharpeNeutral (series color)
sharpeOrange (series color)
sharpeBull (series color)
ddSevere (series float)
ddMod (series float)
ddMild (series float)
ddSevereColor (series color)
ddModColor (series color)
ddOrange (series color)
ddGoodColor (series color)
rorHigh (series float)
rorMod (series float)
rorLow (series float)
rorHighColor (series color)
rorModColor (series color)
rorOrange (series color)
rorLowColor (series color)
r2Poor (series float)
r2Mod (series float)
r2Good (series float)
r2PoorColor (series color)
r2ModColor (series color)
r2Orange (series color)
r2GoodColor (series color)
kurtHigh (series float)
kurtMod (series float)
kurtOk (series float)
kurtHighColor (series color)
kurtModColor (series color)
kurtOrange (series color)
kurtGoodColor (series color)
skewVNeg (series float)
skewModNeg (series float)
skewPos (series float)
skewVPos (series float)
skewVNegColor (series color)
skewModNegColor (series color)
skewNeutral (series color)
skewPosColor (series color)
payoffPoor (series float)
payoffBE (series float)
payoffGood (series float)
payoffPoorColor (series color)
payoffBEColor (series color)
payoffOrange (series color)
payoffGoodColor (series color)
pfPoor (series float)
pfBE (series float)
pfGood (series float)
pfPoorColor (series color)
pfBEColor (series color)
pfOrange (series color)
pfGoodColor (series color)
ulcerHigh (series float)
ulcerLow (series float)
ulcerHighColor (series color)
ulcerModColor (series color)
ulcerOrange (series color)
ulcerLowColor (series color)
wrLow (series float)
wrOk (series float)
wrHigh (series float)
wrLowColor (series color)
wrOkColor (series color)
wrOrange (series color)
wrHighColor (series color)
cagrPoor (series float)
cagrOk (series float)
cagrGood (series float)
cagrPoorColor (series color)
cagrOkColor (series color)
cagrOrange (series color)
cagrGoodColor (series color)
pInsig (series float)
pMod (series float)
pSig (series float)
pInsigColor (series color)
pModColor (series color)
pOrange (series color)
pSigColor (series color)
calmarPoor (series float)
calmarBE (series float)
calmarGood (series float)
calmarPoorColor (series color)
calmarBEColor (series color)
calmarOrange (series color)
calmarGoodColor (series color)
betaHigh (series float)
betaLow (series float)
betaHighColor (series color)
betaLowColor (series color)
betaGoodColor (series color)
Stats
Stats - Comprehensive backtest statistics container
Fields:
totalTrades (series int)
winTrades (series int)
lossTrades (series int)
evenTrades (series int)
winRate (series float)
lossRate (series float)
avgWinPct (series float)
avgLossPct (series float)
avgTradePct (series float)
profitFactor (series float)
payoffRatio (series float)
expectancy (series float)
grossProfit (series float)
grossLoss (series float)
netProfit (series float)
netProfitPct (series float)
compEffect (series float)
sharpe (series float)
sortino (series float)
calmar (series float)
martin (series float)
maxDrawdown (series float)
maxDrawdownPct (series float)
currentDrawdown (series float)
currentDrawdownPct (series float)
avgDrawdownPct (series float)
maxEquity (series float)
minEquity (series float)
cagr (series float)
monthlyReturn (series float)
maxConsecWins (series int)
maxConsecLosses (series int)
avgTradeDuration (series float)
avgWinDuration (series float)
avgLossDuration (series float)
timeInMarketPct (series float)
tradesPerMonth (series float)
tradesPerYear (series float)
skewness (series float)
kurtosis (series float)
var95 (series float)
cvar95 (series float)
ulcerIndex (series float)
riskOfRuin (series float)
pValue (series float)
zScore (series float)
alpha (series float)
beta (series float)
buyHoldReturn (series float)
equityRSquared (series float)
firstTradeTime (series int)
lastTradeTime (series int)
tradingPeriodDays (series float)
RollingWindowSummary
RollingWindowSummary - Summary of metrics for a single rolling analysis window
Fields:
windowIndex (series int)
startTrade (series int)
endTrade (series int)
effectiveCount (series int)
minValue (series float)
maxValue (series float)
metricValue (series float)
RollingStats
RollingStats - Statistical distribution of rolling window metrics
Fields:
windowSize (series int) : Number of trades in rolling window
expectancyMin (series float) : Minimum rolling expectancy
expectancyMax (series float) : Maximum rolling expectancy
sharpeMin (series float) : Minimum rolling Sharpe
sharpeMax (series float) : Maximum rolling Sharpe
sortinoMin (series float) : Minimum rolling Sortino
sortinoMax (series float) : Maximum rolling Sortino
expectancyWindows (array) : Per-window summaries for expectancy
sharpeWindows (array) : Per-window summaries for Sharpe
sortinoWindows (array) : Per-window summaries for Sortino
expectancyMean (series float) : Mean expectancy across rolling windows
expectancyStdDev (series float) : Standard deviation of expectancy
expectancyPct90 (series float) : 90th percentile expectancy
expectancyPct50 (series float) : 50th percentile expectancy (median)
expectancyPct10 (series float) : 10th percentile expectancy
sharpeMean (series float) : Mean Sharpe across rolling windows
sharpeStdDev (series float) : Standard deviation of Sharpe
sharpePct90 (series float) : 90th percentile Sharpe
sharpePct50 (series float) : 50th percentile Sharpe
sharpePct10 (series float) : 10th percentile Sharpe
sortinoMean (series float) : Mean Sortino across rolling windows
sortinoStdDev (series float) : Standard deviation of Sortino
sortinoPct90 (series float) : 90th percentile Sortino
sortinoPct50 (series float) : 50th percentile Sortino
sortinoPct10 (series float) : 10th percentile Sortino
Chande Momentum Oscillator - CMO🎯 Overview
This is a sophisticated Chande Momentum Oscillator indicator that combines traditional momentum analysis with dynamic moving average filtering. Unlike basic CMO implementations, this version features gradient visualization, multiple color themes, and a clear signal dashboard for precise momentum identification.
🧩 Core Components
1. ⚙️ Technical Foundation
📊 Primary Calculation: Uses TradingView's built-in ta.cmo() function with customizable source and period length
📈 Dual Analysis Components:
CMO Line: Pure momentum oscillator ranging from -100 to +100
MA Filter: Customizable moving average that acts as dynamic signal line
Gradient Zones: Visual fill between CMO and MA showing momentum intensity
⚡ Dynamic Comparison: Creates clear bullish/bearish signals based on CMO vs MA position
2. 🎛️ Configuration Parameters
📏 CMO Length: Default 14 periods (standard momentum setting)
🔄 MA Filter Settings:
Length: Customizable (default 365 periods)
Type: 6 options available (EMA, SMA, RMA, WMA, VWMA, HMA)
🎨 Color Themes: 5 visual schemes consistent with your indicator suite:
Classic, Modern, Robust, Accented, Monochrome
📊 Signal Interpretation:
🟢 BULLISH: CMO > MA Filter (momentum above trend)
🔴 BEARISH: CMO < MA Filter (momentum below trend)
3. 🎨 Visual Elements
🚨 Gradient Zones:
Upper zone (CMO > MA): Green gradient showing bullish momentum intensity
Lower zone (CMO < MA): Red gradient showing bearish momentum intensity
📋 Dashboard Display: Top-right status indicator showing "⬆️ Bullish" or "⬇️ Bearish"
📊 Dynamic Coloring: CMO line changes color based on position relative to MA
⚡ Trading Applications
📈 Primary Uses:
🎯 Momentum Direction Identification:
CMO > MA = Bullish momentum regime
CMO < MA = Bearish momentum regime
💪 Momentum Strength Assessment:
CMO > +50 = Strong bullish momentum
CMO < -50 = Strong bearish momentum
Between -50 and +50 = Moderate momentum
🚨 Crossover Signals:
Bull Signal: CMO crosses above MA
Bear Signal: CMO crosses below MA
📊 Zone Analysis:
🟢 Bullish Zones:
Light to dark green gradient as CMO rises
Strongest color at highest CMO values
🔴 Bearish Zones:
Light to dark red gradient as CMO falls
Strongest color at lowest CMO values
🟡 Equilibrium: Yellow MA line acts as dynamic pivot
🎨 Customization Options
👁️ Display Features:
📊 Dual Components: Always shows both CMO line and MA filter
🎨 Gradient Visualization: Automatic fill between lines showing momentum intensity
📋 Status Dashboard: Clear bullish/bearish indication
📈 Customizable MA: Choose from 6 different moving average types
🎨 Visual Themes: (Consistent suite)
🎨 Classic: Green/Red (traditional momentum colors)
🚀 Modern: Cyan/Purple (contemporary)
💪 Robust: Amber/Deep Purple (high contrast)
🌈 Accented: Purple/Magenta (vibrant)
⚫⚪ Monochrome: Light Gray/Dark Gray (minimalist)
🔔 Alert System
🟢 LONG Alert: Triggers when CMO crosses above MA
🔴 SHORT Alert: Triggers when CMO crosses below MA
📧 Format: Includes ticker symbol for tracking
⚡ Key Advantages
✅ Strengths:
🎯 Clear Momentum Signals: Direct comparison between CMO and MA provides unambiguous entries/exits
💪 Trend Filter: MA acts as dynamic support/resistance for momentum
👁️ Visual Clarity: Gradient zones show momentum intensity at a glance
🔄 Flexible Configuration: Multiple MA types for different trading styles
📊 Professional Dashboard: Immediate status recognition
📊 Optimal Settings:
⚡ Short-term Trading: CMO Length 9-14, MA Length 20-50
📊 Medium-term Trading: CMO Length 14-20, MA Length 50-100
📈 Long-term Trading: CMO Length 20-30, MA Length 100-365
🏆 Unique Features:
🎯 Gradient Visualization: Color intensity reflects momentum strength
📊 MA Filter Flexibility: 6 different moving average types
🎨 Consistent Design: Matches your indicator family aesthetics
📋 Status Dashboard: Quick visual confirmation of regime
🔧 Dual Analysis: Combines momentum oscillator with trend filter
🔄 Trading Strategies
1. Basic Momentum Strategy:
Go LONG when CMO crosses above MA
Go SHORT when CMO crosses below MA
Use extreme readings (>+80 or <-80) for overbought/oversold conditions
2. Momentum Strength Strategy:
Strong bullish: CMO > MA AND CMO > +50
Strong bearish: CMO < MA AND CMO < -50
Weak signals: Between -50 and +50
3. Divergence Detection:
Price makes higher high, CMO makes lower high → Bearish divergence
Price makes lower low, CMO makes higher low → Bullish divergence
📈 Performance Tips
Combine with Trend: Use in trending markets (avoid ranging periods)
Confirmation: Wait for candle close after MA crossover
Extreme Readings: +80/-80 often precede reversals
MA Selection: EMA for responsiveness, SMA for smoothness
Multiple Timeframes: Check higher timeframe CMO alignment
This enhanced CMO indicator provides professional-grade momentum analysis with intuitive visualization, allowing traders to quickly identify momentum regimes and strength while filtering out market noise through the customizable moving average filter! 📊🎯
colors_library# ColorsLibrary - PineScript v6
A comprehensive PineScript v6 library containing **10 color themes** and utility functions for TradingView.
---
## 📦 Installation
```pinescript
import TheTradingSpiderMan/colors_library/1 as CLR
```
---
## 🎨 All Available Color Themes (10)
### Default Theme (Green/Red - Classic Trading)
| Function | Description |
| ------------------ | --------------- |
| `defaultBull()` | Green (#26A69A) |
| `defaultBear()` | Red (#EF5350) |
| `defaultNeutral()` | Grey (#787B86) |
### Monochrome Theme (White/Grey/Black)
| Function | Description |
| --------------- | -------------------- |
| `monoBull()` | White (#FFFFFF) |
| `monoBear()` | Black (#000000) |
| `monoNeutral()` | Grey (#808080) |
| `monoLight()` | Light Grey (#C0C0C0) |
| `monoDark()` | Dark Grey (#404040) |
### Vaporwave Theme (Purple/Pink, Blue/Cyan)
| Function | Description |
| ---------------- | ----------------------- |
| `vaporBull()` | Cyan (#00FFFF) |
| `vaporBear()` | Magenta (#FF00FF) |
| `vaporNeutral()` | Grey (#787B86) |
| `vaporPurple()` | Purple (#9B59B6) |
| `vaporPink()` | Hot Pink (#FF6EC7) |
| `vaporBlue()` | Electric Blue (#0080FF) |
### Neon Theme (Bright Fluorescent Colors)
| Function | Description |
| --------------- | --------------------- |
| `neonBull()` | Neon Green (#39FF14) |
| `neonBear()` | Neon Red (#FF073A) |
| `neonNeutral()` | Grey (#787B86) |
| `neonYellow()` | Neon Yellow (#FFFF00) |
| `neonOrange()` | Neon Orange (#FF6600) |
| `neonBlue()` | Neon Blue (#00BFFF) |
### Ocean Theme (Blues and Teals)
| Function | Description |
| ---------------- | ------------------- |
| `oceanBull()` | Teal (#20B2AA) |
| `oceanBear()` | Deep Blue (#1E3A5F) |
| `oceanNeutral()` | Grey (#787B86) |
| `oceanAqua()` | Aqua (#00CED1) |
| `oceanNavy()` | Navy (#000080) |
| `oceanSeafoam()` | Seafoam (#3EB489) |
### Sunset Theme (Oranges, Yellows, Reds)
| Function | Description |
| ----------------- | ----------------------- |
| `sunsetBull()` | Golden Yellow (#FFD700) |
| `sunsetBear()` | Crimson (#DC143C) |
| `sunsetNeutral()` | Grey (#787B86) |
| `sunsetOrange()` | Orange (#FF8C00) |
| `sunsetCoral()` | Coral (#FF7F50) |
| `sunsetPurple()` | Twilight (#8B008B) |
### Forest Theme (Greens and Browns)
| Function | Description |
| ----------------- | ---------------------- |
| `forestBull()` | Forest Green (#228B22) |
| `forestBear()` | Brown (#8B4513) |
| `forestNeutral()` | Grey (#787B86) |
| `forestLime()` | Lime Green (#32CD32) |
| `forestOlive()` | Olive (#6B8E23) |
| `forestEarth()` | Earth Brown (#704214) |
### Candy Theme (Pastel/Soft Colors)
| Function | Description |
| ----------------- | -------------------- |
| `candyBull()` | Mint Green (#98FB98) |
| `candyBear()` | Soft Pink (#FFB6C1) |
| `candyNeutral()` | Grey (#787B86) |
| `candyLavender()` | Lavender (#E6E6FA) |
| `candyPeach()` | Peach (#FFDAB9) |
| `candySky()` | Sky Blue (#87CEEB) |
### Fire Theme (Reds, Oranges, Yellows)
| Function | Description |
| --------------- | ---------------------- |
| `fireBull()` | Flame Orange (#FF5722) |
| `fireBear()` | Dark Red (#B71C1C) |
| `fireNeutral()` | Grey (#787B86) |
| `fireYellow()` | Flame Yellow (#FFC107) |
| `fireEmber()` | Ember (#FF6F00) |
| `fireAsh()` | Ash Grey (#424242) |
### Ice Theme (Cool Blues and Whites)
| Function | Description |
| -------------- | ---------------------- |
| `iceBull()` | Ice Blue (#B3E5FC) |
| `iceBear()` | Frost Blue (#0277BD) |
| `iceNeutral()` | Grey (#787B86) |
| `iceWhite()` | Snow White (#F5F5F5) |
| `iceCrystal()` | Crystal Blue (#81D4FA) |
| `iceFrost()` | Frost (#4FC3F7) |
---
## 🔧 Selector & Utility Functions
| Function | Description |
| -------------------- | --------------------------------------------------- |
| `bullColor()` | Get bullish color by theme name |
| `bearColor()` | Get bearish color by theme name |
| `trendColor()` | Returns bull/bear color based on boolean condition |
| `gradientColor()` | Creates gradient between bull/bear (0-100 value) |
| `rsiGradient()` | RSI-style coloring (oversold=bull, overbought=bear) |
| `candleColor()` | Returns color based on candle direction |
| `volumeColor()` | Returns color based on close vs previous close |
| `withTransparency()` | Applies transparency to any color |
| `getAllThemes()` | Returns comma-separated list of all theme names |
| `getThemeOptions()` | Returns array of theme names for input options |
---
## 🔧 Usage Examples
### Basic Usage
```pinescript
//@version=6
indicator("Color Example")
import quantablex/colors_library/1 as CLR
// Direct color usage
plot(close, "Close", CLR.defaultBull())
plot(open, "Open", CLR.defaultBear())
// With transparency
plot(high, "High", CLR.vaporPurple(50))
```
### Using Theme Selector
```pinescript
//@version=6
indicator("Theme Selector")
import quantablex/colors_library/1 as CLR
theme = input.string("DEFAULT", "Color Theme",
options= )
bullCol = CLR.bullColor(theme)
bearCol = CLR.bearColor(theme)
plot(close, "Close", close >= open ? bullCol : bearCol)
```
### Trend Coloring
```pinescript
//@version=6
indicator("Trend Colors")
import quantablex/colors_library/1 as CLR
theme = input.string("VAPOR", "Theme")
ma = ta.ema(close, 20)
// Auto trend color based on condition
trendCol = CLR.trendColor(close > ma, theme)
plot(ma, "EMA", trendCol, 2)
```
### Gradient & RSI Coloring
```pinescript
//@version=6
indicator("Gradient Example")
import quantablex/colors_library/1 as CLR
rsi = ta.rsi(close, 14)
// Gradient based on RSI value
gradCol = CLR.gradientColor(rsi, "NEON")
plot(rsi, "RSI", gradCol)
// Or use built-in RSI gradient
rsiCol = CLR.rsiGradient(rsi, "DEFAULT")
bgcolor(rsiCol, transp=90)
```
### Candle & Volume Coloring
```pinescript
//@version=6
indicator("Candle Colors", overlay=true)
import quantablex/colors_library/1 as CLR
theme = input.string("FIRE", "Theme")
// Auto candle coloring
barcolor(CLR.candleColor(theme))
// Volume bars colored by direction
plotshape(volume, style=shape.circle, color=CLR.volumeColor(theme, 30))
```
---
## 🎨 Theme Selection Guide
| Use Case | Recommended Themes |
| --------------------- | --------------------- |
| **Classic Trading** | DEFAULT, MONO |
| **Dark Mode Charts** | NEON, VAPOR, ICE |
| **Light Mode Charts** | CANDY, SUNSET, FOREST |
| **High Visibility** | NEON, FIRE |
| **Low Eye Strain** | OCEAN, CANDY, ICE |
| **Professional Look** | MONO, DEFAULT, OCEAN |
| **Aesthetic/Stylish** | VAPOR, SUNSET, CANDY |
---
## ⚙️ Parameters Reference
### Common Parameters
- `transparency` - Transparency level (0-100, where 0=opaque, 100=invisible)
### Selector Parameters
- `theme` - Theme name string: `DEFAULT`, `MONO`, `VAPOR`, `NEON`, `OCEAN`, `SUNSET`, `FOREST`, `CANDY`, `FIRE`, `ICE`
---
## 📝 Notes
- All functions accept optional `transparency` parameter (default 0)
- Theme selector functions default to `DEFAULT` theme if invalid name provided
- Use `getAllThemes()` to get comma-separated list of all theme names
- Use `getThemeOptions()` to get array for `input.string` options
- All 50+ color functions are exported for direct use
---
**Author:** thetradingspiderman
**Version:** 1.0
**PineScript Version:** 6
**Total Themes:** 10
**Total Color Functions:** 50+
GCM Kinetic Flux SpectrumTitle: GCM Kinetic Flux Spectrum
DESCRIPTION
The GCM Kinetic Flux Spectrum is an institutional-grade hybrid momentum and volume engine. Unlike standard oscillators that rely on closing prices, the GCM KFS synthesizes dual-source RSI volatility with Volume Flow Intensity (VFI) to reveal the hidden kinetic energy of market movements.
By projecting a 27-layer "Spectrum Ribbon" and a multi-dimensional Divergence Engine, the GCM KFS identifies not just where the price is heading, but the quality and "fuel" behind the trend.
CORE ARCHITECTURE
1) The Kinetic Mean (Dual-Source RSI)
Standard RSI often ignores the battle occurring at the wicks. The GCM KFS calculates independent RSI streams for Highs and Lows, then anchors them to a Zero-Centered baseline (-50 to +50). The resulting Kinetic Mean filters out retail noise, providing a volatility-adjusted perspective on momentum.
2) Volume Flux Integration (VFI)
Volume precedes price. The GCM KFS integrates a highly responsive, EMA-smoothed Volume Flow Indicator (VFI). By syncing VFI length with the RSI cycle, the indicator cross-verifies price strength with capital flow.
• Momentum + Positive Flux: Confirms high-conviction trends.
• Momentum + Negative Flux: Reveals "Empty" breakouts or institutional distribution.
3) 27-Layer Spectrum Ribbon
The gradient fill isn't just aesthetic—it represents Volatility Density.
• Expansion: When ribbons fan out, it signals a high-velocity trend.
• Compression (The Squeeze): When ribbons pinch toward the Kinetic Mean, it signals a volatility contraction, typically the precursor to an explosive breakout.
4) Four-Way Divergence Engine
The KFS automatically detects and projects four types of divergence on both the indicator pane and the main price chart:
• Regular Bullish/Bearish: Identifying high-probability trend reversals.
• Hidden Bullish/Bearish: Identifying trend continuation (Smart Money re-entry points).
KEY POWER FEATURES
• Zero-Centered Logic: Levels are shifted for better visual balance. (OB: +20, Extreme OB: +30 | OS: -20, Extreme OS: -30).
• Dynamic Zones: Subtle background fills highlight "Extreme" areas where price is statistically likely to mean-revert.
• Main Chart Projection: Use the force_overlay feature to keep your eyes on price action while the indicator confirms entries.
• Institutional Dotted VFI: The orange dotted line acts as the "Anchor"—if price rises but the VFI Anchor stays below zero, the move lacks professional backing.
HOW TO TRADE WITH GCM-KFS
• The Reversal Sniper: Look for an R-BULL or R-BEAR label appearing inside the Extreme Zone (±30). This indicates momentum exhaustion backed by a volume shift.
• Trend Riding: During an uptrend, look for H-BULL (Hidden Bullish) labels. This signals that institutions are "buying the dip" while momentum resets.
• Volatility Breakouts: When the Spectrum Ribbon enters a tight "squeeze" near the Zero Line, prepare for a major move. Follow the direction of the first ribbon expansion.
RECOMMENDED SETTINGS
• Scalping (1m - 5m): Length 7 - 9
• Day Trading (15m - 1H): Length 10 - 14
• Swing Trading (4H - Daily): Length 20+
AUTHOR’S NOTE
This script is part of the GCM suite of professional tools. It is designed to be a "confluence engine"—it works best when used to confirm price action levels, supply/demand zones, or order blocks. Always trade with a plan and managed risk.
Multi-Timeframe Inside Bar Breakout (4-Symbol Simultaneous)Multi-Timeframe Inside Bar Breakout (4-Symbol Simultaneous)
Overview
Monitors 4 symbols across 4 timeframes simultaneously, displaying labeled alerts when all 4 symbols break out from inside bar compression on any tracked timeframe. See 15-minute, 30-minute, 60-minute, and daily breakouts all on one chart — complete multi-timeframe compression analysis.
When all 4 symbols compress into inside bars and then ALL break the same direction, you get clear directional confirmation across different timeframes. Perfect for Rob Smith's "The Strat" methodology and traders who use multi-timeframe analysis for entry confirmation.
🎯 Why This Matters
Multi-timeframe breakout confluence = stronger signals.
When SPY, QQQ, IWM, and DIA simultaneously:
✅ Compress into inside bars (bar )
✅ ALL break same direction (bar )
✅ Across multiple timeframes
You get layered confirmation — not just one timeframe saying "go," but multiple timeframes agreeing on direction.
Example: 15m breakout + 60m breakout + Daily breakout = alignment across timeframes.
✅ Key Features
✅ 4 Timeframes Tracked — Monitor 15m, 30m, 60m, Daily (fully customizable)
✅ 4 Symbols Per Timeframe — All must break together for signal
✅ Staggered Labels — Each timeframe displays at different distance (no overlap)
✅ Adaptive Positioning — Works on futures, stocks, forex, crypto
✅ Customizable Colors — Bullish/bearish colors with opacity control
✅ Alert-Ready — 8 alert conditions (bull/bear per timeframe)
✅ Works on Any Chart — See higher timeframe signals on lower timeframe charts
📊 How It Works
Inside Bar Check (Bar ):
All 4 symbols had inside bars (high < prior high AND low > prior low)
Breakout Check (Bar ):
Bullish: All 4 close > prior high
Bearish: All 4 close < prior low
Label Display:
📈IBSB 15 = Bullish breakout on 15-minute timeframe
📉IBSB D = Bearish breakout on daily timeframe
Each timeframe operates independently — you might see multiple timeframe labels on the same bar when breakouts align.
⚙️ Settings Guide
Symbols (Default: SPY, QQQ, IWM, DIA)
Customize to any 4 symbols
Popular: ES/NQ/YM/RTY (futures), XLF/XLK/XLE/XLV (sectors)
Timeframes (Default: 15, 30, 60, D)
Set any 4 timeframes to monitor
Examples: 5/15/60/240 (intraday stack), 60/D/W/M (swing stack)
Display Options:
Bullish/Bearish colors + opacity control
Label distance (% of bar range)
Stagger spacing (prevents overlap)
Max labels per timeframe (default: 25)
Debug Mode:
Shows which symbols are inside/breaking per timeframe
Useful for troubleshooting
🔔 Setting Up Alerts
Create alerts for any combination:
"IBSB Bull - TF1" (first timeframe bullish)
"IBSB Bear - TF4" (fourth timeframe bearish)
Set to "Once Per Bar Close" for confirmed signals
💡 Example Trading Approach
Note: Educational example, not trading advice.
Watch for compression across symbols on higher timeframes
IBSB label appears → all 4 broke same direction
Multiple timeframe labels = stronger confluence
Enter with your strategy using proper risk management
Example: Daily IBSB bullish + 60m IBSB bullish = aligned timeframes for potential long entry.
🎯 Why Multi-Timeframe Matters
Single timeframe breakout = one piece of data.
Multi-timeframe breakout = confirmation across time horizons.
When 15m, 60m, and Daily all show simultaneous 4-symbol breakouts → market structure aligning across timeframes.
🔧 Technical Details
✅ PineScript v6 (latest)
✅ Adaptive label positioning (scales with price)
✅ Smart staggering (prevents label overlap)
✅ Label management (max 500 total across timeframes)
✅ NA-safe logic (handles missing data)
✅ Works across all chart timeframes
⚠️ Important Disclaimers
Not financial advice: Educational and informational purposes only
No performance guarantees: Past breakouts don't predict future results
Risk management essential: Always use proper position sizing
Test before trading: Backtest and paper trade first
⚡ Quick Start
Add indicator to chart
Set symbols (default: SPY/QQQ/IWM/DIA)
Set 4 timeframes (default: 15/30/60/D)
Customize colors if desired
Create alerts (optional)
Watch for 📈IBSB or 📉IBSB labels with timeframe designation
📞 Support
Follow for updates and new indicators.
Questions? Leave a comment below — I respond to all feedback.
💬 Final Thoughts
Multi-timeframe compression breakouts with 4-symbol confirmation. Instead of monitoring dozens of charts manually, see all your timeframe breakouts in one place. When multiple timeframes align with simultaneous 4-symbol breakouts, you get clearer directional signals.
Use as one component of your analysis, combine with your risk management, and always trade with discipline.
Happy trading! 📈
Free and open-source for personal use. If you find this valuable:
👍 Like | 📝 Review | 🔔 Follow
Price Probability Engine - Volatility & Structure-Based TargetsThe aim of the indicator is:
To provide adaptive, probability-weighted price target zones that help traders frame where price is most likely to interact next, without predicting when or guaranteeing direction.
Price Probability Engine is a target-projection overlay that blends three independent “next-move” reference methods into a single pair of AVG targets:
AVG Bull = a probabilistic upside objective
AVG Bear = a probabilistic downside objective
It is designed to help you frame the most reasonable near-term price zones using both volatility (ATR) and structure (pivot swings + measured moves) rather than relying on a single indicator.
What you see on the chart
When enabled, the script plots:
AVG Bull line (upper target)
AVG Bear line (lower target)
Optional last-bar labels that print the current target values
The overlay is scale-locked so the plots stay aligned with price when you scroll/zoom the chart.
How it works (conceptual, step-by-step)
1) ATR “reach filter” (probability gating)
All components are first checked against a reach filter:
A target is considered “reachable” only if it is within
Reach Filter × ATR from the current price.
This prevents extremely distant projections from dominating the final average.
2) Three component target engines
The script computes three upside candidates and three downside candidates:
A) ATR Component (volatility projection)
Uses ATR Length and ATR Multiplier
Projects a simple near-term band around price:
atrBull = close + ATR × mult
atrBear = close - ATR × mult
Direction mode:
Candle: compares close to close
Momentum(3): uses close − close
B) AutoFib Component (swing extension)
Detects swing highs/lows using pivot logic (Left/Right bars)
Projects an extension using a selectable Fib level (1.272 / 1.414 / 1.618 / 2.0 / 2.618)
Gives a structure-based target derived from the current swing range
C) Lindsey Component (measured-move target)
Detects a 3-point pivot sequence (P1/P2/P3) and projects a measured move to P4:
Bull: from a low-high-higher-low sequence
Bear: from a high-low-lower-high sequence
Optional P1/P2/P3 markers can be displayed for learning/debugging
3) Dynamic weighting (closer targets matter more)
If Dynamic Weights is enabled, each component’s weight increases as the target gets closer to price (within the reach window).
This means the final AVG tends to favor targets that are both reachable and near-term relevant.
You can control:
Base Weight (Fib / Lindsey / ATR)
Dynamic Power (how aggressively “closer” becomes “heavier”)
4) Outlier trimming (stability)
If Trim Outlier Component is enabled, the script:
computes a simple median reference of the remaining component targets
drops any target that deviates from the median by more than
Outlier Threshold × ATR
This reduces sudden jumps when one method produces an unusually extreme projection.
5) Final output: a weighted average (bull + bear)
The remaining eligible components are combined into:
AVG Bull (weighted average of bull candidates)
AVG Bear (weighted average of bear candidates)
If no components pass the reach filter (or are trimmed), the AVG line can temporarily become unavailable until valid inputs re-appear.
How to use it (practical workflow)
Pick your timeframe, then tune ATR:
Start with ATR Length 14 and ATR Mult 1.0–1.5
Set a reasonable Reach Filter (x ATR):
Smaller = only near targets
Larger = includes more distant projections
Decide how you want it to behave:
Dynamic Weights ON for “closer targets dominate”
Outlier Trim ON for smoother / less erratic averages
Use the AVG lines as planning zones, not certainties:
They are best treated as “where price is most likely to seek next” based on the blend of volatility + structure.
A common use is to monitor how price reacts as it approaches either AVG line (stalling, rejection, acceleration), and then reassess as new pivots/ATR values update.
Settings guide (quick)
ATR Length / Multiplier: controls the volatility envelope
Direction Mode: changes the bias input for ATR projection
Lindsey Left/Right: smaller = more sensitive pivots; larger = fewer, more meaningful pivots
Fib Left/Right + Extension: controls the swing structure target
Reach Filter: controls what qualifies as a realistic near-term target
Dynamic Power: higher = stronger preference for the nearest target
Outlier Threshold: higher = fewer removals; lower = more aggressive trimming
Notes / Transparency
This script does not place trades or guarantee outcomes. It is a visual target framework that adapts as volatility and market structure change. For best clarity, publish charts with this script on a clean layout so the AVG lines and labels are easy to identify.
SMC + Dual UT Bot buy and sell AlertsMise a jour avec un EMA 20/50 et vwap
his script is a composite indicator for TradingView (Pine Script v5) that merges Smart Money Concepts (SMC) with a Dual-instance UT Bot. It has been styled with a high-contrast "Neon Cyberpunk" theme (Cyan/Pink) and is fully compliant with the CC BY-NC-SA 4.0 license.
Here is a breakdown of its two main components:
1. Smart Money Concepts (SMC)
This portion, originally by LuxAlgo, is designed to identify institutional price levels and structural market shifts. It provides a detailed map of market structure rather than simple entry/exit signals.
Market Structure (BOS & CHoCH):
BOS (Break of Structure): Marks trend continuation (e.g., breaking a higher high in an uptrend).
CHoCH (Change of Character): Marks potential trend reversals (e.g., the first time a higher low is broken in an uptrend).
Order Blocks (OB):
Highlights specific candles where institutional buying or selling likely occurred. These act as high-probability support/resistance zones.
Neon Blue/Cyan for Bullish OBs.
Neon Pink for Bearish OBs.
Fair Value Gaps (FVG):
Identifies imbalances (gaps) in price action where the market often returns to "fill" orders.
Neon Mint for Bullish FVGs.
Neon Red for Bearish FVGs.
Premium/Discount Zones: Automatically plots the range equilibrium (50% level) to help you buy in "Discount" (low) and sell in "Premium" (high) areas.
Liquidity (EQH/EQL): Automatically detects "Equal Highs" and "Equal Lows," which are magnets for price as they represent liquidity pools (stop losses).
2. Dual UT Bot Alerts
This portion provides the actual Entry Signals. It runs two separate instances of the "UT Bot" strategy simultaneously with different sensitivity settings to filter noise.
Instance 1 (Buy Only):
Settings: Key Value = 4, ATR Period = 10 (Faster, more sensitive).
Visual: Plots a Neon Cyan "Buy" label.
Function: Looks for bullish reversals earlier to catch the start of a move.
Instance 2 (Sell Only):
Settings: Key Value = 7, ATR Period = 20 (Slower, smoother).
Visual: Plots a Neon Pink "Sell" label.
Function: Uses a wider ATR band to avoid getting shaken out of shorts too early, focusing on major downtrends.
How to Use It
The strength of this script is confluence.
Wait for a Signal: Look for a UT Bot "Buy" or "Sell" tag.
Confirm with SMC: Check if the signal aligns with SMC concepts.
Example Buy: Did the UT Bot give a "Buy" signal while price was bouncing off a Bullish Order Block?
Example Buy: Did price just sweep Liquidity (EQL) before the Buy signal?
Example Sell: Is the "Sell" signal happening inside a Premium Zone or a Bearish Fair Value Gap?
avant-hier
Notes de version
1. "Pro" Badge Buy/Sell Labels
The standard text signals have been replaced with modern, professional Badge Labels that provide more information at a glance.
Visuals: Instead of simple text, the script now uses label.new to create high-visibility badges.
BUY: A Neon Cyan badge with a Rocket icon (🚀).
SELL: A Neon Pink badge with a Chart icon (📉).
Price Details: Each badge displays the exact Entry Price directly on the label.
Tooltips: If you hover your mouse over a Buy or Sell badge, a tooltip will appear showing the exact Take Profit (TP) and Stop Loss (SL) prices calculated for that trade.
2. Dynamic Take Profit (TP)
The script now automatically calculates a profit target for every trade the moment a signal is generated.
Calculation: It measures the distance between your Entry Price and the initial Stop Loss (the ATR Trailing Stop).
Risk:Reward: It multiplies that distance by your chosen Risk:Reward Ratio (default is 1.5) to project a TP target.
Visual Line: A Green Line is drawn on the chart at the TP level. It remains active until price hits it or the stop loss.
3. Active Trailing Stop Loss (SL)
The Stop Loss is no longer static; it is now "alive" and manages the trade for you.
Trailing Logic: If Use Trailing SL? is enabled (default), the SL line will automatically move up (for longs) or move down (for shorts) as the trend continues in your favor. It locks in profit by following the UT Bot's ATR trailing band.
Visual Line: A Red Line is drawn at the SL level. You can see it physically step up or down on the chart as the trend progresses.
4. Real-Time Trade Simulation
The script now simulates the lifecycle of a trade directly on the chart:
Active State: When a trade is live, the TP and SL lines extend to the right of the current candle (bar_index + 1), showing you exactly where your exit points are in real-time.
Closed State: Once the price hits either the Green TP line or the Red SL line, the script detects the "Exit." The lines stop extending and turn dotted, indicating that the trade is closed and waiting for the next signal.
Summary of New Settings
You will find a new group in the settings panel called "UT Bot: Trade Management":
TP Risk:Reward Ratio: Adjust this to change how far the Green TP line is placed (e.g., set to 2.0 for 2x return).
Use Trailing SL?: Uncheck this if you want the Red SL line to stay fixed at the initial entry risk level.
avant-hier
Notes de version
1. Live Strategy Performance Dashboard (Backtester)
Since this is an indicator, TradingView does not automatically calculate PnL (Profit and Loss). I have built a custom Simulation Engine inside the script that tracks every UT Bot signal as if you had taken the trade.
Location: Bottom Right of your chart.
Win Rate: Displays the percentage of trades that hit the Take Profit target versus the Stop Loss.
Trades (W/L): Shows the total number of signals generated, broken down by Wins and Losses.
Net Profit (R): Calculates your theoretical profit in "R-Multiples" (Risk Units).
Example: If you set your Risk:Reward to 2.0, every win adds +2R, and every loss subtracts -1R.
Dynamic Colors: The Win Rate and Profit cells turn Neon Cyan if positive (>50% or >0R) and Neon Pink if negative.
2. Multi-Timeframe Trend Dashboard
A new panel at the Top Right gives you an instant "Market Bias" reading so you don't have to scan the whole chart.
SMC Trend: Reads the Smart Money structure (Break of Structure/Change of Character) to determine if the high-level timeframe is BULLISH or BEARISH.
UT Bot Status: Displays the current active signal state:
BUY (Active): You are currently in a Long trade.
SELL (Active): You are currently in a Short trade.
NEUTRAL: No active signal or the last trade hit TP/SL.
3. Integrated Alert System
I have connected the visual lines to the alert system. You can now set a single alert on this indicator, and it will trigger for:
Entry Signals: "UT Long Entry" / "UT Short Entry"
Exits: "Take Profit Hit" / "Stop Loss Hit"
4. Consolidated Settings
To make the script easier to manage, I organized the settings into clear groups:
Dashboards: Toggle the visibility of the new panels or move the Performance Panel to a different corner.
UT Bot: Trade Management: Quickly adjust your Risk:Reward Ratio (e.g., change from 1.5 to 2.0) to see how it affects your Win Rate in real-time on the dashboard.
avant-hier
Notes de version
1. Multi-Timeframe (MTF) Trend Scanner
I have replaced the basic "Market Bias" panel with a comprehensive MTF Trend Dashboard located at the Top Right of your chart.
What it tracks: It simultaneously monitors the trend direction on 5 distinct timeframes:
15 Minute
1 Hour
4 Hour
Daily
Weekly
How it works: It runs a background calculation (using UT Bot settings Key=5, ATR=15) on these higher timeframes without you needing to switch charts.
Visuals:
BULLISH: Highlighted in Neon Cyan.
BEARISH: Highlighted in Neon Pink.
2. Strategic Confluence (How to use it)
This new dashboard transforms the script from a simple "signal generator" into a complete trading system by allowing you to filter trades based on the bigger picture.
The "All-Green" Rule: If you are scalping on a 5-minute chart and you get a BUY signal, check the dashboard. If the 1H, 4H, and Daily are all Neon Cyan (Bullish), that trade has a significantly higher probability of success.
Avoid Counter-Trend Trades: If your main chart says BUY, but the dashboard shows the 4H and Daily are Neon Pink (Bearish), you are trading against the major trend. You might want to skip that trade or reduce your risk size.
3. Summary of Dashboards
You now have two professional-grade panels on your screen:
Bottom Right (Performance): Shows the past results of the strategy on your current timeframe (Win Rate, Profit Factor).
Top Right (Trend): Shows the current state of the market across all timeframes.
EMA Slope - RSI Indicator# EMA Slope - RSI Indicator
## Script Description (for Publishing Page)
**EMA Slope - RSI Indicator** combines normalized EMA slope momentum analysis with RSI divergence detection and momentum comparison to create a visual signal indicator with five distinct signal types. The indicator's originality lies in its unique "No Trade Zone" (NTZ) concept applied to slope momentum, combined with centered RSI format for direct comparison, and multiple complementary signal methods that work together to identify both trend-following and reversal opportunities across different market conditions.
**Core Concept - EMA Slope Normalization:** Calculates rate of change of long MA (default 160 EMA) by comparing current value to N bars ago (default 3 bars). Raw slope difference normalized to -100 to +100 scale using 500-bar rolling range: normalizedSlope = 100 * (longMA - longMA ) / (highest(maDF, 500) - lowest(maDF, 500)). Creates consistent momentum oscillator comparable across price levels and timeframes.
**No Trade Zone (NTZ) Logic:** NTZ (±8 default) creates neutral zone where slope momentum is too weak for reliable signals. Indicator only triggers NTZ Cross signals when slope crosses out of threshold zone, ensuring signals occur only when momentum is sufficiently strong.
**Centered RSI Format (RSI-50):** Traditional RSI (0-100 range) difficult to compare with slope. This indicator uses centered RSI = (RSI - 50), creating -50 to +50 range zero-centered on same scale as normalized slope. Enables direct visual and mathematical comparison between RSI and slope momentum, enabling Slope-RSI exhaustion detection and RSI-Slope Oscillator signals.
**Component Integration:** Five signal types target different market conditions. NTZ Cross and Acceleration target trend-following when momentum strong. RSI Divergence and Slope-RSI Divergence target reversals when price/momentum diverge. RSI-Slope Oscillator targets momentum alignment when RSI and slope converge. Multi-method approach provides signals across trending, reversing, and ranging markets.
### 📊 Technical Calculations
**Slope Normalization:** maDF = longMA - longMA , normalized: maDf = 100 * maDF / (highest(maDF, 500) - lowest(maDF, 500)), ranges -100 to +100.
**Acceleration Detection:** maAcce = abs(maDf - maDf ) * smoothBars * 2, normalized: maAcc = 50 * maAcce / highest(maAcce, 200). Values above threshold (35 display, 40 signals) indicate sudden momentum shifts. Visualized as colored circles: cyan (bullish), red (bearish).
**RSI Calculation:** rsi = sma(rsi(source, length), smoothing), centered: cRsi = rsi - 50 (ranges -50 to +50). Smoothed using SMA (default 3 bars) to reduce noise.
**RSI Divergence:** Uses pivot high/low detection on smoothed RSI. Pivot lookback = 16 - sensitivityInput (inverse: sensitivity 6 = 10-bar lookback, sensitivity 10 = 6-bar lookback). Compares price pivots (actual high/low including wicks) against RSI pivots. Bullish: priceLowerLow AND rsiHigherLow. Bearish: priceHigherHigh AND rsiLowerHigh. Stores multiple previous pivots (default 8 max) for comparison.
**Slope-RSI Exhaustion:** Compares normalized slope against centered RSI on same scale. Bearish: slope accelerating up (delta > 0, slope > NTZ) BUT RSI declining (cRsi < cRsi AND cRsi < cRsi ). Bullish: slope accelerating down (delta < 0, slope < -NTZ) BUT RSI rising. Gap threshold (default 10.0 points) filters noise. Visualized with dashed lines and gap labels.
**RSI-Slope Oscillator:** State machine tracks cross events (rsiSlopeCrossUp = cRsi > maDf AND cRsi <= maDf ), waits for confirmation: both RSI and slope heading same direction. Long: RSI crosses above slope AND both heading UP. Short: RSI crosses below slope AND both heading DOWN. Useful for range-bound markets.
**Stretch Filter:** maPercentDiff = (longMA - shortMA) / shortMA * 100. Blocks long signals if longMA > shortMA by threshold (overextended up). Blocks short signals if shortMA > longMA by threshold (overextended down). Default 0.45% prevents signals when MAs too far apart.
**Delta Calculation:** Measures change in normalized slope between bars. Timeframe mode: compares current confirmed slope with previous confirmed (more reliable, slight delay). Standard mode: compares current with previous bar (faster, may use unconfirmed). Minimum threshold (default 3.4) filters weak momentum changes.
**Trailing Stop (Blackflag FTS Swingarm):** Uses Wilder's MA of true range. Modified mode: trueRange = max(HiLo, HRef, LRef) with enhanced gap handling. Unmodified: standard true range. Trailing stop calculated based on ATR factor and price trend direction. Separate settings for divergence signals (wider stops, grace periods).
### 🚀 Signal Types and Conditions
**1. NTZ Cross Signals:** Long: Slope crosses above +NTZ (default +8) AND positive delta ≥ threshold (default 3.4) AND stretch filter allows AND optional trend confirmation (short MA > long MA). Short: Slope crosses below -NTZ AND negative delta ≥ threshold AND filters allow. Exit: Slope re-enters NTZ OR reverses direction for confirmation bars OR trailing stop.
**2. Acceleration Signals:** Long: Acceleration ≥ threshold (default 40) AND slope above NTZ AND positive delta sufficient AND filters allow. Short: Acceleration ≥ threshold AND slope below -NTZ AND negative delta sufficient AND filters allow. Visual: Colored circles (cyan bullish, red bearish). Works independently to catch sudden momentum bursts.
**3. RSI Divergence Signals:** Bullish: Price lower low while smoothed RSI higher low, detected via pivot comparison (default up to 8 pivots). Bearish: Price higher high while RSI lower high. Optional Slope-RSI confirmation. Visual: Purple lines (bearish), lime lines (bullish). Exit: Divergence-specific trailing stop (wider ATR, grace period).
**4. Slope-RSI Divergence Signals:** Bullish: Slope accelerating down (negative delta, slope < -NTZ) BUT RSI rising over lookback AND gap exceeds threshold (default 10.0 points). Bearish: Slope accelerating up (positive delta, slope > NTZ) BUT RSI declining AND gap exceeds threshold. Visual: Orange triangles (bullish exhaustion), yellow triangles (bearish exhaustion) with dashed lines. Exit: Divergence-specific trailing stop.
**5. RSI-Slope Oscillator Signals:** Long: RSI crosses above slope AND both heading upward. Short: RSI crosses below slope AND both heading downward. State machine tracks cross then confirms direction. Exit: Opposite oscillator condition (allows reversal) OR trailing stop after grace period.
### 📖 How to Use
**Adding to Chart:** TradingView → Indicators → Search "EMA Slope - RSI Indicator" → Add (displays in separate pane below price).
**Visual Elements:** Colored area = normalized EMA slope (Green = bullish above NTZ, Red = bearish below -NTZ, Gray = NTZ zone). Blue line = Centered RSI (-50 to +50). Colored circles = Acceleration (Cyan = bullish, Red = bearish). Green triangles (↑) = Long signals (bottom). Red triangles (↓) = Short signals (top). Orange X = Exit signals. Dashed lines = NTZ boundaries. Purple/Lime lines = RSI divergences. Orange/Yellow triangles = Slope-RSI exhaustion. Table (top-right) = Current Slope, RSI, Gap values.
**Parameter Configuration:** MA Settings: Short 40 (stretch filter), Long 160 (slope), Types: SMA/EMA/DEMA/TEMA/WMA/VWMA/SMWMA/SWMA/HMA. Ratios: 20/80 (fast), 40/160 (standard), 50/200 (slow). Core: NTZ Threshold 8 (5-6 more signals, 10-12 stronger), Min Delta 3.4 (5-10 stronger, 1-3 sensitive), Max Stretch 0.45% (0.3% conservative, 1.0% permissive, 0 disable), Use Timeframe Delta true (confirmed bar vs previous bar). RSI: Length 14, Smoothing 3, Source close. Divergence: Sensitivity 6 (higher = more sensitive, 6 = 10-bar lookback, 10 = 6-bar lookback), Max Peaks 8 (2-15 range), Show Divergences true. Slope-RSI: Lookback 4 (2-10, higher = conservative), Min Gap 10.0 pts (0-100, higher = strong only, 0 disable), Show Exhaustion true. Signal Enables: NTZ Cross true, Acceleration true, RSI Divergence false, Slope-RSI Divergence true, RSI-Slope Oscillator true, Require Slope-RSI Confirmation false. Exit: Confirmation Bars 4 (0-10, 0 immediate, 2-4 filters false), Show Trailing Stop true, Trail Type Modified/Unmodified, ATR Period 10, ATR Factor 4.0 (2-3 tight, 4 standard, 5-6 wide), Divergence Grace 3 bars, Divergence ATR 4.0 (recommend 5-8), Oscillator Grace 3 bars, Oscillator ATR 4.0.
**Alerts:** Right-click indicator pane → Add Alert → Choose condition (Long/Short Entry/Exit) → Configure notifications.
**Interpreting Signals:** Trending Markets: Focus NTZ Cross and Acceleration, higher NTZ (10-12) for stronger signals, use trend confirmation. Reversal Opportunities: Enable RSI Divergence and Slope-RSI Divergence, look for exhaustion markers and divergence lines, use wider stops. Range-Bound: Enable RSI-Slope Oscillator, signals when RSI and slope align, allows position reversal. Multi-Timeframe: Higher TF for trend, lower TF for timing, stronger when aligned. Market Adjustments: Crypto 20/80 MA, NTZ 6-7, Delta 4-5 | Forex 40/160 MA, NTZ 8, Delta 3.4 | Stocks 50/200 MA, NTZ 10-12, Delta 2-3.
### 📈 Use Cases
Day Trading (5m-15m, fast MAs 20/80), Swing Trading (1h-4h, standard 40/160), Position Trading (4h-Daily, slow 50/200), Trend Following (NTZ Cross/Acceleration in trends), Reversal Trading (RSI Divergence/Slope-RSI at reversals), Range Trading (RSI-Slope Oscillator in choppy markets), Momentum Analysis (Centered RSI and normalized slope comparison), Trend Exhaustion Detection (Slope-RSI exhaustion markers).
### ⚠️ Important Disclaimer
**THIS IS NOT FINANCIAL ADVICE**
This indicator is for educational and informational purposes only. Trading involves substantial risk of loss and is not suitable for all investors. Past performance does not guarantee future results. No guarantee of accuracy - signals may be false. Not professional financial advice - consult a qualified advisor. Use only as part of comprehensive analysis. Always use proper risk management. Combine with other analysis techniques before making trading decisions. Indicator signals don't guarantee profitable trades. You are solely responsible for trading decisions and risk management. By using this indicator, you acknowledge understanding the risks and that you use it at your own risk. Never invest more than you can afford to lose. Works on all markets: Crypto, Forex, Stocks, Commodities, Futures
## Short Description (for Script Header - 200-300 chars)
Visual signal indicator combining normalized EMA slope momentum (No Trade Zone concept) with centered RSI format for direct comparison. Five signal types: NTZ momentum crosses, acceleration bursts, price-RSI divergences, slope-RSI exhaustion reversals, and RSI-slope oscillator alignment. Includes stretch filter, exit confirmation bars, and trailing stop exits with separate settings per signal type.
## Tags (for Publishing)
EMA, Moving Average, Slope, Momentum, No Trade Zone, NTZ, Indicator, Technical Analysis, RSI, Relative Strength Index, Centered RSI, RSI-50, Divergence, Slope-RSI, Exhaustion, RSI-Slope Oscillator, Normalized Comparison, Stretch Filter, Trend Confirmation, Exit Confirmation, Trailing Stop, Alerts, Signals, Visual Signals, Entry Signals, Exit Signals, Crypto, Forex, Stocks, Futures, Swing Trading, Day Trading, Reversal Trading, Range Trading, Momentum Analysis
## Category
**Indicators** → **Momentum**
CVD Zones & Divergence [Pro]# CVD Zones & Divergence
**Complete CVD order flow toolkit** - Divergences, POC, Profile, and Supply/Demand zones all in one professional indicator.
## 🎯 What It Does
Combines **four powerful order flow tools** into a single, cohesive indicator:
1. **CVD Divergences** - Early warnings + confirmed signals
2. **Point of Control (POC)** - Fair value equilibrium line
3. **CVD Profile** - Visual distribution histogram
4. **Supply/Demand Zones** - Real absorption-based S/R levels
All based on **Cumulative Volume Delta (CVD)** - actual buying/selling pressure, not approximations.
## ✨ Key Features
### 🔄 CVD Divergences (Dual Mode)
**Confirmed Divergences** (High Accuracy)
- Solid lines (customizable colors)
- 🔻 Bear / 🔺 Bull labels
- Win rate: ~70-80%
- Best for swing traders
**Early Warning Mode** ⚡ (Fast Signals)
- Dashed lines (default purple)
- ⚠️ Early Bear / ⚠️ Early Bull labels
- Fires 6+ bars earlier
- Win rate: ~55-65%
- Best for scalpers/day traders
### 🎯 Point of Control (POC)
- **Independent lookback** (300 bars default)
- Yellow line showing fair value
- Where most CVD activity occurred
- Acts as dynamic support/resistance
- Resets and recalculates continuously
### 📊 CVD Profile Histogram
- **Visual CVD distribution** over lookback period
- **Split buy/sell** (blue/orange bars)
- **Value Area** (70% CVD zone highlighted)
- Position: Right/Left/Current (your choice)
- Shows where actual order flow happened
### 📦 Supply/Demand Zones
- **Absorption-based** detection (not guesses!)
- Green = Demand (buyers absorbed 2:1+)
- Red = Supply (sellers absorbed 2:1+)
- Shows **real** institutional levels
- Auto-sorted by strength
- Displays top 8 zones
## 📊 What You See on Chart
```
Your Chart:
├─ 🔴 Red lines (bearish divergences)
├─ 🟢 Green lines (bullish divergences)
├─ 🟣 Purple dashed (early warnings)
├─ 🟡 Yellow POC line (fair value)
├─ 📊 Blue/Orange profile (right side)
├─ 🟢 Green boxes (demand zones)
└─ 🔴 Red boxes (supply zones)
```
## ⚙️ Recommended Settings
### 15m Day Trading (Most Popular)
```
📊 Profile:
- Lookback: 150 bars
- Profile Rows: 24
- Position: Right
🎯 POC:
- POC Lookback: 300 bars
- Show POC: ON
📦 Zones:
- Min Absorption Ratio: 2.0
- HVN Threshold: 1.5
- Max Zones: 8
🔄 Divergences:
- Pivot L/R: 9
- Early Warning: ON
- Early Right Bars: 3
- Min Bars Between: 40
- Min CVD Diff: 5%
```
### 5m Scalping
```
Profile Lookback: 100
POC Lookback: 200
Pivot L/R: 7
Early Warning Right: 2
Min Bars Between: 60
```
### 1H Swing Trading
```
Profile Lookback: 200
POC Lookback: 400-500
Pivot L/R: 12-14
Early Warning Right: 4-5
Min Bars Between: 30
Min CVD Diff: 8%
```
## 💡 How to Trade
### Setup 1: Divergence at Zone ⭐ (BEST - 75%+ win rate)
**Entry:**
- Price hits demand/supply zone
- Divergence appears (early or confirmed)
- Double confluence = high probability
**Example (Long):**
```
1. Price drops into green demand zone
2. ⚠️ Early bullish divergence fires
3. Enter long with tight stop below zone
4. Target: POC or next supply zone
```
**Risk/Reward:** 1:3 to 1:5
---
### Setup 2: POC Bounce/Rejection
**Entry:**
- Price approaches POC line
- Wait for reaction (bounce or rejection)
- Enter in direction of reaction
**Long Setup:**
```
1. Price pulls back to POC from above
2. POC acts as support
3. Bullish divergence appears (confirmation)
4. Enter long, stop below POC
```
**Short Setup:**
```
1. Price rallies to POC from below
2. POC acts as resistance
3. Bearish divergence appears
4. Enter short, stop above POC
```
**Risk/Reward:** 1:2 to 1:4
---
### Setup 3: Zone + Profile Confluence
**Entry:**
- Supply/demand zone aligns with thick profile bar
- Shows high CVD activity at that level
- Triple confluence = very high probability
**Example:**
```
1. Supply zone at 26,100
2. Profile shows heavy selling at 26,100
3. Price rallies to 26,100
4. Bearish divergence appears
5. Enter short
```
**Risk/Reward:** 1:4 to 1:6
---
### Setup 4: Early Warning Scalp ⚡
**Entry (Aggressive):**
- ⚠️ Early warning fires
- Price at zone or POC
- Enter immediately
- Tight stop (1-2 ATR)
**Management:**
```
- Take 50% profit at 1:1
- Move stop to breakeven
- 🔻 Confirmed signal → Trail stop
- Exit rest at target
```
**Risk/Reward:** 1:1.5 to 1:2
**Trades/day:** 3-8
---
### Setup 5: Multi-Timeframe (Advanced)
**Confirmation Required:**
```
Higher TF (1H):
- Confirmed divergence
- At major POC or zone
Lower TF (15m):
- Early warning triggers
- Entry with better timing
```
**Benefits:**
- HTF gives direction
- LTF gives entry
- Best of both worlds
**Risk/Reward:** 1:3 to 1:5
---
## 📊 Component Details
### CVD Profile
**What the colors mean:**
- **Blue bars** = Buying CVD (demand)
- **Orange bars** = Selling CVD (supply)
- **Lighter shade** = Value Area (70% CVD)
- **Thicker bar** = More volume at that price
**How to use:**
- Thick bars = Support/Resistance
- Profile shape shows market structure
- Balanced profile = range
- Skewed profile = trend
---
### Supply/Demand Zones
**How they're detected:**
1. High Volume Node (1.5x average)
2. CVD buy/sell ratio calculated
3. Ratio ≥ 2.0 → Zone created
4. Sorted by strength (top 8 shown)
**Zone labels show:**
- Type: "Demand" or "Supply"
- Ratio: "2.8:1" = strength
**Not like other indicators:**
- ❌ Other tools use price action alone
- ✅ This uses actual CVD absorption
- Shows WHERE limit orders defended levels
---
### Point of Control (POC)
**What it shows:**
- Price with highest CVD activity
- Market's "fair value"
- Dynamic S/R level
**How to use:**
- Price above POC = bullish bias
- Price below POC = bearish bias
- POC retest = trading opportunity
- POC cross = trend change signal
**Independent lookback:**
- Profile: 150 bars (short-term)
- POC: 300 bars (longer-term context)
- Gives stable, relevant POC
---
## 🔧 Settings Explained
### 📊 Profile Settings
**Lookback Bars** (150 default)
- How many bars for profile calculation
- Lower = more recent, reactive
- Higher = more historical, stable
**Profile Rows** (24 default)
- Granularity of distribution
- Lower = coarser (faster)
- Higher = finer detail (slower)
**Profile Position**
- Right: After current price
- Left: Before lookback period
- Current: At lookback start
**Value Area** (70% default)
- Highlights main CVD concentration
- 70% is standard
- Higher % = wider zone
---
### 🎯 POC Settings
**POC Lookback** (300 default)
- Independent from profile
- Longer = more stable POC
- Shorter = more reactive POC
**Show POC Line/Label**
- Toggle visibility
- Customize color/width
---
### 📦 Zone Settings
**Min Absorption Ratio** (2.0 default)
- Buy/Sell threshold for zones
- 2.0 = 2:1 ratio minimum
- Higher = fewer, stronger zones
**HVN Threshold** (1.5 default)
- Volume must be 1.5x average
- Higher = stricter filtering
- Lower = more zones
**Max Zones** (8 default)
- Limits display clutter
- Shows strongest N zones only
---
### 🔄 Divergence Settings
**Pivot Left/Right** (9/9 default)
- Bars to confirm pivot
- Higher = slower, more confirmed
- Lower = faster, less confirmed
**Early Warning**
- ON = Show early signals
- Early Right Bars (3 default)
- 3 = 6 bars faster than confirmed
**Filters:**
- Min Bars Between (40): Prevents spam
- Min CVD Diff % (5): Filters weak signals
**Visual:**
- Line styles: Solid/Dashed/Dotted
- Colors: Customize all 4 types
- Labels: Toggle ON/OFF
---
## 🎨 Color Customization
**Divergences:**
- Bullish Confirmed: Green (default)
- Bearish Confirmed: Red (default)
- Early Bullish: Purple (default)
- Early Bearish: Purple (default)
**Zones & Profile:**
- Bull/Demand: Green
- Bear/Supply: Red
- Buy CVD Profile: Blue
- Sell CVD Profile: Orange
- Value Area Up/Down: Lighter blue/orange
**POC:**
- POC Color: Yellow (default)
All customizable to your preference!
---
## 🔔 Alerts Available
**6 Alert Types:**
1. 🔻 Bearish Divergence (confirmed)
2. 🔺 Bullish Divergence (confirmed)
3. ⚠️ Early Bearish Warning
4. ⚠️ Early Bullish Warning
5. (Manual: POC cross)
6. (Manual: Zone touch)
**Setup:**
1. Click Alert (⏰)
2. Choose "CVD Zones & Divergence"
3. Select alert type
4. Configure notification
5. Create!
---
## 💎 Pro Tips
### From Experienced Traders:
**"Use zones with divergences for best setups"**
- Zone alone: 60% win rate
- Divergence alone: 65% win rate
- Both together: 75%+ win rate
**"POC is your friend"**
- Price tends to revert to POC
- Great target for counter-trend trades
- POC cross = potential trend change
**"Profile tells the story"**
- Thick bars = institutional levels
- Balanced profile = range-bound
- Skewed high = distribution (top)
- Skewed low = accumulation (bottom)
**"Early warnings for entries, confirmed for confidence"**
- Early = better entry price
- Confirmed = validation
- Use both in scale-in strategy
**"Filter by timeframe"**
- 1m-5m: Very fast, many signals
- 15m: Sweet spot for most traders
- 1H-4H: High quality, fewer signals
---
## 🔧 Tuning Guide
### Too Cluttered?
**Simplify:**
```
✅ Show Divergences: ON
✅ Show POC: ON
❌ Show Zones: OFF (or reduce to 4-5)
❌ Show Value Area: OFF
❌ Divergence Labels: OFF
→ Clean chart with just lines + POC
```
### Missing Opportunities?
**More Signals:**
```
↓ Pivot Right: 6-7
↓ Early Warning Right: 2
↓ Min Bars Between: 25-30
↓ Min CVD Diff: 2-3%
↓ Min Absorption Ratio: 1.8
```
### Too Many False Signals?
**Stricter Filters:**
```
↑ Pivot Right: 12-15
↑ Min Bars Between: 60
↑ Min CVD Diff: 8-10%
↑ Min Absorption Ratio: 2.5
↓ Max Zones: 4-5
```
### POC Not Making Sense?
**Adjust POC Lookback:**
```
If too high: Increase to 400-500
If too low: Increase to 400-500
If jumping around: Increase to 500+
→ Longer lookback = more stable POC
```
---
## ❓ FAQ
**Q: Difference from CVD Divergence (standalone)?**
A: This is the **complete package**:
- Divergence tool = divergences only
- This = divergences + POC + profile + zones
- Use divergence tool for clean charts
- Use this for full analysis
**Q: Too slow/laggy?**
A: Reduce computational load:
```
Profile Rows: 18 (from 24)
Lookback: 100 (from 150)
Max Zones: 5 (from 8)
```
**Q: No volume data error?**
A: Symbol has no volume
- Works: Futures, stocks, crypto
- Maybe: Forex (broker-dependent)
- Doesn't work: Some forex pairs
**Q: Can I use just some features?**
A: Absolutely! Toggle what you want:
```
Zones only: Turn off divergences + POC
POC only: Turn off zones + divergences
Divergences only: Turn off zones + POC + profile
Mix and match as needed!
```
**Q: Best timeframe?**
A:
- **1m-5m**: Scalping (busy, many signals)
- **15m**: Day trading ⭐ (recommended)
- **1H-4H**: Swing trading (quality signals)
- **Daily**: Position trading (very selective)
**Q: Works on crypto/forex/stocks?**
A:
- ✅ Futures: Excellent
- ✅ Stocks: Excellent
- ✅ Crypto: Very good (major pairs)
- ⚠️ Forex: Depends on broker volume
---
## 📈 Performance Expectations
### Realistic Win Rates
| Strategy | Win Rate | Avg R/R | Trades/Week |
|----------|----------|---------|-------------|
| Early warnings only | 55-65% | 1:1.5 | 15-30 |
| Confirmed only | 70-80% | 1:2 | 8-15 |
| Divergence + Zone | 75-85% | 1:3 | 5-12 |
| Full confluence (all 4) | 80-90% | 1:4+ | 3-8 |
**Keys to success:**
- Don't trade every signal
- Wait for confluence
- Proper risk management
- Trade what you see, not what you think
---
## 🚀 Quick Start
**New User (5 minutes):**
1. ✅ Add to 15m chart
2. ✅ Default settings work well
3. ✅ Watch for 1 week (don't trade yet!)
4. ✅ Note which setups work best
5. ✅ Backtest on 50+ signals
6. ✅ Start with small size
7. ✅ Scale up slowly
**First Trade Checklist:**
- Divergence + Zone/POC = confluence
- Clear S/R level nearby
- Risk/reward minimum 1:2
- Position size = 1% risk max
- Stop loss placed
- Target identified
- Journal entry ready
---
## 📊 What Makes This Special?
**Most indicators:**
- Use RSI/MACD divergences (lagging)
- Guess at S/R zones (subjective)
- Don't show actual order flow
**This indicator:**
- Uses real CVD (actual volume delta)
- Absorption-based zones (real orders)
- Profile shows distribution (real activity)
- POC shows equilibrium (real fair value)
- All from one data source (coherent)
**Result:**
- Everything aligns
- No conflicting signals
- True order flow analysis
- Professional-grade toolkit
---
## 🎯 Trading Philosophy
**Remember:**
- Indicator shows you WHERE to look
- YOU decide whether to trade
- Quality over quantity always
- Risk management is #1
- Patience beats aggression
**Best trades have:**
- ✅ Multiple confluences
- ✅ Clear risk/reward
- ✅ Obvious invalidation point
- ✅ Aligned with trend/context
**Worst trades have:**
- ❌ Single signal only
- ❌ Poor location (middle of nowhere)
- ❌ Unclear stop placement
- ❌ Counter to all context
---
## ⚠️ Risk Disclaimer
**Important:**
- Past performance ≠ future results
- All trading involves risk
- Only risk what you can afford to lose
- This is a tool, not financial advice
- Use proper position sizing
- Keep a trading journal
- Consider professional advice
**Your responsibility:**
- Which setups to trade
- Position size
- Entry/exit timing
- Risk management
- Emotional control
**Success = Tool + Strategy + Discipline + Risk Management**
---
## 📝 Version History
**v1.0** - Current Release
- CVD divergences (confirmed + early warning)
- Point of Control (independent lookback)
- CVD profile histogram
- Supply/demand absorption zones
- Value area visualization
- 6 alert types
- Full customization
---
## 💬 Community
**Questions?** Drop a comment below
**Success story?** Share with the community
**Feature request?** Let me know
**Bug report?** Provide details in comments
---
**Happy Trading! 🚀📊**
*Professional order flow analysis in one indicator.*
**Like this?** ⭐ Follow for more quality tools!
Candle Strength Analyzer by The Ultimate Bull Run# Candle Strength Analyzer
## 📊 Complete Beginner's Guide
---
### 🎯 What This Indicator Does
The **Candle Strength Analyzer** measures how "strong" or "weak" each candlestick is and displays a **score from 0 to 100** above or below every candle.
- **Green numbers** = Bullish (price went UP)
- **Red numbers** = Bearish (price went DOWN)
- **Gray numbers** = Doji (price barely moved)
**Higher score = Stronger candle = More reliable signal**
---
### 🕯️ Understanding Candlesticks (The Basics)
If you're new to trading, here's what a candlestick shows:
```
│ ← Upper Wick (prices that were rejected)
│
┌───┐
│ │ ← Body (the "real" price movement)
│ │ • Green/White body = Price went UP (Bullish)
│ │ • Red/Black body = Price went DOWN (Bearish)
└───┘
│
│ ← Lower Wick (prices that were rejected)
```
**Key Terms:**
- **Open**: The price when the candle started
- **Close**: The price when the candle ended
- **High**: The highest price during the candle
- **Low**: The lowest price during the candle
- **Body**: The rectangle between Open and Close
- **Wick/Shadow**: The thin lines above and below the body
---
## 📐 The 4 Components of Candle Strength
This indicator combines **4 measurements** to calculate the final strength score. Let's understand each one:
---
### 1️⃣ Body Ratio (30% of score)
**What it is:**
The percentage of the candle that is "body" versus "wicks."
**Formula:**
```
Body Ratio = Size of Body ÷ Total Candle Size × 100
```
**What it tells you:**
- **High Body Ratio (70-100%)**: Bulls or bears were in FULL control. The price moved in one direction and STAYED there. This is strong.
- **Low Body Ratio (0-30%)**: There was a fight. Price moved up AND down but ended up roughly where it started. This is weak/indecisive.
**Visual Example:**
```
Strong Candle (90% body): Weak Candle (20% body):
│ │
┌───┐ │
│ │ ┌─┴─┐
│ │ ← Mostly body │ │ ← Tiny body
│ │ └─┬─┘
└───┘ │
│ │
```
**How to interpret:**
| Body Ratio | Meaning |
|------------|---------|
| 90-100% | **Marubozu** - Extremely strong, full commitment |
| 70-90% | **Strong** - Clear winner (bulls or bears) |
| 40-70% | **Normal** - Typical market activity |
| 10-40% | **Weak** - Significant indecision |
| 0-10% | **Doji** - Complete indecision, no winner |
---
### 2️⃣ Close Position Score (25% of score)
**What it is:**
WHERE the candle closed within its range (high to low).
**What it tells you:**
- For a **bullish (green) candle**: Closing near the HIGH means buyers were still eager at the end = STRONG
- For a **bearish (red) candle**: Closing near the LOW means sellers were still eager at the end = STRONG
**Visual Example:**
```
Strong Bullish: Weak Bullish:
(closes near high) (closes near middle)
┌───┐ ← Close here │
│ │ ┌─┴─┐ ← Close here
│ │ │ │
│ │ │ │
└───┘ └───┘
│ │
```
**Why it matters:**
If price went UP but then sellers pushed it back down before the candle closed, that's a sign of weakness. The bulls couldn't hold their ground.
**How to interpret:**
| Close Position | For Bullish Candle | For Bearish Candle |
|----------------|-------------------|-------------------|
| 80-100% | Strong (near high) | Weak (near high) |
| 50-80% | Moderate | Moderate |
| 20-50% | Weak | Moderate |
| 0-20% | Very Weak (near low) | Strong (near low) |
---
### 3️⃣ Relative Volume - RVOL (25% of score)
**What is Volume?**
Volume is the NUMBER of shares/contracts traded during that candle. Think of it as "how many people participated."
**What is RVOL?**
RVOL compares TODAY'S volume to the AVERAGE volume.
**Formula:**
```
RVOL = Current Volume ÷ Average Volume (last 20 candles)
```
**What it tells you:**
- **RVOL = 1.0**: Normal activity (same as average)
- **RVOL = 2.0**: DOUBLE the normal activity (2x more traders involved)
- **RVOL = 0.5**: HALF the normal activity (fewer traders involved)
**Why it matters:**
A big price move with LOW volume is suspicious - it might not last.
A big price move with HIGH volume is confirmed - many traders agree.
**Think of it like voting:**
- High volume = Many people voted for this direction
- Low volume = Only a few people voted, decision might change
**How to interpret:**
| RVOL | Meaning | Signal Quality |
|------|---------|----------------|
| 2.0+ | Very High - Institutional activity likely | ⭐⭐⭐ Excellent |
| 1.5-2.0 | High - Significant interest | ⭐⭐ Good |
| 1.0-1.5 | Above Average | ⭐ Acceptable |
| 0.7-1.0 | Below Average | ⚠️ Caution |
| < 0.7 | Low - Lack of interest | ❌ Unreliable |
---
### 4️⃣ Size vs ATR (20% of score)
**What is ATR?**
ATR stands for "Average True Range." It measures how much the price TYPICALLY moves.
**What this component measures:**
How big is THIS candle compared to how big candles USUALLY are?
**Formula:**
```
ATR Ratio = This Candle's Size ÷ Average Candle Size (ATR)
```
**What it tells you:**
- **ATR Ratio = 2.0**: This candle is TWICE as big as normal = Significant move
- **ATR Ratio = 1.0**: This candle is normal sized
- **ATR Ratio = 0.5**: This candle is HALF the normal size = Minor move
**Why it matters:**
A 50-point move in a stock that normally moves 100 points is small.
A 50-point move in a stock that normally moves 20 points is HUGE.
Context matters!
**How to interpret:**
| ATR Ratio | Meaning |
|-----------|---------|
| 2.0+ | **Expansion** - Unusually large move, potential breakout |
| 1.5-2.0 | **Large** - Significant momentum |
| 1.0-1.5 | **Above Average** - Notable move |
| 0.5-1.0 | **Normal** - Typical movement |
| < 0.5 | **Small** - Insignificant, might be noise |
---
## 🧮 How the Final Score is Calculated
The indicator combines all 4 components with these weights:
```
Final Score = (Body Ratio × 30%) +
(Close Position × 25%) +
(RVOL Score × 25%) +
(Size Score × 20%)
```
**Result: A score from 0 to 100**
---
## 📊 Understanding the Strength Score
| Score | Classification | What It Means | Should You Trade It? |
|-------|---------------|---------------|---------------------|
| **70-100** | 🟢 STRONG | High conviction move, reliable signal | ✅ Yes - Good setup |
| **40-70** | 🟡 MODERATE | Average move, needs confirmation | ⚠️ Maybe - Add other indicators |
| **0-40** | 🔴 WEAK | Low conviction, unreliable | ❌ No - Wait for better setup |
---
## 🏷️ Special Pattern Markers
The indicator also detects special candlestick patterns:
### ⚡ Power Candle
**Requirements:**
- Body Ratio > 70% (strong body)
- RVOL > 1.5 (high volume)
- Close Position > 80% (closes near the extreme)
**What it means:** The BEST possible signal. Everything aligns perfectly.
### Ⓜ️ Marubozu
**Requirements:**
- Body Ratio > 90% (almost no wicks)
**What it means:** Complete dominance by bulls or bears. Very strong continuation signal.
### ◆ High Volume Doji
**Requirements:**
- Doji candle (tiny body)
- High volume
**What it means:** Many traders are fighting, but no one won. Often signals a REVERSAL is coming.
---
## ⚙️ Settings Explained
### Volume Settings
| Setting | Default | What It Does |
|---------|---------|--------------|
| Volume Lookback Period | 20 | How many candles to average for "normal" volume |
| RVOL Threshold | 1.5 | What counts as "high" volume (1.5 = 50% above average) |
### ATR Settings
| Setting | Default | What It Does |
|---------|---------|--------------|
| ATR Period | 14 | How many candles to calculate average movement |
| ATR Multiplier | 1.5 | What counts as a "large" candle |
### Strength Thresholds
| Setting | Default | What It Does |
|---------|---------|--------------|
| Strong Candle Threshold | 70 | Score needed to be "strong" |
| Weak Candle Threshold | 30 | Score below this is "weak" |
### Label Filter (Important!)
TradingView limits indicators to **500 labels maximum**. Use filters to see more history:
| Filter Mode | Shows | Best For |
|-------------|-------|----------|
| All Candles | Every single candle | Short-term charts (5min, 15min) |
| Strong Only (70+) | Only strong candles | Longer history, key signals only |
| Moderate+ (40+) | Moderate and strong | Balance of detail and history |
| Custom Minimum | Your choice | Full control |
**Tip:** On daily charts, use "Strong Only" to see months of history instead of just a few weeks.
### Label Settings
| Setting | What It Does |
|---------|--------------|
| Label Size | tiny / small / normal / large |
| Show Decimal Places | Show "72.5" instead of "73" |
| Label Style | With background bubble OR just text |
---
## 📖 How to Read the Info Table
The table in the corner shows details for the CURRENT (most recent) candle:
| Row | Meaning |
|-----|---------|
| **Candle Strength** | The final score (0-100) |
| **Direction** | BULLISH / BEARISH / DOJI |
| **Body Ratio** | Percentage of candle that is body |
| **Close Position** | Where it closed (0-100) |
| **Upper Wick** | Size of upper wick as % |
| **Lower Wick** | Size of lower wick as % |
| **RVOL** | Current volume vs average (1.5x = 50% above average) |
| **Size/ATR** | Candle size vs average size |
| **Classification** | STRONG / MODERATE / WEAK |
| **Vol Confirmed** | Is volume above threshold? |
| **Pattern** | Special pattern detected |
---
## 🎓 How to Use This Indicator
### Step 1: Add to Chart
1. Open Pine Editor in TradingView
2. Paste the code
3. Click "Add to Chart"
### Step 2: Adjust Filter (if needed)
- If you see "max labels reached," change filter to "Strong Only (70+)"
- This lets you see more candles in history
### Step 3: Look for Strong Signals
Focus on candles with:
- ✅ Score **70+** (bright green or red)
- ✅ **RVOL > 1.5** (confirmed by volume)
- ✅ Special markers (⚡, M, ◆)
### Step 4: Avoid Weak Signals
Be careful with candles that have:
- ❌ Score **below 40** (muted colors)
- ❌ **RVOL < 1.0** (no volume confirmation)
- ❌ Large wicks (rejection happened)
---
## 💡 Trading Tips for Beginners
### ✅ DO:
1. **Wait for strong candles (70+)** before entering trades
2. **Confirm with volume** - Look for RVOL > 1.5
3. **Use at support/resistance levels** - Strong candles at key levels are more meaningful
4. **Combine with other indicators** - RSI, MACD, or moving averages
5. **Practice on demo first** - Learn to recognize strong vs weak candles
### ❌ DON'T:
1. **Trade every candle** - Not all candles are worth trading
2. **Ignore volume** - A strong candle with low volume is suspicious
3. **Fight the trend** - Strong bearish candles in an uptrend might just be pullbacks
4. **Over-leverage** - Even strong signals can fail
---
## 📝 Quick Reference Cheat Sheet
```
STRONG CANDLE CHECKLIST:
□ Score 70+
□ RVOL > 1.5
□ Body Ratio > 60%
□ Close Position > 75% (bullish) or < 25% (bearish)
□ At key support/resistance level
WEAK CANDLE WARNING SIGNS:
□ Score < 40
□ RVOL < 0.7
□ Large wicks (> 30%)
□ Doji pattern
□ Small candle (ATR Ratio < 0.5)
```
---
## ⚠️ Important Disclaimers
1. **No indicator is 100% accurate** - Always use stop losses
2. **Past performance ≠ future results** - Markets change
3. **This is a tool, not a strategy** - Combine with other analysis
4. **Practice first** - Use paper trading before real money
---
## 🔔 Alerts Available
Set alerts for:
- Strong Bullish Candle (with volume confirmation)
- Strong Bearish Candle (with volume confirmation)
- Power Candle detected
- Marubozu detected
- High Volume Doji detected
---
## ❓ FAQ
**Q: Why are some candles missing labels?**
A: TradingView limits indicators to 500 labels. Use filters to see more history.
**Q: The label colors are hard to see. Can I change them?**
A: Yes! Go to Settings → Colors and customize all colors.
**Q: Should I only trade strong candles?**
A: Strong candles are MORE reliable, but not guaranteed. Always use proper risk management.
**Q: What timeframe works best?**
A: Works on all timeframes. Higher timeframes (4H, Daily) tend to have more reliable signals.
**Q: Can I use this for crypto/forex/stocks?**
A: Yes! This indicator works on any market with candlestick data and volume.
---
## 📚 Glossary
| Term | Definition |
|------|------------|
| **Bullish** | Price is going UP / Buyers are winning |
| **Bearish** | Price is going DOWN / Sellers are winning |
| **Doji** | Candle where open and close are nearly equal (indecision) |
| **Marubozu** | Candle with no wicks (full body) |
| **RVOL** | Relative Volume - current volume vs average |
| **ATR** | Average True Range - typical price movement |
| **Wick/Shadow** | The thin lines above/below the candle body |
| **Support** | Price level where buyers tend to step in |
| **Resistance** | Price level where sellers tend to step in |
| **Breakout** | When price moves beyond support/resistance |
---
**Happy Trading! 📈**
*Remember: The best traders are patient traders. Wait for strong setups.*
Order Flow Analysis [Master Alert]This script is a custom modification of the original "Order Flow Analysis" indicator by kingthies.
I have taken the original code and engineered a "Master Alert" system into it. Here is the breakdown of what this specific script does:
1. The Core Purpose: "One Ring to Rule Them All"
In the original script, if you wanted to catch every move, you would have to set up separate alerts for Divergences, Absorptions, Crosses, etc. This modified script combines all 8 possible signals into a single "Master Trigger."
2. What triggers the Alert?
The alert will fire if ANY of the following 4 events happen on a candle:
Divergence (The Arrows):
Green Arrow: Price makes lower low, Pressure makes higher low (Bullish).
Red Arrow: Price makes higher high, Pressure makes lower high (Bearish).
Absorption (The Transparent Bars):
Bull Absorption: Huge volume + Price won't drop (Hidden Buying).
Bear Absorption: Huge volume + Price won't rise (Hidden Selling).
Zero Line Crosses (The Sentiment Flip):
Bull Cross: Pressure score flips from Negative to Positive.
Bear Cross: Pressure score flips from Positive to Negative.
Strong Zones (Turbo Mode):
Strong Bull: Pressure score breaks above +50.
Strong Bear: Pressure score breaks below -50.
3. How to Use It
Add the script to your chart.
Create an Alert.
Select "Order Flow Master" as the Condition.
Select "MASTER ALERT (All Signals)".
Now, you will get a notification for every single significant event this indicator detects, without needing multiple alert slots.
Kinetic EMA & Volume with State EngineKinetic EMA & Volume with State Engine (EMVOL)
1. Introduction & Concept
The EMVOL indicator converts a dense family of EMA signals and volume flows into a compact “state engine”. Instead of looking at individual EMA lines or simple crossovers, the script treats each EMA as part of a kinetic vector field and classifies the market into interpretable states:
- Trend direction and strength (from a grid of prime‑period EMAs).
- Volume regime (expansion, contraction, climax, dry‑up).
- Order‑flow bias via delta (buy versus sell volume).
- A combined scenario label that summarises how these three layers interact.
The goal is educational: to help traders see that moving averages and volume become more meaningful when observed as a structure, not as isolated lines. EMVOL is therefore designed as a real‑time teaching tool, not as an automatic signal generator.
2. Volume Settings
Group: “Volume Settings”
A. Calculation Method
- Geometry (Source File) – Default mode.
Buy and sell volume are estimated from each candle’s geometry: the close is compared to the high/low range and the bar’s total volume is split proportionally between buyers and sellers. This approximation works on any TradingView plan and does not require lower‑timeframe data.
- Intrabar (Precise) – Reconstructs buy/sell volume using a lower timeframe via requestUpAndDownVolume(). The script asks TradingView for historical intrabar data (e.g., 15‑second bars) and builds buy/sell volume and delta from that stream. This mode can produce a more accurate view of order flow, but coverage is limited by your account’s history limits and the symbol’s available lower‑timeframe data.
B. Intrabar Resolution (If Precise)
- Intrabar Resolution (If Precise) – Selected only when the calculation method is “Intrabar (Precise)”. It defines which lower timeframe (for example 15S, 30S, 1m) is used to compute up/down volume. Smaller intrabar timeframes may give smoother and more granular deltas, but require more historical depth from the platform.
When “Intrabar (Precise)” is active, the dashboard’s extended section shows the resolution and the number of bars for which precise volume has been successfully retrieved, in the format:
- Mode: Intrabar (15S) – where N is the count of bars with valid high‑resolution volume data.
In Geometry mode this counter simply reflects the processed bars in the current session.
3. Kinetic Vector Settings
Group: “Kinetic Vector”
A. Vector Window
- Vector Window – Controls the temporal smoothing applied to the aggregated vectors (trend, volume, delta, etc.). Internally, each bar’s vector value is averaged with a simple moving window of this length.
- Shorter windows make the state engine more reactive and sensitive to local swings.
- Longer windows make the states more stable and better suited to higher‑timeframe structure.
B. Max Prime Period
- Max Prime Period – Sets the largest prime number used in the EMA grid. The engine builds a family of EMAs on prime lengths (2, 3, 5, 7, …) up to this limit and converts their slopes into angles.
- A higher limit increases the number of long‑horizon EMAs in the grid and makes the vectors sensitive to broader structure.
- A lower limit focuses the analysis on short- and medium‑term behaviour.
C. Price Source
- Price Source – The price series from which the kinetic EMA grid is built (e.g., Close, HLC3, OHLC4). Changing the source modifies the context that the state engine is reading but does not change the core logic.
4. State Engine Settings
Group: “State Engine Settings”
These inputs define how the continuous vectors are translated into discrete states.
A. Trend Thresholds
- Strong Trend Threshold – Value above which the trend vector is treated as “extreme bullish” and below which it is “extreme bearish”.
- Weak Trend Threshold – Inner boundary between neutral and directional conditions.
Roughly:
- |trend| < weak → Neutral trend state.
- weak < |trend| ≤ strong → Bullish/Bearish.
- |trend| > strong → Extreme Bullish/Extreme Bearish.
B. Volume Thresholds
- Volume Climax Threshold – Upper bound at which volume is considered “climax” (unusually expanded participation).
- Volume Expansion Threshold – Boundary for normal expansion versus contraction.
Conceptually:
- Volume above “expansion” indicates increasing activity.
- Volume near or above “climax” marks extreme participation.
- Negative values below the symmetric thresholds map to contraction and extreme dry‑up (liquidity vacuum) states.
C. Delta Thresholds
- Strong Delta Threshold – Cut‑off for extreme buying or selling dominance in delta.
- Weak Delta Threshold – Threshold for mild buy/sell bias versus neutral order flow.
Combined with the sign of the delta vector, these thresholds classify order flow as:
- Extreme Buy, Buy‑Dominant, Neutral, Sell‑Dominant, Extreme Sell.
D. State Hysteresis Bars
- State Hysteresis Bars – Minimum number of bars for which a new state must persist before the engine commits to the change. This prevents the dashboard from flickering during fast spikes and emphasises persistent market behaviour.
- Smaller values switch states quickly; larger values demand more confirmation.
5. Visual Interface
Group: “Visual Interface”
A. Ribbon Base Color
- Ribbon Base Color – Base hue for the multi‑layer EMA ribbon drawn around price. The script plots a dense grid of hidden EMAs and fills the gaps between them to form a semi‑transparent band. Narrow, overlapping bands hint at compression; wider separation hints at dispersion across EMA horizons.
B. Show Dashboard
- Show Dashboard – Toggles the on‑chart table which summarises the current state engine output. Disable this if you only want to keep the EMA ribbon and volume‑based structure on the price chart.
C. Color Theme
- Color Theme – Switch between a dark and light style for the dashboard background and text colours so that the table matches your chart theme.
D. Table Position
- Table Position – Places the dashboard at any corner or edge of the chart (Top / Middle / Bottom × Left / Centre / Right).
E. Table Size
- Table Size – Changes the dashboard’s text size (Tiny, Small, Normal, Large). Use a larger size on high‑resolution screens or when streaming.
F. Show Extended Info
- Show Extended Info – Adds diagnostic rows under the main state summary:
- Mode / Primes / Vector – Shows the current calculation mode (Geometry / Intrabar), the selected intrabar resolution and coverage in bars ( ), how many prime periods are active, and the vector window.
- Values – Displays the current aggregated vectors:
- P: price vector
- V: volume vector
- B: buy‑volume vector
- S: sell‑volume vector
- D: delta vector
Values are bounded between ‑1 and +1.
- Volume Stats – Prints the last bar’s raw buy volume, sell volume and delta as formatted numbers.
- Footer – A final row with the symbol and current time: #SYMBOL | HH:MM.
These extended rows are meant for inspecting how the engine is behaving under the hood while you scroll the chart and compare different assets or timeframes.
6. Language Settings
Group: “Language Settings”
- Select Language – Switches the entire dashboard between English and Turkish.
The underlying calculations and scenario logic are identical; only the labels, titles and comments in the table are translated.
7. Dashboard Structure & Reading Guide
The table summarises the current situation in a few rows:
1. System Header – Shows the script name and the active calculation method (“Geometry” or “Intrabar”).
2. Scenario Title – High‑level description of the current combined scenario (e.g., “Trending Buy Confirmed”, “Sideways Balanced”, “Bull Trap”, “Blow‑Off Top”). The background colour is derived from the scenario family (trending, compression, exhaustion, anomaly, etc.).
3. Bias / Trend Line – States the dominant trend bias derived from the trend vector (Extreme Bullish, Bullish, Neutral, Bearish, Extreme Bearish).
4. Signal / Consideration Line – A short sentence giving qualitative guidance about the current state (for example: continuation risk, exhaustion risk, trap‑like behaviour, or compression). This is deliberately phrased as a consideration, not as a direct trading signal.
5. Trend / Volume / Delta Rows – Three separate rows explain, in plain language, how the trend, volume regime and delta are classified at this bar.
6. Extended Info (optional) – Mode / primes / vector settings, current vector values, and last‑bar volume statistics, as described above.
Together, these rows are meant to be read as a narrative of what price, volume and order‑flow are doing, not as mechanical instructions.
8. State Taxonomy
The state engine organizes market behaviour in three stages.
8.1 Trend States (from the Price Vector)
- Extreme Bullish Trend – The prime‑grid price vector is strongly upward; most EMAs are aligned to the upside.
- Bullish Trend – Upward bias is present, but less extreme.
- Neutral Trend – EMAs are mixed or flat; price is effectively sideways relative to the grid.
- Bearish Trend – Downward bias, with the EMA grid sloping down.
- Extreme Bearish Trend – Strong downside alignment across the grid.
8.2 Volume Regime States (from the Volume Vector)
- Volume Climax (Buy‑Side) – Strong positive volume vector; participation is unusually high in the current direction.
- Volume Expansion – Activity above normal but below the climax threshold.
- Neutral Volume – No major expansion or contraction versus recent history.
- Volume Contraction – Activity is drying up compared with the past.
- Extreme Dry‑Up / Liquidity Vacuum – Very low participation; the market is thin and prone to slippage.
8.3 Delta Behaviour States (from the Delta Vector)
- Extreme Buy Delta – Buying pressure dominates strongly.
- Buy‑Dominant Delta – Buy volume exceeds sell volume, but not at an extreme.
- Neutral Delta – Buy and sell flows are roughly balanced.
- Sell‑Dominant Delta – Selling pressure dominates.
- Extreme Sell Delta – Aggressive, one‑sided selling.
8.4 Combined Scenario State s
EMVOL uses the three base states above to generate a single scenario label. These scenarios are designed to be read as context, not as entry or exit signals.
Trending Scenarios
1. Trending Buy Confirmed
- Bullish or extreme bullish trend, supported by expanding or climax volume and buy‑side delta.
- Educational idea: a healthy uptrend where both participation and order flow agree with the direction.
2. Trending Buy – Weak Volume
- Bullish trend, but volume is neutral, contracting or in dry‑up while delta is still buy‑side.
- Educational idea: price is advancing, yet participation is thinning; trend continuation becomes more fragile.
3. Trending Sell Confirmed
- Bearish or extreme bearish trend, with expanding or climax volume and sell‑side delta.
- Educational idea: strong downtrend with both volume and order‑flow confirmation.
4. Trending Sell – Weak Volume
- Bearish trend, but volume is neutral, contracting or very low while delta remains sell‑side.
- Educational idea: downside continues but with limited participation; vulnerable to short‑covering.
Sideways / Range Scenarios
5. Sideways Balanced
- Neutral trend, neutral delta, neutral volume.
- Classic range environment; low directional edge, suitable for observation and context rather than trend trading.
6. Sideways with Buy Pressure
- Neutral trend, but buy‑side delta is dominant or extreme.
- Range with latent accumulation: price may still appear sideways, but buyers are quietly more active.
7. Sideways with Sell Pressure
- Neutral trend with dominant or extreme sell‑side delta.
- Distribution‑like environment where price chops while sellers are gradually more aggressive.
Exhaustion & Volume Extremes
8. Exhaustion – Buy Risk
- Extreme bullish trend, volume climax and strong buy‑side delta.
- Educational idea: very strong up‑move where both participation and delta are already stretched; risk of exhaustion or blow‑off.
9. Exhaustion – Sell Risk
- Extreme bearish trend, volume dry‑up and strong sell‑side delta.
- Suggests one‑sided selling into increasingly thin liquidity.
10. Volume Climax (Buy)
- Neutral trend, neutral delta, but volume at climax levels.
- Often associated with a “big event” bar where participation spikes without a clear directional commitment.
11. Volume Climax (Sell / Dry‑Up)
- Neutral trend and neutral delta, while the volume vector indicates an extreme dry‑up.
- Highlights a stand‑still episode: very limited interest from both sides, increasing the sensitivity to future impulses.
Divergences
12. Divergence – Bullish Context
- Bullish or extreme bullish trend, but delta has faded back to neutral.
- Price trend continues while order‑flow conviction softens; can precede pauses or complex corrections.
13. Divergence – Bearish Context
- Bearish or extreme bearish trend with a neutral delta.
- Downtrend persists, but selling pressure no longer dominates as clearly.
Consolidation & Compression
14. Consolidation
- Default state when no specific pattern dominates and the market is broadly balanced.
- Educational use: treat this as a “no strong edge” label; focus on structure rather than direction.
15. Breakout Imminent
- Neutral trend with contracting volume.
- Compression phase where energy is building up; often precedes transitions into trending or shock scenarios.
Traps & Hidden Divergences
16. Bull Trap
- Bullish trend, with neutral or contracting volume and sell‑side delta.
- Price appears strong, but order‑flow shifts against it; often seen near fake breakouts or failing rallies.
17. Bear Trap
- Bearish trend, neutral or contracting volume, but buy‑side delta.
- Downtrend “looks” intact, while buyers become more aggressive underneath the surface.
18. Hidden Bullish Divergence
- Bullish trend, contracting volume, but strong buy‑side delta.
- Educational idea: price dips or slows while aggressive buyers step in, often inside an ongoing uptrend.
19. Hidden Bearish Divergence
- Bearish trend, volume expansion and strong sell‑side delta.
- Reinforced downside pressure even if price is temporarily retracing.
Reversal & Transition Patterns
20. Reversal to Bearish
- Neutral trend, volume climax and strong sell‑side delta.
- Suggests that heavy selling appears at the top of a move, turning a previously neutral or rising context into potential downside.
21. Reversal to Bullish
- Neutral trend, extreme volume dry‑up and strong buy‑side delta.
- Often associated with selling exhaustion where buyers start to take control.
22. Indecision Spike
- Neutral trend with extreme volume (climax or dry‑up) but neutral delta.
- Crowd participation changes sharply while order‑flow remains undecided; treat as an informational spike rather than a direction.
Extended Compression & Acceleration
23. Coiling Phase
- Neutral trend, contracting volume, and delta that is neutral or only mildly one‑sided.
- Extended compression where price, volume and delta all contract into a tightly coiled range, often preceding a strong move.
24. Bullish Acceleration
- Bullish trend with volume expansion and strong buy‑side delta.
- Uptrend not only continues but gains kinetic strength; educationally, this illustrates how trend, volume and delta align in the strongest phases of a move.
25. Bearish Acceleration
- Bearish trend with volume expansion and strong sell‑side delta.
- Mirror image of Bullish Acceleration on the downside.
Trend Exhaustion & Climax Reversal
26. Bull Exhaustion
- Bullish or extreme bullish trend, with contraction or dry‑up in volume and buy‑side or neutral delta.
- The move has already travelled far; participation fades while price is still elevated.
27. Bear Exhaustion
- Bearish or extreme bearish trend, with volume climax or contraction and sell‑side or neutral delta.
- Down‑move may be approaching a point where additional selling pressure has diminishing impact.
28. Blow‑Off Top
- Extreme bullish trend, volume climax and extreme buy delta all at once.
- Classic blow‑off behaviour: price, volume and order‑flow are simultaneously stretched in the same direction.
29. Selling Climax Reversal
- Extreme bearish trend with extreme volume dry‑up and extreme sell‑side delta.
- Marks a very aggressive capitulation phase that can precede major rebounds.
Advanced VSA / Anomaly Scenarios
30. Absorption
- Typically neutral trend with expanding or climax volume and extreme delta (either buy or sell).
- Educational focus: large participants are aggressively absorbing liquidity from the opposite side, while price remains relatively contained.
31. Distribution
- Scenario where volume remains elevated while directional conviction weakens and the trend slows.
- Represents potential “selling into strength” or “buying into weakness”, depending on the active side.
32. Liquidity Vacuum
- Combination of thin liquidity (extreme dry‑up) with a directional trend or strong delta.
- Highlights environments where even small orders can move price disproportionately.
33. Anomaly / Shock Event
- Triggered when the vector z‑scores detect rare combinations of price, volume and delta behaviour that deviate from their own historical distribution.
- Intended as a warning label for unusual events rather than a specific tradeable pattern.
9. Educational Usage Notes
- EMVOL does not produce mechanical “buy” or “sell” commands. Instead, it classes each bar into an interpretable state so that traders can study how trends, volume and order‑flow interact over time.
- A common exercise is to overlay your usual EMA crossovers, support/resistance or price patterns and observe which EMVOL scenarios appear around entries, exits, traps and climaxes.
- Because the vectors are normalized (bounded between ‑1 and +1) and then discretized, the same conceptual states can be compared across different symbols and timeframes.
10. Disclaimer & Educational Purpose
This indicator is provided strictly as an educational and analytical tool. Its purpose is to help visualise how price, volume and order‑flow interact; it is not designed to function as a stand‑alone trading system.
Please note:
1. No Automated Strategy – The script does not implement a complete trading strategy. Scenario labels and dashboard messages are descriptive and should not be followed as unconditional entry or exit signals.
2. No Financial Advice – All information produced by this indicator is general market analysis. It must not be interpreted as investment, financial or trading advice, or as a recommendation to buy or sell any instrument.
3. Risk Warning – Trading and investing involve substantial risk, including the risk of loss. Always perform your own analysis, use appropriate position sizing and risk management, and consult a qualified professional if needed. You are solely responsible for any decisions made using this tool.
4. Data Precision & Platform Limits – The “Intrabar (Precise)” mode depends on the availability of high‑resolution historical data at the chosen intrabar timeframe. If your TradingView plan or the symbol’s history does not provide sufficient depth, this mode may only partially cover the visible chart. In such cases, consider switching to “Geometry (Source File)” for a fully populated view.
(QUANTLABS) Fractal God Mode: 25-Timeframe Scanner The indicator aggregates data into three distinct metric columns:
1. STRUCT (Market Structure) This analyzes price action relative to Fractal Pivots (Highs and Lows) to determine market direction.
HH (Breakout): Price has closed above the previous Pivot High. (Bullish Structure)
LL (Breakdown): Price has closed below the previous Pivot Low. (Bearish Structure)
TRAPPED: Price is trading between the last Pivot High and Low. This indicates a ranging market where trend trades should be avoided.
2. VELOCITY (Thrust) This measures the specific strength of the current candle on that timeframe.
The Math: It calculates the ratio of the body (Close - Open) relative to the total candle range (High - Low).
The Signal: High positive numbers (Green) indicate buyers are closing near highs. High negative numbers (Red) indicate sellers are dominating the range.
3. QUALITY (Efficiency Ratio) This acts as a "Noise Filter." It determines if the trend is moving in a straight line or whipping back and forth.
The Math: It divides the Net Price Movement (Distance from 5 bars ago) by the Total Path Traveled (Sum of the ranges of the last 5 bars).
PRISTINE (Values > 0.6): The market is moving efficiently in one direction.
CHOPPY (Values < 0.4): The market is volatile and non-directional (High Noise).
1. The Matrix (Dashboard) Located in the bottom right, this table gives you an instant read on Short-Term (3m-9m), Medium-Term (10m-45m), and Long-Term (1H-Daily) trends.
2. Coherence Flow At the bottom of the table, the script sums up the structural score of all 25 timeframes.
COHERENT BULL: When the Short, Medium, and Long terms align green.
COHERENT BEAR: When the Short, Medium, and Long terms align red.
3. God Mode (Global S/R) The indicator can plot Support and Resistance levels from higher timeframes onto your current chart. For example, while trading the 5m chart, you can see the 4H and Daily pivot levels plotted automatically as dotted lines, ensuring you never trade blindly into a higher-timeframe wall.
Trend Following: Wait for the "Coherent Bull/Bear" signal at the bottom of the dashboard. This confirms that momentum is aligned from the 3m chart up to the Daily.
Scalping: Focus on the Quality column. Only take trades when the Quality is "CLEAN" or "PRISTINE." Avoid entries when the dashboard warns of "High Noise" (Choppy).
Risk Management: If the dashboard shows "TRAPPED" on the Long Term (1H+), reduce position size or wait for a breakout.
Pivot Lookback: Adjusts the sensitivity of the Fractal Structure (Default: 5).
Show Fractal DNA Matrix: Toggles the dashboard table.
Show ALL Timeframe S/R: Enables "God Mode" to see supports/resistances from all 25 timeframes (Heavy visual processing, use carefully).
